Variable | Coefficients | Standard Error | t statistics | Adjusted R-Square |
Constant | −0.254 | 0.0181 | 7.89 | 0.167 |
Market Beta | 0.014 | 0.1312 | 2.09 |
|
Skewness | 0.256 | 0.0670 | 3.21 |
|
Kurtosis | 0.012 | 0.0154 | 3.99 |
|