Variable

Coefficient

Std. Error

z-Statistic

Prob.

L₁ (−1)

0.433410

0.000270

1605.615

0.0000

Variance Equation

C

0.000529

0.000573

0.923483

0.3558

RESID (−1)²

0.075620

0.112885

0.669880

0.5029

RESID (−1)²*(RESID (−1) < 0)

0.088072

0.167932

0.524449

0.6000

GARCH (−1)

0.579745

0.370577

1.564441

0.1177

GED PARAMETER

0.017480

5.68E−05

307.8821

0.0000

R-squared

0.354185

Mean dependent var

−0.002508

Adjusted R-squared

0.354185

S.D. dependent var

0.077599

S.E. of regression

0.062361

Akaike info criterion

−8.814124

Sum squared resid

0.490000

Schwarz criterion

−8.679752

Log likelihood

565.6968

Hannan-Quinn criter.

−8.759530

Durbin-Watson stat

1.626889