Time | Drift | Sensitivity | Volatility | Jump sizes |
t |
|
|
|
|
1 | 0.1569 | 0.1841 | 0.8959 | 0.3534 |
2 | 0.7358 | 0.5716 | 0.2133 | 0.1575 |
3 | 0.0542 | 0.6932 | 0.6018 | 0.0484 |
4 | 0.9968 | 0.9028 | 0.7665 | 0.0206 |
5 | 0.2605 | 0.4630 | 0.5737 | 0.0082 |
6 | 0.1733 | 0.7254 | 0.7108 | 0.0041 |
7 | 0.7742 | 0.2712 | 0.5577 | 0.0023 |
8 | 0.7081 | 0.2887 | 0.3422 | 0.0008 |
9 | 0.2679 | 0.0459 | 0.6776 | 0.0003 |
10 | 0.7230 | 0.7954 | 0.8161 | 0.0001 |