Volatility

Sample number

Mean

Standard deviation

Minimum value

Maximum value

ARMA-EGARCH-M Volatility

3321

0.0159

0.0072

0.00414

0.0654

Parkinson Volatility

3321

0.0122

0.00829

0.0021

0.06795

RSY Volatility

3321

0.0164

0.0117

0

0.1130