variable | Obs. | t-Static | Prob. | 1% level | 5% level | 10% level |
Ncskew | 490 | −3.3260 | 0.0143 | −3.4436 | −2.8673 | −2.5699 |
Liq | 490 | −6.9522 | 0.0000 | −3.4436 | −2.8673 | −2.5699 |
Ret | 490 | −20.6338 | 0.0000 | −3.4436 | −2.8673 | −2.5699 |
Sigma | 490 | −2.5300 | 0.1089 | −3.4436 | −2.8673 | −2.5699 |