|
| 误差分布 | AIC | BIC | SIC | HQIC |
| GARCH | N | −1.0787 | −1.0529 | −1.0788 | −1.0687 |
| T | −1.1266 | −1.0944 | −1.1267 | −1.1141 | |
| GED | −1.1273 | −1.0950 | −1.1274 | −1.1148 | |
| GJR-GARCH | N | −1.0801 | −1.0478 | −1.0802 | −1.0676 |
| T | −1.1239 | −1.0852 | −1.1240 | −1.1090 | |
| GED | −1.1253 | −1.0866 | −1.1254 | −1.1103 | |
| EGARCH | N | −1.0859 | −1.0537 | −1.0860 | −1.0735 |
| T | −1.1270 | −1.0884 | −1.1272 | −1.1121 | |
| GED | −1.1286 | −1.0900 | −1.1288 | −1.1137 |