VAR-DBEKK

LB-Q ( 10 ) = 94.5567 ( 0.3506 ) LB-Q 2 ( 10 ) = 109 .0536 ( 0 .0838 ) loglikelihood = 952 .6214 Nyblom = 5 .8497 ( 0 .08 ) shape = 5 .7486 AIC = 2.2236 BIC = 2.3754