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