目录Abstract21....................................................................................................................................................引言 32....................................................................................................................................................数据 63....................................................................................................................................................方法 73.1．模型的条件平均 73.2.模型的条件方差 83.3 预测方法 93.4 业绩预测评价 94.实证结果和讨论 125.结论 16References18Abstracthispaperisdesinedtomaeacomparisonbetweenthedailyconditionalvariancethrouhsevenmodels.hrouhhiscomparison,totestwhetheradvancedmodelsareoutperorminthestandardmodelsinpredictinthevarianceostocinde.hedatabaseothispaperisthestatisticso1stocindicesaroundtheworldrom1anuaryto3ovember13.yorecastinc—etepaheadconditionalvariancewithindierentmodels,thencomparetheresultswithinmultiplestatisticaltests.hrouhoutthetests,itisoundthatthestandardmodeloutperormsthemoreadvancedmodels,andrecommendsthebestonestepaheadmethodtoorecastothedailyconditionalvariance.heresultsaretostrenthentheperormanceevaluationcriteriachoicesdierentiatethemaretconditionandthedatasnoopinbias.hisstudyimpactthedatasnoopinproblembyusinanetensivecrosssectionaldataestablishandtheadvancedpredictiveabilitytest.Furthermore,itincludesa13years'periodsampleset,whichisrelativelylonortheunpredictabilityorecastinstudies.tispartotheearliestattemptstoinspecttheimpactothemaretconditionontheorecastinperormanceomodels.hisstudyallowsorareatchoiceoparameteriationinthemodels,anditusesabroadraneoperormanceevaluationcriteria,includinstatisticallossunctionandtheincearnowitreressions.hus,theresultsaremorerobustanddiuseJpplicableascomparedtotheearlieststudies.modelsvolatility,conditionalvariance,orecast,stocindices.1.引言波动性预测可以运用到投资组合选择，期权定价，风险管理和以波动性为基础的交易策略。GARCH 模型族被广泛的运用在模拟预测...
