The problem is in the picture, thank you

4. Consider the fitted threshold GARCH model below: rt+1 = 0.0077 + ut+1, Utt1 = Offt+1, Etti ~ i.i.d.N(0, 1) (0.0025) Of-1 = 0.00003 + 0.068u, + 0.088 Nou, + 0.87 of (0.00016) (0.029) (0.0386) (0.021) where Nt = 1 if ut