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)