Journal of Probability and Statistics / 2020 / Article / Tab 11

Research Article

Forecasting of Global Market Prices of Major Financial Instruments

Table 11

Next month average predictions using GARCH models.

ModelADCCLESFSGSKCUS

GARCH0.7826413.80058.2942709148.9001321.367142.100148.153
TGARCH0.7826417.42759.0022709148.2471329.867147.687148.120
APARCH0.7826417.77759.2142709148.8801330.633148.183148.193
EGARCH0.7826417.31759.0912709148.2871335.567142.883148.140

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