Appendix 17
F-Equality Test of Variances for Asset and Equity Volatility (Cinema)
Table A17.1.
|
| σE | σV |
| Mean | 31.0% | 25.0% |
| Variance | 1.5% | 0.9% |
| Observations | 17 | 17 |
| Degrees of freedom | 16 | 16 |
| F | 1.61 |
|
| P(F<=f) unilateral | 0.17 |
|
| Critical value for F (unilateral) | 2.33 |
|
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