| MCS | MSE | MAE | R2LOG | |||
| TR | Tmax | TR | Tmax | TR | Tmax | |
| GJR-GARCH (1, 1) | 0.304 | 0.208 | 0.004 | 0.011 | 0.000 | 0.000 |
| RVrw | 0.852 | 0.852 | 0.000 | 0.026 | 0.000 | 0.003 |
| ΔGEPUrw | 0.304 | 0.377 | 0.004 | 0.026 | 0.000 | 0.003 |
| (RV + ΔGEPU)rw | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |