Model

Log Likelihood

AIC

BIC

EGARCH (1, 1)

8839.844

−6.5985

−6.5743

EGARCH (1, 2)

8832.776

−6.5940

−6.5720

EGARCH (2, 1)

8824.421

−6.5885

−6.5678

EGARCH (2, 2)

8840.167

−6.5980

−6.5716