Table 2.

Maximum-likelihood estimation of the parameters of the CIR model, first line, and of the parameters of the Vasicek model, second line

	k	$\mu$	${\sigma }_r$
CIR	0.0170	$-0.0049$	0.0031
Vasicek	0.0170	$-0.0049$	0.0029

Monthly observations of the 1-week Euribor rates for the period from February, 2010, to February, 2020, are considered