The purpose of this paper is to evaluate the forecasting performance of linear and non-linear generalized … autoregressive conditional heteroskedasticity (GARCH)–class models in terms of their in-sample and out-of-sample forecasting accuracy … for forecasting the volatility of both the TASI and the TIPISI in the context of petrochemical industries, as this model …

Different forecasting behaviors affect investors’ trading decisions and lead to qualitatively different asset price … forecasting future price changes, and the nature of their confidence when price changes are forecast, determine whether price … forecasting models of all participants that best fit the observed forecasting data were of the type that cause price bubbles and …