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

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Table 4 Test results of palladium squared returns

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