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

Table 5

The estimated parameters of the fuzzy-EGARCH-ANN model on the first 1000 simulated data points.

Parameters	Coefficients
	2.384303
	−0.489804
	0.725490
	1.2661273
	0.456758
	−0.164144
	−2.026308
	0.697262
	0.1068855
	0.272422
	−0.056937
	−0.356486
	−0.003542
	1.106064
	2.169738
	0.293315
	−0.024236
	−0.20663