Ox version 3.30 (Linux) (C) J.A. Doornik, 1994-2003
total nobs = 10446

Starting values
parameters
       0.0000      0.51200      0.50000
gradients
       292.53       288.49      -77.137
Initial function =      -2645.24244597

Position after 10 BFGS iterations
parameters
     0.094400      0.66351      0.22122
gradients
   0.00048844   0.00034443   0.00018385
function value =      -2596.81026413

Position after 11 BFGS iterations
Status: Strong convergence
parameters
     0.094401      0.66351      0.22122
gradients
  -1.9554e-06   7.2760e-07   3.6380e-06
function value =      -2596.81026413

     0.094401
      0.66351
      0.22122
lgl = -2596.81


 Var-Cov = 

   0.00038768  -1.5068e-05   3.0070e-05
  -1.5068e-05   0.00060374  -0.00022283
   3.0070e-05  -0.00022283   0.00088214

 obs = 2001

 lgl = -2596.81

       Estimates   SE           T-stats

     0.094401     0.019690       4.7944
      0.66351     0.024571       27.004
      0.22122     0.029701       7.4482


 Moments of raw data (returns)
obs, mean, stdev, skew ,kurt

       2001.0     0.070807      0.96012      -3.0505       62.073


 Moments of standadized residuals
obs, mean, stdev, skew ,kurt

       2001.0    -0.018611      0.99993     -0.29096       17.136

 LB test of stardardized residual

k   Q(k)   pvalue

5 37.2127 5.42932e-07

20 56.1237 2.7848e-05


 LB test of squared stardardized residual

k   Q(k)   pvalue

5 525.512 0

20 623.828 0


 LB test on squared returns

k   Q(k)   pvalue

5 247.356 0

20 272.071 0