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 |