Dependent Variable: W   
Method: ML - ARCH (Marquardt) - Normal distribution   
Date: 04/21/15   Time: 19:38   
Sample (adjusted): 10/11/2012 10/24/2014   
Included observations: 532 after adjustments   
Convergence achieved after 11 iterations   
Presample variance: backcast (parameter = 0.7)   
GARCH = C(1) + C(2)*RESID(-1)^2 + C(3)*GARCH(-1)   
   
Variable Coefficient Std. Error z-Statistic Prob.  
   
Variance Equation   
   
C 9.71E-06 3.72E-06 2.606186 0.0092
RESID(-1)^2 0.184920 0.054800 3.374489 0.0007
GARCH(-1) 0.630785 0.109694 5.750404 0.0000
   
R-squared -0.000000     Mean dependent var  -4.01E-07
Adjusted R-squared -0.003781     S.D. dependent var  0.007071
S.E. of regression 0.007085     Akaike info criterion  -7.120336
Sum squared resid 0.026551     Schwarz criterion  -7.096220
Log likelihood 1897.009     Hannan-Quinn criter.  -7.110898
Durbin-Watson stat 2.125013