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In the estimated GARCH(1.1) with i distribution results for IBM retums (recom) Delow Is the effect of a past retums (ARCH term) significantly different from

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In the estimated GARCH(1.1) with i distribution results for IBM retums (recom) Delow Is the effect of a past retums (ARCH term) significantly different from zero at 5% significance level and at 10% significance level? Title: GARCH Modelling call: garchFit(formula - -garch(1, 1). data - ret_ibm, cond.dist "std", trace-F) Estimate std. Error t value pr(>1t1) omega 2.385e-06 1.890e-06 1.262 0.2071 alphal 0.03812 0.02079 1.833 0.0668 betal 0.9406 0.03291 28.582

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