Dear all R-users,

I have a GARCH related query. Suppose I fit a GARCH(1,1) model on a
dataframe dat

>garch1 = garch(dat)
>summary(garch1)
Call:
garch(x = dat)

Model:
GARCH(1,1)

Residuals:
    Min      1Q  Median      3Q     Max
-4.7278 -0.3240  0.0000  0.3107 12.3981

Coefficient(s):
    Estimate  Std. Error  t value Pr(>|t|)
a0 1.212e-04   2.053e-06    59.05   <2e-16 ***
a1 1.001e+00   4.165e-02    24.04   <2e-16 ***
b1 2.435e-15   1.086e-02 2.24e-13        1
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Diagnostic Tests:
        Jarque Bera Test

data:  Residuals
X-squared = 54480.76, df = 2, p-value < 2.2e-16

Now I want to store the value of Pr(>|t|) for coefficient a0, a1, and b1,
and also values of these coefficients, so that I can use them in future
separately. I know that I can do it for coefficients by using the command:
coef(garch1)["a0"] etc, but not for Pr(>|t|). Can anyone please tell me how
to do this?

Thanks and regards,

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