GARCH(1,1)

GARCH(1,2)

GARCH(2,1)

ω

4.30E−06

5.81E−06

4.18E−06

a1

0.061211*

0.086567*

0.066961

a2

0.484434

−0.006890

b1

0.936850*

0.426719

0.938075*

b2

AIC

−4.526256

−4.525054

−4.524630

SC

−4.500958

−4.495540

−4.495116