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Table 3 Performance of forecasting models on daily volatility forecasting

From: Extreme learning with chemical reaction optimization for stock volatility prediction

Forecasting ModelError StatisticMAPEARV
TrainingTestingTrainingTesting
ELCROMinimum0.0006820.0002930.0002130.000215
Maximum0.0545020.0324220.0375100.053958
Average0.0160550.0215310.0312920.033505
Std. Deviation0.0028150.0244350.0038270.015142
PSO-ELMMinimum0.0004570.0004590.0001500.000420
Maximum0.0762550.0692500.0639500.115150
Average0.0202610.0273000.0371460.038937
Std. Deviation0.0151010.0205620.0111840.045143
GA-ELMMinimum0.0008450.0004580.0004550.000388
Maximum0.0273580.0357550.0952500.243922
Average0.027050.0327850.0384140.049606
Std. Deviation0.0032210.0040690.0246360.050927
GD-ELMMinimum0.0008350.0041520.0005030.001055
Maximum0.0792500.0782500.1179500.098250
Average0.0320060.0365070.0639890.071317
Std. Deviation0.0255810.0153740.0312470.010009