LS Estimates aren't accurate

Hello

Can you please help me correct this? I am not getting the correct estimates from the following code.

Answer 1

[Tom Lane]

It looks like you are fitting an AR(160) model.

Aside from that, I can't figure out what you're trying to do. You appear to be generating a GARCH process. I don't see how the 0.01 and 0.95 values appear in your data generation process, but again I'm just not following.