| ArmaOrder | sGARCH Order | AIC |
Bitcoin | (2, 2) | (1, 1) | −3.9475 |
Binance coin | (1, 2) | (1, 1) | −3.1221 |
Dogecoin | (1, 2) | (1, 1) | −3.1490 |
Litecoin | (2, 2) | (1, 1) | −3.1885 |