Muthulakshmi Angamuthu

Statistical and Economic Comparisons of Econometric, Linear, and Machine Learning Models

This study compares econometric, linear regression, and machine-learning models for forecasting five-day close-to-close volatility across 12 diversified US exchange-traded funds. The dataset covers 2,511 trading days from September 2016 to August 2026 and includes equities, bonds, precious metals, commodities, and real...