Jan 13-Dec 17 | USDINR | EURINR | ||
GARCH | EGARCH | GARCH | EGARCH | |
LL | −57.6639 | −458.5444 | 4494.92 | 4493.396 |
AIC | 0.771867 | 0.772007 | −7.453356 | −7.454146 |
SIC | 0.797249 | 0.79962 | −7.427974 | −7.424533 |
HQ | 0.781427 | 0.78116 | −7.443796 | −7.442993 |
Q(10) | 10.966 | 10.774 | 14.567 | 14.143 |
p-value | 0.36 | 0.375 | 0.149 | 0.167 |
Q(30) | 18.445 | 18.08 | 35.574 | 34.612 |
p-value | 0.951 | 0.957 | 0.222 | 0.257 |
JB | 116.23 | 1158.66 | 500.06 | 569.24 |
p-value | 0 | 0 | 0 | 0 |
F-statistic | 1.286245 | 1.79312 | 1.282526 | 1.028032 |
p-value | 0.124 | 0.139 | 0.1267 | 0.4222 |