Variable | Coefficient | Std. Error | z-Statistic | Prob. |
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C | -0.000473 | 0.000395 | -1.197482 | 0.2311 |
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| Variance Equation |
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C | 3.63E-06 | 3.18E-06 | 1.140278 | 0.2542 |
RESID(-1)^2 | 0.044377 | 0.024628 | 1.801874 | 0.0716 |
GARCH(-1) | 0.905416 | 0.061557 | 14.70869 | 0.0000 |
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R-squared | -0.000185 | Mean dependent var | -0.000353 | |
Adjusted R-squared | -0.007005 | S.D. dependent var | 0.008815 | |
S.E. of regression | 0.008846 | Akaike info criterion | -6.651355 | |
Sum squared resid | 0.034429 | Schwarz criterion | -6.614456 | |
Log likelihood | 1480.601 | Hannan-Quinn criter. | -6.636804 | |
Durbin-Watson stat | 1.807557 |
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