Appendix 9
F-Equality Test of Variances for Asset and Equity Volatility (CAC 40)
Table A9.1.
|
| σE | σV |
| Mean | 28.0% | 22.2% |
| Variance | 0.4% | 0.3% |
| Observations | 30 | 30 |
| Degrees of freedom | 29 | 29 |
| F | 1.41 |
|
| P(F<=f) unilateral | 0.18 |
|
| Critical value for F (unilateral) | 1.86 |
|
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