Taking 5-minutes high-frequency mock trading data of CSI300 index futures as example,the out-of-sample daily volatility predictions of these models are calculated by using rolling predicting method,and a bootstrap SPA test is used to evaluate the predicting accuracy for different historical volatility models and realized volatility models.The empirical results show that,realized volatility model based on high-frequency data and the extended SV model are superior to other models.However the GARCH...