Table 3 Estimated GARCH model
From: An empirical examination of investor sentiment and stock market volatility: evidence from India
Variables | Coefficients |
|---|---|
c0 | 72.058 (0.000) |
γ | 0.294 (0.013) |
Variance equation | |
ω | 1.748 |
α | 0.296 |
β | 0.459 |
δ | 0.574 |
Q (20) | 27.084 (0.133) |
Q2 (20) | 24.658 (0.215) |
ARCH LM | 0.036 (0.852) |
SIC | 4.728 |
Hannan-Quinn criterion | 4.669 |