变量 | 系数 | 标准差 | T统计量 | P值 | ||
C | 3.04E−06 | 5.34E−07 | 5.693393 | 0.0000 | ||
RESID (−1)2 | 0.071674 | 0.004273 | 16.77440 | 0.0000 | ||
GARCH (−1) | 0.918411 | 0.004307 | 213.2377 | 0.0000 | ||
D1 | −0.014921 | 0.003033 | −5.704090 | 0.0068 | ||