变量 | 系数 | 标准差 | T统计量 | P值 | ||
C | 3.40E−06 | 9.21E−07 | 3.692121 | 0.0002 | ||
RESID (−1)2 | 0.046597 | 0.006764 | 6.888580 | 0.0000 | ||
GARCH (−1) | 0.939758 | 0.008736 | 107.5716 | 0.0000 | ||