Research Article
Connectivity, Information Jumps, and Market Stability: An Agent-Based Approach
| | Volatility index | | SS | DOF | MS | -value | value |
| Intercept | 340546.49 | 1 | 340546.49 | 5618.04398 | 0 | Agents exposure | 36287.1146 | 4 | 9071.77865 | 149.658425 | 0 | Replication | 1467.84234 | 29 | 50.6152532 | 0.835007046 | 0.70593738 | Error | 7031.52075 | 116 | 60.6165582 | | |
| | Returns standard deviations | | SS | DOF | MS | | |
| Intercept | 0.081547 | 1 | 0.081547 | 7853.254 | 0 | Agents exposure | 0.011833 | 4 | 0.002958 | 284.894 | 0 | Replication | 0.000186 | 29 | 0.000006 | 0.616 | 0.933521 | Error | 0.001205 | 116 | 0.00001 | | |
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