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

Table 8

Italy FTMIB Index Quantile Regression Result.

0.05
0.15	0.0376
0.25
0.35	0.0037
0.45	−0.0041
0.55		−0.0062
0.65		0.0273
0.75
0.85
0.95	−0.0977

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