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We're running a CAPM model forecast alongside an ARCH model forecast and when we do the forecasts in the equation windows for the ARCH and get the graphic result, we're shown a table with among others the RMSE. However, in the CAPM model forecast, this window doesn't appear. How would one go about generating this table for the CAPM for those items?

Thanks!!

You'll have to provide more details on exactly what you're doing.