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Jun 24th, 2019
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  1. garch_models = pd.DataFrame(columns=['AIC','Log-Likelihood'],index=garch_columns)
  2. for i in np.arange(len(garch_models)):
  3. AEX_GARCH_0 = arch_model(log_r['AEX'], lags=i, vol='Garch', p=1, o=0, q=1, dist='t')
  4. res_AEX = AEX_GARCH_0.fit()
  5. res_AEX.summary()
  6. garch_models.iloc[i,0]= res_AEX.aic
  7. garch_models.iloc[i,1]= res_AEX.loglikelihood
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