Long Memory

GARCH_1

GARCH_2

SV_1

SV_2

MVR

100

0.128

0.134

0.151

0.161

500

0.654

0.685

0.407

0.398

1000

0.948

0.951

0.936

0.957

AVR

100

0.137

0.144

0.127

0.145

500

0.563

0.555

0.569

0.588

1000

0.888

0.889

0.885

0.897

MVR*

100

0.159

0.167

0.166

0.166

500

0.750

0.732

0.742

0.722

1000

0.950

0.963

0.956

0.963

AVR*

100

0.257

0.272

0.285

0.288

500

0.748

0.755

0.731

0.750

1000

0.952

0.951

0.957

0.945