| GARCH_1 | GARCH_2 | SV_1 | SV_2 |
MVR |
|
|
|
|
100 | 0.020 | 0.026 | 0.025 | 0.033 |
500 | 0.029 | 0.027 | 0.037 | 0.036 |
1000 | 0.032 | 0.028 | 0.041 | 0.047 |
AVR |
|
|
|
|
100 | 0.019 | 0.028 | 0.012 | 0.006 |
500 | 0.020 | 0.064 | 0.007 | 0.016 |
1000 | 0.024 | 0.111 | 0.021 | 0.006 |
MVR* |
|
|
|
|
100 | 0.043 | 0.032 | 0.049 | 0.026 |
500 | 0.054 | 0.061 | 0.048 | 0.052 |
1000 | 0.054 | 0.053 | 0.054 | 0.049 |
AVR* |
|
|
|
|
100 | 0.057 | 0.071 | 0.052 | 0.053 |
500 | 0.047 | 0.069 | 0.056 | 0.059 |
1000 | 0.044 | 0.043 | 0.043 | 0.046 |