Time

Drift

Sensitivity

Volatility

Jump sizes

t

(S = Small, B = Big)

1

0.9644

0.3762

0.9581

0.3534 (B)

2

0.7346

0.4773

0.9581

0.1575 (B)

3

0.7688

0.1321

0.9581

0.0484 (B)

4

0.5167

0.0968

0.9581

0.0206 (B)

5

0.0647

0.7966

0.9581

0.0082 (B)

6

0.6197

0.8012

0.9581

0.0041 (S)

7

0.2019

0.3994

0.9581

0.0023 (S)

8

0.5458

0.6292

0.9581

0.0008 (S)

9

0.4288

0.4571

0.9581

0.0003 (S)

10

0.2091

0.3334

0.9581

0.0001 (S)