| Logarithmic likelihood function | AIC | SC |
GARCH (1,1) | −1617.742 | 20.14586 | 20.22241 |
TARCH (1,1) | −1628.622 | 20.29344 | 20.38914 |
EGARCH (1,1) | −1468.280 | 18.30162 | 18.34048 |