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