| Cryptocurrency | AIC | BIC |
| Bitcoin | ||
| Gaussian Distribution | −5.4064 | −5.3971 |
| Student’s-t Distribution | −5.6905 | −5.6782 |
| GED | −5.6875 | −5.6752 |
| Litecoin | ||
| Gaussian Distribution | −4.5492 | −4.5399 |
| Student’s-t Distribution | −5.2061 | −5.1937 |
| GED | −5.1520 | −5.1396 |
| Ripple | ||
| Gaussian Distribution | −4.4788 | −4.4695 |
| Student’s-t Distribution | −4.8589 | −4.8465 |
| GED | −4.8393 | −4.8270 |