Variable

Cofficient

Std.Error

Z-Statistic

Prob

R (−1)

−0.073584

0.052190

−1.409914

0.1586

Variance Equation

C

4.07E−05

1.24E−05

3.801679

0.0001

RESID (−1)²

−0.001587

0.000444

−3.577774

0.0003

GARCH (−1)

1.905223

0.019837

96.04343

0.0000

GARCH (−2)

−0.909786

0.018591

−48.93692

0.0000