A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns

Table 5

Log-likelihood, AIC, and KS distance.

Class	Log-likelihood	AIC	KS distance
			KS	𝑃 value
MGHD	−10730.64	21549.28	0.014	0.2542
MHYP	−10897.83	21881.66	0.037	0.0000
MNIG	−10741.39	21568.77	0.0124	0.3959
MVG	−10799.64	21685.28	0.0184	0.0573
MSt	−10731.49	21548.98	0.0233	0.0068
Mnor	−11726.54	23523.07	0.044	0.0000