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Table 4 ACI value of Asymmetric GARCH-M1 Models

From: Asymmetric GARCH type models for asymmetric volatility characteristics analysis and wind power forecasting

GJR-M1APARCH-M1EGARCH-M1
 NormaltGNormaltGNormaltG
ACI0.5940.5640.5820.7890.4290.7100.7880.6090.718
  1. Bold entries are all ACIs with t-distribution that have the lowest value