用GARCH模型预测股票指数波动率.docxVIP

用 GARCH 模 型 预 测 股 票 指 数 波 动 率 目录 Abstract 1 JanuarydifferentThis paper is designed to make a comparison between the daily conditional variance through seven GRACH models. Through this comparison, to test whether advanced GARCH models are outperforming the standard GARCH models in predicting the variance of stock index. The database of this paper is the statistics of 21 stock indices around the world from to 30 1 January different The results are to strengthen the performance evaluation criteria choices; differentiate the market condition and the data-snooping bias. This study impact the data-