year,model,factor,beta,ci_lo,ci_hi,r2,n 2012,gap,DOW_pre,0.10545442183728997,-0.0012910859163326044,0.21219992959091255,0.5402442245334653,242 2012,gap,BRENT_pre,0.015333055693851788,-0.030885905192955018,0.06155201658065859,0.5402442245334653,242 2012,gap,USDINR_pre,-0.014305231699198647,-0.0814516043558119,0.052841140957414615,0.5402442245334653,242 2012,gap,DXY_pre,-0.10405801402947104,-0.3138982063362026,0.1057821782772605,0.5402442245334653,242 2012,gap,US10Y_pre,-0.007962113145083495,-0.02016113832373989,0.004236912033572899,0.5402442245334653,242 2012,gap,USVIX_pre,0.008137713851965041,-0.0052569908056544525,0.021532418509584535,0.5402442245334653,242 2012,gap,GOLD_pre,0.017860299591744525,-0.04278690703407777,0.07850750621756682,0.5402442245334653,242 2012,gap,INDIAVIX_lag,0.005154114041832262,-0.005836106036904016,0.01614433412056854,0.5402442245334653,242 2012,gap,NIFTY_cc_lag,-0.03266774914511529,-0.08353436430611326,0.018198866015882678,0.5402442245334653,242 2012,gap,NIKKEI_gapopen,0.1028711740773602,-0.04209963642888866,0.24784198458360907,0.5402442245334653,242 2012,gap,HSI_gapopen,0.4060904677742474,0.26997505831040436,0.5422058772380904,0.5402442245334653,242 2012,cc,DOW_pre,0.13451879659473368,-0.14187511851600146,0.41091271170546884,0.16836087671292088,242 2012,cc,BRENT_pre,-0.13257471807982796,-0.24077240135073946,-0.024377034808916467,0.16836087671292088,242 2012,cc,USDINR_pre,-0.04571121239205228,-0.2165231381571067,0.12510071337300213,0.16836087671292088,242 2012,cc,DXY_pre,0.038681128407587154,-0.3370928456383915,0.41445510245356576,0.16836087671292088,242 2012,cc,US10Y_pre,0.016351985034252586,-0.019326756533359316,0.05203072660186449,0.16836087671292088,242 2012,cc,USVIX_pre,0.010837966815401204,-0.01992018060564816,0.041596114236450564,0.16836087671292088,242 2012,cc,GOLD_pre,0.11617219056477637,-0.001781799366609077,0.23412618049616182,0.16836087671292088,242 2012,cc,INDIAVIX_lag,0.02046157705563092,-0.00474170378114314,0.045664857892404986,0.16836087671292088,242 2012,cc,NIFTY_cc_lag,-0.04926785947840942,-0.18794550548260422,0.08940978652578538,0.16836087671292088,242 2012,cc,NIKKEI_gapopen,-0.1936540519070176,-0.49014825232177284,0.10284014850773762,0.16836087671292088,242 2012,cc,HSI_gapopen,0.588001521614554,0.2589413068186636,0.9170617364104443,0.16836087671292088,242 2012,cc_sect,BANK_r,0.304763394807241,0.27758511541949266,0.3319416741949894,0.9841015651000844,208 2012,cc_sect,IT_r,0.13975052846286679,0.1285409749528338,0.15096008197289978,0.9841015651000844,208 2012,cc_sect,AUTO_r,0.09526888083228069,0.07219373782618578,0.1183440238383756,0.9841015651000844,208 2012,cc_sect,PHARMA_r,0.06160010726409818,0.03712468365345087,0.0860755308747455,0.9841015651000844,208 2012,cc_sect,FMCG_r,0.13920818043243527,0.12229501958682097,0.15612134127804955,0.9841015651000844,208 2012,cc_sect,METAL_r,0.0856348964351683,0.061573419064441685,0.10969637380589492,0.9841015651000844,208 2012,cc_sect,ENERGY_r,0.18889039834715354,0.1642667632042227,0.21351403349008438,0.9841015651000844,208 2012,cc_sect,REALTY_r,0.0030671094824101033,-0.011133979901923384,0.017268198866743592,0.9841015651000844,208 2013,gap,DOW_pre,0.16564415170863075,0.04856162170055127,0.2827266817167102,0.4201444385453472,247 2013,gap,BRENT_pre,0.010757201270107994,-0.04656555220574752,0.06807995474596351,0.4201444385453472,247 2013,gap,USDINR_pre,0.01305154445889099,-0.06624640290133264,0.09234949181911463,0.4201444385453472,247 2013,gap,DXY_pre,-0.1794059155176738,-0.3312221305963826,-0.027589700438964943,0.4201444385453472,247 2013,gap,US10Y_pre,-0.0019636649779124693,-0.018430521817545124,0.014503191861720183,0.4201444385453472,247 2013,gap,USVIX_pre,0.006782518602793857,-0.003833186085724129,0.017398223291311844,0.4201444385453472,247 2013,gap,GOLD_pre,-0.03091379528645709,-0.07152644760595313,0.009698857033038941,0.4201444385453472,247 2013,gap,INDIAVIX_lag,-0.00423979936521104,-0.014905445531258499,0.0064258468008364196,0.4201444385453472,247 2013,gap,NIFTY_cc_lag,-0.03569800736733538,-0.07987755570293646,0.0084815409682657,0.4201444385453472,247 2013,gap,NIKKEI_gapopen,0.046868819391932104,-0.015630308291983537,0.10936794707584774,0.4201444385453472,247 2013,gap,HSI_gapopen,0.4457396022230163,0.32747317980773605,0.5640060246382965,0.4201444385453472,247 2013,cc,DOW_pre,0.1721877303456912,-0.25167337231376274,0.5960488330051451,0.1601160993853321,247 2013,cc,BRENT_pre,0.08201381302850128,-0.05958304155072042,0.22361066760772297,0.1601160993853321,247 2013,cc,USDINR_pre,0.025460523728080837,-0.24830881643932723,0.2992298638954889,0.1601160993853321,247 2013,cc,DXY_pre,-0.09174117250784555,-0.5617934884327029,0.3783111434170119,0.1601160993853321,247 2013,cc,US10Y_pre,-0.044390292917399606,-0.07523606081220156,-0.013544525022597644,0.1601160993853321,247 2013,cc,USVIX_pre,-0.0016294537402940256,-0.032202495073360274,0.028943587592772223,0.1601160993853321,247 2013,cc,GOLD_pre,-0.17428032476536642,-0.2788977895410035,-0.0696628599897293,0.1601160993853321,247 2013,cc,INDIAVIX_lag,-0.006272769979535137,-0.03789362299752108,0.025348083038450805,0.1601160993853321,247 2013,cc,NIFTY_cc_lag,0.029890884103383513,-0.09820275239848418,0.1579845206052512,0.1601160993853321,247 2013,cc,NIKKEI_gapopen,-0.05259523879920525,-0.23946828253504981,0.13427780493663932,0.1601160993853321,247 2013,cc,HSI_gapopen,0.4752105030074121,0.2380836351087435,0.7123373709060806,0.1601160993853321,247 2013,cc_sect,BANK_r,0.27434431594477915,0.2512501384544912,0.2974384934350671,0.9804055069977327,245 2013,cc_sect,IT_r,0.14636144063233283,0.13455278669842588,0.1581700945662398,0.9804055069977327,245 2013,cc_sect,AUTO_r,0.13176559058629198,0.09817287998117163,0.16535830119141232,0.9804055069977327,245 2013,cc_sect,PHARMA_r,0.07734334800263908,0.051545377170421854,0.1031413188348563,0.9804055069977327,245 2013,cc_sect,FMCG_r,0.1735297568963312,0.14537634886335446,0.20168316492930796,0.9804055069977327,245 2013,cc_sect,METAL_r,0.05024521828699748,0.034091512389396325,0.06639892418459864,0.9804055069977327,245 2013,cc_sect,ENERGY_r,0.19447287768763416,0.16420040902480618,0.22474534635046214,0.9804055069977327,245 2013,cc_sect,REALTY_r,-0.003030196432486077,-0.0174699004397018,0.011409507574729645,0.9804055069977327,245 2014,gap,DOW_pre,0.1338643112807425,0.012434402915510859,0.25529421964597415,0.4392935400217123,240 2014,gap,BRENT_pre,-0.011463885094873501,-0.0390897473693571,0.0161619771796101,0.4392935400217123,240 2014,gap,USDINR_pre,0.01974294005598319,-0.05055056754898765,0.09003644766095403,0.4392935400217123,240 2014,gap,DXY_pre,-0.07551203146632772,-0.20452145087482326,0.05349738794216784,0.4392935400217123,240 2014,gap,US10Y_pre,0.0023512707212548535,-0.007093878272921829,0.011796419715431536,0.4392935400217123,240 2014,gap,USVIX_pre,-0.0023776041475933813,-0.009987674389932885,0.005232466094746122,0.4392935400217123,240 2014,gap,GOLD_pre,-0.0031520289435516997,-0.06194846641930317,0.05564440853219976,0.4392935400217123,240 2014,gap,INDIAVIX_lag,-0.0035427554468475783,-0.010408319978084115,0.0033228090843889584,0.4392935400217123,240 2014,gap,NIFTY_cc_lag,0.024689833643694804,-0.018808307273409156,0.06818797456079877,0.4392935400217123,240 2014,gap,NIKKEI_gapopen,0.06292655336075417,-0.02745672947229094,0.1533098361937993,0.4392935400217123,240 2014,gap,HSI_gapopen,0.20699838295978998,0.11578143331318415,0.2982153326063958,0.4392935400217123,240 2014,cc,DOW_pre,0.013530221357947944,-0.26774731819960484,0.29480776091550076,0.23884195137516773,240 2014,cc,BRENT_pre,0.04096761165875637,-0.024643652099888474,0.10657887541740121,0.23884195137516773,240 2014,cc,USDINR_pre,-0.17629710152413683,-0.3326023458589985,-0.01999185718927518,0.23884195137516773,240 2014,cc,DXY_pre,0.0022213459601128846,-0.3345307721145307,0.3389734640347564,0.23884195137516773,240 2014,cc,US10Y_pre,-0.02403428545314241,-0.05658476151375508,0.008516190607470251,0.23884195137516773,240 2014,cc,USVIX_pre,-0.014107890099187396,-0.03614685074679549,0.007931070548420696,0.23884195137516773,240 2014,cc,GOLD_pre,0.03689315823765899,-0.06717299465601986,0.14095931113133783,0.23884195137516773,240 2014,cc,INDIAVIX_lag,0.01587425100696211,-0.0019413820105184248,0.033689884024442646,0.23884195137516773,240 2014,cc,NIFTY_cc_lag,0.11379843191764327,-0.0043000814330177994,0.23189694526830434,0.23884195137516773,240 2014,cc,NIKKEI_gapopen,0.17631910841643716,-0.09958609569672705,0.4522243125296014,0.23884195137516773,240 2014,cc,HSI_gapopen,0.3597437809934798,0.1569811621592056,0.562506399827754,0.23884195137516773,240 2014,cc_sect,BANK_r,0.26509595405455594,0.2411788371527183,0.2890130709563936,0.9702513868418282,236 2014,cc_sect,IT_r,0.17409351003647627,0.15710706040433572,0.19107995966861682,0.9702513868418282,236 2014,cc_sect,AUTO_r,0.1399503452785793,0.11115625736288272,0.16874443319427587,0.9702513868418282,236 2014,cc_sect,PHARMA_r,0.05484667248315361,0.03324745151086811,0.07644589345543912,0.9702513868418282,236 2014,cc_sect,FMCG_r,0.11416834607163961,0.09172047020355775,0.13661622193972148,0.9702513868418282,236 2014,cc_sect,METAL_r,0.04705462145530846,0.02920195682839144,0.06490728608222548,0.9702513868418282,236 2014,cc_sect,ENERGY_r,0.18944586865189694,0.1734022143934052,0.2054895229103887,0.9702513868418282,236 2014,cc_sect,REALTY_r,0.0005686472600776784,-0.010488959426200305,0.011626253946355662,0.9702513868418282,236 2015,gap,DOW_pre,-0.03446110112539585,-0.15049904674338418,0.0815768444925925,0.46434920246506395,244 2015,gap,BRENT_pre,-0.0019061703537694712,-0.024047356849516713,0.02023501614197777,0.46434920246506395,244 2015,gap,USDINR_pre,0.039118524194960334,-0.08515198409214633,0.163389032482067,0.46434920246506395,244 2015,gap,DXY_pre,-0.0789656868897917,-0.17049810631582685,0.01256673253624345,0.46434920246506395,244 2015,gap,US10Y_pre,-0.00998287946333969,-0.019467304986356883,-0.0004984539403224981,0.46434920246506395,244 2015,gap,USVIX_pre,-0.014212209344504423,-0.025034950980923065,-0.003389467708085781,0.46434920246506395,244 2015,gap,GOLD_pre,-0.007607712937858488,-0.059721780179761576,0.0445063543040446,0.46434920246506395,244 2015,gap,INDIAVIX_lag,0.012593601446886562,-0.001956173114904189,0.027143376008677313,0.46434920246506395,244 2015,gap,NIFTY_cc_lag,0.0027891826568468975,-0.06164414724976397,0.06722251256345776,0.46434920246506395,244 2015,gap,NIKKEI_gapopen,0.09510358716686014,-0.0498813909527943,0.24008856528651457,0.46434920246506395,244 2015,gap,HSI_gapopen,0.32793943320581564,0.2024409366755344,0.45343792973609687,0.46434920246506395,244 2015,cc,DOW_pre,-0.13276695041284914,-0.3947734106326759,0.12923950980697763,0.22726176951631594,244 2015,cc,BRENT_pre,-0.021225330336822897,-0.06880939860565446,0.026358737932008672,0.22726176951631594,244 2015,cc,USDINR_pre,0.00636509060184684,-0.4045672230322396,0.4172974042359332,0.22726176951631594,244 2015,cc,DXY_pre,-0.10212226979634167,-0.32910354116259133,0.12485900156990798,0.22726176951631594,244 2015,cc,US10Y_pre,-0.043602052876178465,-0.07368786299478701,-0.013516242757569925,0.22726176951631594,244 2015,cc,USVIX_pre,-0.03823556088934438,-0.06703533452233548,-0.009435787256353266,0.22726176951631594,244 2015,cc,GOLD_pre,-0.028493961946010962,-0.18925135464015963,0.13226343074813773,0.22726176951631594,244 2015,cc,INDIAVIX_lag,0.016075920871380336,-0.009788748822776867,0.04194059056553754,0.22726176951631594,244 2015,cc,NIFTY_cc_lag,0.0008774750791599173,-0.14256411062428023,0.14431906078260007,0.22726176951631594,244 2015,cc,NIKKEI_gapopen,0.09710256256742722,-0.1535374871630828,0.34774261229793724,0.22726176951631594,244 2015,cc,HSI_gapopen,0.39467221268097935,0.10214883461847257,0.6871955907434861,0.22726176951631594,244 2015,cc_sect,BANK_r,0.3118718706815739,0.2861553477774984,0.3375883935856494,0.9761624380696892,229 2015,cc_sect,IT_r,0.19553282211246104,0.17409271171710322,0.21697293250781885,0.9761624380696892,229 2015,cc_sect,AUTO_r,0.1043666470107293,0.07682772980779505,0.13190556421366356,0.9761624380696892,229 2015,cc_sect,PHARMA_r,0.07046092677885961,0.051418975838191924,0.0895028777195273,0.9761624380696892,229 2015,cc_sect,FMCG_r,0.14006744268722018,0.12019154144541006,0.1599433439290303,0.9761624380696892,229 2015,cc_sect,METAL_r,0.04886826981201387,0.031461987236262284,0.06627455238776546,0.9761624380696892,229 2015,cc_sect,ENERGY_r,0.13440168709191397,0.10664475244418231,0.16215862173964563,0.9761624380696892,229 2015,cc_sect,REALTY_r,0.003178569075831379,-0.016733415844261253,0.02309055399592401,0.9761624380696892,229 2016,gap,DOW_pre,-0.013977675874819285,-0.13615199577799514,0.10819664402835658,0.2651942866959236,244 2016,gap,BRENT_pre,0.025172769224661933,0.0029711074026216137,0.04737443104670225,0.2651942866959236,244 2016,gap,USDINR_pre,-0.07921949147534038,-0.23046329272709362,0.07202430977641286,0.2651942866959236,244 2016,gap,DXY_pre,0.07684173963188799,-0.03978233320774224,0.19346581247151823,0.2651942866959236,244 2016,gap,US10Y_pre,-0.009495940938261203,-0.022413698346170262,0.0034218164696478547,0.2651942866959236,244 2016,gap,USVIX_pre,-0.012630894972325541,-0.028591741843252715,0.00332995189860163,0.2651942866959236,244 2016,gap,GOLD_pre,-0.0002613892646091513,-0.06477224559682504,0.06424946706760673,0.2651942866959236,244 2016,gap,INDIAVIX_lag,-0.004711958930211341,-0.023527600862857382,0.0141036830024347,0.2651942866959236,244 2016,gap,NIFTY_cc_lag,-0.093168567504184,-0.2098349366855119,0.023497801677143923,0.2651942866959236,244 2016,gap,NIKKEI_gapopen,-0.027822055167689708,-0.13119353758706642,0.07554942725168699,0.2651942866959236,244 2016,gap,HSI_gapopen,0.32286295582560437,0.12927280462847457,0.5164531070227342,0.2651942866959236,244 2016,cc,DOW_pre,0.08505119564386514,-0.20018159676532432,0.3702839880530546,0.2932969703974675,244 2016,cc,BRENT_pre,0.015721647389090317,-0.024277265140744127,0.05572055991892476,0.2932969703974675,244 2016,cc,USDINR_pre,0.07239301313226931,-0.3798768960542656,0.5246629223188042,0.2932969703974675,244 2016,cc,DXY_pre,0.08211950321206607,-0.18519202839234544,0.3494310348164776,0.2932969703974675,244 2016,cc,US10Y_pre,-0.033598331935072445,-0.062080649220656,-0.005116014649488888,0.2932969703974675,244 2016,cc,USVIX_pre,-0.006254751040923339,-0.026072985891782377,0.013563483809935698,0.2932969703974675,244 2016,cc,GOLD_pre,0.08544766999608593,-0.03115618981272361,0.20205152980489546,0.2932969703974675,244 2016,cc,INDIAVIX_lag,-0.0009633764960310818,-0.03210121856659596,0.030174465574533793,0.2932969703974675,244 2016,cc,NIFTY_cc_lag,-0.00268100406593981,-0.1637634797713282,0.15840147163944857,0.2932969703974675,244 2016,cc,NIKKEI_gapopen,-0.03801056286847912,-0.19621687194508605,0.12019574620812781,0.2932969703974675,244 2016,cc,HSI_gapopen,0.5771413689978718,0.41289965443096205,0.7413830835647817,0.2932969703974675,244 2016,cc_sect,BANK_r,0.2677721387279222,0.23882232394584962,0.2967219535099948,0.9781479722137861,242 2016,cc_sect,IT_r,0.19084666828912433,0.16870266368649792,0.21299067289175075,0.9781479722137861,242 2016,cc_sect,AUTO_r,0.17589246732910985,0.151658082051353,0.2001268526068667,0.9781479722137861,242 2016,cc_sect,PHARMA_r,0.08700179845900796,0.06748735692085943,0.1065162399971565,0.9781479722137861,242 2016,cc_sect,FMCG_r,0.15070055679104463,0.12627974406283346,0.1751213695192558,0.9781479722137861,242 2016,cc_sect,METAL_r,0.021729319097904102,0.005974724708640144,0.037483913487168063,0.9781479722137861,242 2016,cc_sect,ENERGY_r,0.1050296267253281,0.08451698775263711,0.1255422656980191,0.9781479722137861,242 2016,cc_sect,REALTY_r,-0.0030074181461365425,-0.01658677403294312,0.010571937740670032,0.9781479722137861,242 2017,gap,DOW_pre,0.043168104868315335,-0.05325503174512035,0.139591241481751,0.3293491537102503,248 2017,gap,BRENT_pre,-0.009709651134237636,-0.031014092850044667,0.011594790581569392,0.3293491537102503,248 2017,gap,USDINR_pre,0.060154293115650306,-0.05863639006569958,0.17894497629700018,0.3293491537102503,248 2017,gap,DXY_pre,-0.10968927247384784,-0.21187762528060738,-0.007500919667088296,0.3293491537102503,248 2017,gap,US10Y_pre,0.0031798021982841892,-0.009384141568436134,0.015743745965004514,0.3293491537102503,248 2017,gap,USVIX_pre,-0.007929769093335476,-0.01373977417116289,-0.0021197640155080633,0.3293491537102503,248 2017,gap,GOLD_pre,-0.020649850105996605,-0.07540643625321358,0.034106736041220366,0.3293491537102503,248 2017,gap,INDIAVIX_lag,-0.001282795507607589,-0.013363041793054345,0.010797450777839166,0.3293491537102503,248 2017,gap,NIFTY_cc_lag,0.013111131550902006,-0.05310220919386627,0.07932447229567027,0.3293491537102503,248 2017,gap,NIKKEI_gapopen,0.022224675785103842,-0.06381815627544649,0.10826750784565417,0.3293491537102503,248 2017,gap,HSI_gapopen,0.3024633648530729,0.19727768937970785,0.40764904032643795,0.3293491537102503,248 2017,cc,DOW_pre,-0.1807319914243828,-0.4287656317310917,0.06730164888232615,0.24927679193400099,248 2017,cc,BRENT_pre,-0.03175494393008743,-0.06813585921701393,0.004625971356839072,0.24927679193400099,248 2017,cc,USDINR_pre,-0.10114166608358573,-0.3797493048077251,0.1774659726405537,0.24927679193400099,248 2017,cc,DXY_pre,-0.12613429074068674,-0.36965764516336386,0.11738906368199037,0.24927679193400099,248 2017,cc,US10Y_pre,-0.004841187189124552,-0.02871055681318126,0.019028182434932154,0.24927679193400099,248 2017,cc,USVIX_pre,-0.016592125725778895,-0.028740328462896182,-0.004443922988661609,0.24927679193400099,248 2017,cc,GOLD_pre,-0.02663710865221163,-0.1776032166994508,0.12432899939502753,0.24927679193400099,248 2017,cc,INDIAVIX_lag,-0.022502857539699266,-0.04005937492390331,-0.004946340155495225,0.24927679193400099,248 2017,cc,NIFTY_cc_lag,-0.017337107502064117,-0.1487533896187892,0.11407917461466098,0.24927679193400099,248 2017,cc,NIKKEI_gapopen,0.11291742630587141,-0.08794338489081673,0.31377823750255956,0.24927679193400099,248 2017,cc,HSI_gapopen,0.48891504304810274,0.23685662853108147,0.740973457565124,0.24927679193400099,248 2017,cc_sect,BANK_r,0.3283008528647623,0.2879777127914074,0.3686239929381172,0.9618000428524277,248 2017,cc_sect,IT_r,0.13500303525517596,0.11544050893709143,0.15456556157326048,0.9618000428524277,248 2017,cc_sect,AUTO_r,0.13813677626342163,0.11318764827679459,0.16308590425004868,0.9618000428524277,248 2017,cc_sect,PHARMA_r,0.036797090501742485,0.021738911699678787,0.051855269303806184,0.9618000428524277,248 2017,cc_sect,FMCG_r,0.14209039098330345,0.1237846556008501,0.16039612636575679,0.9618000428524277,248 2017,cc_sect,METAL_r,0.05102462419776225,0.034155285732391266,0.06789396266313323,0.9618000428524277,248 2017,cc_sect,ENERGY_r,0.13423588030312433,0.1183170626251481,0.15015469798110057,0.9618000428524277,248 2017,cc_sect,REALTY_r,-0.003783567475888881,-0.014601018725628159,0.007033883773850397,0.9618000428524277,248 2018,gap,DOW_pre,0.05476806303145142,-0.002947705558750069,0.1124838316216529,0.6125278770323839,245 2018,gap,BRENT_pre,-0.036724493457537616,-0.05547571269524477,-0.017973274219830464,0.6125278770323839,245 2018,gap,USDINR_pre,0.020957118781562995,-0.0793420685205033,0.12125630608362928,0.6125278770323839,245 2018,gap,DXY_pre,-0.08959898604020808,-0.21245208516029784,0.0332541130798817,0.6125278770323839,245 2018,gap,US10Y_pre,-0.015580415222653663,-0.03049501491503946,-0.0006658155302678645,0.6125278770323839,245 2018,gap,USVIX_pre,-0.01762564191048386,-0.03047733218172348,-0.004773951639244239,0.6125278770323839,245 2018,gap,GOLD_pre,-0.06365428419757053,-0.13605293952072967,0.00874437112558861,0.6125278770323839,245 2018,gap,INDIAVIX_lag,0.0034770694188707547,-0.009527779632062229,0.01648191846980374,0.6125278770323839,245 2018,gap,NIFTY_cc_lag,-0.002492038458708546,-0.0735779365653016,0.0685938596478845,0.6125278770323839,245 2018,gap,NIKKEI_gapopen,0.06953878996981382,-0.03799410101535412,0.17707168095498177,0.6125278770323839,245 2018,gap,HSI_gapopen,0.2255352305062417,0.13591062755853797,0.3151598334539454,0.6125278770323839,245 2018,cc,DOW_pre,0.022388804359997842,-0.13030810171862814,0.17508571043862384,0.25799998997657114,245 2018,cc,BRENT_pre,-0.04978621210088307,-0.09699600431493016,-0.002576419886835976,0.25799998997657114,245 2018,cc,USDINR_pre,0.08635792621044261,-0.10738551412133035,0.28010136654221557,0.25799998997657114,245 2018,cc,DXY_pre,0.07645998866439789,-0.2684789042972974,0.42139888162609324,0.25799998997657114,245 2018,cc,US10Y_pre,-0.033861988516947474,-0.06824572882564278,0.0005217517917478279,0.25799998997657114,245 2018,cc,USVIX_pre,-0.0004734841685196949,-0.014794369073566916,0.013847400736527527,0.25799998997657114,245 2018,cc,GOLD_pre,0.1622600359999332,-0.00398289635289642,0.3285029683527628,0.25799998997657114,245 2018,cc,INDIAVIX_lag,-0.0024841894474399153,-0.025759205961657795,0.020790827066777963,0.25799998997657114,245 2018,cc,NIFTY_cc_lag,0.028310020850786197,-0.10827618178090224,0.16489622348247462,0.25799998997657114,245 2018,cc,NIKKEI_gapopen,0.11529421313376509,-0.0881488698912268,0.318737296158757,0.25799998997657114,245 2018,cc,HSI_gapopen,0.3524131074481764,0.17583022405042908,0.5289959908459236,0.25799998997657114,245 2018,cc_sect,BANK_r,0.38485863841891643,0.35607622198122896,0.4136410548566039,0.9711546647449564,245 2018,cc_sect,IT_r,0.14414701170074945,0.12426848132382703,0.16402554207767187,0.9711546647449564,245 2018,cc_sect,AUTO_r,0.11791420617372816,0.08897753854627696,0.14685087380117937,0.9711546647449564,245 2018,cc_sect,PHARMA_r,0.01943781097265221,0.004288263246287068,0.03458735869901735,0.9711546647449564,245 2018,cc_sect,FMCG_r,0.12630059444929873,0.10253981061404258,0.15006137828455487,0.9711546647449564,245 2018,cc_sect,METAL_r,0.05013548206842093,0.03219089675999831,0.06808006737684355,0.9711546647449564,245 2018,cc_sect,ENERGY_r,0.16340025207291264,0.14473342933313216,0.18206707481269313,0.9711546647449564,245 2018,cc_sect,REALTY_r,-0.011577268097449847,-0.027337886242355537,0.004183350047455845,0.9711546647449564,245 2019,gap,DOW_pre,-0.08454256591125085,-0.1978332347268862,0.02874810290438448,0.19924711312937549,241 2019,gap,BRENT_pre,0.0024025077856740787,-0.0170143185676664,0.02181933413901456,0.19924711312937549,241 2019,gap,USDINR_pre,0.09783362779079684,-0.005915029700766919,0.2015822852823606,0.19924711312937549,241 2019,gap,DXY_pre,-0.13136022234951458,-0.27083712891305384,0.008116684214024672,0.19924711312937549,241 2019,gap,US10Y_pre,-0.009874623869213145,-0.0244638411698549,0.004714593431428611,0.19924711312937549,241 2019,gap,USVIX_pre,-0.002022732692556995,-0.012408151542779073,0.008362686157665082,0.19924711312937549,241 2019,gap,GOLD_pre,-0.04677384824521333,-0.12602370121740636,0.03247600472697969,0.19924711312937549,241 2019,gap,INDIAVIX_lag,0.0021753722547118784,-0.007907766096857826,0.012258510606281582,0.19924711312937549,241 2019,gap,NIFTY_cc_lag,0.11862927899043473,0.02587375290358815,0.2113848050772813,0.19924711312937549,241 2019,gap,NIKKEI_gapopen,0.10910283570679062,-0.0005536585974212915,0.21875933001100253,0.19924711312937549,241 2019,gap,HSI_gapopen,0.14681564589621338,-0.014010763181971225,0.307642054974398,0.19924711312937549,241 2019,cc,DOW_pre,-0.3673783811367645,-0.6051311888249578,-0.12962557344857126,0.14293228794013346,241 2019,cc,BRENT_pre,-0.04491034525763789,-0.08870501538676019,-0.0011156751285155836,0.14293228794013346,241 2019,cc,USDINR_pre,0.16300549861761193,-0.05992762481572425,0.3859386220509481,0.14293228794013346,241 2019,cc,DXY_pre,-0.6097474683037724,-1.0589951911484181,-0.16049974545912654,0.14293228794013346,241 2019,cc,US10Y_pre,-0.005523471749163065,-0.04018405843132739,0.02913711493300126,0.14293228794013346,241 2019,cc,USVIX_pre,-0.005412533202039455,-0.025188605531992023,0.014363539127913112,0.14293228794013346,241 2019,cc,GOLD_pre,-0.16833034339575903,-0.38562607111710356,0.04896538432558553,0.14293228794013346,241 2019,cc,INDIAVIX_lag,-0.009383721812000404,-0.031570895368925454,0.012803451744924648,0.14293228794013346,241 2019,cc,NIFTY_cc_lag,0.051152096902632914,-0.09636786295589875,0.1986720567611646,0.14293228794013346,241 2019,cc,NIKKEI_gapopen,0.4175489941823059,0.15114633626976626,0.6839516520948455,0.14293228794013346,241 2019,cc,HSI_gapopen,0.22201804499770328,-0.002375164876599445,0.446411254872006,0.14293228794013346,241 2019,cc_sect,BANK_r,0.36655280012481944,0.33936185682471676,0.39374374342492213,0.9714606881199994,241 2019,cc_sect,IT_r,0.17255253991217956,0.14989642765143596,0.19520865217292316,0.9714606881199994,241 2019,cc_sect,AUTO_r,0.07212536267622886,0.05349610048088385,0.09075462487157387,0.9714606881199994,241 2019,cc_sect,PHARMA_r,0.0017433582807699142,-0.017398707123453094,0.020885423684992924,0.9714606881199994,241 2019,cc_sect,FMCG_r,0.17007794477228164,0.14295422688627746,0.19720166265828581,0.9714606881199994,241 2019,cc_sect,METAL_r,0.02240614816962476,0.00570939906013785,0.03910289727911167,0.9714606881199994,241 2019,cc_sect,ENERGY_r,0.17262583185298408,0.1511055620584707,0.19414610164749746,0.9714606881199994,241 2019,cc_sect,REALTY_r,0.015362161577189257,-0.0003263403374092304,0.031050663491787745,0.9714606881199994,241 2020,gap,DOW_pre,0.22722651924436815,0.09817068172741089,0.3562823567613254,0.5782729772341422,248 2020,gap,BRENT_pre,0.02410160443639608,-0.008632530873841731,0.05683573974663389,0.5782729772341422,248 2020,gap,USDINR_pre,0.15008699575827344,-0.22322683662250864,0.5234008281390555,0.5782729772341422,248 2020,gap,DXY_pre,-0.3407698458221934,-0.7513073335074694,0.0697676418630826,0.5782729772341422,248 2020,gap,US10Y_pre,-0.015292664353782381,-0.045115721740801425,0.01453039303323666,0.5782729772341422,248 2020,gap,USVIX_pre,0.008989328682143052,-0.022189137429852318,0.04016779479413842,0.5782729772341422,248 2020,gap,GOLD_pre,-0.07445267012859694,-0.22070593385113849,0.07180059359394461,0.5782729772341422,248 2020,gap,INDIAVIX_lag,-0.03765534316413761,-0.07262921589453719,-0.00268147043373803,0.5782729772341422,248 2020,gap,NIFTY_cc_lag,-0.23773695296710629,-0.357751776848007,-0.11772212908620554,0.5782729772341422,248 2020,gap,NIKKEI_gapopen,-0.097268645913696,-0.467175505919417,0.272638214092025,0.5782729772341422,248 2020,gap,HSI_gapopen,0.6222762028659972,0.42141225122753756,0.8231401545044568,0.5782729772341422,248 2020,cc,DOW_pre,0.34117304227041034,0.0654265898723021,0.6169194946685186,0.3523705327065769,248 2020,cc,BRENT_pre,0.003510975876318507,-0.07667065164118712,0.08369260339382413,0.3523705327065769,248 2020,cc,USDINR_pre,0.2118756804099287,-0.450678168828112,0.8744295296479694,0.3523705327065769,248 2020,cc,DXY_pre,0.06260148083102893,-0.6243598322826008,0.7495627939446586,0.3523705327065769,248 2020,cc,US10Y_pre,-0.0039278136437884345,-0.06211630933501214,0.05426068204743527,0.3523705327065769,248 2020,cc,USVIX_pre,0.05897378210130613,-0.0010916853994405867,0.11903924960205285,0.3523705327065769,248 2020,cc,GOLD_pre,-0.05142314774185667,-0.2570359701661978,0.15418967468248446,0.3523705327065769,248 2020,cc,INDIAVIX_lag,-0.04080724561404471,-0.08566693304706827,0.004052441818978854,0.3523705327065769,248 2020,cc,NIFTY_cc_lag,-0.285885747253933,-0.5055458609271949,-0.06622563358067116,0.3523705327065769,248 2020,cc,NIKKEI_gapopen,0.02657864513118735,-0.589300471962801,0.6424577622251757,0.3523705327065769,248 2020,cc,HSI_gapopen,0.7796570292470882,0.23186198543287861,1.327452073061298,0.3523705327065769,248 2020,cc_sect,BANK_r,0.3554021390529409,0.32595482281034516,0.3848494552955366,0.9813422313433255,250 2020,cc_sect,IT_r,0.18051018750599007,0.15574031081134618,0.20528006420063397,0.9813422313433255,250 2020,cc_sect,AUTO_r,0.10205226309053061,0.06494522795753627,0.13915929822352496,0.9813422313433255,250 2020,cc_sect,PHARMA_r,0.01807553874022897,-0.0068130544348592795,0.04296413191531722,0.9813422313433255,250 2020,cc_sect,FMCG_r,0.13380596595268116,0.09778242318346123,0.16982950872190108,0.9813422313433255,250 2020,cc_sect,METAL_r,-0.018439894698794354,-0.053520450396336856,0.016640660998748148,0.9813422313433255,250 2020,cc_sect,ENERGY_r,0.2258028452634102,0.19222214668000764,0.2593835438468128,0.9813422313433255,250 2020,cc_sect,REALTY_r,0.0022101196010493075,-0.021926106416213193,0.026346345618311808,0.9813422313433255,250 2021,gap,DOW_pre,0.0335315680048101,-0.08773491575338846,0.15479805176300868,0.4089806270064339,228 2021,gap,BRENT_pre,0.009595338160968688,-0.01815673120037929,0.03734740752231666,0.4089806270064339,228 2021,gap,USDINR_pre,-0.12314578774004227,-0.2858384841427396,0.039546908662655075,0.4089806270064339,228 2021,gap,DXY_pre,-0.17874802676394502,-0.3971546758252472,0.03965862229735714,0.4089806270064339,228 2021,gap,US10Y_pre,-0.01650015757085448,-0.028881512549943332,-0.004118802591765629,0.4089806270064339,228 2021,gap,USVIX_pre,-0.008412437013733145,-0.019581393434961777,0.0027565194074954877,0.4089806270064339,228 2021,gap,GOLD_pre,-0.03912741776341421,-0.1153893658740639,0.03713453034723547,0.4089806270064339,228 2021,gap,INDIAVIX_lag,0.009440691326474094,-0.0022520412589433388,0.021133423911891526,0.4089806270064339,228 2021,gap,NIFTY_cc_lag,-0.013032192879517977,-0.09061046735585587,0.0645460815968199,0.4089806270064339,228 2021,gap,NIKKEI_gapopen,0.18562143511331108,0.08169296971954008,0.28954990050708207,0.4089806270064339,228 2021,gap,HSI_gapopen,0.23372697616622962,0.14375209340761935,0.3237018589248399,0.4089806270064339,228 2021,cc,DOW_pre,-0.19729058855114268,-0.5717943534269891,0.1772131763247038,0.17022140015248421,228 2021,cc,BRENT_pre,0.045870650968352994,-0.03642363450967333,0.12816493644637933,0.17022140015248421,228 2021,cc,USDINR_pre,-0.22751398808813333,-0.5840741239344739,0.12904614775820722,0.17022140015248421,228 2021,cc,DXY_pre,0.3151960394731257,-0.08947282905060505,0.7198649079968564,0.17022140015248421,228 2021,cc,US10Y_pre,-0.0191274244201779,-0.06408857523937181,0.025833726399016013,0.17022140015248421,228 2021,cc,USVIX_pre,-0.006932535587971834,-0.035677051721267436,0.021811980545323767,0.17022140015248421,228 2021,cc,GOLD_pre,0.07982385536217805,-0.030317439723237388,0.1899651504475935,0.17022140015248421,228 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