多次看到对回归结果分析的时候，出现没有见过的数据，这些数据究竟是从哪里来的？
例如这篇文章：Chen, C. Peng and K.C. Chan, Earnings management uncertainty, implicit guarantees, and the corporate bond yield spread:Evidence from China, Borsa _Istanbul Review, https://doi.org/10.1016/j.bir.2020.11.001

作者对这部分的分析为：
Panel B shows that the coefficients of all five EMU variables (DAV, DAV_EBIT, R_PRODV, R_DISXV, and R_CFOV) are positive and significant at the 1% or 5% level (the coefficients are 245.807, 207.246, 11.450, 443.081, and 28.622,respectively). Consistent with the results in Panel A, when EM volatility is high, the yield spread is also large. Hence, the baseline findings support the results in Chen et al. (2015).6 We note that the economic magnitudes of the effects of the five EMU measures on the yield spreads are 14.01 bps (245.807 × 0.057), 13.06 bps (207.246 ×0.063),8.15 bps (11.450 ×0.712), 8.42 bps (443.081 × 0.019), and 7.76 (28.622 × 0.271), respectively, in terms of the increaseof the yield spreads led to by one standard deviation increase in the EMU measures.

我的疑问是：
0.057、0.063、0.712、0.019、0.271这几个数哪里来的？