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

Table 9

U.K. FTSE 100 Index Quantile Regression Result.

0.05		0.0339	0.0188		0.0091	−0.0005
0.15			0.0353		0.0149	−0.0075
0.25			−0.0000		−0.0028	−0.0230
0.35	0.0062	−0.0189	−0.0125
0.45	−0.0063		−0.0139
0.55			−0.0195	−0.0043			−0.0028
0.65				−0.0182			0.0200
0.75
0.85
0.95				−0.0008

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