Improving Forecasts of the EGARCH Model Using Artificial Neural Network and Fuzzy Inference System

Table 10

The estimated parameters of the fuzzy-EGARCH-ANN model on the first 800 simulated data points.

Parameters	Coefficients
	−0.135551 3333
	−0.748310
	0.400564
	0.902197
	−0.357340
	0.503465
	0.138148
	0.117398
	−0.042051
	−0.743902
	−0.486475
	0.476170
	0.681418
	−0.476920
	1.045201
	−0.565138
	0.220023
	−0.071607
	−0.625098
	−0.289472
	0.601564
	0.596101
	−0.473408
	1.026555
	−0.507309
	0.218524
	−0.044271