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