Statistical Behavior of a Financial Model by Lattice Fractal Sierpinski Carpet Percolation

Table 2

The analysis of the price model for different intensity values 𝑝.

𝑝	Kurtosis	Skewness	Mean	Variance	Min	Max
0.55	5.144784	−0.09809	−9.88𝐸−06	2.19𝐸−07	−0.00242	0.002424
0.54	5.131352	−0.02482	−7.67𝐸−06	2.80𝐸−07	−0.0029	0.003056
0.53	4.893179	0.02581	2.39𝐸−06	3.35𝐸−07	−0.00316	0.003425
0.52	5.145840	−0.12553	1.41𝐸−06	4.17𝐸−07	−0.00411	0.003056
0.51	4.923338	−0.03637	1.16𝐸−05	5.47𝐸−07	−0.00379	0.003741
0.50	4.417513	0.061596	6.37𝐸−06	6.88𝐸−07	−0.00374	0.004057
0.49	5.114434	−0.10168	−6.15𝐸−06	8.47𝐸−07	−0.00559	0.004321
0.48	4.697023	0.030538	−1.25𝐸−05	1.11𝐸−06	−0.00495	0.005954
0.47	4.484873	−0.07156	−1.90𝐸−05	1.47𝐸−06	−0.00669	0.005427
0.46	5.045552	0.13255	1.03𝐸−05	1.92𝐸−06	−0.00801	0.00743
0.45	5.066152	−0.07007	−3.35𝐸−05	2.46𝐸−06	−0.01112	0.008536
0.44	4.491076	0.076139	2.90𝐸−05	3.11𝐸−06	−0.00843	0.008325
0.43	4.905725	−0.14384	5.43𝐸−05	4.61𝐸−06	−0.01565	0.008115
0.42	5.029006	−0.03238	−1.70𝐸−06	6.18𝐸−06	−0.01655	0.013437
0.41	4.905482	−0.08227	−2.31𝐸−05	8.84𝐸−06	−0.01813	0.013806
0.40	4.539316	−0.05757	1.30𝐸−05	1.23𝐸−05	−0.01739	0.01702
0.39	4.431923	0.042044	−6.44𝐸−06	1.92𝐸−05	−0.02176	0.019338