|
| IVOL-CAPM | IVOL-FF5 | IVOL-CH3 | ||||||||
| 1 (low) | 5 (high) | high-low | 1 (low) | 5 (high) | high-low | 1 (low) | 5 (high) | high-low | |||
| 未披露 | 0.0031 | −0.0199 | −0.0241*** | 0.0102 | −0.0240 | −0.0342 *** | 0.0075 | −0.0204 | −0.0281*** | ||
| (−3.26) | (−5.33) | (2.85) | |||||||||
| 披露 | 0.0061 | −0.0010 | −0.0083 | 0.0058 | −0.0019 | −0.0077 | 0.0111 | 0.0019 | −0.0091* | ||
| (−1.41) | (−1.37) | (1.75) | |||||||||