Using ARIMA-GARCH Model to Analyze Fluctuation Law of International Oil Price

Table 3

Coefficient significance test table.

	Estimate	Std. error	t value
mu	74.562559	1.536693	48.521	0.000000
ar1	0.953460	0.028053	33.988	0.000000
omega	0.095549	0.049584	1.927	0.053975
alpha1	0.000000	0.008002	0.000	1.000000
beta1	0.969848	0.029566	32.803	0.000000