Study Examines Prediction Inference for GARCH-LSTM Hybrid Volatility Forecasting Models
A new arXiv paper addresses prediction inference for GARCH-LSTM hybrid models, which have become increasingly popular in volatility forecasting but have so far been studied almost exclusively for point forecasts.
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- 2026-11-11 05:00 · arXiv stat.ML
Prediction Inference for Hybrid Models on Realized Volatility Forecasting