|
| (p,q) | AIC | SC | HQ | AIC值和BIC平均值 |
| GARCH | (1,1) | 3.308761 | 3.315491 | 3.311099 | 1.95501 |
| (2,1) | 3.308389 | 3.316241 | 3.311116 | 1.954947 | |
| (1,2) | 3.30875 | 3.316601 | 3.311477 | 1.954982 | |
| (2,2) | 3.308584 | 3.317557 | 3.311701 | 1.954947 | |
| EGARCH | (1,1) | 3.302269 | 3.310121 | 3.304996 | 1.955246 |
| (1,2) | 3.302006 | 3.310979 | 3.305123 | 1.955232 | |
| (2,1) | 3.300539 | 3.309512 | 3.303656 | 1.955229 | |
| TARCH | (1,1) | 3.306814 | 3.314666 | 3.309541 | 1.955178 |