variable

Coefficient

Std.Error

t-Statistic

Prob.

AIC

BIC

ARCH

267.42

9.29

28.80

0.00

5508.53

5525.01

GARCH (1, 1)

267.42

9.29

28.80

0.00

5508.53

5525.01

GJR-GARCH (2, 2)

268.17

7.92

33.84

0.00

5512.27

5536.98