GPD | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ||
VaR.975 | ||||||||||||
GARCH | ˉ | ˉ | 6105 | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | 6086 | ||
APARCH | ˉ | ˉ | ˉ | 6109 | ˉ | ˉ | ˉ | ˉ | ˉ | |||
GJR | ˉ | ˉ | 6105 | 6105 | ˉ | ˉ | ˉ | ˉ | ˉ | 6090 | ||
FIGARCH | 6162 | 6124 | 6071 | ˉ | ˉ | ˉ | 6052 | ˉ | 6063 | 6059 | ||
FIAPARCH | 6128 | 6059 | ˉ | ˉ | ˉ | ˉ | 6029 | ˉ | 6124 | ˉ | ||
GPD | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ||
VaR.99 | ||||||||||||
GARCH | 6505 | ˉ | 6423 | ˉ | 6497 | 6443 | 6493 | ˉ | ˉ | ˉ | ||
APARCH | 6525 | ˉ | ˉ | 6435 | 6517 | 6450 | ˉ | ˉ | ˉ | ˉ | ||
GJR | ˉ | ˉ | 6431 | 6431 | ˉ | 6458 | ˉ | ˉ | ˉ | 6431 | ||
FIGARCH | 6490 | 6446 | ˉ | ˉ | ˉ | 6446 | 6439 | ˉ | ˉ | ˉ | ||
FIAPARCH | 6454 | ˉ | ˉ | ˉ | ˉ | 6486 | 6419 | ˉ | ˉ | ˉ | ||
GPD | ˉ | ˉ | ˉ | ˉ | 6458 | ˉ | ˉ | ˉ | ˉ | ˉ | ||
Right | ||||||||||||
VaR.95 | ||||||||||||
GARCH | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | 5427 | ˉ | ˉ | ||
APARCH | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ||
GJR | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ||
FIGARCH | ˉ | ˉ | 5492 | ˉ | ˉ | ˉ | ˉ | 5366 | ˉ | ˉ | ||
FIAPARCH | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ||
GPD | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ||
VaR.975 | ||||||||||||
GARCH | ˉ | ˉ | 6082 | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ||
APARCH | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ||
GJR | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ||
FIGARCH | ˉ | ˉ | 6059 | ˉ | ˉ | ˉ | ˉ | 5935 | ˉ | ˉ | ||
FIAPARCH | ˉ | 6074 | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | |||
GPD | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | 6036 | 5940 | ˉ | ˉ | ||
VaR.99 | ||||||||||||
GARCH | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ||
APARCH | ˉ | ˉ | ˉ | 6443 | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ||
GJR | ˉ | ˉ | 6411 | 6450 | ˉ | 6443 | ˉ | ˉ | ˉ | ˉ | ||
FIGARCH | ˉ | ˉ | 6388 | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ||
FIAPARCH | 6435 | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ˉ | ||
GPD | 6415 | ˉ | 6384 | 6400 | 6458 | ˉ | 6450 | 6384 | 6392 | 6380 |