The volatility mechanism and intelligent fusion forecast of new energy stock prices

Financial Innovation

Table 4 Model’s stock index closing price prediction accuracy metrics

Forecasting models	R²	MAE	MSE	RMSE	MAPE	TIME
EWT-S-ALOSVR	0.9999	0.9938	1.4523	1.2051	0.05%	39.0849
EWT-GRNN	0.8032	38.3487	2206.0237	46.9683	1.86%	43.5990
EWT-SVR	0.8313	36.6347	1891.1719	43.4876	1.75%	31.9757
ARMA(1,2)-GARCH(1,1)	0.9234	24.3500	858.9023	29.3070	1.15%	23.4357
EWT-RNN	0.9031	27.3415	1085.9663	32.9540	1.30%	166.5626
EWT-CNNRNN	0.9038	27.0270	1078.4001	32.8390	1.29%	202.4555
EWT-LSTM	0.8529	35.0267	1648.8686	40.6063	1.69%	223.8612
EWT-CNN	0.9037	27.4515	1079.1984	32.8512	1.32%	155.4874
EWT-PSOSVR	0.8152	38.6043	2071.8264	45.5173	1.86%	380.8867