IVOLEW | IVOLVW | MVOL | ||||
Coeff. | Stan. Error | Coeff. | Stan. Error | Coeff. | Stan. Error | |
p11 | 0.9566 (51.9802) | 0.0184 | 0.9359 (20.4997) | 0.0457 | 0.5898 (5.3824) | 0.1096 |
p22 | 0.8497 (11.4633) | 0.0741 | 0.9762 (58.2982) | 0.0167 | 0.8974 (28.3458) | 0.0317 |
σ0 | 0.0013 (14.8685) | 0.0001 | 0.0013 (16.4254) | 0.0001 | 0.0018 (14.7378) | 0.0001 |
σ1 | 0.0040 (9.4579) | 0.0004 | 0.0035 (11.7100) | 0.0003 | 0.0064 (9.4864) | 0.0007 |
b0 | 0.4815 (3.6061) | 0.1335 | 0.6497 (11.0250) | 0.0589 | 0.6357 (26.9328) | 0.0236 |
b1 | 0.7600 (19.2827) | 0.0394 | 0.4810 (4.2974) | 0.1119 | 0.6902 (3.3680) | 0.2049 |
μ0 | 0.0258 (20.1068) | 0.0013 | 0.0105 (36.1627) | 0.0003 | 0.0147 (34.8796) | 0.0004 |
μ1 | 0.0163 (36.9071) | 0.0004 | 0.0181 (19.0951) | 0.0010 | 0.0355 (4.0839) | 0.0087 |
Likelihood | −1205.3056 | −1216.8193 | −1103.8582 |