Evaluation Criteria

ARIMA (2,1,1)- GARCH (1,0)-std Model

ARIMA (2,1,1)- GARCH (2,0)-std Model

ARIMA (2,1,1)- GARCH (1,1)-norm Model

ARIMA (2,1,1)- EGARCH (1,1)- norm Model

ARIMA (2,1,1)- EGARCH (1,1)- std Model

MAE

0.019999

0.022278

0.020026

0.019986

0.020047

MSE

0.000629

0.000772

0.000634

0.000628

0.000636

RMSE

0.025084

0.027785

0.025179

0.025078

0.025218