Long memory mean and volatility models of platinum and palladium price return series under heavy tailed distributions

SpringerPlus

Table 3 Test results of platinum squared returns

m	\(\hat{d}\)	\(\hat{d_2}\)	\(\hat{d_4}\)	\(W_2\)	\(W_4\)	KPSS	P value (KPSS)
500	0.0125	0.0095	−0.0494	0.6151	5.6580	0.0077	0.1000
1000	0.1275	0.0125	0.0095	7.9680	19.4500	0.0184	0.1000
1500	0.0763	−0.0016	0.0091	0.0001	10.9500	0.0185	0.1000
2000	0.0781	0.1275	0.0125	22.6700	31.5300	0.0089	0.1000
2500	0.0670	0.1156	0.0120	38.5800	15.0100	0.0077	0.1000
3000	0.0722	0.0763	−0.0016	3.0550	11.5700	0.0131	0.1000
3500	0.0672	0.1054	0.1547	16.3000	46.6100	0.0250	0.1000
4000	0.1085	0.0781	0.1275	2.8320	30.0600	0.0093	0.1000
4500	0.1076	0.0712	0.1175	5.3880	33.0400	0.0153	0.1000
5000	0.1076	0.0670	0.1156	8.0600	53.4300	0.0145	0.1000