Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on C-Vine Copula and Time-Varying t-Copula

Table 5

The estimation results of AR (1)-GARCH (1, 1)-t model.

Category	Parameter
	AIC	SC	N	K–S value
INTE	−3.6822	−3.6713	2.0002	0.0268
BANK	−4.0265	−4.0156	2.9701	0.0176
FUND	−2.8131	−2.8022	2.0350	0.0204