Protection and Control of Modern Power Systems

Table 4 ACI value of Asymmetric GARCH-M1 Models

From: Asymmetric GARCH type models for asymmetric volatility characteristics analysis and wind power forecasting

GJR-M¹				APARCH-M¹			EGARCH-M¹
	Normal	t	G	Normal	t	G	Normal	t	G
ACI	0.594	0.564	0.582	0.789	0.429	0.710	0.788	0.609	0.718

Bold entries are all ACIs with t-distribution that have the lowest value

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