Model

Definition

\[\begin{aligned}y_{i} = \beta_1x_1 + \beta_2x_2+ \epsilon_{i}\\with\ y = log(hidden), x_1 = volatility\_rank, x_2 = mcap\_rank,\epsilon_{i}\sim (\mathcal{N}, \sigma^2)\end{aligned}\]

Parameters

Characteristic

exp(Beta)

95% CI

1
volatility_rank

    volatility_ranklow 0.45 0.42, 0.49
    volatility_rankmid 0.63 0.58, 0.68
mcap_rank

    mcap_ranklow 0.02 0.02, 0.02
    mcap_rankmid 0.19 0.18, 0.21
1

CI = Credible Interval

Posteriors