Parameter | Estimated value | Standard error | t-statistic | p-value |
h0 | 0.7405 | 287.2350 | 0.0026 | 0.9979 |
Φ | −0.0005 | 0.4711 | −0.0010 | 0.9992 |
σ0 | 1.7432 | 2395.6400 | 0.0007 | 0.9994 |