Model | LOGL | SBC | AIC |
ARCH (1) | −354.5865 | 7.108170 | 6.833393 |
ARCH (2) | −339.1416 | 6.863150 | 6.563394 |
PARCH (1,1) | −329.9103 | 6.821617 | 6.446921 |
GARCH (1,1) | −335.0621 | 6.786899 | 6.487142 |
GARCH (1,2) | −329.8165 | 6.732520 | 6.407784 |
GARCH (2,1) | −331.6776 | 6.767307 | 6.442571 |
EGARCH (1,1) | −351.1336 | 7.130971 | 6.806235 |
GJR−GARCH (1,1) | −333.9890 | 6.810512 | 6.485776 |
CGARCH (1,1) | −335.1591 | 7.007068 | 6.582413 |
GARCH−M (1,1) | −332.9424 | 6.834621 | 6.484905 |
GARCH (2,2) | −330.8776 | 6.796026 | 6.446310 |