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How stable are the beta estimates obtained from the shorter sub periods? Ford Beta 5 Years 1.813428794 Beta First 2 Years 2.012997172 Beta Last 2
How stable are the beta estimates obtained from the shorter sub periods?
Ford
Beta 5 Years 1.813428794
Beta First 2 Years 2.012997172
Beta Last 2 Years 1.970063
GM
Beta 5 Years 0.855447601
Beta First 2 Years 1.045945284
Beta Last 2 Years 0.69339426
Toyota
Beta 5 Years 0.70716858
Beta First 2 Years 0.473749154
Beta Last 2 Years 0.486945779
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