\begin{table}[htbp]\centering\small
\caption{Final: mean WIS of the cumulative-return forecast by horizon (minutes)}
\label{tab:final_wis}
\begin{adjustbox}{max width=\textwidth}
\begin{tabular}{lcccc}
\toprule
Model & $H=5$ & $H=15$ & $H=30$ & $H=60$ \\
\midrule
Random walk (trailing RMS) & 0.0009 {\scriptsize[0.0008, 0.0009]} & 0.0014 {\scriptsize[0.0014, 0.0015]} & 0.0020 {\scriptsize[0.0019, 0.0021]} & 0.0028 {\scriptsize[0.0026, 0.0029]} \\
Seasonal volatility & 0.0008 {\scriptsize[0.0008, 0.0009]} & 0.0014 {\scriptsize[0.0013, 0.0015]} & 0.0019 {\scriptsize[0.0018, 0.0020]} & 0.0027 {\scriptsize[0.0025, 0.0028]} \\
EWMA-$t$ & 0.0008 {\scriptsize[0.0008, 0.0009]} & 0.0014 {\scriptsize[0.0013, 0.0015]} & 0.0019 {\scriptsize[0.0018, 0.0020]} & 0.0027 {\scriptsize[0.0025, 0.0028]} \\
HAR-RV & 0.0008 {\scriptsize[0.0008, 0.0009]} & 0.0014 {\scriptsize[0.0013, 0.0015]} & 0.0019 {\scriptsize[0.0018, 0.0020]} & 0.0026 {\scriptsize[0.0025, 0.0028]} \\
GARCH(1,1)-$t$ & 0.0008 {\scriptsize[0.0008, 0.0009]} & 0.0014 {\scriptsize[0.0013, 0.0015]} & 0.0019 {\scriptsize[0.0018, 0.0020]} & 0.0027 {\scriptsize[0.0025, 0.0028]} \\
Ridge & 0.0008 {\scriptsize[0.0008, 0.0009]} & 0.0014 {\scriptsize[0.0013, 0.0015]} & 0.0019 {\scriptsize[0.0018, 0.0020]} & 0.0026 {\scriptsize[0.0025, 0.0028]} \\
Elastic net & 0.0008 {\scriptsize[0.0008, 0.0009]} & 0.0014 {\scriptsize[0.0013, 0.0015]} & 0.0019 {\scriptsize[0.0018, 0.0020]} & 0.0026 {\scriptsize[0.0025, 0.0028]} \\
LightGBM & 0.0008 {\scriptsize[0.0008, 0.0009]} & 0.0014 {\scriptsize[0.0013, 0.0015]} & 0.0019 {\scriptsize[0.0018, 0.0020]} & 0.0026 {\scriptsize[0.0025, 0.0028]} \\
MLP (1m) & 0.0008 {\scriptsize[0.0008, 0.0009]} & 0.0014 {\scriptsize[0.0013, 0.0015]} & 0.0019 {\scriptsize[0.0018, 0.0020]} & 0.0026 {\scriptsize[0.0025, 0.0028]} \\
TCN (1m) & 0.0008 {\scriptsize[0.0008, 0.0009]} & 0.0014 {\scriptsize[0.0013, 0.0015]} & 0.0019 {\scriptsize[0.0018, 0.0020]} & 0.0026 {\scriptsize[0.0025, 0.0028]} \\
MRPT-S (1m+5m+30m) & 0.0008 {\scriptsize[0.0008, 0.0009]} & 0.0014 {\scriptsize[0.0013, 0.0015]} & 0.0019 {\scriptsize[0.0018, 0.0020]} & 0.0026 {\scriptsize[0.0025, 0.0028]} \\
MRPT-S (1m only) & 0.0008 {\scriptsize[0.0008, 0.0009]} & 0.0014 {\scriptsize[0.0013, 0.0015]} & 0.0019 {\scriptsize[0.0018, 0.0020]} & 0.0026 {\scriptsize[0.0025, 0.0028]} \\
MRPT-B (1m+5m+30m) & 0.0008 {\scriptsize[0.0008, 0.0009]} & 0.0014 {\scriptsize[0.0013, 0.0015]} & 0.0019 {\scriptsize[0.0018, 0.0020]} & 0.0026 {\scriptsize[0.0025, 0.0028]} \\
\bottomrule
\end{tabular}
\end{adjustbox}
\begin{minipage}{0.95\textwidth}\scriptsize Cluster-bootstrap (trading-day) 95\% intervals in brackets.\end{minipage}
\end{table}