EUR/USD | |
α0 | −0.122# |
(0.027) | |
αd | −0.032† |
(0.019) | |
αw | 0.258# |
(0.040) | |
αm | 0.681# |
(0.039) | |
R2 | 0.372 |
Skewness | −0.084 |
Kurtosis | 3.842 |
JB Stat | 124.629# |
[0.000] | |
Q(20) | 84.775# |
[0.000] | |
ARCH(10) | 1.521 |
[0.125] |