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spb/wp40_uqo

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1{2 "xnys": {3  "error": "Parameter `start` receieved as '2000-01-01 00:00:00' although cannot be earlier than the first session of calendar 'XNYS' ('2000-01-03 00:00:00')."4 },5 "ols": {6  "params": [7   0.48509298369994414,8   1.586399015329462,9   -0.719198791438068610  ],11  "bse": [12   0.07303469773518995,13   0.06558049890471142,14   0.0327475839143959215  ],16  "pvalues": [17   8.139232194716345e-11,18   5.1208101493492376e-86,19   3.204325387846493e-7520  ],21  "rsquared": 0.7093448992540408,22  "ssr": 1023.517718906137,23  "hc0_bse": [24   0.0746188155692467,25   0.08841664375675018,26   0.03369888721465890627  ],28  "hc3_bse": [29   0.07536192610204652,30   0.0896538890523896,31   0.0340591866300195632  ],33  "hac5_bse": [34   0.07283623587730476,35   0.08526994367059415,36   0.02849678469623722537  ],38  "cluster_bse": [39   0.07832605149877382,40   0.09583865529692047,41   0.02759218208493483342  ],43  "statsmodels_version": "0.15.0",44  "t_pvalues": {45   "1.96_inf": 0.04999579029644087,46   "2.0_10": 0.07338803477074037,47   "-3.0_30": 0.00538996406565194548  }49 },50 "garch": {51  "arch_version": "8.0.0",52  "garch.normal": {53   "params": {54    "mu": -0.018552301817037327,55    "omega": 0.04456678062435632,56    "alpha[1]": 0.043882339819977544,57    "beta[1]": 0.898449984595696258   },59   "std_err": {60    "mu": 0.015770918764014756,61    "omega": 0.02095439747853077,62    "alpha[1]": 0.01355864171915268,63    "beta[1]": 0.03818655394624409564   },65   "loglik": -3839.897060269192,66   "converged": true,67   "forecast_h5": [68    0.9445405390091833,69    0.9346378622537134,70    0.9253062498487944,71    0.9165127698407209,72    0.908226389385010273   ]74  },75  "garch.t": {76   "params": {77    "mu": -0.018864984951552585,78    "omega": 0.044185430526973386,79    "alpha[1]": 0.04369042961874116,80    "beta[1]": 0.8991938477390383,81    "nu": 180.6237364194235282   },83   "std_err": {84    "mu": 0.015788381000022268,85    "omega": 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0.9302302874488766123   ]124  },125  "gjr.t": {126   "params": {127    "mu": -0.019744786744584894,128    "omega": 0.04650474645245339,129    "alpha[1]": 0.04034412904679538,130    "gamma[1]": 0.010147079314090299,131    "beta[1]": 0.8946278675173491,132    "nu": 209.03534917192758133   },134   "std_err": {135    "mu": 0.015783359776270562,136    "omega": 0.022079942658866127,137    "alpha[1]": 0.011899729523140161,138    "gamma[1]": 0.017588144140335254,139    "beta[1]": 0.04001172144460027,140    "nu": 70.39356746327314141   },142   "loglik": -3839.987469365162,143   "converged": true,144   "forecast_h5": [145    0.97413907276844,146    0.9622398334670741,147    0.9510540066773973,148    0.9405388201348182,149    0.9306540659629335150   ]151  },152  "egarch.normal": {153   "params": {154    "mu": -0.023542748033361573,155    "omega": -0.012526850360310232,156    "alpha[1]": 0.08835394413713242,157    "gamma[1]": -0.0012546159582673168,158    "beta[1]": 0.9538458920802841159   },160   "std_err": {161    "mu": 0.015734161581353993,162    "omega": 0.009023090596269955,163    "alpha[1]": 0.035471025830432386,164    "gamma[1]": 0.01095682773870517,165    "beta[1]": 0.03225083625319582166   },167   "loglik": -3839.447707494319,168   "converged": true,169   "forecast_h5": [170    0.9428008577891447,171    0.9349887823049752,172    0.9276816634654835,173    0.9206952073863107,174    0.9139209540830693175   ]176  },177  "egarch.t": {178   "params": {179    "mu": -0.02372540097236844,180    "omega": -0.01238149906774485,181    "alpha[1]": 0.08796800334206091,182    "gamma[1]": -0.0011872571668195672,183    "beta[1]": 0.9542524612943474,184    "nu": 252.6444270491323185   },186   "std_err": {187    "mu": 0.015748028698851963,188    "omega": 0.008998194296555295,189    "alpha[1]": 0.035560241031303175,190    "gamma[1]": 0.010916375813692057,191    "beta[1]": 0.03223986965517421,192    "nu": 93.40607023002937193   },194   "loglik": -3839.692851041078,195   "converged": true,196   "forecast_h5": [197    0.9422973309992873,198    0.9345334516475253,199    0.9275624591259901,200    0.9204890251862488,201    0.9130849041786623202   ]203  }204 }205}
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