Tuesday ( β 1 )

−0.52681*

0.138736

−3.79725

0.0001

Wednesday ( β 2 )

−0.16076

0.123592

−1.30073

0.1934

Thursday ( β 3 )

−0.02973

0.127714

−0.2328

0.8159

Friday ( β 4 )

0.090814

0.164853

0.550877

0.5817

ARCH 1 ( λ 1 )

0.120208*

0.007792

15.42669

0.0000

GARCH 2 ( λ 2 )

0.855278*

0.007908

108.1553

0.0000