Variable

Coefficient

Std. Error

z-Statistic

Prob.

L₁ (−1)

0.548358

0.000248

2212.938

0.0000

Variance Equation

C

0.002212

0.010758

0.205577

0.8371

RESID (−1)²

0.016339

0.078032

0.209383

0.8341

GARCH (−1)

0.467712

2.568071

0.182126

0.8555

GED PARAMETER

0.017480

5.60E−05

311.9889

0.0000

R-squared

0.385607

Mean dependent var

−0.002508

Adjusted R-squared

0.385607

S.D. dependent var

0.077599

S.E. of regression

0.060825

Akaike info criterion

−9.063868

Sum squared resid

0.466160

Schwarz criterion

−8.951893

Log likelihood

580.5556

Hannan-Quinn criter.

−9.018374

Durbin-Watson stat

1.922301