Dependent Variable: X
Method: ML - ARCH (Marquardt) - Normal distribution
Date: 11/23/10 Time: 18:57
Sample (adjusted): 1 101
Included observations: 101 after adjustments
Convergence achieved after 26 iterations
Variance backcast: ON
GARCH = C(2) + C(3)*RESID(-1)^2 + C(4)*GARCH(-1)
Coefficient Std. Error z-Statistic Prob.
C -0.074196 0.113265 -0.655065 0.5124
Variance Equation
C 2.219968 0.419911 5.286758 0.0000
RESID(-1)^2 -0.067391 0.038900 -1.732419 0.0832
GARCH(-1) -0.795747 0.192126 -4.141802 0.0000
R-squared -0.000405 Mean dependent var -0.096238
Adjusted R-squared -0.031345 S.D. dependent var 1.100923
S.E. of regression 1.118044 Akaike info criterion 3.063312
Sum squared resid 121.2522 Schwarz criterion 3.166881
Log likelihood -150.6972 Durbin-Watson stat 1.893043
这是我用eviews 5.0分析100个基金日收益grach(1,1)的 下面该如何求出var啊 要详细点的 本人顶级菜鸟,望大虾帮忙啊,急急!