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- garch_models = pd.DataFrame(columns=['AIC','Log-Likelihood'],index=garch_columns)
- for i in np.arange(len(garch_models)):
- AEX_GARCH_0 = arch_model(log_r['AEX'], lags=i, vol='Garch', p=1, o=0, q=1, dist='t')
- res_AEX = AEX_GARCH_0.fit()
- res_AEX.summary()
- garch_models.iloc[i,0]= res_AEX.aic
- garch_models.iloc[i,1]= res_AEX.loglikelihood
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