| Left | ||||||||||||
| VaR.95 | ||||||||||||
| SIN | MAL | HK | INDO | SK | PH | TH | CH | TW | IN | |||
| GARCH | ˉ | ˉ | 5528 | ˉ | ˉ | ˉ | ˉ | 5477 | ˉ | 5528 | ||
| APARCH | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | 5474 | ˉ | ˉ | ||
| GJR | ˉ | ˉ | 5514 | ˉ | ˉ | ˉ | ˉ | 5485 | ˉ | ˉ | ||
| FIGARCH | ˉ | ˉ | 5510 | ˉ | ˉ | ˉ | 5474 | 5381 | ˉ | 5495 | ||
| FIAPARCH | ˉ | 5557 | ˉ | ˉ | ˉ | ˉ | 5441 | 5388 | ˉ | ˉ |