Question

You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0. 35 R-Square 0. 12 Adjusted R-Square 0. 02 Standard Error 38. 45 Observations 12 Coefficients Standard Error t-Stat p-Value Intercept 4. 05 15. 44 0. 26 0. 80 Market 1. 32 0. 97 1. 36 0. 10 _______________ % of the variance is explained by this regression

Answer 1

The percentage of variance that is mewasured in this regression is 12 percent.

What is the variance in a regression analysis?

This value is represented by R² in the excel output. The R squared is a measure of the variance of the dependent variable that is explained using the independent variables.

The R squared is the sample variance of all of the outputs in the regression analysis.

The R squared in the output says 0.12 = 12 percent

Read more on variance here:https://brainly.com/question/14306566