| MA(2) − GARCH | ||||||||
|
| (1, 1) | (1, 2) | (1, 3) | (1, 4) | (2, 1) | |||
| RMSE | 0.023 | 0.023 | 0.023 | 0.023 | 0.023 | |||
| MAE | 0.016 | 0.016 | 0.016 | 0.016 | 0.016 | |||
| MAPE | 196.103 | 199.519 | 201.053 | 201.076 | 180.713 | |||
| TI | 0.880 | 0.876 | 0.879 | 0.872 | 0.875 | |||
|
| MA(2) − EGARCH | MA(2) − APARCH | ||||||
|
| (1, 1) | (1, 3) | (1, 1) | |||||
| RMSE | 0.024 | 0.024 | 0.023 | |||||
| MAE | 0.016 | 0.016 | 0.016 | |||||
| MAPE | 185.595 | 203.204 | 179.875 | |||||
| TI | 0.858 | 0.850 | 0.781 | |||||