Model

MSE

R²

P-ARMA

0.10132

0.72141

P-ARCH (1)

0.0865

0.8112

P-GARCH (1, 1)

0.0812

0.85132

TLNN

0.05961

0.89213

ANN-TvGARCH (1, 1)

0.04816

0.96206