Connectivity, Information Jumps, and Market Stability: An Agent-Based Approach

Table 4

ANOVA table.

	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