Table 1 Table of means and standard deviations corresponding to fBm liquidity with \(H=\frac{4}{5}\)

From: On the ARCH model with stationary liquidity

N \(\alpha _0\) \(\alpha _1\) \(l_1\)
100 1.068 (0.322) 0.090 (0.139) 0.535 (0.336)
1000 1.042 (0.163) 0.098 (0.052) 0.467 (0.180)
10000 1.009 (0.059) 0.099 (0.018) 0.491 (0.064)