Research Article
[Retracted] Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options
Table 8
Regression results of the VAR model for 50ETF C. Dec. 3.00 contract.
| | R-squared | 0.912465 | 0.923215 |
| | Adj. R-squared | 0.910248 | 0.921271 | | Sum sq. resids | 1.03E + 11 | 0.032242 | | S.E. equation | 25587.67 | 0.014285 | | F-Statistic | 411.7455 | 474.9213 | | Log likelihood | −1883.176 | 463.7639 | | Akaike information criterion (AIC) | 23.16780 | −5.629005 | | Schwarz criterion (SC) | 23.26270 | −5.534104 | | Mean dependent | 45951.34 | 0.107621 | | S.D. dependent | 85410.19 | 0.050911 | | Determinant resid. covariance (DOF adj.) | 133368.4 | | Determinant resid. covariance | 125311.8 | | Log likelihood | −1419.267 | | Akaike information criterion | 17.53701 | | Schwarz criterion | 17.72681 |
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