Factor

Value

GF

SF

BnB

m

2

0.11%

0.14%

0.23%

3

0.33%

0.44%

0.95%

5

0.39%

0.53%

1.49%

α

0.6

0.48%

0.48%

1.26%

0.8

0.33%

0.44%

1.10%

1.5

0.02%

0.12%

0.21%

2.0

0.00%

0.06%

0.08%

3.0

0.00%

0.01%

0.02%

a

[0.01, 0.1]

0.05%

0.07%

0.28%

[0.05, 0.1]

0.08%

0.11%

0.38%

[0.1, 0.2]

0.15%

0.20%

0.49%

[0.2, 0.5]

0.31%

0.40%

0.83%

[0.1, 0.5]

0.24%

0.33%

0.69%