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Result GARCH
Result GARCH
Result GARCH
SARIMA-GARCH
Aug-22 6.0
Sep-22 6.6
Oct-22 5.4
Nov-22 4.6
SARIMA-GARCH SARIMA-GARCH SE SARIMA SARIMA-GARCH
5.08 0.8493 MSE in-sample 0.6185 0.3111
4.19 0.8197
4.03 1.6110
3.69 13.7459
4.2565
SARIMA-GARCH SARIMA-GARCH SE
5.08 0.6059
4.19 0.1557
4.03 0.0532
3.69 0.0001
0.2037