Parameter

Estimate

Std Error

t-Statistic

Constant

0.175

0.103

1.701

GARCH (16)

0.090

0.169

0.530

GARCH (19)

0.348

0.200

1.743

ARCH (1)

0.121

0.022

5.475

ARCH (2)

0.071

0.053

1.340

ARCH (5)

0.038

0.052

0.729

ARCH (6)

0.037

0.046

0.811

ARCH (8)

0.026

0.033

0.780

ARCH (9)

0.007

0.037

0.188

ARCH (10)

0.050

0.037

1.346

ARCH (13)

0.022

0.037

0.585

ARCH (14)

0.036

0.038

0.955

ARCH (15)

0.013

0.036

0.348

ARCH (16)

0.083

0.036

2.288