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

Table 7

TARCH.

	Variance equation
$C$	$3.74E\text{–}06$	$7.01E\text{–}07$	$5.332952$	$0.0000$
RESID ${(-1)}^2$	$0.076231$	$0.010432$	$7.307341$	$0.0000$
RESID ${(-1)}^2$*(RESID $(-1)<0$)	$0.055381$	$0.012945$	$4.278287$	$0.0000$
GARCH ($-1$)	$0.889139$	$0.008770$	$101.3873$	$0.0000$