APPL

GARCH

EGARCH

TGARCH

N

T

ST

N

T

ST

N

T

ST

$\mu$

−0.0009

(0.0008)

−0.0009

(0.0008)

−0.009

(0.0008)

−0.00088

(0.0008)

−0.0009

(0.0008)

−0.0009

(0.0008)

−0.0009

(0.0008)

−0.0009

(0.0008)

−0.0009

(0.0008)

$\omega$

0.000004

(0.0000)

0.000005

(0.0000)

0.000005

(0.0000)

−0.0912

(0.0090)

−0.1029

(0.0082)

−0.1023

(0.0086)

0.000004

( 0.0000)

0.000005

(0.0000)

0.000005

(0.0000)

${\alpha }_1$

0.502

(0.0198)

0.0535

(0.0199)

0.0536

(0.0202)

−0.0077

(0.0261)

−0.0193

(0.0277)

−0.0203

(0.0280)

0.0483

(0.0236)

0.0465

(0.0253)

0.0467

(0.0255)

${\beta }_1$

0.9408

(0.0238)

0.9340

(0.0243)

0.9341

(0.0245)

0.9881

(0.0011)

0.9969

(0.0011)

0.9869

(0.0011)

0.9902

(0.0253)

0.9329

(0.0275)

0.9323

(0.0282)

${\gamma }_1$

−

−

−

0.1201

(0.0173)

0.1246

(0.0225)

0.1257

(0.0232)

0.0052

(0.0376)

0.0189

( 0.0422)

0.0200

(0.0433)

$\eta$

−

−

0.9989

(0.0617)

−

−

0.9905

(0.0603)

−

−

0.9931

(0.0625)

v

−

13.3991

(6.6269)

13.478

(6.6728)

−

14.333

(7.0343)

14.372

(7.1268)

−

13.157

(6.4380)

13.1707

(6.4789)

LOG(L)

1339.2

1342.1

1342.1

1340.9

1343.3

1343.3

1339.2

1342.2

1342.3

AIC

−5.1157

−5.1232

−5.1193

−5.1184

−5.1237

−5.1200

−5.1119

−5.1197

−5.1159

BIC

−5.0831

−5.0824

−5.0704

−5.0776

−5.0748

−5.0629

−5.0711

−5.0708

−5.0588