Table 3. Regression results for the second regression, the 22 days following the corona stock market crash.
Dep. Variable: | y | R-squared: | 0.092 | |||
Model: | OLS | Adj. R-squared: | 0.092 | |||
Method: | Least Squares | F-statistic: | 379 | |||
No. Observations: | 70680 | Prob (F-statistic): | 0.00 | |||
Df Residuals: | 70661 | Log-Likelihood: | 8.98E+04 | |||
Df Model: | 19 | AIC: | -1.80E+05 | |||
Covariance Type: | nonrobust | BIC: | -1.79E+05 | |||
coef | std err. | t | P>|t| | [0.025 | 0.975] | |
x1 | 0.0278 | 0.003 | 10.037 | 0 | 0.022 | 0.033 |
x2 | 0.0308 | 0.003 | 11.109 | 0 | 0.025 | 0.036 |
x3 | 0.0316 | 0.003 | 11.388 | 0 | 0.026 | 0.037 |
x4 | 0.0329 | 0.003 | 11.872 | 0 | 0.027 | 0.038 |
x5 | 0.0344 | 0.003 | 12.387 | 0 | 0.029 | 0.04 |
x6 | 0.0331 | 0.003 | 11.952 | 0 | 0.028 | 0.039 |
x7 | 0.0328 | 0.003 | 11.846 | 0 | 0.027 | 0.038 |
x8 | 0.0429 | 0.003 | 15.469 | 0 | 0.037 | 0.048 |
x9 | 0.0501 | 0.003 | 18.052 | 0 | 0.045 | 0.055 |
x10 | 0.0519 | 0.003 | 18.717 | 0 | 0.046 | 0.057 |
x11 | 0.0557 | 0.003 | 20.088 | 0 | 0.05 | 0.061 |
x12 | 0.0553 | 0.003 | 19.958 | 0 | 0.05 | 0.061 |
x13 | 0.0583 | 0.003 | 21.02 | 0 | 0.053 | 0.064 |
x14 | 0.0603 | 0.003 | 21.737 | 0 | 0.055 | 0.066 |
x15 | 0.0638 | 0.003 | 23.015 | 0 | 0.058 | 0.069 |
x16 | 0.724 | 0.003 | 26.103 | 0 | 0.067 | 0.078 |
x17 | 0.767 | 0.003 | 27.652 | 0 | 0.071 | 0.082 |
x18 | 0.0822 | 0.003 | 29.655 | 0 | 0.077 | 0.088 |
x19 | 0.0776 | 0.003 | 27.978 | 0 | 0.72 | 0.083 |