Interval Estimation on S&P 500 returns (rolling evaluation horizon)
97.5CoverageGARIMA-OLS
Evaluation results
| Method | Links | ||
|---|---|---|---|
| GARIMA-OLSNominal interval level=95%, Interval construction method=Block bootstrap prediction intervals2025.07 | 97.5 | 15 | |
| GARIMA-RidgeNominal interval level=95%, Interval construction method=Block bootstrap prediction intervals2025.07 | 97.5 | 15 | |
| ARIMANominal interval level=95%, Interval construction method=Mean CI for the conditional mean2025.07 | 83.33 | 12.68 |