CARR

CARR-B

GARCH

GARCH-B

S&P 500

MSE

2.663

2.602

8.484

2.553

MAE

1.103

1.063

5.686

1.411

LL

1.351

1.329

6.077

1.963

QLIKE

2.407

2.339

15.826

3.869

FTSE 100

MSE

3.380

3.335

9.266

16.431

MAE

1.323

1.279

6.405

11.388

LL

1.267

1.219

5.276

5.947

QLIKE

2.400

2.295

12.483

17.117

SZSEC

MSE

2.830

2.812

22.399

22.399

MAE

1.463

1.417

15.093

15.093

LL

1.180

1.114

7.466

7.466

QLIKE

2.465

2.329

22.060

22.060

FBMKLCI

MSE

0.891

0.792

4.926

4.156

MAE

0.415

0.345

3.358

2.650

LL

1.615

1.335

7.840

6.506

QLIKE

1.998

1.279

20.024

15.076