The Volatility Forecasting Power of Financial Network Analysis

Table 1

The main econometric models for both the core and benchmark models.

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Panel A: in-the-sample core models

(1)

(2)

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Panel B: out-of-sample core models

(3)

(4)

(5)

(6)

(7)

(8)

---

Panel C: out-of-sample benchmark models

(9)

(10)

(11)

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Source: authors’ elaboration.