| TGARCH (1,1) | TGARCH (2,1) | TGARCH (3,1) | TGARCH (1,2) | TGARCH (2,2) | TGARCH (1,3) |
AIC值 | −6.5094 | −6.5190 | −6.5122 | −6.5150 | −6.5130 | −6.5107 |
SC值 | −6.4265 | −6.4269 | −6.4109 | −6.4229 | −6.4118 | −6.4094 |
显著性 | 显著 | 显著 | 不显著 | 显著 | 不显著 | 不显著 |