MV GARCH interpretation

[MinaAyad]

Can someone please help me understand and interpret the following results:

I am fairly new to using RATS but what I'm trying to do is test the correlation between stock and commodity indices during periods of high volatility.
I would like to understand what the C(i,j), A(i,j), B(i,j) mean and if my shape (T degrees) is at a decent level or not. any help is highly appreciated.



MV-GARCH, VECH - Estimation by BFGS
NO CONVERGENCE IN 30 ITERATIONS. FINAL NORMED GRADIENT 1.82040e+10
SUBITERATIONS LIMIT EXCEEDED.
ESTIMATION POSSIBLY HAS STALLED OR MACHINE ROUNDOFF IS MAKING FURTHER PROGRESS DIFFICULT
TRY DIFFERENT SETTING FOR EXACTLINE, DERIVES OR ALPHA ON NLPAR
RESTARTING ESTIMATION FROM LAST ESTIMATES OR DIFFERENT INITIAL GUESSES/PMETHOD OPTION MIGHT ALSO WORK

Panel(12) of Daily(5) Data From 1//2000:01:03 To 1318//2000:01:13
Usable Observations 15813
Log Likelihood 137903.1399

Variable Coeff Std Error T-Stat Signif
*************************************************************************************
1. Mean(INDEXRETURN) 0.000179644 0.002468083 0.07279 0.94197560
2. Mean(GOLDANDSILVER) 0.000248215 0.000134718 1.84248 0.06540510
3. Mean(OILINDEX) 0.000877297 0.000188340 4.65805 0.00000319
4. Mean(CCI30) 0.002022579 0.000285803 7.07682 0.00000000

5. C(1,1) 0.001690359 0.000030211 55.95247 0.00000000
6. C(2,1) -0.000006472 0.000026264 -0.24641 0.80536111
7. C(2,2) 0.000149471 0.000002033 73.52639 0.00000000
8. C(3,1) 0.000053438 0.000039611 1.34906 0.17731700
9. C(3,2) -0.000004899 0.000002198 -2.22863 0.02583851
10. C(3,3) 0.000246906 0.000003949 62.52169 0.00000000
11. C(4,1) 0.000091565 0.000054547 1.67865 0.09322022
12. C(4,2) 0.000010492 0.000003307 3.17296 0.00150896
13. C(4,3) 0.000022728 0.000004767 4.76744 0.00000187
14. C(4,4) 0.000559140 0.000007521 74.34250 0.00000000
15. A(1,1)(1) 0.097470907 0.015013766 6.49210 0.00000000
16. A(1,1)(2) -0.061692302 0.231065939 -0.26699 0.78947684
17. A(1,1)(3) -0.062712513 0.025879279 -2.42327 0.01538144
18. A(1,1)(4) 0.094568887 0.089005178 1.06251 0.28800424
19. A(1,1)(5) 0.033155204 0.071029841 0.46678 0.64065835
20. A(1,1)(6) -0.001021322 0.008252472 -0.12376 0.90150565
21. A(1,1)(7) 0.113217834 0.058768410 1.92651 0.05404093
22. A(1,1)(8) 0.006336424 0.058934689 0.10752 0.91437960
23. A(1,1)(9) 0.041408223 0.037964057 1.09072 0.27539533
24. A(1,1)(10) -0.010213168 0.005177326 -1.97267 0.04853292
25. A(2,1)(1) 0.000037695 0.000558914 0.06744 0.94622910
26. A(2,1)(2) 0.074021280 0.110439059 0.67025 0.50270132
27. A(2,1)(3) 0.019888335 0.025415967 0.78251 0.43391290
28. A(2,1)(4) 0.008849073 0.026501995 0.33390 0.73845341
29. A(2,1)(5) 0.000500130 0.047428619 0.01054 0.99158654
30. A(2,1)(6) 0.001910559 0.005247618 0.36408 0.71579746
31. A(2,1)(7) 0.015809412 0.035186751 0.44930 0.65321516
32. A(2,1)(8) 0.023898400 0.041123451 0.58114 0.56114745
33. A(2,1)(9) 0.010756250 0.018675298 0.57596 0.56464130
34. A(2,1)(10) 0.002126140 0.002834540 0.75008 0.45320481
35. A(2,2)(1) 0.000000059 0.000004707 0.01251 0.99002028
36. A(2,2)(2) -0.000051873 0.007215073 -0.00719 0.99426367
37. A(2,2)(3) 0.102601782 0.003055155 33.58317 0.00000000
38. A(2,2)(4) 0.000064239 0.001503936 0.04271 0.96592943
39. A(2,2)(5) 0.000090512 0.005637428 0.01606 0.98719009
40. A(2,2)(6) 0.000213483 0.000571719 0.37340 0.70884719
41. A(2,2)(7) 0.000035316 0.002934629 0.01203 0.99039836
42. A(2,2)(8) 0.001033966 0.004591926 0.22517 0.82184676
43. A(2,2)(9) 0.000451085 0.002156607 0.20916 0.83431993
44. A(2,2)(10) 0.000104506 0.000496141 0.21064 0.83317036
45. A(3,1)(1) 0.000003296 0.000174381 0.01890 0.98491814
46. A(3,1)(2) 0.007292411 0.071551820 0.10192 0.91882184
47. A(3,1)(3) -0.003428595 0.025222206 -0.13594 0.89187222
48. A(3,1)(4) 0.096451091 0.015711950 6.13871 0.00000000
49. A(3,1)(5) 0.035213201 0.067605753 0.52086 0.60246359
50. A(3,1)(6) -0.007173334 0.012715400 -0.56415 0.57265518
51. A(3,1)(7) -0.009546261 0.036860084 -0.25899 0.79564573
52. A(3,1)(8) -0.007113245 0.057930483 -0.12279 0.90227392
53. A(3,1)(9) -0.009643210 0.029716473 -0.32451 0.74555407
54. A(3,1)(10) -0.001558827 0.004392395 -0.35489 0.72267025
55. A(3,2)(1) -0.000000048 0.000007692 -0.00627 0.99499419
56. A(3,2)(2) -0.000326303 0.004799628 -0.06799 0.94579755
57. A(3,2)(3) -0.000192915 0.002052527 -0.09399 0.92511780
58. A(3,2)(4) -0.000014508 0.001009209 -0.01438 0.98853058
59. A(3,2)(5) 0.097310282 0.005166969 18.83314 0.00000000
60. A(3,2)(6) 0.000004692 0.001098868 0.00427 0.99659308
61. A(3,2)(7) 0.000100082 0.003607232 0.02774 0.97786564
62. A(3,2)(8) 0.000078911 0.004018499 0.01964 0.98433306
63. A(3,2)(9) -0.000416566 0.003433424 -0.12133 0.90343217
64. A(3,2)(10) -0.000016938 0.000485520 -0.03489 0.97217044
65. A(3,3)(1) 0.000000189 0.000008560 0.02213 0.98234613
66. A(3,3)(2) -0.000174939 0.004067169 -0.04301 0.96569163
67. A(3,3)(3) 0.000349018 0.002491363 0.14009 0.88858807
68. A(3,3)(4) -0.000022464 0.000831011 -0.02703 0.97843390
69. A(3,3)(5) -0.000494949 0.006843350 -0.07233 0.94234280
70. A(3,3)(6) 0.101326595 0.003212131 31.54498 0.00000000
71. A(3,3)(7) 0.000113251 0.003633004 0.03117 0.97513173
72. A(3,3)(8) 0.000497904 0.007512135 0.06628 0.94715489
73. A(3,3)(9) -0.001080457 0.006327445 -0.17076 0.86441460
74. A(3,3)(10) -0.000281424 0.000958031 -0.29375 0.76894685
75. A(4,1)(1) -0.000623674 0.001538513 -0.40537 0.68520222
76. A(4,1)(2) 0.013841487 0.249325743 0.05552 0.95572764
77. A(4,1)(3) -0.011864922 0.038553164 -0.30775 0.75826890
78. A(4,1)(4) -0.046570589 0.086412383 -0.53893 0.58993225
79. A(4,1)(5) 0.009972202 0.108508207 0.09190 0.92677531
80. A(4,1)(6) -0.005633083 0.013221329 -0.42606 0.67006396
81. A(4,1)(7) 0.031578402 0.104554540 0.30203 0.76263069
82. A(4,1)(8) -0.029039947 0.011909528 -2.43838 0.01475328
83. A(4,1)(9) -0.016669323 0.045086411 -0.36972 0.71159154
84. A(4,1)(10) -0.012058060 0.010487009 -1.14981 0.25022245
85. A(4,2)(1) 0.000000282 0.000027081 0.01042 0.99168630
86. A(4,2)(2) 0.000500287 0.021905337 0.02284 0.98177904
87. A(4,2)(3) -0.000124573 0.004003147 -0.03112 0.97517484
88. A(4,2)(4) -0.000138064 0.006264322 -0.02204 0.98241630
89. A(4,2)(5) -0.000228880 0.010824348 -0.02114 0.98313002
90. A(4,2)(6) 0.000112332 0.000941498 0.11931 0.90502813
91. A(4,2)(7) -0.001159273 0.010640023 -0.10895 0.91323899
92. A(4,2)(8) 0.097346311 0.006397180 15.21707 0.00000000
93. A(4,2)(9) 0.000313955 0.005743318 0.05466 0.95640579
94. A(4,2)(10) -0.000178536 0.001040113 -0.17165 0.86371238
95. A(4,3)(1) 0.000001053 0.000018571 0.05670 0.95478780
96. A(4,3)(2) -0.000526797 0.021366833 -0.02465 0.98033022
97. A(4,3)(3) 0.000200042 0.005095876 0.03926 0.96868657
98. A(4,3)(4) -0.000315612 0.004951609 -0.06374 0.94917790
99. A(4,3)(5) 0.001653504 0.015858516 0.10427 0.91695828
100. A(4,3)(6) -0.000330990 0.002404235 -0.13767 0.89050156
101. A(4,3)(7) -0.000967098 0.011404060 -0.08480 0.93241803
102. A(4,3)(8) 0.001610959 0.008763486 0.18383 0.85414971
103. A(4,3)(9) 0.095217311 0.008678367 10.97180 0.00000000
104. A(4,3)(10) -0.000274303 0.001341636 -0.20445 0.83799872
105. A(4,4)(1) -0.000000859 0.000027613 -0.03112 0.97517126
106. A(4,4)(2) 0.001603800 0.020163112 0.07954 0.93660209
107. A(4,4)(3) -0.002154783 0.007359173 -0.29280 0.76967325
108. A(4,4)(4) 0.000253654 0.004959156 0.05115 0.95920708
109. A(4,4)(5) 0.001753855 0.021723736 0.08073 0.93565311
110. A(4,4)(6) -0.000116336 0.002211778 -0.05260 0.95805170
111. A(4,4)(7) -0.001132303 0.016222077 -0.06980 0.94435273
112. A(4,4)(8) 0.002174484 0.018719295 0.11616 0.90752360
113. A(4,4)(9) 0.002252392 0.017093231 0.13177 0.89516542
114. A(4,4)(10) 0.102193286 0.003346422 30.53807 0.00000000
115. B(1,1)(1) 0.624400354 0.005615857 111.18523 0.00000000
116. B(1,1)(2) 1.098402321 0.921213999 1.19234 0.23312710
117. B(1,1)(3) -0.205651748 0.047159200 -4.36080 0.00001296
118. B(1,1)(4) -0.450818984 0.366964970 -1.22851 0.21925675
119. B(1,1)(5) 0.256386787 0.363345226 0.70563 0.48041913
120. B(1,1)(6) -0.079423834 0.023393296 -3.39515 0.00068590
121. B(1,1)(7) -0.751980275 0.080852285 -9.30067 0.00000000
122. B(1,1)(8) -0.391470592 0.264277826 -1.48128 0.13853083
123. B(1,1)(9) -0.251044005 0.154341417 -1.62655 0.10383274
124. B(1,1)(10) -0.050044399 0.012400613 -4.03564 0.00005445
125. B(2,1)(1) 0.000780734 0.004541986 0.17189 0.86352198
126. B(2,1)(2) 0.362979369 0.399857421 0.90777 0.36399870
127. B(2,1)(3) 0.009453602 0.040199570 0.23517 0.81407932
128. B(2,1)(4) 0.025999586 0.145867316 0.17824 0.85853344
129. B(2,1)(5) -0.090510177 0.237297660 -0.38142 0.70289130
130. B(2,1)(6) 0.004107540 0.016277113 0.25235 0.80077005
131. B(2,1)(7) -0.031334784 0.124245883 -0.25220 0.80088665
132. B(2,1)(8) 0.120867443 0.198819014 0.60793 0.54323590
133. B(2,1)(9) 0.039999161 0.082521121 0.48471 0.62787907
134. B(2,1)(10) 0.003336750 0.009636314 0.34627 0.72914105
135. B(2,2)(1) 0.000000972 0.000018134 0.05360 0.95725043
136. B(2,2)(2) -0.000486598 0.020876847 -0.02331 0.98140456
137. B(2,2)(3) 0.652738127 0.003412227 191.29385 0.00000000
138. B(2,2)(4) 0.000202200 0.004204773 0.04809 0.96164599
139. B(2,2)(5) -0.003729397 0.030439529 -0.12252 0.90248862
140. B(2,2)(6) 0.000869187 0.001418947 0.61256 0.54016879
141. B(2,2)(7) 0.001619650 0.010435669 0.15520 0.87666106
142. B(2,2)(8) 0.005894704 0.018751038 0.31437 0.75324244
143. B(2,2)(9) 0.003134154 0.008482296 0.36949 0.71175988
144. B(2,2)(10) 0.000448349 0.000829846 0.54028 0.58900381
145. B(3,1)(1) 0.002224973 0.005273926 0.42188 0.67311134
146. B(3,1)(2) -0.242217645 0.570281774 -0.42473 0.67103112
147. B(3,1)(3) 0.032496843 0.051047809 0.63660 0.52438787
148. B(3,1)(4) 0.612667038 0.189417826 3.23447 0.00121867
149. B(3,1)(5) 0.089300766 0.348377654 0.25633 0.79769355
150. B(3,1)(6) 0.015911866 0.030067369 0.52921 0.59666177
151. B(3,1)(7) -0.027807777 0.171160205 -0.16247 0.87093861
152. B(3,1)(8) -0.008977261 0.275697891 -0.03256 0.97402391
153. B(3,1)(9) -0.028660004 0.149626381 -0.19154 0.84809958
154. B(3,1)(10) 0.007019923 0.014394547 0.48768 0.62577702
155. B(3,2)(1) -0.000001794 0.000035237 -0.05091 0.95939705
156. B(3,2)(2) 0.001642460 0.042661331 0.03850 0.96928905
157. B(3,2)(3) -0.000130163 0.003441562 -0.03782 0.96983038
158. B(3,2)(4) 0.000381073 0.009403744 0.04052 0.96767574
159. B(3,2)(5) 0.634742399 0.029957640 21.18800 0.00000000
160. B(3,2)(6) -0.000050475 0.001977763 -0.02552 0.97963907
161. B(3,2)(7) -0.000208569 0.019337659 -0.01079 0.99139449
162. B(3,2)(8) -0.002331788 0.020172754 -0.11559 0.90797673
163. B(3,2)(9) 0.000225106 0.013757991 0.01636 0.98694572
164. B(3,2)(10) -0.000034910 0.000960295 -0.03635 0.97100058
165. B(3,3)(1) -0.000003392 0.000072031 -0.04710 0.96243586
166. B(3,3)(2) -0.001209303 0.077152505 -0.01567 0.98749432
167. B(3,3)(3) -0.000656840 0.005137757 -0.12785 0.89827110
168. B(3,3)(4) 0.002903775 0.018548424 0.15655 0.87559869
169. B(3,3)(5) 0.001587153 0.052251788 0.03038 0.97576791
170. B(3,3)(6) 0.649533328 0.003886634 167.11974 0.00000000
171. B(3,3)(7) 0.005572633 0.026594895 0.20954 0.83402851
172. B(3,3)(8) -0.004803500 0.034163322 -0.14060 0.88818278
173. B(3,3)(9) -0.005057939 0.024106402 -0.20982 0.83381030
174. B(3,3)(10) -0.000846271 0.001706208 -0.49600 0.61989761
175. B(4,1)(1) 0.000055026 0.006934438 0.00794 0.99366870
176. B(4,1)(2) -0.078352651 0.879851943 -0.08905 0.92904052
177. B(4,1)(3) 0.062302155 0.081972397 0.76004 0.44723174
178. B(4,1)(4) 0.119500218 0.142595949 0.83803 0.40201175
179. B(4,1)(5) 0.159482573 0.473703751 0.33667 0.73636452
180. B(4,1)(6) 0.024378655 0.039035360 0.62453 0.53228123
181. B(4,1)(7) 0.705377933 0.186997718 3.77212 0.00016187
182. B(4,1)(8) -0.032596005 0.407805318 -0.07993 0.93629268
183. B(4,1)(9) -0.054143200 0.241717737 -0.22399 0.82276237
184. B(4,1)(10) 0.016347218 0.023218707 0.70405 0.48139931
185. B(4,2)(1) -0.000000087 0.000062442 -0.00139 0.99889128
186. B(4,2)(2) -0.005902426 0.077482895 -0.07618 0.93927817
187. B(4,2)(3) -0.000107495 0.005601809 -0.01919 0.98469013
188. B(4,2)(4) -0.000048239 0.018202031 -0.00265 0.99788545
189. B(4,2)(5) 0.000188061 0.048718569 0.00386 0.99692005
190. B(4,2)(6) 0.000069326 0.002277050 0.03045 0.97571160
191. B(4,2)(7) 0.001595942 0.033797996 0.04722 0.96233787
192. B(4,2)(8) 0.643452843 0.029231977 22.01195 0.00000000
193. B(4,2)(9) 0.000086809 0.019317637 0.00449 0.99641451
194. B(4,2)(10) -0.000063817 0.001447751 -0.04408 0.96484034
195. B(4,3)(1) 0.000003780 0.000045394 0.08326 0.93364225
196. B(4,3)(2) -0.006549113 0.066719860 -0.09816 0.92180654
197. B(4,3)(3) -0.000522493 0.007872449 -0.06637 0.94708343
198. B(4,3)(4) -0.000199797 0.013576250 -0.01472 0.98825822
199. B(4,3)(5) 0.006555453 0.073485935 0.08921 0.92891747
200. B(4,3)(6) -0.000422092 0.004492389 -0.09396 0.92514313
201. B(4,3)(7) 0.005379593 0.027551084 0.19526 0.84519031
202. B(4,3)(8) 0.001122744 0.041609880 0.02698 0.97847359
203. B(4,3)(9) 0.640304765 0.030541399 20.96514 0.00000000
204. B(4,3)(10) -0.000148786 0.002091659 -0.07113 0.94329180
205. B(4,4)(1) 0.000003867 0.000087522 0.04419 0.96475485
206. B(4,4)(2) -0.003081842 0.115837781 -0.02660 0.97877494
207. B(4,4)(3) -0.000628631 0.011186498 -0.05620 0.95518602
208. B(4,4)(4) 0.001510284 0.022677823 0.06660 0.94690222
209. B(4,4)(5) -0.005023554 0.050829292 -0.09883 0.92127176
210. B(4,4)(6) 0.000067328 0.005775613 0.01166 0.99069908
211. B(4,4)(7) 0.009086555 0.056177807 0.16175 0.87150560
212. B(4,4)(8) 0.004608286 0.079984394 0.05761 0.95405545
213. B(4,4)(9) 0.003534391 0.055289154 0.06393 0.94902949
214. B(4,4)(10) 0.650934543 0.003475156 187.31088 0.00000000
215. Shape(t degrees) 4.909612849 0.057564549 85.28883 0.00000000