Model Calibration and Validation for the Fuzzy-EGARCH-ANN Model

Table 5

One-step-ahead volatility prediction analysis of the fuzzy-EGARCH-ANN(1,1,2,1) model.

The realized volatility value	T = 900	T = 990	T = 995	T = 999	T = 1000
0.006 38	0.00540
0.003 02		0.00714
0.002 19			0.005207
0.004 48				0.00442
					0.00403