Risk premia (2nd to 8th row) and standard deviations (9th to 17th) over the number of k=1 to 15
Row order 2nd to 8th: Risk premia of MKT, SMB, HML, CMA, RMW, UMD, total unc, macro unc, micro unc
Row order 9nd to 17th: Standard deviation of MKT, SMB, HML, CMA, RMW, UMD, total unc, macro unc, micro unc

ans =

  Columns 1 through 8

         0         0         0         0         0         0         0         0
    0.0737    0.0713    0.0699    0.0747    0.0746    0.0745    0.0681    0.0682
    0.0251    0.0295    0.0310    0.0344    0.0258    0.0250    0.0182    0.0180
   -0.0174   -0.0159    0.0267    0.0137    0.0393    0.0402    0.0291    0.0293
   -0.0051   -0.0036    0.0130    0.0100    0.0322    0.0330    0.0543    0.0542
   -0.0118   -0.0118    0.0142    0.0393    0.0304    0.0300    0.0364    0.0362
    0.0099    0.0096   -0.0011    0.0146    0.0292    0.0271    0.0474    0.0476
    0.0015    0.0017    0.0003   -0.0029   -0.0056   -0.0056   -0.0264   -0.0264
    0.0020    0.0021   -0.0003   -0.0055   -0.0094   -0.0093   -0.0357   -0.0356
   -0.0023   -0.0023   -0.0012   -0.0021    0.0002    0.0001    0.0026    0.0025
    0.0158    0.0218    0.0217    0.0228    0.0233    0.0232    0.0238    0.0237
    0.0061    0.0224    0.0218    0.0217    0.0228    0.0244    0.0239    0.0234
    0.0052    0.0165    0.0135    0.0139    0.0113    0.0121    0.0116    0.0120
    0.0020    0.0133    0.0095    0.0118    0.0106    0.0110    0.0151    0.0144
    0.0030    0.0149    0.0098    0.0133    0.0160    0.0151    0.0160    0.0149
    0.0044    0.0116    0.0083    0.0184    0.0281    0.0242    0.0235    0.0218
    0.0007    0.0018    0.0012    0.0021    0.0029    0.0029    0.0081    0.0079
    0.0012    0.0031    0.0017    0.0041    0.0057    0.0054    0.0109    0.0102
    0.0009    0.0015    0.0010    0.0014    0.0016    0.0015    0.0039    0.0039

  Columns 9 through 15

         0         0         0         0         0         0         0
    0.0682    0.0682    0.0693    0.0700    0.0696    0.0700    0.0716
    0.0181    0.0179    0.0146    0.0131    0.0175    0.0169    0.0170
    0.0293    0.0292    0.0342    0.0359    0.0378    0.0363    0.0423
    0.0542    0.0541    0.0545    0.0584    0.0531    0.0528    0.0535
    0.0361    0.0362    0.0344    0.0285    0.0330    0.0332    0.0306
    0.0475    0.0460    0.0406    0.0414    0.0587    0.0593    0.0737
   -0.0264   -0.0264   -0.0259   -0.0244   -0.0241   -0.0246   -0.0256
   -0.0356   -0.0356   -0.0360   -0.0335   -0.0375   -0.0379   -0.0411
    0.0025    0.0025    0.0027    0.0018    0.0043    0.0049    0.0069
    0.0233    0.0233    0.0235    0.0235    0.0231    0.0232    0.0226
    0.0226    0.0218    0.0226    0.0228    0.0235    0.0232    0.0232
    0.0127    0.0128    0.0139    0.0145    0.0161    0.0157    0.0177
    0.0142    0.0143    0.0144    0.0159    0.0147    0.0146    0.0138
    0.0156    0.0154    0.0142    0.0142    0.0148    0.0146    0.0157
    0.0233    0.0220    0.0200    0.0224    0.0246    0.0253    0.0276
    0.0079    0.0079    0.0078    0.0062    0.0069    0.0071    0.0080
    0.0105    0.0106    0.0107    0.0092    0.0104    0.0105    0.0118
    0.0035    0.0034    0.0036    0.0039    0.0045    0.0039    0.0043

