Information Feedback in Temporal Networks as a Predictor of Market Crashes

Table 2

Regression analysis of the developed SCC index on the future realized market volatility, using reduced (without the SCC index ) and expanded (including ) models, performed on the U.S. house price data. Coefficients significant at the 1% significance level are marked with an asterisk (). The respective adjusted measures and the Akaike information criterion (AIC) are also reported—including the AIC difference () from the null (reduced) model.

Model	Variable coefficients			AIC ()
	Reduced	0.57			—	0.36	−1371 (0)
Expanded	0.51	0.03	0.41	−1383 (−12)