From: An impact assessment of the COVID-19 pandemic on Japanese and US hotel stocks
 | ω1 | α1 | β1 | ω2 | α2 | β2 | p11 | p22 |
---|---|---|---|---|---|---|---|---|
CHH | 2.502E−05 | 0.147 | 0.789 | 5.561E−04 | 2.801E−06 | 0.789 | 0.973 | 0.840 |
H | 1.153E−04 | 0.129 | 1.719E−05 | 2.572E−05 | 0.136 | 0.839 | 0.997 | 0.993 |
HLT | 1.753E−04 | 0.182 | 3.993E−05 | 1.856E−03 | 3.781E−02 | 1.000E−06 | 0.974 | 0.897 |
IHG | 1.008E−04 | 0.224 | 1.341E−05 | 1.512E−05 | 0.126 | 0.859 | 0.998 | 0.998 |
MAR | 2.083E−04 | 0.240 | 2.483E−05 | 9.881E−04 | 0.245 | 0.431 | 0.991 | 0.970 |
WH | 1.491E−04 | 0.157 | 1.194E−05 | 5.631E−05 | 0.135 | 0.816 | 0.994 | 0.991 |
MGM | 2.054E−03 | 1.005E−06 | 1.005E−06 | 5.700E−05 | 0.628 | 1.005E−06 | 0.210 | 0.000 |
SPX | 3.684E−06 | 0.160 | 0.764 | 3.859E−04 | 3.057E−05 | 1.692E−04 | 0.970 | 0.704 |