Categories

Null Hypothesis Accepted (A)

σ Before 2 / σ After 2 < F Critical

Null Hypothesis Rejected (B)

σ Before 2 / σ After 2 > F Critical

Total (C)

Significant Change in Variance (in percent) (B)/(C)

Large Cap

58

30

88

33.78%

Mid Cap

48

7

55

12.96%

Small Cap

23

0

23

0.00%

Total

129

37

166

29.80%