The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 1 Estimated coefficients of the GARCH (1,1) model
Variable | \({\upbeta }_{0}\) | \({\upbeta }_{1}\) | \({\upbeta }_{2}\) |
|---|---|---|---|
oil | 11.761***(0.253) | 0.922***(0.030) | 0.151***(0.014) |