EGARCH results
| Countries | ω | α | ϒ | β | ρ |
|---|---|---|---|---|---|
| Australia | −1.1252 (0.0000) | 0.5128 (0.0000) | 0.1650 (0.0000) | 0.8070 (0.0000) | −0.0182 (0.0000) |
| Austria | −2.2200 (0.0000) | 0.1536 (0.0000) | 0.2295 (0.0000) | 0.8339 (0.0000) | −0.0001 (0.2027) |
| Belgium | −1.4072 (0.0000) | 0.3725 (0.0000) | 0.0341 (0.0505) | 0.8767 (0.0000) | −0.0005 (0.0475) |
| Brazil | −0.5782 (0.0007) | 0.2873 (0.0000) | 0.0283 (0.1215) | 0.9725 (0.0000) | −0.0001 (0.0081) |
| Canada | −0.5921 (0.0000) | 0.1776 (0.0000) | 0.0568 (0.0000) | 0.9154 (0.0000) | −0.0080 (0.0003) |
| China | 0.1580 (0.0247) | 0.6195 (0.0000) | 0.1811 (0.0000) | 0.7890 (0.0000) | 0.1954 (0.0050) |
| France | −1.2378 (0.0000) | 0.2048 (0.0000) | 0.1018 (0.0000) | 0.8515 (0.0000) | −0.0027 (0.0001) |
| Germany | −3.9957 (0.0000) | 0.5537 (0.0000) | 0.2099 (0.0000) | 0.4995 (0.0000) | −0.0020 (0.0019) |
| Italy | −0.5929 (0.0000) | 0.4439 (0.0000) | 0.0978 (0.0032) | 0.9085 (0.0000) | −0.0003 (0.9532) |
| Ireland | −3.7359 (0.0000) | 0.5241 (0.0000) | 0.7283 (0.0000) | 0.5913 (0.0000) | −0.0014 (0.0001) |
| Japan | −1.0078 (0.0000) | 0.6070 (0.0000) | 0.0863 (0.0956) | 0.8274 (0.0000) | −0.0079 (0.0875) |
| Malaysia | −2.0028 (0.0000) | 0.2884 (0.0000) | 0.1667 (0.0000) | 0.6990 (0.0000) | 0.0006 (0.7705) |
| Netherlands | −1.3550 (0.0000) | 0.3016 (0.0000) | 0.1218 (0.0000) | 0.8461 (0.0000) | −0.0019 (0.0163) |
| Poland | −2.3209 (0.0000) | 0.3830 (0.0000) | 0.2475 (0.0000) | 0.7572 (0.0000) | 0.0005 (0.2292) |
| Portugal | −1.0565 (0.0000) | 0.3650 (0.0000) | 0.1411 (0.0000) | 0.8912 (0.0000) | 0.0000 (0.9856) |
| Qatar | −0.5063 (0.0000) | 0.3327 (0.0000) | 0.0675 (0.0001) | 0.9737 (0.0000) | 0.0006 (0.0000) |
| South Korea | −0.8127 (0.0000) | 0.6191 (0.0000) | 0.1116 (0.0199) | 0.9204 (0.0000) | −0.0129 (0.0008) |
| Spain | −0.8158 (0.0000) | 0.2642 (0.0000) | 0.1399 (0.0000) | 0.8901 (0.0000) | −0.0045 (0.0042) |
| Sweden | −2.5760 (0.0000) | 0.5136 (0.0000) | 0.1222 (0.0116) | 0.7053 (0.0000) | −0.0007 (0.2339) |
| Switzerland | −1.1274 (0.0000) | 0.2106 (0.0000) | 0.0673 (0.0033) | 0.8797 (0.0000) | −0.0013 (0.0247) |
| Tunisia | −3.3738 (0.0000) | 0.3399 (0.0000) | 0.1637 (0.0000) | 0.8052 (0.0000) | 0.0000 (0.1222) |
| Turkey | −0.7700 (0.0000) | 0.8105 (0.0000) | 0.1047 (0.0488) | 0.9290 (0.0000) | −0.0105 (0.0942) |
| UAE | −1.1487 (0.0000) | 0.4152 (0.0000) | 0.0931 (0.0553) | 0.8767 (0.0000) | 0.0015 (0.0467) |
| UK | −1.6788 (0.0000) | 0.4428 (0.0000) | 0.1794 (0.0000) | 0.5578 (0.0000) | −0.0163 (0.0073) |
| USA | −0.3908 (0.0000) | 0.4030 (0.0000) | 0.0912 (0.0004) | 0.8956 (0.0000) | −0.0813 (0.0000) |
| Countries | |||||
|---|---|---|---|---|---|
| Australia | −1.1252 (0.0000) | 0.5128 (0.0000) | 0.1650 (0.0000) | 0.8070 (0.0000) | −0.0182 (0.0000) |
| Austria | −2.2200 (0.0000) | 0.1536 (0.0000) | 0.2295 (0.0000) | 0.8339 (0.0000) | −0.0001 (0.2027) |
| Belgium | −1.4072 (0.0000) | 0.3725 (0.0000) | 0.0341 (0.0505) | 0.8767 (0.0000) | −0.0005 (0.0475) |
| Brazil | −0.5782 (0.0007) | 0.2873 (0.0000) | 0.0283 (0.1215) | 0.9725 (0.0000) | −0.0001 (0.0081) |
| Canada | −0.5921 (0.0000) | 0.1776 (0.0000) | 0.0568 (0.0000) | 0.9154 (0.0000) | −0.0080 (0.0003) |
| China | 0.1580 (0.0247) | 0.6195 (0.0000) | 0.1811 (0.0000) | 0.7890 (0.0000) | 0.1954 (0.0050) |
| France | −1.2378 (0.0000) | 0.2048 (0.0000) | 0.1018 (0.0000) | 0.8515 (0.0000) | −0.0027 (0.0001) |
| Germany | −3.9957 (0.0000) | 0.5537 (0.0000) | 0.2099 (0.0000) | 0.4995 (0.0000) | −0.0020 (0.0019) |
| Italy | −0.5929 (0.0000) | 0.4439 (0.0000) | 0.0978 (0.0032) | 0.9085 (0.0000) | −0.0003 (0.9532) |
| Ireland | −3.7359 (0.0000) | 0.5241 (0.0000) | 0.7283 (0.0000) | 0.5913 (0.0000) | −0.0014 (0.0001) |
| Japan | −1.0078 (0.0000) | 0.6070 (0.0000) | 0.0863 (0.0956) | 0.8274 (0.0000) | −0.0079 (0.0875) |
| Malaysia | −2.0028 (0.0000) | 0.2884 (0.0000) | 0.1667 (0.0000) | 0.6990 (0.0000) | 0.0006 (0.7705) |
| Netherlands | −1.3550 (0.0000) | 0.3016 (0.0000) | 0.1218 (0.0000) | 0.8461 (0.0000) | −0.0019 (0.0163) |
| Poland | −2.3209 (0.0000) | 0.3830 (0.0000) | 0.2475 (0.0000) | 0.7572 (0.0000) | 0.0005 (0.2292) |
| Portugal | −1.0565 (0.0000) | 0.3650 (0.0000) | 0.1411 (0.0000) | 0.8912 (0.0000) | 0.0000 (0.9856) |
| Qatar | −0.5063 (0.0000) | 0.3327 (0.0000) | 0.0675 (0.0001) | 0.9737 (0.0000) | 0.0006 (0.0000) |
| South Korea | −0.8127 (0.0000) | 0.6191 (0.0000) | 0.1116 (0.0199) | 0.9204 (0.0000) | −0.0129 (0.0008) |
| Spain | −0.8158 (0.0000) | 0.2642 (0.0000) | 0.1399 (0.0000) | 0.8901 (0.0000) | −0.0045 (0.0042) |
| Sweden | −2.5760 (0.0000) | 0.5136 (0.0000) | 0.1222 (0.0116) | 0.7053 (0.0000) | −0.0007 (0.2339) |
| Switzerland | −1.1274 (0.0000) | 0.2106 (0.0000) | 0.0673 (0.0033) | 0.8797 (0.0000) | −0.0013 (0.0247) |
| Tunisia | −3.3738 (0.0000) | 0.3399 (0.0000) | 0.1637 (0.0000) | 0.8052 (0.0000) | 0.0000 (0.1222) |
| Turkey | −0.7700 (0.0000) | 0.8105 (0.0000) | 0.1047 (0.0488) | 0.9290 (0.0000) | −0.0105 (0.0942) |
| UAE | −1.1487 (0.0000) | 0.4152 (0.0000) | 0.0931 (0.0553) | 0.8767 (0.0000) | 0.0015 (0.0467) |
| UK | −1.6788 (0.0000) | 0.4428 (0.0000) | 0.1794 (0.0000) | 0.5578 (0.0000) | −0.0163 (0.0073) |
| USA | −0.3908 (0.0000) | 0.4030 (0.0000) | 0.0912 (0.0004) | 0.8956 (0.0000) | −0.0813 (0.0000) |