The article compares different models for predicting how stock prices will change in the future. They looked at three Nordic stock market indexes and found that more complex models work better when looking at past data, but when it comes to predicting the future, simpler models can be just as good. The researchers also discovered that the best model for predicting future stock prices can change depending on the method used to measure its accuracy. This shows that choosing the right model for forecasting stock market volatility is crucial for making accurate predictions.