Security | Period | n | θ | ν | μ | h |
S&P 500 | 2018 | 251 | 0.0491 (2.42) | 0.0125 (21.88) | 2746 (68.09) | 14 |
S&P 500 | 2019 | 252 | 0.0583 (2.63) | 0.0159 (21.83) | 2913 (52.54) | 11 |
S&P 500 | COVID-19 Pandemic | 63 | 0.1248 (1.86) | 0.0338 (10.55) | 2773 (26.67) | 5 |