target,q,factor,label,beta,ci_lo,ci_hi,p
gap,0.1,DOW_pre,Dow (prev US session),0.1571729485414517,0.1030440736709802,0.2113018234119232,1.3483808190238377e-08
gap,0.1,BRENT_pre,Brent (to last settle),-0.0010950598874564788,-0.014518299653796784,0.012328179878883827,0.8729320399406663
gap,0.1,USDINR_pre,USDINR (prev day),-0.00308770959395277,-0.06245296661994899,0.05627754743204345,0.9187812430466424
gap,0.1,DXY_pre,DXY,-0.09203767555224807,-0.16104094834825397,-0.02303440275624216,0.008957139790418614
gap,0.1,US10Y_pre,US10Y (bp),-0.003487149800667305,-0.00911451262623627,0.002140213024901659,0.22446293042306226
gap,0.1,USVIX_pre,US VIX,-0.005745741835671336,-0.011227371290508902,-0.000264112380833772,0.039942470170111447
gap,0.1,GOLD_pre,Gold,0.0026028602125762745,-0.02476948066464028,0.02997520108979283,0.8521120661718503
gap,0.1,INDIAVIX_lag,India VIX chg (t-1),-0.0025067109707747753,-0.007994453735053565,0.0029810317935040154,0.37053617619601437
gap,0.1,NIFTY_cc_lag,Nifty ret (t-1),-0.009897967998680812,-0.042636339013413654,0.02284040301605203,0.5533746472666613
gap,0.1,NIKKEI_gapopen,Nikkei open gap (t),0.08287338876050487,0.03578479870988579,0.12996197881112395,0.0005658132412045935
gap,0.1,HSI_gapopen,Hang Seng open gap (t),0.26042461564810937,0.20583520206398337,0.31501402923223537,1.4535314337277334e-20
gap,0.5,DOW_pre,Dow (prev US session),0.11785036010961214,0.10186746417418593,0.13383325604503835,4.4044082027107775e-46
gap,0.5,BRENT_pre,Brent (to last settle),-0.0043261405074837,-0.008828950081891992,0.00017666906692459256,0.05968640257077255
gap,0.5,USDINR_pre,USDINR (prev day),0.005506232749380224,-0.019301758873451546,0.030314224372211995,0.6634660500875023
gap,0.5,DXY_pre,DXY,-0.08792418314530082,-0.11589485968609678,-0.05995350660450486,7.924308288529463e-10
gap,0.5,US10Y_pre,US10Y (bp),-0.005445659115084656,-0.007693677888701537,-0.003197640341467774,2.1194479408272274e-06
gap,0.5,USVIX_pre,US VIX,-0.00503288617343145,-0.007013992851467261,-0.0030517794953956383,6.62942827392891e-07
gap,0.5,GOLD_pre,Gold,-0.010545364570766491,-0.021311484504173958,0.00022075536264097757,0.054883605288707504
gap,0.5,INDIAVIX_lag,India VIX chg (t-1),0.002771344874305637,0.0003420893615318889,0.005200600387079385,0.025365746439206336
gap,0.5,NIFTY_cc_lag,Nifty ret (t-1),0.0014858992528399284,-0.011339928057524347,0.014311726563204204,0.8203257082665029
gap,0.5,NIKKEI_gapopen,Nikkei open gap (t),0.09186505004856338,0.07297828437364404,0.11075181572348272,2.6401392826216294e-21
gap,0.5,HSI_gapopen,Hang Seng open gap (t),0.19138750578596841,0.1753626514471463,0.20741236012479053,5.998104980691583e-113
gap,0.9,DOW_pre,Dow (prev US session),0.10151927412836947,0.046627219629038534,0.1564113286277004,0.0002917959942951208
gap,0.9,BRENT_pre,Brent (to last settle),-0.011531772600320789,-0.025919401404546225,0.002855856203904647,0.11616551168156397
gap,0.9,USDINR_pre,USDINR (prev day),0.02372234832819542,-0.04837716278630991,0.09582185944270075,0.518910233561284
gap,0.9,DXY_pre,DXY,-0.10975655385079897,-0.18521461062731304,-0.03429849707428491,0.004372082661654756
gap,0.9,US10Y_pre,US10Y (bp),-0.005551159292082719,-0.011549668135866966,0.00044734955170152874,0.06969835947161605
gap,0.9,USVIX_pre,US VIX,-0.004590758867418776,-0.009858783689486662,0.0006772659546491087,0.08761816397083022
gap,0.9,GOLD_pre,Gold,-0.009052690039111688,-0.042947112174077144,0.024841732095853768,0.6005517066062362
gap,0.9,INDIAVIX_lag,India VIX chg (t-1),0.004515775585386628,-0.0033792959808191785,0.012410847151592434,0.26218114731440256
gap,0.9,NIFTY_cc_lag,Nifty ret (t-1),-0.03827590624672439,-0.08464808877632762,0.008096276282878845,0.10568296393401329
gap,0.9,NIKKEI_gapopen,Nikkei open gap (t),0.10800049412355683,0.05661650272878472,0.15938448551832896,3.8592795719581466e-05
gap,0.9,HSI_gapopen,Hang Seng open gap (t),0.2387026934287113,0.19337659831431098,0.28402878854311164,1.1959883548096376e-24
cc,0.1,DOW_pre,Dow (prev US session),0.07954047393080632,-0.03288364100562233,0.19196458886723497,0.1654821833162696
cc,0.1,BRENT_pre,Brent (to last settle),-0.015306672057155968,-0.04749143843726698,0.016878094322955048,0.3511671341745318
cc,0.1,USDINR_pre,USDINR (prev day),-0.03827812067460812,-0.19304356420115917,0.11648732285194294,0.6277616318102529
cc,0.1,DXY_pre,DXY,0.024165224334439017,-0.14649726661663826,0.1948277152855163,0.7813216217255372
cc,0.1,US10Y_pre,US10Y (bp),-0.014219557463377441,-0.028214670377709514,-0.00022444454904536892,0.04643919731439618
cc,0.1,USVIX_pre,US VIX,-0.004565784737782241,-0.01626230075960492,0.0071307312840404365,0.4441201719888713
cc,0.1,GOLD_pre,Gold,0.016387382302349707,-0.041669799069376345,0.07444456367407576,0.5800158976422015
cc,0.1,INDIAVIX_lag,India VIX chg (t-1),0.003986717224947256,-0.009022990764155464,0.016996425214049975,0.5479993734067901
cc,0.1,NIFTY_cc_lag,Nifty ret (t-1),0.07457094042969459,-0.0037143037751794505,0.15285618463456863,0.06189902431575125
cc,0.1,NIKKEI_gapopen,Nikkei open gap (t),0.11312428285872755,0.0069876696784742925,0.2192608960389808,0.03671446578773715
cc,0.1,HSI_gapopen,Hang Seng open gap (t),0.35732377397604154,0.25144610117699784,0.46320144677508523,4.215029742365007e-11
cc,0.5,DOW_pre,Dow (prev US session),0.0699085064479581,0.027578508741435546,0.11223850415448064,0.0012146960490024403
cc,0.5,BRENT_pre,Brent (to last settle),-0.01346081255704945,-0.02538630589240526,-0.0015353192216936411,0.02695752198638853
cc,0.5,USDINR_pre,USDINR (prev day),-0.007139968920064632,-0.07284284484071023,0.05856290700058096,0.8312904075894005
cc,0.5,DXY_pre,DXY,-0.05132862735009169,-0.12540773532935562,0.02275048062917223,0.17439147649136386
cc,0.5,US10Y_pre,US10Y (bp),-0.008640287648779998,-0.01459406660823017,-0.0026865086893298274,0.0044619520881628
cc,0.5,USVIX_pre,US VIX,-0.003976811170286247,-0.009223685170870553,0.0012700628302980584,0.13735771070684763
cc,0.5,GOLD_pre,Gold,0.010929368536373829,-0.017584227118037966,0.03944296419078562,0.45239181352092983
cc,0.5,INDIAVIX_lag,India VIX chg (t-1),0.000275895261864445,-0.006157881238947628,0.006709671762676518,0.9330005311051918
cc,0.5,NIFTY_cc_lag,Nifty ret (t-1),0.0010670317132372986,-0.032901608439677266,0.03503567186615186,0.950894599667368
cc,0.5,NIKKEI_gapopen,Nikkei open gap (t),0.10471748137477732,0.05469671223925926,0.15473825051029538,4.141664144740971e-05
cc,0.5,HSI_gapopen,Hang Seng open gap (t),0.27984051807331234,0.2373993953787592,0.3222816407678655,2.1316634843995646e-37
cc,0.9,DOW_pre,Dow (prev US session),0.07024461673023197,-0.02402462535132867,0.1645138588117926,0.14411451079823864
cc,0.9,BRENT_pre,Brent (to last settle),0.007019739767606836,-0.01596727220354011,0.030006751738753782,0.5493886340224685
cc,0.9,USDINR_pre,USDINR (prev day),0.07349012799200239,-0.05863377376630646,0.20561402975031123,0.2755477012272907
cc,0.9,DXY_pre,DXY,-0.03049416912409697,-0.16001298210464265,0.09902464385644871,0.6443862815521558
cc,0.9,US10Y_pre,US10Y (bp),-0.015184887779115863,-0.025175192877099954,-0.005194582681131774,0.002901116497499732
cc,0.9,USVIX_pre,US VIX,-0.007891782117815715,-0.017421860232425652,0.0016382959967942232,0.10455362137451711
cc,0.9,GOLD_pre,Gold,0.023051848767249083,-0.0320423438315834,0.07814604136608157,0.4120758818005463
cc,0.9,INDIAVIX_lag,India VIX chg (t-1),0.005215394139111984,-0.00782814919549661,0.01825893747372058,0.4331233221080503
cc,0.9,NIFTY_cc_lag,Nifty ret (t-1),-0.045037172050555796,-0.11628909830494426,0.026214754203832666,0.21532307188245012
cc,0.9,NIKKEI_gapopen,Nikkei open gap (t),0.12002613928091677,0.028875633127962888,0.21117664543387066,0.009869887956503627
cc,0.9,HSI_gapopen,Hang Seng open gap (t),0.2637503281899676,0.18471929571672419,0.34278136066321097,6.87704870583838e-11