Model

Mean SBIC

Standard Deviation

Minimum

Maximum

ARMA(1,1)

762.83

197.65

262.24

997.02

ARX(1)

766.1

193.91

268.43

993.94

GARCH(1,1)

744.69

200

268.39

1000.46

ARMAX(1,1)

761.35

200.18

262.74

1000.38

GARCHX(1,1)

748.72

200.2

278.6

1011.51

ARMA(1,2)

764.3

198.54

264.34

1005.38

ARMA(1,3)

768.68

197.78

270.9

1007.76