我正在尝试测量稳定币的稳定性,并使用了ARCH,GARCH模型以及现在的Treshold GARCH模型...我在Python中进行了测量,结果在alpha和beta旁边有一个NU参数。我该怎么解释?
[![估算结果] [1]] [1]
model3 = arch_model(train,mean = 'Zero',vol='Garch',p=1,o=0,q=1,dist='StudentsT')
tgarch1_1 = model3.fit()
print("tGARCH(1,1) model:","\n",tgarch1_1.summary(),"\n")
[1]: https://i.stack.imgur.com/axB2m.png