Table 3.

The predictive means, SD’s and 95% credibility intervals for volatilities at times $T=1001,..,1005$ based on 100 replicates

	$h_{1000+1}$	$h_{1000+2}$	$h_{1000+3}$	$h_{1000+4}$	$h_{1000+5}$
True	0.2304	0.1984	0.1898	0.1872	0.1823
Mean	0.2402	0.2051	0.1948	0.1915	0.1905
	(0.2254,0.2550)	(0.1953,0.2149)	(0.1851,0.2046)	(0.1817,0.2014)	(0.1805,0.2005)
SD	0.0813	0.0534	0.0530	0.0538	0.0542