Variable

Coefficient

Std. Error

z-Statistic

Prob.  

C

-0.000473

0.000395

-1.197482

0.2311

Variance Equation

C

3.63E-06

3.18E-06

1.140278

0.2542

RESID(-1)^2

0.044377

0.024628

1.801874

0.0716

GARCH(-1)

0.905416

0.061557

14.70869

0.0000

R-squared

-0.000185

    Mean dependent var

-0.000353

Adjusted R-squared

-0.007005

    S.D. dependent var

0.008815

S.E. of regression

0.008846

    Akaike info criterion

-6.651355

Sum squared resid

0.034429

    Schwarz criterion

-6.614456

Log likelihood

1480.601

    Hannan-Quinn criter.

-6.636804

Durbin-Watson stat

1.807557