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 | ||||
NKY | − 4.110E−06 | − 3.652 | − 7.420E−07 | − 4.716 | 2.111 | − 4.243 | 1377 | − 2742 | − 2716 |
SPX | 1.600E−08 | − 4.936 | − 5.600E-08 | − 3.449 | 3.919 | − 2.323 | 1992 | − 3973 | − 3946 |