| (Intercept) |
2.198 |
2.586 |
| |
(0.020) |
(0.041) |
| SBT.Company |
-0.260 |
-0.436 |
| |
(0.026) |
(0.025) |
| After.2020 |
0.023 |
0.005 |
| |
(0.028) |
(0.025) |
| SBT.Company × After.2020 |
-0.091 |
-0.084 |
| |
(0.037) |
(0.033) |
| TR.GICSSectorConsumer Discretionary |
|
-0.077 |
| |
|
(0.044) |
| TR.GICSSectorConsumer Staples |
|
0.163 |
| |
|
(0.048) |
| TR.GICSSectorEnergy |
|
-1.208 |
| |
|
(0.065) |
| TR.GICSSectorFinancials |
|
-1.109 |
| |
|
(0.045) |
| TR.GICSSectorHealth Care |
|
0.899 |
| |
|
(0.049) |
| TR.GICSSectorIndustrials |
|
-0.401 |
| |
|
(0.042) |
| TR.GICSSectorInformation Technology |
|
0.592 |
| |
|
(0.045) |
| TR.GICSSectorMaterials |
|
-0.588 |
| |
|
(0.046) |
| TR.GICSSectorNULL |
|
-0.667 |
| |
|
(0.064) |
| TR.GICSSectorReal Estate |
|
-0.950 |
| |
|
(0.053) |
| TR.GICSSectorUtilities |
|
-1.130 |
| |
|
(0.055) |
| Num.Obs. |
27541 |
27541 |
| R2 |
0.010 |
0.175 |
| R2 Adj. |
0.010 |
0.175 |
| AIC |
100488.9 |
95497.4 |
| BIC |
100530.0 |
95628.9 |
| Log.Lik. |
-50239.447 |
-47732.683 |
| RMSE |
1.50 |
1.37 |