|
| 误差分布 | AIC | BIC | SIC | HQIC |
| GARCH | N | 0.9034 | 0.9255 | 0.9033 | 0.9119 |
| T | 0.7357 | 0.7633 | 0.7356 | 0.7643 | |
| GED | 0.3675 | 0.3951 | 0.3674 | 0.3871 | |
| GJR-GARCH | N | 0.8744 | 0.9020 | 0.8743 | 0.8850 |
| T | 0.7297 | 0.7627 | 0.7296 | 0.7424 | |
| GED | 0.5235 | 0.5566 | 0.5234 | 0.5362 | |
| EGARCH | N | 0.8603 | 0.8879 | 0.8602 | 0.8708 |
| T | 0.7238 | 0.7569 | 0.7237 | 0.7364 | |
| GED | 0.8626 | 0.8957 | 0.8625 | 0.8752 |