Model

In the sample period

Out of the sample period

MSE

MAE

MSE

MAE

FVCBR model

4.19E−05

0.0061

1.11E−04

0.0098

FBR model

9.46E−05

0.0099

3.15E−04

0.0185

FAR model

1.26E−04

0.0111

4.56E−04

0.0233