title: Interpreting coefficients of rugarch package in R
body: <p>How do I interpret the coefficients of t garch in the rugarch package?</p>
  
  <p>which is the parameter for dummy variable? and also which one is the coefficient for arch and garch parameter</p>
  
  <p>I have the results however I am confused the dummy variable parameter</p>
  
  <pre><code>spec = rugarch::ugarchspec(variance.model = list(model = "fGARCH", garchOrder = c(1,1), submodel = "TGARCH"), mean.model = list(armaOrder = c(1,1), include.mean = TRUE),distribution.model = "std")
  
  fgarch.t = rugarch::ugarchfit(data = daily_ret_developed_monthly, 
                                spec = spec, solver = "solnp")
  
  fgarch.t@fit$coef
  
  
  
   mu           ar1           ma1         omega        alpha1         beta1         eta11         shape 
   0.0008409928  0.8470773484 -0.8553335918  0.0001488852  0.0816275946  0.9317382995 -0.1644055512  3.6871423500
  </code></pre>