Estimation of Parameters in Mean-Reverting Stochastic Systems

Table 1

Estimated parameters and their standard errors.

Parameters	𝛼(0.2)	𝛽(0.08)	𝜎(0.05)
Estimated values	0.1803	0.0792	0.0442
Standard deviations	0.0109	0.0024	0.0013