VPC results using PsN and Xpose

Dear all, We have performed a VPC using PsN and the results were plotted using Xpose 4. An interesting feature of the graph is that the outer limits of the interval do not follow the typical curve smoothly but change with the observed data. As an example, toward the end of the time interval, where we have a larger variability in the observations, the lines widen and capture most of the data. I have difficulties understanding why the prediction lines behave this way. Any comments? Toufigh