Coefficients

APARCH(1, 1)

$\mu$

0.0004**

(0.0002)

${\varphi }_1$

0.1231*

(0.0224)

${\varphi }_2$

−0.0088

(0.0460)

$\eta$

0.0002

(0.0001)

$\alpha$

0.2867*

(0.0763)

$\gamma$

0.2901

(0.1907)

$\delta$

1.3731*

(0.2603)

$\beta$

0.7070*

(0.0812)

Q1 (5)

26.810*

Q1 (10)

33.524*

Q2 (5)

0.0719

Q2 (10)

0.2538

Log Likelihood

8740.570

F Stat.

0.0357

Prob.

0.8501