Stock index

μ

Low Persis. Pr.

High Persis. Pr.

LowV

High V

FV

LogL

S & P500

0.00055**

0.000143

0.986*

0.0037

0.981*

0.0049

0.00618*

0.000156

0.0144*

0.0034

0.00725

−10278.7

FTSE100

0.00027*

0.00016

0.993*

0.0022

0.981*

0.0057

0.0075*

0.00015

0.0166*

0.0005

0.0076

−10158.3

NIKKEI225

−0.00017***

0.00023

0.980*

0.0046

0.964*

0.0085

0.0204*

0.0003

0.108*

0.0006

0.0204

−8974.4

DAX

0.00064***

0.0002

0.990*

0.0027

0.981*

0.0052*

0.0091*

0.0002

0.0221*

0.0006

0.0091

−9284.9

S & P/TSX

0.00054***

0.0002

0.987*

0.0032

0.976*

0.0062

0.0052*

0.00012

0.0137*

0.00036

0.0053

−10907.2

CAC40

0.00035*

0.00021

0.994*

0.0018

0.977*

0.0075

0.0108*

0.0002

0.0229*

0.0008

0.0108

−9260.85

SM

0.00076***

0.00016

0.986*

0.0030

0.959*

0.0093

0.0079*

0.00018

0.0197*

0.0007

0.0181

−9942.67