参数

估计值

标准误差

t检验

p值

${\phi }_2$

−0.0663

0.0242

−2.74

0.0061

${\phi }_7$

0.0553

0.0233

2.37

0.0179

TARCHA0

2.4144 × 10^-6

1.1545 × 10⁻⁶

2.09

0.0365

TARCHA1

0.0794

0.01899

4.19

0.000

TARCHB1

−0.0131

0.0202

−0.65

0.5165

TGARCH1

0.9229

0.0127

72.68

0.000

$\delta$

0.0874

0.0224

3.91

0.000

TDFI

0.1736

0.0253

6.86

0.000

$\rho$

2.08 × 10⁻⁵

9.6098 × 10⁻⁶

2.16

0.0308