Table 8: Performances for training data.

Forecasting modelscse-allcse-30
RMSECC RMSECC

GA6.790.940.886.950.910.82
ANFIS6.890.930.866.830.920.84
GARCH7.340.910.827.560.880.77

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