Parameter

Value

t-statistic

p-value

SE

α₀

0.511765

10.69652

0.0000

0.047844

α₁

0.986809

625.7656

0.0000

0.001577

α₂

−0.002571

−1.251454

0.2109

0.002055

α₃

0.001709

1.004433

0.3153

0.001701

α₄

−0.027940

−5.154723

0.0000

0.005420

α₅

0.035578

6.805134

0.0000

0.005228