.

GARCH

.

EGARCH

.

IGARCH

.

TGARCH

.

GJR

μ

−0.000251

μ

1.04682

μ

−0.000255

μ

−0.000720

μ

−0.000576

ar1

−0.323653

ar1

0.11040

ar1

−0.323667

ar1

−0.351039

ar1

−0.350779

ar2

−0.987638

ar2

0.10861

ar2

−0.987639

ar2

−0.989692

ar2

−0.991159

ma1

0.349572

ma1

0.40827

ma1

0.349564

ma1

0.369471

ma1

0.373420

ma2

1.017209

ma2

0.05510

ma2

1.017128

ma2

1.006488

ma2

1.007623

ma3

0.029357

ma3

0.50047

ma3

0.029320

ma3

0.023553

ma3

0.026635

ma4

0.008236

ma4

0.03617

ma4

0.008168

ma4

0.001602

ma4

0.000316

omega

0.000001

omega

0.66694

omega

0.000001

omega

0.000072

omega

0.000001

alpha1

0.055658

alpha1

0.29317

alpha1

0.057194

alpha1

0.039121

alpha1

0.000000

beta1

0.942370

beta1

0.73588

beta1

0.942806

beta1

0.966937

beta1

0.967021

.

.

γ1

0.13412

γ1

.

etal1

0.815349

γ1

0.063959