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Table 1 Descriptive statistics and ADF test

From: Determination of collective behavior of the financial market

  S C l μ \(\Delta \sigma\)
Mean 0.3657 0.0234 0.3621 0.0012 0.00003
Max. 0.4961 0.0422 0.4957 0.0127 0.0128
Min. 0.2790 0.0133 0.2784 −0.0117 −0.0086
SD 0.0478 0.0062 0.0461 0.0051 0.0041
ADF-statistic −2.5941 (0.0971) −2.9531 (0.0426) −2.7512 (0.0687) −2.4036 (0.0163) −6.6429 (0.0000)
  1. The numbers in parentheses refer to p values