GARCH

GJR-GARCH

EGARCH

0.8629 (0.3265)^***

0.7589 (0.3305)^**

0.7341 (0.3369)^**

0.1135 (0.0536)^**

0.1093 (0.0547)^**

0.1359 (0.0545)^**

2.4826 (1.5498)

3.1537 (1.7729)^*

0.0728 (0.1287)

0.1616 (0.0584)^***

0.0998 (0.0646)

0.3201 (0.0897)^***

0.7962 (0.0668)^***

0.7685 (0.0790)^***

0.9173 (0.0371)^***

0.1509 (0.0917)

−0.0921 (0.0501)^*

−0.0082 (0.8775)

0.0652 (1.0374)

−0.0242 (0.0332)

23.114 [0.454]

23.878 [0.411]

25.654 [0.317]

ARCH(10)

1.169 [0.310]

1.070 [0.384]

1.249 [0.257]