Appendix 10
Equality Test for Projected Asset and Equity Volatility (CAC 40): Two Observations with Equal Variations
Table A10.1.
| σE | σV |
Mean | 28.0% | 22.2% |
Variance | 0.4% | 0.3% |
Observations | 30 | 30 |
Weighted variance | 0.4% |
|
Hypothetical mean difference | 0 |
|
Degrees of freedom | 58 |
|
Stat t | 3.76 |
|
P(T<=t) bilateral | 0.00 |
|
Critical value for F (bilateral) | 2.00 |
|
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