Variance Decomposition of VOL | ||||
Period | S.E. | VOL | MP | SS |
15 | 0.013460 | 92.66612 | 7.066384 | 0.267495 |
16 | 0.013461 | 92.65904 | 7.073425 | 0.267534 |
17 | 0.013462 | 92.65486 | 7.077582 | 0.267557 |
18 | 0.013462 | 92.65240 | 7.080031 | 0.267571 |
19 | 0.013463 | 92.65095 | 7.081471 | 0.267579 |
20 | 0.013463 | 92.65010 | 7.082316 | 0.267583 |
21 | 0.013463 | 92.64960 | 7.082811 | 0.267586 |
22 | 0.013463 | 92.64931 | 7.083101 | 0.267587 |
23 | 0.013463 | 92.64914 | 7.083271 | 0.267588 |