GARCH

GJR-GARCH

EGARCH

0.8629 (0.3262)^***

0.7601 (0.3307)^**

0.7116 (0.3357)^**

0.1135 (0.0535)^**

0.1093 (0.0547)^**

0.1361 (0.0540)^**

2.4668 (1.3537)^*

3.2005 (1.5880)^**

0.0533 (0.1167)

0.1617 (0.0583)^***

0.0997 (0.0643)

0.3239 (0.0922)^***

0.7962 (0.0665)^***

0.7683 (0.0787)^***

0.9188 (0.0358)^***

0.1505 (0.0915)^*

−0.0947 (0.0497)^*

23.113 [0.454]

23.900 [0.409]

26.353 [0.284]

ARCH (10)

1.1696 [0.310]

1.0715 [0.383]

1.2675 [0.247]