Question: Please see the regression result below. The dependent variable is delta_return, i.e. Areturn, = returnt - returnt-1 and the independent variable is lag_return, i.e.

Please see the regression result below. The dependent variable is delta_return, i.e.

Please see the regression result below. The dependent variable is delta_return, i.e. Areturn, = returnt - returnt-1 and the independent variable is lag_return, i.e. returnt-1. 1m (formula = delta_return - lag_return, data = df_return) Residuals: Min 1Q Median 3Q -15.485 -2.571 0.499 2.658 Coefficients: Max 15.198 Estimate Std. Error t value Pr(>|t|) (Intercept) 0.28936 0.28209 1.026 0.306 lag_return -0.63329 0.06014 -10.530.

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