표 3. | Table 3. 2024년 2분기 LV 회귀계수 계산 결과 | LV regression coefficient at 2024 2Q.
Eq. (11) | CS,S | CS,K | CS,L | ri | Adjusted R2 |
Regression coef. | −2.88E-09 | 2.36E-09(*) | 3.17E-09 | 0.99 | 0.99 |
Coef. sign | - | (o) | (+) | |
t-statistic | −2.40 | 1.33 | 3.89 | 77.31 |
Eq. (12) | CK,S | CK,K | CK,L | ri | Adjusted R2 |
Regression coef. | −3.04E-09(*) | 1.99E-09(*) | 3.98E-09 | 0.99 | 0.99 |
Coef. sign | (o) | o | (+) | |
t-statistic | −1.89 | 0.83 | 3.60 | 57.60 |
Eq. (13) | CL,S | CL,K | CL,L | ri | Adjusted R2 |
Regression coef. | −2.14E-09(*) | −1.00E-09(*) | 5.83E-09 | 1.00 | 0.99 |
Coef. sign | (o) | (o) | + | |
t-statistic | −1.63 | −0.51 | 6.29 | 70.75 |