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