A Regression Analysis on the Car Index in the Tehran Stock Exchange

One of the best ways to make money on capital market is buy shares stock exchange. The has a nonlinear and chaotic system that influenced by political, economic, psychological conditions, systems such as regression can be used predict prices. In this research, different models are used, each which measures information in way tests ability behaviour index prices with information. This paper examines linear regression, robust ridge polynomial elastic net historical daily data from 2018-07-01 2022-09-28 Car Tehran Stock Exchange. Based empirical results, it found R2 score been attained model. MSE, RMSE, MAE, for all have compared.