variable | Obs. | t-Static | Prob. | 1% level | 5% level | 10% level |
Ncskew | 2410 | −8.0690 | 0.0000 | −3.4329 | −2.8625 | −2.5673 |
Liq | 2410 | −6.8245 | 0.0000 | −3.4329 | −2.8625 | −2.5673 |
Ret | 2410 | −47.4229 | 0.0001 | −3.4329 | −2.8625 | −2.5673 |
Sigma | 2410 | −3.5129 | 0.0078 | −3.4329 | −2.8625 | −2.5673 |