In EGARCH Model Different Gamma values coming from R & E views in R gamma coefecient positive whereas it is negative in Eviews Which one to take?

LOG(GARCH) = C(4) + C(5)*ABS(RESID(-1)/@SQRT(GARCH(-1))) + C(6)*RESID(-1)/@SQRT(GARCH(-1)) + C(7)*LOG(GARCH(-1)) Variable Coefficient Std. Error z-Statistic Prob....

07 April 2023 6,577 2 View