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我尝试使用ugarchfit来自ugarch. garch我发现使用from计算的系数有所不同tseries。

为什么会有差异，哪个更精确？

这是我的代码：

library("tseries")
library("rugarch")

# GARCH(1,1)-Specification using rugarch-package
specgarch0 <- ugarchspec(variance.model=list(model="sGARCH", garchOrder=c(1,1)), mean.model=list(armaOrder=c(0,0)), distribution="norm")
dax_mod0<- ugarchfit(data=dax_ret, spec=specgarch0)
show(dax_mod0)
coef(dax_mod0)

# GARCH(1,1)-Specification using garch(...) by tseries-Package
dmod<-garch(dax_ret)
summary(dmod)
dmod$coef


> dmod$coef
          a0           a1           b1 
9.763928e-06 1.001589e-01 8.496407e-01 

> coef(dax_mod0)
          mu        omega       alpha1        beta1 
6.105980e-04 1.022263e-05 1.036797e-01 8.436064e-01
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