Volatility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network

Table 3

Significant test of errors by STNN and BPNN models for indexes with 𝑞=0.

		SSE	SZSE	HSI	DJIA	IXIC	S&P 500
𝑡	𝐻	0	1	1	1	1	1
	𝑡-value	0.2909	−6.7094	−7.5285	−9.4370	−12.2114	−6.6909
	Prob. 𝑃	0.7714	1.1243𝑒−010	7.2526𝑒−013	1.4218𝑒−018	7.5248𝑒−028	1.1727𝑒−010
𝑊	𝐻	0	1	1	1	1	1
	𝑧-value	−0.3793	−6.2424	−7.1109	−8.5639	−11.1696	−6.8902
	Prob. 𝑃	0.7044	4.3084𝑒−010	1.1529𝑒−012	1.0916𝑒−017	5.7430𝑒−029	5.5731𝑒−012

𝑡 means 𝑡-test and 𝑊 means Wilcoxon signed rank test.