JPN225 | ||||||
JPY/AUD | −0.71399 | 0.224231 | −3.18 | 0.00 | 1.153476 | −0.27451 |
AUS200 | 0.00035 | 0.001586 | 0.22 | 0.82 | 0.002758 | 0.003461 |
XS | - | 0.000439 | −3.94 | 0 | 0.002587 | −0.00087 |
JGB | 0.00562 | 0.008632 | 0.65 | 0.51 | 0.01129 | 0.022547 |
JPN225 | 0.99924 | 0.00038 | 2628.8 | 0 | 0.998498 | 0.999988 |
SPX500 | 0.01123 | 0.00409 | 2.75 | 0.00 | 0.003215 | 0.019247 |
ZN | 1.70812 | 0.405528 | 4.21 | 0 | 0.913302 | 2.502944 |
constant | 1433.74 | 399.9551 | 3.58 | 0 | 649.8511 | 2217.646 |
SPX500 | ||||||
JPY/AUD | −0.07622 | 0.01946 | 3.92 | 0 | 0.114362 | −0.03807 |
AUS200 | 0.000201 | 0.00013 | 1.46 | 0.145 | −6.9E−05 | 0.000471 |
XS | −0.00017 | 3.81E− | 4.47 | 0 | −0.00025 | −9.6E−05 |
JGB | 0.000504 | 0.00074 | 0.67 | 0.501 | 0.000965 | 0.001972 |
JPN225 | −2.2E−05 | 0.00003 | 0.65 | 0.514 | 8.62E−05 | 4.31E−05 |
SPX500 | 1.00055 | 0.00035 | 2818.4 | 0 | 0.999854 | 1.001246 |
ZN | 0.162499 | 0.03519 | 4.62 | 0 | 0.093509 | 0.231488 |
constant | 142.7208 | 34.7156 | 4.11 | 0 | 74.67938 | 210.7622 |
zn | ||||||
JPY/AUD | 0.002073 | 0.000274 | 7.56 | 0 | 0.001536 | 0.00261 |
AUS200 | 3.90E−07 | 1.94E−06 | 0.2 | 0.841 | 3.41E−06 | 4.19E−06 |
XS | 421E.06 | 5.36E−07 | 7.86 | 0 | 3.16E−06 | 5.27E−06 |
JGB | −7.94E−06 | 1.05E−05 | −0.75 | 0.452 | 2.86E−05 | 1.27E−05 |
JPN225 | −4.42E−07 | 4.64E−07 | −0.95 | 0.341 | 1.35E−06 | 4.68E−07 |
SPX500 | −1.4E−05 | 5.00E−06 | •2.89 | 0.004 | 2.42E−05 | −4.65E−06 |
ZN | 0.995981 | 0.000496 | 2009.93 | 0 | 0.99501 | 0.996952 |
constant | −3.62342 | 0.48872 | −7.41 | 0 | 4.581291 | −2.66554 |