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 |