| VOLA | Coef. | St.Err. | t-value | p-value | [95% ConfInterval] | Sig | |
| Comment | 0.0012646 | 0.0001793 | 7.05 | 0.000 | 0.0009131 | 0.0016161 | *** |
| Notice | −0.0008889 | 0.0001897 | 4.69 | 0.000 | 0.0005171 | 0.0012606 | *** |
| News | 0.0008107 | 0.000464 | 1.75 | 0.081 | −0.0000987 | 0.0017201 | * |
| Constant | 1.013201 | 0.001152 | 879.52 | 0.000 | 1.010943 | 1.015459 | *** |
| Mean dependent var | 1.022 | SD dependent var | 0.012 | ||||
| Overall r-squared | 0.016 | Number of obs | 4533 | ||||
| Chi-square | 88.313 | Prob > chi2 | 0.000 | ||||
| R-squared within | 0.022 | R-squared between | 0.000 | ||||