In any GARCH class models, under student-t distribution, there is a parameter tells the degree of freedom for t-distribution, an example as follow,
Variable Coefficient Std. Error z-Statistic Prob.
T-DIST. DOF 4.022850 0.182659 22.02384 0.0000
From my understanding, the result shows student-t is significant. what about Coeff, Std. error and Z-state tells? Thanks
t-distribution degree of freedom
Moderators: EViews Gareth, EViews Moderator
Re: t-distribution degree of freedom
Again, this question is not directly related to EViews or to GARCH modeling. What you are asking is a basic interpretation of output from a regular econometric analysis and therefore can be found in all standard econometrics textbooks...
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