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