Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps

<table>Comparison of the out-of-sample forecasting performance of the SV, SV-RV, and SV-CJ model. In the figure, RV represents the true volatility; SV, SV-RV, and SV-CJ represent the forecast volatility of the SV, SV-RV, and SV-CJ model, respectively.</table>

Discrete Dynamics in Nature and Society

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Figure 2: Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps 