| APARCH | 0.010 | 0.000 | ˉ | 0.228 | 0.000 | 0.307 | 0.000 | 0.001 | 0.000 | 0.000 | ||
| GJR | 0.010 | 0.000 | 0.763 | 0.113 | 0.000 | 0.402 | 0.001 | 0.000 | 0.000 | 0.076 | ||
| FIGARCH | 0.003 | 0.076 | 0.899 | 0.076 | 0.000 | 0.000 | 0.010 | 0.000 | 0.005 | 0.163 | ||
| FIAPARCH | 0.030 | 0.698 | 0.000 | ˉ | ˉ | 0.010 | 0.163 | 0.000 | 0.001 | 0.000 | ||
| GPD | 0.168 | 0.899 | 0.124 | 0.763 | 0.113 | 0.402 | 0.763 | 0.124 | 0.763 | 0.827 |