Table 7 Annual volatility in the diversified portfolio \((\mathrm{PFI})\) and hedged portfolio \((\mathrm{PFII})\)
From: Volatility spillovers, structural breaks and uncertainty in technology sector markets
| Â | SP5 (%) | MWO (%) | ESG (%) | OIL (%) | GLD (%) | USD (%) | BND (%) | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
\(\mathrm{PFI}\) | \(\mathrm{PFII}\) | \(\mathrm{PFI}\) | \(\mathrm{PFII}\) | \(\mathrm{PFI}\) | \(\mathrm{PFII}\) | \(\mathrm{PFI}\) | \(\mathrm{PFII}\) | \(\mathrm{PFI}\) | \(\mathrm{PFII}\) | \(\mathrm{PFI}\) | \(\mathrm{PFII}\) | \(\mathrm{PFI}\) | \(\mathrm{PFII}\) | |
ATE | 13.4 | 8.5 | 11.6 | 13.6 | 10.3 | 14.5 | 15.5 | 30.1 | 8.1 | 11.1 | 5.8 | 8.9 | 2.6 | 42.7 |
MIT | 13.6 | 10.0 | 11.7 | 15.3 | 10.4 | 15.7 | 15.9 | 30.1 | 8.4 | 11.2 | 5.9 | 9.2 | 2.7 | 39.6 |
ABI | 14.5 | 27.9 | 12.4 | 32.3 | 11.1 | 20.6 | 19.7 | 30.1 | 10.1 | 11.8 | 7.0 | 12.5 | 3.0 | 62.7 |
SPC | 9.4 | 12.3 | 8.4 | 9.8 | 8.0 | 9.6 | 12.8 | 30.4 | 8.6 | 11.0 | 5.9 | 7.1 | 3.3 | 6.8 |
FIN | 13.7 | 17.6 | 11.9 | 22.7 | 10.8 | 22.7 | 17.1 | 30.2 | 8.9 | 11.6 | 6.2 | 11.8 | 2.8 | 45.0 |
BTC | 14.5 | 76.1 | 11.9 | 98.9 | 11.5 | 89.9 | 28.9 | 40.2 | 13.7 | 56.7 | 8.3 | 114 | 3.8 | 218 |