Alpha

Beta

Adj. R-sqr

Durbin-Watson Stat.

DJIM

−0.0227

(0.8275)

0.4009***

(0.0000)

0.1387

1.8214

DAX

−0.0165

(0.8784)

0.2177***

(0.0000)

0.0737

1.7986

FTS

−0.0130

(0.9044)

0.2852***

(0.0000)

0.0688

1.7757

NIK

0.0320

(0.7641)

0.2779***

(0.0000)

0.0955

1.7705

SNP

−0.0156

(0.8839)

0.3172***

(0.0000)

0.0891

1.8057