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...06 4.487 0.000 D1 * X -0.100 0.017 -5.820 0.000 It is understood the slope co-efficients for different periods are significant as indicated by t-table value. But I feel suspicious on the reliability of this values. I have used 5 years of daily price data for running the regression, and I feel suscpicious becasue, the monthly correlations (pearson correlation co-efficient) are highly varying between spot and futures and some times even negative. Can someone suggest me a) the tests to judge the reliability of hedge-variance values b) Is there any other better method than described here for estim...