Test of student's t error distribution for GARCH(1,1) model

[jaylamb20]

Hello,

Quick question. I have performed a GARCH(1,1) estimation under the assumption that the errors follow a student's t distribution. In addition to mean and variance equation estimates, I get the following:

T-DIST. DOF 19.35768 16.91994 1.144075 0.2526


What is the null hypothesis of this test?

Thank you.

[jaylamb20]

Any ideas?