|
| dUS | dUK | dHK | dJAPAN |
| Mean Eq. | ||||
| Constant | 0.0004 | 0.0002 | 0.0002 | 0.0004 |
|
| 0.0001 | 0.0187 | 0.1079 | 0.0075 |
| Variance Eq. | ||||
| Constant | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
|
| 0.0000 | 0.0000 | 0.0000 | 0.0001 |
| ARCH (1) | 0.1377 | 0.1199 | 0.0707 | 0.1229 |
|
| 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| GARCH (1) | 0.8175 | 0.8368 | 0.8976 | 0.8328 |
|
| 0.0000 | 0.0000 | 0.0000 | 0.0000 |