Mathematical Model of Stock Prices via a Fractional Brownian Motion Model with Adaptive Parameters

Table 1

ADVANC.

𝛼	−0.49	−0.4	−0.3	−0.2	−0.1	0	0.1	0.2	0.3	0.4	0.49
Average of ARPE	12.383	14.713	21.128	32.555	42.932	21.496	114.55	3.8315×10^14	3.7474×10^210	Inf	Inf
SD of ARPE	3.5199	5.4755	9.3025	18.166	30.492	10.474	744.64	2.8687×10^16	Inf	Inf	Inf