Table 8: Performances for training data.

Forecasting models cse-all cse-30 RMSE CC RMSE CC GA 6.79 0.94 0.88 6.95 0.91 0.82 ANFIS 6.89 0.93 0.86 6.83 0.92 0.84 GARCH 7.34 0.91 0.82 7.56 0.88 0.77

Note: We considered January 1, 2005 to January 1, 2009 as a training period.