Professional Documents
Culture Documents
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1/2/2009 5/2/2009 9/2/2009 1/2/2010 5/2/2010 9/2/2010 1/2/2011 5/2/2011 9/2/2011
GARCH(1,1) Goodness-of-fit
Param Value LLF AIC CHECK
0.60% 425.29 -844.57 1
0 0.00 Target
1 0.45 VL SIG?
1 0.49 3.77%
Standardized Residuals
12
10
0
1/2/2009 5/2/2009 9/2/2009 1/2/2010 5/2/2010 9/2/2010 1/2/2011 5/2/2011 9/2/2011 1/
2/2011 5/2/2011 9/2/2011 1/2/2012 5/2/2012
uals