Ox version 3.30 (Linux) (C) J.A. Doornik, 1994-2003 nobs = 6895 npar = 4 Variance of data 0.37738 1.0203 -0.56557 6.2487 -0.11996 000 Starting values parameters 0.0000 0.00010000 0.080000 0.90000 gradients 305.30 6.3429e+05 14300. 15314. Initial function = -3575.18302422 Position after 18 BFGS iterations Status: Strong convergence parameters -0.0034949 0.0020107 0.078052 0.92162 gradients 2.0691e-05 -0.00032792 -2.2419e-05 -4.7385e-05 function value = -3209.14321173 lgl = -3209.14 obs = 4000 lgl = -3209.14 Estimates SE T-stats GARCH(1,1) -0.0034949 0.0068037 -0.51368 0.0020107 0.00035714 5.6300 0.078052 0.0084727 9.2122 0.92162 0.0075643 121.84