Figure 5
Figure 5 Refer to the image caption for details.

From the top left to the right, first row: (a) real data vs CIR# and (b) real data vs HW model; from the top left to the right, second row: (a) real data vs EWMA and (b) real data vs ARIMA-EGARCH*; from the top left to the right, third row: (a) real data vs SARIMA* and (b) real data vs DNNAR*

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