From: Government intervention model based on behavioral heterogeneity for China’s stock market
\(T=20\) | \(T=30\) | \(T=40\) | \(T=50\) | \(T=60\) | \(T=70\) | \(T=80\) | \(T=90\) | \(T=100\) | |
---|---|---|---|---|---|---|---|---|---|
HAM3: \(\sigma ^2\) | 0.193 | 0.321 | 0.467 | 0.637 | 0.868 | 1.262 | 2.095 | 4.068 | 8.997 |
(0) | (0) | (0) | (0) | (0) | (0) | (0) | (0) | (0) | |
HAM2: \(\sigma ^2\) | 0.201 | 0.423 | 1.491 | 9.391 | 70.656 | 545.414 | 4126.135 | 18399.631 | 41607.178 |
(0) | (0) | (0) | (0) | (0) | (0) | (3) | (91) | (438) |