Ox version 3.30 (Linux) (C) J.A. Doornik, 1994-2003
model parameters 
     0.053896
      0.17838
    0.0063616
     0.089330
      0.90533
Persistence alpha+beta= 0.99466
obs, mean, stdev, skew ,kurt

Simulated GARCH(1,1) data

   1.0000e+05     0.061189       1.0306     0.060425       8.1955

 Data

       5446.0     0.056258      0.99873      -1.0761       24.186

      Quantiles    sim data     CRSP      normal distr

     0.010000      -2.7325      -2.5708      -2.3263
     0.050000      -1.5054      -1.5240      -1.6449
      0.10000      -1.0645      -1.0184      -1.2816
      0.50000     0.060180     0.077033       0.0000
      0.90000       1.1855       1.1047       1.2816
      0.95000       1.6355       1.5398       1.6449
      0.99000       2.8839       2.6782       2.3263