EGARCH

7.823

1.173

1.147

1.173

0.563

1.835

2.669

0.547

3.704

0.343

0.343

3.704

CC: p-value

**

(0.556)

(0.564)

(0.556)

(0.755)

(0.399)

(0.263)

(0.761)

(0.157)

(0.842)

(0.842)

(0.157)

GJR-GARCH

2.669

0.672

0.320

0.672

0.563

0.343

2.669

0.250

0.672

0.672

0.563

3.183

CC: p-value

(0.263)

(0.715)

(0.852)

(0.715)

(0.755)

(0.842)

(0.263)

(0.883)

(0.715)

(0.715)

(0.755)

(0.204)

APARCH

2.833

0.672

0.320

0.343

0.268

1.173

2.833

0.547

3.183

0.343

0.202

3.704

CC: p-value

(0.243)

(0.715)

(0.852)

(0.842)

(0.875)

(0.556)

(0.243)

(0.761)

(0.204)

(0.842)

(0.904)

(0.157)

GARCH-EVT

2.973

0.672

0.249

0.268

0.563

0.563

2.833

0.547

1.173

0.268

0.268

2.833

CC: p-value

(0.226)

(0.715)

(0.883)

(0.875)

(0.755)

(0.755)

(0.243)

(0.761)

(0.556)

(0.875)

(0.875)

(0.243)