Two volatility forecasting evaluation measures are considered; the squared one-day ahead forecast error and its … standardized version. The mean squared forecast error is the widely accepted evaluation function for the realized volatility … standardized with its volatility. The statistical properties of the forecast errors point the standardized version as a more …

policy environment, have led to continuous changes in its stock price and increased stock price volatility. By calculating … Green Power 50 Index has chaotic characteristics, and the data indicate strong volatility and uncer‑ tainty. This study …