名称

沪深300

Au9999

μ

0.000331^*

(0.076969)

0.000110

(0.341041)

ω

0.000002

(0.161577)

0.000001^*

(0.052401)

α

0.060644^***

(0.000000)

0.059439^***

(0.000000)

β

0.933338^***

(0.000000)

0.937116^***

(0.00000)

υ

5.031554^***

(0.000000)

4.495295^***

(0.00000)

LL

8735.142

10048.96

Q (5)

3.515

(0.10185)

1.1448

(0.8261)

LM (7)

2.640

(0.5840)

1.37748

(0.8456)

AIC

−6.0042

−6.9078