Log likelihood

AIC

SC

GARCH(1,1)

−1362.626

19.82066

19.92672

GARCH-M(1,1)

−1362.581

19.83451

19.96178

TARCH(1,1)

−1361.514

19.81904

19.94632

EARCH(1,1)

−1352.471

19.68798

19.81525