GARCH (1.1) Parameters | |||||
Residuals | ω | α1 | β1 | α1 + β1 | LL |
ase_res | 0.0000 | 0.0421 | 0.9264 | 0.9685 | 5621 |
stoxx_res | 0.0000 | 0.0540 | 0.9351 | 0.9891 | 6480 |
ppc_res | 0.0001 | 0.0438 | 0.9099 | 0.9536 | 3431 |
vstoxx_res | 0.0000 | 0.0463 | 0.9436 | 0.9899 | 4684 |
gbonds_res | 0.0000 | 0.0688 | 0.8964 | 0.9652 | 5074 |
eua_res | 0.0000 | 0.0900 | 0.9098 | 0.9998 | 5085 |
ngasUK_res | 0.0000 | 0.0691 | 0.9307 | 0.9998 | 5403 |
brent_res | 0.0000 | 0.0331 | 0.9652 | 0.9983 | 5989 |
smp_res | 0.0000 | 0.0305 | 0.8475 | 0.8780 | 5838 |
loadep_res | 0.0000 | 0.0260 | 0.9729 | 0.9989 | 1209 |
lignitep_res | 0.0011 | 0.1326 | 0.0000 | 0.1326 | 4131 |