realized_volatility

2023-03-11

## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.akbnk$daily.returns
## Dickey-Fuller = -1.9134, Lag order = 17, p-value = 0.615
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.isctr$daily.returns
## Dickey-Fuller = -2.1584, Lag order = 15, p-value = 0.5112
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.YKBNK$daily.returns
## Dickey-Fuller = -1.907, Lag order = 17, p-value = 0.6177
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.HALKB$daily.returns
## Dickey-Fuller = -0.36575, Lag order = 15, p-value = 0.9879
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.GARAN$daily.returns
## Dickey-Fuller = -1.7465, Lag order = 17, p-value = 0.6857
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.ASELS$daily.returns
## Dickey-Fuller = -2.4722, Lag order = 17, p-value = 0.3784
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.SISE$daily.returns
## Dickey-Fuller = -2.1203, Lag order = 17, p-value = 0.5274
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.TUPRS$daily.returns
## Dickey-Fuller = -3.0982, Lag order = 17, p-value = 0.1132
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.SASA$daily.returns
## Dickey-Fuller = -2.4187, Lag order = 17, p-value = 0.401
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.GUBRF$daily.returns
## Dickey-Fuller = -1.9663, Lag order = 17, p-value = 0.5926
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.TCELL$daily.returns
## Dickey-Fuller = -2.9173, Lag order = 17, p-value = 0.1899
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.TTKOM$daily.returns
## Dickey-Fuller = -1.4835, Lag order = 15, p-value = 0.797
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.EREGL$daily.returns
## Dickey-Fuller = -2.6029, Lag order = 17, p-value = 0.323
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.KRDMD$daily.returns
## Dickey-Fuller = -2.1909, Lag order = 17, p-value = 0.4975
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.XU100$daily.returns
## Dickey-Fuller = -1.3742, Lag order = 18, p-value = 0.8434
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.XU030$daily.returns
## Dickey-Fuller = -1.2529, Lag order = 18, p-value = 0.8948
## alternative hypothesis: stationary
## 
##  Augmented Dickey-Fuller Test
## 
## data:  rv.PG$daily.returns
## Dickey-Fuller = -3.7561, Lag order = 24, p-value = 0.02105
## alternative hypothesis: stationary