|
|
| AIC | SC | 似然值 |
| 工商银行 | GARCH(1,1) | −5.9529 | −5.9180 | 2405.03 |
|
| GARCH(1,2) | −5.9700 | −5.9292 | 2412.91 |
|
| GARCH(2,1) | −5.9544 | −5.9138 | 2406.62 |
| 建设银行 | GARCH(1,1) | −5.9653 | −5.9303 | 2407.03 |
|
| GARCH(1,2) | −5.9638 | −5.9229 | 2407.40 |
|
| GARCH(2,1) | −5.9631 | −5.9223 | 2407.15 |
| 中国银行 | GARCH(1,1) | −6.4977 | −6.4685 | 2623.54 |
|
| GARCH(1,2) | −6.4983 | −6.4634 | 2624.83 |
|
| GARCH(2,1) | −6.4957 | −6.4608 | 2623.77 |