1\begin{table}[htbp]\centering\small2\caption{Final: mean scaled CRPS of the cumulative-return forecast by horizon (minutes)}3\label{tab:final_crps_scaled}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) & 0.4759 {\scriptsize[0.4683, 0.4828]} & 0.4621 {\scriptsize[0.4543, 0.4697]} & 0.4521 {\scriptsize[0.4439, 0.4602]} & 0.4409 {\scriptsize[0.4316, 0.4512]} \\10Seasonal volatility & 0.4655 {\scriptsize[0.4575, 0.4732]} & 0.4505 {\scriptsize[0.4427, 0.4585]} & 0.4406 {\scriptsize[0.4319, 0.4497]} & 0.4291 {\scriptsize[0.4188, 0.4401]} \\11EWMA-$t$ & 0.4609 {\scriptsize[0.4529, 0.4682]} & 0.4470 {\scriptsize[0.4391, 0.4548]} & 0.4380 {\scriptsize[0.4293, 0.4469]} & 0.4278 {\scriptsize[0.4175, 0.4387]} \\12HAR-RV & 0.4674 {\scriptsize[0.4597, 0.4744]} & 0.4450 {\scriptsize[0.4368, 0.4532]} & 0.4352 {\scriptsize[0.4259, 0.4444]} & 0.4232 {\scriptsize[0.4125, 0.4347]} \\13GARCH(1,1)-$t$ & 0.4616 {\scriptsize[0.4537, 0.4690]} & 0.4468 {\scriptsize[0.4388, 0.4547]} & 0.4380 {\scriptsize[0.4292, 0.4468]} & 0.4286 {\scriptsize[0.4183, 0.4397]} \\14Ridge & 0.4663 {\scriptsize[0.4577, 0.4743]} & 0.4449 {\scriptsize[0.4365, 0.4532]} & 0.4350 {\scriptsize[0.4257, 0.4443]} & 0.4232 {\scriptsize[0.4126, 0.4346]} \\15Elastic net & 0.4663 {\scriptsize[0.4577, 0.4743]} & 0.4449 {\scriptsize[0.4366, 0.4532]} & 0.4351 {\scriptsize[0.4258, 0.4443]} & 0.4232 {\scriptsize[0.4126, 0.4346]} \\16LightGBM & 0.4655 {\scriptsize[0.4570, 0.4734]} & 0.4457 {\scriptsize[0.4374, 0.4541]} & 0.4347 {\scriptsize[0.4254, 0.4439]} & 0.4232 {\scriptsize[0.4125, 0.4345]} \\17MLP (1m) & 0.4600 {\scriptsize[0.4519, 0.4672]} & 0.4465 {\scriptsize[0.4385, 0.4545]} & 0.4371 {\scriptsize[0.4282, 0.4458]} & 0.4260 {\scriptsize[0.4158, 0.4369]} \\18TCN (1m) & 0.4600 {\scriptsize[0.4520, 0.4671]} & 0.4471 {\scriptsize[0.4391, 0.4550]} & 0.4379 {\scriptsize[0.4291, 0.4467]} & 0.4271 {\scriptsize[0.4169, 0.4380]} \\19MRPT-S (1m+5m+30m) & 0.4594 {\scriptsize[0.4514, 0.4666]} & 0.4462 {\scriptsize[0.4382, 0.4540]} & 0.4368 {\scriptsize[0.4278, 0.4456]} & 0.4256 {\scriptsize[0.4154, 0.4366]} \\20MRPT-S (1m only) & 0.4594 {\scriptsize[0.4514, 0.4666]} & 0.4461 {\scriptsize[0.4381, 0.4540]} & 0.4367 {\scriptsize[0.4278, 0.4456]} & 0.4257 {\scriptsize[0.4154, 0.4367]} \\21MRPT-B (1m+5m+30m) & 0.4595 {\scriptsize[0.4516, 0.4667]} & 0.4462 {\scriptsize[0.4383, 0.4541]} & 0.4368 {\scriptsize[0.4279, 0.4456]} & 0.4257 {\scriptsize[0.4155, 0.4366]} \\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}