.

GARCH

EGARCH

IGARCH

TGARCH

GJR GARCH

loglikelihood

5430.455

5446.416

5430.239

5443.052

5442.635

Akaike

−5.3552

−5.3700

−5.3560

−5.3667

−5.3662

Bayes

−5.3247

−5.3367

−5.3282

−5.3334

−5.3330

Shibata

−5.3553

−5.3700

−5.3560

−5.3667

−5.3663

Hannan-Quinn

−5.3440

−5.3578

−5.3458

−5.3544

−5.3540