Model | AIC | BIC | MSE | Log-Likelihood |
GARCH(0,1) | 489.0200 | 498.3560 | 0.1026 | 241.5100 |
GARCH(1,1) | 474.8236 | 487.2715 | 0.0544 | 233.4118 |
GARCH(0,2) | 478.5589 | 491.0068 | 0.0860 | 235.2794 |
GARCH(1,2) | 491.1419 | 491.1419 | 0.0863 | 232.7910 |
GARCH(2,1) | 476.8236 | 492.3835 | 0.0735 | 233.4118 |
GARCH(2,2) | 477.1047 | 495.7766 | 0.0654 | 232.5524 |