GARCH

GJR-GARCH

EGARCH

1.0033 (0.4039)^**

0.7815 (0.4010)^*

0.6478 (0.4198)

0.1129 (0.0601)^*

0.1017 (0.0611)^*

0.1351 (0.0588)^**

1.4231 (1.9252)

1.2187 (1.7356)

0.0735 (0.1208)

0.1584 (0.0665)^**

0.0468 (0.0597)

0.2741 (0.0958)^***

0.7724 (0.8147)^***

0.7673 (0.0809)^***

0.9147 (0.0358)^***

0.2294 (0.0913)^**

−0.1587 (0.0506)^***

2.4065 (1.7847)

2.8038 (1.6046)^*

0.0358 (0.0307)

25.017 [0.349]

20.893 [0.588]

23.825 [0.414]

ARCH (10)

1.439 [0.162]

0.9399 [0.496]

1.2062 [0.286]