|
| GARCH (1, 1) | EGARCH (1, 1) | GJR- GARCH (1, 1) | CSGARCH (1, 1) | APARCH (1, 1) | IGARCH (1, 1) | TGARCH (1, 1) | AVGARCH (1, 1) | NGARCH (1, 1) | NAGARCH (1, 1) | FIGARCH (1, 1) | ALL- GARCH (1, 1) |
| BitCoin | ||||||||||||
| AIC | −4.1379 | −4.1480 | −4.1415 | −4.1360 | −4.1458 | −4.1399 | −4.1465 | −4.1471 | −4.1433 | −4.1422 | −4.1417 | −4.1454 |
| BIC | −4.1104 | −4.1159 | −4.1095 | −4.0994 | −4.1092 | −4.1170 | −4.1144 | −4.1105 | −4.1112 | −4.1102 | −4.1096 | −4.1042 |
| HQC | −4.1275 | −4.1358 | −4.1294 | −4.1222 | −4.1319 | −4.1313 | −4.1344 | −4.1333 | −4.1312 | −4.1301 | −4.1295 | −4.1298 |
| Ethereum | ||||||||||||
| AIC | −2.8299 | −2.8337 | −2.8283 | −2.8618 | −2.8306 | −2.8315 | −2.8172 | −2.8154 | −2.8324 | −2.8289 | −2.8312 | −2.8300 |
| BIC | −2.8024 | −2.8016 | −2.7962 | −2.8252 | −2.7940 | −2.8086 | −2.7852 | −2.7787 | −2.8003 | −2.7968 | −2.7992 | −2.7888 |
| HQC | −2.8195 | −2.8215 | −2.8161 | −2.8480 | −2.8168 | −2.8228 | −2.8051 | −2.8015 | −2.8202 | −2.8167 | −2.8191 | −2.8144 |
| Monero | ||||||||||||
| AIC | −2.7141 | −2.7122 | −2.7150 | −2.7105 | −2.7132 | −2.7158 | −2.7082 | −2.7172 | −2.7124 | −2.7191 | −2.7137 | −2.7176 |
| BIC | −2.6866 | −2.6802 | −2.6829 | −2.6738 | −2.6765 | −2.6929 | −2.6761 | −2.6805 | −2.6803 | −2.6871 | −2.6816 | −2.6764 |
| HQC | −2.7037 | −2.7001 | −2.7029 | −2.6966 | −2.6993 | −2.7071 | −2.6961 | −2.7033 | −2.7002 | −2.7070 | −2.7015 | −2.7020 |
| Litecoin | ||||||||||||
| AIC | −3.7133 | −3.7321 | −3.7241 | −3.7289 | −3.7421 | −3.7155 | −3.7438 | −3.7427 | −3.7374 | −3.7170 | −3.7270 | −3.7413 |
| BIC | −3.6859 | −3.7001 | −3.6920 | −3.6923 | −3.7054 | −3.6926 | −3.7117 | −3.7060 | −3.7053 | −3.6849 | −3.6949 | −3.7001 |
| HQC | −3.7029 | −3.7200 | −3.7120 | −3.7151 | −3.7282 | −3.7069 | −3.7317 | −3.7288 | −3.7253 | −3.7048 | −3.7149 | −3.7257 |
| Dash | ||||||||||||
| AIC | −3.1483 | −3.1495 | −3.1476 | −3.1553 | −3.1463 | −3.1493 | −3.1456 | −3.1437 | −3.1477 | −3.1484 | −3.1567 | −3.1450 |
| BIC | −3.1209 | −3.1174 | −3.1155 | −3.1186 | −3.1097 | −3.1264 | −3.1135 | −3.1071 | −3.1156 | −3.1164 | −3.1246 | −3.1037 |
| HQC | −3.1379 | −3.1374 | −3.1355 | −3.1414 | −3.1325 | −3.1406 | −3.1334 | −3.1299 | −3.1356 | −3.1363 | −3.1445 | −3.1294 |
| Ripple | ||||||||||||
| AIC | −3.4161 | −3.4223 | −3.4131 | −3.4007 | - | −3.4145 | −1.3035 | −1.2016 | −3.4390 | −3.4273 | −3.4629 | −3.4298 |
| BIC | −3.3794 | −3.3811 | −3.3719 | −3.3549 | - | −3.3824 | −1.2623 | −1.1558 | −3.3978 | −3.3861 | −3.4217 | −3.3794 |
| HQC | −3.4022 | −3.4067 | −3.3975 | −3.3834 | - | −3.4024 | −1.2879 | −1.1843 | −3.4234 | −3.4117 | −3.4473 | −3.4107 |
| Stellar | ||||||||||||
| AIC | −2.7801 | −2.7847 | −2.7784 | −2.8172 | −2.7864 | −2.7820 | −2.7881 | −2.7883 | −2.7858 | −2.7813 | −2.8104 | −2.7864 |
| BIC | −2.7480 | −2.7480 | −2.7417 | −2.7759 | −2.7452 | −2.7545 | −2.7515 | −2.7470 | −2.7492 | −2.7447 | −2.7737 | −2.7406 |
| HQC | −2.7679 | −2.7708 | −2.7645 | −2.8016 | −2.7708 | −2.7716 | −2.7743 | −2.7727 | −2.7719 | −2.7675 | −2.7965 | −2.7691 |
| NEM | ||||||||||||
| AIC | −2.3583 | −2.3686 | −2.3566 | −2.3694 | −2.3718 | −2.3587 | −2.3708 | −2.3700 | −2.3702 | −2.3578 | −2.3716 | −2.3717 |
| BIC | −2.3217 | −2.3274 | −2.3154 | −2.3236 | −2.3260 | −2.3266 | −2.3296 | −2.3242 | −2.3289 | −2.3166 | −2.3304 | −2.3213 |
| HQC | −2.3445 | −2.3530 | −2.3410 | −2.3520 | −2.3545 | −2.3466 | −2.3552 | −2.3526 | −2.3546 | −2.3422 | −2.3560 | −2.3527 |