[Gretl-users] GARCH results differences

Dear hello, I run an AR(10)-GARCH(2,2) model just for an example using the included data file djclose.gdt I run the following: *Model 1:* Model>Time Series>GARCH Variants and got this: [image: Inline image 1] *Model 2:* Model>Time Series>GARCH and got this: [image: Inline image 2] Why do I get so different results on the same data and model? The results are very different in both the mean equation and the GARCH part. They are both an AR(10)-GARCH(2,2) in the logs. Thank you very much, PG *Periklis Gogas <http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml>* Associate Professor of Economic Analysis and International Economics Department of Economics, Democritus University of Thrace Euro Area Business Cycle Network - Fellow <http://www.eabcn.org/person/periklis-gogas> The Rimini Centre for Economic Analysis - Fellow <http://www.rcfea.org/component/option,com_frontpage/Itemid,1/> The Society for Economic Measurement - Member <http://sem.society.cmu.edu/home.html> Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow <http://icemr.ru/institute-for-nonlinear-dynamical-inference/> Το νέο βιβλίο μου: Οικονομικά για μη Ειδικούς <http://kritiki.gr/product/ikonomika-gia-mi-idikous/>