model
K
BIC
MSE
FM-GARCH (2,1,1)
2
622.90
1.93
0.90
FM-AR (2)
2
677.32
2.09
0.8
FMR
2
682.36
2.41
0.87
| model | K | BIC | MSE |
|
| FM-GARCH (2,1,1) | 2 | 622.90 | 1.93 | 0.90 |
| FM-AR (2) | 2 | 677.32 | 2.09 | 0.8 |
| FMR | 2 | 682.36 | 2.41 | 0.87 |