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MathML

ϵ t iid   N ( 0 , ( 1.25202 0.37950 ( 0.17697 ) ( 0.13401 ) 0.37950 1.31315 ( 0.13401 ) ( 0.18610 ) )

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Math as LaTeX Source

\begin{eqnarray*} \bepsilon _ t \sim \text {iid}\ N(0,\left( \begin{array}{rr} 1.25202 & 0.37950 \\ (0.17697)& (0.13401)\\ 0.37950 & 1.31315 \\ (0.13401)& (0.18610)\\ \end{array} \right) \end{eqnarray*}