疫情爆发前

模型

AIC

BIC

SIC

HQIC

GARCH(1, 1)

−3.873231

−3.859821

−3.873244

−3.868252

GARCH(1, 2)

−3.872351

−3.855588

−3.872370

−3.866127

GARCH(2, 1)

−3.871551

−3.854788

−3.871571

−3.865328

GARCH(2, 2)

−3.871105

−3.850989

−3.871133

−3.863636

疫情爆发后

GARCH(1, 1)

−3.636608

−3.606756

−3.636700

−3.624975

GARCH(1, 2)

−3.632994

−3.595679

−3.633138

−3.618452

GARCH(2, 1)

−3.646814

−3.609499

−3.646958

−3.632273

GARCH(2, 2)

−3.648638

−3.603860

−3.648845

−3.631189