Variable

Coefficient

Std. Error

z-Statistic

Prob.

L₂ (−1)

0.670190

0.000350

1914.765

0.0000

Variance Equation

C

0.002528

0.012852

0.196739

0.8440

RESID (−1)²

0.252299

6.717186

0.037560

0.9700

GARCH (−1)

1.263867

0.009770

129.3591

0.0000

GED PARAMETER

0.017480

7.30E−05

239.3394

0.0000

R-squared

0.351914

Mean dependent var

−0.000394

Adjusted R-squared

0.351914

S.D. dependent var

0.058029

S.E. of regression

0.046715

Akaike info criterion

−10.32110

Sum squared resid

0.274973

Schwarz criterion

−10.20912

Log likelihood

660.3896

Hannan-Quinn criter.

−10.27560

Durbin-Watson stat

2.092636