Model

LOGL

SBC

AIC

ARCH (1)

−386.6639

6.312633

6.071205

ARCH (2)

−386.1990

6.342750

6.079373

PARCH (1,1)

−384.5735

6.466795

6.115626

GARCH (1,1)

−386.2125

6.342958

6.079581

GARCH (1,2)

−382.5851

6.324792

6.039467

GARCH (2,1)

−380.4210

6.291753

6.006428

EGARCH (1,1)

−380.1429

6.287507

6.002182

GJR-GARCH (1,1)

−389.1248

6.424635

6.139310

CGARCH (1,1)

−389.5262

6.579624

6.206507

GARCH-M (1,1)

−382.2043

6.356194

6.048921

GARCH (2,2)

−382.1420

6.355243

6.047970