Diagonal component of variance IMT and Ratio

${\alpha }_t$

${\beta }_{t1}$

${\beta }_{t2}$

${\pi }_t$

$S.D\left({\pi }_t\right)$

$R{n}_E$

$R{n}_T$

$V_E$

$V_T$

$V_{tr}$

$R_1$

$R_2$

0.80

0.50

0.4

0.66

0.18

3

3

2.3400e⁻⁰⁴

2.5316e⁻⁰⁴

2.3730e⁻⁰⁴

0.99

1.03

-

-

-

-

-

-

-

4.3984e⁻⁰²

5.1198e⁻⁰²

4.5628e⁻⁰²

0.98

1.05

-

-

-

-

-

-

-

1.9280e⁻⁰¹

2.3559e⁻⁰¹

2.0038e⁻⁰¹

0.98

1.08

1.20

2.20

0.8

0.62

0.36

3

3

1.2620e⁻⁰³

1.4252e⁻⁰³

1.3850e⁻⁰³

0.95

1.01

-

-

-

-

-

-

-

2.1819e⁻⁰²

2.3741e⁻⁰²

2.3411e⁻⁰²

0.97

1.01

-

-

-

-

-

-

-

3.2250e⁻⁰²

3.5432e⁻⁰²

3.6766e⁻⁰²

0.94

0.98