.

GARCH

EGARCH

IGARCH

TGARCH

GJR GARCH

loglikelihood

5398.784

5423.502

5398.583

5414.006

5422.328

Akaike

−5.3249

−5.3483

−5.3257

−5.3389

−5.3472

Bayes

−5.2972

−5.3178

−5.3007

−5.3084

−5.3167

Shibata

−5.3249

−5.3484

−5.3257

−5.3390

−5.3472

Hannan-Quinn

−5.3147

−5.3371

−5.3165

−5.3277

−5.3360