Variables

Coefficients

Dependent Variable, r_t

(AR)

(MA)

$\mu$

0.0005**

0.0005**

(0.0002)

(0.0002)

$r_{t-1}$

0.0401**

(0.0184)

$r_{t-2}$

−0.0430**

(0.0184)

${\epsilon }_{t-1}$

0.0402**

(0.0184)

${\epsilon }_{t-2}$

−0.0397**

(0.0184)

H_O: No ARCH Effect

F-Statistic

134.9106

134.8517

Probability

0.0000

0.0000