I have tried multiple GARCH model variations to remove financial time series characteristics from my dataset. I mainly tried ARMA(1,1),sGARCH models with normal distribution. My standardized residuals and squared standardized residuals don't show serial correlation anymore, which is good. However, the values for the goodness of fit test are always 0 or a very small number, which I think indicates that the model choice is not appropriate. What GARCH specification should I use? (my dataset is a financial time series of daily relative spreads, so the spreads divided by the mean of ask en bid price of that day)
What GARCH model do I use for relative spread series?
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