Before Invasion | |||
| alpha | beta | r-squared |
Chicago SRW Wheat Futures_log_return | 0.00068 | 0.028 | 0.002 |
TTF Natural Gas_log_return | 0.00397 | 0.003 | 0 |
Lean Hogs Futures_log_return | 0.00541 | 0.02 | 0.003 |
Silver Futures_log_return | −0.0035 | 0.094 | 0.025 |
During Invasion | |||
| alpha | beta | r-squared |
Chicago SRW Wheat Futures_log_return | −0.06979 | −0.074 | 0.057 |
TTF Natural Gas_log_return | 0.00742 | −0.05 | 0.154 |
Lean Hogs Futures_log_return | −0.08216 | 0.064 | 0.01 |
Silver Futures_log_return | −0.08651 | −0.041 | 0.004 |