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| S&P | FTSE | DAX | CAC | SMI | EURO | S&P_TSX | N225 | KOSPI | HSI | BSESN | SSE |
Dist. | Skewed Student-t distribution | ||||||||||||
GARCH | AIC | 2.741 | 2.855 | 3.264 | 3.325 | 2.785 | 3.334 | 2.610 | 3.482 | 2.955 | 3.369 | 3.279 | 3.690 |
| BIC | 2.756 | 2.870 | 3.279 | 3.3398 | 2.801 | 3.349 | 2.626 | 3.498 | 2.971 | 3.385 | 3.294 | 3.707 |
EGARCH | AIC | 2.684 | 2.806 | 3.2198 | 3.261 | 2.734 | 3.269 | 2.577 | 3.455 | 2.933 | 3.356 | 3.257 | 3.691 |
| BIC | 2.702 | 2.824 | 3.237 | 3.278 | 2.751 | 3.286 | 2.595 | 3.474 | 2.951 | 3.375 | 3.275 | 3.709 |
GJRGARCH | AIC | 2.694 | 2.809 | 3.228 | 3.277 | 2.744 | 3.287 | 2.585 | 3.463 | 2.933 | 3.357 | 3.256 | 3.691 |
| BIC | 2.712 | 2.826 | 3.246 | 3.295 | 2.762 | 3.304 | 2.603 | 3.481 | 2.951 | 3.375 | 3.274 | 3.709 |
CSGARCH | AIC | 2.712 | 2.852 | 3.265 | 3.325 | 2.784 | 3.335 | 2.611 | 3.483 | 2.955 | 3.370 | 3.280 | 3.692 |
| BIC | 2.761 | 2.872 | 3.285 | 3.345 | 2.804 | 3.354 | 2.631 | 3.503 | 2.976 | 3.390 | 3.301 | 3.713 |
APARCH | AIC | 2.678 | 2.801 | 3.217 | 3.259 | 2.728 | 3.268 | 2.575 | 3.454 | 2.931 | 3.353 | 3.254 | 3.691 |
| BIC | 2.698 | 2.821 | 3.237 | 3.279 | 2.748 | 3.288 | 2.595 | 3.474 | 2.951 | 3.374 | 3.275 | 3.712 |
Dist. | Generalized error distribution | ||||||||||||
GARCH | AIC | 2.739 | 2.856 | 3.262 | 3.328 | 2.795 | 3.334 | 2.635 | 3.489 | 2.957 | 3.367 | 3.282 | 3.687 |
| BIC | 2.752 | 2.869 | 3.275 | 3.341 | 2.908 | 3.347 | 2.649 | 3.502 | 2.970 | 3.380 | 3.295 | 3.701 |
EGARCH | AIC | 2.699 | 2.815 | 3.228 | 3.275 | 2.754 | 3.280 | 2.612 | 3.465 | 2.939 | 3.354 | 3.266 | 3.689 |
| BIC | 2.715 | 2.830 | 3.243 | 3.291 | 2.7699 | 3.295 | 2.627 | 3.481 | 2.955 | 3.370 | 3.281 | 3.705 |
GJRGARCH | AIC | 2.704 | 2.816 | 3.234 | 3.288 | 2.764 | 3.294 | 2.617 | 3.471 | 2.939 | 3.355 | 3.265 | 3.688 |
| BIC | 2.7195 | 2.831 | 3.249 | 3.304 | 2.997 | 3.309 | 2.633 | 3.487 | 2.955 | 3.370 | 3.281 | 3.704 |
CSGARCH | AIC | 2.7395 | 2.853 | 3.263 | 3.328 | 2.795 | 3.335 | 2.636 | 3.489 | 2.957 | 3.367 | 3.283 | 3.689 |
| BIC | 2.757 | 2.871 | 3.280 | 3.346 | 2.812 | 3.352 | 2.654 | 3.507 | 2.975 | 3.385 | 3.301 | 3.707 |
APARCH | AIC | 2.693 | 2.810 | 3.225 | 3.272 | 2.749 | 3.278 | 2.610 | 3.465 | 2.937 | 3.351 | 3.262 | 3.688 |
| BIC | 2.711 | 2.828 | 3.242 | 3.2898 | 2.767 | 3.296 | 2.627 | 3.483 | 2.955 | 3.369 | 3.281 | 3.707 |