Method

γ 1

γ 2

γ 3

γ 4

MAE

t

MAVE

0.22836

−0.2072

−0.0630

−0.9492

2.991

16.18

QR0.5

0.29990

−0.4223

−0.0640

−0.8530

2.888

40.30

WCQR9

0.27548

−0.3771

−0.0687

−0.8739

2.718

105.53

NILSE

0.20368

−0.2054

−0.0628

−0.9551

3.367

28.01

NIQR0.5

0.25849

−0.4071

−0.0610

−0.8739

2.916

29.95

NICQR9

0.21062

−0.3988

−0.0586

−0.8896

2.772

27.61

NIWCQR9

0.24061

−0.4167

−0.0629

−0.8742

2.696

31.00