|
|
| LLFr | LLFu | LR |
| ARIMA(0,0,1)-GARCH(1,1) | Normal | −12245.51 |
|
|
|
| t-Student | −12112.3 |
|
|
|
| GED | −12148.7 |
|
|
| ARIMA(0,0,1)-EGARCH(1,1) | Normal |
| −12159.04 | 172.94* |
|
| t-Student |
| −12044.66 | 135.28* |
|
| GED |
| −12082.75 | 131.9* |
| ARIMA(0,0,1)-GJR-GARCH(1,1) | Normal |
| −12155.06 | 180.9* |
|
| t-Student |
| −12042.88 | 138.84* |
|
| GED |
| −12080.43 | 136.5* |