1model,H,days,n,cov_50,cov_80,cov_95,pit_var,pit_ks,crps,crps_scaled2garch_t,5,stress,25851,0.4772349232138022,0.782136087578817,0.949905226103439,0.08682724744911946,0.020244752079248696,0.0015632282873509712,0.4802972135930093garch_t,5,normal,228483,0.5201699907651772,0.8220786666841734,0.9626799368005498,0.07887452907814949,0.016842128766438758,0.0007575282563379863,0.46630792261012174garch_t,15,stress,25851,0.48044563072995244,0.7916908436810955,0.9548566786584658,0.08566839158343205,0.010714283677112246,0.002696132072820151,0.47638078611610235garch_t,15,normal,228483,0.5369108423821466,0.8378435157101404,0.9683915214698686,0.07555546415191927,0.023156311564657472,0.0012749079851915059,0.451262145776425876garch_t,30,stress,25851,0.47812463734478355,0.7996595876368419,0.9578352868360992,0.0851523658018087,0.01385258762234054,0.0037022943156416153,0.46708979842509717garch_t,30,normal,228483,0.5489423720801986,0.8486276878367318,0.9711313314338484,0.07329689847257942,0.029760640538035177,0.0017685157565969075,0.44305838439501268garch_t,60,stress,25851,0.5048160612742254,0.8068159839077792,0.9568682062589455,0.08201760584442533,0.01015768048613902,0.0052752451267538405,0.46499065493126069garch_t,60,normal,228483,0.5722482635469597,0.8644231737153312,0.9743088107211477,0.06939714505749339,0.04124665434449393,0.0024360391981805376,0.432681849576431210har_rv,5,stress,25851,0.5646203241654094,0.8634482225058991,0.9760164016865885,0.07024022966412176,0.0411512449330689,0.001562484067158658,0.480866556205042611har_rv,5,normal,228483,0.5712372474100917,0.8644450571814971,0.9767772657046695,0.06936457137683882,0.040536830863858175,0.0007601288701445027,0.467436073443852912har_rv,15,stress,25851,0.4720126880971723,0.7840702487331245,0.9506015241189896,0.08744469992726381,0.016372153938367107,0.0027085997494769604,0.47741796351643413har_rv,15,normal,228483,0.4996826897405934,0.8063225710446729,0.9602377419764271,0.08232055889345716,0.009065041039801047,0.0012666200856111941,0.448860007595311314har_rv,30,stress,25851,0.46218714943329076,0.7858883602181734,0.9539282813043983,0.08807994061907361,0.020978540676974244,0.003686195146492983,0.465849314774798715har_rv,30,normal,228483,0.5049784885527588,0.8117584240403006,0.9603690427734229,0.08133011578466708,0.013485383638777881,0.001753040721236128,0.439794829473756316har_rv,60,stress,25851,0.487408610885459,0.7939731538431782,0.9474681830490116,0.08528488469246033,0.012154171106557587,0.005207517183421352,0.4620202879394195717har_rv,60,normal,228483,0.5234525106900733,0.8243764306316006,0.9616120236516502,0.07829395527766286,0.019300292885638726,0.002402172574527729,0.427245539403947218lightgbm,5,stress,25851,0.3721326060887393,0.6790452980542339,0.9092104754168118,0.10849520590919208,0.0819075911583712,0.0015808416657376847,0.4854469945109853319lightgbm,5,normal,228483,0.37735411387280454,0.6761684676759321,0.9052314614216375,0.10820175315560333,0.07462588736772036,0.000763606548362309,0.4706695724685032720lightgbm,15,stress,25851,0.4477969904452439,0.7559862287725814,0.9397702216548682,0.09284905330033508,0.03037527251531158,0.0027259022782971445,0.478760183472496421lightgbm,15,normal,228483,0.4660521789367261,0.7717817080483012,0.9448011449429498,0.08931514704612267,0.022551652180798354,0.0012678144331703162,0.449075793549292622lightgbm,30,stress,25851,0.44915090325325907,0.7701056051990252,0.9483192139569069,0.09105893633288273,0.027602415604745523,0.003722203487810802,0.468160770522480623lightgbm,30,normal,228483,0.4812699413085437,0.7878923158396904,0.9509416455491219,0.08615333864528435,0.01420091225635045,0.0017540225521349235,0.4399070586769247624lightgbm,60,stress,25851,0.4766933580905961,0.7872809562492747,0.9432130285095354,0.08711646288374121,0.016185940928387432,0.005260122304772219,0.4640072193666792725lightgbm,60,normal,228483,0.5038930686309266,0.8059024084942862,0.9538171330033307,0.08221165196608608,0.012555113205026058,0.002403010626774358,0.427427568713083526mlp,5,stress,25851,0.5252408030637112,0.8244168504119763,0.956481374028084,0.07825097593801517,0.02208892357059694,0.00154530160003844,0.476535348370120627mlp,5,normal,228483,0.5374447989565964,0.8250810782421449,0.9556947344003711,0.07705958983796736,0.024450190663216687,0.0007529537638227022,0.463838913335476328mlp,15,stress,25851,0.5423001044447023,0.8319987621368612,0.9533480329581061,0.0761461674875071,0.023782437659230937,0.00269863228469348,0.4766547022574829mlp,15,normal,228483,0.5608951213000529,0.8412004394200007,0.9597300455613765,0.07318797065842536,0.03414452994568687,0.0012679334040569463,0.449610329893739630mlp,30,stress,25851,0.5381996827975707,0.8377238791536111,0.9586476345209083,0.07597951125044687,0.02396259647435256,0.0036741711764096473,0.465287085593516831mlp,30,normal,228483,0.5667817736986996,0.8469908045675171,0.9600145306215342,0.07200485189959384,0.03822423719262216,0.0017558401776101467,0.4408485133185839332mlp,60,stress,25851,0.5520869598854976,0.837182314030405,0.95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