Table 4: The autocorrelation functions of raw and absolute returns. The table contains the autocorrelation function of raw returns for lags , and the autocorrelation function of absolute returns for lags for the EGX 30 along with estimates of the mean, the 5 percent, 25 percent, 50 percent, 75 percent, and 95 percent quantiles of these statistics for the MOD1 and the MOD2, respectively. Computations are based on 5000 time series, each containing 4120 observations.  
