α ^ i

β ^ i

IXBK

−0.0001557

(−0.27)

0.93744

(46.52)

DJUSBK

0.0002327

(0.35)

0.9809851

(41.84)

KBW

0.0002136

(0.33)

1.020046

(44.95)

ABAQ

−0.0001703

(−0.29)

0.883483

(42.81)