Prediction performances in terms of MSE on testing sets.

Prediction performances in terms of MSE on testing sets.</p

An illustrative structure of a LSTM unit.

An illustrative structure of a LSTM unit.</p

Summary of the datasets in China and the US.

Summary of the datasets in China and the US.</p

S1 Dataset -

(RAR)</p

The price dynamics of CSI300 and S&P500 index futures.

The price dynamics of CSI300 and S&P500 index futures.</p

The realized and predicted volatilities of CSI300 and S&P500 index futures.

The realized and predicted volatilities of CSI300 and S&P500 index futures.</p

Prediction performances in terms of MAE on testing sets.

Prediction performances in terms of MAE on testing sets.</p

Prediction performances in terms of NMSE on testing sets.

Prediction performances in terms of NMSE on testing sets.</p

The procedure of the volatility prediction scheme using ANN or LSTM.

The procedure of the volatility prediction scheme using ANN or LSTM.</p

Summary statistics of CSI300 and S&P500 index futures.

Summary statistics of CSI300 and S&P500 index futures.</p