Table 2 Table of percentages of the estimates lying on their theoretical intervals 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 52.0 65.2 52.1
1000 95.7 98.5 95.7
10000 100 100 100