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 |