Table 9: Performances for testing data.

Forecasting modelscse-allcse-30
RMSECC RMSECC

GA5.370.960.926.480.940.88
ANFIS6.930.940.885.590.970.94
GARCH8.580.890.797.890.900.81

Note: We considered February 1, 2005 to May 5, 2011 as a testing period.