Volatility

ARMA-EGARCH-M Volatility

Parkinson Volatility

RSY Volatility

ARMA-EGARCH-M Volatility

1.0000

0.600***

<0.0001

0.547***

<0.0001

Parkinson Volatility

0.546***

<0.0001

1.0000

0.835***

<0.0001

RSY Volatility

0.515***

<0.0001

0.838***

<0.0001

1.0000