APARCH(1, 1)模型 | |||||
Estimate | Std. Error | t value | P-value | ||
疫情前 | μ | 0.0018253 | 0.000734 | 2.488 | 0.0129 |
ω | 0.000714 | 0.000126 | 5.683 | 0.0000 | |
α | 0.183410 | 0.020847 | 8.798 | 0.0000 | |
γ | −0.053016 | 0.051328 | −1.033 | 0.3017 | |
β | 0.812094 | 0.020131 | 40.341 | 0.0000 | |
δ | 1.321386 | 0.1836837 | 7.194 | 0.0000 | |
疫情后 | μ | 0.00333 | 0.000239 | 13.938 | 0.0000 |
ω | 0.014104 | 0.004164 | 3.387 | 0.0007 | |
α | 0.063416 | 0.027072 | 2.342 | 0.0192 | |
γ | 0.628122 | 0.277549 | 2.263 | 0.0236 | |
β | 0.904156 | 0.021364 | 42.321 | 0.0000 | |
δ | 0.386726 | 0.537825 | 0.719 | 0.4721 |