GARCH

GJR-GARCH

EGARCH

0.8741 (0.3272)^***

0.7607 (0.3307)^**

0.7089 (0.3383)^**

0.1124 (0.0537)^**

0.1060 (0.0548)^*

0.1352 (0.0542)^**

1.6289 (1.4686)

1.7806 (1.5119)

0.0151 (0.1133)

0.1604 (0.0558)^***

0.0878 (0.0649)

0.3139 (0.0946)^***

0.7983 (0.0654)^***

0.7736 (0.0744)^***

0.9221 (0.0343)^***

0.1671 (0.0879)^*

−0.0995 (0.0486)^**

0.5869 (0.7046)

1.0019 (0.7786)

0.0249 (0.0222)

22.781 [0.474]

22.652 [0.481]

24.797 [0.361]

ARCH (10)

1.160 [0.316]

1.004 [0.439]

1.212 [0.281]