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