Model | AIC Value | SIC Value | Loglikelihood Value |
GARCH(1,1) | −2.195368 | −2.071607 | 338.2075 |
EGARCH(1,1,1) | −2.258027 | −2.121891 | 348.5751 |
TGARCH(1,1,1) | −2.194906 | −2.058770 | 339.1385 |