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Table 2

Classification of Hurst exponent

Hurst exponentPersistence strengthHurst exponentAnti-persistence
0.50 < H ≤ 0.55 Very weak 0.45 < H ≤ 0.50 Very weak 
0.55 < H ≤ 0.65 Weaker 0.35 < H ≤ 0.45 Weaker 
0.65 < H ≤ 0.75 Stronger 0.25 < H ≤ 0.35 Stronger 
0.75 < H ≤ 0.80 Strong 0.20 < H ≤ 0.25 Strong 
0.80 < H ≤ 1.00 Very strong 0.00 < H ≤ 0.20 Very strong 
Hurst exponentPersistence strengthHurst exponentAnti-persistence
0.50 < H ≤ 0.55 Very weak 0.45 < H ≤ 0.50 Very weak 
0.55 < H ≤ 0.65 Weaker 0.35 < H ≤ 0.45 Weaker 
0.65 < H ≤ 0.75 Stronger 0.25 < H ≤ 0.35 Stronger 
0.75 < H ≤ 0.80 Strong 0.20 < H ≤ 0.25 Strong 
0.80 < H ≤ 1.00 Very strong 0.00 < H ≤ 0.20 Very strong 
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