Improving Forecasts of the EGARCH Model Using Artificial Neural Network and Fuzzy Inference System

Table 6

5 days ahead volatility prediction analysis of the fuzzy-EGARCH-ANN model.

The last 10 true value	T = 1190	T = 1193	T = 1195	T = 1197	T = 1199
0.08284	0.09130
0.13254	0.03657
0.23432	0.01444
0.10648	0.005619	0.10727
0.14338	0.00215	0.00560
0.15761		0.00002	0.14810
0.13004		0.00002	0.01311
0.11667		0.00002	0.00080	0.09362
0.14062			0.00002	0.01987
0.06576			0.00002	0.00512	0.04048
—				0.00156	0.00184
—				0.00055	0.00002
—					0.00002
—					0.00002