Skip to main content

Table 2 The SADF and GSADF tests

From: Are there bubbles in the vanilla price?

VNL price SADF GSADF
16.971*** 19.201***
Critical value
90% 0.938 1.905
95% 1.168 2.247
99% 1.662 2.721
  1. ***shows significance at the 1% level