GARCH

Parameters

constant

alpha

beta

Gaussian

7.376E−07**

0.081***

0.916***

Student t

3.87E−07*

0.061***

0.937***

Skew Student t

4.70E−07**

0.066***

0.931***

TGARCH

Parameters

constant

alpha

beta

gamma

Gaussian

1.56E−06***

0.078***

0.893***

0.391***

Student t

6.13E−07**

0.053***

0.932***

0.349***

Skew Student t

7.23E−07***

0.056***

0.927***

0.341***

APARCH

Parameters

constant

alpha

beta

gamma

delta

Gaussian

8.35E−04***

0.093***

0.908***

0.701***

0.724***

Student t

3.46E−04***

0.081***

0.924***

0.626***

0.801***

Skew Student t

3.5E−04***

0.081***

0.923***

0.646***

0.820***