stock=TemporalData[];

Labeled[DateListPlot[stock["Path"],PlotStyle->Thick,ImageSize->400,Joined->True,Filling->-30],Column[{Style["Simulated Daily Returns",Bold,FontSize->18,FontFamily->"Helvetica"],Style["1995 to 2005",Bold,FontSize->16,FontColor->Gray,FontFamily->"Helvetica"]}],{{Top,Left}}]

pars=FindProcessParameters[stock,FractionalBrownianMotionProcess[h]]

ListPlot[Table[CorrelationFunction[FractionalBrownianMotionProcess[h]/.pars,1,j],{j,100}],Filling->Axis,PlotRange->All]