GARCH(N,N) Model

Coef. Std.Err. z P>|z| CI lower CI upper

μ (mean) N N N N N N
ω (intercept) N N N N N N
α[N] N N N N N N
β[N] N N N N N N


Fit Value

Observations N
Log-likelihood N
AIC N
BIC N
Persistence N
Unconditional σ² N
Converged Yes

Significance: pN, pN, pN
