. | GARCH | EGARCH | IGARCH | TGARCH | GJR GARCH |
loglikelihood | 5430.455 | 5446.416 | 5430.239 | 5443.052 | 5442.635 |
Akaike | −5.3552 | −5.3700 | −5.3560 | −5.3667 | −5.3662 |
Bayes | −5.3247 | −5.3367 | −5.3282 | −5.3334 | −5.3330 |
Shibata | −5.3553 | −5.3700 | −5.3560 | −5.3667 | −5.3663 |
Hannan-Quinn | −5.3440 | −5.3578 | −5.3458 | −5.3544 | −5.3540 |