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. 2015 Jul 8;4:329. doi: 10.1186/s40064-015-1118-0

Table 2.

GARCH (1, 1) model’s parameter estimates

Variable Coefficients Standard error T-statistic Probability
Mean 0.001923 0.0004442 4.329 0.000015
Omega 0.00001427 0.000004939 2.89 0.003843
Alpha 1 0.2271 4.403 0.0000107
Beta 0.2711 0.02162 3.785 0.000154

Source: result from analysis of data, 2014.