I used "mgarch" and "mgarchBEKK" packages to esti,ate a BEKK model ,but i cannot get the P-value of the coefficient , how can I get P-value ,anyone can help me ? thanks -- View this message in context: http://r.789695.n4.nabble.com/BEKK-help-tp3674545p3674545.html Sent from the R help mailing list archive at Nabble.com.