\begin{table}[htbp]\centering\small \caption{Final: empirical 50/80/95\% coverage and PIT KS statistic} \label{tab:final_calib} \begin{adjustbox}{max width=\textwidth} \begin{tabular}{lcccccccccccccccc} \toprule Model & \multicolumn{4}{c}{$H=5$} & \multicolumn{4}{c}{$H=15$} & \multicolumn{4}{c}{$H=30$} & \multicolumn{4}{c}{$H=60$} \\ & 50 & 80 & 95 & KS & 50 & 80 & 95 & KS & 50 & 80 & 95 & KS & 50 & 80 & 95 & KS \\ \midrule Random walk (trailing RMS) & 0.64 & 0.88 & 0.96 & 0.074 & 0.66 & 0.89 & 0.97 & 0.080 & 0.66 & 0.90 & 0.97 & 0.083 & 0.68 & 0.91 & 0.98 & 0.089 \\ Seasonal volatility & 0.56 & 0.82 & 0.94 & 0.032 & 0.56 & 0.83 & 0.95 & 0.034 & 0.56 & 0.83 & 0.95 & 0.035 & 0.57 & 0.83 & 0.95 & 0.037 \\ EWMA-$t$ & 0.53 & 0.83 & 0.97 & 0.021 & 0.54 & 0.84 & 0.97 & 0.025 & 0.55 & 0.85 & 0.97 & 0.029 & 0.56 & 0.86 & 0.97 & 0.035 \\ HAR-RV & 0.60 & 0.89 & 0.99 & 0.055 & 0.50 & 0.81 & 0.96 & 0.008 & 0.48 & 0.80 & 0.96 & 0.013 & 0.49 & 0.80 & 0.96 & 0.010 \\ GARCH(1,1)-$t$ & 0.52 & 0.82 & 0.96 & 0.020 & 0.54 & 0.84 & 0.97 & 0.021 & 0.55 & 0.85 & 0.97 & 0.028 & 0.57 & 0.86 & 0.97 & 0.039 \\ Ridge & 0.37 & 0.67 & 0.90 & 0.076 & 0.47 & 0.77 & 0.95 & 0.018 & 0.48 & 0.78 & 0.95 & 0.018 & 0.49 & 0.79 & 0.96 & 0.013 \\ Elastic net & 0.37 & 0.67 & 0.90 & 0.076 & 0.47 & 0.77 & 0.95 & 0.019 & 0.48 & 0.78 & 0.95 & 0.018 & 0.49 & 0.80 & 0.96 & 0.013 \\ LightGBM & 0.38 & 0.67 & 0.90 & 0.075 & 0.44 & 0.75 & 0.94 & 0.037 & 0.48 & 0.79 & 0.95 & 0.014 & 0.50 & 0.80 & 0.96 & 0.012 \\ MLP (1m) & 0.55 & 0.83 & 0.96 & 0.027 & 0.57 & 0.85 & 0.96 & 0.036 & 0.58 & 0.85 & 0.96 & 0.041 & 0.58 & 0.86 & 0.96 & 0.044 \\ TCN (1m) & 0.55 & 0.84 & 0.96 & 0.030 & 0.58 & 0.85 & 0.96 & 0.039 & 0.58 & 0.86 & 0.96 & 0.042 & 0.59 & 0.86 & 0.96 & 0.047 \\ MRPT-S (1m+5m+30m) & 0.55 & 0.83 & 0.96 & 0.028 & 0.57 & 0.85 & 0.96 & 0.035 & 0.57 & 0.85 & 0.96 & 0.038 & 0.58 & 0.85 & 0.96 & 0.041 \\ MRPT-S (1m only) & 0.55 & 0.83 & 0.96 & 0.027 & 0.57 & 0.84 & 0.96 & 0.034 & 0.57 & 0.85 & 0.96 & 0.037 & 0.58 & 0.85 & 0.96 & 0.040 \\ MRPT-B (1m+5m+30m) & 0.55 & 0.83 & 0.96 & 0.028 & 0.57 & 0.84 & 0.96 & 0.035 & 0.57 & 0.85 & 0.96 & 0.039 & 0.58 & 0.85 & 0.96 & 0.041 \\ \bottomrule \end{tabular} \end{adjustbox} \end{table}