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 |