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

Table 5

The loss functions of out-of-sample forecasts.

	MAE	HMAE	MSE	HMSE	QLIKE	𝑅^2LOG
SV	1.3145	1.9953	1.0463	7.0803	1.4152	0.6488
SV-RV	1.4186	3.1494	1.1515	8.2392	1.4127	0.7103
SV-CJ	1.2636	1.4354	0.8932	7.6884	1.3878	0.5871

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