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A. Table, Optimal GARCH models chosen via information criteria Models BPI ETH Akaike criterion GARCH -5.7652 -5.9873 GARCH-M -5.6891 -5.6233 I-GARCH -5.1683 -5.2345 C-GARCH -5.6428 -4.8972 CMT-GARCH -5

G. Hannan-quinn-criterion, 3957 -5.4234 GARCH-M -5.3682 -5.4015 I-GARCH -5.5387 -5.5553 C-GARCH -5.3512 -5.3923 CMT-GARCH -5