用MATLAB做出来的EGARCH模型的结果部分我不太懂,怎么对结果作解释呢。
Conditional Probability Distribution: Gaussian
Number of Model Parameters Estimated: 5
Standard T
Parameter Value Error Statistic
----------- ----------- ------------ -----------
C 0.00021028 0.0066435 0.0317
K 0.00047298 0.0057873 0.0817
GARCH(1) 0.99974 0.0019643 508.9480
ARCH(1) 0.05769 0.0093554 6.1665
Leverage(1) -0.0442 0.016754 -2.6381
Log Likelihood Value: 83.9471