1model,reference,metric,H,diff,lo,hi,dm_t,dm_p,lag,n,rel_diff2elastic_net,naive_rw,qlike,5,0.0562466608445949,-0.03553235529055815,0.15477176618355695,1.295634845860755,0.19510131803999808,3,594,56246660844.59493elastic_net,naive_rw,qlike,15,-0.044686961077889775,-0.07813750182886588,-0.015358549332493015,-3.4120566208356164,0.0006447471950170591,3,594,-44686961077.889784elastic_net,naive_rw,qlike,30,-0.04201234919929227,-0.058588152506719726,-0.025928943186165978,-4.344009145558422,1.3990568683119875e-05,3,594,-42012349199.292275elastic_net,naive_rw,qlike,60,-0.03232799216346778,-0.049494480856300475,-0.017016436390245998,-3.7318195415324578,0.00019010166960753416,6,594,-32327992163.467786ewma,naive_rw,qlike,5,0.050898066858960735,0.011999304234039823,0.0958289052567909,2.376425494154763,0.017481291398740106,3,594,50898066858.960747ewma,naive_rw,qlike,15,0.03242527488586733,0.012688982040982935,0.05143095696233576,2.4752450083233524,0.01331448009938363,3,594,32425274885.867338ewma,naive_rw,qlike,30,0.03711733585358672,0.022146794934093123,0.05183525555029887,3.597060872085331,0.00032183318770973024,3,594,37117335853.586729ewma,naive_rw,qlike,60,0.03464167527612963,0.021236293737163195,0.048362865972346424,3.4668066012883734,0.0005266806900439125,6,594,34641675276.1296310garch_t,naive_rw,qlike,5,-0.02607756845123628,-0.05831544928746521,0.0089707401839068,-1.8732427764257857,0.06103486782569534,3,594,-26077568451.2362811garch_t,naive_rw,qlike,15,-0.03567210668805127,-0.05303029726825487,-0.019644109026526413,-5.867095659770135,4.434948408515993e-09,3,594,-35672106688.0512712garch_t,naive_rw,qlike,30,-0.03454114772023159,-0.04823251817291174,-0.022419717796946934,-7.734045993930908,1.0436096431476471e-14,3,594,-34541147720.2315913garch_t,naive_rw,qlike,60,-0.03411771606131756,-0.049438904200955675,-0.020276866881890877,-7.417443359275799,1.1945999744966684e-13,6,594,-34117716061.31756214har_rv,naive_rw,qlike,5,-0.041854579752702264,-0.08259684932436766,0.0044793725298969125,-2.3191344700178727,0.020387746255162487,3,594,-41854579752.7022615har_rv,naive_rw,qlike,15,-0.05028546133571223,-0.0709208327460995,-0.03139335951898905,-5.698629475405425,1.2077439270896662e-08,3,594,-50285461335.71223416har_rv,naive_rw,qlike,30,-0.047963741330352146,-0.06159516638374651,-0.03547791327298418,-7.394321090142585,1.4210854715202004e-13,3,594,-47963741330.3521517har_rv,naive_rw,qlike,60,-0.03892776050449803,-0.05290284201936001,-0.02620136747361629,-6.209987567067284,5.298879113269095e-10,6,594,-38927760504.4980318lightgbm,naive_rw,qlike,5,0.18526176804937824,0.07262999211411833,0.30096499293439555,3.328864907838624,0.000872006897183919,3,594,185261768049.3782319lightgbm,naive_rw,qlike,15,-0.017089973926312042,-0.04881491773122819,0.012241717886358555,-1.1717363803691694,0.24130291201576481,3,594,-17089973926.31204220lightgbm,naive_rw,qlike,30,-0.016832796462704455,-0.03873939874667027,0.007287573214362261,-1.283670254182476,0.1992573565845146,3,594,-16832796462.70445621lightgbm,naive_rw,qlike,60,-0.0274436389513025,-0.042434461402093684,-0.012717265351665662,-3.3576575283309134,0.0007860593862338838,6,594,-27443638951.302522mlp,naive_rw,qlike,5,-0.02657912145743436,-0.05347140424108275,0.001290004758788897,-2.0070977566889416,0.044739255056225335,3,594,-26579121457.4343623mlp,naive_rw,qlike,15,-0.0350058165183931,-0.053245853577619705,-0.017123413811028984,-4.228773933712727,2.3496829956615173e-05,3,594,-35005816518.39310524mlp,naive_rw,qlike,30,-0.0316662072605214,-0.04109026700373725,-0.02190785230115358,-6.202431591086403,5.559734894688972e-10,3,594,-31666207260.52139725mlp,naive_rw,qlike,60,-0.023580338960661192,-0.03342742002533084,-0.013816060761716802,-4.547184426301763,5.436835336158907e-06,6,594,-23580338960.66119426mrpt_tiny_copula_indep,naive_rw,qlike,5,-0.0168893696111046,-0.05058853870045024,0.022735056301507902,-1.181098665057229,0.23756353020299326,3,594,-16889369611.10459927mrpt_tiny_copula_indep,naive_rw,qlike,15,-0.028468253734510732,-0.04621329677619587,-0.009516950145261677,-3.206405177703074,0.001344045929809523,3,594,-28468253734.51073528mrpt_tiny_copula_indep,naive_rw,qlike,30,-0.023773576987752502,-0.03553583026710316,-0.011428749758963262,-3.224003527548255,0.001264118424544547,3,594,-23773576987.75250229mrpt_tiny_copula_indep,naive_rw,qlike,60,-0.0238566359837571,-0.03113167334394746,-0.017158268946836756,-5.225738455782806,1.734614099024867e-07,6,594,-23856635983.75710330mrpt_tiny_copula,naive_rw,qlike,5,-0.04108761359245802,-0.07420336965877697,-0.0008386559327041939,-2.8942687240611735,0.003800427614016444,3,594,-41087613592.4580231mrpt_tiny_copula,naive_rw,qlike,15,-0.035620715041175095,-0.04756210207776278,-0.023134943088481064,-6.038607014301195,1.5545031928354547e-09,3,594,-35620715041.17509532mrpt_tiny_copula,naive_rw,qlike,30,-0.03139124165551937,-0.03980487881364098,-0.022560821292471063,-6.581179958567033,4.667288777682188e-11,3,594,-31391241655.51936733mrpt_tiny_copula,naive_rw,qlike,60,-0.027084454392699332,-0.03354699545525136,-0.021093241793461347,-6.631143788087944,3.330957731861872e-11,6,594,-27084454392.69933334mrpt_tiny,naive_rw,qlike,5,-0.019221497016700007,-0.05830848051758668,0.025864387512862776,-1.1583171007283912,0.24673465528820082,3,594,-19221497016.7000135mrpt_tiny,naive_rw,qlike,15,-0.030551772924774064,-0.044879480461652056,-0.015063568478558107,-4.645892885849945,3.386086736556493e-06,3,594,-30551772924.77406336mrpt_tiny,naive_rw,qlike,30,-0.021208340787601483,-0.029044670414808578,-0.01334193908106461,-3.6252055270040904,0.00028873173286947384,3,594,-21208340787.60148237mrpt_tiny,naive_rw,qlike,60,-0.019921161366162256,-0.025175854487452323,-0.014846666132876685,-4.863277605995705,1.1545773670462722e-06,6,594,-19921161366.1622638ridge,naive_rw,qlike,5,0.05778306202402718,-0.034517627354431105,0.1561905105285323,1.328053045666078,0.18416058355925657,3,594,57783062024.0271839ridge,naive_rw,qlike,15,-0.0441015276018992,-0.07786396848735673,-0.014132901781584295,-3.3538524855484924,0.0007969483689509449,3,594,-44101527601.899240ridge,naive_rw,qlike,30,-0.04183503273726746,-0.058607802174588414,-0.025808769786766158,-4.325384173398194,1.522662601050051e-05,3,594,-41835032737.26745641ridge,naive_rw,qlike,60,-0.0318578642019626,-0.049017791137116636,-0.01642226090924386,-3.6705561005253053,0.0002420233409505812,6,594,-31857864201.962642seasonal_vol,naive_rw,qlike,5,0.07130058912187547,0.00889090037143349,0.1393437806704518,2.195616576338499,0.028119398766051074,3,594,71300589121.8754743seasonal_vol,naive_rw,qlike,15,0.05305149996511274,0.012405013075120798,0.09574503853856203,2.357302602659248,0.01840823938842351,3,594,53051499965.1127444seasonal_vol,naive_rw,qlike,30,0.06454528719345788,0.030609944922181664,0.10512111509748812,3.4499592822654814,0.000560671112495692,3,594,64545287193.45788645seasonal_vol,naive_rw,qlike,60,0.06821349424884444,0.042641147008246685,0.09541631118798097,4.559860571476113,5.118759558664365e-06,6,594,68213494248.84444446