Variable

Coefficient

Std. Error

z-Statistic

Prob.

C

−0.000951

0.000666

−1.427629

0.1534

Variance Equation

C

0.000799

3.62E−05

22.07692

0.0000

Resid(−1)²

1.066442

0.026461

40.30274

0.0000

Resid(−2)²

0.756990

0.030206

25.06066

0.0000

Resid(−3)²

0.414354

0.031467

13.16783

0.0000

Resid(−4)²

0.142838

0.014272

10.00827

0.0000

Resid(−5)²

0.130278

0.015494

8.408385

0.0000

R-squared

0.011992

Adjusted R-squared

0.011992

Durbin-Watson stat

1.589174