RMSCI(−5) | −0.036635 [−2.50846] | 0.018101 [ 1.37780] | −0.001366 [−0.06010] | −0.034444 [−1.41267] | 0.077434* [1.87113] |
RMSCI(−6) | 0.002899 [0.19856] | 0.018831 [1.43382] | 0.061941** [2.72515] | 0.005448 [0.22352] | −0.031828 [−0.76935] |
RSH(−1) | −0.01444 [−1.73823] | −0.000982 [−0.13144] | 0.002467 [0.19076] | −0.015757 [−1.13611] | 0.001013 [0.04304] |
RSH(−2) | 0.007783 [0.93767] | −0.01624** [−2.17494] | −0.029231** [−2.26207] | −0.004229 [−0.30514] | −0.034706 [−1.47556] |
RSH(−3) | −0.015174 [−1.83563] | 0.009263 [1.24576] | 0.0000912 [0.00709] | 0.002627 [0.19039] | 0.009466 [0.40411] |
RSH(−4) | 0.010164 [1.22984] | −0.00122 [−0.16413] | −0.008996 [−0.69920] | −0.023695 [−1.71736] | 0.075848 [3.23892] |
RSH(−5) | 0.006763 [0.81598] | −0.017017** [−2.28239] | −0.011555 [−0.89552] | 0.012084 [0.87328] | −0.011452 [−0.48760] |
RSH(−6) | −0.017303** [−2.09011] | −0.017091 [−2.29499] | −0.028843 [−2.23794] | 0.012701 [0.91891] | −0.055829 [−2.37989] |