变量 | 系数 | 标准差 | T统计量 | P值 | ||
C | 3.35E−06 | 11.0E−06 | 3.047328 | 0.0023 | ||
RESID (−1)2 | 0.041866 | 0.006844 | 6.117482 | 0.0000 | ||
GARCH (−1) | 0.943287 | 0.009922 | 95.06906 | 0.0000 | ||