Dep. Variable: 0 R-squared: 0.000 Mean Model: Constant Mean Adj. R-squared: 0.000 Vol Model: GARCH Log-Likelihood: −889.036 Distribution: Normal AIC: 1786.07 Method: Maximum Likelihood BIC: 1792.62 No. Observations: 38 Df Model: 1 Df Residuals: 37 | ||||
Mean Model | ||||
Variable | coef | std err | t | P-value |
mu | 5.6192e+08 | 1.109e+09 | 0.507 | 0.612 |
Volatility Model | ||||
Variable | coef | std err | t | P-value |
omega | 1.8361e+18 | 3.758e+18 | 0.489 | 0.625 |
alpha [1] | 0.3015 | 0.308 | 0.980 | 0.327 |
beta [1] | 0.6985 | 0.483 | 1.448 | 0.148 |