下面是我做的二元GARCH的结果，请问各位高手怎么看啊？小弟不胜感激！
System: UNTITLED   
Estimation Method: ARCH Maximum Likelihood (Marquardt)   
Covariance specification: BEKK   
Date: 04/26/10   Time: 13:24   
Sample: 1 714   
Included observations: 714   
Total system (balanced) observations 1428   
Presample covariance: backcast (parameter =0.7)   
Convergence achieved after 64 iterations   
   
Coefficient Std. Error z-Statistic Prob.  
   
C(1) 2940.436 18.23997 161.2084 0.0000
C(2) 1067.917 5.653830 188.8838 0.0000
   
Variance Equation Coefficients   
   
C(3) 3167.943 391.1801 8.098424 0.0000
C(4) 201.1272 76.05827 2.644383 0.0082
C(5) 294.5511 37.43937 7.867415 0.0000
C(6) 0.888100 0.099894 8.890435 0.0000
C(7) 0.886170 0.099657 8.892226 0.0000
C(8) 0.474068 0.031514 15.04300 0.0000
C(9) 0.470670 0.031849 14.77823 0.0000
   
Log likelihood -9110.872 Schwarz criterion  25.60348
Avg. log likelihood -6.380163 Hannan-Quinn criter.  25.56811
Akaike info criterion 25.54586   
   
   
Equation: SZ=C(1)   
R-squared -0.157069     Mean dependent var  3382.082
Adjusted R-squared -0.157069     S.D. dependent var  1115.152
S.E. of regression 1199.537     Sum squared resid  1.03E+09
Durbin-Watson stat 0.004214   
   
Equation: BP=C(2)   
R-squared -0.251128     Mean dependent var  1195.889
Adjusted R-squared -0.251128     S.D. dependent var  255.5483
S.E. of regression 285.8406     Sum squared resid  58255548
Durbin-Watson stat 0.004856   
   
   
Covariance specification: BEKK   
GARCH = M + A1*RESID(-1)*RESID(-1)'*A1 + B1*GARCH(-1)*B1   
M is an indefinite matrix   
A1 is diagonal matrix   
B1 is diagonal matrix   
   
Tranformed Variance Coefficients   
   
Coefficient Std. Error z-Statistic Prob.  
   
M(1,1) 3167.943 391.1801 8.098424 0.0000
M(1,2) 201.1272 76.05827 2.644383 0.0082
M(2,2) 294.5511 37.43937 7.867415 0.0000
A1(1,1) 0.888100 0.099894 8.890435 0.0000
A1(2,2) 0.886170 0.099657 8.892226 0.0000
B1(1,1) 0.474068 0.031514 15.04300 0.0000
B1(2,2) 0.470670 0.031849 14.77823 0.0000