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

Table 7

Japan Nikkei 225 Index Quantile Regression Result.

0.05	0.0599
0.15	0.0123
0.25	−0.0190	0.0116
0.35
0.45
0.55
0.65
0.75
0.85
0.95

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