模型

N. of par

MSE

Rank

MAE

Rank

QLIKE

Rank

R2LOG

Rank

GARCH-N

4

1.0456

7

0.8085

9

1.5526

9

7.5204

10

GARCH-T

5

1.0223

2

0.8033

2

1.5370

3

6.9298

1

EGARCH-N

5

1.1173

10

0.8084

8

2.1018

10

7.5018

9

EGARCH-T

5

1.0678

8

0.8076

7

1.5379

4

7.4768

6

GJR-GARCH-N

5

1.0679

9

0.8143

10

1.5524

8

7.4829

7

GJR-GARCH-T

6

1.0546

5

0.8065

5

1.5515

6

7.4701

5

MRS-GARCH-N

10

1.0140

1

0.7679

1

1.5250

1

7.4483

2

MRS-GARCH-T

11

1.0334

3

0.8049

3

1.5355

2

.45547

4

MRS-GARCH-GED

11

1.0358

4

0.8061

4

1.5498

5

7.4553

3

MRS-GARCH-T2

12

1.0550

6

0.8075

6

1.5517

7

7.4859

8