Financial Market Anomalies And Behavioral Biases: Implications Of Overconfidence Bias
Table 10:
| Modèle : MA(1)-EGARCH(1,1) | |||
| Variable Coefficient z-statistique Prob | |||
| W | - 1,073576 | - 9,987873 | 0,0000 |
| ƒ1 | 0,048311 | 1,249881 | 0,2113 |
| K | - 0,362378 | - 7,340570 | 0,0000 |
| ƒ2 | 0,826359 | 59,08857 | 0,0000 |
| ƒ3 | 3,063452 | 2,341568 | 0,0192 |
| ƒ4 | 1,052301 | 6,709616 | 0,0000 |
| Log-vraisemblance 254,0122 | |||
| Khi-deux 56,33608 0,0000 | |||