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1model,mean,median2Comb-InvMSE,-5.1934327818417625,12.5509793356971063Comb-Mean,9.691354221161998,12.7306772649812394EGARCH,2.928264622176986,-0.88754189381530995GARCH,16.774525671818598,9.9734562589567526GJR,10.357111325286674,6.7596072776570517HAR-CJ,-0.7938433606298817,-3.8051948167415188HARQ,-78.72018511410111,-40.147957184715669LASSO-X,-40.92217616260573,-23.0224363201626210LSTM,32.91314754343049,39.7964495705084311LightGBM-X,-121.24961105867428,-95.3559721143588512LogHAR,-30.582639363921547,-14.6534512345970513Pooled-LGBM,-68.55205994642397,-59.5134967484574114RF-X,-51.57163050086205,-46.52174246128776515RealGARCH,-13.106005015756327,11.84596254153493416Ridge-X,-47.07963860002751,-23.8977552456485217SHAR,-42.41397482110281,-32.1283060274647518Transformer,-19.39975831477501,-14.20180293994218219XGBoost-X,-90.41074080631864,-50.74695832246220