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