C2

TR

n

ρ

XP

WR

Exch

AR-1

ELGEE

RELGEE

ELGEE

RELGEE

Exch

12.91886

0.99187

13.97928

1.02373

0.06

AR(1)

12.82331

0.99716

14.12307

1.02851

0.3

Ind

13.06875

1.03024

13.80362

1.00403

Exch

42.76916

3.00972

39.56463

2.88551

0.1

AR(1)

43.36231

3.05236

39.30508

2.88421

50

Ind

43.31341

3.05817

40.03126

2.89432

Exch

14.44630

0.88005

13.3182

0.89685

0.06

AR(1)

14.57675

0.93714

13.72404

0.87365

0.7

Ind

14.76241

1.09283

13.10561

0.93932

Exch

39.52561

2.89129

37.91395

2.73270

0.1

AR(1)

40.71029

3.08226

37.78436

2.74435

Ind

40.76240

3.18213

39.59294

2.85362