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

Starting values
parameters
       0.0000      0.50000     0.050000     0.050000     0.050000     0.050000
     0.050000     0.050000
gradients
       268.97      -92.462       589.99       77.492       192.90       94.952
       29.550       58.774
Initial function =      -2473.39845379

Position after 10 BFGS iterations
parameters
     0.094374      0.35809      0.17120     0.032305      0.10384     0.082890
     0.068132     0.080325
gradients
      0.11942     -0.10443     0.058051     -0.30658     -0.12983    0.0053420
     -0.10340     -0.19470
function value =      -2424.42553733

Position after 14 BFGS iterations
Status: Strong convergence
parameters
     0.094410      0.35811      0.17128     0.032228      0.10378     0.082934
     0.068114     0.080243
gradients
   1.1323e-05   5.1841e-05   4.1973e-05   0.00017812  -0.00020050  -5.9754e-05
  -0.00046430   0.00014529
function value =      -2424.42550873

 lgl = -2424.43
 obs = 2001

 lgl = -2424.43

       Estimates   SE           T-stats      ARCH(6)

     0.094410     0.017267       5.4678
      0.35811     0.023790       15.053
      0.17128     0.026521       6.4583
     0.032228     0.017226       1.8709
      0.10378     0.029954       3.4647
     0.082934     0.023646       3.5073
     0.068114     0.025891       2.6308
     0.080243     0.024381       3.2911


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

       2001.0     0.070807      0.96012      -3.0505       62.073


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

       2001.0    -0.026199      0.99969     -0.54092       8.4120

 LB test of stardardized residual

k   Q(k)   pvalue

5 33.7862 2.62612e-06

20 39.7375 0.00539127


 LB test of squared stardardized residual

k   Q(k)   pvalue

5 0.805696 0.976669

20 5.9164 0.999006


 LB test on squared returns

k   Q(k)   pvalue

5 247.356 0

20 272.071 0

 unconditional stdev = 
      0.88097