... standard error of the regression - the difference being due to the fact that the formula for the standard error of the regression uses T − 2 as a divisor for the error sum of squares and the standarddeviation ... Hence, the single index model will hold for the return on the portfolio where the parametersof the single index model are weighted averages of the parameters of the individualassets in the portfolio. ... =0. The Prob Value (p-value of the t-statistic) in the table gives the likelihood (computedfrom the Student-t curve) that, giventhetruevalueofthecoefficient is zero, the datawould generate the...