Modeling Chaotic Behavior of Chittagong Stock Indices

Table 9

Performances for testing data.

Forecasting models	cse-all			cse-30
	RMSE	CC	𝑅^2	RMSE	CC	𝑅^2
GA	5.37	0.96	0.92	6.48	0.94	0.88
ANFIS	6.93	0.94	0.88	5.59	0.97	0.94
GARCH	8.58	0.89	0.79	7.89	0.90	0.81

Note: We considered February 1, 2005 to May 5, 2011 as a testing period.