From: An impact assessment of the COVID-19 pandemic on Japanese and US hotel stocks
 | Regime 1 | Regime 2 | Constant | T-Matrix | LL | AIC | SIC | |||
---|---|---|---|---|---|---|---|---|---|---|
λ1 | k1 | λ2 | k2 | β | δ1 | δ2 | ||||
FJT | − 6.810E−07 | − 3.707 | − 8.150E−07 | − 4.530 | 0.858 | 4.197 | − 4.252 | 1542 | − 3070 | − 3039 |
IMP | 6.100E−07 | − 3.289 | 5.500E−07 | − 5.016 | 0.225 | 1.842 | − 3.762 | 1903 | − 3792 | − 3761 |
RYL | 7.440E−07 | − 3.770 | − 4.170E−07 | − 5.226 | 0.138 | 2.502 | − 3.009 | 1820 | − 3626 | − 3596 |
KYT | 2.320E−07 | − 3.712 | − 3.850E−07 | − 5.178 | 0.137 | 2.606 | − 3.225 | 1813 | − 3611 | − 3581 |
OL | 1.930E−09 | − 3.685 | − 3.350E−07 | − 4.498 | 0.553 | 1.814 | − 3.469 | 1683 | − 3352 | − 3322 |
SB | 1.020E−07 | − 3.597 | − 1.780E−06 | − 4.428 | 0.719 | 3.519 | − 4.071 | 1548 | − 3082 | − 3051 |
KRT | − 1.590E−07 | − 4.254 | − 8.400E−06 | − 3.542 | 0.992 | 4.249 | − 3.776 | 1459 | − 2904 | − 2874 |