JPY/AUDCoef.Std.Err.ZP>|z|[95%Conf.Interval] | ||||||
JPY/AUD | 0.996916 | 0.00047 | 2097.81 | 0 | 0.995985 | 0.997848 |
AUS200 | 1.37e−06 | 3.36e−06 | 0.41 | 0.683 | 5.22e−06 | 7.96e−06 |
XS | −5.69e−06 | 9.30e−07 | −6.11 | 0 | 7.51e−06 | −3.86e−06 |
JGB | −2.06e−06 | 1.83e−05 | −0.11 | 0.91 | 3.79e−05 | 3.38e−05 |
JPN225 | −2.76e−07 | 8.06e−07 | −0.34 | 0.732 | 1.85e−06 | 1.30e−06 |
SPX500 | 1.23e−05 | 8.67e−06 | 1.42 | 0.156 | 4.68e−06 | 2.93e−05 |
ZN | 0.005391 | 0.00085 | 6.27 | 0 | 0.003707 | 0.007076 |
constant | 5.137666 | 0.84763 | 6.06 | 0 | 3.476334 | 6.798998 |
AUS200 | ||||||
JPY/AUD | −0.11382 | 0.03864 | −2.95 | 0.003 | 0.189558 | −0.03809 |
AUS200 | 1.000008 | 0.00027 | 3658.1 | 0 | 0.999472 | 1.000544 |
XS | −0.00025 | 7.56e−05 | −3.32 | 0.001 | 0.000399 | −0.0001 |
JGB | 0.002987 | 0.00148 | 2.01 | 0.045 | 7.13e−05 | 0.005902 |
JPN225 | 4.22e−05 | 6.55e−05 | 0.64 | 0.519 | 8.61e−05 | 0.000171 |
SPX500 | 0.001216 | 0.00070 | 1.72 | 0.085 | 0.000166 | 0.002597 |
ZN | 0.240714 | 0.06988 | 3.44 | 0.001 | 0.103746 | 0.377681 |
constant | 175.4468 | 68.9222 | 2.55 | 0.011 | 40.36175 | 310.5319 |
XS | ||||||
JPY/AUD | −1.80034 | 0.48264 | −3.73 | 0 | 2.74631 | −0.85437 |
AUS200 | 0.00148 | 0.00341 | 0.43 | 0.664 | 0.00520 | 0.008178 |
XS | 0.99527 | 0.00094 | 1053.59 | 0 | 0.99342 | 0.997125 |
JGB | −0.01389 | 0.01858 | −0.75 | 0.455 | 0.05030 | 0.022525 |
JPN225 | −0.00077 | 0.00081 | −0.94 | 0.345 | 0.00237 | 0.000831 |
SPX500 | 0.00802 | 0.00880 | 0.91 | 0.362 | 0.00922 | 0.025282 |
ZN | 3.42413 | 0.87288 | 3.92 | 0 | 1.71331 | 5.134958 |
constant | 4532.87 | 860.889 | 5.27 | 0 | 2845.56 | 6220.19 |
JGB | ||||||
JPY/AUD | 0.011328 | 0.01142 | 0.99 | 0.32 | 0.011064 | 0.03371 |
AUS200 | 9.52e−05 | 8.08e− | 1.18 | 0.23 | 6.32e−05 | 0.00025 |
XS | −1.89e−06 | 2.24e− | −0.08 | 0.93 | 4.57e−05 | 4.19e− |
JGB | 0.998015 | 0.00044 | 2269.2 | 0 | 0.997153 | 0.99887 |
JPN225 | −3.6e−05 | 1.94e− | −1.88 | 0.06 | 7.43e−05 | 1.57e− |
SPX500 | −0.00064 | 0.00020 | −3.06 | 0.00 | 0.001047 | − |
ZN | −0.01729 | 0.02066 | −0.84 | 0.40 | 0.057785 | 0.02320 |
constant | 34.88612 | 20.3774 | 1.71 | 0.08 | 5.052881 | 74.8251 |