From: A model-free approach to do long-term volatility forecasting and its variants
 | GE-NoVaS | P-GE-NoVaS | GA-NoVaS | P-GA-NoVaS | GARCH-direct |
---|---|---|---|---|---|
2018-AAPL-1step | 2 | 4 | 3 | 1 | 6 |
2019-AAPL-1step | 4 | 1 | 3 | 2 | 5 |
2018-BAC-1step | 4 | 2 | 3 | 1 | 6 |
2019-BAC-1step | 6 | 1 | 4 | 2 | 3 |
2018-TSLA-1step | 5 | 4 | 1 | 2 | 3 |
2019-TSLA-1step | 4 | 1 | 5 | 2 | 3 |
2018-MCD-1step | 4 | 2 | 3 | 1 | 5 |
2019-MCD-1step | 3 | 1 | 4 | 2 | 6 |
2018-MSFT-1step | 2 | 3 | 1 | 4 | 5 |
2019-MSFT-1step | 5 | 2 | 3 | 1 | 4 |
2018-Djones-1step | 4 | 3 | 2 | 1 | 5 |
2019-Djones-1step | 4 | 1 | 3 | 2 | 5 |
2018-NASDAQ-1step | 1 | 4 | 3 | 2 | 6 |
2019-NASDAQ-1step | 5 | 2 | 3 | 1 | 4 |
2018-NYSE-1step | 2 | 4 | 1 | 3 | 5 |
2019-NYSE-1step | 4 | 1 | 2 | 3 | 5 |
2018-S &P500-1step | 4 | 2 | 3 | 1 | 5 |
2019-S &P500-1step | 4 | 1 | 3 | 2 | 5 |
11.2019–10.2020-IBM | 3 | 4 | 2 | 1 | 6 |
11.2019–10.2020-KO | 3 | 4 | 1 | 2 | 6 |
11.2019–10.2020-MCD | 2 | 4 | 1 | 3 | 5 |
11.2019–10.2020-SBUX | 3 | 4 | 2 | 1 | 6 |
11.2019–10.2020-CADJPY | 1 | 4 | 2 | 3 | 5 |
11.2019–10.2020-CNYJPY | 2 | 4 | 3 | 1 | 6 |
11.2019–10.2020-USDCNY | 4 | 2 | 3 | 1 | 5 |
11.2019–10.2020-EURJPY | 3 | 2 | 1 | 4 | 5 |
11.2019–10.2020-Djones | 3 | 4 | 2 | 1 | 6 |
11.2019–10.2020-S &P500 | 3 | 4 | 2 | 1 | 6 |
ARO | 3.357 | 2.679 | 2.464 | 1.821 | 5.071 |
CSR | 0.964 | 1.000 | 1.000 | 1.000 | 0.642 |
BMR | 0.071 | 0.250 | 0.214 | 0.464 | 0.000 |