S1 0.789* 0.736* 0.867 1.189 *Significant at 1% level Figure 4: Rolling 50 Day Window MVR Test for TSE. 1 Probability of – Accepting Null Hypothesis Rolling 50 Day Variance Ratios for TSE (Q=5) Figure 5: Rolling 50 Day Window MVR Test for JSE. 1 Probability of – Accepting Null Hypothesis Rolling 50 Day Variance Ratios for JSE (Q=5) Figure 6: Rolling 50 Day Window MVR Test for BSE. 1 Probability of – Accepting Null Hypothesis Rolling 50 Day Variance Ratios for BSE (Q=5)
S1 0.789* 0.736* 0.867 1.189 *Significant at 1% level Figure 4: Rolling 50 Day Window MVR Test for TSE. 1 – Probability of Accepting Null Hypothesis Rolling 50 Day Variance Ratios for TSE (Q=5) Figure 5: Rolling 50 Day Window MVR Test for JSE. 1 – Probability of Accepting Null Hypothesis Rolling 50 Day Variance Ratios for JSE (Q=5) Figure 6: Rolling 50 Day Window MVR Test for BSE. 1 – Probability of Accepting Null Hypothesis Rolling 50 Day Variance Ratios for BSE (Q=5)
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