GARCH without ΔPC GARCH with ΔPC
β0 0.00001** 0.00002**
β1 0.31714** 0.32168**
β2 0.30262** 0.20205*
ρ ----- -0.00021*
SD of dep. variable 0.00662 0.00662
Adj. R-squared 0.12177 0.13913
AIC -7.52012 -7.55288
SSR 0.00904 0.00886