A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns

Table 6

Log-likelihood, AIC, and KS distance.

Class	Log-likelihood	AIC	KS distance
			KS	𝑃 value
MGHD	−5320.1	10658.2	0.024	0.3525
MHYP	−5333.8	10683.6	0.0134	0.9522
MNIG	−5322.0	10660.0	0.0187	0.6719
MVG	−5335.3	10686.6	0.0267	0.2358
MSt	−5321.2	10658.4	0.028	0.1896
Mnor	−5538.18	11086.38	0.0551	0.0002