p | Index | α | β | δ | μ | n |
2002-2005 | IBOV | 115.3831 | −20.6768 | 0.0325 | 0.0068 | 1043 |
NIFTY50 | 79.7261 | 0.19.269330 | 0.0136 | 0.0044 | 1258 | |
SHCOMP | 56.8119 | 5.7093 | 0.0097 | 0.0006 | 1303 | |
RTSI | 47.6604 | −7.6627 | 0.0146 | 0.0039 | 1303 | |
2006-2010 | IBOV | 31.8151 | −3.1540 | 0.0131 | 0.0019 | 1304 |
NIFTY50 | 35.9781 | −2.9873 | 0.0145 | 0.0016 | 989 | |
SHCOMP | 40.5741 | −9.4047 | 0.0175 | 0.0042 | 1044 | |
RTSI | 19.5138 | −2.9695 | 0.0139 | 0.0021 | 1044 | |
2011-2015 | IBOV | 99.0900 | 5.1516 | 0.0199 | −0.0014 | 1303 |
NIFTY50 | 124.5000 | −3.9450 | 0.0141 | 0.0007 | 1238 | |
SHCOMP | 37.4145 | −1.1891 | 0.0081 | 0.0004 | 1303 | |
RTSI | 44.6705 | −0.9362 | 0.0158 | −0.0003 | 1303 |