AR(1)

0.124^*** (0.026)

0.117^*** (0.024)

0.122^*** (0.026)

ω(10⁻⁶)

0.439 (0.302)

0.836 (0.437)^*

0.694^** (0.287)

ARCH()

0.231^*** (0.090)

ARCH(α₁)

0.546^*** (0.090)

0.220^** (0.098)

GARCH(β₁)

0.637^*** (0.118)

0.757^*** (0.118)

0.780

α₁ + β₁

1.303

1

d

0.716^*** (0.085)

v

3.492^*** (0.160)

2.499^*** (0.162)

3.203^*** (0.156)

Log(ξ)

0.019 (0.018)

0.019 (0.017)

0.024 (0.019)

LL

7594.453

7599.887

7583.38

AIC

−7.600

−7.605

−7.590

SC

−7.579

−7.588

−7.589

HQ

−7.592

−7.599

−7.585

ARCH(10)

0.448 [0.923]

0.597 [0.817]

0.313 [0.978]

Q²(20)

14.384 [0.704]

15.038 [0.659]

10.769 [0.904]

J-B

2529.2^***

2635.2^***

2510.4^***