TSLA

GARCH

EGARCH

TGARCH

N

T

ST

N

T

ST

N

T

ST

$\mu$

−0.0008

(0.0015)

−0.0008

(0.0015)

−0.0007

(0.0016)

−0.0018

(0.0007)

−0.0015

(0.0007)

−0.0016

(0.0008)

−0.0010

(0.0015)

−0.0008

(0.0015)

−0.0008

(0.0016)

$\omega$

0.00021

(0.0000)

0.00003

(0.0000)

0.00003

(0.0000)

−0.0837

(0.0890)

−0.1102

(0.0319)

−0.1089

(0.0323)

0.00002

( 0.0000)

0.00002

(0.0000)

0.00002

(0.0000)

${\alpha }_1$

0.0696

(0.0220)

0.0692

(0.0254)

0.0685

(0.0255)

−0.0383

(0.0353)

−0.0319

(0.0326)

−0.0323

(0.0331)

0.0540

(0.0251)

0.0565

(0.0294)

0.0563

(0.0294)

${\beta }_1$

0.9191

(0.0224)

0.9169

(0.0274)

0.9172

(0.0275)

0.9859

(0.0126)

0.9827

(0.0047)

0.9829

(0.0047)

0.9196

(0.0228)

0.9172

(0.0279)

0.9174

(0.0280)

${\gamma }_1$

−

−

−

0.1536

(0.0977)

0.1521

(0.0532)

0.1532

(0.0542)

0.0371

(0.0389)

0.0296

( 0.0441)

0.0290

(0.0443)

$\eta$

−

−

1.0102

(0.0545)

−

−

0.9917

(0.0533)

−

−

1.0063

(0.0549)

v

−

6.9225

(2.0642)

6.9106

(2.0551)

−

7.7741

(2.7492)

7.7923

(2.7632)

−

6.9933

(2.1120)

6.9791

(2.1036)

LOG(L)

965.7

975.4

975.4

971.0

978.0

978.0

966.1

975.6

975.6

AIC

−3.6845

−3.7180

−3.7143

−3.7012

−3.7241

−3.7203

−3.6825

−3.7151

−3.7113

BIC

−3.6519

−3.6772

−3.6653

−3.6604

−3.6752

−3.6632

−3.6417

−3.6661

−3.6542