Appendix 18
Equality Test for Projected Asset and Equity Volatility (Cinema): Two Observations with Equal Variances

Table A18.1.

	σ_E	σ_V
Mean	31.0%	25.0%
Variance	1.5%	0.9%
Observations	17	17
Weighted variance	1.2%
Hypothetical mean difference	0
Degrees of freedom	32
Stat t	1.60
P(T<=t) bilateral	0.12
Critical value for F (bilateral)	2.04

..................Content has been hidden....................

You can't read the all page of ebook, please click here login for view all page.

Table of Contents for Appendix 18: Equality Test for Projected Asset and Equity Volatility (Cinema): Two Observations with Equal Variances