| Security | Period | n | λν | γ (λν)2 | (1 − λ)ν |
| S&P 500 | 2018 | 251 | 0.0122 | γ 0.01222 | 0.0003 |
| S&P 500 | 2019 | 252 | 0.0154 | γ 0.01542 | 0.0005 |
| S&P 500 | COVID-19 Pandemic | 63 | 0.0317 | γ 0.03172 | 0.0021 |