Differences between variations of GARCH (EGARCH, APARCH, ...) I want to know the differences between EGARCH, APARCH, TGARCH, QGARCH, GJRGARCH, IGARCH, AVGARCH, PGARCH, GARCH-M and the standard GARCH. I tried to find the information by myself but I cannot find the answer, so I really need your help. My work is find the different thing of GARCH and other GARCH model that why make their work or paper not use only standard GARCH for example i found this GARCH model cannot capture asymmetric and leverage effect and also explain negative and positive shock have effect in same direction, but EGARCH can capture asymmetric and explain negative and positive shocks

The question requires either an article-long answer or some references. I will provide the latter. For an extensive overview of different GARCH models, see Bollerslev "Glossary to ARCH (GARCH)" (2009) and Ghalanos "Introduction to the rugarch package" (2022).
