Table 5 RMSE table of the models Model...

Table 5

RMSE table of the models

Model	RMSE with historical volatility	RMSE with stochastic volatility
KNN	11.28885	11.40038
RF	15.35954	15.47832
MLP	22.12773	22.7533
CNN	16.44995	17.78624
L-S	69.93252	74.32405

Source(s): Table by authors

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