Interval Estimation on S&P 500 returns (rolling evaluation horizon)
97.5Coverage
GARIMA-OLS
Updated 1mo ago
Evaluation Results
| Method | Links | ||
|---|---|---|---|
2025.07 | 97.5 | 15 | |
2025.07 | 97.5 | 15 | |
2025.07 | 83.33 | 12.68 |
GARIMA-OLS
| Method | Links | ||
|---|---|---|---|
2025.07 | 97.5 | 15 | |
2025.07 | 97.5 | 15 | |
2025.07 | 83.33 | 12.68 |