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Table 4 Test results of palladium squared returns

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

m \(\hat{d}\) \(\hat{d_2}\) \(\hat{d_4}\) \(W_2\) \(W_4\) KPSS P value (KPSS)
500 −0.1426 −0.1589 −0.1550 1.4070 0.1183 0.0942 0.1000
1000 0.0839 −0.1426 −0.1589 43.1200 3.7230 4.5200 0.1000
1500 0.0947 −0.0862 −0.1659 24.3500 67.1800 2.4780 0.1000
2000 0.0769 0.0839 −0.1426 1.7850 81.4900 6.4480 0.1000
2500 0.0755 0.0943 −0.1140 4.0330 50.0400 3.5400 0.1000
3000 0.0770 0.0947 −0.0862 4.2810 31.0300 2.1110 0.1000
3500 0.0806 0.1183 0.0938 8.3180 9.2730 1.6800 0.1000
4000 0.0755 0.0769 0.0839 0.0544 1.9680 1.6640 0.1000
4500 0.0721 0.0764 0.0918 0.5930 5.7750 1.3290 0.1000
5000 0.0762 0.0755 0.0943 0.0134 6.6750 0.9774 0.1000