\begin{table}[htbp]\centering\small
\caption{Main (held-out): empirical 50/80/95\% coverage and PIT KS statistic}
\label{tab:main_calib_heldout}
\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 & 0.075 & 0.65 & 0.89 & 0.97 & 0.073 & 0.65 & 0.90 & 0.97 & 0.078 & 0.67 & 0.91 & 0.98 & 0.084 \\
Seasonal volatility & 0.55 & 0.82 & 0.94 & 0.026 & 0.54 & 0.82 & 0.94 & 0.026 & 0.55 & 0.82 & 0.94 & 0.028 & 0.55 & 0.82 & 0.95 & 0.029 \\
EWMA-$t$ & 0.53 & 0.83 & 0.97 & 0.018 & 0.53 & 0.84 & 0.97 & 0.019 & 0.54 & 0.84 & 0.97 & 0.024 & 0.55 & 0.85 & 0.97 & 0.030 \\
HAR-RV & 0.57 & 0.87 & 0.98 & 0.041 & 0.49 & 0.80 & 0.96 & 0.007 & 0.50 & 0.81 & 0.96 & 0.008 & 0.52 & 0.82 & 0.96 & 0.014 \\
GARCH(1,1)-$t$ & 0.53 & 0.83 & 0.96 & 0.018 & 0.54 & 0.84 & 0.97 & 0.022 & 0.55 & 0.85 & 0.97 & 0.029 & 0.58 & 0.87 & 0.98 & 0.042 \\
Ridge & 0.41 & 0.70 & 0.90 & 0.057 & 0.46 & 0.76 & 0.94 & 0.026 & 0.48 & 0.78 & 0.95 & 0.013 & 0.50 & 0.80 & 0.96 & 0.008 \\
Elastic net & 0.41 & 0.70 & 0.90 & 0.057 & 0.46 & 0.76 & 0.94 & 0.026 & 0.48 & 0.78 & 0.95 & 0.013 & 0.50 & 0.80 & 0.96 & 0.008 \\
LightGBM & 0.38 & 0.68 & 0.91 & 0.072 & 0.46 & 0.77 & 0.94 & 0.025 & 0.48 & 0.78 & 0.95 & 0.012 & 0.50 & 0.80 & 0.95 & 0.006 \\
MLP (1m) & 0.54 & 0.82 & 0.96 & 0.023 & 0.55 & 0.84 & 0.96 & 0.029 & 0.56 & 0.84 & 0.96 & 0.033 & 0.57 & 0.85 & 0.96 & 0.037 \\
TCN (1m) & 0.55 & 0.83 & 0.96 & 0.027 & 0.56 & 0.84 & 0.96 & 0.031 & 0.57 & 0.85 & 0.96 & 0.035 & 0.58 & 0.85 & 0.96 & 0.039 \\
MRPT-S (1m+5m+30m) & 0.54 & 0.82 & 0.95 & 0.024 & 0.55 & 0.83 & 0.96 & 0.026 & 0.56 & 0.84 & 0.96 & 0.030 & 0.56 & 0.84 & 0.96 & 0.033 \\
MRPT-S (1m only) & 0.54 & 0.82 & 0.95 & 0.023 & 0.55 & 0.83 & 0.96 & 0.026 & 0.56 & 0.84 & 0.96 & 0.029 & 0.56 & 0.85 & 0.96 & 0.034 \\
MRPT-B (1m+5m+30m) & 0.54 & 0.82 & 0.95 & 0.023 & 0.55 & 0.83 & 0.96 & 0.026 & 0.56 & 0.84 & 0.96 & 0.030 & 0.57 & 0.85 & 0.96 & 0.035 \\
\bottomrule
\end{tabular}
\end{adjustbox}
\end{table}