GARCH

GJR-GARCH

EGARCH

0.8815 (0.3970)^**

0.7867 (0.4071)^*

0.7884 (0.4067)^*

0.1309 (0.0600)^**

0.1262 (0.0619)^**

0.1567 (0.0618)^**

1.9587 (2.4112)

2.3997 (2.5660)

−0.0226 (0.1331)

0.1425 (0.0564)^**

0.0823 (0.0641)

0.3129 (0.1016)^***

0.8276 (0.0644)^***

0.8075 (0.0786)^***

0.9325 (0.0370)^***

0.1344 (0.0929)

−0.0863 (0.0549)

0.1690 (2.4208)

0.6239 (2.6037)

0.0696 (0.0713)

22.608 [0.484]

22.332 [0.500]

24.003 [0.404]

ARCH (10)

1.380 [0.188]

1.193 [0.294]

1.2777 [0.242]