Volatility forecasting on EUR/USD
0.19MAERegime-aware (label estimate)
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| Regime-aware (label estimate)selection=label estimate2026.03 | 0.19 | 0.45 | 0.17 | 0.31 | |
| HAR2026.03 | 0.2 | 0.5 | 0.07 | 0.76 | |
| Regime-aware (fixed prior)selection=fixed prior2026.03 | 0.21 | 0.47 | 0.16 | 0.45 | |
| Random selectionselection=random2026.03 | 0.24 | 0.49 | 0.18 | 0.48 | |
| GARCH(1,1)2026.03 | 0.26 | 0.47 | 0.2 | 0.52 | |
| GJR-GARCH2026.03 | 0.26 | 0.47 | 0.2 | 0.53 | |
| Rolling mean2026.03 | 0.27 | 0.54 | 0.18 | 0.64 | |
| One-shot learningmode=one-shot2026.03 | 0.37 | 0.63 | 0.28 | 0.76 |