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How I can know if the three betas in line with Fama-French predictions? I used Fama-French three factors model. Can someone please help me with
How I can know if the three betas in line with Fama-French predictions? I used Fama-French three factors model.
Can someone please help me with this question?
This question related to the finance course.
Intercept (apha) X Variable 1 (beta 1) X Variable 2 (beta 2) X Variable 3 (beta 3) Coefficients tandard Erroi t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0% -0.005571 0.00147645 -3.7732181 0.00021066 -0.0084818 -0.0026601 -0.0084818 -0.0026601 0.00609703 0.00072201 8.44457421 5.4486E-15 0.00467356 0.0075205 0.00467356 0.0075205 -0.0016542 0.00184392 -0.8971335 0.37069493 -0.0052896 0.00198113 -0.0052896 0.00198113 -0.0044102 0.0013988 -3.1528614 0.00185809 -0.007168 -0.0016524 -0.007168 -0.0016524Step by Step Solution
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