Parameters | Coefficients | Std Errors | t-stats |
K | −0.3398 | 0.1388 | −2.4487 |
ARCH1 | 0.2496 | 0.0536 | 4.6541 |
GARCH1 | 0.2790 | 0.1341 | 2.0806 |
GARCH2 | 0.6781 | 0.1350 | 5.0217 |
Leverage1 | −0.0661 | 0.0341 | −1.9402 |
Leverage by ANN1 | 0.3053 | 0.1453 | 2.1017 |
DoF | 4.7485 | 0.6898 | 6.8839 |