响中不存在非对称性。 4.6 模型的预测
选择GARCH(1,1)模型进行预测，预测结果如下。
3210-1-2-3930Forecast: RF1Actual: RForecast sample: 930 960Included observations: 28Root Mean Squared Error Mean Absolute Error Mean Abs. Percent Error Theil Inequality Coefficient Bias Proportion Variance Proportion Covariance Proportion 935940RF1945950?2 S.E.9559602.0610611.503282100.00001.0000000.180765NANA1.551.501.451.401.351.301.251.20930935940945950955960Forecast of Variance
图4.13 GARCH(1,1)模型
预测值为0，而且预测协方差误与方差误没有显示。
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