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Table 4 Forecast comparison using Tether return volatility

From: Forecasting returns volatility of cryptocurrency by applying various deep learning algorithms

 

RMSE

MAE

Testing

Training

Testing

Training

NNETAR

0.0001

0.0005

0.0002

0.0003

CSS

0.0002

0.0001

0.0002

0.0004

GMDH-NN

0.0001

0.0009

0.0001

0.0004

  1. Bold indicates minimum the RMSE and MAE of the model, more efficient the model is
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