[R-SIG-Finance] EGARCH help - writing out the model

[Gareth McEwan]

Hi there

I need some help writing out the EGARCH model from ugarchfit output. The
output is as follows:

Optimal Parameters
------------------------------------
        Estimate  Std. Error  t value Pr(>|t|)
omega   -1.57247    0.418627  -3.7562 0.000172
alpha1  -0.17550    0.119734  -1.4657 0.142722
beta1    0.91097    0.023007  39.5962 0.000000
gamma1   0.99365    0.222110   4.4737 0.000008
shape    2.85842    0.551750   5.1806 0.000000

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