BUX

ABS

0.3498***

0.3818***

0.4330***

0.4484***

0.4022***

IBOVESPA

RET

0.0596

0.1052

0.1079**

0.1229***

0.0363

IBOVESPA

SQR

0.3728***

0.6161***

0.6610***

0.5883***

0.5486***

IBOVESPA

ABS

0.4539***

0.5401***

0.5225***

0.4638***

0.4152***

IPSA

RET

0.1293

0.0435

0.0150

0.0403

−0.0081

IPSA

SQR

0.2108***

0.2418***

0.2984***

0.3637***

0.4395***

IPSA

ABS

0.3669***

0.4634***

0.4440***

0.4343***

0.4109***

KLSE

RET

−0.0127

0.0619

0.0056

−0.0025

0.0440

KLSE

SQR

0.0849

0.0054

0.0661

0.0327

0.0084

KLSE

ABS

0.2483**

0.2081**

0.2026***

0.1687***

0.1398***

KOSPI

RET

0.0205

0.1119

0.0366

−0.0414

−0.0365

KOSPI

SQR

0.4226***

0.4773***

0.3778***

0.4072***

0.3728***

KOSPI

ABS

0.6117***

0.6416***

0.4991***

0.4807***

0.4423***

MICEX

RET

0.1642

0.1364

0.0794

0.0360

0.0103

MICEX

SQR

0.4601***

0.6681***

0.6894***

0.6371***

0.2798***

MICEX

ABS

0.5151***

0.5597***

0.6022***

0.5355***

0.3344***

MXXIPC

RET

0.0138

0.0454

0.0538

0.0478

0.0131

MXXIPC

SQR

0.3047***

0.4762***

0.5066***

0.5062***

0.4480***

MXXIPC

ABS

0.4557***

0.5045***

0.4866***

0.4558***

0.4736***

NIFTY

RET

0.0517

0.0998

0.1291

0.1049**

0.0549

NIFTY

SQR

0.2939***

0.3607***

0.3664***

0.3309***

0.2869***

NIFTY

ABS

0.4027***

0.4669***

0.4886***

0.4293***

0.3957***

SHCOMP

RET

0.2145

0.1144

0.0966

0.0355

−0.0136

SHCOMP

SQR

0.5849***

0.4347***

0.3642***

0.2915***

0.3152***

SHCOMP

ABS

0.6049***

0.4882***

0.4515***

0.3825***

0.3666***

TWII

RET

0.1026

0.0505

0.0366

0.0733

0.0250

TWII

SQR

0.5643***

0.4872***

0.3933***

0.3210***

0.2881***

TWII

ABS

0.5742***

0.5030***

0.4609***

0.4233***

0.3413***