Stock Market Autoregressive Dynamics: A Multinational Comparative Study with Quantile Regression

Table 4

France CAC40 Index Quantile Regression Result.

0.05					0.0009
0.15					−0.019
0.25			0.0137		−0.0157
0.35		0.0109	−0.0136	0.0132
0.45	−0.0080			0.0039		−0.0160
0.55				−0.0057		0.0002
0.65						0.0087
0.75				−0.0251
0.85
0.95				−0.0202

Note: significance at 1% level, significance at 5%, and significance at 10%.