Parameters | ARMA(1,1) | Parameters | GARCH(1,1) |
C | 0.6399 (2.081842) | K | 359.3306 125.989190 |
AR(1) | 0.4088 (0.079626) | GARCH(1) | 0.8837 (0.039658) |
MA(1) | 0.1357 (0.083431) | ARCH(1) | 0.0134 (0.003490) |