Evaluation of Spatial Spillover Effect of Multidimensional Hybrid Financial Risk Contagion Based on the DAI Spatial Econometric Model

Table 1

Estimated results of the mean equation of the GARCH (1,1) model for four countries.

Country	Parameter				Constant
U.S.A	Coefficient	0.6597	−0.7482	−0.7533	0.2053
	SE	0.0374	0.0179	0.0248	0.0248
	value	0	0	0	0
Japan	Coefficient	0.463	−0.8441	−0.6737	0.6641
	SE	0.0353	0.0374	0.0152	0.0206
	value	0	0	0	0
France	Coefficient	0.609	−0.9748	−0.3423	0.3172
	SE	0.056	0.0254	0.0241	0.0378
	value	0	0	0	0
Italy	Coefficient	0.5313	−0.8002	−0.4308	0.2249
	SE	0.0399	0.0176	0.0164	0.0278
	value	0	0	0	0