Variable | Coefficient | Standard Error | t-statistic | Prob |
---|---|---|---|---|
Intercept | 0.395 | 0.0226 | 17.5403 |  < 0.001 |
Capital adequacy ratio (C) |  − 0.499 | 0.1681 |  − 2.9715 | 0.003 |
Asset quality ratio (A) |  − 2.252 | 0.3989 |  − 5.6474 |  < 0.001 |
Management quality ratio (M) | 2.371 | 0.4030 | 5.8838 |  < 0.001 |
Earnings ability ratio (E) | 3.270 | 0.6641 | 4.9241 |  < 0.001 |
Liquidity ratio (L) | 1.028 | 0.0807 | 12.7253 |  < 0.001 |
Adjusted R-squared | 0.086 | Â | Â | Â |
F-statistic | 62.564*** | Â | Â | Â |