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