1\begin{table}[htbp]\centering\small2\caption{Final: mean QLIKE of the cumulative-return forecast by horizon (minutes)}3\label{tab:final_qlike}4\begin{adjustbox}{max width=\textwidth}5\begin{tabular}{lcccc}6\toprule7Model & $H=5$ & $H=15$ & $H=30$ & $H=60$ \\8\midrule9Random walk (trailing RMS) & -12.0721 {\scriptsize[-12.1423, -12.0019]} & -11.0128 {\scriptsize[-11.0775, -10.9462]} & -10.3512 {\scriptsize[-10.4146, -10.2855]} & -9.7001 {\scriptsize[-9.7633, -9.6353]} \\10Seasonal volatility & -12.1357 {\scriptsize[-12.2191, -12.0435]} & -11.0848 {\scriptsize[-11.1592, -11.0114]} & -10.4138 {\scriptsize[-10.4907, -10.3363]} & -9.7500 {\scriptsize[-9.8274, -9.6687]} \\11EWMA-$t$ & -12.2061 {\scriptsize[-12.2791, -12.1321]} & -11.1310 {\scriptsize[-11.1968, -11.0666]} & -10.4492 {\scriptsize[-10.5184, -10.3819]} & -9.7710 {\scriptsize[-9.8416, -9.6998]} \\12HAR-RV & -12.0330 {\scriptsize[-12.0960, -11.9604]} & -11.1228 {\scriptsize[-11.1882, -11.0474]} & -10.4622 {\scriptsize[-10.5299, -10.3907]} & -9.8103 {\scriptsize[-9.8828, -9.7359]} \\13GARCH(1,1)-$t$ & -12.1371 {\scriptsize[-12.2086, -12.0683]} & -11.0696 {\scriptsize[-11.1337, -11.0053]} & -10.3881 {\scriptsize[-10.4569, -10.3179]} & -9.7067 {\scriptsize[-9.7772, -9.6299]} \\14Ridge & -12.0179 {\scriptsize[-12.0953, -11.9230]} & -11.1345 {\scriptsize[-11.2015, -11.0657]} & -10.4763 {\scriptsize[-10.5456, -10.4054]} & -9.8201 {\scriptsize[-9.8935, -9.7436]} \\15Elastic net & -12.0174 {\scriptsize[-12.0950, -11.9222]} & -11.1343 {\scriptsize[-11.2014, -11.0655]} & -10.4761 {\scriptsize[-10.5455, -10.4053]} & -9.8199 {\scriptsize[-9.8934, -9.7432]} \\16LightGBM & 322.4545 {\scriptsize[31.5701, 790.5122]} & -11.0927 {\scriptsize[-11.1677, -11.0127]} & -10.4677 {\scriptsize[-10.5403, -10.3934]} & -9.8283 {\scriptsize[-9.9018, -9.7505]} \\17MLP (1m) & -12.2193 {\scriptsize[-12.2913, -12.1409]} & -11.1480 {\scriptsize[-11.2171, -11.0748]} & -10.4766 {\scriptsize[-10.5465, -10.4055]} & -9.8164 {\scriptsize[-9.8876, -9.7426]} \\18TCN (1m) & -12.2413 {\scriptsize[-12.3171, -12.1657]} & -11.1676 {\scriptsize[-11.2342, -11.1007]} & -10.4932 {\scriptsize[-10.5623, -10.4257]} & -9.8291 {\scriptsize[-9.9009, -9.7583]} \\19MRPT-S (1m+5m+30m) & -12.2465 {\scriptsize[-12.3233, -12.1702]} & -11.1759 {\scriptsize[-11.2434, -11.1087]} & -10.5029 {\scriptsize[-10.5731, -10.4339]} & -9.8427 {\scriptsize[-9.9153, -9.7696]} \\20MRPT-S (1m only) & -12.2437 {\scriptsize[-12.3205, -12.1674]} & -11.1721 {\scriptsize[-11.2397, -11.1047]} & -10.4979 {\scriptsize[-10.5683, -10.4282]} & -9.8353 {\scriptsize[-9.9076, -9.7599]} \\21MRPT-B (1m+5m+30m) & -12.2445 {\scriptsize[-12.3188, -12.1696]} & -11.1733 {\scriptsize[-11.2399, -11.1065]} & -10.5005 {\scriptsize[-10.5700, -10.4328]} & -9.8398 {\scriptsize[-9.9097, -9.7707]} \\22\bottomrule23\end{tabular}24\end{adjustbox}25\begin{minipage}{0.95\textwidth}\scriptsize Cluster-bootstrap (trading-day) 95\% intervals in brackets.\end{minipage}26\end{table}