GARCH

GJR-GARCH

EGARCH

0.8758 (0.3236)^***

0.7717 (0.3297)^**

0.7146 (0.3348)^**

0.1136 (0.0536)^**

0.1096 (0.0547)^**

0.1357 (0.0540)^***

1.4508 (1.9144)

2.1484 (2.1945)

0.0078 (0.1348)

0.1656 (0.0587)^***

0.1016 (0.0655)

0.3294 (0.0950)^***

0.7987 (0.0660)^***

0.7737 (0.0770)^***

0.9202 (0.0363)^***

0.1481 (0.0897)^*

−0.0945 (0.049)^*

1.5809 (2.3713)

1.6235 (2.7148)

0.0716 (0.0908)

22.776 [0.474]

23.539 [0.430]

25.962 [0.303]

ARCH (10)

1.168 [0.311]

1.052 [0.399]

1.224 [0.273]