Evaluation Criteria

ARIMA (1,1,0)- GARCH (1,0)-norm Model

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

ARIMA (1,1,0)- GARCH (1,1)-norm Model

ARIMA (1,1,0)- EGARCH (1,1)- norm Model

ARIMA (1,1,0)- EGARCH (1,1)- std Model

MAE

0.026079

0.021095

0.020999

0.020938

0.021193

MSE

0.000994

0.000680

0.000675

0.000673

0.000695

RMSE

0.001315

0.026084

0.025977

0.025960

0.026355