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estimator: HeteroskedasticCovariance See full_summary for complete results # print(res.full_summary) # You can check full summary by this lin lambdas.mean() Mkt-RF 1.260119 SMB 0.043424 HML -0.693025 RMW -0.348738 CMA -0.203307 RF -0.015190 dtype: float64 We are given risk factors but how we choose