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

Table 11

3 days ahead volatility prediction analysis of the fuzzy-EGARCH-ANN model.

The last 10 true value	T = 990	T = 991	T = 995	T = 997	T = 999
0.09341	0.09645
0.09764	0.06920	0.12499
0.13427	0.05264	0.05123
0.158434		0.01873
0.20099
0.15670			0.19983
0.07870			0.12573
0.09213			0.08569	0.07734
0.11422				0.05674
0.17372				0.04385	0.12499
					0.05123
					0.018729