| Variables | Values | P-value |
| R2 | 0.89 |
|
| Adjusted R2 | 0.87 |
|
| AIC | 807.44 |
|
| Joint F-Statistic | 46 | 0.00* |
| Joint Wald Statistic | 1445 | 0.00* |
| Koenker (BP) Statistic | 17.17 | 0.86 × 10−3* |
| Jarque-Bera Statistic | 14.29 | 0.01 |