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