Modeling and Forecasting Cryptocurrency Returns and Volatility: An Application of GARCH Models
Table 11b.
Estimation Period BNB-USD Continue
| Model | RMSE | RUNS | RUNM | AUTO | MEAN | VAR | | (A) | 12.4982 | * | * | *** | OK | *** | | (B) | 12.4978 | * | * | *** | OK | *** | | (C) | 175.596 | *** | *** | *** | *** | *** | | (D) | 123.624 | *** | *** | *** | *** | *** | | (E) | 79.777 | *** | *** | *** | *** | *** | | (F) | 129.02 | *** | *** | *** | *** | *** | | (G) | 189.837 | *** | *** | *** | *** | *** | | (H) | 13.1083 | *** | *** | *** | OK | *** | | (I) | 12.3759 | OK | OK | *** | OK | *** | | (J) | 13.0259 | ** | *** | *** | OK | *** | | (K) | 12.384 | OK | * | *** | OK | *** | | (L) | 13.9405 | *** | *** | *** | OK | *** | | (M) | 12.3127 | * | * | *** | OK | *** | | (N) | 12.3121 | * | * | *** | OK | *** | | (O) | 12.3187 | * | * | *** | OK | *** | | (P) | 12.3295 | * | * | *** | OK | *** | | (Q) | 12.3194 | * | * | *** | OK | *** |
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