Table 4 Estimated \({\Sigma = [\sigma _{m,n}]_{ m, n \in \{1,2, \cdots , N\} } }\)
From: ARMA–GARCH model with fractional generalized hyperbolic innovations
IBM | Johnson & Johnson | Oracle | Apple | Amazon | CVS | |
|---|---|---|---|---|---|---|
IBM | 1 | |||||
Johnson & Jonhson | 0.3592 | 1 | ||||
Oracle | 0.7235 | 0.2764 | 1 | |||
Apple | 0.7071 | 0.4618 | 0.7936 | 1 | ||
Amazon | 0.3144 | 0.1423 | 0.4652 | 0.6337 | 1 | |
CVS | 0.2022 | 0.4618 | 0.2745 | 0.2239 | 0.1181 | 1 |