Hi all,
I am currently working on project about volatility timing.
The data I am working with is daily and I am not entirely sure what I can do to annualise the coefficients from the loop. The coefficients I need to annualise are alpha(constant) and beta and if possible the t-stat from alpha.

foreach var of varlist United_States-Global_Ex_US{
foreach var2 of varlist vUnited_States-vGlobal_Ex_US{
if "v`var'"=="`var2'"{
asdoc reg `var2' `var', robust nest save(volatilityI) dec(2)

}
}
}

Any help would be appreciated.

Thanks,
Marc