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

Table 3

The loss functions of in-sample forecasts.

	MAE	HMAE	MSE	HMSE	QLIKE	𝑅^2LOG
SV	2.3879	0.7237	1.0140	34.830	2.2034	0.4572
SV-RV	2.3197	0.7104	0.9862	32.099	2.1941	0.4377
SV-CJ	2.2951	0.6736	0.8440	31.167	2.1983	0.4203

The bold part is the minimum value of each loss function.