Terminology: Updated Variables
I find the term "updated variables" currently used in the figure description and the manual very nonstandard. Googling it delivered mostly Dynare results. I would suggest to rename it to the more standard "filtered variables". However, at the same time the variable "FilteredVariables" contains, as far as I can see it, not the filtered variables, i.e. E(y_t|t), but rather the one-step ahead forecast E(y_t+1|t) (which is also the plot title).