GARCH

GJR-GARCH

EGARCH

0.8703 (0.3250)^***

0.7661 (0.3290)^**

0.6994 (0.3346)^**

0.1148 (0.0535)^**

0.1092 (0.0547)^**

0.1350 (0.0542)^**

2.1368 (1.3351)

2.8596 (1.5481)^*

0.0488 (0.1172)

0.1645 (0.0594)^***

0.0974 (0.0653)

0.3262 (0.0932)^***

0.7910 (11.4342)^***

0.7605 (0.0814)^***

0.9168 (0.0368)^***

0.1613 (0.0941)^*

−0.0986 (0.0506)^*

0.3639 (0.4364)

0.4556 (0.4242)

0.0082 (0.0145)

23.357 [0.440]

23.719 [0.420]

25.818 [0.310]

ARCH (10)

1.149 [0.323]

0.987 [0.453]

1.223 [0.274]