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 |