23

${\alpha }_{22}$

${\epsilon }_{2t-1}^2$

0.2789***

0.0368

0.0000

0.283

0.15

24

${\alpha }_{23}$

${\epsilon }_{2t-1}{\epsilon }_{3t-1}$

−0.0011

0.0011

0.3155

0.094

0.6

25

${\alpha }_{31}$

${\epsilon }_{3t-1}{\epsilon }_{1t-1}$

0.6959

0.9528

0.4652

0.087

0.63

26

${\alpha }_{32}$

${\epsilon }_{3t-1}{\epsilon }_{1t-1}$

0.4807

0.7197

0.5042

0.142

0.4

27

${\alpha }_{33}$

${\epsilon }_{3t-1}^2$

0.1980***

0.0358

0.0000

0.084

0.65

28

${\beta }_{11}$

$h_{11t-1}$

0.9334***

0.0266

0.0000

0.376

0.08

29

${\beta }_{12}$

$h_{12t-1}$

−0.0165

0.0158

0.2944

0.034

0.96

30

${\beta }_{13}$

$h_{13t-1}$

0.002*

0.0009

0.0771

0.094

0.6

31

${\beta }_{21}$

$h_{21t-1}$

0.0010

0.0103

0.9199

0.047

0.89

32

${\beta }_{22}$

$h_{22t-1}$

0.951***

0.0097

0.0000

0.359

0.09

33

${\beta }_{23}$

$h_{23t-1}$

0.0001

0.0003

0.6932

0.163

0.34

34

${\beta }_{31}$

$h_{31t-1}$

−0.286

0.2995

0.3406

0.056

0.83

35

${\beta }_{32}$

$h_{32t-1}$

−0.441*

0.2360

0.0619

0.150

0.38

36

${\beta }_{33}$

$h_{33t-1}$

0.970***

0.0123

0.0000

0.203

0.25

37

${\gamma }_{11}$

${\eta }_{11t-1}$

−0.361***

0.0559

0.0000

0.175

0.31

38

${\gamma }_{12}$

${\eta }_{12t-1}$

−0.151***

0.0549

0.0059

0.149

0.38

39

${\gamma }_{13}$

${\eta }_{13t-1}$

0.0095***

0.0027

0.0005

0.204

0.25

40

${\gamma }_{21}$

${\eta }_{21t-1}$

−0.0201

0.0593

0.7343

0.271

0.16

41

${\gamma }_{22}$

${\eta }_{22t-1}$

0.1743***

0.0460

0.0002

0.351

0.1

42

${\gamma }_{23}$

${\eta }_{23t-1}$

−0.0016

0.0013

0.2237

0.120

0.48

43

${\gamma }_{31}$

${\eta }_{31t-1}$

−0.2331

1.2646

0.8538

0.136

0.42

44

${\gamma }_{32}$

${\eta }_{32t-1}$

1.0941

1.1152

0.3266

0.129

0.44

45

${\gamma }_{32}$

${\eta }_{33t-1}$

0.0194

0.0786

0.8055

0.160

0.35

46

v

Shape

5.8344***

0.6185

0.0000

0.096

0.58