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Table 3 The GARCH parameters for the PET sector

From: Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis

Method μ η 1 η 2 η 3 η 4 η 5 η 6 η 7 ω η 8 η 9 η 10 η 11 η 12
LBFGS 9.3e-4 -3.4e-2 8.2e-1 2.9e-1 −7.4e−1 -1.3e-1 1.2e-3 −9.8e-3 7.5e-7 4.1e-2 2.6e-7 9.5e-1 7.3e−5 3.1e-9
QMC 5.6e−4 1.1e-6 9.8e-7 3.1e-6 2.7e-6 2.6e-6 2.7e-9 3.9e-9 5.6e−8 -5.9e-4 5.3e-8 5.6e-4 1.1e-6 1.5e-7
Bayesian -4.7e-3 5.8e-3 -8.1e-3 9.7e-3 7.5e-3 −2.7e-2 −1.2e-2 −6.8e-3 4.3e-3 −7.2e-3 4.9e-3 1.3e−2 9.7e−3 -2.4e-3