|  | Z-ROA | Z-ROE | 
 
   
   | Direct effect (Toward DV) |  |  | 
 
   
   | Constant | -510.2645 ***(146.5201) | 5.050477 (15.57642) | 
 
   
   | CO2 | -7.261758(5.234122) | -1.831104 ***(0.5564084) | 
 
   
   | GF | -11.02831 ***(2.409703) | 0.7272752 ***(0.2561606) | 
 
   
   | OQ | 12.02247(10.79134) | 0.4840504(1.147264) | 
 
   
   | BS | 0.0000297 ***(0.0000482) | 0.00000307 ***(0.000000512) | 
 
   
   | CR | 4.413674 ***(1.906926) | 0.386704 **($not-found(0.2027243).2027243) | 
 
   
   | LR | 496.0383 ***(123.484) | 7.955388(15.57642) | 
 
   
   | Direct Effect (Toward MV) |  |  | 
 
   
   | Constant | -4.05697 ***(1.162579) | -2.06932 ***(0.67539) | 
 
   
   | CO2 | 0.6427738 ***(0.1569645) | 0.42738***(0.104345) | 
 
   
   | Indirect Effect |  |  | 
 
   
   | CO2 > GF > Z-Score) | -7.274 ***(2.332) | -0.432 ***(0.184) | 
 
   
   | Conf. Interval | -12.381 , -3.143 | -0.802 , -0.148 |