| 模型 | MSE | MAE |
| HAR | 0.003 | 0.001 |
| HAR-J | 0.002 | 0.000 |
| Lasso-HAR | 0.003 | 0.001 |
| Lasso-HAR-J | 0.000 | 0.000 |
| Lasso-NN | 0.002 | 0.001 |
| Lasso-NN-J | 1.000** | 1.000** |
| RF-HAR | 0.002 | 0.000 |
| RF-HAR-J | 0.002 | 0.000 |
| RF-NN | 0.265** | 0.240* |
| RF-NN-J | 0.860** | 0.851** |
| HARQ-RV-SJ | 0.228* | 0.219* |
| HARQF-RV-CJ | 0.228* | 0.211* |
| TVS-HAR | 0.711** | 0.718** |
| GARCH | 0.001 | 0.000 |
| TARCH | 0.002 | 0.000 |
| GJR | 0.000 | 0.000 |
| EGARCH | 0.000 | 0.000 |
