Research Article
Improving Forecasts of the EGARCH Model Using Artificial Neural Network and Fuzzy Inference System
Table 7
The parameters used for the fuzzy-EGARCH-ANN model to simulate data.
| | Parameters | Coefficients |
| | 0.140625 | | −0.084375 | | 0.28125 | | 0.140625 | | −0.196875 | | −0.140625 | | −0.28125 | | −0.140625 | | 0.140625 | | 0.140625 | | −0.196875 | | −0.084375 | | 0.28125 | | −0.253125 | | 0.309375 | | 0.140625 | | −0.225 | | −0.225 |
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