指数 | 模型 | RMSE | MAE |
上证指数 | GARCH | 3.017 | 1.436 |
改进GARCH | 3.012 | 1.150 | |
T-GARCH | 3.101 | 1.218 | |
改进T-GARCH | 3.019 | 1.118 | |
深证成指 | GARCH | 4.826 | 2.296 |
改进GARCH | 4.660 | 2.256 | |
T-GARCH | 4.801 | 3.079 | |
改进T-GARCH | 4.720 | 2.266 |