Coeff =
Comment: 'Mean: ARMAX(0,0,0); Variance: GARCH(1,1) '
Distribution: 'Gaussian'
C: -1.4730e-04
VarianceModel: 'GARCH'
P: 1
Q: 1
K: 2.0980e-07
GARCH: 0.9212
ARCH: 0.0788
Errors =
Comment: 'Mean: ARMAX(0,0,0); Variance: GARCH(1,1) '
Distribution: 'Gaussian'
C: 1.5357e-04
VarianceModel: 'GARCH'
P: 1
Q: 1
K: 1.1969e-07
GARCH: 0.0088
ARCH: 0.0095
上面Coffe 和Errors 里的GARCH 和ARCH都是什么意思啊?对于它们值该怎么理解??
求助~~~~~