The SAS System                                         16:38 Tuesday, April 22, 2008   1

Parameter estimates

VARNAMES       BETA     STDB        T     PROB

Intercept    9.3511   0.2588  36.1330   0.0000
FFa_Beta1   -0.1535   0.0562  -2.7319   0.0162
FFa_Beta2   -0.1143   0.0393  -2.9054   0.0115
FFa_Beta3   -0.0063   0.0499  -0.1273   0.9005
ffa_beta4   -0.0758   0.1049  -0.7234   0.4814
Size        -0.0326   0.0360  -0.9033   0.3816
BM           0.0482   0.0399   1.2071   0.2474
volatility   1.9897   0.4622   4.3045   0.0007
VS          -0.2317   0.2524  -0.9179   0.3742