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 |