Hi there
I need some help writing out the EGARCH model from ugarchfit output. The
output is as follows:
Optimal Parameters
------------------------------------
Estimate Std. Error t value Pr(>|t|)
omega -1.57247 0.418627 -3.7562 0.000172
alpha1 -0.17550 0.119734 -1.4657 0.142722
beta1 0.91097 0.023007 39.5962 0.000000
gamma1 0.99365 0.222110 4.4737 0.000008
shape 2.85842 0.551750 5.1806 0.000000
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