1\begin{table}[htbp]\centering\small2\caption{Ablations: empirical 50/80/95\% coverage and PIT KS statistic}3\label{tab:ablations_calib}4\begin{adjustbox}{max width=\textwidth}5\begin{tabular}{lcccccccccccccccc}6\toprule7Model & \multicolumn{4}{c}{$H=5$} & \multicolumn{4}{c}{$H=15$} & \multicolumn{4}{c}{$H=30$} & \multicolumn{4}{c}{$H=60$} \\8 & 50 & 80 & 95 & KS & 50 & 80 & 95 & KS & 50 & 80 & 95 & KS & 50 & 80 & 95 & KS \\9\midrule10Random walk (trailing RMS) & 0.65 & 0.88 & 0.97 & 0.078 & 0.66 & 0.89 & 0.97 & 0.079 & 0.67 & 0.90 & 0.97 & 0.083 & 0.68 & 0.91 & 0.98 & 0.089 \\11Seasonal volatility & 0.56 & 0.82 & 0.94 & 0.031 & 0.56 & 0.83 & 0.94 & 0.031 & 0.56 & 0.83 & 0.95 & 0.033 & 0.57 & 0.83 & 0.95 & 0.034 \\12EWMA-$t$ & 0.54 & 0.83 & 0.97 & 0.023 & 0.54 & 0.84 & 0.97 & 0.024 & 0.55 & 0.85 & 0.97 & 0.028 & 0.56 & 0.86 & 0.97 & 0.034 \\13MRPT-S (1m+5m) & 0.55 & 0.83 & 0.96 & 0.030 & 0.57 & 0.84 & 0.96 & 0.034 & 0.57 & 0.85 & 0.96 & 0.039 & 0.58 & 0.85 & 0.96 & 0.041 \\14MRPT-S cross-attention fusion & 0.55 & 0.83 & 0.96 & 0.029 & 0.56 & 0.84 & 0.96 & 0.033 & 0.57 & 0.85 & 0.96 & 0.038 & 0.58 & 0.85 & 0.96 & 0.042 \\15MRPT-S Gaussian head & 0.57 & 0.84 & 0.95 & 0.037 & 0.57 & 0.85 & 0.96 & 0.038 & 0.58 & 0.85 & 0.96 & 0.040 & 0.58 & 0.85 & 0.96 & 0.044 \\16MRPT-S no regime & 0.54 & 0.83 & 0.95 & 0.027 & 0.56 & 0.84 & 0.96 & 0.031 & 0.57 & 0.84 & 0.96 & 0.035 & 0.58 & 0.85 & 0.96 & 0.039 \\17MRPT-S learned regime & 0.54 & 0.82 & 0.95 & 0.021 & 0.55 & 0.83 & 0.95 & 0.029 & 0.56 & 0.84 & 0.96 & 0.035 & 0.57 & 0.84 & 0.96 & 0.040 \\18MRPT-S returns only & 0.56 & 0.84 & 0.96 & 0.034 & 0.57 & 0.85 & 0.96 & 0.041 & 0.58 & 0.86 & 0.96 & 0.045 & 0.59 & 0.86 & 0.96 & 0.049 \\19MRPT-S time only & 0.56 & 0.84 & 0.96 & 0.034 & 0.57 & 0.85 & 0.96 & 0.040 & 0.58 & 0.86 & 0.96 & 0.045 & 0.59 & 0.86 & 0.96 & 0.049 \\20MRPT-S OHLCV (no rel. volume) & 0.55 & 0.83 & 0.96 & 0.031 & 0.57 & 0.85 & 0.96 & 0.036 & 0.58 & 0.85 & 0.96 & 0.041 & 0.58 & 0.86 & 0.96 & 0.044 \\21MRPT-S shuffled minutes & 0.55 & 0.83 & 0.96 & 0.031 & 0.57 & 0.85 & 0.96 & 0.037 & 0.58 & 0.85 & 0.96 & 0.042 & 0.58 & 0.86 & 0.96 & 0.046 \\22MRPT-S + ticker id & 0.55 & 0.83 & 0.96 & 0.029 & 0.57 & 0.84 & 0.96 & 0.034 & 0.58 & 0.85 & 0.96 & 0.039 & 0.59 & 0.86 & 0.96 & 0.044 \\23MRPT-S + copula (joint sampling) & 0.55 & 0.83 & 0.96 & 0.030 & 0.57 & 0.84 & 0.96 & 0.036 & 0.58 & 0.85 & 0.96 & 0.041 & 0.58 & 0.86 & 0.96 & 0.045 \\24MRPT-S reference (4k steps) & 0.54 & 0.83 & 0.95 & 0.027 & 0.56 & 0.84 & 0.96 & 0.032 & 0.57 & 0.84 & 0.96 & 0.037 & 0.58 & 0.85 & 0.96 & 0.042 \\25MRPT-S 1m only (4k) & 0.55 & 0.83 & 0.96 & 0.030 & 0.57 & 0.84 & 0.96 & 0.035 & 0.57 & 0.85 & 0.96 & 0.039 & 0.58 & 0.85 & 0.96 & 0.043 \\26MRPT-S reference, seed 2 & 0.54 & 0.82 & 0.95 & 0.029 & 0.56 & 0.84 & 0.96 & 0.034 & 0.57 & 0.84 & 0.96 & 0.041 & 0.58 & 0.85 & 0.96 & 0.048 \\27MRPT-S reference, seed 3 & 0.54 & 0.82 & 0.95 & 0.020 & 0.56 & 0.84 & 0.96 & 0.037 & 0.56 & 0.84 & 0.96 & 0.045 & 0.57 & 0.85 & 0.96 & 0.056 \\28MRPT-S + copula, independent sampling & 0.55 & 0.83 & 0.96 & 0.030 & 0.57 & 0.84 & 0.96 & 0.036 & 0.57 & 0.85 & 0.96 & 0.040 & 0.58 & 0.85 & 0.96 & 0.044 \\29\bottomrule30\end{tabular}31\end{adjustbox}32\end{table}