EUR/USD

α₀

−0.146^#

(0.031)

α_d

−0.068^#

(0.023)

α_w

0.340^#

(0.048)

α_m

0.607^#

(0.046)

ω

0.164^†

(0.091)

α

0.035^*

(0.018)

β

0.667^#

(0.171)

LL

−3423.049

AIC

2.245

BIC

2.259

JB Stat

97.293^#

[0.000]

Q(20)

51.979^#

[0.000]

Qs(20)

21.641

[0.248]

ARCH(10)

0.842

[0.588]