MODEL | EGARCH (1,1) | GJR-GARCH (1,1) | ||
SERIES | S&P 500 | Nikkei 225 | S&P 500 | Nikkei 225 |
MSE | 1.2835E−07 | 1.6962E−07 | 1.3020E−07 | 1.7469E−07 |
MAE | 1.9245E−04 | 2.0407E−04 | 1.8136E−04 | 2.3054E−04 |