APARCH-PET

APARCH-PES

APARCH-norm

$\omega$

0.33397

0.333509

0.022795

${\alpha }_1$

0.581970

0.579096

0.061251

${\gamma }_1$

−0.063681

−0.037883

−0.064765

${\beta }_1$

0.740757

0.742701

0.944365

$\delta$

1.804941

1.307532

1.330740

$d_1$

−0.070991

−0.060051

-

$d_2$

0.434634

0.471370

-

$d_3$

0.000070

-

-

AIC

6828.843000

7734.382000

8054.845000

BIC

6853.824000

7756.241000

8070.458000