On Spillover Effect of Systemic Risk of Listed Securities Companies in China Based on Extended CoVaR Model

Table 3

ADF test of stock yield series of securities companies.

Company	Obs.	Prob.	Lag	Max lag
C1	427	<0.0001	0	17
C2	427	<0.0001	0	17
C3	427	<0.0001	0	17
C4	427	<0.0001	0	17
C5	427	<0.0001	0	17
C6	427	<0.0001	0	17
C7	427	<0.0001	0	17
C8	427	<0.0001	0	17
C9	427	<0.0001	0	17
C10	427	<0.0001	0	17