| Log likelihood | AIC | SC |
GARCH(1,1) | −1362.626 | 19.82066 | 19.92672 |
GARCH-M(1,1) | −1362.581 | 19.83451 | 19.96178 |
TARCH(1,1) | −1361.514 | 19.81904 | 19.94632 |
EARCH(1,1) | −1352.471 | 19.68798 | 19.81525 |