Forecasting Stock Market Volatility Using Hybrid of Adaptive Network of Fuzzy Inference System and Wavelet Functions

Table 5

The WT function of output variable for 80% dataset.

WT function		ME	MAE	MAPE
Haar	ARIMA(0, 1, 1) with drift	0.0003965	0.0041307	0.0889295
Db4	ARIMA(0, 1, 0)	0.0005757	0.0047082	0.0954798
LA-8	ARIMA(1, 1, 0) with drift	0.0000053	0.0032142	0.0644968
BL14	ARIMA(1, 1, 0) with drift	0.0000096	0.0032940	0.0655779
C6	ARIMA(1, 1, 0) with drift	0.0000330	0.0033147	0.0660498