Regression results for simplified realized variance (in-sample).

This table reports the Mincer-Zarnowitz regression result for the model performance comparison regarding the in-sample simplified realized variance. SRV0 represents the single variable regression for our model only, SRV-G represents the model 1 is our model and model 2 is GARCH model defined in Eq (12); SRV-IG represents the model 1 is our model and model 2 is IGARCH model defined in Eq (12); SRV-TG represents the model 1 is our model and model 2 is TGARCH model defined in Eq (12). *, **, *** indicate statistical significance at 10%, 5% and 1% levels, respectively.