| Dist. | BTC | ETH | XRP | LTC | XMR | XLM | DASH | USTD |
| Skewed Student t distribution | ||||||||
| GARCH | −4.1179 | −3.1004 | −3.5211 | −3.5104 | −2.9913 | −2.9936 | −3.2543 | −9.3414 |
| EGARCH | −4.1395 | −3.1103 | −3.5448 | −3.5620 | −3.0071 | −3.0091 | −3.2616 | −4.0378 |
| GJRGARCH | −4.0966 | −3.0975 | −3.5201 | −3.5127 | −2.9896 | −2.9944 | −3.2503 | −9.3405 |
| APARCH | −4.1434 | −3.1085 | −3.3154 | −3.5816 | −3.0135 | −3.0144 | −3.2577 | −9.6565 |
| CSGARCH | −4.0905 | −3.0927 | −3.5126 | −3.5039 | −2.9842 | −2.9898 | −3.2498 | −9.1919 |
| NGARCH | −4.1608 | −3.1125 | −3.5578 | −3.5851 | −3.0162 | −3.0171 | −3.2617 | −9.3486 |
| NAGARCH | −4.0962 | −3.0964 | −3.5184 | −3.5087 | −2.9896 | −2.9906 | −3.2502 | 9.3369 |
| skewed Generalized error distribution | ||||||||
| GARCH | −4.1345 | −3.1201 | −3.5694 | −3.5374 | −2.9931 | −3.0198 | −3.2564 | −6.1006 |
| EGARCH | −4.1585 | −3.1286 | −3.5666 | −3.5702 | −3.0046 | −3.0152 | −3.2617 | −6.1105 |
| GJRGARCH | −4.1325 | −3.1173 | −3.5513 | −3.5367 | −2.9899 | −3.0038 | −3.2524 | −5.7956 |
| APARCH | −4.1708 | −3.1254 | −3.5739 | −3.5885 | −3.0091 | −3.0190 | −3.2577 | −6.0873 |
| CSGARCH | −4.1266 | −3.1123 | −3.5424 | −3.5312 | −2.9859 | −2.9980 | −3.2488 | −7.1108 |
| NGARCH | −4.1770 | −3.1293 | −3.5758 | −3.5925 | −3.0124 | −3.0211 | −3.2617 | −6.0965 |
| NAGARCH | −4.1312 | −3.1160 | −3.5494 | −3.5344 | −2.9903 | −2.993 | −3.2525 | −6.0838 |
| Generalised Hyperbolic Distribution (GHYP) | ||||||||
| GARCH | −4.1515 | −3.1165 | −3.5493 | −3.5344 | −2.9934 | −3.0011 | −3.2568 | −9.0120 |
| EGARCH | −4.1555 | −3.1252 | −3.5644 | −3.5700 | −3.0067 | −3.0149 | −3.2629 | −8.7340 |
| GJRGARCH | −4.1287 | −3.1139 | −3.5491 | −3.5339 | −2.9909 | −3.0030 | −3.2528 | −9.0356 |
| APARCH | −4.1610 | −3.1223 | −3.5719 | −3.5885 | −3.0122 | −3.0191 | −3.2591 | −8.9999 |
| CSGARCH | −4.1228 | −3.1088 | −3.5401 | −3.5283 | −2.9864 | −2.9975 | −3.2512 | −8.9256 |
| NGARCH | −4.1745 | −3.1262 | −3.5739 | −3.5921 | −3.0143 | −3.0212 | −3.2631 | −9.0081 |
| NAGARCH | −4.1274 | −3.1125 | −3.5470 | −3.5315 | −2.9913 | −2.9986 | −3.2528 | −9.0071 |
| Johnson’s SU-distribution | ||||||||
| GARCH | −4.1152 | −3.1078 | −3.5368 | −3.5237 | −2.9944 | −2.9989 | −3.2579 | −9.6638 |
| EGARCH | −4.1458 | −3.1168 | −3.5553 | −3.5690 | −3.0094 | −3.0136 | −3.2648 | −8.4328 |
| GJRGARCH | −4.1119 | −3.1048 | −3.5358 | −3.5257 | −2.9926 | −3.0001 | −3.2539 | −9.6581 |
| APARCH | −4.1524 | −3.1148 | −3.5646 | −3.5881 | −3.0156 | −3.0186 | −3.2610 | 9.6621 |
| CSGARCH | −4.1060 | −3.1002 | 3.5284 | −3.5170 | −2.9875 | −2.9954 | −3.2505 | −9.5075 |
| NGARCH | −4.1696 | −3.1188 | −3.5677 | -- | −3.0180 | −3.0211 | −3.2650 | −9.6682 |
| NAGARCH | −4.1114 | −3.1037 | −3.5340 | −3.5219 | −2.9927 | −2.9960 | −3.2538 | −9.6584 |