Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming : Table 3

]>Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming : Table 3

Table 3: Selection of the best generated GP volatility models relative to time series and moneyness-time to maturity in terms of the MSE total and the MSE out-of-sample (The numbers in parentheses are standard errors of the corresponding measures of the generated GP volatility models).


Models	MSE total	MSE out-of-sample

M4S4	0,001444 (0,002727)	0,001539 (0,002788)
M4C4	0,001710 (0,0046241)	0,001944 (0,005108)
M6C6	0,002357 (0,0040963)	0,002458 (0,00415354)