Parameter | Estimated value | Standard error | t-statistic | p-value |
h0 | 0.0716 | 0.000014 | 4961.33 | 0.0000 |
Φ | 0.0191 | 0.000005 | 3827.87 | 0.0000 |
σ0 | 0.0120 | 0.000000 | 283912.00 | 0.0000 |
ν | 4.5279 | 0.000379 | 11945.80 | 0.0000 |