我应该如何阅读从Garch模型中获得的结果？ 这是否意味着我的外部回归器没有任何影响？
Conditional Variance Dynamics
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GARCH Model : sGARCH(1,1)
Mean Model : ARFIMA(1,0,0)
Distribution : ghyp
Optimal Parameters
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Estimate Std. Error t value Pr(>|t|)
mu 0.007363 0.005930 1.241772 0.214321
ar1 0.088732 0.031644 2.804059 0.005046
omega 0.000002 0.000004 0.534986 0.592660
alpha1 0.049419 0.015292 3.231603 0.001231
beta1 0.863324 0.006810 126.771068 0.000000
vxreg1 0.000000 0.002269 0.000004 0.999996
vxreg2 0.000000 0.000000 1.724852 0.084554
vxreg3 0.000000 0.000000 0.595820 0.551296
vxreg4 0.000000 0.000317 0.000032 0.999975
vxreg5 0.000000 0.000157 0.000064 0.999949
vxreg6 0.000000 0.000000 0.027500 0.978061
vxreg7 0.000000 0.000000 0.000000 1.000000
vxreg8 0.000000 0.000067 0.000149 0.999881
skew 0.206258 0.233379 0.883791 0.376809
shape 1.882771 0.128208 14.685333 0.000000
ghlambda -0.464969 0.508095 -0.915121 0.360128