Table 6 ARCH family regression Price... | Emerald Publishing

Table 6

ARCH family regression

Price	Coef	St.Err	t-value	p-value	[95% Conf	Interval]	Sig
Constant	45100.568	38.706	1165.20	0	45024.705	45176.431	***
L	1.09	0.238	4.57	0	0.623	1.557	***
L2	−0.078	0.059	−1.32	0.187	−0.194	0.038
L3	0.027	0.066	0.41	0.679	−0.102	0.156
Constant	99328.397	41921.399	2.37	0.018	17163.965	181492.83	**
Mean dependent var	45429.850		SD dependent var			1723.359
Number of obs	293		Chi-square
Prob > χ²			Akaike crit. (AIC)			4987.235

Price	Coef	St.Err	t-value	p-value	[95% Conf	Interval]	Sig
Constant	45100.568	38.706	1165.20	0	45024.705	45176.431	***
L	1.09	0.238	4.57	0	0.623	1.557	***
L2	−0.078	0.059	−1.32	0.187	−0.194	0.038
L3	0.027	0.066	0.41	0.679	−0.102	0.156
Constant	99328.397	41921.399	2.37	0.018	17163.965	181492.83	**
Mean dependent var	45429.850		SD dependent var			1723.359
Number of obs	293		Chi-square
Prob > χ²			Akaike crit. (AIC)			4987.235

Note(s): ***p < 0.01, **p < 0.05, *p < 0.1