Research Article
Model Calibration and Validation for the Fuzzy-EGARCH-ANN Model
Table 4
The estimated parameters of fuzzy-EGARCH-ANN model on the first 800 given S&P 500 data points.
| | Parameters | Coefficients | Parameters | Coefficients |
| | −2.724 7 | | −0.833 9 | | −3.168 7 | | −2.789 7 | | −0.811 8 | | 1.360 3 | | 0.670 8 | | 0.526 2 | | −0.052 8 | | −0.077 3 |
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