From: An impact assessment of the COVID-19 pandemic on Japanese and US hotel stocks
 | Regime 1 | Regime 2 | T-Matrix | LL | AIC | SIC | |||
---|---|---|---|---|---|---|---|---|---|
λ1 | k1 | λ2 | k2 | δ1 | δ2 | ||||
CHH | 1.340E−07 | − 3.193 | − 2.090E−08 | − 4.401 | 3.143 | − 4.353 | 1651 | − 3290 | − 3264 |
H | − 1.670E−07 | − 2.961 | − 1.400E−08 | − 4.217 | 2.526 | − 3.718 | 1506 | − 2999 | − 2973 |
HLT | − 2.900E− 08 | − 4.222 | 1.330E−08 | − 3.134 | 3.820 | − 2.343 | 1579 | − 3146 | − 3119 |
IHG | − 3.650E−08 | − 4.151 | − 5.260E−07 | − 2.849 | 5.221 | − 3.383 | 1572 | − 3132 | − 3106 |
MAR | − 4.560E−08 | − 2.923 | − 1.050E−08 | − 4.132 | 3.263 | − 4.536 | 1505 | − 2999 | − 2972 |
WH | − 2.280E−07 | − 2.715 | − 3.050E−08 | − 4.079 | 2.812 | − 4.695 | 1521 | − 3030 | − 3003 |
MGM | − 4.590E−08 | − 3.865 | − 4.310E−08 | − 2.466 | 4.640 | − 3.025 | 1343 | − 2673 | − 2646 |