spb/wp12_uqo

1model,level,mean_viol_rate,pct_pass_kupiec,pct_pass_cc2Comb-InvMSE,0.01,0.016409524097803784,0.24,0.43Comb-InvMSE,0.05,0.049690334101817196,1.0,0.924Comb-Mean,0.01,0.016169875633370703,0.32,0.45Comb-Mean,0.05,0.0490481403863352,1.0,0.886EGARCH,0.01,0.02208035307219174,0.04,0.087EGARCH,0.05,0.05624972311192522,0.72,0.568GARCH,0.01,0.018923205338278227,0.12,0.129GARCH,0.05,0.052610878701760976,0.8,0.8410GJR,0.01,0.01888885283418011,0.08,0.0811GJR,0.05,0.052471798835824916,0.8,0.8412HAR,0.01,0.017346799425729618,0.12,0.213HAR,0.05,0.05035019758944672,0.96,0.8414HAR-CJ,0.01,0.017074059250988694,0.2,0.2815HAR-CJ,0.05,0.05078928498855507,0.96,0.816HARQ,0.01,0.0193904402950726,0.08,0.1217HARQ,0.05,0.05328404547399836,0.76,0.8418LASSO-X,0.01,0.01766271519993369,0.16,0.3219LASSO-X,0.05,0.05137868935534415,1.0,0.9620LSTM,0.01,0.018747590449693808,0.16,0.1221LSTM,0.05,0.05131203831634346,0.8,0.5622LightGBM-X,0.01,0.019315123790524934,0.12,0.1623LightGBM-X,0.05,0.05370348432760423,0.88,0.8424LogHAR,0.01,0.017908572651294766,0.2,0.225LogHAR,0.05,0.05155454647860535,0.96,0.9226Pooled-LGBM,0.01,0.01895930096747774,0.04,0.227Pooled-LGBM,0.05,0.05376876404530277,0.84,0.8428RF-X,0.01,0.01683254134973099,0.24,0.429RF-X,0.05,0.05059923313085025,0.96,0.8830RealGARCH,0.01,0.01793277586994325,0.24,0.2431RealGARCH,0.05,0.051833596651735404,0.92,0.8832Ridge-X,0.01,0.017947853299685804,0.16,0.2833Ridge-X,0.05,0.05162578680929252,0.96,0.9634SHAR,0.01,0.017885791163704652,0.16,0.2835SHAR,0.05,0.05219811644292873,0.76,0.7636Transformer,0.01,0.01972789489912787,0.16,0.1237Transformer,0.05,0.05142849100746865,0.88,0.4438XGBoost-X,0.01,0.0184098684009781,0.16,0.2439XGBoost-X,0.05,0.05241472090352499,0.92,0.8840