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

Table 8

EARCH.

	Variance equation
$C(13)$	$-0.348419$	$0.039287$	$-8.868469$	$0.0000$
$C(14)$	$0.218522$	$0.017791$	$12.28297$	$0.0000$
$C(15)$	$-0.040285$	$0.008560$	$-4.706245$	$0.0000$
$C(16)$	$0.977814$	$0.003808$	$256.8123$	$0.0000$