Forecasting of Global Market Prices of Major Financial Instruments

Table 11

Next month average predictions using GARCH models.

Model	AD	C	CL	ES	FS	GS	KC	US
GARCH	0.7826	413.800	58.294	2709	148.900	1321.367	142.100	148.153
TGARCH	0.7826	417.427	59.002	2709	148.247	1329.867	147.687	148.120
APARCH	0.7826	417.777	59.214	2709	148.880	1330.633	148.183	148.193
EGARCH	0.7826	417.317	59.091	2709	148.287	1335.567	142.883	148.140