Parameter | Value |
: Hurst index of adjust closed price | 0.57497 |
: Hurst index of daily volatility of adjust closed price | 0.50981 |
: Mean of log returns | 0.000391 |
: Volatility of volatility |
|
m: Mean of daily volatility of log return | 0.00002578 |
: Mean reverting of daily volatility of log return | 2.219378 |