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

Table 2

LH.

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	13.362	17.722	28.059	44.745	59.309	29.370	118.19	5.0349×10^41	8.0212×10^268	Inf	Inf
SD of ARPE	3.3415	6.2432	13.703	31.977	59.243	15.935	749.36	4.0179×10^43	Inf	Inf	Inf