Parameter | C | K | GARCH (1) | ARCH(1) |
Estimates | 0.0272 | 0.0753 | 0.4573 | 0.5427 |
Standard Error | 0.0283 | 0.0254 | 0.0681 | 0.0958 |
t-value | 0.9627 | 2.9656 | 6.7136 | 5.6619 |
0.8315 | <0.0001 | <0.0001 | <0.0001 |