GARCH models

AIC

SC

RMSE

GARCH (1,1)

GARCH = M (1,1)

EGARCH (1,1)

TGARCH (1,1)

PGARCH (1,1)

−8.8247

−8.8228

−8.8173

−8.8268

−8.8318

−8.7995

−8.7913

−8.7858

−8.7953

−8.7940

0.0032

0.0031

0.0032

0.0032

0.0032