Variable | Coefficient | Std. Error | z-Statistic | Prob. |
C | 3.06E-06 | 7.62E-07 | 4.021992 | 0.0001 |
RESID(-1)2 | 0.045332 | 0.012958 | 3.498443 | 0.0005 |
RESID(-2)2 | 0.01951 | 0.01388 | 1.405627 | 0.0159 |
GARCH(-1) | 0.93128 | 0.005762 | 161.6146 | 0 |