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Dependent Variable: RT
Method: ML - ARCH (Marquardt) - Student's t distribution
Date: 03/31/17 Time: 16:12
Sample (adjusted): 7/04/2016 3/29/2017
Included observations: 180 after adjustments
Convergence achieved after 73 iterations
Presample variance: backcast (parameter = 0.7)
GARCH = C(2) + C(3)*RESID(-1)^2 + C(4)*GARCH(-1)
Variable Coefficient Std. Error z-Statistic Prob.
C 0.000737 0.000518 1.422813 0.1548
Variance Equation
C 8.49E-05 0.000155 0.548776 0.5832
RESID(-1)^2 -0.033073 0.034277 -0.964851 0.3346
GARCH(-1) -0.031306 1.884010 -0.016617 0.9867
T-DIST. DOF 3.588824 0.924129 3.883467 0.0001
R-squared -0.006214 Mean dependent var 3.30E-05
Adjusted R-squared -0.006214 S.D. dependent var 0.008957
S.E. of regression 0.008985 Akaike info criterion -6.783191
Sum squared resid 0.014451 Schwarz criterion -6.694498
Log likelihood 615.4872 Hannan-Quinn criter. -6.747230
Durbin-Watson stat 1.994149
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