A Study on the Hedging Function of Gold in the Light of Economic Policy Uncertainty

Table 2

GARCH model information criterion test results.

	GARCH(1,1) model	GARCH-M model	EGARCH model	TGARCH model
AIC	−3.253605	−3.332335	−3.342026	−3.320252
SC	−3.120745	−3.218454	−3.209165	−3.187391