| GARCH_1 | GARCH_2 | SV_1 | SV_2 |
MVR |
|
|
|
|
100 | 0.082 | 0.071 | 0.067 | 0.076 |
500 | 0.285 | 0.272 | 0.407 | 0.398 |
1000 | 0.542 | 0.445 | 0.753 | 0.738 |
AVR |
|
|
|
|
100 | 0.089 | 0.105 | 0.077 | 0.060 |
500 | 0.345 | 0.343 | 0.317 | 0.352 |
1000 | 0.582 | 0.566 | 0.636 | 0.650 |
MVR* |
|
|
|
|
100 | 0.113 | 0.073 | 0.099 | 0.091 |
500 | 0.389 | 0.355 | 0.476 | 0.459 |
1000 | 0.650 | 0.520 | 0.808 | 0.749 |
AVR* |
|
|
|
|
100 | 0.157 | 0.201 | 0.185 | 0.186 |
500 | 0.418 | 0.419 | 0.553 | 0.561 |
1000 | 0.641 | 0.579 | 0.811 | 0.820 |