Table 8.
The regression parameters and diagnostics results.
Model | Parameter | Estimation | SE | t | p |
---|---|---|---|---|---|
DAX | a | 0.9909 | 0.005 | 196.519 | 0.000 |
b | 104.2845 | 62.836 | 1.660 | 0.098 | |
HSI | a | 1.0012 | 0.006 | 167.616 | 0.000 |
b | −12.2083 | 153.286 | −0.080 | 0.937 | |
S&P500 | a | 0.9844 | 0.005 | 192.819 | 0.000 |
b | 44.7296 | 16.195 | 2.762 | 0.006 | |
SSE | a | 0.9913 | 0.005 | 187.342 | 0.000 |
b | 28.5226 | 16.263 | 1.754 | 0.080 |