The prediction results of ARCH-t and GARCH-t models are similar, with the same trend and similar fluctuations. And because they considered expected losses, their forecasts were lower than the actual TLS return.
The prediction results of arch-t and garch-t models are similar, with the same trend and similar fluctuations. And because they consider the expected loss, their forecasts are lower than the actual TLS return.
The prediction results of ARCH-t and GARCH-t models are similar, with the same trend and similar fluctuations. And because they considered the expected losses, their predictions were lower than the actual TLS returns.