Research Article
[Retracted] Analysis of Factors Influencing Stock Market Volatility Based on GARCH-MIDAS Model
Table 5
Investment performance of different models based on RV.
| | GARCH | GARCH-MIDAS (RV) | GARCH-MIDAS (RV + MCI) | GARCH-MIDAS (RV + IVA) | GARCH-MIDAS (RV + M2) | GARCH-MIDAS (RV + DFI) | GARCH-MIDAS (RV + CEPU) |
| | 5 | 1.545 | 1.670 | 1.801 | 1.790 | 1.840 | 1.805 | 1.796 | | 10 | 1.329 | 1.503 | 1.664 | 1.595 | 1.699 | 1.686 | 1.599 | | 15 | 1.260 | 1.332 | 1.493 | 1.320 | 1.582 | 1.480 | 1.436 | | 20 | 1.065 | 1.252 | 1.325 | 1.295 | 1.399 | 1.373 | 1.311 |
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