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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 |