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