EGARCH

$\mu$

$\omega$

$\alpha$

$\beta$

$\gamma$

Log likelihood

AIC

norm

0.000206

−0.063778

−0.012798

0.991477

0.141682

10202.52

−5.5275

t

0.000229

−0.068937

−0.016003

0.991665

0.139725

10308.33

−5.5843

skewed-t

0.000048

−0.071454

−0.015957

0.991330

0.141864

10310.3

−5.5849

GED

0.000344

−0.069730

−0.013726

0.991756

0.139296

10321.64

−5.5916