GARCH -N

GARCH -T

GARCH -GED

GJRGARCH -N

GJRGARCH -T

GJRGARCH -GED

EGARCH -N

EGARCH -T

EGARCH -GED

$\mu$

0.0144

(0.0048)

0.0158

(0.0045)

0.0151

(0.0048)

0.0124

(0.0050)

0.0161

(0.0046)

0.0144

(0.0049)

0.0088

(0.0049)

0.0138

(0.0046)

0.0124

(0.0050)

$\omega$

0.0011

(0.0004)

0.0005

(0.0003)

0.0007

(0.0004)

0.0015

(0.0006)

0.0004

(0.0003)

0.0009

(0.0005)

−0.3375 (0.1183)

−0.1231

(0.0731)

−0.2366

(0.1215)

${\alpha }_{\text{1}}$

0.1339

(0.0301)

0.0889

(0.0273)

0.1060

(0.03125)

0.0976

(0.0332)

0.09031

(0.0280)

0.0941

(0.0335)

−0.0682

(0.0383)

0.0380

(0.0284)

−0.0402

(0.0454)

${\beta }_{\text{1}}$

0.8235

(0.0380)

0.8971

(0.0324)

0.8679

(0.0383)

0.7914

(0.0526)

0.9094

(0.0469)

0.8470

(0.0523)

0.9100

(0.0302)

0.9681

(0.0186)

0.9396

(0.0308)

${\gamma }_{\text{1}}$

-

-

-

0.1001

(0.0706)

0.0199

(0.0551)

0.0482

(0.0704)

0.2923

(0.0484)

0.1969

(0.0533)

0.2510

(0.0588)

v

-

5.5963

(1.2270)

1.2902

(0.0944)

-

5.5118

(1.2147)

1.2992

(0.0963)

-

5.7715

(1.2977)

1.3096

(0.0976)

对数 似然

−385.8553

−403.8064

−404.0512

−387.3438

−403.8626

−404.3457

−389.4088

−404.9676

−405.5315