Research Article
Forecasting Financial Crashes: Revisit to Log-Periodic Power Law
Table 4
LPPL parameters of the best fit.
| Index | | | | | | | | RMSE |
| NASDAQ | 8.5382 | −0.0059 | −0.1787 | 0.8771 | 5.0295 | 406.3596 | 2.7165 | 0.0415 | NIKKEI | 10.6084 | −0.0026 | −0.1057 | 0.8430 | 5.8084 | 559.0452 | 5.2227 | 0.0239 | HSI | 10.1877 | −0.0175 | −0.0527 | 0.5663 | 5.1246 | 846.0001 | 4.6871 | 0.0290 | SSEC | 8.7598 | −0.0083 | 0.1961 | 0.7985 | 5.1113 | 638.0736 | 1.5897 | 0.0379 |
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