| Equation | Parameter | Estimate | p-value | Lower 95% CI | Upper 95% CI |
| ARMA | L7.AR | 0.054 | 0.000 | 0.028 | 0.079 |
| ARCH | L1.aparch (α) | 0.032 | 0.000 | 0.020 | 0.044 |
| ARCH | L1.aparch_e (γ) | −0.330 | 0.000 | −0.450 | −0.210 |
| ARCH | L1.pgarch (β) | 0.969 | 0.000 | 0.962 | 0.977 |
| ARCH | Constant | 0.000 | 0.741 | 0.000 | 0.000 |
| POWER | power (δ) | 1.791 | 0.000 | 1.210 | 2.372 |
| t-df | 11.626 | 9.944 | 13.665 |