The Volatility of the Index of Shanghai Stock Market Research Based on ARCH and Its Extended Forms

Table 4

	Variance equation
$C$	$3.79E\text{–}06$	$7.15E\text{–}07$	$5.291596$	$0.0000$
RESID ${(-1)}^2$	$0.110112$	$0.009052$	$12.16377$	$0.0000$
GARCH ($-1$)	$0.884263$	$0.008639$	$102.3603$	$0.0000$
$R$-squared	0.014862	Mean dependent var		$0.000314$
Adjusted $R$-squared	0.008915	S.D. dependent var		$0.017347$
S.E. of regression	0.017269	Akaike info criterion		$-5.526109$
Sum squared resid	0.691589	Schwarz criterion		$-5.489121$
Log likelihood	6463.969	$F$-statistic		$2.498929$
Durbin-Watson stat	2.015616	Prob($F$-statistic)		$0.001566$