| MAPE | MSE | MAE | RMSE |
ARIMA-GARCH model | 0.402 | 0.097 | 0.286 | 0.311 |
ARIMA-normal APARCH | 0.414 | 0.108 | 0.303 | 0.329 |
ARIMA-skewed-t APARCH | 0.399 | 0.1 | 0.284 | 0.317 |