Repository Public Research preview
1{2"symbol": "DIA",3"asset_class": "etf",4"period": "test",5"horizons": {6"1": {7"n_origins": 2723,8"n_valid_targets": 2722,9"benchmark": "garch11__normal__w1000_r5",10"specs": {11"aparch11__ged__w1000_r5": {12"n_pair": 2722,13"coverage": 1.0,14"mean": 0.3205894254499448,15"mean_bench": 0.3403334693629532,16"ratio": 0.9419861821114275,17"dm_stat": -1.8545144513118674,18"dm_p": 0.06377371292610742,19"own_mean": 0.3205894254499448,20"own_n": 272221},22"aparch11__normal__w1000_r5": {23"n_pair": 2722,24"coverage": 1.0,25"mean": 0.3230321305227016,26"mean_bench": 0.3403334693629532,27"ratio": 0.9491635692703488,28"dm_stat": -1.568164108575433,29"dm_p": 0.11695911442433443,30"own_mean": 0.3230321305227016,31"own_n": 272232},33"aparch11__skewt__w1000_r5": {34"n_pair": 2722,35"coverage": 1.0,36"mean": 0.3160329872828788,37"mean_bench": 0.3403334693629532,38"ratio": 0.9285980243860211,39"dm_stat": -2.3624539943785576,40"dm_p": 0.01822440369578028,41"own_mean": 0.3160329872828788,42"own_n": 272243},44"aparch11__t__w1000_r5": {45"n_pair": 2722,46"coverage": 1.0,47"mean": 0.3179189265394239,48"mean_bench": 0.3403334693629532,49"ratio": 0.9341394695458969,50"dm_stat": -2.1881741798512833,51"dm_p": 0.02874168059792984,52"own_mean": 0.3179189265394239,53"own_n": 272254},55"arch5__ged__w1000_r5": {56"n_pair": 2722,57"coverage": 1.0,58"mean": 0.361082458147822,59"mean_bench": 0.3403334693629532,60"ratio": 1.060966641992947,61"dm_stat": 2.509149207866338,62"dm_p": 0.012159915655936123,63"own_mean": 0.361082458147822,64"own_n": 272265},66"arch5__normal__w1000_r5": {67"n_pair": 2722,68"coverage": 1.0,69"mean": 0.3620348257239086,70"mean_bench": 0.3403334693629532,71"ratio": 1.0637649785123298,72"dm_stat": 2.4825074778556746,73"dm_p": 0.013106009454592496,74"own_mean": 0.3620348257239086,75"own_n": 272276},77"arch5__skewt__w1000_r5": {78"n_pair": 2722,79"coverage": 1.0,80"mean": 0.3615205166955278,81"mean_bench": 0.3403334693629532,82"ratio": 1.0622537870642965,83"dm_stat": 2.675625393952416,84"dm_p": 0.007503688869933535,85"own_mean": 0.3615205166955278,86"own_n": 272287},88"arch5__t__w1000_r5": {89"n_pair": 2722,90"coverage": 1.0,91"mean": 0.35950904840855213,92"mean_bench": 0.3403334693629532,93"ratio": 1.0563435006304034,94"dm_stat": 2.430256096635388,95"dm_p": 0.015152406186534888,96"own_mean": 0.35950904840855213,97"own_n": 272298},99"avgarch11__ged__w1000_r5": {100"n_pair": 2722,101"coverage": 1.0,102"mean": 0.3420863925417094,103"mean_bench": 0.3403334693629532,104"ratio": 1.0051506047349306,105"dm_stat": 0.4143601525145031,106"dm_p": 0.6786430284930466,107"own_mean": 0.3420863925417094,108"own_n": 2722109},110"avgarch11__normal__w1000_r5": {111"n_pair": 2722,112"coverage": 1.0,113"mean": 0.34182154987356445,114"mean_bench": 0.3403334693629532,115"ratio": 1.0043724189495575,116"dm_stat": 0.37886610507621166,117"dm_p": 0.7048168548154304,118"own_mean": 0.34182154987356445,119"own_n": 2722120},121"avgarch11__skewt__w1000_r5": {122"n_pair": 2722,123"coverage": 1.0,124"mean": 0.34030497369510726,125"mean_bench": 0.3403334693629532,126"ratio": 0.9999162713326453,127"dm_stat": -0.007424278411223938,128"dm_p": 0.9940768815484403,129"own_mean": 0.34030497369510726,130"own_n": 2722131},132"avgarch11__t__w1000_r5": {133"n_pair": 2722,134"coverage": 1.0,135"mean": 0.3391482412494953,136"mean_bench": 0.3403334693629532,137"ratio": 0.9965174506178411,138"dm_stat": -0.29983063962676226,139"dm_p": 0.7643292447406285,140"own_mean": 0.3391482412494953,141"own_n": 2722142},143"cgarch11__ged__w1000_r5": {144"n_pair": 2722,145"coverage": 1.0,146"mean": 0.3338493934835914,147"mean_bench": 0.3403334693629532,148"ratio": 0.9809478747667724,149"dm_stat": -1.1894762408826427,150"dm_p": 0.23435609738521215,151"own_mean": 0.3338493934835914,152"own_n": 2722153},154"cgarch11__normal__w1000_r5": {155"n_pair": 2722,156"coverage": 1.0,157"mean": 0.33392733688987636,158"mean_bench": 0.3403334693629532,159"ratio": 0.9811768954576578,160"dm_stat": -1.1971014215309626,161"dm_p": 0.2313713075636221,162"own_mean": 0.33392733688987636,163"own_n": 2722164},165"cgarch11__skewt__w1000_r5": {166"n_pair": 2722,167"coverage": 1.0,168"mean": 0.3360326979341887,169"mean_bench": 0.3403334693629532,170"ratio": 0.9873630664747289,171"dm_stat": -0.7253673605902455,172"dm_p": 0.46828906817349597,173"own_mean": 0.3360326979341887,174"own_n": 2722175},176"cgarch11__t__w1000_r5": {177"n_pair": 2722,178"coverage": 1.0,179"mean": 0.3351143022135247,180"mean_bench": 0.3403334693629532,181"ratio": 0.9846645492751626,182"dm_stat": -0.8886434441000113,183"dm_p": 0.37427328405772486,184"own_mean": 0.3351143022135247,185"own_n": 2722186},187"constvar__normal__w1000_r5": {188"n_pair": 2722,189"coverage": 1.0,190"mean": 0.93043456942908,191"mean_bench": 0.3403334693629532,192"ratio": 2.73389088405174,193"dm_stat": 3.012906106816951,194"dm_p": 0.002611433939282637,195"own_mean": 0.93043456942908,196"own_n": 2722197},198"egarch11__ged__w1000_r5": {199"n_pair": 2722,200"coverage": 1.0,201"mean": 0.32519958292062634,202"mean_bench": 0.3403334693629532,203"ratio": 0.9555321829773165,204"dm_stat": -1.4111423795594313,205"dm_p": 0.15831696011663707,206"own_mean": 0.32519958292062634,207"own_n": 2722208},209"egarch11__normal__w1000_r5": {210"n_pair": 2722,211"coverage": 1.0,212"mean": 0.3279630423150055,213"mean_bench": 0.3403334693629532,214"ratio": 0.9636520408318845,215"dm_stat": -1.1565022968507925,216"dm_p": 0.2475772855150853,217"own_mean": 0.3279630423150055,218"own_n": 2722219},220"egarch11__skewt__w1000_r5": {221"n_pair": 2722,222"coverage": 1.0,223"mean": 0.3207733180564114,224"mean_bench": 0.3403334693629532,225"ratio": 0.9425265127665665,226"dm_stat": -1.8525367742304888,227"dm_p": 0.06405700245185346,228"own_mean": 0.3207733180564114,229"own_n": 2722230},231"egarch11__t__w1000_r5": {232"n_pair": 2722,233"coverage": 1.0,234"mean": 0.3227674995517569,235"mean_bench": 0.3403334693629532,236"ratio": 0.948386005513719,237"dm_stat": -1.6462673471152967,238"dm_p": 0.09982421315301586,239"own_mean": 0.3227674995517569,240"own_n": 2722241},242"ewma094__normal__w1000_r5": {243"n_pair": 2722,244"coverage": 1.0,245"mean": 0.3855514975775897,246"mean_bench": 0.3403334693629532,247"ratio": 1.1328638887596834,248"dm_stat": 3.762483586038568,249"dm_p": 0.00017178496615064538,250"own_mean": 0.3855514975775897,251"own_n": 2722252},253"figarch11__ged__w1000_r5": {254"n_pair": 2722,255"coverage": 1.0,256"mean": 0.33331595399164965,257"mean_bench": 0.3403334693629532,258"ratio": 0.9793804723806943,259"dm_stat": -1.31726896806114,260"dm_p": 0.1878593954746128,261"own_mean": 0.33331595399164965,262"own_n": 2722263},264"figarch11__normal__w1000_r5": {265"n_pair": 2722,266"coverage": 1.0,267"mean": 0.3317401786816297,268"mean_bench": 0.3403334693629532,269"ratio": 0.9747503802743565,270"dm_stat": -1.5298903766751302,271"dm_p": 0.12616010576051842,272"own_mean": 0.3317401786816297,273"own_n": 2722274},275"figarch11__skewt__w1000_r5": {276"n_pair": 2722,277"coverage": 1.0,278"mean": 0.3362012272718508,279"mean_bench": 0.3403334693629532,280"ratio": 0.9878582553198859,281"dm_stat": -0.7733620409460228,282"dm_p": 0.43937532655747635,283"own_mean": 0.3362012272718508,284"own_n": 2722285},286"figarch11__t__w1000_r5": {287"n_pair": 2722,288"coverage": 1.0,289"mean": 0.3342433793051931,290"mean_bench": 0.3403334693629532,291"ratio": 0.982105521184385,292"dm_stat": -1.1603091729559043,293"dm_p": 0.24602474465299354,294"own_mean": 0.3342433793051931,295"own_n": 2722296},297"garch11__ged__w1000_r5": {298"n_pair": 2722,299"coverage": 1.0,300"mean": 0.33992492521919115,301"mean_bench": 0.3403334693629532,302"ratio": 0.9987995769427944,303"dm_stat": -0.35859525943202003,304"dm_p": 0.7199257130459367,305"own_mean": 0.33992492521919115,306"own_n": 2722307},308"garch11__normal__w1000_r5": {309"n_pair": 2722,310"coverage": 1.0,311"mean": 0.3403334693629532,312"mean_bench": 0.3403334693629532,313"ratio": 1.0,314"dm_stat": 0.0,315"dm_p": 1.0,316"own_mean": 0.3403334693629532,317"own_n": 2722318},319"garch11__skewt__w1000_r5": {320"n_pair": 2722,321"coverage": 1.0,322"mean": 0.33832353290076295,323"mean_bench": 0.3403334693629532,324"ratio": 0.9940942145186233,325"dm_stat": -0.5910271743437755,326"dm_p": 0.5545513033840549,327"own_mean": 0.33832353290076295,328"own_n": 2722329},330"garch11__t__w1000_r5": {331"n_pair": 2722,332"coverage": 1.0,333"mean": 0.3373169693089965,334"mean_bench": 0.3403334693629532,335"ratio": 0.9911366341382671,336"dm_stat": -0.9960811969734336,337"dm_p": 0.31929926486387394,338"own_mean": 0.3373169693089965,339"own_n": 2722340},341"garch12__ged__w1000_r5": {342"n_pair": 2722,343"coverage": 1.0,344"mean": 0.3407447537214612,345"mean_bench": 0.3403334693629532,346"ratio": 1.0012084746154346,347"dm_stat": 0.27078891490873935,348"dm_p": 0.7865739246722717,349"own_mean": 0.3407447537214612,350"own_n": 2722351},352"garch12__normal__w1000_r5": {353"n_pair": 2722,354"coverage": 1.0,355"mean": 0.34118919932279257,356"mean_bench": 0.3403334693629532,357"ratio": 1.0025143867320518,358"dm_stat": 0.688524746895895,359"dm_p": 0.4911810889249659,360"own_mean": 0.34118919932279257,361"own_n": 2722362},363"garch12__skewt__w1000_r5": {364"n_pair": 2722,365"coverage": 1.0,366"mean": 0.33901738888528415,367"mean_bench": 0.3403334693629532,368"ratio": 0.9961329678208477,369"dm_stat": -0.38456279486127815,370"dm_p": 0.7005914160847965,371"own_mean": 0.33901738888528415,372"own_n": 2722373},374"garch12__t__w1000_r5": {375"n_pair": 2722,376"coverage": 1.0,377"mean": 0.33807043692081246,378"mean_bench": 0.3403334693629532,379"ratio": 0.9933505439639047,380"dm_stat": -0.7417510728152111,381"dm_p": 0.45830218589340815,382"own_mean": 0.33807043692081246,383"own_n": 2722384},385"garch21__ged__w1000_r5": {386"n_pair": 2722,387"coverage": 1.0,388"mean": 0.3419706391958008,389"mean_bench": 0.3403334693629532,390"ratio": 1.0048104873020924,391"dm_stat": 1.1167778406334021,392"dm_p": 0.26418792917709805,393"own_mean": 0.3419706391958008,394"own_n": 2722395},396"garch21__normal__w1000_r5": {397"n_pair": 2722,398"coverage": 1.0,399"mean": 0.34245894464642845,400"mean_bench": 0.3403334693629532,401"ratio": 1.0062452725776685,402"dm_stat": 2.434394467291185,403"dm_p": 0.014980628724954299,404"own_mean": 0.34245894464642845,405"own_n": 2722406},407"garch21__skewt__w1000_r5": {408"n_pair": 2722,409"coverage": 1.0,410"mean": 0.34104940498699743,411"mean_bench": 0.3403334693629532,412"ratio": 1.0021036297881143,413"dm_stat": 0.21379811464533446,414"dm_p": 0.8307205136960625,415"own_mean": 0.34104940498699743,416"own_n": 2722417},418"garch21__t__w1000_r5": {419"n_pair": 2722,420"coverage": 1.0,421"mean": 0.3392652019616967,422"mean_bench": 0.3403334693629532,423"ratio": 0.9968611156485545,424"dm_stat": -0.3519356344762563,425"dm_p": 0.7249137868653858,426"own_mean": 0.3392652019616967,427"own_n": 2722428},429"garchm11__ged__w1000_r5": {430"n_pair": 2722,431"coverage": 1.0,432"mean": 0.33741225133336306,433"mean_bench": 0.3403334693629532,434"ratio": 0.9914166007972763,435"dm_stat": -1.8306728568917632,436"dm_p": 0.0672586994500028,437"own_mean": 0.33741225133336306,438"own_n": 2722439},440"garchm11__normal__w1000_r5": {441"n_pair": 2722,442"coverage": 1.0,443"mean": 0.3382314051753892,444"mean_bench": 0.3403334693629532,445"ratio": 0.9938235161193557,446"dm_stat": -2.176763447252434,447"dm_p": 0.02958392422008447,448"own_mean": 0.3382314051753892,449"own_n": 2722450},451"garchm11__skewt__w1000_r5": {452"n_pair": 2722,453"coverage": 1.0,454"mean": 0.3353578828373793,455"mean_bench": 0.3403334693629532,456"ratio": 0.9853802609103142,457"dm_stat": -1.2096295978785103,458"dm_p": 0.2265261381223463,459"own_mean": 0.3353578828373793,460"own_n": 2722461},462"garchm11__t__w1000_r5": {463"n_pair": 2722,464"coverage": 1.0,465"mean": 0.3341658696520884,466"mean_bench": 0.3403334693629532,467"ratio": 0.9818777749881329,468"dm_stat": -1.4556493517602835,469"dm_p": 0.14560493906055072,470"own_mean": 0.3341658696520884,471"own_n": 2722472},473"garchx_rv11__normal__w1000_r5": {474"n_pair": 2722,475"coverage": 1.0,476"mean": 0.2976574563731298,477"mean_bench": 0.3403334693629532,478"ratio": 0.8746053008841425,479"dm_stat": -4.08529264540511,480"dm_p": 4.529322178905956e-05,481"own_mean": 0.2976574563731298,482"own_n": 2722483},484"garchx_rv11__t__w1000_r5": {485"n_pair": 2722,486"coverage": 1.0,487"mean": 0.2975524258069692,488"mean_bench": 0.3403334693629532,489"ratio": 0.8742966901372854,490"dm_stat": -4.015163648483945,491"dm_p": 6.1010718315058646e-05,492"own_mean": 0.2975524258069692,493"own_n": 2722494},495"gas_t11__t__w1000_r5": {496"n_pair": 2722,497"coverage": 1.0,498"mean": 0.34568835558324934,499"mean_bench": 0.3403334693629532,500"ratio": 1.0157342333397874,501"dm_stat": 1.0335202222412456,502"dm_p": 0.3014523591486507,503"own_mean": 0.34568835558324934,504"own_n": 2722505},506"gjr11__ged__w1000_r5": {507"n_pair": 2722,508"coverage": 1.0,509"mean": 0.32357810766542816,510"mean_bench": 0.3403334693629532,511"ratio": 0.9507678109682005,512"dm_stat": -1.515649885690382,513"dm_p": 0.1297240600646699,514"own_mean": 0.32357810766542816,515"own_n": 2722516},517"gjr11__normal__w1000_r5": {518"n_pair": 2722,519"coverage": 1.0,520"mean": 0.32494322903612366,521"mean_bench": 0.3403334693629532,522"ratio": 0.954778939739199,523"dm_stat": -1.4524129357518758,524"dm_p": 0.14650212032599022,525"own_mean": 0.32494322903612366,526"own_n": 2722527},528"gjr11__skewt__w1000_r5": {529"n_pair": 2722,530"coverage": 1.0,531"mean": 0.3199914547683419,532"mean_bench": 0.3403334693629532,533"ratio": 0.9402291680783317,534"dm_stat": -1.813391372445661,535"dm_p": 0.06988160546249077,536"own_mean": 0.3199914547683419,537"own_n": 2722538},539"gjr11__t__w1000_r5": {540"n_pair": 2722,541"coverage": 1.0,542"mean": 0.3209635130729782,543"mean_bench": 0.3403334693629532,544"ratio": 0.9430853617593583,545"dm_stat": -1.744564867819131,546"dm_p": 0.08117354494976492,547"own_mean": 0.3209635130729782,548"own_n": 2722549},550"har_rv__empirical__w1000_r5": {551"n_pair": 2722,552"coverage": 1.0,553"mean": 725331.6395287571,554"mean_bench": 0.3403334693629532,555"ratio": 2131238.0498058433,556"dm_stat": 1.0014751114605496,557"dm_p": 0.31668621682300047,558"own_mean": 725331.6395287571,559"own_n": 2722560},561"heavy11__normal__w1000_r5": {562"n_pair": 2722,563"coverage": 1.0,564"mean": 0.2997260852223706,565"mean_bench": 0.3403334693629532,566"ratio": 0.8806835418902738,567"dm_stat": -3.7415475291298668,568"dm_p": 0.00018666971008352595,569"own_mean": 0.2997260852223706,570"own_n": 2722571},572"heavy11__t__w1000_r5": {573"n_pair": 2722,574"coverage": 1.0,575"mean": 0.30027068834869236,576"mean_bench": 0.3403334693629532,577"ratio": 0.8822837463231236,578"dm_stat": -3.627343172086984,579"dm_p": 0.0002916151257578629,580"own_mean": 0.30027068834869236,581"own_n": 2722582},583"histvar22__empirical__w1000_r5": {584"n_pair": 2722,585"coverage": 1.0,586"mean": 0.4473263628829999,587"mean_bench": 0.3403334693629532,588"ratio": 1.314376642768398,589"dm_stat": 5.449450804173137,590"dm_p": 5.505188466876352e-08,591"own_mean": 0.4473263628829999,592"own_n": 2722593},594"histvar252__empirical__w1000_r5": {595"n_pair": 2722,596"coverage": 1.0,597"mean": 0.7478756578912105,598"mean_bench": 0.3403334693629532,599"ratio": 2.197479017538614,600"dm_stat": 3.957616620623525,601"dm_p": 7.763815696597165e-05,602"own_mean": 0.7478756578912105,603"own_n": 2722604},605"histvar66__empirical__w1000_r5": {606"n_pair": 2722,607"coverage": 1.0,608"mean": 0.5210528103802647,609"mean_bench": 0.3403334693629532,610"ratio": 1.53100666636046,611"dm_stat": 4.526905765263453,612"dm_p": 6.2425883304159465e-06,613"own_mean": 0.5210528103802647,614"own_n": 2722615},616"igarch11__ged__w1000_r5": {617"n_pair": 2722,618"coverage": 1.0,619"mean": 0.3457640884132705,620"mean_bench": 0.3403334693629532,621"ratio": 1.0159567587063432,622"dm_stat": 1.9041632547492073,623"dm_p": 0.05699430327174498,624"own_mean": 0.3457640884132705,625"own_n": 2722626},627"igarch11__normal__w1000_r5": {628"n_pair": 2722,629"coverage": 1.0,630"mean": 0.34652676964586976,631"mean_bench": 0.3403334693629532,632"ratio": 1.018197740864304,633"dm_stat": 2.043721270424794,634"dm_p": 0.04107719602684813,635"own_mean": 0.34652676964586976,636"own_n": 2722637},638"igarch11__skewt__w1000_r5": {639"n_pair": 2722,640"coverage": 1.0,641"mean": 0.3448665861627521,642"mean_bench": 0.3403334693629532,643"ratio": 1.013319632677574,644"dm_stat": 1.2252731174043332,645"dm_p": 0.22057838204953456,646"own_mean": 0.3448665861627521,647"own_n": 2722648},649"igarch11__t__w1000_r5": {650"n_pair": 2722,651"coverage": 1.0,652"mean": 0.3438381560031135,653"mean_bench": 0.3403334693629532,654"ratio": 1.0102978018786117,655"dm_stat": 1.043782112002447,656"dm_p": 0.296678931132357,657"own_mean": 0.3438381560031135,658"own_n": 2722659},660"loghar_rv__empirical__w1000_r5": {661"n_pair": 2722,662"coverage": 1.0,663"mean": 0.2945390846059844,664"mean_bench": 0.3403334693629532,665"ratio": 0.8654426059162262,666"dm_stat": -4.2151135314905614,667"dm_p": 2.5778847806741267e-05,668"own_mean": 0.2945390846059844,669"own_n": 2722670},671"msgarch2__normal__w1000_r5": {672"n_pair": 2722,673"coverage": 1.0,674"mean": 0.3454060522344009,675"mean_bench": 0.3403334693629532,676"ratio": 1.0149047429303462,677"dm_stat": 1.2332874082804166,678"dm_p": 0.21757508233408018,679"own_mean": 0.3454060522344009,680"own_n": 2722681},682"msgarch2__t__w1000_r5": {683"n_pair": 2722,684"coverage": 1.0,685"mean": 0.3512922716713575,686"mean_bench": 0.3403334693629532,687"ratio": 1.0322001897988973,688"dm_stat": 2.2301205269521147,689"dm_p": 0.025820711032910545,690"own_mean": 0.3512922716713575,691"own_n": 2722692},693"nagarch11__ged__w1000_r5": {694"n_pair": 2722,695"coverage": 1.0,696"mean": 0.31776233841459234,697"mean_bench": 0.3403334693629532,698"ratio": 0.9336793675020848,699"dm_stat": -1.998206595150453,700"dm_p": 0.04579362000873254,701"own_mean": 0.31776233841459234,702"own_n": 2722703},704"nagarch11__normal__w1000_r5": {705"n_pair": 2722,706"coverage": 1.0,707"mean": 0.31674336067509457,708"mean_bench": 0.3403334693629532,709"ratio": 0.930685310698312,710"dm_stat": -2.152912594717127,711"dm_p": 0.031413194814045135,712"own_mean": 0.31674336067509457,713"own_n": 2722714},715"nagarch11__skewt__w1000_r5": {716"n_pair": 2722,717"coverage": 1.0,718"mean": 0.312188402797618,719"mean_bench": 0.3403334693629532,720"ratio": 0.9173015024998333,721"dm_stat": -2.4786571750834914,722"dm_p": 0.013247995215776156,723"own_mean": 0.312188402797618,724"own_n": 2722725},726"nagarch11__t__w1000_r5": {727"n_pair": 2722,728"coverage": 1.0,729"mean": 0.31559468559751525,730"mean_bench": 0.3403334693629532,731"ratio": 0.9273101649046014,732"dm_stat": -2.180549655076824,733"dm_p": 0.029302133921215882,734"own_mean": 0.31559468559751525,735"own_n": 2722736},737"qgarch11__ged__w1000_r5": {738"n_pair": 2722,739"coverage": 1.0,740"mean": 0.3096595403889758,741"mean_bench": 0.3403334693629532,742"ratio": 0.9098709597049217,743"dm_stat": -3.553221463660428,744"dm_p": 0.0003870142167234558,745"own_mean": 0.3096595403889758,746"own_n": 2722747},748"qgarch11__normal__w1000_r5": {749"n_pair": 2722,750"coverage": 1.0,751"mean": 0.31184254871585376,752"mean_bench": 0.3403334693629532,753"ratio": 0.9162852813141485,754"dm_stat": -3.249235258095421,755"dm_p": 0.0011712439800199374,756"own_mean": 0.31184254871585376,757"own_n": 2722758},759"qgarch11__skewt__w1000_r5": {760"n_pair": 2722,761"coverage": 1.0,762"mean": 0.30664508952638747,763"mean_bench": 0.3403334693629532,764"ratio": 0.9010136149711496,765"dm_stat": -3.9351387351773677,766"dm_p": 8.523023718588155e-05,767"own_mean": 0.30664508952638747,768"own_n": 2722769},770"qgarch11__t__w1000_r5": {771"n_pair": 2722,772"coverage": 1.0,773"mean": 0.3079101131484216,774"mean_bench": 0.3403334693629532,775"ratio": 0.9047306270663809,776"dm_stat": -3.768799985185831,777"dm_p": 0.00016751833115722896,778"own_mean": 0.3079101131484216,779"own_n": 2722780},781"realgarch11__normal__w1000_r5": {782"n_pair": 2722,783"coverage": 1.0,784"mean": 0.29221352380317456,785"mean_bench": 0.3403334693629532,786"ratio": 0.8586094231347534,787"dm_stat": -4.7891545635128425,788"dm_p": 1.7645908918462188e-06,789"own_mean": 0.29221352380317456,790"own_n": 2722791},792"realgarch11__t__w1000_r5": {793"n_pair": 2722,794"coverage": 1.0,795"mean": 0.2917037932971086,796"mean_bench": 0.3403334693629532,797"ratio": 0.8571116847341781,798"dm_stat": -4.7385967577538946,799"dm_p": 2.262625334735312e-06,800"own_mean": 0.2917037932971086,801"own_n": 2722802},803"rm2006__normal__w1000_r5": {804"n_pair": 2722,805"coverage": 1.0,806"mean": 0.37028260508527355,807"mean_bench": 0.3403334693629532,808"ratio": 1.087999384187456,809"dm_stat": 2.9035351733448955,810"dm_p": 0.003719460556037523,811"own_mean": 0.37028260508527355,812"own_n": 2722813},814"rm_rw__empirical__w1000_r5": {815"n_pair": 2722,816"coverage": 1.0,817"mean": 0.44135442677802406,818"mean_bench": 0.3403334693629532,819"ratio": 1.2968293350758742,820"dm_stat": 4.610893176004152,821"dm_p": 4.194554233376547e-06,822"own_mean": 0.44135442677802406,823"own_n": 2722824},825"tarch11__ged__w1000_r5": {826"n_pair": 2722,827"coverage": 1.0,828"mean": 0.3154691259435287,829"mean_bench": 0.3403334693629532,830"ratio": 0.9269412336495545,831"dm_stat": -2.2403889650262316,832"dm_p": 0.025146086602516382,833"own_mean": 0.3154691259435287,834"own_n": 2722835},836"tarch11__normal__w1000_r5": {837"n_pair": 2722,838"coverage": 1.0,839"mean": 0.3157393647696836,840"mean_bench": 0.3403334693629532,841"ratio": 0.9277352749369446,842"dm_stat": -2.2692224133662746,843"dm_p": 0.023332768733970992,844"own_mean": 0.3157393647696836,845"own_n": 2722846},847"tarch11__skewt__w1000_r5": {848"n_pair": 2722,849"coverage": 1.0,850"mean": 0.3134055660585113,851"mean_bench": 0.3403334693629532,852"ratio": 0.9208778867536994,853"dm_stat": -2.3767360079463162,854"dm_p": 0.01753537432085048,855"own_mean": 0.3134055660585113,856"own_n": 2722857},858"tarch11__t__w1000_r5": {859"n_pair": 2722,860"coverage": 1.0,861"mean": 0.31497725046435965,862"mean_bench": 0.3403334693629532,863"ratio": 0.9254959585783433,864"dm_stat": -2.248992250551712,865"dm_p": 0.024592667621804717,866"own_mean": 0.31497725046435965,867"own_n": 2722868}869},870"common_sample_A": {871"n": 2722,872"specs": [873"aparch11__ged__w1000_r5",874"aparch11__normal__w1000_r5",875"aparch11__skewt__w1000_r5",876"aparch11__t__w1000_r5",877"arch5__ged__w1000_r5",878"arch5__normal__w1000_r5",879"arch5__skewt__w1000_r5",880"arch5__t__w1000_r5",881"avgarch11__ged__w1000_r5",882"avgarch11__normal__w1000_r5",883"avgarch11__skewt__w1000_r5",884"avgarch11__t__w1000_r5",885"cgarch11__ged__w1000_r5",886"cgarch11__normal__w1000_r5",887"cgarch11__skewt__w1000_r5",888"cgarch11__t__w1000_r5",889"constvar__normal__w1000_r5",890"egarch11__ged__w1000_r5",891"egarch11__normal__w1000_r5",892"egarch11__skewt__w1000_r5",893"egarch11__t__w1000_r5",894"ewma094__normal__w1000_r5",895"figarch11__ged__w1000_r5",896"figarch11__normal__w1000_r5",897"figarch11__skewt__w1000_r5",898"figarch11__t__w1000_r5",899"garch11__ged__w1000_r5",900"garch11__normal__w1000_r5",901"garch11__skewt__w1000_r5",902"garch11__t__w1000_r5",903"garch12__ged__w1000_r5",904"garch12__normal__w1000_r5",905"garch12__skewt__w1000_r5",906"garch12__t__w1000_r5",907"garch21__ged__w1000_r5",908"garch21__normal__w1000_r5",909"garch21__skewt__w1000_r5",910"garch21__t__w1000_r5",911"garchm11__ged__w1000_r5",912"garchm11__normal__w1000_r5",913"garchm11__skewt__w1000_r5",914"garchm11__t__w1000_r5",915"gas_t11__t__w1000_r5",916"gjr11__ged__w1000_r5",917"gjr11__normal__w1000_r5",918"gjr11__skewt__w1000_r5",919"gjr11__t__w1000_r5",920"histvar22__empirical__w1000_r5",921"histvar252__empirical__w1000_r5",922"histvar66__empirical__w1000_r5",923"igarch11__ged__w1000_r5",924"igarch11__normal__w1000_r5",925"igarch11__skewt__w1000_r5",926"igarch11__t__w1000_r5",927"msgarch2__normal__w1000_r5",928"msgarch2__t__w1000_r5",929"nagarch11__ged__w1000_r5",930"nagarch11__normal__w1000_r5",931"nagarch11__skewt__w1000_r5",932"nagarch11__t__w1000_r5",933"qgarch11__ged__w1000_r5",934"qgarch11__normal__w1000_r5",935"qgarch11__skewt__w1000_r5",936"qgarch11__t__w1000_r5",937"rm2006__normal__w1000_r5",938"tarch11__ged__w1000_r5",939"tarch11__normal__w1000_r5",940"tarch11__skewt__w1000_r5",941"tarch11__t__w1000_r5"942],943"mean": {944"aparch11__ged__w1000_r5": 0.3205894254499448,945"aparch11__normal__w1000_r5": 0.3230321305227016,946"aparch11__skewt__w1000_r5": 0.3160329872828788,947"aparch11__t__w1000_r5": 0.3179189265394239,948"arch5__ged__w1000_r5": 0.361082458147822,949"arch5__normal__w1000_r5": 0.3620348257239086,950"arch5__skewt__w1000_r5": 0.3615205166955278,951"arch5__t__w1000_r5": 0.35950904840855213,952"avgarch11__ged__w1000_r5": 0.3420863925417094,953"avgarch11__normal__w1000_r5": 0.34182154987356445,954"avgarch11__skewt__w1000_r5": 0.34030497369510726,955"avgarch11__t__w1000_r5": 0.3391482412494953,956"cgarch11__ged__w1000_r5": 0.3338493934835914,957"cgarch11__normal__w1000_r5": 0.33392733688987636,958"cgarch11__skewt__w1000_r5": 0.3360326979341887,959"cgarch11__t__w1000_r5": 0.3351143022135247,960"constvar__normal__w1000_r5": 0.93043456942908,961"egarch11__ged__w1000_r5": 0.32519958292062634,962"egarch11__normal__w1000_r5": 0.3279630423150055,963"egarch11__skewt__w1000_r5": 0.3207733180564114,964"egarch11__t__w1000_r5": 0.3227674995517569,965"ewma094__normal__w1000_r5": 0.3855514975775897,966"figarch11__ged__w1000_r5": 0.33331595399164965,967"figarch11__normal__w1000_r5": 0.3317401786816297,968"figarch11__skewt__w1000_r5": 0.3362012272718508,969"figarch11__t__w1000_r5": 0.3342433793051931,970"garch11__ged__w1000_r5": 0.33992492521919115,971"garch11__normal__w1000_r5": 0.3403334693629532,972"garch11__skewt__w1000_r5": 0.33832353290076295,973"garch11__t__w1000_r5": 0.3373169693089965,974"garch12__ged__w1000_r5": 0.3407447537214612,975"garch12__normal__w1000_r5": 0.34118919932279257,976"garch12__skewt__w1000_r5": 0.33901738888528415,977"garch12__t__w1000_r5": 0.33807043692081246,978"garch21__ged__w1000_r5": 0.3419706391958008,979"garch21__normal__w1000_r5": 0.34245894464642845,980"garch21__skewt__w1000_r5": 0.34104940498699743,981"garch21__t__w1000_r5": 0.3392652019616967,982"garchm11__ged__w1000_r5": 0.33741225133336306,983"garchm11__normal__w1000_r5": 0.3382314051753892,984"garchm11__skewt__w1000_r5": 0.3353578828373793,985"garchm11__t__w1000_r5": 0.3341658696520884,986"gas_t11__t__w1000_r5": 0.34568835558324934,987"gjr11__ged__w1000_r5": 0.32357810766542816,988"gjr11__normal__w1000_r5": 0.32494322903612366,989"gjr11__skewt__w1000_r5": 0.3199914547683419,990"gjr11__t__w1000_r5": 0.3209635130729782,991"histvar22__empirical__w1000_r5": 0.4473263628829999,992"histvar252__empirical__w1000_r5": 0.7478756578912105,993"histvar66__empirical__w1000_r5": 0.5210528103802647,994"igarch11__ged__w1000_r5": 0.3457640884132705,995"igarch11__normal__w1000_r5": 0.34652676964586976,996"igarch11__skewt__w1000_r5": 0.3448665861627521,997"igarch11__t__w1000_r5": 0.3438381560031135,998"msgarch2__normal__w1000_r5": 0.3454060522344009,999"msgarch2__t__w1000_r5": 0.3512922716713575,1000"nagarch11__ged__w1000_r5": 0.31776233841459234,1001"nagarch11__normal__w1000_r5": 0.31674336067509457,1002"nagarch11__skewt__w1000_r5": 0.312188402797618,1003"nagarch11__t__w1000_r5": 0.31559468559751525,1004"qgarch11__ged__w1000_r5": 0.3096595403889758,1005"qgarch11__normal__w1000_r5": 0.31184254871585376,1006"qgarch11__skewt__w1000_r5": 0.30664508952638747,1007"qgarch11__t__w1000_r5": 0.3079101131484216,1008"rm2006__normal__w1000_r5": 0.37028260508527355,1009"tarch11__ged__w1000_r5": 0.3154691259435287,1010"tarch11__normal__w1000_r5": 0.3157393647696836,1011"tarch11__skewt__w1000_r5": 0.3134055660585113,1012"tarch11__t__w1000_r5": 0.314977250464359651013},1014"ratio": {1015"aparch11__ged__w1000_r5": 0.9419861821114275,1016"aparch11__normal__w1000_r5": 0.9491635692703488,1017"aparch11__skewt__w1000_r5": 0.9285980243860211,1018"aparch11__t__w1000_r5": 0.9341394695458969,1019"arch5__ged__w1000_r5": 1.060966641992947,1020"arch5__normal__w1000_r5": 1.0637649785123298,1021"arch5__skewt__w1000_r5": 1.0622537870642965,1022"arch5__t__w1000_r5": 1.0563435006304034,1023"avgarch11__ged__w1000_r5": 1.0051506047349306,1024"avgarch11__normal__w1000_r5": 1.0043724189495575,1025"avgarch11__skewt__w1000_r5": 0.9999162713326453,1026"avgarch11__t__w1000_r5": 0.9965174506178411,1027"cgarch11__ged__w1000_r5": 0.9809478747667724,1028"cgarch11__normal__w1000_r5": 0.9811768954576578,1029"cgarch11__skewt__w1000_r5": 0.9873630664747289,1030"cgarch11__t__w1000_r5": 0.9846645492751626,1031"constvar__normal__w1000_r5": 2.73389088405174,1032"egarch11__ged__w1000_r5": 0.9555321829773165,1033"egarch11__normal__w1000_r5": 0.9636520408318845,1034"egarch11__skewt__w1000_r5": 0.9425265127665665,1035"egarch11__t__w1000_r5": 0.948386005513719,1036"ewma094__normal__w1000_r5": 1.1328638887596834,1037"figarch11__ged__w1000_r5": 0.9793804723806943,1038"figarch11__normal__w1000_r5": 0.9747503802743565,1039"figarch11__skewt__w1000_r5": 0.9878582553198859,1040"figarch11__t__w1000_r5": 0.982105521184385,1041"garch11__ged__w1000_r5": 0.9987995769427944,1042"garch11__normal__w1000_r5": 1.0,1043"garch11__skewt__w1000_r5": 0.9940942145186233,1044"garch11__t__w1000_r5": 0.9911366341382671,1045"garch12__ged__w1000_r5": 1.0012084746154346,1046"garch12__normal__w1000_r5": 1.0025143867320518,1047"garch12__skewt__w1000_r5": 0.9961329678208477,1048"garch12__t__w1000_r5": 0.9933505439639047,1049"garch21__ged__w1000_r5": 1.0048104873020924,1050"garch21__normal__w1000_r5": 1.0062452725776685,1051"garch21__skewt__w1000_r5": 1.0021036297881143,1052"garch21__t__w1000_r5": 0.9968611156485545,1053"garchm11__ged__w1000_r5": 0.9914166007972763,1054"garchm11__normal__w1000_r5": 0.9938235161193557,1055"garchm11__skewt__w1000_r5": 0.9853802609103142,1056"garchm11__t__w1000_r5": 0.9818777749881329,1057"gas_t11__t__w1000_r5": 1.0157342333397874,1058"gjr11__ged__w1000_r5": 0.9507678109682005,1059"gjr11__normal__w1000_r5": 0.954778939739199,1060"gjr11__skewt__w1000_r5": 0.9402291680783317,1061"gjr11__t__w1000_r5": 0.9430853617593583,1062"histvar22__empirical__w1000_r5": 1.314376642768398,1063"histvar252__empirical__w1000_r5": 2.197479017538614,1064"histvar66__empirical__w1000_r5": 1.53100666636046,1065"igarch11__ged__w1000_r5": 1.0159567587063432,1066"igarch11__normal__w1000_r5": 1.018197740864304,1067"igarch11__skewt__w1000_r5": 1.013319632677574,1068"igarch11__t__w1000_r5": 1.0102978018786117,1069"msgarch2__normal__w1000_r5": 1.0149047429303462,1070"msgarch2__t__w1000_r5": 1.0322001897988973,1071"nagarch11__ged__w1000_r5": 0.9336793675020848,1072"nagarch11__normal__w1000_r5": 0.930685310698312,1073"nagarch11__skewt__w1000_r5": 0.9173015024998333,1074"nagarch11__t__w1000_r5": 0.9273101649046014,1075"qgarch11__ged__w1000_r5": 0.9098709597049217,1076"qgarch11__normal__w1000_r5": 0.9162852813141485,1077"qgarch11__skewt__w1000_r5": 0.9010136149711496,1078"qgarch11__t__w1000_r5": 0.9047306270663809,1079"rm2006__normal__w1000_r5": 1.087999384187456,1080"tarch11__ged__w1000_r5": 0.9269412336495545,1081"tarch11__normal__w1000_r5": 0.9277352749369446,1082"tarch11__skewt__w1000_r5": 0.9208778867536994,1083"tarch11__t__w1000_r5": 0.92549595857834331084}1085},1086"mcs_A": {1087"histvar22__empirical__w1000_r5": {1088"p": 0.0015,1089"in": false1090},1091"histvar66__empirical__w1000_r5": {1092"p": 0.0065,1093"in": false1094},1095"histvar252__empirical__w1000_r5": {1096"p": 0.0125,1097"in": false1098},1099"ewma094__normal__w1000_r5": {1100"p": 0.0125,1101"in": false1102},1103"rm2006__normal__w1000_r5": {1104"p": 0.047,1105"in": false1106},1107"constvar__normal__w1000_r5": {1108"p": 0.1165,1109"in": true1110},1111"arch5__skewt__w1000_r5": {1112"p": 0.1165,1113"in": true1114},1115"arch5__ged__w1000_r5": {1116"p": 0.1165,1117"in": true1118},1119"arch5__t__w1000_r5": {1120"p": 0.1165,1121"in": true1122},1123"arch5__normal__w1000_r5": {1124"p": 0.1165,1125"in": true1126},1127"msgarch2__t__w1000_r5": {1128"p": 0.1165,1129"in": true1130},1131"igarch11__normal__w1000_r5": {1132"p": 0.1165,1133"in": true1134},1135"igarch11__skewt__w1000_r5": {1136"p": 0.1165,1137"in": true1138},1139"igarch11__ged__w1000_r5": {1140"p": 0.1165,1141"in": true1142},1143"igarch11__t__w1000_r5": {1144"p": 0.1165,1145"in": true1146},1147"garch21__normal__w1000_r5": {1148"p": 0.1165,1149"in": true1150},1151"gas_t11__t__w1000_r5": {1152"p": 0.1165,1153"in": true1154},1155"garch21__skewt__w1000_r5": {1156"p": 0.1165,1157"in": true1158},1159"garch21__ged__w1000_r5": {1160"p": 0.1165,1161"in": true1162},1163"garch12__normal__w1000_r5": {1164"p": 0.127,1165"in": true1166},1167"msgarch2__normal__w1000_r5": {1168"p": 0.1325,1169"in": true1170},1171"garch21__t__w1000_r5": {1172"p": 0.1325,1173"in": true1174},1175"garch12__ged__w1000_r5": {1176"p": 0.152,1177"in": true1178},1179"avgarch11__normal__w1000_r5": {1180"p": 0.154,1181"in": true1182},1183"garch11__normal__w1000_r5": {1184"p": 0.1685,1185"in": true1186},1187"avgarch11__ged__w1000_r5": {1188"p": 0.1745,1189"in": true1190},1191"garch12__skewt__w1000_r5": {1192"p": 0.1745,1193"in": true1194},1195"garch11__ged__w1000_r5": {1196"p": 0.176,1197"in": true1198},1199"avgarch11__skewt__w1000_r5": {1200"p": 0.182,1201"in": true1202},1203"garch12__t__w1000_r5": {1204"p": 0.1835,1205"in": true1206},1207"garch11__skewt__w1000_r5": {1208"p": 0.1895,1209"in": true1210},1211"garch11__t__w1000_r5": {1212"p": 0.224,1213"in": true1214},1215"avgarch11__t__w1000_r5": {1216"p": 0.2335,1217"in": true1218},1219"garchm11__normal__w1000_r5": {1220"p": 0.2335,1221"in": true1222},1223"garchm11__ged__w1000_r5": {1224"p": 0.263,1225"in": true1226},1227"figarch11__skewt__w1000_r5": {1228"p": 0.3025,1229"in": true1230},1231"garchm11__skewt__w1000_r5": {1232"p": 0.349,1233"in": true1234},1235"cgarch11__skewt__w1000_r5": {1236"p": 0.3935,1237"in": true1238},1239"garchm11__t__w1000_r5": {1240"p": 0.4105,1241"in": true1242},1243"cgarch11__t__w1000_r5": {1244"p": 0.416,1245"in": true1246},1247"egarch11__normal__w1000_r5": {1248"p": 0.416,1249"in": true1250},1251"figarch11__t__w1000_r5": {1252"p": 0.416,1253"in": true1254},1255"figarch11__ged__w1000_r5": {1256"p": 0.4485,1257"in": true1258},1259"cgarch11__normal__w1000_r5": {1260"p": 0.472,1261"in": true1262},1263"egarch11__ged__w1000_r5": {1264"p": 0.472,1265"in": true1266},1267"cgarch11__ged__w1000_r5": {1268"p": 0.472,1269"in": true1270},1271"figarch11__normal__w1000_r5": {1272"p": 0.5215,1273"in": true1274},1275"gjr11__normal__w1000_r5": {1276"p": 0.5785,1277"in": true1278},1279"egarch11__t__w1000_r5": {1280"p": 0.5785,1281"in": true1282},1283"gjr11__ged__w1000_r5": {1284"p": 0.592,1285"in": true1286},1287"aparch11__normal__w1000_r5": {1288"p": 0.592,1289"in": true1290},1291"egarch11__skewt__w1000_r5": {1292"p": 0.603,1293"in": true1294},1295"aparch11__ged__w1000_r5": {1296"p": 0.6245,1297"in": true1298},1299"gjr11__t__w1000_r5": {1300"p": 0.6245,1301"in": true1302},1303"nagarch11__ged__w1000_r5": {1304"p": 0.6245,1305"in": true1306},1307"gjr11__skewt__w1000_r5": {1308"p": 0.7605,1309"in": true1310},1311"aparch11__t__w1000_r5": {1312"p": 0.7605,1313"in": true1314},1315"nagarch11__normal__w1000_r5": {1316"p": 0.7605,1317"in": true1318},1319"tarch11__ged__w1000_r5": {1320"p": 0.7605,1321"in": true1322},1323"nagarch11__t__w1000_r5": {1324"p": 0.7605,1325"in": true1326},1327"tarch11__t__w1000_r5": {1328"p": 0.7605,1329"in": true1330},1331"aparch11__skewt__w1000_r5": {1332"p": 0.7605,1333"in": true1334},1335"tarch11__normal__w1000_r5": {1336"p": 0.7605,1337"in": true1338},1339"qgarch11__normal__w1000_r5": {1340"p": 0.7605,1341"in": true1342},1343"tarch11__skewt__w1000_r5": {1344"p": 0.7605,1345"in": true1346},1347"nagarch11__skewt__w1000_r5": {1348"p": 0.7605,1349"in": true1350},1351"qgarch11__ged__w1000_r5": {1352"p": 0.7605,1353"in": true1354},1355"qgarch11__t__w1000_r5": {1356"p": 0.7605,1357"in": true1358},1359"qgarch11__skewt__w1000_r5": {1360"p": 1.0,1361"in": true1362}1363},1364"spa_A": {1365"lower": 0.006,1366"consistent": 0.006,1367"upper": 0.5645,1368"n": 27221369},1370"common_sample_B": {1371"n": 2722,1372"specs": [1373"garchx_rv11__normal__w1000_r5",1374"garchx_rv11__t__w1000_r5",1375"har_rv__empirical__w1000_r5",1376"heavy11__normal__w1000_r5",1377"heavy11__t__w1000_r5",1378"loghar_rv__empirical__w1000_r5",1379"realgarch11__normal__w1000_r5",1380"realgarch11__t__w1000_r5",1381"rm_rw__empirical__w1000_r5",1382"garch11__normal__w1000_r5"1383],1384"mean": {1385"garchx_rv11__normal__w1000_r5": 0.2976574563731298,1386"garchx_rv11__t__w1000_r5": 0.2975524258069692,1387"har_rv__empirical__w1000_r5": 725331.6395287571,1388"heavy11__normal__w1000_r5": 0.2997260852223706,1389"heavy11__t__w1000_r5": 0.30027068834869236,1390"loghar_rv__empirical__w1000_r5": 0.2945390846059844,1391"realgarch11__normal__w1000_r5": 0.29221352380317456,1392"realgarch11__t__w1000_r5": 0.2917037932971086,1393"rm_rw__empirical__w1000_r5": 0.44135442677802406,1394"garch11__normal__w1000_r5": 0.34033346936295321395},1396"ratio": {1397"garchx_rv11__normal__w1000_r5": 0.8746053008841425,1398"garchx_rv11__t__w1000_r5": 0.8742966901372854,1399"har_rv__empirical__w1000_r5": 2131238.0498058433,1400"heavy11__normal__w1000_r5": 0.8806835418902738,1401"heavy11__t__w1000_r5": 0.8822837463231236,1402"loghar_rv__empirical__w1000_r5": 0.8654426059162262,1403"realgarch11__normal__w1000_r5": 0.8586094231347534,1404"realgarch11__t__w1000_r5": 0.8571116847341781,1405"rm_rw__empirical__w1000_r5": 1.2968293350758742,1406"garch11__normal__w1000_r5": 1.01407}1408},1409"mcs_B": {1410"har_rv__empirical__w1000_r5": {1411"p": 0.4365,1412"in": true1413},1414"rm_rw__empirical__w1000_r5": {1415"p": 0.4365,1416"in": true1417},1418"garch11__normal__w1000_r5": {1419"p": 0.4365,1420"in": true1421},1422"heavy11__t__w1000_r5": {1423"p": 0.4365,1424"in": true1425},1426"heavy11__normal__w1000_r5": {1427"p": 0.4365,1428"in": true1429},1430"garchx_rv11__normal__w1000_r5": {1431"p": 0.4365,1432"in": true1433},1434"garchx_rv11__t__w1000_r5": {1435"p": 0.4365,1436"in": true1437},1438"loghar_rv__empirical__w1000_r5": {1439"p": 0.539,1440"in": true1441},1442"realgarch11__normal__w1000_r5": {1443"p": 0.539,1444"in": true1445},1446"realgarch11__t__w1000_r5": {1447"p": 1.0,1448"in": true1449}1450},1451"spa_B": {1452"lower": 0.0005,1453"consistent": 0.3735,1454"upper": 0.3785,1455"n": 27221456}1457},1458"5": {1459"n_origins": 2723,1460"n_valid_targets": 2718,1461"benchmark": "garch11__normal__w1000_r5",1462"specs": {1463"aparch11__ged__w1000_r5": {1464"n_pair": 2718,1465"coverage": 1.0,1466"mean": 0.24512453433877596,1467"mean_bench": 0.2623856112962061,1468"ratio": 0.9342148493884287,1469"dm_stat": -1.090721919971087,1470"dm_p": 0.2754919803686098,1471"own_mean": 0.24512453433877596,1472"own_n": 27181473},1474"aparch11__normal__w1000_r5": {1475"n_pair": 2718,1476"coverage": 1.0,1477"mean": 0.24845017926529164,1478"mean_bench": 0.2623856112962061,1479"ratio": 0.9468894961043318,1480"dm_stat": -0.8272708432422714,1481"dm_p": 0.4081562152592469,1482"own_mean": 0.24845017926529164,1483"own_n": 27181484},1485"aparch11__skewt__w1000_r5": {1486"n_pair": 2718,1487"coverage": 1.0,1488"mean": 0.2369821695013511,1489"mean_bench": 0.2623856112962061,1490"ratio": 0.9031827939445309,1491"dm_stat": -1.8236805928509325,1492"dm_p": 0.06831018314769782,1493"own_mean": 0.23698216950135104,1494"own_n": 27181495},1496"aparch11__t__w1000_r5": {1497"n_pair": 2718,1498"coverage": 1.0,1499"mean": 0.23943276868777735,1500"mean_bench": 0.2623856112962061,1501"ratio": 0.9125224798149569,1502"dm_stat": -1.6867450289841102,1503"dm_p": 0.09176718719790962,1504"own_mean": 0.23943276868777735,1505"own_n": 27181506},1507"arch5__ged__w1000_r5": {1508"n_pair": 2718,1509"coverage": 1.0,1510"mean": 0.2785572868037526,1511"mean_bench": 0.2623856112962061,1512"ratio": 1.061633240586849,1513"dm_stat": 2.178065412694006,1514"dm_p": 0.02948688893756983,1515"own_mean": 0.2785572868037526,1516"own_n": 27181517},1518"arch5__normal__w1000_r5": {1519"n_pair": 2718,1520"coverage": 1.0,1521"mean": 0.27858790222287644,1522"mean_bench": 0.2623856112962061,1523"ratio": 1.0617499216006157,1524"dm_stat": 2.1357736926051802,1525"dm_p": 0.03278702068205009,1526"own_mean": 0.27858790222287644,1527"own_n": 27181528},1529"arch5__skewt__w1000_r5": {1530"n_pair": 2718,1531"coverage": 1.0,1532"mean": 0.27641680934982793,1533"mean_bench": 0.2623856112962061,1534"ratio": 1.0534754858862367,1535"dm_stat": 1.792719820849537,1536"dm_p": 0.0731289386478255,1537"own_mean": 0.27641680934982793,1538"own_n": 27181539},1540"arch5__t__w1000_r5": {1541"n_pair": 2718,1542"coverage": 1.0,1543"mean": 0.27752567642681203,1544"mean_bench": 0.2623856112962061,1545"ratio": 1.057701583009117,1546"dm_stat": 1.8325461105738174,1547"dm_p": 0.06697948113439246,1548"own_mean": 0.27752567642681203,1549"own_n": 27181550},1551"avgarch11__ged__w1000_r5": {1552"n_pair": 2718,1553"coverage": 1.0,1554"mean": 0.25892579932073967,1555"mean_bench": 0.2623856112962061,1556"ratio": 0.986814017893837,1557"dm_stat": -0.8223873464614474,1558"dm_p": 0.410928643931779,1559"own_mean": 0.25892579932073967,1560"own_n": 27181561},1562"avgarch11__normal__w1000_r5": {1563"n_pair": 2718,1564"coverage": 1.0,1565"mean": 0.2605704645160188,1566"mean_bench": 0.2623856112962061,1567"ratio": 0.9930821405517615,1568"dm_stat": -0.43753243649883145,1569"dm_p": 0.6617600335569027,1570"own_mean": 0.2605704645160188,1571"own_n": 27181572},1573"avgarch11__skewt__w1000_r5": {1574"n_pair": 2718,1575"coverage": 1.0,1576"mean": 0.2552421779290163,1577"mean_bench": 0.2623856112962061,1578"ratio": 0.9727750567879824,1579"dm_stat": -1.5126776813684335,1580"dm_p": 0.13047785382233973,1581"own_mean": 0.2552421779290163,1582"own_n": 27181583},1584"avgarch11__t__w1000_r5": {1585"n_pair": 2718,1586"coverage": 1.0,1587"mean": 0.2555238017805836,1588"mean_bench": 0.2623856112962061,1589"ratio": 0.9738483772729587,1590"dm_stat": -1.4393786596584763,1591"dm_p": 0.15015846283074277,1592"own_mean": 0.2555238017805836,1593"own_n": 27181594},1595"cgarch11__ged__w1000_r5": {1596"n_pair": 2718,1597"coverage": 1.0,1598"mean": 0.2644903972694867,1599"mean_bench": 0.2623856112962061,1600"ratio": 1.008021727879371,1601"dm_stat": 0.29030769683779867,1602"dm_p": 0.7716030058524755,1603"own_mean": 0.26449039726948664,1604"own_n": 27181605},1606"cgarch11__normal__w1000_r5": {1607"n_pair": 2718,1608"coverage": 1.0,1609"mean": 0.26702812535681514,1610"mean_bench": 0.2623856112962061,1611"ratio": 1.0176934780747873,1612"dm_stat": 0.6147987884227625,1613"dm_p": 0.5387390922065298,1614"own_mean": 0.2670281253568151,1615"own_n": 27181616},1617"cgarch11__skewt__w1000_r5": {1618"n_pair": 2718,1619"coverage": 1.0,1620"mean": 0.2624596634487623,1621"mean_bench": 0.2623856112962061,1622"ratio": 1.0002822264231275,1623"dm_stat": 0.010357361580780378,1624"dm_p": 0.991736929255971,1625"own_mean": 0.2624596634487623,1626"own_n": 27181627},1628"cgarch11__t__w1000_r5": {1629"n_pair": 2718,1630"coverage": 1.0,1631"mean": 0.2639885789673986,1632"mean_bench": 0.2623856112962061,1633"ratio": 1.0061092056964318,1634"dm_stat": 0.22746489909965883,1635"dm_p": 0.820079374580625,1636"own_mean": 0.2639885789673986,1637"own_n": 27181638},1639"constvar__normal__w1000_r5": {1640"n_pair": 2718,1641"coverage": 1.0,1642"mean": 0.8030779621576132,1643"mean_bench": 0.2623856112962061,1644"ratio": 3.0606783588106956,1645"dm_stat": 2.3082449094673474,1646"dm_p": 0.021060269456039355,1647"own_mean": 0.8030779621576133,1648"own_n": 27181649},1650"egarch11__ged__w1000_r5": {1651"n_pair": 2718,1652"coverage": 1.0,1653"mean": 0.24673309241388378,1654"mean_bench": 0.2623856112962061,1655"ratio": 0.9403453611461482,1656"dm_stat": -1.1384739580334142,1657"dm_p": 0.2550229999843705,1658"own_mean": 0.24673309241388378,1659"own_n": 27181660},1661"egarch11__normal__w1000_r5": {1662"n_pair": 2718,1663"coverage": 1.0,1664"mean": 0.2519601498070058,1665"mean_bench": 0.2623856112962061,1666"ratio": 0.9602666417655388,1667"dm_stat": -0.6981426141848244,1668"dm_p": 0.48514775429280244,1669"own_mean": 0.2519601498070058,1670"own_n": 27181671},1672"egarch11__skewt__w1000_r5": {1673"n_pair": 2718,1674"coverage": 1.0,1675"mean": 0.2385523400356107,1676"mean_bench": 0.2623856112962061,1677"ratio": 0.9091670036978892,1678"dm_stat": -1.9239452404162016,1679"dm_p": 0.054465797131169565,1680"own_mean": 0.2385523400356107,1681"own_n": 27181682},1683"egarch11__t__w1000_r5": {1684"n_pair": 2718,1685"coverage": 1.0,1686"mean": 0.24009865288749305,1687"mean_bench": 0.2623856112962061,1688"ratio": 0.9150602874196735,1689"dm_stat": -1.856401040334393,1690"dm_p": 0.06350459594121584,1691"own_mean": 0.24009865288749305,1692"own_n": 27181693},1694"ewma094__normal__w1000_r5": {1695"n_pair": 2718,1696"coverage": 1.0,1697"mean": 0.30854502754975316,1698"mean_bench": 0.2623856112962061,1699"ratio": 1.17592205618866,1700"dm_stat": 2.4666557880357973,1701"dm_p": 0.013699423601496504,1702"own_mean": 0.30854502754975316,1703"own_n": 27181704},1705"figarch11__ged__w1000_r5": {1706"n_pair": 2718,1707"coverage": 1.0,1708"mean": 0.2575834382891174,1709"mean_bench": 0.2623856112962061,1710"ratio": 0.9816980322077664,1711"dm_stat": -0.763752151567164,1712"dm_p": 0.4450812709623845,1713"own_mean": 0.25758343828911745,1714"own_n": 27181715},1716"figarch11__normal__w1000_r5": {1717"n_pair": 2718,1718"coverage": 1.0,1719"mean": 0.25806157784411216,1720"mean_bench": 0.2623856112962061,1721"ratio": 0.9835203103145297,1722"dm_stat": -0.6219338732432556,1723"dm_p": 0.5340375335002148,1724"own_mean": 0.25806157784411216,1725"own_n": 27181726},1727"figarch11__skewt__w1000_r5": {1728"n_pair": 2718,1729"coverage": 1.0,1730"mean": 0.25668194532209226,1731"mean_bench": 0.2623856112962061,1732"ratio": 0.9782622760983835,1733"dm_stat": -0.9217922252351415,1734"dm_p": 0.3567188057916408,1735"own_mean": 0.25668194532209226,1736"own_n": 27181737},1738"figarch11__t__w1000_r5": {1739"n_pair": 2718,1740"coverage": 1.0,1741"mean": 0.25728581758132635,1742"mean_bench": 0.2623856112962061,1743"ratio": 0.9805637447507646,1744"dm_stat": -0.8289595404767505,1745"dm_p": 0.4072001186770342,1746"own_mean": 0.2572858175813264,1747"own_n": 27181748},1749"garch11__ged__w1000_r5": {1750"n_pair": 2718,1751"coverage": 1.0,1752"mean": 0.2620095756654656,1753"mean_bench": 0.2623856112962061,1754"ratio": 0.9985668587965522,1755"dm_stat": -0.20650635323784255,1756"dm_p": 0.8364108757046254,1757"own_mean": 0.2620095756654656,1758"own_n": 27181759},1760"garch11__normal__w1000_r5": {1761"n_pair": 2718,1762"coverage": 1.0,1763"mean": 0.2623856112962061,1764"mean_bench": 0.2623856112962061,1765"ratio": 1.0,1766"dm_stat": 0.0,1767"dm_p": 1.0,1768"own_mean": 0.2623856112962061,1769"own_n": 27181770},1771"garch11__skewt__w1000_r5": {1772"n_pair": 2718,1773"coverage": 1.0,1774"mean": 0.25789162372096297,1775"mean_bench": 0.2623856112962061,1776"ratio": 0.9828725837783465,1777"dm_stat": -1.0180913627773138,1778"dm_p": 0.30872518549966005,1779"own_mean": 0.2578916237209629,1780"own_n": 27181781},1782"garch11__t__w1000_r5": {1783"n_pair": 2718,1784"coverage": 1.0,1785"mean": 0.25804994661232716,1786"mean_bench": 0.2623856112962061,1787"ratio": 0.9834759815431174,1788"dm_stat": -0.9822230071031121,1789"dm_p": 0.32607744864729515,1790"own_mean": 0.25804994661232716,1791"own_n": 27181792},1793"garch12__ged__w1000_r5": {1794"n_pair": 2718,1795"coverage": 1.0,1796"mean": 0.2621844542359409,1797"mean_bench": 0.2623856112962061,1798"ratio": 0.9992333533105285,1799"dm_stat": -0.10392927289469936,1800"dm_p": 0.9172331470673911,1801"own_mean": 0.2621844542359409,1802"own_n": 27181803},1804"garch12__normal__w1000_r5": {1805"n_pair": 2718,1806"coverage": 1.0,1807"mean": 0.2623264617544863,1808"mean_bench": 0.2623856112962061,1809"ratio": 0.9997745701777336,1810"dm_stat": -0.0864057299173509,1811"dm_p": 0.9311502589651148,1812"own_mean": 0.2623264617544864,1813"own_n": 27181814},1815"garch12__skewt__w1000_r5": {1816"n_pair": 2718,1817"coverage": 1.0,1818"mean": 0.2580395771810065,1819"mean_bench": 0.2623856112962061,1820"ratio": 0.9834364617261983,1821"dm_stat": -0.9745085230338666,1822"dm_p": 0.32989086138928836,1823"own_mean": 0.2580395771810065,1824"own_n": 27181825},1826"garch12__t__w1000_r5": {1827"n_pair": 2718,1828"coverage": 1.0,1829"mean": 0.2582103254713587,1830"mean_bench": 0.2623856112962061,1831"ratio": 0.9840872149801921,1832"dm_stat": -0.9356403955382723,1833"dm_p": 0.34954151919121107,1834"own_mean": 0.25821032547135864,1835"own_n": 27181836},1837"garch21__ged__w1000_r5": {1838"n_pair": 2718,1839"coverage": 1.0,1840"mean": 0.263214891487012,1841"mean_bench": 0.2623856112962061,1842"ratio": 1.0031605398890175,1843"dm_stat": 0.4286703881853229,1844"dm_p": 0.6681970954143783,1845"own_mean": 0.26321489148701205,1846"own_n": 27181847},1848"garch21__normal__w1000_r5": {1849"n_pair": 2718,1850"coverage": 1.0,1851"mean": 0.26372210258221274,1852"mean_bench": 0.2623856112962061,1853"ratio": 1.0050936150019976,1854"dm_stat": 2.155866639604311,1855"dm_p": 0.03118161591905446,1856"own_mean": 0.26372210258221274,1857"own_n": 27181858},1859"garch21__skewt__w1000_r5": {1860"n_pair": 2718,1861"coverage": 1.0,1862"mean": 0.2588597522646037,1863"mean_bench": 0.2623856112962061,1864"ratio": 0.9865623003708766,1865"dm_stat": -0.8009725317988586,1866"dm_p": 0.42321758336712895,1867"own_mean": 0.2588597522646037,1868"own_n": 27181869},1870"garch21__t__w1000_r5": {1871"n_pair": 2718,1872"coverage": 1.0,1873"mean": 0.25860294004085344,1874"mean_bench": 0.2623856112962061,1875"ratio": 0.9855835415796395,1876"dm_stat": -0.8531700862131597,1877"dm_p": 0.3936401946788806,1878"own_mean": 0.2586029400408534,1879"own_n": 27181880},1881"garchm11__ged__w1000_r5": {1882"n_pair": 2718,1883"coverage": 1.0,1884"mean": 0.2588921244362519,1885"mean_bench": 0.2623856112962061,1886"ratio": 0.9866856766928032,1887"dm_stat": -1.5469185026514638,1888"dm_p": 0.12199936095990316,1889"own_mean": 0.25889212443625187,1890"own_n": 27181891},1892"garchm11__normal__w1000_r5": {1893"n_pair": 2718,1894"coverage": 1.0,1895"mean": 0.2599647442885471,1896"mean_bench": 0.2623856112962061,1897"ratio": 0.9907736289512992,1898"dm_stat": -2.702672301520235,1899"dm_p": 0.006921244227345629,1900"own_mean": 0.25996474428854716,1901"own_n": 27181902},1903"garchm11__skewt__w1000_r5": {1904"n_pair": 2718,1905"coverage": 1.0,1906"mean": 0.2548761223975946,1907"mean_bench": 0.2623856112962061,1908"ratio": 0.9713799515853252,1909"dm_stat": -1.6063221891613275,1910"dm_p": 0.10831934110727805,1911"own_mean": 0.2548761223975946,1912"own_n": 27181913},1914"garchm11__t__w1000_r5": {1915"n_pair": 2718,1916"coverage": 1.0,1917"mean": 0.2547423179674271,1918"mean_bench": 0.2623856112962061,1919"ratio": 0.970869998202186,1920"dm_stat": -1.4659376831731978,1921"dm_p": 0.14278098158555186,1922"own_mean": 0.2547423179674271,1923"own_n": 27181924},1925"garchx_rv11__normal__w1000_r5": {1926"n_pair": 2718,1927"coverage": 1.0,1928"mean": 0.2287243167951638,1929"mean_bench": 0.2623856112962061,1930"ratio": 0.8717105929141741,1931"dm_stat": -3.192495378783493,1932"dm_p": 0.001426601523379562,1933"own_mean": 0.2287243167951638,1934"own_n": 27181935},1936"garchx_rv11__t__w1000_r5": {1937"n_pair": 2718,1938"coverage": 1.0,1939"mean": 0.22717754916043675,1940"mean_bench": 0.2623856112962061,1941"ratio": 0.8658155759310174,1942"dm_stat": -3.081733747134325,1943"dm_p": 0.0020786223360421104,1944"own_mean": 0.22717754916043675,1945"own_n": 27181946},1947"gas_t11__t__w1000_r5": {1948"n_pair": 2718,1949"coverage": 1.0,1950"mean": 0.261909876945126,1951"mean_bench": 0.2623856112962061,1952"ratio": 0.9981868885693469,1953"dm_stat": -0.10128258830810528,1954"dm_p": 0.9193336108869651,1955"own_mean": 0.26190987694512596,1956"own_n": 27181957},1958"gjr11__ged__w1000_r5": {1959"n_pair": 2718,1960"coverage": 1.0,1961"mean": 0.2480086639302201,1962"mean_bench": 0.2623856112962061,1963"ratio": 0.9452067996603827,1964"dm_stat": -1.0864672259808434,1965"dm_p": 0.2773687118518871,1966"own_mean": 0.2480086639302201,1967"own_n": 27181968},1969"gjr11__normal__w1000_r5": {1970"n_pair": 2718,1971"coverage": 1.0,1972"mean": 0.2505628917906169,1973"mean_bench": 0.2623856112962061,1974"ratio": 0.9549414335367554,1975"dm_stat": -0.8850051955167052,1976"dm_p": 0.3762321416871722,1977"own_mean": 0.2505628917906169,1978"own_n": 27181979},1980"gjr11__skewt__w1000_r5": {1981"n_pair": 2718,1982"coverage": 1.0,1983"mean": 0.2409014736076741,1984"mean_bench": 0.2623856112962061,1985"ratio": 0.9181199853818256,1986"dm_stat": -1.7732638892730168,1987"dm_p": 0.07629699256437598,1988"own_mean": 0.2409014736076741,1989"own_n": 27181990},1991"gjr11__t__w1000_r5": {1992"n_pair": 2718,1993"coverage": 1.0,1994"mean": 0.2423262410390904,1995"mean_bench": 0.2623856112962061,1996"ratio": 0.923550037069408,1997"dm_stat": -1.67577123521386,1998"dm_p": 0.09389806954902852,1999"own_mean": 0.2423262410390904,2000"own_n": 27182001},2002"har_rv__empirical__w1000_r5": {2003"n_pair": 2718,2004"coverage": 1.0,2005"mean": 0.30267012437874175,2006"mean_bench": 0.2623856112962061,2007"ratio": 1.1535317157199547,2008"dm_stat": 1.9460514381151188,2009"dm_p": 0.05175153169754107,2010"own_mean": 0.30267012437874175,2011"own_n": 27182012},2013"heavy11__normal__w1000_r5": {2014"n_pair": 2718,2015"coverage": 1.0,2016"mean": 0.22975769637119736,2017"mean_bench": 0.2623856112962061,2018"ratio": 0.8756489932362366,2019"dm_stat": -3.0432760480955605,2020"dm_p": 0.002362580903416175,2021"own_mean": 0.2297576963711974,2022"own_n": 27182023},2024"heavy11__t__w1000_r5": {2025"n_pair": 2718,2026"coverage": 1.0,2027"mean": 0.2290895051323526,2028"mean_bench": 0.2623856112962061,2029"ratio": 0.8731023930795289,2030"dm_stat": -2.8819527605318913,2031"dm_p": 0.003983201559214618,2032"own_mean": 0.2290895051323526,2033"own_n": 27182034},2035"histvar22__empirical__w1000_r5": {2036"n_pair": 2718,2037"coverage": 1.0,2038"mean": 0.3826662073137894,2039"mean_bench": 0.2623856112962061,2040"ratio": 1.458411554747181,2041"dm_stat": 4.097128007378993,2042"dm_p": 4.305471022733242e-05,2043"own_mean": 0.38266620731378953,2044"own_n": 27182045},2046"histvar252__empirical__w1000_r5": {2047"n_pair": 2718,2048"coverage": 1.0,2049"mean": 0.6556152068735271,2050"mean_bench": 0.2623856112962061,2051"ratio": 2.4986705773793583,2052"dm_stat": 2.883368785079057,2053"dm_p": 0.003965393107651765,2054"own_mean": 0.6556152068735271,2055"own_n": 27182056},2057"histvar66__empirical__w1000_r5": {2058"n_pair": 2718,2059"coverage": 1.0,2060"mean": 0.4414248519982449,2061"mean_bench": 0.2623856112962061,2062"ratio": 1.6823515962539657,2063"dm_stat": 2.9735569120428758,2064"dm_p": 0.002969587802493094,2065"own_mean": 0.441424851998245,2066"own_n": 27182067},2068"igarch11__ged__w1000_r5": {2069"n_pair": 2718,2070"coverage": 1.0,2071"mean": 0.2678049376062498,2072"mean_bench": 0.2623856112962061,2073"ratio": 1.0206540529538637,2074"dm_stat": 0.9694716322167833,2075"dm_p": 0.33239621901720834,2076"own_mean": 0.2678049376062498,2077"own_n": 27182078},2079"igarch11__normal__w1000_r5": {2080"n_pair": 2718,2081"coverage": 1.0,2082"mean": 0.269824124925803,2083"mean_bench": 0.2623856112962061,2084"ratio": 1.0283495485627052,2085"dm_stat": 1.2331812753189817,2086"dm_p": 0.2176148185505286,2087"own_mean": 0.26982412492580293,2088"own_n": 27182089},2090"igarch11__skewt__w1000_r5": {2091"n_pair": 2718,2092"coverage": 1.0,2093"mean": 0.2643700717371127,2094"mean_bench": 0.2623856112962061,2095"ratio": 1.0075631450638745,2096"dm_stat": 0.29455633136242104,2097"dm_p": 0.7683553278392388,2098"own_mean": 0.2643700717371127,2099"own_n": 27182100},2101"igarch11__t__w1000_r5": {2102"n_pair": 2718,2103"coverage": 1.0,2104"mean": 0.2655156144400884,2105"mean_bench": 0.2623856112962061,2106"ratio": 1.0119290197675852,2107"dm_stat": 0.48277116291964745,2108"dm_p": 0.6292971225306803,2109"own_mean": 0.2655156144400884,2110"own_n": 27182111},2112"loghar_rv__empirical__w1000_r5": {2113"n_pair": 2718,2114"coverage": 1.0,2115"mean": 0.228122899050366,2116"mean_bench": 0.2623856112962061,2117"ratio": 0.8694184788694033,2118"dm_stat": -2.559285081048777,2119"dm_p": 0.010542471762576156,2120"own_mean": 0.228122899050366,2121"own_n": 27182122},2123"msgarch2__normal__w1000_r5": {2124"n_pair": 2718,2125"coverage": 1.0,2126"mean": 0.2674122193361857,2127"mean_bench": 0.2623856112962061,2128"ratio": 1.0191573311324038,2129"dm_stat": 0.8263198469171471,2130"dm_p": 0.4086952331465562,2131"own_mean": 0.2674122193361857,2132"own_n": 27182133},2134"msgarch2__t__w1000_r5": {2135"n_pair": 2718,2136"coverage": 1.0,2137"mean": 0.27698807722329116,2138"mean_bench": 0.2623856112962061,2139"ratio": 1.055652693205804,2140"dm_stat": 1.4206503845298948,2141"dm_p": 0.15553316933469138,2142"own_mean": 0.27698807722329116,2143"own_n": 27182144},2145"nagarch11__ged__w1000_r5": {2146"n_pair": 2718,2147"coverage": 1.0,2148"mean": 0.23922863431848793,2149"mean_bench": 0.2623856112962061,2150"ratio": 0.9117444860511946,2151"dm_stat": -1.8913175252228847,2152"dm_p": 0.05868824514944392,2153"own_mean": 0.23922863431848793,2154"own_n": 27182155},2156"nagarch11__normal__w1000_r5": {2157"n_pair": 2718,2158"coverage": 1.0,2159"mean": 0.2367551819954702,2160"mean_bench": 0.2623856112962061,2161"ratio": 0.9023177026586194,2162"dm_stat": -2.186895996286056,2163"dm_p": 0.028835111207243695,2164"own_mean": 0.2367551819954702,2165"own_n": 27182166},2167"nagarch11__skewt__w1000_r5": {2168"n_pair": 2718,2169"coverage": 1.0,2170"mean": 0.2323494178337828,2171"mean_bench": 0.2623856112962061,2172"ratio": 0.8855265221517215,2173"dm_stat": -2.3445857352421413,2174"dm_p": 0.019119871509940132,2175"own_mean": 0.2323494178337828,2176"own_n": 27182177},2178"nagarch11__t__w1000_r5": {2179"n_pair": 2718,2180"coverage": 1.0,2181"mean": 0.23572931219413434,2182"mean_bench": 0.2623856112962061,2183"ratio": 0.8984079234742047,2184"dm_stat": -2.1381028542945586,2185"dm_p": 0.032597365899049734,2186"own_mean": 0.23572931219413434,2187"own_n": 27182188},2189"qgarch11__ged__w1000_r5": {2190"n_pair": 2718,2191"coverage": 1.0,2192"mean": 0.23374638215354937,2193"mean_bench": 0.2623856112962061,2194"ratio": 0.8908506110484619,2195"dm_stat": -3.9591387015116797,2196"dm_p": 7.715076268164629e-05,2197"own_mean": 0.23374638215354937,2198"own_n": 27182199},2200"qgarch11__normal__w1000_r5": {2201"n_pair": 2718,2202"coverage": 1.0,2203"mean": 0.23474336096819462,2204"mean_bench": 0.2623856112962061,2205"ratio": 0.8946502813494364,2206"dm_stat": -3.7774254531749247,2207"dm_p": 0.00016185789708589627,2208"own_mean": 0.23474336096819462,2209"own_n": 27182210},2211"qgarch11__skewt__w1000_r5": {2212"n_pair": 2718,2213"coverage": 1.0,2214"mean": 0.22997794027298124,2215"mean_bench": 0.2623856112962061,2216"ratio": 0.8764883834020916,2217"dm_stat": -4.341229370792911,2218"dm_p": 1.4687012968083095e-05,2219"own_mean": 0.2299779402729813,2220"own_n": 27182221},2222"qgarch11__t__w1000_r5": {2223"n_pair": 2718,2224"coverage": 1.0,2225"mean": 0.2312068247503723,2226"mean_bench": 0.2623856112962061,2227"ratio": 0.8811718889926621,2228"dm_stat": -4.176055199102277,2229"dm_p": 3.0594726255966504e-05,2230"own_mean": 0.2312068247503723,2231"own_n": 27182232},2233"realgarch11__normal__w1000_r5": {2234"n_pair": 2718,2235"coverage": 1.0,2236"mean": 0.2246923919230792,2237"mean_bench": 0.2623856112962061,2238"ratio": 0.8563441829492122,2239"dm_stat": -3.773397765820859,2240"dm_p": 0.00016448063723329797,2241"own_mean": 0.2246923919230792,2242"own_n": 27182243},2244"realgarch11__t__w1000_r5": {2245"n_pair": 2718,2246"coverage": 1.0,2247"mean": 0.5392530517290091,2248"mean_bench": 0.2623856112962061,2249"ratio": 2.055192924128177,2250"dm_stat": 5.4949772709951645,2251"dm_p": 4.270167355374874e-08,2252"own_mean": 0.539253051729009,2253"own_n": 27182254},2255"rm2006__normal__w1000_r5": {2256"n_pair": 2718,2257"coverage": 1.0,2258"mean": 0.2822326949141071,2259"mean_bench": 0.2623856112962061,2260"ratio": 1.0756408993612676,2261"dm_stat": 1.3231477846606208,2262"dm_p": 0.18589757344593538,2263"own_mean": 0.2822326949141071,2264"own_n": 27182265},2266"rm_rw__empirical__w1000_r5": {2267"n_pair": 2718,2268"coverage": 1.0,2269"mean": 0.44480269889812496,2270"mean_bench": 0.2623856112962061,2271"ratio": 1.6952251943266392,2272"dm_stat": 8.092702078917434,2273"dm_p": 8.707869250470053e-16,2274"own_mean": 0.44480269889812496,2275"own_n": 27182276},2277"tarch11__ged__w1000_r5": {2278"n_pair": 2718,2279"coverage": 1.0,2280"mean": 0.23926348180215531,2281"mean_bench": 0.2623856112962061,2282"ratio": 0.9118772962441593,2283"dm_stat": -1.5356019873463942,2284"dm_p": 0.12475246096576549,2285"own_mean": 0.23926348180215531,2286"own_n": 27182287},2288"tarch11__normal__w1000_r5": {2289"n_pair": 2718,2290"coverage": 1.0,2291"mean": 0.2401860348416137,2292"mean_bench": 0.2623856112962061,2293"ratio": 0.9153933161771917,2294"dm_stat": -1.4846304406434734,2295"dm_p": 0.13775774910442437,2296"own_mean": 0.2401860348416137,2297"own_n": 27182298},2299"tarch11__skewt__w1000_r5": {2300"n_pair": 2718,2301"coverage": 1.0,2302"mean": 0.23502844123988878,2303"mean_bench": 0.2623856112962061,2304"ratio": 0.8957367748895578,2305"dm_stat": -1.849565335642101,2306"dm_p": 0.06448475538145847,2307"own_mean": 0.23502844123988872,2308"own_n": 27182309},2310"tarch11__t__w1000_r5": {2311"n_pair": 2718,2312"coverage": 1.0,2313"mean": 0.2372577503109876,2314"mean_bench": 0.2623856112962061,2315"ratio": 0.9042330832811875,2316"dm_stat": -1.704625879266171,2317"dm_p": 0.08837854713386027,2318"own_mean": 0.2372577503109876,2319"own_n": 27182320}2321},2322"common_sample_A": {2323"n": 2718,2324"specs": [2325"aparch11__ged__w1000_r5",2326"aparch11__normal__w1000_r5",2327"aparch11__skewt__w1000_r5",2328"aparch11__t__w1000_r5",2329"arch5__ged__w1000_r5",2330"arch5__normal__w1000_r5",2331"arch5__skewt__w1000_r5",2332"arch5__t__w1000_r5",2333"avgarch11__ged__w1000_r5",2334"avgarch11__normal__w1000_r5",2335"avgarch11__skewt__w1000_r5",2336"avgarch11__t__w1000_r5",2337"cgarch11__ged__w1000_r5",2338"cgarch11__normal__w1000_r5",2339"cgarch11__skewt__w1000_r5",2340"cgarch11__t__w1000_r5",2341"constvar__normal__w1000_r5",2342"egarch11__ged__w1000_r5",2343"egarch11__normal__w1000_r5",2344"egarch11__skewt__w1000_r5",2345"egarch11__t__w1000_r5",2346"ewma094__normal__w1000_r5",2347"figarch11__ged__w1000_r5",2348"figarch11__normal__w1000_r5",2349"figarch11__skewt__w1000_r5",2350"figarch11__t__w1000_r5",2351"garch11__ged__w1000_r5",2352"garch11__normal__w1000_r5",2353"garch11__skewt__w1000_r5",2354"garch11__t__w1000_r5",2355"garch12__ged__w1000_r5",2356"garch12__normal__w1000_r5",2357"garch12__skewt__w1000_r5",2358"garch12__t__w1000_r5",2359"garch21__ged__w1000_r5",2360"garch21__normal__w1000_r5",2361"garch21__skewt__w1000_r5",2362"garch21__t__w1000_r5",2363"garchm11__ged__w1000_r5",2364"garchm11__normal__w1000_r5",2365"garchm11__skewt__w1000_r5",2366"garchm11__t__w1000_r5",2367"gas_t11__t__w1000_r5",2368"gjr11__ged__w1000_r5",2369"gjr11__normal__w1000_r5",2370"gjr11__skewt__w1000_r5",2371"gjr11__t__w1000_r5",2372"histvar22__empirical__w1000_r5",2373"histvar252__empirical__w1000_r5",2374"histvar66__empirical__w1000_r5",2375"igarch11__ged__w1000_r5",2376"igarch11__normal__w1000_r5",2377"igarch11__skewt__w1000_r5",2378"igarch11__t__w1000_r5",2379"msgarch2__normal__w1000_r5",2380"msgarch2__t__w1000_r5",2381"nagarch11__ged__w1000_r5",2382"nagarch11__normal__w1000_r5",2383"nagarch11__skewt__w1000_r5",2384"nagarch11__t__w1000_r5",2385"qgarch11__ged__w1000_r5",2386"qgarch11__normal__w1000_r5",2387"qgarch11__skewt__w1000_r5",2388"qgarch11__t__w1000_r5",2389"rm2006__normal__w1000_r5",2390"tarch11__ged__w1000_r5",2391"tarch11__normal__w1000_r5",2392"tarch11__skewt__w1000_r5",2393"tarch11__t__w1000_r5"2394],2395"mean": {2396"aparch11__ged__w1000_r5": 0.24512453433877596,2397"aparch11__normal__w1000_r5": 0.24845017926529164,2398"aparch11__skewt__w1000_r5": 0.2369821695013511,2399"aparch11__t__w1000_r5": 0.23943276868777735,2400"arch5__ged__w1000_r5": 0.2785572868037526,2401"arch5__normal__w1000_r5": 0.27858790222287644,2402"arch5__skewt__w1000_r5": 0.27641680934982793,2403"arch5__t__w1000_r5": 0.27752567642681203,2404"avgarch11__ged__w1000_r5": 0.25892579932073967,2405"avgarch11__normal__w1000_r5": 0.2605704645160188,2406"avgarch11__skewt__w1000_r5": 0.2552421779290163,2407"avgarch11__t__w1000_r5": 0.2555238017805836,2408"cgarch11__ged__w1000_r5": 0.2644903972694867,2409"cgarch11__normal__w1000_r5": 0.26702812535681514,2410"cgarch11__skewt__w1000_r5": 0.2624596634487623,2411"cgarch11__t__w1000_r5": 0.2639885789673986,2412"constvar__normal__w1000_r5": 0.8030779621576132,2413"egarch11__ged__w1000_r5": 0.24673309241388378,2414"egarch11__normal__w1000_r5": 0.2519601498070058,2415"egarch11__skewt__w1000_r5": 0.2385523400356107,2416"egarch11__t__w1000_r5": 0.24009865288749305,2417"ewma094__normal__w1000_r5": 0.30854502754975316,2418"figarch11__ged__w1000_r5": 0.2575834382891174,2419"figarch11__normal__w1000_r5": 0.25806157784411216,2420"figarch11__skewt__w1000_r5": 0.25668194532209226,2421"figarch11__t__w1000_r5": 0.25728581758132635,2422"garch11__ged__w1000_r5": 0.2620095756654656,2423"garch11__normal__w1000_r5": 0.2623856112962061,2424"garch11__skewt__w1000_r5": 0.25789162372096297,2425"garch11__t__w1000_r5": 0.25804994661232716,2426"garch12__ged__w1000_r5": 0.2621844542359409,2427"garch12__normal__w1000_r5": 0.2623264617544863,2428"garch12__skewt__w1000_r5": 0.2580395771810065,2429"garch12__t__w1000_r5": 0.2582103254713587,2430"garch21__ged__w1000_r5": 0.263214891487012,2431"garch21__normal__w1000_r5": 0.26372210258221274,2432"garch21__skewt__w1000_r5": 0.2588597522646037,2433"garch21__t__w1000_r5": 0.25860294004085344,2434"garchm11__ged__w1000_r5": 0.2588921244362519,2435"garchm11__normal__w1000_r5": 0.2599647442885471,2436"garchm11__skewt__w1000_r5": 0.2548761223975946,2437"garchm11__t__w1000_r5": 0.2547423179674271,2438"gas_t11__t__w1000_r5": 0.261909876945126,2439"gjr11__ged__w1000_r5": 0.2480086639302201,2440"gjr11__normal__w1000_r5": 0.2505628917906169,2441"gjr11__skewt__w1000_r5": 0.2409014736076741,2442"gjr11__t__w1000_r5": 0.2423262410390904,2443"histvar22__empirical__w1000_r5": 0.3826662073137894,2444"histvar252__empirical__w1000_r5": 0.6556152068735271,2445"histvar66__empirical__w1000_r5": 0.4414248519982449,2446"igarch11__ged__w1000_r5": 0.2678049376062498,2447"igarch11__normal__w1000_r5": 0.269824124925803,2448"igarch11__skewt__w1000_r5": 0.2643700717371127,2449"igarch11__t__w1000_r5": 0.2655156144400884,2450"msgarch2__normal__w1000_r5": 0.2674122193361857,2451"msgarch2__t__w1000_r5": 0.27698807722329116,2452"nagarch11__ged__w1000_r5": 0.23922863431848793,2453"nagarch11__normal__w1000_r5": 0.2367551819954702,2454"nagarch11__skewt__w1000_r5": 0.2323494178337828,2455"nagarch11__t__w1000_r5": 0.23572931219413434,2456"qgarch11__ged__w1000_r5": 0.23374638215354937,2457"qgarch11__normal__w1000_r5": 0.23474336096819462,2458"qgarch11__skewt__w1000_r5": 0.22997794027298124,2459"qgarch11__t__w1000_r5": 0.2312068247503723,2460"rm2006__normal__w1000_r5": 0.2822326949141071,2461"tarch11__ged__w1000_r5": 0.23926348180215531,2462"tarch11__normal__w1000_r5": 0.2401860348416137,2463"tarch11__skewt__w1000_r5": 0.23502844123988878,2464"tarch11__t__w1000_r5": 0.23725775031098762465},2466"ratio": {2467"aparch11__ged__w1000_r5": 0.9342148493884287,2468"aparch11__normal__w1000_r5": 0.9468894961043318,2469"aparch11__skewt__w1000_r5": 0.9031827939445309,2470"aparch11__t__w1000_r5": 0.9125224798149569,2471"arch5__ged__w1000_r5": 1.061633240586849,2472"arch5__normal__w1000_r5": 1.0617499216006157,2473"arch5__skewt__w1000_r5": 1.0534754858862367,2474"arch5__t__w1000_r5": 1.057701583009117,2475"avgarch11__ged__w1000_r5": 0.986814017893837,2476"avgarch11__normal__w1000_r5": 0.9930821405517615,2477"avgarch11__skewt__w1000_r5": 0.9727750567879824,2478"avgarch11__t__w1000_r5": 0.9738483772729587,2479"cgarch11__ged__w1000_r5": 1.008021727879371,2480"cgarch11__normal__w1000_r5": 1.0176934780747873,2481"cgarch11__skewt__w1000_r5": 1.0002822264231275,2482"cgarch11__t__w1000_r5": 1.0061092056964318,2483"constvar__normal__w1000_r5": 3.0606783588106956,2484"egarch11__ged__w1000_r5": 0.9403453611461482,2485"egarch11__normal__w1000_r5": 0.9602666417655388,2486"egarch11__skewt__w1000_r5": 0.9091670036978892,2487"egarch11__t__w1000_r5": 0.9150602874196735,2488"ewma094__normal__w1000_r5": 1.17592205618866,2489"figarch11__ged__w1000_r5": 0.9816980322077664,2490"figarch11__normal__w1000_r5": 0.9835203103145297,2491"figarch11__skewt__w1000_r5": 0.9782622760983835,2492"figarch11__t__w1000_r5": 0.9805637447507646,2493"garch11__ged__w1000_r5": 0.9985668587965522,2494"garch11__normal__w1000_r5": 1.0,2495"garch11__skewt__w1000_r5": 0.9828725837783465,2496"garch11__t__w1000_r5": 0.9834759815431174,2497"garch12__ged__w1000_r5": 0.9992333533105285,2498"garch12__normal__w1000_r5": 0.9997745701777336,2499"garch12__skewt__w1000_r5": 0.9834364617261983,2500"garch12__t__w1000_r5": 0.9840872149801921,2501"garch21__ged__w1000_r5": 1.0031605398890175,2502"garch21__normal__w1000_r5": 1.0050936150019976,2503"garch21__skewt__w1000_r5": 0.9865623003708766,2504"garch21__t__w1000_r5": 0.9855835415796395,2505"garchm11__ged__w1000_r5": 0.9866856766928032,2506"garchm11__normal__w1000_r5": 0.9907736289512992,2507"garchm11__skewt__w1000_r5": 0.9713799515853252,2508"garchm11__t__w1000_r5": 0.970869998202186,2509"gas_t11__t__w1000_r5": 0.9981868885693469,2510"gjr11__ged__w1000_r5": 0.9452067996603827,2511"gjr11__normal__w1000_r5": 0.9549414335367554,2512"gjr11__skewt__w1000_r5": 0.9181199853818256,2513"gjr11__t__w1000_r5": 0.923550037069408,2514"histvar22__empirical__w1000_r5": 1.458411554747181,2515"histvar252__empirical__w1000_r5": 2.4986705773793583,2516"histvar66__empirical__w1000_r5": 1.6823515962539657,2517"igarch11__ged__w1000_r5": 1.0206540529538637,2518"igarch11__normal__w1000_r5": 1.0283495485627052,2519"igarch11__skewt__w1000_r5": 1.0075631450638745,2520"igarch11__t__w1000_r5": 1.0119290197675852,2521"msgarch2__normal__w1000_r5": 1.0191573311324038,2522"msgarch2__t__w1000_r5": 1.055652693205804,2523"nagarch11__ged__w1000_r5": 0.9117444860511946,2524"nagarch11__normal__w1000_r5": 0.9023177026586194,2525"nagarch11__skewt__w1000_r5": 0.8855265221517215,2526"nagarch11__t__w1000_r5": 0.8984079234742047,2527"qgarch11__ged__w1000_r5": 0.8908506110484619,2528"qgarch11__normal__w1000_r5": 0.8946502813494364,2529"qgarch11__skewt__w1000_r5": 0.8764883834020916,2530"qgarch11__t__w1000_r5": 0.8811718889926621,2531"rm2006__normal__w1000_r5": 1.0756408993612676,2532"tarch11__ged__w1000_r5": 0.9118772962441593,2533"tarch11__normal__w1000_r5": 0.9153933161771917,2534"tarch11__skewt__w1000_r5": 0.8957367748895578,2535"tarch11__t__w1000_r5": 0.90423308328118752536}2537},2538"mcs_A": {2539"histvar22__empirical__w1000_r5": {2540"p": 0.0035,2541"in": false2542},2543"histvar66__empirical__w1000_r5": {2544"p": 0.0585,2545"in": false2546},2547"histvar252__empirical__w1000_r5": {2548"p": 0.064,2549"in": false2550},2551"ewma094__normal__w1000_r5": {2552"p": 0.108,2553"in": true2554},2555"constvar__normal__w1000_r5": {2556"p": 0.2685,2557"in": true2558},2559"arch5__ged__w1000_r5": {2560"p": 0.2685,2561"in": true2562},2563"arch5__normal__w1000_r5": {2564"p": 0.2685,2565"in": true2566},2567"arch5__skewt__w1000_r5": {2568"p": 0.2685,2569"in": true2570},2571"arch5__t__w1000_r5": {2572"p": 0.2685,2573"in": true2574},2575"msgarch2__t__w1000_r5": {2576"p": 0.2685,2577"in": true2578},2579"igarch11__normal__w1000_r5": {2580"p": 0.2685,2581"in": true2582},2583"igarch11__ged__w1000_r5": {2584"p": 0.2685,2585"in": true2586},2587"rm2006__normal__w1000_r5": {2588"p": 0.2685,2589"in": true2590},2591"garch21__normal__w1000_r5": {2592"p": 0.335,2593"in": true2594},2595"igarch11__t__w1000_r5": {2596"p": 0.344,2597"in": true2598},2599"cgarch11__normal__w1000_r5": {2600"p": 0.344,2601"in": true2602},2603"garch21__ged__w1000_r5": {2604"p": 0.344,2605"in": true2606},2607"msgarch2__normal__w1000_r5": {2608"p": 0.344,2609"in": true2610},2611"cgarch11__t__w1000_r5": {2612"p": 0.344,2613"in": true2614},2615"igarch11__skewt__w1000_r5": {2616"p": 0.345,2617"in": true2618},2619"garch12__normal__w1000_r5": {2620"p": 0.345,2621"in": true2622},2623"garch12__ged__w1000_r5": {2624"p": 0.345,2625"in": true2626},2627"garch11__ged__w1000_r5": {2628"p": 0.345,2629"in": true2630},2631"garch11__normal__w1000_r5": {2632"p": 0.345,2633"in": true2634},2635"cgarch11__ged__w1000_r5": {2636"p": 0.345,2637"in": true2638},2639"gas_t11__t__w1000_r5": {2640"p": 0.38,2641"in": true2642},2643"avgarch11__normal__w1000_r5": {2644"p": 0.41,2645"in": true2646},2647"cgarch11__skewt__w1000_r5": {2648"p": 0.41,2649"in": true2650},2651"garchm11__normal__w1000_r5": {2652"p": 0.414,2653"in": true2654},2655"avgarch11__ged__w1000_r5": {2656"p": 0.464,2657"in": true2658},2659"garch21__t__w1000_r5": {2660"p": 0.4655,2661"in": true2662},2663"garch21__skewt__w1000_r5": {2664"p": 0.467,2665"in": true2666},2667"garchm11__ged__w1000_r5": {2668"p": 0.467,2669"in": true2670},2671"garch12__t__w1000_r5": {2672"p": 0.494,2673"in": true2674},2675"garch11__t__w1000_r5": {2676"p": 0.501,2677"in": true2678},2679"figarch11__normal__w1000_r5": {2680"p": 0.501,2681"in": true2682},2683"garch12__skewt__w1000_r5": {2684"p": 0.507,2685"in": true2686},2687"figarch11__ged__w1000_r5": {2688"p": 0.519,2689"in": true2690},2691"garch11__skewt__w1000_r5": {2692"p": 0.519,2693"in": true2694},2695"figarch11__t__w1000_r5": {2696"p": 0.5585,2697"in": true2698},2699"figarch11__skewt__w1000_r5": {2700"p": 0.64,2701"in": true2702},2703"avgarch11__t__w1000_r5": {2704"p": 0.64,2705"in": true2706},2707"egarch11__normal__w1000_r5": {2708"p": 0.64,2709"in": true2710},2711"avgarch11__skewt__w1000_r5": {2712"p": 0.64,2713"in": true2714},2715"gjr11__normal__w1000_r5": {2716"p": 0.64,2717"in": true2718},2719"garchm11__t__w1000_r5": {2720"p": 0.64,2721"in": true2722},2723"garchm11__skewt__w1000_r5": {2724"p": 0.64,2725"in": true2726},2727"egarch11__ged__w1000_r5": {2728"p": 0.64,2729"in": true2730},2731"gjr11__ged__w1000_r5": {2732"p": 0.64,2733"in": true2734},2735"aparch11__normal__w1000_r5": {2736"p": 0.64,2737"in": true2738},2739"aparch11__ged__w1000_r5": {2740"p": 0.747,2741"in": true2742},2743"gjr11__t__w1000_r5": {2744"p": 0.825,2745"in": true2746},2747"nagarch11__ged__w1000_r5": {2748"p": 0.8435,2749"in": true2750},2751"egarch11__t__w1000_r5": {2752"p": 0.8975,2753"in": true2754},2755"gjr11__skewt__w1000_r5": {2756"p": 0.9105,2757"in": true2758},2759"aparch11__t__w1000_r5": {2760"p": 0.9105,2761"in": true2762},2763"tarch11__normal__w1000_r5": {2764"p": 0.9105,2765"in": true2766},2767"egarch11__skewt__w1000_r5": {2768"p": 0.9105,2769"in": true2770},2771"tarch11__ged__w1000_r5": {2772"p": 0.9105,2773"in": true2774},2775"nagarch11__normal__w1000_r5": {2776"p": 0.9105,2777"in": true2778},2779"tarch11__t__w1000_r5": {2780"p": 0.9105,2781"in": true2782},2783"nagarch11__t__w1000_r5": {2784"p": 0.9105,2785"in": true2786},2787"aparch11__skewt__w1000_r5": {2788"p": 0.9105,2789"in": true2790},2791"qgarch11__normal__w1000_r5": {2792"p": 0.9105,2793"in": true2794},2795"qgarch11__ged__w1000_r5": {2796"p": 0.9105,2797"in": true2798},2799"tarch11__skewt__w1000_r5": {2800"p": 0.9105,2801"in": true2802},2803"nagarch11__skewt__w1000_r5": {2804"p": 0.9105,2805"in": true2806},2807"qgarch11__t__w1000_r5": {2808"p": 0.9105,2809"in": true2810},2811"qgarch11__skewt__w1000_r5": {2812"p": 1.0,2813"in": true2814}2815},2816"spa_A": {2817"lower": 0.021,2818"consistent": 0.035,2819"upper": 0.604,2820"n": 27182821},2822"common_sample_B": {2823"n": 2718,2824"specs": [2825"garchx_rv11__normal__w1000_r5",2826"garchx_rv11__t__w1000_r5",2827"har_rv__empirical__w1000_r5",2828"heavy11__normal__w1000_r5",2829"heavy11__t__w1000_r5",2830"loghar_rv__empirical__w1000_r5",2831"realgarch11__normal__w1000_r5",2832"realgarch11__t__w1000_r5",2833"rm_rw__empirical__w1000_r5",2834"garch11__normal__w1000_r5"2835],2836"mean": {2837"garchx_rv11__normal__w1000_r5": 0.2287243167951638,2838"garchx_rv11__t__w1000_r5": 0.22717754916043675,2839"har_rv__empirical__w1000_r5": 0.30267012437874175,2840"heavy11__normal__w1000_r5": 0.22975769637119736,2841"heavy11__t__w1000_r5": 0.2290895051323526,2842"loghar_rv__empirical__w1000_r5": 0.228122899050366,2843"realgarch11__normal__w1000_r5": 0.2246923919230792,2844"realgarch11__t__w1000_r5": 0.5392530517290091,2845"rm_rw__empirical__w1000_r5": 0.44480269889812496,2846"garch11__normal__w1000_r5": 0.26238561129620612847},2848"ratio": {2849"garchx_rv11__normal__w1000_r5": 0.8717105929141741,2850"garchx_rv11__t__w1000_r5": 0.8658155759310174,2851"har_rv__empirical__w1000_r5": 1.1535317157199547,2852"heavy11__normal__w1000_r5": 0.8756489932362366,2853"heavy11__t__w1000_r5": 0.8731023930795289,2854"loghar_rv__empirical__w1000_r5": 0.8694184788694033,2855"realgarch11__normal__w1000_r5": 0.8563441829492122,2856"realgarch11__t__w1000_r5": 2.055192924128177,2857"rm_rw__empirical__w1000_r5": 1.6952251943266392,2858"garch11__normal__w1000_r5": 1.02859}2860},2861"mcs_B": {2862"rm_rw__empirical__w1000_r5": {2863"p": 0.0,2864"in": false2865},2866"realgarch11__t__w1000_r5": {2867"p": 0.001,2868"in": false2869},2870"har_rv__empirical__w1000_r5": {2871"p": 0.006,2872"in": false2873},2874"garch11__normal__w1000_r5": {2875"p": 0.006,2876"in": false2877},2878"heavy11__normal__w1000_r5": {2879"p": 0.7455,2880"in": true2881},2882"heavy11__t__w1000_r5": {2883"p": 0.897,2884"in": true2885},2886"garchx_rv11__normal__w1000_r5": {2887"p": 0.9035,2888"in": true2889},2890"loghar_rv__empirical__w1000_r5": {2891"p": 0.9425,2892"in": true2893},2894"garchx_rv11__t__w1000_r5": {2895"p": 0.9425,2896"in": true2897},2898"realgarch11__normal__w1000_r5": {2899"p": 1.0,2900"in": true2901}2902},2903"spa_B": {2904"lower": 0.0055,2905"consistent": 0.024,2906"upper": 0.346,2907"n": 27182908}2909},2910"22": {2911"n_origins": 2723,2912"n_valid_targets": 2701,2913"benchmark": "garch11__normal__w1000_r5",2914"specs": {2915"aparch11__ged__w1000_r5": {2916"n_pair": 2701,2917"coverage": 1.0,2918"mean": 0.39881608512099215,2919"mean_bench": 0.3931176191992856,2920"ratio": 1.0144955749714637,2921"dm_stat": 0.23905625205769426,2922"dm_p": 0.8110801076493965,2923"own_mean": 0.39881608512099215,2924"own_n": 27012925},2926"aparch11__normal__w1000_r5": {2927"n_pair": 2701,2928"coverage": 1.0,2929"mean": 0.3813145054935529,2930"mean_bench": 0.3931176191992856,2931"ratio": 0.9699756176541421,2932"dm_stat": -0.5842100354549391,2933"dm_p": 0.5591278164404644,2934"own_mean": 0.3813145054935529,2935"own_n": 27012936},2937"aparch11__skewt__w1000_r5": {2938"n_pair": 2701,2939"coverage": 1.0,2940"mean": 0.36610148093208533,2941"mean_bench": 0.3931176191992856,2942"ratio": 0.9312772133637063,2943"dm_stat": -1.1599650673638697,2944"dm_p": 0.24616558973900832,2945"own_mean": 0.36610148093208533,2946"own_n": 27012947},2948"aparch11__t__w1000_r5": {2949"n_pair": 2701,2950"coverage": 1.0,2951"mean": 0.3836268889454586,2952"mean_bench": 0.3931176191992856,2953"ratio": 0.9758577845654488,2954"dm_stat": -0.46440842821890366,2955"dm_p": 0.6423925962936301,2956"own_mean": 0.3836268889454585,2957"own_n": 27012958},2959"arch5__ged__w1000_r5": {2960"n_pair": 2701,2961"coverage": 1.0,2962"mean": 0.4173616929753345,2963"mean_bench": 0.3931176191992856,2964"ratio": 1.0616712978304812,2965"dm_stat": 1.0795496700999436,2966"dm_p": 0.28043918933677947,2967"own_mean": 0.4173616929753344,2968"own_n": 27012969},2970"arch5__normal__w1000_r5": {2971"n_pair": 2701,2972"coverage": 1.0,2973"mean": 0.4105946121288005,2974"mean_bench": 0.3931176191992856,2975"ratio": 1.044457414463164,2976"dm_stat": 0.7340566547087107,2977"dm_p": 0.4629779478271102,2978"own_mean": 0.4105946121288004,2979"own_n": 27012980},2981"arch5__skewt__w1000_r5": {2982"n_pair": 2701,2983"coverage": 1.0,2984"mean": 0.40282975225723594,2985"mean_bench": 0.3931176191992856,2986"ratio": 1.0247054127915516,2987"dm_stat": 0.19956654617949227,2988"dm_p": 0.8418346215281255,2989"own_mean": 0.40282975225723594,2990"own_n": 27012991},2992"arch5__t__w1000_r5": {2993"n_pair": 2701,2994"coverage": 1.0,2995"mean": 0.4080566021582942,2996"mean_bench": 0.3931176191992856,2997"ratio": 1.0380013060453428,2998"dm_stat": 0.2661749255628749,2999"dm_p": 0.7901248169934759,3000"own_mean": 0.4080566021582942,3001"own_n": 27013002},3003"avgarch11__ged__w1000_r5": {3004"n_pair": 2701,3005"coverage": 1.0,3006"mean": 0.3857953192714461,3007"mean_bench": 0.3931176191992856,3008"ratio": 0.9813737681288521,3009"dm_stat": -0.6800491505059645,3010"dm_p": 0.49653164282039386,3011"own_mean": 0.3857953192714461,3012"own_n": 27013013},3014"avgarch11__normal__w1000_r5": {3015"n_pair": 2701,3016"coverage": 1.0,3017"mean": 0.37817839513930157,3018"mean_bench": 0.3931176191992856,3019"ratio": 0.9619980806497233,3020"dm_stat": -0.7414233029128056,3021"dm_p": 0.4585013007501079,3022"own_mean": 0.37817839513930157,3023"own_n": 27013024},3025"avgarch11__skewt__w1000_r5": {3026"n_pair": 2701,3027"coverage": 1.0,3028"mean": 0.36966196638323245,3029"mean_bench": 0.3931176191992856,3030"ratio": 0.9403342621380635,3031"dm_stat": -2.1849582497666176,3032"dm_p": 0.028977598194792203,3033"own_mean": 0.3696619663832324,3034"own_n": 27013035},3036"avgarch11__t__w1000_r5": {3037"n_pair": 2701,3038"coverage": 1.0,3039"mean": 0.37598889030412885,3040"mean_bench": 0.3931176191992856,3041"ratio": 0.9564284884253087,3042"dm_stat": -1.693031289797259,3043"dm_p": 0.0905648713413629,3044"own_mean": 0.37598889030412896,3045"own_n": 27013046},3047"cgarch11__ged__w1000_r5": {3048"n_pair": 2701,3049"coverage": 1.0,3050"mean": 0.4409954117963037,3051"mean_bench": 0.3931176191992856,3052"ratio": 1.121789994288572,3053"dm_stat": 1.5150539015100766,3054"dm_p": 0.1298758076082228,3055"own_mean": 0.4409954117963037,3056"own_n": 27013057},3058"cgarch11__normal__w1000_r5": {3059"n_pair": 2701,3060"coverage": 1.0,3061"mean": 0.4386600831029229,3062"mean_bench": 0.3931176191992856,3063"ratio": 1.1158494600074136,3064"dm_stat": 1.6930268084109514,3065"dm_p": 0.09056572442685681,3066"own_mean": 0.4386600831029229,3067"own_n": 27013068},3069"cgarch11__skewt__w1000_r5": {3070"n_pair": 2701,3071"coverage": 1.0,3072"mean": 0.4186808847418494,3073"mean_bench": 0.3931176191992856,3074"ratio": 1.065027015565041,3075"dm_stat": 1.1921609370043893,3076"dm_p": 0.23330291460574384,3077"own_mean": 0.4186808847418494,3078"own_n": 27013079},3080"cgarch11__t__w1000_r5": {3081"n_pair": 2701,3082"coverage": 1.0,3083"mean": 0.4238287796875807,3084"mean_bench": 0.3931176191992856,3085"ratio": 1.078122065734038,3086"dm_stat": 1.5421576929899234,3087"dm_p": 0.1231524647858407,3088"own_mean": 0.42382877968758065,3089"own_n": 27013090},3091"constvar__normal__w1000_r5": {3092"n_pair": 2701,3093"coverage": 1.0,3094"mean": 0.7603066341709056,3095"mean_bench": 0.3931176191992856,3096"ratio": 1.93404364759718,3097"dm_stat": 1.802638778039602,3098"dm_p": 0.0715564326616446,3099"own_mean": 0.7603066341709058,3100"own_n": 27013101},3102"egarch11__ged__w1000_r5": {3103"n_pair": 2701,3104"coverage": 1.0,3105"mean": 0.40594515978473883,3106"mean_bench": 0.3931176191992856,3107"ratio": 1.032630286608829,3108"dm_stat": 0.43623050014599374,3109"dm_p": 0.6627043781485076,3110"own_mean": 0.40594515978473883,3111"own_n": 27013112},3113"egarch11__normal__w1000_r5": {3114"n_pair": 2701,3115"coverage": 1.0,3116"mean": 0.4036426582539011,3117"mean_bench": 0.3931176191992856,3118"ratio": 1.026773257011612,3119"dm_stat": 0.4466760302098076,3120"dm_p": 0.655144814484689,3121"own_mean": 0.403642658253901,3122"own_n": 27013123},3124"egarch11__skewt__w1000_r5": {3125"n_pair": 2701,3126"coverage": 1.0,3127"mean": 0.36676134629455054,3128"mean_bench": 0.3931176191992856,3129"ratio": 0.9329557577235578,3130"dm_stat": -0.8236254323380655,3131"dm_p": 0.4102251638840221,3132"own_mean": 0.3667613462945506,3133"own_n": 27013134},3135"egarch11__t__w1000_r5": {3136"n_pair": 2701,3137"coverage": 1.0,3138"mean": 0.37831430340144534,3139"mean_bench": 0.3931176191992856,3140"ratio": 0.9623437997310013,3141"dm_stat": -0.4715842058714392,3142"dm_p": 0.6372617063321411,3143"own_mean": 0.3783143034014453,3144"own_n": 27013145},3146"ewma094__normal__w1000_r5": {3147"n_pair": 2701,3148"coverage": 1.0,3149"mean": 0.46789781458808427,3150"mean_bench": 0.3931176191992856,3151"ratio": 1.1902234642678018,3152"dm_stat": 1.620363141793412,3153"dm_p": 0.10527106771148467,3154"own_mean": 0.46789781458808427,3155"own_n": 27013156},3157"figarch11__ged__w1000_r5": {3158"n_pair": 2701,3159"coverage": 1.0,3160"mean": 0.40862857706754185,3161"mean_bench": 0.3931176191992856,3162"ratio": 1.0394562774872556,3163"dm_stat": 0.8847607315657172,3164"dm_p": 0.37636447442000825,3165"own_mean": 0.40862857706754185,3166"own_n": 27013167},3168"figarch11__normal__w1000_r5": {3169"n_pair": 2701,3170"coverage": 1.0,3171"mean": 0.3990464370511414,3172"mean_bench": 0.3931176191992856,3173"ratio": 1.0150815368284225,3174"dm_stat": 0.22388004754508695,3175"dm_p": 0.8228675796230287,3176"own_mean": 0.3990464370511414,3177"own_n": 27013178},3179"figarch11__skewt__w1000_r5": {3180"n_pair": 2701,3181"coverage": 1.0,3182"mean": 0.3955487116852508,3183"mean_bench": 0.3931176191992856,3184"ratio": 1.0061841351474323,3185"dm_stat": 0.14075766947652807,3186"dm_p": 0.8880718848261253,3187"own_mean": 0.3955487116852507,3188"own_n": 27013189},3190"figarch11__t__w1000_r5": {3191"n_pair": 2701,3192"coverage": 1.0,3193"mean": 0.4061703140175064,3194"mean_bench": 0.3931176191992856,3195"ratio": 1.0332030267297785,3196"dm_stat": 0.7581769728527981,3197"dm_p": 0.4484112152028634,3198"own_mean": 0.4061703140175064,3199"own_n": 27013200},3201"garch11__ged__w1000_r5": {3202"n_pair": 2701,3203"coverage": 1.0,3204"mean": 0.39364703056260925,3205"mean_bench": 0.3931176191992856,3206"ratio": 1.0013466996579852,3207"dm_stat": 0.16313951083841163,3208"dm_p": 0.8704208004265344,3209"own_mean": 0.39364703056260925,3210"own_n": 27013211},3212"garch11__normal__w1000_r5": {3213"n_pair": 2701,3214"coverage": 1.0,3215"mean": 0.3931176191992856,3216"mean_bench": 0.3931176191992856,3217"ratio": 1.0,3218"dm_stat": 0.0,3219"dm_p": 1.0,3220"own_mean": 0.3931176191992855,3221"own_n": 27013222},3223"garch11__skewt__w1000_r5": {3224"n_pair": 2701,3225"coverage": 1.0,3226"mean": 0.36561667848328927,3227"mean_bench": 0.3931176191992856,3228"ratio": 0.9300439884327466,3229"dm_stat": -1.1279801920192045,3230"dm_p": 0.25942850663843414,3231"own_mean": 0.3656166784832892,3232"own_n": 27013233},3234"garch11__t__w1000_r5": {3235"n_pair": 2701,3236"coverage": 1.0,3237"mean": 0.3669201858239102,3238"mean_bench": 0.3931176191992856,3239"ratio": 0.933359808627415,3240"dm_stat": -0.8291418256199437,3241"dm_p": 0.4070974520805353,3242"own_mean": 0.3669201858239102,3243"own_n": 27013244},3245"garch12__ged__w1000_r5": {3246"n_pair": 2701,3247"coverage": 1.0,3248"mean": 0.39424424413742715,3249"mean_bench": 0.3931176191992856,3250"ratio": 1.002865872408457,3251"dm_stat": 0.32171781154827706,3252"dm_p": 0.747691386923645,3253"own_mean": 0.3942442441374272,3254"own_n": 27013255},3256"garch12__normal__w1000_r5": {3257"n_pair": 2701,3258"coverage": 1.0,3259"mean": 0.3916914970817323,3260"mean_bench": 0.3931176191992856,3261"ratio": 0.996372276265668,3262"dm_stat": -0.6466901046614355,3263"dm_p": 0.5178874967844564,3264"own_mean": 0.39169149708173223,3265"own_n": 27013266},3267"garch12__skewt__w1000_r5": {3268"n_pair": 2701,3269"coverage": 1.0,3270"mean": 0.3660115475170948,3271"mean_bench": 0.3931176191992856,3272"ratio": 0.9310484436250878,3273"dm_stat": -1.1101045642427518,3274"dm_p": 0.26705282572331623,3275"own_mean": 0.36601154751709486,3276"own_n": 27013277},3278"garch12__t__w1000_r5": {3279"n_pair": 2701,3280"coverage": 1.0,3281"mean": 0.3672670603629452,3282"mean_bench": 0.3931176191992856,3283"ratio": 0.934242176962219,3284"dm_stat": -0.8174854884061522,3285"dm_p": 0.41372316893010114,3286"own_mean": 0.3672670603629452,3287"own_n": 27013288},3289"garch21__ged__w1000_r5": {3290"n_pair": 2701,3291"coverage": 1.0,3292"mean": 0.3950886181829121,3293"mean_bench": 0.3931176191992856,3294"ratio": 1.0050137640425303,3295"dm_stat": 0.6199105287930394,3296"dm_p": 0.535369004997034,3297"own_mean": 0.3950886181829121,3298"own_n": 27013299},3300"garch21__normal__w1000_r5": {3301"n_pair": 2701,3302"coverage": 1.0,3303"mean": 0.3945976059515781,3304"mean_bench": 0.3931176191992856,3305"ratio": 1.003764742865779,3306"dm_stat": 2.351412755519616,3307"dm_p": 0.018773779232106096,3308"own_mean": 0.3945976059515782,3309"own_n": 27013310},3311"garch21__skewt__w1000_r5": {3312"n_pair": 2701,3313"coverage": 1.0,3314"mean": 0.36623692587096,3315"mean_bench": 0.3931176191992856,3316"ratio": 0.9316217538581022,3317"dm_stat": -1.1097531705308428,3318"dm_p": 0.267204231680834,3319"own_mean": 0.3662369258709601,3320"own_n": 27013321},3322"garch21__t__w1000_r5": {3323"n_pair": 2701,3324"coverage": 1.0,3325"mean": 0.3671484818757163,3326"mean_bench": 0.3931176191992856,3327"ratio": 0.9339405408069369,3328"dm_stat": -0.8236019467713841,3329"dm_p": 0.41023851031951375,3330"own_mean": 0.3671484818757163,3331"own_n": 27013332},3333"garchm11__ged__w1000_r5": {3334"n_pair": 2701,3335"coverage": 1.0,3336"mean": 0.3924181988827363,3337"mean_bench": 0.3931176191992856,3338"ratio": 0.9982208370157158,3339"dm_stat": -0.16020698504273367,3340"dm_p": 0.8727300114248066,3341"own_mean": 0.39241819888273644,3342"own_n": 27013343},3344"garchm11__normal__w1000_r5": {3345"n_pair": 2701,3346"coverage": 1.0,3347"mean": 0.39028444476520824,3348"mean_bench": 0.3931176191992856,3349"ratio": 0.9927930616799927,3350"dm_stat": -2.6457339239370996,3351"dm_p": 0.0081986706863985,3352"own_mean": 0.3902844447652082,3353"own_n": 27013354},3355"garchm11__skewt__w1000_r5": {3356"n_pair": 2701,3357"coverage": 1.0,3358"mean": 0.36261198818767015,3359"mean_bench": 0.3931176191992856,3360"ratio": 0.9224007535613634,3361"dm_stat": -1.4097753304322709,3362"dm_p": 0.15872120815802188,3363"own_mean": 0.3626119881876702,3364"own_n": 27013365},3366"garchm11__t__w1000_r5": {3367"n_pair": 2701,3368"coverage": 1.0,3369"mean": 0.36176408026545254,3370"mean_bench": 0.3931176191992856,3371"ratio": 0.920243872564921,3372"dm_stat": -0.95363987650718,3373"dm_p": 0.34035132955848907,3374"own_mean": 0.36176408026545254,3375"own_n": 27013376},3377"garchx_rv11__normal__w1000_r5": {3378"n_pair": 2701,3379"coverage": 1.0,3380"mean": 0.4112732066886316,3381"mean_bench": 0.3931176191992856,3382"ratio": 1.0461836015549897,3383"dm_stat": 1.34269451882224,3384"dm_p": 0.17948377797496184,3385"own_mean": 0.41127320668863154,3386"own_n": 27013387},3388"garchx_rv11__t__w1000_r5": {3389"n_pair": 2701,3390"coverage": 1.0,3391"mean": 0.4066479444895187,3392"mean_bench": 0.3931176191992856,3393"ratio": 1.034418007816063,3394"dm_stat": 0.6871940580166901,3395"dm_p": 0.49201946815864117,3396"own_mean": 0.4066479444895188,3397"own_n": 27013398},3399"gas_t11__t__w1000_r5": {3400"n_pair": 2701,3401"coverage": 1.0,3402"mean": 0.3863635499015324,3403"mean_bench": 0.3931176191992856,3404"ratio": 0.982819214993441,3405"dm_stat": -0.6400906640134455,3406"dm_p": 0.522167969737121,3407"own_mean": 0.3863635499015324,3408"own_n": 27013409},3410"gjr11__ged__w1000_r5": {3411"n_pair": 2701,3412"coverage": 1.0,3413"mean": 0.4067588556606278,3414"mean_bench": 0.3931176191992856,3415"ratio": 1.0347001400983429,3416"dm_stat": 0.6842517518341275,3417"dm_p": 0.4938749325361242,3418"own_mean": 0.4067588556606278,3419"own_n": 27013420},3421"gjr11__normal__w1000_r5": {3422"n_pair": 2701,3423"coverage": 1.0,3424"mean": 0.4032742112522024,3425"mean_bench": 0.3931176191992856,3426"ratio": 1.025836013337698,3427"dm_stat": 0.6277741089829236,3428"dm_p": 0.530205018709677,3429"own_mean": 0.4032742112522024,3430"own_n": 27013431},3432"gjr11__skewt__w1000_r5": {3433"n_pair": 2701,3434"coverage": 1.0,3435"mean": 0.3829972217056408,3436"mean_bench": 0.3931176191992856,3437"ratio": 0.974256057222115,3438"dm_stat": -0.7199697535184418,3439"dm_p": 0.4716059365918484,3440"own_mean": 0.3829972217056408,3441"own_n": 27013442},3443"gjr11__t__w1000_r5": {3444"n_pair": 2701,3445"coverage": 1.0,3446"mean": 0.3869695730778014,3447"mean_bench": 0.3931176191992856,3448"ratio": 0.9843607973257297,3449"dm_stat": -0.44020031887342687,3450"dm_p": 0.6598272649245444,3451"own_mean": 0.3869695730778014,3452"own_n": 27013453},3454"har_rv__empirical__w1000_r5": {3455"n_pair": 2701,3456"coverage": 1.0,3457"mean": 0.5119685489233025,3458"mean_bench": 0.3931176191992856,3459"ratio": 1.3023291857691246,3460"dm_stat": 2.1092678798726237,3461"dm_p": 0.03501329860859162,3462"own_mean": 0.5119685489233025,3463"own_n": 27013464},3465"heavy11__normal__w1000_r5": {3466"n_pair": 2701,3467"coverage": 1.0,3468"mean": 0.41092374278901406,3469"mean_bench": 0.3931176191992856,3470"ratio": 1.0452946464877269,3471"dm_stat": 1.258765425241226,3472"dm_p": 0.2082238962450369,3473"own_mean": 0.41092374278901406,3474"own_n": 27013475},3476"heavy11__t__w1000_r5": {3477"n_pair": 2701,3478"coverage": 1.0,3479"mean": 0.40693827723516135,3480"mean_bench": 0.3931176191992856,3481"ratio": 1.0351565469490431,3482"dm_stat": 0.7175280207355256,3483"dm_p": 0.47311042505319983,3484"own_mean": 0.40693827723516146,3485"own_n": 27013486},3487"histvar22__empirical__w1000_r5": {3488"n_pair": 2701,3489"coverage": 1.0,3490"mean": 0.5706378224763593,3491"mean_bench": 0.3931176191992856,3492"ratio": 1.4515702034384834,3493"dm_stat": 2.4921102141596094,3494"dm_p": 0.012758204578712696,3495"own_mean": 0.5706378224763593,3496"own_n": 27013497},3498"histvar252__empirical__w1000_r5": {3499"n_pair": 2701,3500"coverage": 1.0,3501"mean": 0.7501220094308829,3502"mean_bench": 0.3931176191992856,3503"ratio": 1.9081363256084911,3504"dm_stat": 2.180355126235916,3505"dm_p": 0.02931721983503429,3506"own_mean": 0.7501220094308829,3507"own_n": 27013508},3509"histvar66__empirical__w1000_r5": {3510"n_pair": 2701,3511"coverage": 1.0,3512"mean": 0.6644290659066561,3513"mean_bench": 0.3931176191992856,3514"ratio": 1.6901533623956773,3515"dm_stat": 1.692322881014765,3516"dm_p": 0.09069980575055958,3517"own_mean": 0.6644290659066561,3518"own_n": 27013519},3520"igarch11__ged__w1000_r5": {3521"n_pair": 2701,3522"coverage": 1.0,3523"mean": 0.3864807561690543,3524"mean_bench": 0.3931176191992856,3525"ratio": 0.9831173605402131,3526"dm_stat": -0.12514019251496483,3527"dm_p": 0.9004218805900485,3528"own_mean": 0.3864807561690543,3529"own_n": 27013530},3531"igarch11__normal__w1000_r5": {3532"n_pair": 2701,3533"coverage": 1.0,3534"mean": 0.3935419638957146,3535"mean_bench": 0.3931176191992856,3536"ratio": 1.0010794344382052,3537"dm_stat": 0.006852560409170154,3538"dm_p": 0.9945329968810245,3539"own_mean": 0.39354196389571466,3540"own_n": 27013541},3542"igarch11__skewt__w1000_r5": {3543"n_pair": 2701,3544"coverage": 1.0,3545"mean": 0.3688956714434093,3546"mean_bench": 0.3931176191992856,3547"ratio": 0.9383849856304778,3548"dm_stat": -0.43390597716261337,3549"dm_p": 0.664391386580062,3550"own_mean": 0.3688956714434093,3551"own_n": 27013552},3553"igarch11__t__w1000_r5": {3554"n_pair": 2701,3555"coverage": 1.0,3556"mean": 0.3809165758100405,3557"mean_bench": 0.3931176191992856,3558"ratio": 0.9689633768791728,3559"dm_stat": -0.21641574624729545,3560"dm_p": 0.8286800424117627,3561"own_mean": 0.38091657581004046,3562"own_n": 27013563},3564"loghar_rv__empirical__w1000_r5": {3565"n_pair": 2701,3566"coverage": 1.0,3567"mean": 0.41091166730017975,3568"mean_bench": 0.3931176191992856,3569"ratio": 1.0452639292462587,3570"dm_stat": 0.5977146351006976,3571"dm_p": 0.5500804850967157,3572"own_mean": 0.41091166730017975,3573"own_n": 27013574},3575"msgarch2__normal__w1000_r5": {3576"n_pair": 2701,3577"coverage": 1.0,3578"mean": 0.4298094498492639,3579"mean_bench": 0.3931176191992856,3580"ratio": 1.0933355028062934,3581"dm_stat": 0.9565554548017597,3582"dm_p": 0.33887731957537504,3583"own_mean": 0.4298094498492639,3584"own_n": 27013585},3586"msgarch2__t__w1000_r5": {3587"n_pair": 2701,3588"coverage": 1.0,3589"mean": 0.4232179149661963,3590"mean_bench": 0.3931176191992856,3591"ratio": 1.07656816763446,3592"dm_stat": 0.8294505966694697,3593"dm_p": 0.4069228051392262,3594"own_mean": 0.4232179149661963,3595"own_n": 27013596},3597"nagarch11__ged__w1000_r5": {3598"n_pair": 2701,3599"coverage": 1.0,3600"mean": 0.3955874113119069,3601"mean_bench": 0.3931176191992856,3602"ratio": 1.0062825780173674,3603"dm_stat": 0.1373377130934405,3604"dm_p": 0.8907741022341141,3605"own_mean": 0.39558741131190683,3606"own_n": 27013607},3608"nagarch11__normal__w1000_r5": {3609"n_pair": 2701,3610"coverage": 1.0,3611"mean": 0.38855483365471527,3612"mean_bench": 0.3931176191992856,3613"ratio": 0.9883933323724743,3614"dm_stat": -0.25786510019535863,3615"dm_p": 0.7965306721958783,3616"own_mean": 0.38855483365471527,3617"own_n": 27013618},3619"nagarch11__skewt__w1000_r5": {3620"n_pair": 2701,3621"coverage": 1.0,3622"mean": 0.37282608182391674,3623"mean_bench": 0.3931176191992856,3624"ratio": 0.9483830375837661,3625"dm_stat": -0.700738011604611,3626"dm_p": 0.48352691074553406,3627"own_mean": 0.37282608182391674,3628"own_n": 27013629},3630"nagarch11__t__w1000_r5": {3631"n_pair": 2701,3632"coverage": 1.0,3633"mean": 0.3797715909333338,3634"mean_bench": 0.3931176191992856,3635"ratio": 0.9660508010474437,3636"dm_stat": -0.5194334598339305,3637"dm_p": 0.6035010798840461,3638"own_mean": 0.3797715909333339,3639"own_n": 27013640},3641"qgarch11__ged__w1000_r5": {3642"n_pair": 2701,3643"coverage": 1.0,3644"mean": 0.3888686061176698,3645"mean_bench": 0.3931176191992856,3646"ratio": 0.9891914967070916,3647"dm_stat": -0.3880024959328794,3648"dm_p": 0.698044773856148,3649"own_mean": 0.38886860611766993,3650"own_n": 27013651},3652"qgarch11__normal__w1000_r5": {3653"n_pair": 2701,3654"coverage": 1.0,3655"mean": 0.38720564216080866,3656"mean_bench": 0.3931176191992856,3657"ratio": 0.9849613022928897,3658"dm_stat": -0.6936919117593227,3659"dm_p": 0.4879351121279997,3660"own_mean": 0.38720564216080877,3661"own_n": 27013662},3663"qgarch11__skewt__w1000_r5": {3664"n_pair": 2701,3665"coverage": 1.0,3666"mean": 0.36887280626671726,3667"mean_bench": 0.3931176191992856,3668"ratio": 0.938326821926855,3669"dm_stat": -1.4724783388884475,3670"dm_p": 0.14100830573758122,3671"own_mean": 0.3688728062667173,3672"own_n": 27013673},3674"qgarch11__t__w1000_r5": {3675"n_pair": 2701,3676"coverage": 1.0,3677"mean": 0.36869564169085434,3678"mean_bench": 0.3931176191992856,3679"ratio": 0.9378761563570345,3680"dm_stat": -1.4588869878934152,3681"dm_p": 0.14471253462053327,3682"own_mean": 0.36869564169085434,3683"own_n": 27013684},3685"realgarch11__normal__w1000_r5": {3686"n_pair": 2701,3687"coverage": 1.0,3688"mean": 0.4065741480834266,3689"mean_bench": 0.3931176191992856,3690"ratio": 1.034230286883477,3691"dm_stat": 0.38318792125694473,3692"dm_p": 0.7016105994913758,3693"own_mean": 0.4065741480834266,3694"own_n": 27013695},3696"realgarch11__t__w1000_r5": {3697"n_pair": 2701,3698"coverage": 1.0,3699"mean": 1.3838124944477426,3700"mean_bench": 0.3931176191992856,3701"ratio": 3.5200978711316364,3702"dm_stat": 5.315542277287244,3703"dm_p": 1.1502911991700918e-07,3704"own_mean": 1.3838124944477426,3705"own_n": 27013706},3707"rm2006__normal__w1000_r5": {3708"n_pair": 2701,3709"coverage": 1.0,3710"mean": 0.4199671810833266,3711"mean_bench": 0.3931176191992856,3712"ratio": 1.068299054971713,3713"dm_stat": 0.7507586679778416,3714"dm_p": 0.4528633307910176,3715"own_mean": 0.4199671810833267,3716"own_n": 27013717},3718"rm_rw__empirical__w1000_r5": {3719"n_pair": 2701,3720"coverage": 1.0,3721"mean": 0.8743354255951455,3722"mean_bench": 0.3931176191992856,3723"ratio": 2.224106432512538,3724"dm_stat": 3.67191867515477,3725"dm_p": 0.0002454055933416742,3726"own_mean": 0.8743354255951455,3727"own_n": 27013728},3729"tarch11__ged__w1000_r5": {3730"n_pair": 2701,3731"coverage": 1.0,3732"mean": 0.38987243511985586,3733"mean_bench": 0.3931176191992856,3734"ratio": 0.9917450047493683,3735"dm_stat": -0.15350542237658915,3736"dm_p": 0.878011185983847,3737"own_mean": 0.3898724351198558,3738"own_n": 27013739},3740"tarch11__normal__w1000_r5": {3741"n_pair": 2701,3742"coverage": 1.0,3743"mean": 0.37503252891922695,3744"mean_bench": 0.3931176191992856,3745"ratio": 0.9539957269865061,3746"dm_stat": -0.8687116270140055,3747"dm_p": 0.38508209074925703,3748"own_mean": 0.37503252891922695,3749"own_n": 27013750},3751"tarch11__skewt__w1000_r5": {3752"n_pair": 2701,3753"coverage": 1.0,3754"mean": 0.36327367315481873,3755"mean_bench": 0.3931176191992856,3756"ratio": 0.9240839265732887,3757"dm_stat": -1.2360160121103019,3758"dm_p": 0.21656013087552808,3759"own_mean": 0.3632736731548187,3760"own_n": 27013761},3762"tarch11__t__w1000_r5": {3763"n_pair": 2701,3764"coverage": 1.0,3765"mean": 0.3757466620427567,3766"mean_bench": 0.3931176191992856,3767"ratio": 0.9558123159376305,3768"dm_stat": -0.835228636091806,3769"dm_p": 0.4036628886131506,3770"own_mean": 0.3757466620427567,3771"own_n": 27013772}3773},3774"common_sample_A": {3775"n": 2701,3776"specs": [3777"aparch11__ged__w1000_r5",3778"aparch11__normal__w1000_r5",3779"aparch11__skewt__w1000_r5",3780"aparch11__t__w1000_r5",3781"arch5__ged__w1000_r5",3782"arch5__normal__w1000_r5",3783"arch5__skewt__w1000_r5",3784"arch5__t__w1000_r5",3785"avgarch11__ged__w1000_r5",3786"avgarch11__normal__w1000_r5",3787"avgarch11__skewt__w1000_r5",3788"avgarch11__t__w1000_r5",3789"cgarch11__ged__w1000_r5",3790"cgarch11__normal__w1000_r5",3791"cgarch11__skewt__w1000_r5",3792"cgarch11__t__w1000_r5",3793"constvar__normal__w1000_r5",3794"egarch11__ged__w1000_r5",3795"egarch11__normal__w1000_r5",3796"egarch11__skewt__w1000_r5",3797"egarch11__t__w1000_r5",3798"ewma094__normal__w1000_r5",3799"figarch11__ged__w1000_r5",3800"figarch11__normal__w1000_r5",3801"figarch11__skewt__w1000_r5",3802"figarch11__t__w1000_r5",3803"garch11__ged__w1000_r5",3804"garch11__normal__w1000_r5",3805"garch11__skewt__w1000_r5",3806"garch11__t__w1000_r5",3807"garch12__ged__w1000_r5",3808"garch12__normal__w1000_r5",3809"garch12__skewt__w1000_r5",3810"garch12__t__w1000_r5",3811"garch21__ged__w1000_r5",3812"garch21__normal__w1000_r5",3813"garch21__skewt__w1000_r5",3814"garch21__t__w1000_r5",3815"garchm11__ged__w1000_r5",3816"garchm11__normal__w1000_r5",3817"garchm11__skewt__w1000_r5",3818"garchm11__t__w1000_r5",3819"gas_t11__t__w1000_r5",3820"gjr11__ged__w1000_r5",3821"gjr11__normal__w1000_r5",3822"gjr11__skewt__w1000_r5",3823"gjr11__t__w1000_r5",3824"histvar22__empirical__w1000_r5",3825"histvar252__empirical__w1000_r5",3826"histvar66__empirical__w1000_r5",3827"igarch11__ged__w1000_r5",3828"igarch11__normal__w1000_r5",3829"igarch11__skewt__w1000_r5",3830"igarch11__t__w1000_r5",3831"msgarch2__normal__w1000_r5",3832"msgarch2__t__w1000_r5",3833"nagarch11__ged__w1000_r5",3834"nagarch11__normal__w1000_r5",3835"nagarch11__skewt__w1000_r5",3836"nagarch11__t__w1000_r5",3837"qgarch11__ged__w1000_r5",3838"qgarch11__normal__w1000_r5",3839"qgarch11__skewt__w1000_r5",3840"qgarch11__t__w1000_r5",3841"rm2006__normal__w1000_r5",3842"tarch11__ged__w1000_r5",3843"tarch11__normal__w1000_r5",3844"tarch11__skewt__w1000_r5",3845"tarch11__t__w1000_r5"3846],3847"mean": {3848"aparch11__ged__w1000_r5": 0.39881608512099215,3849"aparch11__normal__w1000_r5": 0.3813145054935529,3850"aparch11__skewt__w1000_r5": 0.36610148093208533,3851"aparch11__t__w1000_r5": 0.3836268889454586,3852"arch5__ged__w1000_r5": 0.4173616929753345,3853"arch5__normal__w1000_r5": 0.4105946121288005,3854"arch5__skewt__w1000_r5": 0.40282975225723594,3855"arch5__t__w1000_r5": 0.4080566021582942,3856"avgarch11__ged__w1000_r5": 0.3857953192714461,3857"avgarch11__normal__w1000_r5": 0.37817839513930157,3858"avgarch11__skewt__w1000_r5": 0.36966196638323245,3859"avgarch11__t__w1000_r5": 0.37598889030412885,3860"cgarch11__ged__w1000_r5": 0.4409954117963037,3861"cgarch11__normal__w1000_r5": 0.4386600831029229,3862"cgarch11__skewt__w1000_r5": 0.4186808847418494,3863"cgarch11__t__w1000_r5": 0.4238287796875807,3864"constvar__normal__w1000_r5": 0.7603066341709056,3865"egarch11__ged__w1000_r5": 0.40594515978473883,3866"egarch11__normal__w1000_r5": 0.4036426582539011,3867"egarch11__skewt__w1000_r5": 0.36676134629455054,3868"egarch11__t__w1000_r5": 0.37831430340144534,3869"ewma094__normal__w1000_r5": 0.46789781458808427,3870"figarch11__ged__w1000_r5": 0.40862857706754185,3871"figarch11__normal__w1000_r5": 0.3990464370511414,3872"figarch11__skewt__w1000_r5": 0.3955487116852508,3873"figarch11__t__w1000_r5": 0.4061703140175064,3874"garch11__ged__w1000_r5": 0.39364703056260925,3875"garch11__normal__w1000_r5": 0.3931176191992856,3876"garch11__skewt__w1000_r5": 0.36561667848328927,3877"garch11__t__w1000_r5": 0.3669201858239102,3878"garch12__ged__w1000_r5": 0.39424424413742715,3879"garch12__normal__w1000_r5": 0.3916914970817323,3880"garch12__skewt__w1000_r5": 0.3660115475170948,3881"garch12__t__w1000_r5": 0.3672670603629452,3882"garch21__ged__w1000_r5": 0.3950886181829121,3883"garch21__normal__w1000_r5": 0.3945976059515781,3884"garch21__skewt__w1000_r5": 0.36623692587096,3885"garch21__t__w1000_r5": 0.3671484818757163,3886"garchm11__ged__w1000_r5": 0.3924181988827363,3887"garchm11__normal__w1000_r5": 0.39028444476520824,3888"garchm11__skewt__w1000_r5": 0.36261198818767015,3889"garchm11__t__w1000_r5": 0.36176408026545254,3890"gas_t11__t__w1000_r5": 0.3863635499015324,3891"gjr11__ged__w1000_r5": 0.4067588556606278,3892"gjr11__normal__w1000_r5": 0.4032742112522024,3893"gjr11__skewt__w1000_r5": 0.3829972217056408,3894"gjr11__t__w1000_r5": 0.3869695730778014,3895"histvar22__empirical__w1000_r5": 0.5706378224763593,3896"histvar252__empirical__w1000_r5": 0.7501220094308829,3897"histvar66__empirical__w1000_r5": 0.6644290659066561,3898"igarch11__ged__w1000_r5": 0.3864807561690543,3899"igarch11__normal__w1000_r5": 0.3935419638957146,3900"igarch11__skewt__w1000_r5": 0.3688956714434093,3901"igarch11__t__w1000_r5": 0.3809165758100405,3902"msgarch2__normal__w1000_r5": 0.4298094498492639,3903"msgarch2__t__w1000_r5": 0.4232179149661963,3904"nagarch11__ged__w1000_r5": 0.3955874113119069,3905"nagarch11__normal__w1000_r5": 0.38855483365471527,3906"nagarch11__skewt__w1000_r5": 0.37282608182391674,3907"nagarch11__t__w1000_r5": 0.3797715909333338,3908"qgarch11__ged__w1000_r5": 0.3888686061176698,3909"qgarch11__normal__w1000_r5": 0.38720564216080866,3910"qgarch11__skewt__w1000_r5": 0.36887280626671726,3911"qgarch11__t__w1000_r5": 0.36869564169085434,3912"rm2006__normal__w1000_r5": 0.4199671810833266,3913"tarch11__ged__w1000_r5": 0.38987243511985586,3914"tarch11__normal__w1000_r5": 0.37503252891922695,3915"tarch11__skewt__w1000_r5": 0.36327367315481873,3916"tarch11__t__w1000_r5": 0.37574666204275673917},3918"ratio": {3919"aparch11__ged__w1000_r5": 1.0144955749714637,3920"aparch11__normal__w1000_r5": 0.9699756176541421,3921"aparch11__skewt__w1000_r5": 0.9312772133637063,3922"aparch11__t__w1000_r5": 0.9758577845654488,3923"arch5__ged__w1000_r5": 1.0616712978304812,3924"arch5__normal__w1000_r5": 1.044457414463164,3925"arch5__skewt__w1000_r5": 1.0247054127915516,3926"arch5__t__w1000_r5": 1.0380013060453428,3927"avgarch11__ged__w1000_r5": 0.9813737681288521,3928"avgarch11__normal__w1000_r5": 0.9619980806497233,3929"avgarch11__skewt__w1000_r5": 0.9403342621380635,3930"avgarch11__t__w1000_r5": 0.9564284884253087,3931"cgarch11__ged__w1000_r5": 1.121789994288572,3932"cgarch11__normal__w1000_r5": 1.1158494600074136,3933"cgarch11__skewt__w1000_r5": 1.065027015565041,3934"cgarch11__t__w1000_r5": 1.078122065734038,3935"constvar__normal__w1000_r5": 1.93404364759718,3936"egarch11__ged__w1000_r5": 1.032630286608829,3937"egarch11__normal__w1000_r5": 1.026773257011612,3938"egarch11__skewt__w1000_r5": 0.9329557577235578,3939"egarch11__t__w1000_r5": 0.9623437997310013,3940"ewma094__normal__w1000_r5": 1.1902234642678018,3941"figarch11__ged__w1000_r5": 1.0394562774872556,3942"figarch11__normal__w1000_r5": 1.0150815368284225,3943"figarch11__skewt__w1000_r5": 1.0061841351474323,3944"figarch11__t__w1000_r5": 1.0332030267297785,3945"garch11__ged__w1000_r5": 1.0013466996579852,3946"garch11__normal__w1000_r5": 1.0,3947"garch11__skewt__w1000_r5": 0.9300439884327466,3948"garch11__t__w1000_r5": 0.933359808627415,3949"garch12__ged__w1000_r5": 1.002865872408457,3950"garch12__normal__w1000_r5": 0.996372276265668,3951"garch12__skewt__w1000_r5": 0.9310484436250878,3952"garch12__t__w1000_r5": 0.934242176962219,3953"garch21__ged__w1000_r5": 1.0050137640425303,3954"garch21__normal__w1000_r5": 1.003764742865779,3955"garch21__skewt__w1000_r5": 0.9316217538581022,3956"garch21__t__w1000_r5": 0.9339405408069369,3957"garchm11__ged__w1000_r5": 0.9982208370157158,3958"garchm11__normal__w1000_r5": 0.9927930616799927,3959"garchm11__skewt__w1000_r5": 0.9224007535613634,3960"garchm11__t__w1000_r5": 0.920243872564921,3961"gas_t11__t__w1000_r5": 0.982819214993441,3962"gjr11__ged__w1000_r5": 1.0347001400983429,3963"gjr11__normal__w1000_r5": 1.025836013337698,3964"gjr11__skewt__w1000_r5": 0.974256057222115,3965"gjr11__t__w1000_r5": 0.9843607973257297,3966"histvar22__empirical__w1000_r5": 1.4515702034384834,3967"histvar252__empirical__w1000_r5": 1.9081363256084911,3968"histvar66__empirical__w1000_r5": 1.6901533623956773,3969"igarch11__ged__w1000_r5": 0.9831173605402131,3970"igarch11__normal__w1000_r5": 1.0010794344382052,3971"igarch11__skewt__w1000_r5": 0.9383849856304778,3972"igarch11__t__w1000_r5": 0.9689633768791728,3973"msgarch2__normal__w1000_r5": 1.0933355028062934,3974"msgarch2__t__w1000_r5": 1.07656816763446,3975"nagarch11__ged__w1000_r5": 1.0062825780173674,3976"nagarch11__normal__w1000_r5": 0.9883933323724743,3977"nagarch11__skewt__w1000_r5": 0.9483830375837661,3978"nagarch11__t__w1000_r5": 0.9660508010474437,3979"qgarch11__ged__w1000_r5": 0.9891914967070916,3980"qgarch11__normal__w1000_r5": 0.9849613022928897,3981"qgarch11__skewt__w1000_r5": 0.938326821926855,3982"qgarch11__t__w1000_r5": 0.9378761563570345,3983"rm2006__normal__w1000_r5": 1.068299054971713,3984"tarch11__ged__w1000_r5": 0.9917450047493683,3985"tarch11__normal__w1000_r5": 0.9539957269865061,3986"tarch11__skewt__w1000_r5": 0.9240839265732887,3987"tarch11__t__w1000_r5": 0.95581231593763053988}3989},3990"mcs_A": {3991"histvar22__empirical__w1000_r5": {3992"p": 0.0825,3993"in": false3994},3995"histvar252__empirical__w1000_r5": {3996"p": 0.196,3997"in": true3998},3999"constvar__normal__w1000_r5": {4000"p": 0.4085,4001"in": true4002},4003"cgarch11__t__w1000_r5": {4004"p": 0.477,4005"in": true4006},4007"ewma094__normal__w1000_r5": {4008"p": 0.4965,4009"in": true4010},4011"histvar66__empirical__w1000_r5": {4012"p": 0.515,4013"in": true4014},4015"figarch11__t__w1000_r5": {4016"p": 0.515,4017"in": true4018},4019"cgarch11__normal__w1000_r5": {4020"p": 0.515,4021"in": true4022},4023"arch5__ged__w1000_r5": {4024"p": 0.515,4025"in": true4026},4027"figarch11__ged__w1000_r5": {4028"p": 0.515,4029"in": true4030},4031"cgarch11__ged__w1000_r5": {4032"p": 0.661,4033"in": true4034},4035"arch5__normal__w1000_r5": {4036"p": 0.671,4037"in": true4038},4039"cgarch11__skewt__w1000_r5": {4040"p": 0.7415,4041"in": true4042},4043"msgarch2__t__w1000_r5": {4044"p": 0.8455,4045"in": true4046},4047"figarch11__skewt__w1000_r5": {4048"p": 0.883,4049"in": true4050},4051"rm2006__normal__w1000_r5": {4052"p": 0.9195,4053"in": true4054},4055"msgarch2__normal__w1000_r5": {4056"p": 0.921,4057"in": true4058},4059"figarch11__normal__w1000_r5": {4060"p": 0.921,4061"in": true4062},4063"gjr11__normal__w1000_r5": {4064"p": 0.9255,4065"in": true4066},4067"gjr11__ged__w1000_r5": {4068"p": 0.9285,4069"in": true4070},4071"nagarch11__ged__w1000_r5": {4072"p": 0.93,4073"in": true4074},4075"garch21__normal__w1000_r5": {4076"p": 0.9385,4077"in": true4078},4079"garch21__ged__w1000_r5": {4080"p": 0.9395,4081"in": true4082},4083"egarch11__normal__w1000_r5": {4084"p": 0.9495,4085"in": true4086},4087"garch12__ged__w1000_r5": {4088"p": 0.9495,4089"in": true4090},4091"garch11__ged__w1000_r5": {4092"p": 0.9495,4093"in": true4094},4095"garch11__normal__w1000_r5": {4096"p": 0.9545,4097"in": true4098},4099"garch12__normal__w1000_r5": {4100"p": 0.956,4101"in": true4102},4103"nagarch11__normal__w1000_r5": {4104"p": 0.9565,4105"in": true4106},4107"arch5__t__w1000_r5": {4108"p": 0.9575,4109"in": true4110},4111"egarch11__ged__w1000_r5": {4112"p": 0.958,4113"in": true4114},4115"arch5__skewt__w1000_r5": {4116"p": 0.958,4117"in": true4118},4119"garchm11__ged__w1000_r5": {4120"p": 0.958,4121"in": true4122},4123"garchm11__normal__w1000_r5": {4124"p": 0.958,4125"in": true4126},4127"aparch11__ged__w1000_r5": {4128"p": 0.958,4129"in": true4130},4131"gjr11__t__w1000_r5": {4132"p": 0.9585,4133"in": true4134},4135"qgarch11__normal__w1000_r5": {4136"p": 0.968,4137"in": true4138},4139"qgarch11__ged__w1000_r5": {4140"p": 0.9795,4141"in": true4142},4143"gas_t11__t__w1000_r5": {4144"p": 0.9805,4145"in": true4146},4147"nagarch11__t__w1000_r5": {4148"p": 0.9805,4149"in": true4150},4151"aparch11__normal__w1000_r5": {4152"p": 0.9805,4153"in": true4154},4155"gjr11__skewt__w1000_r5": {4156"p": 0.9815,4157"in": true4158},4159"tarch11__ged__w1000_r5": {4160"p": 0.9815,4161"in": true4162},4163"igarch11__normal__w1000_r5": {4164"p": 0.9815,4165"in": true4166},4167"avgarch11__normal__w1000_r5": {4168"p": 0.9815,4169"in": true4170},4171"aparch11__t__w1000_r5": {4172"p": 0.9815,4173"in": true4174},4175"avgarch11__ged__w1000_r5": {4176"p": 0.9815,4177"in": true4178},4179"igarch11__ged__w1000_r5": {4180"p": 0.9815,4181"in": true4182},4183"egarch11__t__w1000_r5": {4184"p": 0.9815,4185"in": true4186},4187"tarch11__normal__w1000_r5": {4188"p": 0.9815,4189"in": true4190},4191"nagarch11__skewt__w1000_r5": {4192"p": 0.9815,4193"in": true4194},4195"igarch11__t__w1000_r5": {4196"p": 0.9815,4197"in": true4198},4199"avgarch11__t__w1000_r5": {4200"p": 0.9815,4201"in": true4202},4203"tarch11__t__w1000_r5": {4204"p": 0.9815,4205"in": true4206},4207"qgarch11__skewt__w1000_r5": {4208"p": 0.999,4209"in": true4210},4211"qgarch11__t__w1000_r5": {4212"p": 0.999,4213"in": true4214},4215"garch12__t__w1000_r5": {4216"p": 1.0,4217"in": true4218},4219"avgarch11__skewt__w1000_r5": {4220"p": 1.0,4221"in": true4222},4223"garch21__t__w1000_r5": {4224"p": 1.0,4225"in": true4226},4227"garch11__t__w1000_r5": {4228"p": 1.0,4229"in": true4230},4231"garch21__skewt__w1000_r5": {4232"p": 1.0,4233"in": true4234},4235"igarch11__skewt__w1000_r5": {4236"p": 1.0,4237"in": true4238},4239"garch12__skewt__w1000_r5": {4240"p": 1.0,4241"in": true4242},4243"egarch11__skewt__w1000_r5": {4244"p": 1.0,4245"in": true4246},4247"garch11__skewt__w1000_r5": {4248"p": 1.0,4249"in": true4250},4251"aparch11__skewt__w1000_r5": {4252"p": 1.0,4253"in": true4254},4255"tarch11__skewt__w1000_r5": {4256"p": 1.0,4257"in": true4258},4259"garchm11__skewt__w1000_r5": {4260"p": 1.0,4261"in": true4262},4263"garchm11__t__w1000_r5": {4264"p": 1.0,4265"in": true4266}4267},4268"spa_A": {4269"lower": 0.383,4270"consistent": 0.8765,4271"upper": 0.898,4272"n": 27014273},4274"common_sample_B": {4275"n": 2701,4276"specs": [4277"garchx_rv11__normal__w1000_r5",4278"garchx_rv11__t__w1000_r5",4279"har_rv__empirical__w1000_r5",4280"heavy11__normal__w1000_r5",4281"heavy11__t__w1000_r5",4282"loghar_rv__empirical__w1000_r5",4283"realgarch11__normal__w1000_r5",4284"realgarch11__t__w1000_r5",4285"rm_rw__empirical__w1000_r5",4286"garch11__normal__w1000_r5"4287],4288"mean": {4289"garchx_rv11__normal__w1000_r5": 0.4112732066886316,4290"garchx_rv11__t__w1000_r5": 0.4066479444895187,4291"har_rv__empirical__w1000_r5": 0.5119685489233025,4292"heavy11__normal__w1000_r5": 0.41092374278901406,4293"heavy11__t__w1000_r5": 0.40693827723516135,4294"loghar_rv__empirical__w1000_r5": 0.41091166730017975,4295"realgarch11__normal__w1000_r5": 0.4065741480834266,4296"realgarch11__t__w1000_r5": 1.3838124944477426,4297"rm_rw__empirical__w1000_r5": 0.8743354255951455,4298"garch11__normal__w1000_r5": 0.39311761919928564299},4300"ratio": {4301"garchx_rv11__normal__w1000_r5": 1.0461836015549897,4302"garchx_rv11__t__w1000_r5": 1.034418007816063,4303"har_rv__empirical__w1000_r5": 1.3023291857691246,4304"heavy11__normal__w1000_r5": 1.0452946464877269,4305"heavy11__t__w1000_r5": 1.0351565469490431,4306"loghar_rv__empirical__w1000_r5": 1.0452639292462587,4307"realgarch11__normal__w1000_r5": 1.034230286883477,4308"realgarch11__t__w1000_r5": 3.5200978711316364,4309"rm_rw__empirical__w1000_r5": 2.224106432512538,4310"garch11__normal__w1000_r5": 1.04311}4312},4313"mcs_B": {4314"realgarch11__t__w1000_r5": {4315"p": 0.0005,4316"in": false4317},4318"rm_rw__empirical__w1000_r5": {4319"p": 0.008,4320"in": false4321},4322"har_rv__empirical__w1000_r5": {4323"p": 0.1395,4324"in": true4325},4326"garchx_rv11__normal__w1000_r5": {4327"p": 0.8725,4328"in": true4329},4330"heavy11__normal__w1000_r5": {4331"p": 0.8925,4332"in": true4333},4334"loghar_rv__empirical__w1000_r5": {4335"p": 0.939,4336"in": true4337},4338"heavy11__t__w1000_r5": {4339"p": 0.939,4340"in": true4341},4342"garchx_rv11__t__w1000_r5": {4343"p": 0.939,4344"in": true4345},4346"realgarch11__normal__w1000_r5": {4347"p": 0.939,4348"in": true4349},4350"garch11__normal__w1000_r5": {4351"p": 1.0,4352"in": true4353}4354},4355"spa_B": {4356"lower": 0.9015,4357"consistent": 0.9975,4358"upper": 0.9995,4359"n": 27014360}4361}4362},4363"regimes": {4364"1": {4365"vol_tercile=high": {4366"aparch11__ged__w1000_r5": {4367"n": 1417,4368"ratio": 0.95088363024476,4369"dm_p": 0.2649827563143623,4370"dm_stat": -1.11513275450737044371},4372"aparch11__normal__w1000_r5": {4373"n": 1417,4374"ratio": 0.964026361337048,4375"dm_p": 0.45585697834607236,4376"dm_stat": -0.74589114298162414377},4378"aparch11__skewt__w1000_r5": {4379"n": 1417,4380"ratio": 0.9380443835691806,4381"dm_p": 0.11925762787720127,4382"dm_stat": -1.55884035688482174383},4384"aparch11__t__w1000_r5": {4385"n": 1417,4386"ratio": 0.9394431604228068,4387"dm_p": 0.1188639282971204,4388"dm_stat": -1.56050549001890224389},4390"arch5__ged__w1000_r5": {4391"n": 1417,4392"ratio": 1.0772265820478448,4393"dm_p": 0.10343084457389691,4394"dm_stat": 1.62949427946689964395},4396"arch5__normal__w1000_r5": {4397"n": 1417,4398"ratio": 1.0857671889279492,4399"dm_p": 0.09091976604615337,4400"dm_stat": 1.69171808409845634401},4402"arch5__skewt__w1000_r5": {4403"n": 1417,4404"ratio": 1.0775743580926134,4405"dm_p": 0.0848224355562005,4406"dm_stat": 1.72457436062270734407},4408"arch5__t__w1000_r5": {4409"n": 1417,4410"ratio": 1.0665707613540496,4411"dm_p": 0.13882098091689687,4412"dm_stat": 1.4810302641654184413},4414"avgarch11__ged__w1000_r5": {4415"n": 1417,4416"ratio": 1.022038379081412,4417"dm_p": 0.264283367867868,4418"dm_stat": 1.11676712372761334419},4420"avgarch11__normal__w1000_r5": {4421"n": 1417,4422"ratio": 1.0187840239569221,4423"dm_p": 0.26914156510321247,4424"dm_stat": 1.10547510744345974425},4426"avgarch11__skewt__w1000_r5": {4427"n": 1417,4428"ratio": 1.017913752251513,4429"dm_p": 0.24220868850178273,4430"dm_stat": 1.16997307002252734431},4432"avgarch11__t__w1000_r5": {4433"n": 1417,4434"ratio": 1.012907656877643,4435"dm_p": 0.42697418471697735,4436"dm_stat": 0.79460891827894084437},4438"cgarch11__ged__w1000_r5": {4439"n": 1417,4440"ratio": 0.9865290393829494,4441"dm_p": 0.6456413311427743,4442"dm_stat": -0.459924070111316644443},4444"cgarch11__normal__w1000_r5": {4445"n": 1417,4446"ratio": 0.9776835235604678,4447"dm_p": 0.4488858123724919,4448"dm_stat": -0.75748427859938344449},4450"cgarch11__skewt__w1000_r5": {4451"n": 1417,4452"ratio": 1.0029954996131036,4453"dm_p": 0.9246876871446459,4454"dm_stat": 0.094547426359392914455},4456"cgarch11__t__w1000_r5": {4457"n": 1417,4458"ratio": 0.9988910235680233,4459"dm_p": 0.972022276051846,4460"dm_stat": -0.03507826596053544461},4462"constvar__normal__w1000_r5": {4463"n": 1417,4464"ratio": 3.6763963479710036,4465"dm_p": 0.01975033584044297,4466"dm_stat": 2.33370811453751564467},4468"egarch11__ged__w1000_r5": {4469"n": 1417,4470"ratio": 0.9427680599980326,4471"dm_p": 0.12641708843838384,4472"dm_stat": -1.5292852694091564473},4474"egarch11__normal__w1000_r5": {4475"n": 1417,4476"ratio": 0.9611409473844356,4477"dm_p": 0.3353503491051053,4478"dm_stat": -0.96372104452395734479},4480"egarch11__skewt__w1000_r5": {4481"n": 1417,4482"ratio": 0.9270118862140249,4483"dm_p": 0.03822656081303368,4484"dm_stat": -2.0743562284208384485},4486"egarch11__t__w1000_r5": {4487"n": 1417,4488"ratio": 0.9301748996930388,4489"dm_p": 0.04274897307064724,4490"dm_stat": -2.02798222486456274491},4492"ewma094__normal__w1000_r5": {4493"n": 1417,4494"ratio": 1.197107316045865,4495"dm_p": 9.497866095412764e-05,4496"dm_stat": 3.9142894272545244497},4498"figarch11__ged__w1000_r5": {4499"n": 1417,4500"ratio": 0.9813648138945704,4501"dm_p": 0.5208405180036942,4502"dm_stat": -0.64221042938498914503},4504"figarch11__normal__w1000_r5": {4505"n": 1417,4506"ratio": 0.9772858284923739,4507"dm_p": 0.46522023169897386,4508"dm_stat": -0.7304758109115384509},4510"figarch11__skewt__w1000_r5": {4511"n": 1417,4512"ratio": 0.9902895557463481,4513"dm_p": 0.7354170534259555,4514"dm_stat": -0.337995005985847144515},4516"figarch11__t__w1000_r5": {4517"n": 1417,4518"ratio": 0.9814746430956464,4519"dm_p": 0.5172316147302934,4520"dm_stat": -0.64778100644482534521},4522"garch11__ged__w1000_r5": {4523"n": 1417,4524"ratio": 1.000484860237709,4525"dm_p": 0.913278319295781,4526"dm_stat": 0.108923854055730214527},4528"garch11__normal__w1000_r5": {4529"n": 1417,4530"ratio": 1.0,4531"dm_p": 1.0,4532"dm_stat": 0.04533},4534"garch11__skewt__w1000_r5": {4535"n": 1417,4536"ratio": 0.9970992413956727,4537"dm_p": 0.8771120147271773,4538"dm_stat": -0.154659228591092854539},4540"garch11__t__w1000_r5": {4541"n": 1417,4542"ratio": 0.9942671897815589,4543"dm_p": 0.7285823786270373,4544"dm_stat": -0.347080552878537734545},4546"garch12__ged__w1000_r5": {4547"n": 1417,4548"ratio": 1.0014632696951673,4549"dm_p": 0.792116773476525,4550"dm_stat": 0.26361263985816034551},4552"garch12__normal__w1000_r5": {4553"n": 1417,4554"ratio": 1.003290242216543,4555"dm_p": 0.40262239196223654,4556"dm_stat": 0.83719828882166714557},4558"garch12__skewt__w1000_r5": {4559"n": 1417,4560"ratio": 0.9991865462758244,4561"dm_p": 0.9650426631300429,4562"dm_stat": -0.043834303846224064563},4564"garch12__t__w1000_r5": {4565"n": 1417,4566"ratio": 0.9964020263577367,4567"dm_p": 0.8252197269378737,4568"dm_stat": -0.22087741495846254569},4570"garch21__ged__w1000_r5": {4571"n": 1417,4572"ratio": 1.0042106115136986,4573"dm_p": 0.4726114740186972,4574"dm_stat": 0.71842877275186924575},4576"garch21__normal__w1000_r5": {4577"n": 1417,4578"ratio": 1.0057350052317389,4579"dm_p": 0.19449385477226444,4580"dm_stat": 1.298014160425964581},4582"garch21__skewt__w1000_r5": {4583"n": 1417,4584"ratio": 1.0010801577362656,4585"dm_p": 0.9524598943828712,4586"dm_stat": 0.059628548510965534587},4588"garch21__t__w1000_r5": {4589"n": 1417,4590"ratio": 0.9966642809261068,4591"dm_p": 0.8418351415961344,4592"dm_stat": -0.199583305217146234593},4594"garchm11__ged__w1000_r5": {4595"n": 1417,4596"ratio": 0.9841025324061522,4597"dm_p": 0.04518279246484402,4598"dm_stat": -2.0047225756694644599},4600"garchm11__normal__w1000_r5": {4601"n": 1417,4602"ratio": 0.9862063330985897,4603"dm_p": 0.015485187724929317,4604"dm_stat": -2.42376390226141154605},4606"garchm11__skewt__w1000_r5": {4607"n": 1417,4608"ratio": 0.9789420504854563,4609"dm_p": 0.3721398749432001,4610"dm_stat": -0.89275538454702334611},4612"garchm11__t__w1000_r5": {4613"n": 1417,4614"ratio": 0.9740645305779031,4615"dm_p": 0.28714145793263446,4616"dm_stat": -1.06481441217523454617},4618"garchx_rv11__normal__w1000_r5": {4619"n": 1417,4620"ratio": 0.8897652233161817,4621"dm_p": 0.04356511814762699,4622"dm_stat": -2.0200604521088724623},4624"garchx_rv11__t__w1000_r5": {4625"n": 1417,4626"ratio": 0.8884461270891374,4627"dm_p": 0.04550458992197266,4628"dm_stat": -2.0017269121598554629},4630"gas_t11__t__w1000_r5": {4631"n": 1417,4632"ratio": 1.0506916102518635,4633"dm_p": 0.03946122235266437,4634"dm_stat": 2.06125200560639634635},4636"gjr11__ged__w1000_r5": {4637"n": 1417,4638"ratio": 0.9412120357527478,4639"dm_p": 0.18783227114587528,4640"dm_stat": -1.31765511533018284641},4642"gjr11__normal__w1000_r5": {4643"n": 1417,4644"ratio": 0.9470594332971307,4645"dm_p": 0.23397693965068328,4646"dm_stat": -1.19068472823685364647},4648"gjr11__skewt__w1000_r5": {4649"n": 1417,4650"ratio": 0.9311141827737646,4651"dm_p": 0.11919225765023891,4652"dm_stat": -1.55911653816918454653},4654"gjr11__t__w1000_r5": {4655"n": 1417,4656"ratio": 0.9328696898048708,4657"dm_p": 0.12123561095933352,4658"dm_stat": -1.5505392061712234659},4660"har_rv__empirical__w1000_r5": {4661"n": 1417,4662"ratio": 4434707.372995496,4663"dm_p": 0.3162800953733764,4664"dm_stat": 1.00248622119128424665},4666"heavy11__normal__w1000_r5": {4667"n": 1417,4668"ratio": 0.8964582938385717,4669"dm_p": 0.06134299585887634,4670"dm_stat": -1.8725029497253574671},4672"heavy11__t__w1000_r5": {4673"n": 1417,4674"ratio": 0.8963314863020376,4675"dm_p": 0.06608974565005482,4676"dm_stat": -1.8392359806012854677},4678"histvar22__empirical__w1000_r5": {4679"n": 1417,4680"ratio": 1.3298247576701816,4681"dm_p": 6.726661371210308e-07,4682"dm_stat": 4.9917225789455864683},4684"histvar252__empirical__w1000_r5": {4685"n": 1417,4686"ratio": 2.9278138045566293,4687"dm_p": 0.0007189318247218251,4688"dm_stat": 3.38969885920535364689},4690"histvar66__empirical__w1000_r5": {4691"n": 1417,4692"ratio": 1.8565292645781821,4693"dm_p": 2.2944990997943956e-05,4694"dm_stat": 4.2483097763082084695},4696"igarch11__ged__w1000_r5": {4697"n": 1417,4698"ratio": 1.021161655572865,4699"dm_p": 0.08880349371220116,4700"dm_stat": 1.70291466716066284701},4702"igarch11__normal__w1000_r5": {4703"n": 1417,4704"ratio": 1.0249458963447249,4705"dm_p": 0.06656515229573082,4706"dm_stat": 1.83601400139822854707},4708"igarch11__skewt__w1000_r5": {4709"n": 1417,4710"ratio": 1.0121503922865833,4711"dm_p": 0.49654240188905113,4712"dm_stat": 0.68011566631905964713},4714"igarch11__t__w1000_r5": {4715"n": 1417,4716"ratio": 1.0106016926759651,4717"dm_p": 0.4976721532867257,4718"dm_stat": 0.67833183523779644719},4720"loghar_rv__empirical__w1000_r5": {4721"n": 1417,4722"ratio": 0.9020181411632576,4723"dm_p": 0.06758116781117485,4724"dm_stat": -1.82919123917083914725},4726"msgarch2__normal__w1000_r5": {4727"n": 1417,4728"ratio": 1.030065852769294,4729"dm_p": 0.19621498606135823,4730"dm_stat": 1.2930202126206064731},4732"msgarch2__t__w1000_r5": {4733"n": 1417,4734"ratio": 1.0638656775286581,4735"dm_p": 0.0010909100675490998,4736"dm_stat": 3.2727066416762444737},4738"nagarch11__ged__w1000_r5": {4739"n": 1417,4740"ratio": 0.9460385178125134,4741"dm_p": 0.23370143244986305,4742"dm_stat": -1.19138678225963914743},4744"nagarch11__normal__w1000_r5": {4745"n": 1417,4746"ratio": 0.9469040409282105,4747"dm_p": 0.24335466617589566,4748"dm_stat": -1.16712928820080134749},4750"nagarch11__skewt__w1000_r5": {4751"n": 1417,4752"ratio": 0.9319417283876646,4753"dm_p": 0.14167625294420824,4754"dm_stat": -1.47039763771683574755},4756"nagarch11__t__w1000_r5": {4757"n": 1417,4758"ratio": 0.9391043201140497,4759"dm_p": 0.1729765329952287,4760"dm_stat": -1.36338943690224484761},4762"qgarch11__ged__w1000_r5": {4763"n": 1417,4764"ratio": 0.8883900189606612,4765"dm_p": 0.0006603837952600158,4766"dm_stat": -3.41310878753712334767},4768"qgarch11__normal__w1000_r5": {4769"n": 1417,4770"ratio": 0.8960604389081971,4771"dm_p": 0.0015365236027260116,4772"dm_stat": -3.17387762577369874773},4774"qgarch11__skewt__w1000_r5": {4775"n": 1417,4776"ratio": 0.8837023707474324,4777"dm_p": 0.0005328770023329043,4778"dm_stat": -3.4716257074756194779},4780"qgarch11__t__w1000_r5": {4781"n": 1417,4782"ratio": 0.8858670305917528,4783"dm_p": 0.0005824818741626921,4784"dm_stat": -3.4474511322684524785},4786"realgarch11__normal__w1000_r5": {4787"n": 1417,4788"ratio": 0.8750881416114595,4789"dm_p": 0.009137248076118942,4790"dm_stat": -2.6104685489567464791},4792"realgarch11__t__w1000_r5": {4793"n": 1417,4794"ratio": 0.8723027008020875,4795"dm_p": 0.010009243252049011,4796"dm_stat": -2.57898518210091784797},4798"rm2006__normal__w1000_r5": {4799"n": 1417,4800"ratio": 1.1632190132520939,4801"dm_p": 0.0011637700752185392,4802"dm_stat": 3.25424715830502634803},4804"rm_rw__empirical__w1000_r5": {4805"n": 1417,4806"ratio": 1.3546808855140422,4807"dm_p": 0.0014528271798840183,4808"dm_stat": 3.19021684515340634809},4810"tarch11__ged__w1000_r5": {4811"n": 1417,4812"ratio": 0.9313289267727114,4813"dm_p": 0.12673819407949827,4814"dm_stat": -1.52799065723479434815},4816"tarch11__normal__w1000_r5": {4817"n": 1417,4818"ratio": 0.9355140904932318,4819"dm_p": 0.16407288274829257,4820"dm_stat": -1.39222497599404464821},4822"tarch11__skewt__w1000_r5": {4823"n": 1417,4824"ratio": 0.9264303816756747,4825"dm_p": 0.100866346342701,4826"dm_stat": -1.64173811053452684827},4828"tarch11__t__w1000_r5": {4829"n": 1417,4830"ratio": 0.9283002078566638,4831"dm_p": 0.10088986991827585,4832"dm_stat": -1.6416246789471284833}4834},4835"vol_tercile=low": {4836"aparch11__ged__w1000_r5": {4837"n": 687,4838"ratio": 1.0063652339933782,4839"dm_p": 0.9263690777161786,4840"dm_stat": 0.092448021610360424841},4842"aparch11__normal__w1000_r5": {4843"n": 687,4844"ratio": 1.010225559493133,4845"dm_p": 0.8762844038745401,4846"dm_stat": 0.155739211230829374847},4848"aparch11__skewt__w1000_r5": {4849"n": 687,4850"ratio": 0.9880871043020184,4851"dm_p": 0.8645556815159847,4852"dm_stat": -0.170641879383001884853},4854"aparch11__t__w1000_r5": {4855"n": 687,4856"ratio": 1.0009770787149483,4857"dm_p": 0.98901862038303,4858"dm_stat": 0.013768570594935974859},4860"arch5__ged__w1000_r5": {4861"n": 687,4862"ratio": 1.030937118826514,4863"dm_p": 0.043379738758786375,4864"dm_stat": 2.0237820776796234865},4866"arch5__normal__w1000_r5": {4867"n": 687,4868"ratio": 1.038623745680529,4869"dm_p": 0.01278249300815443,4870"dm_stat": 2.49632062441495164871},4872"arch5__skewt__w1000_r5": {4873"n": 687,4874"ratio": 1.0307272601330921,4875"dm_p": 0.08344145894574745,4876"dm_stat": 1.73358269817429774877},4878"arch5__t__w1000_r5": {4879"n": 687,4880"ratio": 1.0322780341525308,4881"dm_p": 0.07620794519116804,4882"dm_stat": 1.77580710841579184883},4884"avgarch11__ged__w1000_r5": {4885"n": 687,4886"ratio": 0.9950057348436446,4887"dm_p": 0.7714303257786501,4888"dm_stat": -0.29061930934110684889},4890"avgarch11__normal__w1000_r5": {4891"n": 687,4892"ratio": 1.003640339351451,4893"dm_p": 0.8303834933823778,4894"dm_stat": 0.214291414275326524895},4896"avgarch11__skewt__w1000_r5": {4897"n": 687,4898"ratio": 0.9865927676907656,4899"dm_p": 0.485104896054982,4900"dm_stat": -0.69849420463785234901},4902"avgarch11__t__w1000_r5": {4903"n": 687,4904"ratio": 0.9841489942875268,4905"dm_p": 0.3600832171619285,4906"dm_stat": -0.91581982937542144907},4908"cgarch11__ged__w1000_r5": {4909"n": 687,4910"ratio": 0.9516648120530722,4911"dm_p": 0.012003094940471179,4912"dm_stat": -2.51876268327652574913},4914"cgarch11__normal__w1000_r5": {4915"n": 687,4916"ratio": 0.9645158754498643,4917"dm_p": 0.022217671569348993,4918"dm_stat": -2.2918276208799184919},4920"cgarch11__skewt__w1000_r5": {4921"n": 687,4922"ratio": 0.95040486948869,4923"dm_p": 0.03038688103835093,4924"dm_stat": -2.16950676288015884925},4926"cgarch11__t__w1000_r5": {4927"n": 687,4928"ratio": 0.9484225093635563,4929"dm_p": 0.018102836507653024,4930"dm_stat": -2.3691939142690834931},4932"constvar__normal__w1000_r5": {4933"n": 687,4934"ratio": 2.060813735969749,4935"dm_p": 4.378113100102786e-21,4936"dm_stat": 9.7401955128843524937},4938"egarch11__ged__w1000_r5": {4939"n": 687,4940"ratio": 1.0469230361899962,4941"dm_p": 0.5576062345298806,4942"dm_stat": 0.58668806480200754943},4944"egarch11__normal__w1000_r5": {4945"n": 687,4946"ratio": 1.0436786968526455,4947"dm_p": 0.5646833339688113,4948"dm_stat": 0.57617877002634474949},4950"egarch11__skewt__w1000_r5": {4951"n": 687,4952"ratio": 1.035425528709305,4953"dm_p": 0.6566083756558576,4954"dm_stat": 0.44479476951847954955},4956"egarch11__t__w1000_r5": {4957"n": 687,4958"ratio": 1.0471193080490844,4959"dm_p": 0.5645749612564707,4960"dm_stat": 0.57633921822313844961},4962"ewma094__normal__w1000_r5": {4963"n": 687,4964"ratio": 1.0787021026702759,4965"dm_p": 0.2809184549378848,4966"dm_stat": 1.07910889291264984967},4968"figarch11__ged__w1000_r5": {4969"n": 687,4970"ratio": 0.9586194933246722,4971"dm_p": 0.01673680005409734,4972"dm_stat": -2.3983152432138814973},4974"figarch11__normal__w1000_r5": {4975"n": 687,4976"ratio": 0.9548587549916866,4977"dm_p": 0.0014857542755599047,4978"dm_stat": -3.19034826028579354979},4980"figarch11__skewt__w1000_r5": {4981"n": 687,4982"ratio": 0.9691440949525889,4983"dm_p": 0.1065486775518756,4984"dm_stat": -1.6160249605358814985},4986"figarch11__t__w1000_r5": {4987"n": 687,4988"ratio": 0.9644093870294475,4989"dm_p": 0.035426652527097216,4990"dm_stat": -2.1076139172913144991},4992"garch11__ged__w1000_r5": {4993"n": 687,4994"ratio": 0.9885214007025088,4995"dm_p": 0.1400568317124753,4996"dm_stat": -1.47729004158595274997},4998"garch11__normal__w1000_r5": {4999"n": 687,5000"ratio": 1.0,5001"dm_p": 1.0,5002"dm_stat": 0.05003},5004"garch11__skewt__w1000_r5": {5005"n": 687,5006"ratio": 0.9811833957860681,5007"dm_p": 0.12226558480333306,5008"dm_stat": -1.54724406328922845009},5010"garch11__t__w1000_r5": {5011"n": 687,5012"ratio": 0.9806108288377771,5013"dm_p": 0.07182478618418284,5014"dm_stat": -1.80301361311017485015},5016"garch12__ged__w1000_r5": {5017"n": 687,5018"ratio": 0.9898786711006968,5019"dm_p": 0.2562912647281959,5020"dm_stat": -1.13614826831466695021},5022"garch12__normal__w1000_r5": {5023"n": 687,5024"ratio": 0.9991937549353229,5025"dm_p": 0.8609113554218224,5026"dm_stat": -0.175279991157429655027},5028"garch12__skewt__w1000_r5": {5029"n": 687,5030"ratio": 0.981790900214,5031"dm_p": 0.14761048523007492,5032"dm_stat": -1.4496595364583685033},5034"garch12__t__w1000_r5": {5035"n": 687,5036"ratio": 0.9813420224879704,5037"dm_p": 0.09731161488315004,5038"dm_stat": -1.6602974300660715039},5040"garch21__ged__w1000_r5": {5041"n": 687,5042"ratio": 0.995156493146415,5043"dm_p": 0.5826452898112443,5044"dm_stat": -0.54978572797053595045},5046"garch21__normal__w1000_r5": {5047"n": 687,5048"ratio": 1.005842120435637,5049"dm_p": 0.10860894355389865,5050"dm_stat": 1.6065697782286745051},5052"garch21__skewt__w1000_r5": {5053"n": 687,5054"ratio": 0.9907545423704381,5055"dm_p": 0.4853444050850497,5056"dm_stat": -0.69811090048459565057},5058"garch21__t__w1000_r5": {5059"n": 687,5060"ratio": 0.9880473022958591,5061"dm_p": 0.2978174594308287,5062"dm_stat": -1.04191646070169625063},5064"garchm11__ged__w1000_r5": {5065"n": 687,5066"ratio": 0.9918864066184746,5067"dm_p": 0.3302929204160541,5068"dm_stat": -0.97421555172396875069},5070"garchm11__normal__w1000_r5": {5071"n": 687,5072"ratio": 1.0029893397494196,5073"dm_p": 0.0552167217852013,5074"dm_stat": 1.92043915458746065075},5076"garchm11__skewt__w1000_r5": {5077"n": 687,5078"ratio": 0.985806125460047,5079"dm_p": 0.21830302465590914,5080"dm_stat": -1.2321826397497625081},5082"garchm11__t__w1000_r5": {5083"n": 687,5084"ratio": 0.985534242081601,5085"dm_p": 0.17409714771582055,5086"dm_stat": -1.36056785980171865087},5088"garchx_rv11__normal__w1000_r5": {5089"n": 687,5090"ratio": 0.8506205008752856,5091"dm_p": 0.00047963065021775544,5092"dm_stat": -3.5087437692580025093},5094"garchx_rv11__t__w1000_r5": {5095"n": 687,5096"ratio": 0.852854395274996,5097"dm_p": 0.0009476922582991522,5098"dm_stat": -3.3200370208930745099},5100"gas_t11__t__w1000_r5": {5101"n": 687,5102"ratio": 0.9871417997614156,5103"dm_p": 0.5814871501183908,5104"dm_stat": -0.55147577343481165105},5106"gjr11__ged__w1000_r5": {5107"n": 687,5108"ratio": 1.0040519997951864,5109"dm_p": 0.9581484452515034,5110"dm_stat": 0.052496401644918265111},5112"gjr11__normal__w1000_r5": {5113"n": 687,5114"ratio": 1.0050309083309465,5115"dm_p": 0.943678646403791,5116"dm_stat": 0.070672950740358845117},5118"gjr11__skewt__w1000_r5": {5119"n": 687,5120"ratio": 0.9918130059699971,5121"dm_p": 0.9181585060195421,5122"dm_stat": -0.102791482080054915123},5124"gjr11__t__w1000_r5": {5125"n": 687,5126"ratio": 0.9996890244766178,5127"dm_p": 0.9968649038190194,5128"dm_stat": -0.0039307027086801595129},5130"har_rv__empirical__w1000_r5": {5131"n": 687,5132"ratio": 1.0902923980087358,5133"dm_p": 0.0916668812197237,5134"dm_stat": 1.68903636494886785135},5136"heavy11__normal__w1000_r5": {5137"n": 687,5138"ratio": 0.8598171104692738,5139"dm_p": 0.003749508533670899,5140"dm_stat": -2.90846340322854245141},5142"heavy11__t__w1000_r5": {5143"n": 687,5144"ratio": 0.8664920732408226,5145"dm_p": 0.007114422318500161,5146"dm_stat": -2.6995490415997865147},5148"histvar22__empirical__w1000_r5": {5149"n": 687,5150"ratio": 1.3475145957160461,5151"dm_p": 0.007827709953513966,5152"dm_stat": 2.6672575625897385153},5154"histvar252__empirical__w1000_r5": {5155"n": 687,5156"ratio": 1.5408191553057988,5157"dm_p": 0.013233438686916068,5158"dm_stat": 2.4838846757225025159},5160"histvar66__empirical__w1000_r5": {5161"n": 687,5162"ratio": 1.2232250962245415,5163"dm_p": 0.12512100737271786,5164"dm_stat": 1.53550453735526835165},5166"igarch11__ged__w1000_r5": {5167"n": 687,5168"ratio": 0.9878935034865809,5169"dm_p": 0.417081140833434,5170"dm_stat": -0.81198632665247485171},5172"igarch11__normal__w1000_r5": {5173"n": 687,5174"ratio": 0.9915454674293748,5175"dm_p": 0.5467562553095213,5176"dm_stat": -0.60292739941540645177},5178"igarch11__skewt__w1000_r5": {5179"n": 687,5180"ratio": 0.9896073884316249,5181"dm_p": 0.514252194946896,5182"dm_stat": -0.65256991702609615183},5184"igarch11__t__w1000_r5": {5185"n": 687,5186"ratio": 0.986012789289864,5187"dm_p": 0.35064055448597325,5188"dm_stat": -0.93398442419640245189},5190"loghar_rv__empirical__w1000_r5": {5191"n": 687,5192"ratio": 0.8348792448137317,5193"dm_p": 0.001155328824195228,5194"dm_stat": -3.26342858671957365195},5196"msgarch2__normal__w1000_r5": {5197"n": 687,5198"ratio": 0.9970490606380092,5199"dm_p": 0.6878867252840527,5200"dm_stat": -0.40189466864131485201},5202"msgarch2__t__w1000_r5": {5203"n": 687,5204"ratio": 0.9886029009876912,5205"dm_p": 0.6747769637766351,5206"dm_stat": -0.419780886082525207},5208"nagarch11__ged__w1000_r5": {5209"n": 687,5210"ratio": 0.9867524906173826,5211"dm_p": 0.8705276173614247,5212"dm_stat": -0.163049325660931925213},5214"nagarch11__normal__w1000_r5": {5215"n": 687,5216"ratio": 0.981275547068537,5217"dm_p": 0.8069337134994572,5218"dm_stat": -0.24447803849995885219},5220"nagarch11__skewt__w1000_r5": {5221"n": 687,5222"ratio": 0.9615125251031821,5223"dm_p": 0.6275690884109709,5224"dm_stat": -0.48536970467312325225},5226"nagarch11__t__w1000_r5": {5227"n": 687,5228"ratio": 0.9796218618812216,5229"dm_p": 0.8037221982566329,5230"dm_stat": -0.248628985903841255231},5232"qgarch11__ged__w1000_r5": {5233"n": 687,5234"ratio": 0.9769490978493169,5235"dm_p": 0.7113897368565817,5236"dm_stat": -0.37014361192636385237},5238"qgarch11__normal__w1000_r5": {5239"n": 687,5240"ratio": 0.9848239405858005,5241"dm_p": 0.8108396454961166,5242"dm_stat": -0.23943521507451855243},5244"qgarch11__skewt__w1000_r5": {5245"n": 687,5246"ratio": 0.9593670951469405,5247"dm_p": 0.4983280196724152,5248"dm_stat": -0.67748291436082285249},5250"qgarch11__t__w1000_r5": {5251"n": 687,5252"ratio": 0.9676785549995688,5253"dm_p": 0.5959529747943951,5254"dm_stat": -0.53047692744841755255},5256"realgarch11__normal__w1000_r5": {5257"n": 687,5258"ratio": 0.8582829264391414,5259"dm_p": 0.004297101287919075,5260"dm_stat": -2.86504125960855975261},5262"realgarch11__t__w1000_r5": {5263"n": 687,5264"ratio": 0.8576023184344014,5265"dm_p": 0.004057065140810888,5266"dm_stat": -2.88341637280058465267},5268"rm2006__normal__w1000_r5": {5269"n": 687,5270"ratio": 0.991863698536998,5271"dm_p": 0.8639591416631418,5272"dm_stat": -0.171400837820336475273},5274"rm_rw__empirical__w1000_r5": {5275"n": 687,5276"ratio": 1.2495080576682915,5277"dm_p": 0.005753863488515806,5278"dm_stat": 2.77019423927696635279},5280"tarch11__ged__w1000_r5": {5281"n": 687,5282"ratio": 0.9868600477730527,5283"dm_p": 0.8578292141196677,5284"dm_stat": -0.179205559054150175285},5286"tarch11__normal__w1000_r5": {5287"n": 687,5288"ratio": 0.9822960037072115,5289"dm_p": 0.7914857294839729,5290"dm_stat": -0.264484914031971665291},5292"tarch11__skewt__w1000_r5": {5293"n": 687,5294"ratio": 0.9810460419314392,5295"dm_p": 0.803541726357453,5296"dm_stat": -0.248862376114420645297},5298"tarch11__t__w1000_r5": {5299"n": 687,5300"ratio": 0.9904419509058106,5301"dm_p": 0.9010215221399673,5302"dm_stat": -0.124417049324971185303}5304},5305"vol_tercile=mid": {5306"aparch11__ged__w1000_r5": {5307"n": 618,5308"ratio": 0.8422801079084927,5309"dm_p": 0.0018450647807054736,5310"dm_stat": -3.1276526190182775311},5312"aparch11__normal__w1000_r5": {5313"n": 618,5314"ratio": 0.8411638446878665,5315"dm_p": 0.0024225525076785577,5316"dm_stat": -3.0454308633301915317},5318"aparch11__skewt__w1000_r5": {5319"n": 618,5320"ratio": 0.8339045510466143,5321"dm_p": 0.001471359638643022,5322"dm_stat": -3.19465455104685345323},5324"aparch11__t__w1000_r5": {5325"n": 618,5326"ratio": 0.8388500300121837,5327"dm_p": 0.0019129403043664794,5328"dm_stat": -3.11684738081959535329},5330"arch5__ged__w1000_r5": {5331"n": 618,5332"ratio": 1.0648006605510096,5333"dm_p": 0.025082803006723744,5334"dm_stat": 2.24560043038819935335},5336"arch5__normal__w1000_r5": {5337"n": 618,5338"ratio": 1.0494348446528194,5339"dm_p": 0.050847768039041966,5340"dm_stat": 1.9565780377846675341},5342"arch5__skewt__w1000_r5": {5343"n": 618,5344"ratio": 1.0699377381538828,5345"dm_p": 0.011803105369847635,5346"dm_stat": 2.5254868602056635347},5348"arch5__t__w1000_r5": {5349"n": 618,5350"ratio": 1.0652773339609178,5351"dm_p": 0.011014807846102672,5352"dm_stat": 2.5499380520753275353},5354"avgarch11__ged__w1000_r5": {5355"n": 618,5356"ratio": 0.9826217288020295,5357"dm_p": 0.5536471551778214,5358"dm_stat": -0.5926281631440275359},5360"avgarch11__normal__w1000_r5": {5361"n": 618,5362"ratio": 0.9751627359772111,5363"dm_p": 0.3993480500457465,5364"dm_stat": -0.84337058760338325365},5366"avgarch11__skewt__w1000_r5": {5367"n": 618,5368"ratio": 0.9790715758751467,5369"dm_p": 0.4984383699690039,5370"dm_stat": -0.67734910813202895371},5372"avgarch11__t__w1000_r5": {5373"n": 618,5374"ratio": 0.9778301165579181,5375"dm_p": 0.5006954673909263,5376"dm_stat": -0.67379266880585895377},5378"cgarch11__ged__w1000_r5": {5379"n": 618,5380"ratio": 1.006168819265841,5381"dm_p": 0.7303128555668753,5382"dm_stat": 0.344865708245254145383},5384"cgarch11__normal__w1000_r5": {5385"n": 618,5386"ratio": 1.009470030641507,5387"dm_p": 0.5848919445184725,5388"dm_stat": 0.54654063887545185389},5390"cgarch11__skewt__w1000_r5": {5391"n": 618,5392"ratio": 1.0012376612392164,5393"dm_p": 0.9425092772263985,5394"dm_stat": 0.072145775695195425395},5396"cgarch11__t__w1000_r5": {5397"n": 618,5398"ratio": 1.0005765403813258,5399"dm_p": 0.973401264881254,5400"dm_stat": 0.03335627559498095401},5402"constvar__normal__w1000_r5": {5403"n": 618,5404"ratio": 1.6112168141662753,5405"dm_p": 9.802796541771568e-10,5406"dm_stat": 6.2088858418162565407},5408"egarch11__ged__w1000_r5": {5409"n": 618,5410"ratio": 0.8670875327349219,5411"dm_p": 0.0076449195529738195,5412"dm_stat": -2.67615975528225035413},5414"egarch11__normal__w1000_r5": {5415"n": 618,5416"ratio": 0.8680865902069259,5417"dm_p": 0.007755046053437791,5418"dm_stat": -2.6713062549421435419},5420"egarch11__skewt__w1000_r5": {5421"n": 618,5422"ratio": 0.857932697673925,5423"dm_p": 0.0063350302795848875,5424"dm_stat": -2.73929625502509975425},5426"egarch11__t__w1000_r5": {5427"n": 618,5428"ratio": 0.8620801233439079,5429"dm_p": 0.00901655784375881,5430"dm_stat": -2.61972435225774545431},5432"ewma094__normal__w1000_r5": {5433"n": 618,5434"ratio": 1.066774763095948,5435"dm_p": 0.16340660080981206,5436"dm_stat": 1.39536898030460885437},5438"figarch11__ged__w1000_r5": {5439"n": 618,5440"ratio": 1.0013857757988764,5441"dm_p": 0.9361047622993554,5442"dm_stat": 0.080199287493127235443},5444"figarch11__normal__w1000_r5": {5445"n": 618,5446"ratio": 0.9945082327019787,5447"dm_p": 0.7946533524673853,5448"dm_stat": -0.260385431872122045449},5450"figarch11__skewt__w1000_r5": {5451"n": 618,5452"ratio": 1.006350518867206,5453"dm_p": 0.701875332049572,5454"dm_stat": 0.38296808019183695455},5456"figarch11__t__w1000_r5": {5457"n": 618,5458"ratio": 1.0057177355068985,5459"dm_p": 0.7342359268189934,5460"dm_stat": 0.33964970264757075461},5462"garch11__ged__w1000_r5": {5463"n": 618,5464"ratio": 1.0082241696335912,5465"dm_p": 0.020369905929602736,5466"dm_stat": 2.3254745273107215467},5468"garch11__normal__w1000_r5": {5469"n": 618,5470"ratio": 1.0,5471"dm_p": 1.0,5472"dm_stat": 0.05473},5474"garch11__skewt__w1000_r5": {5475"n": 618,5476"ratio": 1.0040760132760103,5477"dm_p": 0.6394883651236414,5478"dm_stat": 0.468645794983847065479},5480"garch11__t__w1000_r5": {5481"n": 618,5482"ratio": 0.9978513929771929,5483"dm_p": 0.8354500923130109,5484"dm_stat": -0.207804625296357155485},5486"garch12__ged__w1000_r5": {5487"n": 618,5488"ratio": 1.0149487624645919,5489"dm_p": 0.03825081749302814,5490"dm_stat": 2.07661089594913365491},5492"garch12__normal__w1000_r5": {5493"n": 618,5494"ratio": 1.00507547241799,5495"dm_p": 0.6551121199319649,5496"dm_stat": 0.44688887008161095497},5498"garch12__skewt__w1000_r5": {5499"n": 618,5500"ratio": 1.0078163075988775,5501"dm_p": 0.4037854929499797,5502"dm_stat": 0.83545406709804885503},5504"garch12__t__w1000_r5": {5505"n": 618,5506"ratio": 1.0020985204688704,5507"dm_p": 0.8454830053910877,5508"dm_stat": 0.194966947202718685509},5510"garch21__ged__w1000_r5": {5511"n": 618,5512"ratio": 1.018226585584205,5513"dm_p": 0.015604274013858593,5514"dm_stat": 2.42476810026619565515},5516"garch21__normal__w1000_r5": {5517"n": 618,5518"ratio": 1.0078200265048738,5519"dm_p": 0.08283555158794642,5520"dm_stat": 1.73728692247486755521},5522"garch21__skewt__w1000_r5": {5523"n": 618,5524"ratio": 1.018540825761109,5525"dm_p": 0.019482511472108135,5526"dm_stat": 2.34229559169684355527},5528"garch21__t__w1000_r5": {5529"n": 618,5530"ratio": 1.0083760915874824,5531"dm_p": 0.2138503207779156,5532"dm_stat": 1.24433078961792345533},5534"garchm11__ged__w1000_r5": {5535"n": 618,5536"ratio": 1.0061170838111242,5537"dm_p": 0.11486438683463605,5538"dm_stat": 1.57893102795130365539},5540"garchm11__normal__w1000_r5": {5541"n": 618,5542"ratio": 0.9982027187143583,5543"dm_p": 0.2659283201895753,5544"dm_stat": -1.11349772821020255545},5546"garchm11__skewt__w1000_r5": {5547"n": 618,5548"ratio": 0.9983048467951152,5549"dm_p": 0.8435145291146418,5550"dm_stat": -0.197483120729311575551},5552"garchm11__t__w1000_r5": {5553"n": 618,5554"ratio": 0.9936074607722406,5555"dm_p": 0.5611715134513238,5556"dm_stat": -0.58141739852023475557},5558"garchx_rv11__normal__w1000_r5": {5559"n": 618,5560"ratio": 0.8731242501527554,5561"dm_p": 0.0004526456579578832,5562"dm_stat": -3.52631412727850975563},5564"garchx_rv11__t__w1000_r5": {5565"n": 618,5566"ratio": 0.8717253860375636,5567"dm_p": 0.00040918766068067275,5568"dm_stat": -3.5534984097925785569},5570"gas_t11__t__w1000_r5": {5571"n": 618,5572"ratio": 0.9786650378230781,5573"dm_p": 0.535918572669616,5574"dm_stat": -0.61934371479444625575},5576"gjr11__ged__w1000_r5": {5577"n": 618,5578"ratio": 0.9036209791910308,5579"dm_p": 0.0017161727215159847,5580"dm_stat": -3.1492195683510945581},5582"gjr11__normal__w1000_r5": {5583"n": 618,5584"ratio": 0.9076127360878693,5585"dm_p": 0.0017765470010832638,5586"dm_stat": -3.1389379958678895587},5588"gjr11__skewt__w1000_r5": {5589"n": 618,5590"ratio": 0.8943027895354427,5591"dm_p": 0.0013155681203217238,5592"dm_stat": -3.22735946469979765593},5594"gjr11__t__w1000_r5": {5595"n": 618,5596"ratio": 0.8931364552019108,5597"dm_p": 0.0018688111422076306,5598"dm_stat": -3.12383136884865599},5600"har_rv__empirical__w1000_r5": {5601"n": 618,5602"ratio": 0.9862418719558607,5603"dm_p": 0.7469734543124432,5604"dm_stat": -0.32277703809740965605},5606"heavy11__normal__w1000_r5": {5607"n": 618,5608"ratio": 0.8739885526198574,5609"dm_p": 0.001276760277781245,5610"dm_stat": -3.236062762007395611},5612"heavy11__t__w1000_r5": {5613"n": 618,5614"ratio": 0.8728065528507449,5615"dm_p": 0.001370547829250217,5616"dm_stat": -3.21542742125898155617},5618"histvar22__empirical__w1000_r5": {5619"n": 618,5620"ratio": 1.2403311548091962,5621"dm_p": 0.009203236065584106,5622"dm_stat": 2.6126483791444025623},5624"histvar252__empirical__w1000_r5": {5625"n": 618,5626"ratio": 1.4977315851796318,5627"dm_p": 3.1601648268753033e-10,5628"dm_stat": 6.3955999014943235629},5630"histvar66__empirical__w1000_r5": {5631"n": 618,5632"ratio": 1.2381363814030928,5633"dm_p": 0.0029640876626380983,5634"dm_stat": 2.9833160062453545635},5636"igarch11__ged__w1000_r5": {5637"n": 618,5638"ratio": 1.0404277235019534,5639"dm_p": 0.020563550158616637,5640"dm_stat": 2.3218892982882275641},5642"igarch11__normal__w1000_r5": {5643"n": 618,5644"ratio": 1.037664522695638,5645"dm_p": 0.053056428370340816,5646"dm_stat": 1.93818537771601545647},5648"igarch11__skewt__w1000_r5": {5649"n": 618,5650"ratio": 1.0456364126716053,5651"dm_p": 0.02034785856280558,5652"dm_stat": 2.3258846111218835653},5654"igarch11__t__w1000_r5": {5655"n": 618,5656"ratio": 1.040256103168126,5657"dm_p": 0.04558449472189579,5658"dm_stat": 2.0032763660256695659},5660"loghar_rv__empirical__w1000_r5": {5661"n": 618,5662"ratio": 0.8274730749490503,5663"dm_p": 9.63087877105642e-05,5664"dm_stat": -3.92546824905145455665},5666"msgarch2__normal__w1000_r5": {5667"n": 618,5668"ratio": 1.005699893289298,5669"dm_p": 0.707274241179241,5670"dm_stat": 0.37569303962518225671},5672"msgarch2__t__w1000_r5": {5673"n": 618,5674"ratio": 1.0209164703603686,5675"dm_p": 0.4459379314463619,5676"dm_stat": 0.76269309509637865677},5678"nagarch11__ged__w1000_r5": {5679"n": 618,5680"ratio": 0.8409784683190098,5681"dm_p": 0.0014271397790062675,5682"dm_stat": -3.20359906320293055683},5684"nagarch11__normal__w1000_r5": {5685"n": 618,5686"ratio": 0.8330426416221204,5687"dm_p": 0.0005668453204249748,5688"dm_stat": -3.46507840551061635689},5690"nagarch11__skewt__w1000_r5": {5691"n": 618,5692"ratio": 0.8309955686524052,5693"dm_p": 0.0011192057385629778,5694"dm_stat": -3.274116261886175695},5696"nagarch11__t__w1000_r5": {5697"n": 618,5698"ratio": 0.8367497900630309,5699"dm_p": 0.001873944875892571,5700"dm_stat": -3.1230111330985495701},5702"qgarch11__ged__w1000_r5": {5703"n": 618,5704"ratio": 0.8702801045536014,5705"dm_p": 0.0009436811750484314,5706"dm_stat": -3.3228620608325575707},5708"qgarch11__normal__w1000_r5": {5709"n": 618,5710"ratio": 0.8722282325222241,5711"dm_p": 0.0017936460225667808,5712"dm_stat": -3.1360845965542135713},5714"qgarch11__skewt__w1000_r5": {5715"n": 618,5716"ratio": 0.8636958292550098,5717"dm_p": 0.0005453826945216126,5718"dm_stat": -3.47564889451848965719},5720"qgarch11__t__w1000_r5": {5721"n": 618,5722"ratio": 0.8648705405334433,5723"dm_p": 0.0008563740387114167,5724"dm_stat": -3.35033862048639635725},5726"realgarch11__normal__w1000_r5": {5727"n": 618,5728"ratio": 0.8245668533336027,5729"dm_p": 2.7475792151090885e-05,5730"dm_stat": -4.225227407407455731},5732"realgarch11__t__w1000_r5": {5733"n": 618,5734"ratio": 0.8247320556585259,5735"dm_p": 4.0151602794743404e-05,5736"dm_stat": -4.1365218963685375737},5738"rm2006__normal__w1000_r5": {5739"n": 618,5740"ratio": 1.051838814535062,5741"dm_p": 0.1454589986702346,5742"dm_stat": 1.45760218297821625743},5744"rm_rw__empirical__w1000_r5": {5745"n": 618,5746"ratio": 1.2354869049215884,5747"dm_p": 0.020587917066739396,5748"dm_stat": 2.32144024963657945749},5750"tarch11__ged__w1000_r5": {5751"n": 618,5752"ratio": 0.8422831050363673,5753"dm_p": 0.0028106259823771846,5754"dm_stat": -2.99978619709098655755},5756"tarch11__normal__w1000_r5": {5757"n": 618,5758"ratio": 0.8427369390101075,5759"dm_p": 0.0026112817671864333,5760"dm_stat": -3.0224561031277635761},5762"tarch11__skewt__w1000_r5": {5763"n": 618,5764"ratio": 0.8334702640494065,5765"dm_p": 0.002395547098532328,5766"dm_stat": -3.048851724265595767},5768"tarch11__t__w1000_r5": {5769"n": 618,5770"ratio": 0.8378153922964982,5771"dm_p": 0.0034652176635489177,5772"dm_stat": -2.93448444834879175773}5774},5775"vol_tercile66=high": {5776"aparch11__ged__w1000_r5": {5777"n": 1604,5778"ratio": 0.9297227930041163,5779"dm_p": 0.07485775471397997,5780"dm_stat": -1.7824950170815765781},5782"aparch11__normal__w1000_r5": {5783"n": 1604,5784"ratio": 0.9392671495172729,5785"dm_p": 0.15155206360461468,5786"dm_stat": -1.43475473036392545787},5788"aparch11__skewt__w1000_r5": {5789"n": 1604,5790"ratio": 0.9162601597918405,5791"dm_p": 0.021230908173574283,5792"dm_stat": -2.306121326709625793},5794"aparch11__t__w1000_r5": {5795"n": 1604,5796"ratio": 0.9202050695030215,5797"dm_p": 0.02460828064496322,5798"dm_stat": -2.24961999653735445799},5800"arch5__ged__w1000_r5": {5801"n": 1604,5802"ratio": 1.0730660155001388,5803"dm_p": 0.07805422150607177,5804"dm_stat": 1.76321804630015685805},5806"arch5__normal__w1000_r5": {5807"n": 1604,5808"ratio": 1.076770973837379,5809"dm_p": 0.08328057977754567,5810"dm_stat": 1.73304162802206465811},5812"arch5__skewt__w1000_r5": {5813"n": 1604,5814"ratio": 1.0751202584054071,5815"dm_p": 0.05604646341398101,5816"dm_stat": 1.91206101163263535817},5818"arch5__t__w1000_r5": {5819"n": 1604,5820"ratio": 1.0652244725884772,5821"dm_p": 0.09665717076725511,5822"dm_stat": 1.6622549811176685823},5824"avgarch11__ged__w1000_r5": {5825"n": 1604,5826"ratio": 1.0111276502588602,5827"dm_p": 0.5439923082821536,5828"dm_stat": 0.60691645170706155829},5830"avgarch11__normal__w1000_r5": {5831"n": 1604,5832"ratio": 1.007526527482679,5833"dm_p": 0.643337094668032,5834"dm_stat": 0.463125758323649945835},5836"avgarch11__skewt__w1000_r5": {5837"n": 1604,5838"ratio": 1.0071377831125121,5839"dm_p": 0.6270642774176094,5840"dm_stat": 0.48595671169281925841},5842"avgarch11__t__w1000_r5": {5843"n": 1604,5844"ratio": 1.0034795566196013,5845"dm_p": 0.8241451907911813,5846"dm_stat": 0.22225307575410075847},5848"cgarch11__ged__w1000_r5": {5849"n": 1604,5850"ratio": 0.9833002692538975,5851"dm_p": 0.5248487794124284,5852"dm_stat": -0.6360282886419665853},5854"cgarch11__normal__w1000_r5": {5855"n": 1604,5856"ratio": 0.9769906834573062,5857"dm_p": 0.38399925921350403,5858"dm_stat": -0.87078991280957125859},5860"cgarch11__skewt__w1000_r5": {5861"n": 1604,5862"ratio": 0.9969532087954831,5863"dm_p": 0.9141005274303975,5864"dm_stat": -0.107884860907052435865},5866"cgarch11__t__w1000_r5": {5867"n": 1604,5868"ratio": 0.9950226881122887,5869"dm_p": 0.8601307113397584,5870"dm_stat": -0.176236113550166335871},5872"constvar__normal__w1000_r5": {5873"n": 1604,5874"ratio": 3.3005911390513414,5875"dm_p": 0.020553756522196775,5876"dm_stat": 2.31838366542797445877},5878"egarch11__ged__w1000_r5": {5879"n": 1604,5880"ratio": 0.912752705822272,5881"dm_p": 0.008238819792118008,5882"dm_stat": -2.64541512723914045883},5884"egarch11__normal__w1000_r5": {5885"n": 1604,5886"ratio": 0.928835876101329,5887"dm_p": 0.04217981242163253,5888"dm_stat": -2.0333678452943035889},5890"egarch11__skewt__w1000_r5": {5891"n": 1604,5892"ratio": 0.8979579386755606,5893"dm_p": 0.001349449830064347,5894"dm_stat": -3.2108950389921945895},5896"egarch11__t__w1000_r5": {5897"n": 1604,5898"ratio": 0.9016742415515631,5899"dm_p": 0.001576441070562643,5900"dm_stat": -3.16565457390331245901},5902"ewma094__normal__w1000_r5": {5903"n": 1604,5904"ratio": 1.1475609832284936,5905"dm_p": 0.0006629733172843417,5906"dm_stat": 3.4111471259738985907},5908"figarch11__ged__w1000_r5": {5909"n": 1604,5910"ratio": 0.9770105005890487,5911"dm_p": 0.3696889644945359,5912"dm_stat": -0.89730868689365575913},5914"figarch11__normal__w1000_r5": {5915"n": 1604,5916"ratio": 0.9737408692992632,5917"dm_p": 0.3382832229514389,5918"dm_stat": -0.95784924050530885919},5920"figarch11__skewt__w1000_r5": {5921"n": 1604,5922"ratio": 0.9839850625163908,5923"dm_p": 0.527957649268859,5924"dm_stat": -0.6312644152339325925},5926"figarch11__t__w1000_r5": {5927"n": 1604,5928"ratio": 0.9777474157487032,5929"dm_p": 0.37863944343528727,5930"dm_stat": -0.88064973281665775931},5932"garch11__ged__w1000_r5": {5933"n": 1604,5934"ratio": 1.0010458301256127,5935"dm_p": 0.7921129376474152,5936"dm_stat": 0.263611811517610765937},5938"garch11__normal__w1000_r5": {5939"n": 1604,5940"ratio": 1.0,5941"dm_p": 1.0,5942"dm_stat": 0.05943},5944"garch11__skewt__w1000_r5": {5945"n": 1604,5946"ratio": 0.9969229015374349,5947"dm_p": 0.850583156141286,5948"dm_stat": -0.188404836576140075949},5950"garch11__t__w1000_r5": {5951"n": 1604,5952"ratio": 0.9942328159045292,5953"dm_p": 0.6881074272708756,5954"dm_stat": -0.40149745700350515955},5956"garch12__ged__w1000_r5": {5957"n": 1604,5958"ratio": 1.0017438135232721,5959"dm_p": 0.7245146665600669,5960"dm_stat": 0.35249331905800215961},5962"garch12__normal__w1000_r5": {5963"n": 1604,5964"ratio": 1.0020719245842566,5965"dm_p": 0.5477610976625618,5966"dm_stat": 0.60124609442632795967},5968"garch12__skewt__w1000_r5": {5969"n": 1604,5970"ratio": 0.9983222717132616,5971"dm_p": 0.9173815084472373,5972"dm_stat": -0.103749012152059885973},5974"garch12__t__w1000_r5": {5975"n": 1604,5976"ratio": 0.9957070813266683,5977"dm_p": 0.7621133606565561,5978"dm_stat": -0.302758281080565855979},5980"garch21__ged__w1000_r5": {5981"n": 1604,5982"ratio": 1.0049138665556019,5983"dm_p": 0.3450226356746293,5984"dm_stat": 0.94456639411334965985},5986"garch21__normal__w1000_r5": {5987"n": 1604,5988"ratio": 1.0051967559694084,5989"dm_p": 0.17528608631961254,5990"dm_stat": 1.35601276633595425991},5992"garch21__skewt__w1000_r5": {5993"n": 1604,5994"ratio": 1.001362895147397,5995"dm_p": 0.9312454931811719,5996"dm_stat": 0.08629147332733925997},5998"garch21__t__w1000_r5": {5999"n": 1604,6000"ratio": 0.9969248568633161,6001"dm_p": 0.8326098892584919,6002"dm_stat": -0.211389923965066156003},6004"garchm11__ged__w1000_r5": {6005"n": 1604,6006"ratio": 0.9873856226342356,6007"dm_p": 0.07040077595414161,6008"dm_stat": -1.8105301270667836009},6010"garchm11__normal__w1000_r5": {6011"n": 1604,6012"ratio": 0.988098120378209,6013"dm_p": 0.016078727456519337,6014"dm_stat": -2.40967678746120936015},6016"garchm11__skewt__w1000_r5": {6017"n": 1604,6018"ratio": 0.980816499580506,6019"dm_p": 0.3496963313414881,6020"dm_stat": -0.93545195139319916021},6022"garchm11__t__w1000_r5": {6023"n": 1604,6024"ratio": 0.9767555655496141,6025"dm_p": 0.2717200929224037,6026"dm_stat": -1.09948861272575176027},6028"garchx_rv11__normal__w1000_r5": {6029"n": 1604,6030"ratio": 0.8764803865817544,6031"dm_p": 0.010578893939834176,6032"dm_stat": -2.5593168687137176033},6034"garchx_rv11__t__w1000_r5": {6035"n": 1604,6036"ratio": 0.876520926263907,6037"dm_p": 0.012192378591137832,6038"dm_stat": -2.50937682742012546039},6040"gas_t11__t__w1000_r5": {6041"n": 1604,6042"ratio": 1.0314557699008884,6043"dm_p": 0.12646156811402656,6044"dm_stat": 1.52900068610217456045},6046"gjr11__ged__w1000_r5": {6047"n": 1604,6048"ratio": 0.9268213652840961,6049"dm_p": 0.06258630456328342,6050"dm_stat": -1.86341740422515746051},6052"gjr11__normal__w1000_r5": {6053"n": 1604,6054"ratio": 0.9302972628119573,6055"dm_p": 0.07220126007045641,6056"dm_stat": -1.79903443268450366057},6058"gjr11__skewt__w1000_r5": {6059"n": 1604,6060"ratio": 0.9172939858333617,6061"dm_p": 0.03428600777855059,6062"dm_stat": -2.11850251962065756063},6064"gjr11__t__w1000_r5": {6065"n": 1604,6066"ratio": 0.9193063661757421,6067"dm_p": 0.03534338544154308,6068"dm_stat": -2.10618520103202526069},6070"har_rv__empirical__w1000_r5": {6071"n": 1604,6072"ratio": 3844571.012018352,6073"dm_p": 0.31640083132434005,6074"dm_stat": 1.00219468282318746075},6076"heavy11__normal__w1000_r5": {6077"n": 1604,6078"ratio": 0.8813666054315498,6079"dm_p": 0.015506023206698966,6080"dm_stat": -2.42293083044900036081},6082"heavy11__t__w1000_r5": {6083"n": 1604,6084"ratio": 0.8821225891888945,6085"dm_p": 0.01828272767341721,6086"dm_stat": -2.3622617798331266087},6088"histvar22__empirical__w1000_r5": {6089"n": 1604,6090"ratio": 1.27574819186613,6091"dm_p": 1.8907822132077996e-06,6092"dm_stat": 4.7824310245863936093},6094"histvar252__empirical__w1000_r5": {6095"n": 1604,6096"ratio": 2.642614004389137,6097"dm_p": 0.0006418850000561308,6098"dm_stat": 3.42001536823588076099},6100"histvar66__empirical__w1000_r5": {6101"n": 1604,6102"ratio": 1.7101854257962226,6103"dm_p": 2.1609217212545326e-05,6104"dm_stat": 4.2602271289753926105},6106"igarch11__ged__w1000_r5": {6107"n": 1604,6108"ratio": 1.0246781661831295,6109"dm_p": 0.027063699246764484,6110"dm_stat": 2.2126291380268326111},6112"igarch11__normal__w1000_r5": {6113"n": 1604,6114"ratio": 1.0221528059377425,6115"dm_p": 0.03261826677287467,6116"dm_stat": 2.13860707912297486117},6118"igarch11__skewt__w1000_r5": {6119"n": 1604,6120"ratio": 1.0200112889666035,6121"dm_p": 0.2066522878261122,6122"dm_stat": 1.26333565121684726123},6124"igarch11__t__w1000_r5": {6125"n": 1604,6126"ratio": 1.019007849392647,6127"dm_p": 0.1709770960449402,6128"dm_stat": 1.36968496038412176129},6130"loghar_rv__empirical__w1000_r5": {6131"n": 1604,6132"ratio": 0.874284409843581,6133"dm_p": 0.007959192832560313,6134"dm_stat": -2.65712860064967376135},6136"msgarch2__normal__w1000_r5": {6137"n": 1604,6138"ratio": 1.024540385007201,6139"dm_p": 0.2312737940586582,6140"dm_stat": 1.19753846026080016141},6142"msgarch2__t__w1000_r5": {6143"n": 1604,6144"ratio": 1.0480673603639221,6145"dm_p": 0.006845811340818763,6146"dm_stat": 2.7077633901790396147},6148"nagarch11__ged__w1000_r5": {6149"n": 1604,6150"ratio": 0.9261604129816947,6151"dm_p": 0.06993750647964846,6152"dm_stat": -1.81352699539771366153},6154"nagarch11__normal__w1000_r5": {6155"n": 1604,6156"ratio": 0.9253883982617993,6157"dm_p": 0.0662619920118965,6158"dm_stat": -1.83790074180835376159},6160"nagarch11__skewt__w1000_r5": {6161"n": 1604,6162"ratio": 0.9148255927204713,6163"dm_p": 0.04153111016517063,6164"dm_stat": -2.0398279111792616165},6166"nagarch11__t__w1000_r5": {6167"n": 1604,6168"ratio": 0.9216236036643607,6169"dm_p": 0.05264961906258635,6170"dm_stat": -1.93922175486003466171},6172"qgarch11__ged__w1000_r5": {6173"n": 1604,6174"ratio": 0.8871596309604187,6175"dm_p": 0.000184040849979471,6176"dm_stat": -3.7487319675052536177},6178"qgarch11__normal__w1000_r5": {6179"n": 1604,6180"ratio": 0.8936583938210808,6181"dm_p": 0.00045414578804678645,6182"dm_stat": -3.5137229524203976183},6184"qgarch11__skewt__w1000_r5": {6185"n": 1604,6186"ratio": 0.8816258149725711,6187"dm_p": 0.000101071338341941,6188"dm_stat": -3.8977999177576116189},6190"qgarch11__t__w1000_r5": {6191"n": 1604,6192"ratio": 0.8839042315907477,6193"dm_p": 0.00012165612662785261,6194"dm_stat": -3.8522345746630516195},6196"realgarch11__normal__w1000_r5": {6197"n": 1604,6198"ratio": 0.8497225055483116,6199"dm_p": 0.00037196108344518487,6200"dm_stat": -3.56681923382225776201},6202"realgarch11__t__w1000_r5": {6203"n": 1604,6204"ratio": 0.8489269773734477,6205"dm_p": 0.0005454425018003768,6206"dm_stat": -3.46438359103984356207},6208"rm2006__normal__w1000_r5": {6209"n": 1604,6210"ratio": 1.1412904377363016,6211"dm_p": 0.0014057653324716732,6212"dm_stat": 3.19905079022699876213},6214"rm_rw__empirical__w1000_r5": {6215"n": 1604,6216"ratio": 1.3500432183071318,6217"dm_p": 0.0005685040766207916,6218"dm_stat": 3.45314518906859966219},6220"tarch11__ged__w1000_r5": {6221"n": 1604,6222"ratio": 0.9120736084815233,6223"dm_p": 0.029870965480132596,6224"dm_stat": -2.17373513249696876225},6226"tarch11__normal__w1000_r5": {6227"n": 1604,6228"ratio": 0.9195645620710441,6229"dm_p": 0.052665380319756816,6230"dm_stat": -1.93909238997793026231},6232"tarch11__skewt__w1000_r5": {6233"n": 1604,6234"ratio": 0.9051608517351222,6235"dm_p": 0.019276983230884642,6236"dm_stat": -2.34249672872206466237},6238"tarch11__t__w1000_r5": {6239"n": 1604,6240"ratio": 0.9084699104854506,6241"dm_p": 0.02076369016324555,6242"dm_stat": -2.3145448093600866243}6244},6245"vol_tercile66=low": {6246"aparch11__ged__w1000_r5": {6247"n": 631,6248"ratio": 0.9702701342460268,6249"dm_p": 0.7019725045931078,6250"dm_stat": -0.382833291406197156251},6252"aparch11__normal__w1000_r5": {6253"n": 631,6254"ratio": 0.9714526601581769,6255"dm_p": 0.7058566861561775,6256"dm_stat": -0.37759764779279336257},6258"aparch11__skewt__w1000_r5": {6259"n": 631,6260"ratio": 0.954286822705478,6261"dm_p": 0.5635780224219892,6262"dm_stat": -0.5778408757914586263},6264"aparch11__t__w1000_r5": {6265"n": 631,6266"ratio": 0.9650051969347913,6267"dm_p": 0.6623149223480551,6268"dm_stat": -0.436925736854959566269},6270"arch5__ged__w1000_r5": {6271"n": 631,6272"ratio": 1.044204461995368,6273"dm_p": 0.033651867084471335,6274"dm_stat": 2.1288750657801716275},6276"arch5__normal__w1000_r5": {6277"n": 631,6278"ratio": 1.0494497047338143,6279"dm_p": 0.0029460110785619435,6280"dm_stat": 2.9849685552454816281},6282"arch5__skewt__w1000_r5": {6283"n": 631,6284"ratio": 1.0377493929029626,6285"dm_p": 0.07031686439451205,6286"dm_stat": 1.8129400297922236287},6288"arch5__t__w1000_r5": {6289"n": 631,6290"ratio": 1.0391551897816302,6291"dm_p": 0.04884385945524802,6292"dm_stat": 1.97377476220920236293},6294"avgarch11__ged__w1000_r5": {6295"n": 631,6296"ratio": 0.9783385483546674,6297"dm_p": 0.4145510573966645,6298"dm_stat": -0.81645062410197596299},6300"avgarch11__normal__w1000_r5": {6301"n": 631,6302"ratio": 0.9882543592146374,6303"dm_p": 0.6543839740310932,6304"dm_stat": -0.44789358496658656305},6306"avgarch11__skewt__w1000_r5": {6307"n": 631,6308"ratio": 0.9629123508143981,6309"dm_p": 0.2063156864696847,6310"dm_stat": -1.26506517469222886311},6312"avgarch11__t__w1000_r5": {6313"n": 631,6314"ratio": 0.9636148763931593,6315"dm_p": 0.22738553313504653,6316"dm_stat": -1.20829922150637266317},6318"cgarch11__ged__w1000_r5": {6319"n": 631,6320"ratio": 0.9625808722535131,6321"dm_p": 0.08100995882280725,6322"dm_stat": -1.74766081621094976323},6324"cgarch11__normal__w1000_r5": {6325"n": 631,6326"ratio": 0.9760698031045038,6327"dm_p": 0.17303814793268757,6328"dm_stat": -1.3640525195646266329},6330"cgarch11__skewt__w1000_r5": {6331"n": 631,6332"ratio": 0.9584700654616494,6333"dm_p": 0.10197945552489122,6334"dm_stat": -1.63771997948614686335},6336"cgarch11__t__w1000_r5": {6337"n": 631,6338"ratio": 0.954274575895293,6339"dm_p": 0.05992210285189129,6340"dm_stat": -1.88476148394269636341},6342"constvar__normal__w1000_r5": {6343"n": 631,6344"ratio": 2.0162707465132175,6345"dm_p": 1.508252545771208e-20,6346"dm_stat": 9.6241460812973616347},6348"egarch11__ged__w1000_r5": {6349"n": 631,6350"ratio": 1.0030427105679167,6351"dm_p": 0.9690810151349933,6352"dm_stat": 0.038776311926688626353},6354"egarch11__normal__w1000_r5": {6355"n": 631,6356"ratio": 0.9986106794024109,6357"dm_p": 0.9849110175643832,6358"dm_stat": -0.0189198714436939546359},6360"egarch11__skewt__w1000_r5": {6361"n": 631,6362"ratio": 0.9839743922752048,6363"dm_p": 0.8397350064051674,6364"dm_stat": -0.202316001667804566365},6366"egarch11__t__w1000_r5": {6367"n": 631,6368"ratio": 0.9986112351371221,6369"dm_p": 0.9864793607846166,6370"dm_stat": -0.016953147389037846371},6372"ewma094__normal__w1000_r5": {6373"n": 631,6374"ratio": 1.063758401960767,6375"dm_p": 0.38270448525784084,6376"dm_stat": 0.87353480144027726377},6378"figarch11__ged__w1000_r5": {6379"n": 631,6380"ratio": 0.9622818087602841,6381"dm_p": 0.060219742615297916,6382"dm_stat": -1.88256635215417166383},6384"figarch11__normal__w1000_r5": {6385"n": 631,6386"ratio": 0.9551271918678947,6387"dm_p": 0.016368598242342963,6388"dm_stat": -2.40705037203877976389},6390"figarch11__skewt__w1000_r5": {6391"n": 631,6392"ratio": 0.9703849021464589,6393"dm_p": 0.1717411802299215,6394"dm_stat": -1.368187398279046395},6396"figarch11__t__w1000_r5": {6397"n": 631,6398"ratio": 0.9685142943327254,6399"dm_p": 0.12240846940965525,6400"dm_stat": -1.54682143915719866401},6402"garch11__ged__w1000_r5": {6403"n": 631,6404"ratio": 0.9852360835943186,6405"dm_p": 0.03769423544557305,6406"dm_stat": -2.08255948140612066407},6408"garch11__normal__w1000_r5": {6409"n": 631,6410"ratio": 1.0,6411"dm_p": 1.0,6412"dm_stat": 0.06413},6414"garch11__skewt__w1000_r5": {6415"n": 631,6416"ratio": 0.9710391583473821,6417"dm_p": 0.030421550289107858,6418"dm_stat": -2.16945209040803946419},6420"garch11__t__w1000_r5": {6421"n": 631,6422"ratio": 0.9697963292246848,6423"dm_p": 0.028811148618194546,6424"dm_stat": -2.19108512295964936425},6426"garch12__ged__w1000_r5": {6427"n": 631,6428"ratio": 0.9853712059402955,6429"dm_p": 0.04234496227265359,6430"dm_stat": -2.03424789074458676431},6432"garch12__normal__w1000_r5": {6433"n": 631,6434"ratio": 0.9914716268445791,6435"dm_p": 0.22627859300936434,6436"dm_stat": -1.21118512261204056437},6438"garch12__skewt__w1000_r5": {6439"n": 631,6440"ratio": 0.9711896430794464,6441"dm_p": 0.031441822245881594,6442"dm_stat": -2.1562516137346936443},6444"garch12__t__w1000_r5": {6445"n": 631,6446"ratio": 0.9699101390615623,6447"dm_p": 0.029599740184385964,6448"dm_stat": -2.18036496004350476449},6450"garch21__ged__w1000_r5": {6451"n": 631,6452"ratio": 0.9932999806355078,6453"dm_p": 0.47286909391228815,6454"dm_stat": -0.71825053771493516455},6456"garch21__normal__w1000_r5": {6457"n": 631,6458"ratio": 1.006072889757821,6459"dm_p": 0.045018885233952234,6460"dm_stat": 2.0084771630605966461},6462"garch21__skewt__w1000_r5": {6463"n": 631,6464"ratio": 0.9828493193815462,6465"dm_p": 0.1784974215152738,6466"dm_stat": -1.3468978705998256467},6468"garch21__t__w1000_r5": {6469"n": 631,6470"ratio": 0.9776541734451024,6471"dm_p": 0.059496778783851546,6472"dm_stat": -1.88791408850201166473},6474"garchm11__ged__w1000_r5": {6475"n": 631,6476"ratio": 0.9873975073084644,6477"dm_p": 0.11596075937525144,6478"dm_stat": -1.57412421298883696479},6480"garchm11__normal__w1000_r5": {6481"n": 631,6482"ratio": 1.0017293372723972,6483"dm_p": 0.3469971817563108,6484"dm_stat": 0.94113347886920226485},6486"garchm11__skewt__w1000_r5": {6487"n": 631,6488"ratio": 0.9735700348355892,6489"dm_p": 0.03750211530537932,6490"dm_stat": -2.0846622584802986491},6492"garchm11__t__w1000_r5": {6493"n": 631,6494"ratio": 0.9728722024542763,6495"dm_p": 0.05763420540100523,6496"dm_stat": -1.90194481276263136497},6498"garchx_rv11__normal__w1000_r5": {6499"n": 631,6500"ratio": 0.9047000034345434,6501"dm_p": 0.006572304377374066,6502"dm_stat": -2.72684495279673166503},6504"garchx_rv11__t__w1000_r5": {6505"n": 631,6506"ratio": 0.9016282375671446,6507"dm_p": 0.010933021973262236,6508"dm_stat": -2.55240335019397736509},6510"gas_t11__t__w1000_r5": {6511"n": 631,6512"ratio": 0.969819525532852,6513"dm_p": 0.41526071997049213,6514"dm_stat": -0.81520906989317856515},6516"gjr11__ged__w1000_r5": {6517"n": 631,6518"ratio": 0.9322227447142051,6519"dm_p": 0.14480937580535597,6520"dm_stat": -1.45992417542802746521},6522"gjr11__normal__w1000_r5": {6523"n": 631,6524"ratio": 0.9359069662700732,6525"dm_p": 0.06859591536146747,6526"dm_stat": -1.82419646433494896527},6528"gjr11__skewt__w1000_r5": {6529"n": 631,6530"ratio": 0.9156718906235863,6531"dm_p": 0.08399182620255771,6532"dm_stat": -1.73071740658381586533},6534"gjr11__t__w1000_r5": {6535"n": 631,6536"ratio": 0.9239210103270593,6537"dm_p": 0.14017073803496818,6538"dm_stat": -1.47701711152111816539},6540"har_rv__empirical__w1000_r5": {6541"n": 631,6542"ratio": 1.1279434480508332,6543"dm_p": 0.005615686906379453,6544"dm_stat": 2.77897441138467246545},6546"heavy11__normal__w1000_r5": {6547"n": 631,6548"ratio": 0.9212687856991898,6549"dm_p": 0.06103002795320634,6550"dm_stat": -1.8766357409732796551},6552"heavy11__t__w1000_r5": {6553"n": 631,6554"ratio": 0.9241767480684663,6555"dm_p": 0.09557463048083274,6556"dm_stat": -1.6691996081119066557},6558"histvar22__empirical__w1000_r5": {6559"n": 631,6560"ratio": 1.2533926310652324,6561"dm_p": 0.028424373524533066,6562"dm_stat": 2.1964358097838776563},6564"histvar252__empirical__w1000_r5": {6565"n": 631,6566"ratio": 1.6198814110859785,6567"dm_p": 0.010527546405710858,6568"dm_stat": 2.5656808541009856569},6570"histvar66__empirical__w1000_r5": {6571"n": 631,6572"ratio": 1.315763991403966,6573"dm_p": 0.06183909377212471,6574"dm_stat": 1.87077893273169066575},6576"igarch11__ged__w1000_r5": {6577"n": 631,6578"ratio": 0.9932677071865369,6579"dm_p": 0.7189723600906596,6580"dm_stat": -0.359993877676031646581},6582"igarch11__normal__w1000_r5": {6583"n": 631,6584"ratio": 1.0045673304336866,6585"dm_p": 0.8144661161435943,6586"dm_stat": 0.23476667438028836587},6588"igarch11__skewt__w1000_r5": {6589"n": 631,6590"ratio": 0.9895645806957766,6591"dm_p": 0.6265942113122027,6592"dm_stat": -0.48676494717837576593},6594"igarch11__t__w1000_r5": {6595"n": 631,6596"ratio": 0.985471215389789,6597"dm_p": 0.48601274409342987,6598"dm_stat": -0.69707540501612546599},6600"loghar_rv__empirical__w1000_r5": {6601"n": 631,6602"ratio": 0.8823270664198428,6603"dm_p": 0.018313451959250326,6604"dm_stat": -2.365381165214116605},6606"msgarch2__normal__w1000_r5": {6607"n": 631,6608"ratio": 0.9982592421386088,6609"dm_p": 0.8362314398591659,6610"dm_stat": -0.206801838823708646611},6612"msgarch2__t__w1000_r5": {6613"n": 631,6614"ratio": 0.9986498925026186,6615"dm_p": 0.9645798633021402,6616"dm_stat": -0.044424809025505416617},6618"nagarch11__ged__w1000_r5": {6619"n": 631,6620"ratio": 0.9218140703002824,6621"dm_p": 0.21154253373508525,6622"dm_stat": -1.25060600244226476623},6624"nagarch11__normal__w1000_r5": {6625"n": 631,6626"ratio": 0.9116837664996558,6627"dm_p": 0.11758409374993808,6628"dm_stat": -1.56713997777831776629},6630"nagarch11__skewt__w1000_r5": {6631"n": 631,6632"ratio": 0.8928926534225815,6633"dm_p": 0.07990000065183436,6634"dm_stat": -1.75409745002385786635},6636"nagarch11__t__w1000_r5": {6637"n": 631,6638"ratio": 0.9129934247225377,6639"dm_p": 0.1734107960928571,6640"dm_stat": -1.3628687729122696641},6642"qgarch11__ged__w1000_r5": {6643"n": 631,6644"ratio": 0.9297241150620092,6645"dm_p": 0.18212090573016482,6646"dm_stat": -1.33572684633716486647},6648"qgarch11__normal__w1000_r5": {6649"n": 631,6650"ratio": 0.9383883048671917,6651"dm_p": 0.26639948467328645,6652"dm_stat": -1.11237906561280996653},6654"qgarch11__skewt__w1000_r5": {6655"n": 631,6656"ratio": 0.9108057951340982,6657"dm_p": 0.08029226856007352,6658"dm_stat": -1.75181442177865936659},6660"qgarch11__t__w1000_r5": {6661"n": 631,6662"ratio": 0.9172444471802358,6663"dm_p": 0.10582718007847973,6664"dm_stat": -1.61956039457703126665},6666"realgarch11__normal__w1000_r5": {6667"n": 631,6668"ratio": 0.9089470395181938,6669"dm_p": 0.052063911919027775,6670"dm_stat": -1.94629172856069676671},6672"realgarch11__t__w1000_r5": {6673"n": 631,6674"ratio": 0.9056611766648313,6675"dm_p": 0.046951006932661715,6676"dm_stat": -1.99064969070777496677},6678"rm2006__normal__w1000_r5": {6679"n": 631,6680"ratio": 0.9865653972299944,6681"dm_p": 0.7904271014879817,6682"dm_stat": -0.26586897524954136683},6684"rm_rw__empirical__w1000_r5": {6685"n": 631,6686"ratio": 1.320408299817351,6687"dm_p": 0.0008370808223023343,6688"dm_stat": 3.35641804460763066689},6690"tarch11__ged__w1000_r5": {6691"n": 631,6692"ratio": 0.9244462637491416,6693"dm_p": 0.3043211323119145,6694"dm_stat": -1.0280493915670596695},6696"tarch11__normal__w1000_r5": {6697"n": 631,6698"ratio": 0.9157477639802442,6699"dm_p": 0.20064493391701824,6700"dm_stat": -1.28105719453604256701},6702"tarch11__skewt__w1000_r5": {6703"n": 631,6704"ratio": 0.9185019500723851,6705"dm_p": 0.29093832194057057,6706"dm_stat": -1.05695263827090966707},6708"tarch11__t__w1000_r5": {6709"n": 631,6710"ratio": 0.9291389217548435,6711"dm_p": 0.3683545828353124,6712"dm_stat": -0.90020603785934336713}6714},6715"vol_tercile66=mid": {6716"aparch11__ged__w1000_r5": {6717"n": 487,6718"ratio": 0.9403825259327738,6719"dm_p": 0.25243049280357766,6720"dm_stat": -1.14582731271097176721},6722"aparch11__normal__w1000_r5": {6723"n": 487,6724"ratio": 0.9485626203415327,6725"dm_p": 0.3368607793011878,6726"dm_stat": -0.96133702139744986727},6728"aparch11__skewt__w1000_r5": {6729"n": 487,6730"ratio": 0.93056465405521,6731"dm_p": 0.17822173477202846,6732"dm_stat": -1.34820103019913586733},6734"aparch11__t__w1000_r5": {6735"n": 487,6736"ratio": 0.93396335407053,6737"dm_p": 0.2034267647312868,6738"dm_stat": -1.27356393284031346739},6740"arch5__ged__w1000_r5": {6741"n": 487,6742"ratio": 1.0481306724601522,6743"dm_p": 0.08965932695339254,6744"dm_stat": 1.700592122241266745},6746"arch5__normal__w1000_r5": {6747"n": 487,6748"ratio": 1.0451761151964036,6749"dm_p": 0.1143088736901797,6750"dm_stat": 1.5819615598701056751},6752"arch5__skewt__w1000_r5": {6753"n": 487,6754"ratio": 1.0572463877972922,6755"dm_p": 0.06373007380116946,6756"dm_stat": 1.85830535867712596757},6758"arch5__t__w1000_r5": {6759"n": 487,6760"ratio": 1.0532421736334312,6761"dm_p": 0.08310440389209417,6762"dm_stat": 1.73652673844389526763},6764"avgarch11__ged__w1000_r5": {6765"n": 487,6766"ratio": 1.0227870825037624,6767"dm_p": 0.1861275657046961,6768"dm_stat": 1.32399351866460046769},6770"avgarch11__normal__w1000_r5": {6771"n": 487,6772"ratio": 1.016227184433148,6773"dm_p": 0.3574698822478139,6774"dm_stat": 0.92107187078005636775},6776"avgarch11__skewt__w1000_r5": {6777"n": 487,6778"ratio": 1.0271887286342927,6779"dm_p": 0.14583203813498608,6780"dm_stat": 1.4567468169705996781},6782"avgarch11__t__w1000_r5": {6783"n": 487,6784"ratio": 1.0192234980702382,6785"dm_p": 0.23669875879038704,6786"dm_stat": 1.18474134723857756787},6788"cgarch11__ged__w1000_r5": {6789"n": 487,6790"ratio": 0.9980000554175253,6791"dm_p": 0.9001540925185738,6792"dm_stat": -0.12553226648722196793},6794"cgarch11__normal__w1000_r5": {6795"n": 487,6796"ratio": 0.9997295924221272,6797"dm_p": 0.985423898533436,6798"dm_stat": -0.0182788537091085476799},6800"cgarch11__skewt__w1000_r5": {6801"n": 487,6802"ratio": 0.9973825089128447,6803"dm_p": 0.8730787554159679,6804"dm_stat": -0.159833353246772286805},6806"cgarch11__t__w1000_r5": {6807"n": 487,6808"ratio": 0.994429495218228,6809"dm_p": 0.7076844783724409,6810"dm_stat": -0.375187806503054836811},6812"constvar__normal__w1000_r5": {6813"n": 487,6814"ratio": 2.045389949814776,6815"dm_p": 1.673423912241554e-08,6816"dm_stat": 5.7394927940901466817},6818"egarch11__ged__w1000_r5": {6819"n": 487,6820"ratio": 1.01612557884872,6821"dm_p": 0.8485024308789683,6822"dm_stat": 0.191131446451654036823},6824"egarch11__normal__w1000_r5": {6825"n": 487,6826"ratio": 1.0177636248440665,6827"dm_p": 0.8340843858287665,6828"dm_stat": 0.209578625792918036829},6830"egarch11__skewt__w1000_r5": {6831"n": 487,6832"ratio": 1.0160691128022443,6833"dm_p": 0.8449410580285562,6834"dm_stat": 0.1956817480153826835},6836"egarch11__t__w1000_r5": {6837"n": 487,6838"ratio": 1.0166872067381496,6839"dm_p": 0.8410138044061423,6840"dm_stat": 0.200704243774793236841},6842"ewma094__normal__w1000_r5": {6843"n": 487,6844"ratio": 1.1803408586652768,6845"dm_p": 0.02677075007113643,6846"dm_stat": 2.22159241836035336847},6848"figarch11__ged__w1000_r5": {6849"n": 487,6850"ratio": 1.0082662457680776,6851"dm_p": 0.6368235727180608,6852"dm_stat": 0.47244176581174246853},6854"figarch11__normal__w1000_r5": {6855"n": 487,6856"ratio": 1.0030206525760619,6857"dm_p": 0.8716831231024285,6858"dm_stat": 0.16160621512794666859},6860"figarch11__skewt__w1000_r5": {6861"n": 487,6862"ratio": 1.0215180704989086,6863"dm_p": 0.23172398090124163,6864"dm_stat": 1.19742670426440316865},6866"figarch11__t__w1000_r5": {6867"n": 487,6868"ratio": 1.0121260218791068,6869"dm_p": 0.43640655181128574,6870"dm_stat": 0.77891895024108746871},6872"garch11__ged__w1000_r5": {6873"n": 487,6874"ratio": 1.009939523408898,6875"dm_p": 0.23653665028004325,6876"dm_stat": 1.18515171391418746877},6878"garch11__normal__w1000_r5": {6879"n": 487,6880"ratio": 1.0,6881"dm_p": 1.0,6882"dm_stat": 0.06883},6884"garch11__skewt__w1000_r5": {6885"n": 487,6886"ratio": 1.0158530675021582,6887"dm_p": 0.1670835423099101,6888"dm_stat": 1.38370642178768026889},6890"garch11__t__w1000_r5": {6891"n": 487,6892"ratio": 1.0099135685757383,6893"dm_p": 0.26012785316908216,6894"dm_stat": 1.12740436330262836895},6896"garch12__ged__w1000_r5": {6897"n": 487,6898"ratio": 1.0201722497884,6899"dm_p": 0.14241776965154412,6900"dm_stat": 1.4692286687589356901},6902"garch12__normal__w1000_r5": {6903"n": 487,6904"ratio": 1.0180647397334122,6905"dm_p": 0.16364130983510242,6906"dm_stat": 1.3950388622633926907},6908"garch12__skewt__w1000_r5": {6909"n": 487,6910"ratio": 1.0221593820998272,6911"dm_p": 0.10018371843772653,6912"dm_stat": 1.64710077907506876913},6914"garch12__t__w1000_r5": {6915"n": 487,6916"ratio": 1.0169552034468368,6917"dm_p": 0.12758588391969916,6918"dm_stat": 1.52629912357516336919},6920"garch21__ged__w1000_r5": {6921"n": 487,6922"ratio": 1.019408554870137,6923"dm_p": 0.05753125317476704,6924"dm_stat": 1.90376440808077276925},6926"garch21__normal__w1000_r5": {6927"n": 487,6928"ratio": 1.0094601173230375,6929"dm_p": 0.12065598995775213,6930"dm_stat": 1.55475235056407326931},6932"garch21__skewt__w1000_r5": {6933"n": 487,6934"ratio": 1.029129705590445,6935"dm_p": 0.043778241733774446,6936"dm_stat": 2.02147454515866937},6938"garch21__t__w1000_r5": {6939"n": 487,6940"ratio": 1.0215304370660843,6941"dm_p": 0.046169134761016584,6942"dm_stat": 1.99895954249439586943},6944"garchm11__ged__w1000_r5": {6945"n": 487,6946"ratio": 1.0081186342512365,6947"dm_p": 0.3369820841122054,6948"dm_stat": 0.96109546773625936949},6950"garchm11__normal__w1000_r5": {6951"n": 487,6952"ratio": 0.9999311129610139,6953"dm_p": 0.9686310962208631,6954"dm_stat": -0.0393454896698022466955},6956"garchm11__skewt__w1000_r5": {6957"n": 487,6958"ratio": 1.013683198373004,6959"dm_p": 0.21866495399986577,6960"dm_stat": 1.23167815701838016961},6962"garchm11__t__w1000_r5": {6963"n": 487,6964"ratio": 1.0081453265880544,6965"dm_p": 0.32615915559414943,6966"dm_stat": 0.98287264815525076967},6968"garchx_rv11__normal__w1000_r5": {6969"n": 487,6970"ratio": 0.8303164944845651,6971"dm_p": 0.004227116547579517,6972"dm_stat": -2.8742698466333866973},6974"garchx_rv11__t__w1000_r5": {6975"n": 487,6976"ratio": 0.832586779697431,6977"dm_p": 0.00412129084208076,6978"dm_stat": -2.88240568312639136979},6980"gas_t11__t__w1000_r5": {6981"n": 487,6982"ratio": 1.0302823448183152,6983"dm_p": 0.1983718102689726,6984"dm_stat": 1.28796280925846926985},6986"gjr11__ged__w1000_r5": {6987"n": 487,6988"ratio": 1.04309067208503,6989"dm_p": 0.6842046410555693,6990"dm_stat": 0.40697620428511816991},6992"gjr11__normal__w1000_r5": {6993"n": 487,6994"ratio": 1.0490519869302775,6995"dm_p": 0.6372982531728719,6996"dm_stat": 0.47177622844716496997},6998"gjr11__skewt__w1000_r5": {6999"n": 487,7000"ratio": 1.03744551390705,7001"dm_p": 0.7307118025410203,7002"dm_stat": 0.34437692413575187003},7004"gjr11__t__w1000_r5": {7005"n": 487,7006"ratio": 1.0357316976703934,7007"dm_p": 0.736815949067638,7008"dm_stat": 0.336265301290863247009},7010"har_rv__empirical__w1000_r5": {7011"n": 487,7012"ratio": 1.0211980903583133,7013"dm_p": 0.7544899116277001,7014"dm_stat": 0.31290125254738667015},7016"heavy11__normal__w1000_r5": {7017"n": 487,7018"ratio": 0.8262226655982856,7019"dm_p": 0.00569521150571525,7020"dm_stat": -2.77717734168628337021},7022"heavy11__t__w1000_r5": {7023"n": 487,7024"ratio": 0.8285396801745191,7025"dm_p": 0.00491869659805203,7026"dm_stat": -2.8252541817956867027},7028"histvar22__empirical__w1000_r5": {7029"n": 487,7030"ratio": 1.5035029640290993,7031"dm_p": 0.005359422745015373,7032"dm_stat": 2.79718931477244367033},7034"histvar252__empirical__w1000_r5": {7035"n": 487,7036"ratio": 1.6746783133002032,7037"dm_p": 0.007867800680574457,7038"dm_stat": 2.6687574750379777039},7040"histvar66__empirical__w1000_r5": {7041"n": 487,7042"ratio": 1.2982386421256698,7043"dm_p": 0.025585238076349513,7044"dm_stat": 2.23934210544854167045},7046"igarch11__ged__w1000_r5": {7047"n": 487,7048"ratio": 1.0204279462373358,7049"dm_p": 0.1716801369507769,7050"dm_stat": 1.36884476340318427051},7052"igarch11__normal__w1000_r5": {7053"n": 487,7054"ratio": 1.0245483985009736,7055"dm_p": 0.3314764915285805,7056"dm_stat": 0.97211583971887537057},7058"igarch11__skewt__w1000_r5": {7059"n": 487,7060"ratio": 1.0249617100642223,7061"dm_p": 0.10134591050191845,7062"dm_stat": 1.64147432322139047063},7064"igarch11__t__w1000_r5": {7065"n": 487,7066"ratio": 1.0175670861833361,7067"dm_p": 0.24314232364750277,7068"dm_stat": 1.16858857226166717069},7070"loghar_rv__empirical__w1000_r5": {7071"n": 487,7072"ratio": 0.8183674586608399,7073"dm_p": 0.002958540102452913,7074"dm_stat": -2.98711605943864327075},7076"msgarch2__normal__w1000_r5": {7077"n": 487,7078"ratio": 1.0089477405942204,7079"dm_p": 0.571962064229464,7080"dm_stat": 0.56554802668629377081},7082"msgarch2__t__w1000_r5": {7083"n": 487,7084"ratio": 1.0303348703826865,7085"dm_p": 0.35306452132338917,7086"dm_stat": 0.92955206130910767087},7088"nagarch11__ged__w1000_r5": {7089"n": 487,7090"ratio": 0.9704858156321899,7091"dm_p": 0.7619181080469595,7092"dm_stat": -0.30313314535497947093},7094"nagarch11__normal__w1000_r5": {7095"n": 487,7096"ratio": 0.9703847965983031,7097"dm_p": 0.756667165445501,7098"dm_stat": -0.310035097005053447099},7100"nagarch11__skewt__w1000_r5": {7101"n": 487,7102"ratio": 0.9559479523148998,7103"dm_p": 0.6464459330424455,7104"dm_stat": -0.4589908661691197105},7106"nagarch11__t__w1000_r5": {7107"n": 487,7108"ratio": 0.9620599565606491,7109"dm_p": 0.6982558722803293,7110"dm_stat": -0.38790541520250447111},7112"qgarch11__ged__w1000_r5": {7113"n": 487,7114"ratio": 0.9489874450138731,7115"dm_p": 0.4745214975718856,7116"dm_stat": -0.71569809099229267117},7118"qgarch11__normal__w1000_r5": {7119"n": 487,7120"ratio": 0.9522497979011461,7121"dm_p": 0.5020621253529497,7122"dm_stat": -0.67174987943613117123},7124"qgarch11__skewt__w1000_r5": {7125"n": 487,7126"ratio": 0.9436643950964371,7127"dm_p": 0.423183586133806,7128"dm_stat": -0.8015870905400427129},7130"qgarch11__t__w1000_r5": {7131"n": 487,7132"ratio": 0.9479648147812715,7133"dm_p": 0.47115174217210704,7134"dm_stat": -0.72116992595006887135},7136"realgarch11__normal__w1000_r5": {7137"n": 487,7138"ratio": 0.8188369746081493,7139"dm_p": 0.0058077989719137685,7140"dm_stat": -2.7707061480982557141},7142"realgarch11__t__w1000_r5": {7143"n": 487,7144"ratio": 0.8176491638816997,7145"dm_p": 0.005472411340528591,7146"dm_stat": -2.79033187653606877147},7148"rm2006__normal__w1000_r5": {7149"n": 487,7150"ratio": 1.0671822843838332,7151"dm_p": 0.16254201324921133,7152"dm_stat": 1.39869586943932237153},7154"rm_rw__empirical__w1000_r5": {7155"n": 487,7156"ratio": 1.1144824936368185,7157"dm_p": 0.20529084609442164,7158"dm_stat": 1.2683201658781887159},7160"tarch11__ged__w1000_r5": {7161"n": 487,7162"ratio": 0.9725922067054709,7163"dm_p": 0.7123419585802193,7164"dm_stat": -0.368928134154391137165},7166"tarch11__normal__w1000_r5": {7167"n": 487,7168"ratio": 0.9665595581464654,7169"dm_p": 0.6451024745729739,7170"dm_stat": -0.46086381528330157171},7172"tarch11__skewt__w1000_r5": {7173"n": 487,7174"ratio": 0.9687985264054966,7175"dm_p": 0.6818780497006228,7176"dm_stat": -0.41014809944646467177},7178"tarch11__t__w1000_r5": {7179"n": 487,7180"ratio": 0.9693640488144766,7181"dm_p": 0.6848183213682122,7182"dm_stat": -0.406140244360109377183}7184},7185"prev_sign=neg": {7186"aparch11__ged__w1000_r5": {7187"n": 1217,7188"ratio": 0.9550764699928872,7189"dm_p": 0.2548918353800907,7190"dm_stat": -1.1390855073614487191},7192"aparch11__normal__w1000_r5": {7193"n": 1217,7194"ratio": 0.9657215521645195,7195"dm_p": 0.4219189065449501,7196"dm_stat": -0.80336828109221467197},7198"aparch11__skewt__w1000_r5": {7199"n": 1217,7200"ratio": 0.939997204861072,7201"dm_p": 0.131477610759858,7202"dm_stat": -1.50931684100853877203},7204"aparch11__t__w1000_r5": {7205"n": 1217,7206"ratio": 0.9439713292929586,7207"dm_p": 0.154923002544286,7208"dm_stat": -1.42324033736308337209},7210"arch5__ged__w1000_r5": {7211"n": 1217,7212"ratio": 1.0326093361069708,7213"dm_p": 0.4891798371008185,7214"dm_stat": 0.6918241506960127215},7216"arch5__normal__w1000_r5": {7217"n": 1217,7218"ratio": 1.0295561142155478,7219"dm_p": 0.5489077720707023,7220"dm_stat": 0.59956515280387057221},7222"arch5__skewt__w1000_r5": {7223"n": 1217,7224"ratio": 1.0316389312829768,7225"dm_p": 0.48609864636475647,7226"dm_stat": 0.69674006529342567227},7228"arch5__t__w1000_r5": {7229"n": 1217,7230"ratio": 1.0193076544970836,7231"dm_p": 0.6687125934364014,7232"dm_stat": 0.42801967039594527233},7234"avgarch11__ged__w1000_r5": {7235"n": 1217,7236"ratio": 1.0093163597094124,7237"dm_p": 0.6855684508102106,7238"dm_stat": 0.40497318618329267239},7240"avgarch11__normal__w1000_r5": {7241"n": 1217,7242"ratio": 1.0051414824195914,7243"dm_p": 0.8068905157985345,7244"dm_stat": 0.244492683093643227245},7246"avgarch11__skewt__w1000_r5": {7247"n": 1217,7248"ratio": 1.0005001967371587,7249"dm_p": 0.9792701614151079,7250"dm_stat": 0.0259892696162674327251},7252"avgarch11__t__w1000_r5": {7253"n": 1217,7254"ratio": 0.9942748633585498,7255"dm_p": 0.7788428693475821,7256"dm_stat": -0.280889590015625867257},7258"cgarch11__ged__w1000_r5": {7259"n": 1217,7260"ratio": 0.967306157412279,7261"dm_p": 0.30993854135453813,7262"dm_stat": -1.01577513253269967263},7264"cgarch11__normal__w1000_r5": {7265"n": 1217,7266"ratio": 0.9672683586918599,7267"dm_p": 0.3148462531935413,7268"dm_stat": -1.00552065257383787269},7270"cgarch11__skewt__w1000_r5": {7271"n": 1217,7272"ratio": 0.9729648330489783,7273"dm_p": 0.4287116302306768,7274"dm_stat": -0.79166294396392537275},7276"cgarch11__t__w1000_r5": {7277"n": 1217,7278"ratio": 0.9640211832950633,7279"dm_p": 0.28963000906593594,7280"dm_stat": -1.05939566248860457281},7282"constvar__normal__w1000_r5": {7283"n": 1217,7284"ratio": 2.98042219065797,7285"dm_p": 0.010763644690911912,7286"dm_stat": 2.5542201268345057287},7288"egarch11__ged__w1000_r5": {7289"n": 1217,7290"ratio": 0.9536775916349887,7291"dm_p": 0.23427577778001543,7292"dm_stat": -1.19000736418418737293},7294"egarch11__normal__w1000_r5": {7295"n": 1217,7296"ratio": 0.9640814786668278,7297"dm_p": 0.36376179085725535,7298"dm_stat": -0.90856126425458427299},7300"egarch11__skewt__w1000_r5": {7301"n": 1217,7302"ratio": 0.932162569018476,7303"dm_p": 0.08790430850183092,7304"dm_stat": -1.7079313866034287305},7306"egarch11__t__w1000_r5": {7307"n": 1217,7308"ratio": 0.9400300344612226,7309"dm_p": 0.1289278753526976,7310"dm_stat": -1.51937582034157247311},7312"ewma094__normal__w1000_r5": {7313"n": 1217,7314"ratio": 1.1758826826163642,7315"dm_p": 0.0023064643297328745,7316"dm_stat": 3.05409827311580137317},7318"figarch11__ged__w1000_r5": {7319"n": 1217,7320"ratio": 0.9671014721036159,7321"dm_p": 0.28962540633312833,7322"dm_stat": -1.05940577743898517323},7324"figarch11__normal__w1000_r5": {7325"n": 1217,7326"ratio": 0.9533843459772555,7327"dm_p": 0.17172751834146824,7328"dm_stat": -1.36748024729687217329},7330"figarch11__skewt__w1000_r5": {7331"n": 1217,7332"ratio": 0.9783745899836518,7333"dm_p": 0.47906077547892884,7334"dm_stat": -0.7080324813368817335},7336"figarch11__t__w1000_r5": {7337"n": 1217,7338"ratio": 0.9699003951043496,7339"dm_p": 0.31914780889744554,7340"dm_stat": -0.99661888769319177341},7342"garch11__ged__w1000_r5": {7343"n": 1217,7344"ratio": 0.9996681016101543,7345"dm_p": 0.9480328549606646,7346"dm_stat": -0.065190732775954647347},7348"garch11__normal__w1000_r5": {7349"n": 1217,7350"ratio": 1.0,7351"dm_p": 1.0,7352"dm_stat": 0.07353},7354"garch11__skewt__w1000_r5": {7355"n": 1217,7356"ratio": 0.9831854596096569,7357"dm_p": 0.3894950141097494,7358"dm_stat": -0.86084155747536417359},7360"garch11__t__w1000_r5": {7361"n": 1217,7362"ratio": 0.9762659140717449,7363"dm_p": 0.16451147248262177,7364"dm_stat": -1.39089582929440237365},7366"garch12__ged__w1000_r5": {7367"n": 1217,7368"ratio": 1.0005844579624081,7369"dm_p": 0.9288382933747971,7370"dm_stat": 0.089325053274455527371},7372"garch12__normal__w1000_r5": {7373"n": 1217,7374"ratio": 0.9945150363389681,7375"dm_p": 0.3327326337490858,7376"dm_stat": -0.96901051753479137377},7378"garch12__skewt__w1000_r5": {7379"n": 1217,7380"ratio": 0.9853195680099124,7381"dm_p": 0.44830169398460107,7382"dm_stat": -0.75849498991897347383},7384"garch12__t__w1000_r5": {7385"n": 1217,7386"ratio": 0.9786300223622327,7387"dm_p": 0.2057837453164642,7388"dm_stat": -1.26592127122941687389},7390"garch21__ged__w1000_r5": {7391"n": 1217,7392"ratio": 1.0072033696033027,7393"dm_p": 0.2876675571792715,7394"dm_stat": 1.06371821156264537395},7396"garch21__normal__w1000_r5": {7397"n": 1217,7398"ratio": 1.0060060983138546,7399"dm_p": 0.1426370794400024,7400"dm_stat": 1.4669909771488577401},7402"garch21__skewt__w1000_r5": {7403"n": 1217,7404"ratio": 0.9966764734738142,7405"dm_p": 0.8588007103025976,7406"dm_stat": -0.1779387563329747407},7408"garch21__t__w1000_r5": {7409"n": 1217,7410"ratio": 0.9856150409379109,7411"dm_p": 0.3880208177898039,7412"dm_stat": -0.86352199679579467413},7414"garchm11__ged__w1000_r5": {7415"n": 1217,7416"ratio": 0.9903251777253234,7417"dm_p": 0.2769416122784278,7418"dm_stat": -1.08770338883438397419},7420"garchm11__normal__w1000_r5": {7421"n": 1217,7422"ratio": 0.9905782067094058,7423"dm_p": 0.10890641271046934,7424"dm_stat": -1.6043054463788177425},7426"garchm11__skewt__w1000_r5": {7427"n": 1217,7428"ratio": 0.9724384343009871,7429"dm_p": 0.27160573533291515,7430"dm_stat": -1.09987166391114547431},7432"garchm11__t__w1000_r5": {7433"n": 1217,7434"ratio": 0.9619251525227429,7435"dm_p": 0.13935251517349015,7436"dm_stat": -1.47917511660898817437},7438"garchx_rv11__normal__w1000_r5": {7439"n": 1217,7440"ratio": 0.8563233198178113,7441"dm_p": 0.006427005142112712,7442"dm_stat": -2.7298902220635827443},7444"garchx_rv11__t__w1000_r5": {7445"n": 1217,7446"ratio": 0.8480685552659653,7447"dm_p": 0.004890622407311388,7448"dm_stat": -2.8193204686085777449},7450"gas_t11__t__w1000_r5": {7451"n": 1217,7452"ratio": 1.0185788463884038,7453"dm_p": 0.5109849982741491,7454"dm_stat": 0.65749829864734677455},7456"gjr11__ged__w1000_r5": {7457"n": 1217,7458"ratio": 0.9401644639628819,7459"dm_p": 0.11751165311526526,7460"dm_stat": -1.56641508068882827461},7462"gjr11__normal__w1000_r5": {7463"n": 1217,7464"ratio": 0.9465790152068004,7465"dm_p": 0.1388871956160079,7466"dm_stat": -1.48091906225767627467},7468"gjr11__skewt__w1000_r5": {7469"n": 1217,7470"ratio": 0.9227193702833709,7471"dm_p": 0.06220891684980924,7472"dm_stat": -1.86652194151890167473},7474"gjr11__t__w1000_r5": {7475"n": 1217,7476"ratio": 0.9265402697845158,7477"dm_p": 0.07271285773229717,7478"dm_stat": -1.7961874421177697479},7480"har_rv__empirical__w1000_r5": {7481"n": 1217,7482"ratio": 4697883.391146138,7483"dm_p": 0.31631043557058136,7484"dm_stat": 1.00248171299034837485},7486"heavy11__normal__w1000_r5": {7487"n": 1217,7488"ratio": 0.8682441364108725,7489"dm_p": 0.015592454207839043,7490"dm_stat": -2.42172718082758647491},7492"heavy11__t__w1000_r5": {7493"n": 1217,7494"ratio": 0.8606795951011686,7495"dm_p": 0.012179983059135459,7496"dm_stat": -2.51064616966415557497},7498"histvar22__empirical__w1000_r5": {7499"n": 1217,7500"ratio": 1.4373697145260527,7501"dm_p": 1.4883640135257103e-07,7502"dm_stat": 5.285049179311747503},7504"histvar252__empirical__w1000_r5": {7505"n": 1217,7506"ratio": 2.55158869445611,7507"dm_p": 0.001685849120271433,7508"dm_stat": 3.14765874297118977509},7510"histvar66__empirical__w1000_r5": {7511"n": 1217,7512"ratio": 1.764566839258576,7513"dm_p": 0.0002111665524423362,7514"dm_stat": 3.71651959987850777515},7516"igarch11__ged__w1000_r5": {7517"n": 1217,7518"ratio": 0.9985869430069659,7519"dm_p": 0.9113889161740959,7520"dm_stat": -0.111309973478562067521},7522"igarch11__normal__w1000_r5": {7523"n": 1217,7524"ratio": 1.0020486828791813,7525"dm_p": 0.8941625367292199,7526"dm_stat": 0.133066839405739137527},7528"igarch11__skewt__w1000_r5": {7529"n": 1217,7530"ratio": 0.9887414648502332,7531"dm_p": 0.5325224822454894,7532"dm_stat": -0.62433840474204477533},7534"igarch11__t__w1000_r5": {7535"n": 1217,7536"ratio": 0.984545649017123,7537"dm_p": 0.32007781553643727,7538"dm_stat": -0.99470466794020027539},7540"loghar_rv__empirical__w1000_r5": {7541"n": 1217,7542"ratio": 0.8695797473006905,7543"dm_p": 0.016411221131716384,7544"dm_stat": -2.4029781800860047545},7546"msgarch2__normal__w1000_r5": {7547"n": 1217,7548"ratio": 1.0425688903612365,7549"dm_p": 0.0537758716576177,7550"dm_stat": 1.93051075763621427551},7552"msgarch2__t__w1000_r5": {7553"n": 1217,7554"ratio": 1.043905434882753,7555"dm_p": 0.03427464668294624,7556"dm_stat": 2.11921359819331427557},7558"nagarch11__ged__w1000_r5": {7559"n": 1217,7560"ratio": 0.9412842795904142,7561"dm_p": 0.1709242640020956,7562"dm_stat": -1.37004977090828087563},7564"nagarch11__normal__w1000_r5": {7565"n": 1217,7566"ratio": 0.9371218661910967,7567"dm_p": 0.13652503850225597,7568"dm_stat": -1.48984224596154847569},7570"nagarch11__skewt__w1000_r5": {7571"n": 1217,7572"ratio": 0.9209750934537924,7573"dm_p": 0.08189741890708138,7574"dm_stat": -1.7412228813048577575},7576"nagarch11__t__w1000_r5": {7577"n": 1217,7578"ratio": 0.9326195133243756,7579"dm_p": 0.12822973779766877,7580"dm_stat": -1.52215699791111347581},7582"qgarch11__ged__w1000_r5": {7583"n": 1217,7584"ratio": 0.9081102457108596,7585"dm_p": 0.01274921853139525,7586"dm_stat": -2.49439259799800977587},7588"qgarch11__normal__w1000_r5": {7589"n": 1217,7590"ratio": 0.9134762577318617,7591"dm_p": 0.01981453804426753,7592"dm_stat": -2.33292431136452647593},7594"qgarch11__skewt__w1000_r5": {7595"n": 1217,7596"ratio": 0.896725233150789,7597"dm_p": 0.006930522391042266,7598"dm_stat": -2.70477426117398967599},7600"qgarch11__t__w1000_r5": {7601"n": 1217,7602"ratio": 0.9015806236340802,7603"dm_p": 0.00970060640135355,7604"dm_stat": -2.59041727206702357605},7606"realgarch11__normal__w1000_r5": {7607"n": 1217,7608"ratio": 0.850897928028285,7609"dm_p": 0.0024614985465374207,7610"dm_stat": -3.034377442214457611},7612"realgarch11__t__w1000_r5": {7613"n": 1217,7614"ratio": 0.8408376822182484,7615"dm_p": 0.0015969971362574228,7616"dm_stat": -3.1635838170374157617},7618"rm2006__normal__w1000_r5": {7619"n": 1217,7620"ratio": 1.0656973244440398,7621"dm_p": 0.21181677736311874,7622"dm_stat": 1.24924257653272177623},7624"rm_rw__empirical__w1000_r5": {7625"n": 1217,7626"ratio": 1.366775422032051,7627"dm_p": 0.0018399384770295569,7628"dm_stat": 3.1217894243347017629},7630"tarch11__ged__w1000_r5": {7631"n": 1217,7632"ratio": 0.9310063246074881,7633"dm_p": 0.0916626583240905,7634"dm_stat": -1.6880260167454397635},7636"tarch11__normal__w1000_r5": {7637"n": 1217,7638"ratio": 0.927269248502211,7639"dm_p": 0.06322048828399437,7640"dm_stat": -1.85933902797932567641},7642"tarch11__skewt__w1000_r5": {7643"n": 1217,7644"ratio": 0.9217988320271989,7645"dm_p": 0.07513243746771625,7646"dm_stat": -1.7811810106089017647},7648"tarch11__t__w1000_r5": {7649"n": 1217,7650"ratio": 0.9294496677371926,7651"dm_p": 0.10346754198651918,7652"dm_stat": -1.6294937193573057653}7654},7655"prev_sign=pos": {7656"aparch11__ged__w1000_r5": {7657"n": 1505,7658"ratio": 0.9311165440298653,7659"dm_p": 0.0971645272703536,7660"dm_stat": -1.65979321885831627661},7662"aparch11__normal__w1000_r5": {7663"n": 1505,7664"ratio": 0.9354144994981519,7665"dm_p": 0.12706101929164185,7666"dm_stat": -1.52663916927075687667},7668"aparch11__skewt__w1000_r5": {7669"n": 1505,7670"ratio": 0.9191326125240173,7671"dm_p": 0.03932345282759758,7672"dm_stat": -2.06258492192026487673},7674"aparch11__t__w1000_r5": {7675"n": 1505,7676"ratio": 0.9259754965235311,7677"dm_p": 0.05917994882016565,7678"dm_stat": -1.88828546124324877679},7680"arch5__ged__w1000_r5": {7681"n": 1505,7682"ratio": 1.0845133855588607,7683"dm_p": 1.5484958524720092e-06,7684"dm_stat": 4.8241783222253457685},7686"arch5__normal__w1000_r5": {7687"n": 1505,7688"ratio": 1.092170616146468,7689"dm_p": 5.829769722806003e-07,7690"dm_stat": 5.01842226638594557691},7692"arch5__skewt__w1000_r5": {7693"n": 1505,7694"ratio": 1.087675107456607,7695"dm_p": 4.0972366758719395e-07,7696"dm_stat": 5.0869030780168067697},7698"arch5__t__w1000_r5": {7699"n": 1505,7700"ratio": 1.0870965480163037,7701"dm_p": 4.952003475068482e-07,7702"dm_stat": 5.0502136827427147703},7704"avgarch11__ged__w1000_r5": {7705"n": 1505,7706"ratio": 1.0016915326870792,7707"dm_p": 0.8798068638204741,7708"dm_stat": 0.15123976698450387709},7710"avgarch11__normal__w1000_r5": {7711"n": 1505,7712"ratio": 1.0037338201917059,7713"dm_p": 0.7319272585599668,7714"dm_stat": 0.34262660892615697715},7716"avgarch11__skewt__w1000_r5": {7717"n": 1505,7718"ratio": 0.9994314036298748,7719"dm_p": 0.9632283985765004,7720"dm_stat": -0.046110374548780177721},7722"avgarch11__t__w1000_r5": {7723"n": 1505,7724"ratio": 0.9983796030850413,7725"dm_p": 0.8910376761023878,7726"dm_stat": -0.137014495227226647727},7728"cgarch11__ged__w1000_r5": {7729"n": 1505,7730"ratio": 0.9922753972626162,7731"dm_p": 0.5436562937901468,7732"dm_stat": -0.60743148783248367733},7734"cgarch11__normal__w1000_r5": {7735"n": 1505,7736"ratio": 0.9927259738474807,7737"dm_p": 0.5110183145819214,7738"dm_stat": -0.65740938036951447739},7740"cgarch11__skewt__w1000_r5": {7741"n": 1505,7742"ratio": 0.9993187688831859,7743"dm_p": 0.9634445536034485,7744"dm_stat": -0.0458391326637072267745},7746"cgarch11__t__w1000_r5": {7747"n": 1505,7748"ratio": 1.0018059535758823,7749"dm_p": 0.9018591249860157,7750"dm_stat": 0.123333965010948027751},7752"constvar__normal__w1000_r5": {7753"n": 1505,7754"ratio": 2.529181399978456,7755"dm_p": 0.006204019139078889,7756"dm_stat": 2.74066636710326967757},7758"egarch11__ged__w1000_r5": {7759"n": 1505,7760"ratio": 0.9570721595510062,7761"dm_p": 0.32487672792887884,7762"dm_stat": -0.98480811958745187763},7764"egarch11__normal__w1000_r5": {7765"n": 1505,7766"ratio": 0.9632954532696679,7767"dm_p": 0.3901859995276573,7768"dm_stat": -0.85952846572478897769},7770"egarch11__skewt__w1000_r5": {7771"n": 1505,7772"ratio": 0.9511323065168297,7773"dm_p": 0.251058983951976,7774"dm_stat": -1.14822330288365357775},7776"egarch11__t__w1000_r5": {7777"n": 1505,7778"ratio": 0.955324461106379,7779"dm_p": 0.3052264143012059,7780"dm_stat": -1.02563961531164857781},7782"ewma094__normal__w1000_r5": {7783"n": 1505,7784"ratio": 1.0971428470101177,7785"dm_p": 0.011498981918837442,7786"dm_stat": 2.5302642922099177787},7788"figarch11__ged__w1000_r5": {7789"n": 1505,7790"ratio": 0.9895764505153141,7791"dm_p": 0.39096026091068287,7792"dm_stat": -0.85812484069705177793},7794"figarch11__normal__w1000_r5": {7795"n": 1505,7796"ratio": 0.9924918587010197,7797"dm_p": 0.49311395323067136,7798"dm_stat": -0.68553195156484097799},7800"figarch11__skewt__w1000_r5": {7801"n": 1505,7802"ratio": 0.9957331019867436,7803"dm_p": 0.743015000422704,7804"dm_stat": -0.32792369475311517805},7806"figarch11__t__w1000_r5": {7807"n": 1505,7808"ratio": 0.9922401572161654,7809"dm_p": 0.530936947067626,7810"dm_stat": -0.62672146287794357811},7812"garch11__ged__w1000_r5": {7813"n": 1505,7814"ratio": 0.9980783896866695,7815"dm_p": 0.6580757775701427,7816"dm_stat": -0.442659384708806567817},7818"garch11__normal__w1000_r5": {7819"n": 1505,7820"ratio": 1.0,7821"dm_p": 1.0,7822"dm_stat": 0.07823},7824"garch11__skewt__w1000_r5": {7825"n": 1505,7826"ratio": 1.0031523971082414,7827"dm_p": 0.6790769855893398,7828"dm_stat": 0.413803546476880177829},7830"garch11__t__w1000_r5": {7831"n": 1505,7832"ratio": 1.0034846700714004,7833"dm_p": 0.6199743309936281,7834"dm_stat": 0.49598944116376697835},7836"garch12__ged__w1000_r5": {7837"n": 1505,7838"ratio": 1.001726632446392,7839"dm_p": 0.7530402111885289,7840"dm_stat": 0.31469062722250687841},7842"garch12__normal__w1000_r5": {7843"n": 1505,7844"ratio": 1.0091567191580306,7845"dm_p": 0.02657312109638447,7846"dm_stat": 2.21991565184258957847},7848"garch12__skewt__w1000_r5": {7849"n": 1505,7850"ratio": 1.0051119714486119,7851"dm_p": 0.5167934610532086,7852"dm_stat": 0.64844917688761857853},7854"garch12__t__w1000_r5": {7855"n": 1505,7856"ratio": 1.0055738612530998,7857"dm_p": 0.44555354401861846,7858"dm_stat": 0.76304949425597867859},7860"garch21__ged__w1000_r5": {7861"n": 1505,7862"ratio": 1.0028235359973185,7863"dm_p": 0.6021980463131825,7864"dm_stat": 0.52135242118844727865},7866"garch21__normal__w1000_r5": {7867"n": 1505,7868"ratio": 1.0064438730751994,7869"dm_p": 0.05057724806144006,7870"dm_stat": 1.95661766599359887871},7872"garch21__skewt__w1000_r5": {7873"n": 1505,7874"ratio": 1.0066101177647506,7875"dm_p": 0.4227422397947703,7876"dm_stat": 0.80189177899344847877},7878"garch21__t__w1000_r5": {7879"n": 1505,7880"ratio": 1.0061993947643286,7881"dm_p": 0.4089682938777259,7882"dm_stat": 0.82594146426010947883},7884"garchm11__ged__w1000_r5": {7885"n": 1505,7886"ratio": 0.9923228737450849,7887"dm_p": 0.05928578612964655,7888"dm_stat": -1.88749785101800927889},7890"garchm11__normal__w1000_r5": {7891"n": 1505,7892"ratio": 0.9965182879279119,7893"dm_p": 0.004229990917762269,7894"dm_stat": -2.86485304944064727895},7896"garchm11__skewt__w1000_r5": {7897"n": 1505,7898"ratio": 0.9961266228415102,7899"dm_p": 0.5613837589003479,7900"dm_stat": -0.58091651286714277901},7902"garchm11__t__w1000_r5": {7903"n": 1505,7904"ratio": 0.9984456142091487,7905"dm_p": 0.8081098999203543,7906"dm_stat": -0.242907858629466827907},7908"garchx_rv11__normal__w1000_r5": {7909"n": 1505,7910"ratio": 0.8897859080185698,7911"dm_p": 0.00037818092292924506,7912"dm_stat": -3.5629342222666397913},7914"garchx_rv11__t__w1000_r5": {7915"n": 1505,7916"ratio": 0.896075457433109,7917"dm_p": 0.0008258996341889209,7918"dm_stat": -3.3507494610917637919},7920"gas_t11__t__w1000_r5": {7921"n": 1505,7922"ratio": 1.0133721833527631,7923"dm_p": 0.2947699578393423,7924"dm_stat": 1.04808040324087867925},7926"gjr11__ged__w1000_r5": {7927"n": 1505,7928"ratio": 0.9595723953627321,7929"dm_p": 0.3815651345571553,7930"dm_stat": -0.87527300456480977931},7932"gjr11__normal__w1000_r5": {7933"n": 1505,7934"ratio": 0.9615878207027363,7935"dm_p": 0.3907311321670173,7936"dm_stat": -0.85854004204777437937},7938"gjr11__skewt__w1000_r5": {7939"n": 1505,7940"ratio": 0.9547685858998548,7941"dm_p": 0.32443689665836156,7942"dm_stat": -0.98570406508477137943},7944"gjr11__t__w1000_r5": {7945"n": 1505,7946"ratio": 0.9568237274409419,7947"dm_p": 0.3408375180744656,7948"dm_stat": -0.95281380743747577949},7950"har_rv__empirical__w1000_r5": {7951"n": 1505,7952"ratio": 1.0444218358209998,7953"dm_p": 0.1429408406463062,7954"dm_stat": 1.46569345825361797955},7956"heavy11__normal__w1000_r5": {7957"n": 1505,7958"ratio": 0.8910127139249392,7959"dm_p": 0.000955749335732759,7960"dm_stat": -3.3097909049129237961},7962"heavy11__t__w1000_r5": {7963"n": 1505,7964"ratio": 0.9002229472764188,7965"dm_p": 0.002428633256996469,7966"dm_stat": -3.03723992262554357967},7968"histvar22__empirical__w1000_r5": {7969"n": 1505,7970"ratio": 1.2122482412655702,7971"dm_p": 0.001599689690786961,7972"dm_stat": 3.16172252924870727973},7974"histvar252__empirical__w1000_r5": {7975"n": 1505,7976"ratio": 1.903440867718879,7977"dm_p": 7.557995193043453e-05,7978"dm_stat": 3.9689916674774737979},7980"histvar66__empirical__w1000_r5": {7981"n": 1505,7982"ratio": 1.3370678796310016,7983"dm_p": 3.9774772541969614e-05,7984"dm_stat": 4.1210293271624637985},7986"igarch11__ged__w1000_r5": {7987"n": 1505,7988"ratio": 1.030379941137883,7989"dm_p": 0.009321379899063889,7990"dm_stat": 2.6033945945486817991},7992"igarch11__normal__w1000_r5": {7993"n": 1505,7994"ratio": 1.0316072561664889,7995"dm_p": 0.00246770693499366,7996"dm_stat": 3.03239605630316167997},7998"igarch11__skewt__w1000_r5": {7999"n": 1505,8000"ratio": 1.0337283350231865,8001"dm_p": 0.006389643287681328,8002"dm_stat": 2.7309152905807888003},8004"igarch11__t__w1000_r5": {8005"n": 1505,8006"ratio": 1.031681333238675,8007"dm_p": 0.009302416249376807,8008"dm_stat": 2.60409583986131438009},8010"loghar_rv__empirical__w1000_r5": {8011"n": 1505,8012"ratio": 0.8620072934197704,8013"dm_p": 1.311923422413006e-05,8014"dm_stat": -4.3726326719941628015},8016"msgarch2__normal__w1000_r5": {8017"n": 1505,8018"ratio": 0.9919335697115624,8019"dm_p": 0.39920694575914023,8020"dm_stat": -0.84327823238952228021},8022"msgarch2__t__w1000_r5": {8023"n": 1505,8024"ratio": 1.0224806344407835,8025"dm_p": 0.22240091052959007,8026"dm_stat": 1.22067374569999768027},8028"nagarch11__ged__w1000_r5": {8029"n": 1505,8030"ratio": 0.9273645604641652,8031"dm_p": 0.12510228579178526,8032"dm_stat": -1.53455992417030238033},8034"nagarch11__normal__w1000_r5": {8035"n": 1505,8036"ratio": 0.9253406590503098,8037"dm_p": 0.10222370825387472,8038"dm_stat": -1.63516504441708588039},8040"nagarch11__skewt__w1000_r5": {8041"n": 1505,8042"ratio": 0.9142511032656198,8043"dm_p": 0.06296994839914255,8044"dm_stat": -1.86078230804978748045},8046"nagarch11__t__w1000_r5": {8047"n": 1505,8048"ratio": 0.9229014997709948,8049"dm_p": 0.10030174357245564,8050"dm_stat": -1.64440409335200198051},8052"qgarch11__ged__w1000_r5": {8053"n": 1505,8054"ratio": 0.9113329843795435,8055"dm_p": 0.009093184909629862,8056"dm_stat": -2.61191884267218878057},8058"qgarch11__normal__w1000_r5": {8059"n": 1505,8060"ratio": 0.9186177792682444,8061"dm_p": 0.018209226686506947,8062"dm_stat": -2.3639197449305288063},8064"qgarch11__skewt__w1000_r5": {8065"n": 1505,8066"ratio": 0.9045745113215568,8067"dm_p": 0.0033524745164533005,8068"dm_stat": -2.9381127203614278069},8070"qgarch11__t__w1000_r5": {8071"n": 1505,8072"ratio": 0.9073462607006327,8073"dm_p": 0.005085597657881677,8074"dm_stat": -2.8056876780920338075},8076"realgarch11__normal__w1000_r5": {8077"n": 1505,8078"ratio": 0.8650127323388059,8079"dm_p": 1.5485302607522548e-05,8080"dm_stat": -4.3358453998037968081},8082"realgarch11__t__w1000_r5": {8083"n": 1505,8084"ratio": 0.8706249488494101,8085"dm_p": 3.734064957107652e-05,8086"dm_stat": -4.1357182537482618087},8088"rm2006__normal__w1000_r5": {8089"n": 1505,8090"ratio": 1.1065180997481472,8091"dm_p": 0.0002498196917782996,8092"dm_stat": 3.67123828426173758093},8094"rm_rw__empirical__w1000_r5": {8095"n": 1505,8096"ratio": 1.2387489737178983,8097"dm_p": 0.0005215499727074573,8098"dm_stat": 3.4769703818979138099},8100"tarch11__ged__w1000_r5": {8101"n": 1505,8102"ratio": 0.9235657488717175,8103"dm_p": 0.08631823876591949,8104"dm_stat": -1.71627173541867038105},8106"tarch11__normal__w1000_r5": {8107"n": 1505,8108"ratio": 0.9281222441715301,8109"dm_p": 0.10608485528397957,8110"dm_stat": -1.61701449640338328111},8112"tarch11__skewt__w1000_r5": {8113"n": 1505,8114"ratio": 0.920113171576576,8115"dm_p": 0.06846354606801718,8116"dm_stat": -1.82325267136734748117},8118"tarch11__t__w1000_r5": {8119"n": 1505,8120"ratio": 0.922212960677486,8121"dm_p": 0.0764399649483978,8122"dm_stat": -1.7729463079353968123}8124},8125"episode=covid": {8126"aparch11__ged__w1000_r5": {8127"n": 92,8128"ratio": 1.1232842491807111,8129"dm_p": 0.63549207752695,8130"dm_stat": 0.47560986671714148131},8132"aparch11__normal__w1000_r5": {8133"n": 92,8134"ratio": 1.1692578774588875,8135"dm_p": 0.5740012616092005,8136"dm_stat": 0.56420698241153478137},8138"aparch11__skewt__w1000_r5": {8139"n": 92,8140"ratio": 1.0416810463749402,8141"dm_p": 0.8491554228668798,8142"dm_stat": 0.190738423497855838143},8144"aparch11__t__w1000_r5": {8145"n": 92,8146"ratio": 1.028074020109509,8147"dm_p": 0.8948416121514257,8148"dm_stat": 0.132550405492349928149},8150"arch5__ged__w1000_r5": {8151"n": 92,8152"ratio": 1.1616773883380076,8153"dm_p": 0.11010902945176283,8154"dm_stat": 1.61345164024943928155},8156"arch5__normal__w1000_r5": {8157"n": 92,8158"ratio": 1.172263490834707,8159"dm_p": 0.08363843196627362,8160"dm_stat": 1.74914024342763648161},8162"arch5__skewt__w1000_r5": {8163"n": 92,8164"ratio": 1.1173948296658682,8165"dm_p": 0.1967908468310338,8166"dm_stat": 1.30027348198770628167},8168"arch5__t__w1000_r5": {8169"n": 92,8170"ratio": 1.0984084567485943,8171"dm_p": 0.24446179806897506,8172"dm_stat": 1.17148572139353558173},8174"avgarch11__ged__w1000_r5": {8175"n": 92,8176"ratio": 0.9579219883668468,8177"dm_p": 0.6403633845262474,8178"dm_stat": -0.4687583608145748179},8180"avgarch11__normal__w1000_r5": {8181"n": 92,8182"ratio": 0.9528326953463909,8183"dm_p": 0.5954514609836373,8184"dm_stat": -0.53282797842173388185},8186"avgarch11__skewt__w1000_r5": {8187"n": 92,8188"ratio": 0.9463571657586427,8189"dm_p": 0.5940107365695997,8190"dm_stat": -0.53491875592068848191},8192"avgarch11__t__w1000_r5": {8193"n": 92,8194"ratio": 0.935492083925483,8195"dm_p": 0.5448622042570291,8196"dm_stat": -0.60775730123915338197},8198"cgarch11__ged__w1000_r5": {8199"n": 92,8200"ratio": 1.0281940623802128,8201"dm_p": 0.5823267104374457,8202"dm_stat": 0.55196303522845968203},8204"cgarch11__normal__w1000_r5": {8205"n": 92,8206"ratio": 0.9885636092705212,8207"dm_p": 0.7805523770655024,8208"dm_stat": -0.279425538425676868209},8210"cgarch11__skewt__w1000_r5": {8211"n": 92,8212"ratio": 1.020488709145999,8213"dm_p": 0.6881720205595196,8214"dm_stat": 0.40262003942321778215},8216"cgarch11__t__w1000_r5": {8217"n": 92,8218"ratio": 1.00939382133735,8219"dm_p": 0.8574470526572706,8220"dm_stat": 0.18013508702242148221},8222"constvar__normal__w1000_r5": {8223"n": 92,8224"ratio": 15.3537906079436,8225"dm_p": 0.033902685270102165,8226"dm_stat": 2.1537519703780368227},8228"egarch11__ged__w1000_r5": {8229"n": 92,8230"ratio": 1.091153182284097,8231"dm_p": 0.6534170028708873,8232"dm_stat": 0.450506212398858748233},8234"egarch11__normal__w1000_r5": {8235"n": 92,8236"ratio": 1.2044402830393166,8237"dm_p": 0.37514310084012126,8238"dm_stat": 0.89125455535325798239},8240"egarch11__skewt__w1000_r5": {8241"n": 92,8242"ratio": 0.9742469183057023,8243"dm_p": 0.8894621133720398,8244"dm_stat": -0.139374633381499668245},8246"egarch11__t__w1000_r5": {8247"n": 92,8248"ratio": 0.9509224179802838,8249"dm_p": 0.7895263710293852,8250"dm_stat": -0.267712643115494148251},8252"ewma094__normal__w1000_r5": {8253"n": 92,8254"ratio": 1.6273750155113271,8255"dm_p": 0.0024955092952319118,8256"dm_stat": 3.11035520440788378257},8258"figarch11__ged__w1000_r5": {8259"n": 92,8260"ratio": 0.9966265288516512,8261"dm_p": 0.9502230950391148,8262"dm_stat": -0.062599029280116498263},8264"figarch11__normal__w1000_r5": {8265"n": 92,8266"ratio": 0.9586177258277858,8267"dm_p": 0.5007624229128596,8268"dm_stat": -0.67598836621293378269},8270"figarch11__skewt__w1000_r5": {8271"n": 92,8272"ratio": 1.002855116973811,8273"dm_p": 0.9563534960234378,8274"dm_stat": 0.05488110590930658275},8276"figarch11__t__w1000_r5": {8277"n": 92,8278"ratio": 0.9933542289283441,8279"dm_p": 0.90355357626309,8280"dm_stat": -0.121511816152887678281},8282"garch11__ged__w1000_r5": {8283"n": 92,8284"ratio": 1.0073371978186967,8285"dm_p": 0.570617821121911,8286"dm_stat": 0.56920724093513998287},8288"garch11__normal__w1000_r5": {8289"n": 92,8290"ratio": 1.0,8291"dm_p": 1.0,8292"dm_stat": 0.08293},8294"garch11__skewt__w1000_r5": {8295"n": 92,8296"ratio": 0.982887493527021,8297"dm_p": 0.6174633536148322,8298"dm_stat": -0.50116760434001978299},8300"garch11__t__w1000_r5": {8301"n": 92,8302"ratio": 0.9625210449013872,8303"dm_p": 0.41009068157383055,8304"dm_stat": -0.82754936204520118305},8306"garch12__ged__w1000_r5": {8307"n": 92,8308"ratio": 1.00732375404441,8309"dm_p": 0.5712786528177709,8310"dm_stat": 0.56822949942551918311},8312"garch12__normal__w1000_r5": {8313"n": 92,8314"ratio": 0.9815855618287568,8315"dm_p": 0.5048883403085135,8316"dm_stat": -0.66947386195202778317},8318"garch12__skewt__w1000_r5": {8319"n": 92,8320"ratio": 0.9828698521218299,8321"dm_p": 0.6171692606935224,8322"dm_stat": -0.50158721614174318323},8324"garch12__t__w1000_r5": {8325"n": 92,8326"ratio": 0.9625443414491871,8327"dm_p": 0.41015786613912886,8328"dm_stat": -0.82743016019372768329},8330"garch21__ged__w1000_r5": {8331"n": 92,8332"ratio": 1.0104448900244851,8333"dm_p": 0.7148686945456177,8334"dm_stat": 0.366465140640453778335},8336"garch21__normal__w1000_r5": {8337"n": 92,8338"ratio": 1.002378278127184,8339"dm_p": 0.859868990495372,8340"dm_stat": 0.177041824848981048341},8342"garch21__skewt__w1000_r5": {8343"n": 92,8344"ratio": 0.9882151652932224,8345"dm_p": 0.7209123899803312,8346"dm_stat": -0.358348634764480038347},8348"garch21__t__w1000_r5": {8349"n": 92,8350"ratio": 0.9634762855318421,8351"dm_p": 0.30714109084675073,8352"dm_stat": -1.02700329002268958353},8354"garchm11__ged__w1000_r5": {8355"n": 92,8356"ratio": 0.9874256699573658,8357"dm_p": 0.6895940776960326,8358"dm_stat": -0.400681142946800468359},8360"garchm11__normal__w1000_r5": {8361"n": 92,8362"ratio": 0.9827522509983617,8363"dm_p": 0.1504463531221062,8364"dm_stat": -1.45018003960776268365},8366"garchm11__skewt__w1000_r5": {8367"n": 92,8368"ratio": 0.9663037275852167,8369"dm_p": 0.4554871068831111,8370"dm_stat": -0.74950334997876398371},8372"garchm11__t__w1000_r5": {8373"n": 92,8374"ratio": 0.9435956396029589,8375"dm_p": 0.3453764920595013,8376"dm_stat": -0.94852093859980298377},8378"garchx_rv11__normal__w1000_r5": {8379"n": 92,8380"ratio": 0.9540040225321906,8381"dm_p": 0.5239001395377701,8382"dm_stat": -0.63981547341557858383},8384"garchx_rv11__t__w1000_r5": {8385"n": 92,8386"ratio": 0.9421146294695198,8387"dm_p": 0.43165272580702596,8388"dm_stat": -0.78987753522093968389},8390"gas_t11__t__w1000_r5": {8391"n": 92,8392"ratio": 1.0233257906603768,8393"dm_p": 0.8651183578182844,8394"dm_stat": 0.170343243765997838395},8396"gjr11__ged__w1000_r5": {8397"n": 92,8398"ratio": 1.183907597716881,8399"dm_p": 0.3479396719742592,8400"dm_stat": 0.9434681145099458401},8402"gjr11__normal__w1000_r5": {8403"n": 92,8404"ratio": 1.2038191822140325,8405"dm_p": 0.3391807021167061,8406"dm_stat": 0.96083609138080848407},8408"gjr11__skewt__w1000_r5": {8409"n": 92,8410"ratio": 1.1054171062251543,8411"dm_p": 0.51264807984667,8412"dm_stat": 0.6572985147658058413},8414"gjr11__t__w1000_r5": {8415"n": 92,8416"ratio": 1.0945339552813627,8417"dm_p": 0.5645804468126323,8418"dm_stat": 0.57816550273474488419},8420"har_rv__empirical__w1000_r5": {8421"n": 92,8422"ratio": 36500751.87946426,8423"dm_p": 0.31174719017802377,8424"dm_stat": 1.01721677009389638425},8426"heavy11__normal__w1000_r5": {8427"n": 92,8428"ratio": 0.9500314024649451,8429"dm_p": 0.5348986774268196,8430"dm_stat": -0.62291453701281638431},8432"heavy11__t__w1000_r5": {8433"n": 92,8434"ratio": 0.9434504696166826,8435"dm_p": 0.49362293648478345,8436"dm_stat": -0.68732985090698828437},8438"histvar22__empirical__w1000_r5": {8439"n": 92,8440"ratio": 1.5716999446080981,8441"dm_p": 0.05081408383521915,8442"dm_stat": 1.97921756329554988443},8444"histvar252__empirical__w1000_r5": {8445"n": 92,8446"ratio": 7.441831015695855,8447"dm_p": 0.03708209502774635,8448"dm_stat": 2.1159254747062248449},8450"histvar66__empirical__w1000_r5": {8451"n": 92,8452"ratio": 3.8977724593950733,8453"dm_p": 0.004122668321834403,8454"dm_stat": 2.9430905679671258455},8456"igarch11__ged__w1000_r5": {8457"n": 92,8458"ratio": 0.9460016834960114,8459"dm_p": 0.2840696591483786,8460"dm_stat": -1.07757966089268738461},8462"igarch11__normal__w1000_r5": {8463"n": 92,8464"ratio": 0.9308235436641245,8465"dm_p": 0.20403415544240275,8466"dm_stat": -1.27932757531033418467},8468"igarch11__skewt__w1000_r5": {8469"n": 92,8470"ratio": 0.9409921962717233,8471"dm_p": 0.3335486864808663,8472"dm_stat": -0.97215857189059158473},8474"igarch11__t__w1000_r5": {8475"n": 92,8476"ratio": 0.9334492249342721,8477"dm_p": 0.32302072508996843,8478"dm_stat": -0.99366529430874848479},8480"loghar_rv__empirical__w1000_r5": {8481"n": 92,8482"ratio": 1.0826352463900288,8483"dm_p": 0.5065306453118535,8484"dm_stat": 0.66688873697690588485},8486"msgarch2__normal__w1000_r5": {8487"n": 92,8488"ratio": 1.0916963168700928,8489"dm_p": 0.15927399702758088,8490"dm_stat": 1.41914158554490488491},8492"msgarch2__t__w1000_r5": {8493"n": 92,8494"ratio": 0.9830113715541079,8495"dm_p": 0.7367342008043309,8496"dm_stat": -0.337211237953011948497},8498"nagarch11__ged__w1000_r5": {8499"n": 92,8500"ratio": 1.0244430452706967,8501"dm_p": 0.9017102824514371,8502"dm_stat": 0.12384608797484348503},8504"nagarch11__normal__w1000_r5": {8505"n": 92,8506"ratio": 1.040660076837646,8507"dm_p": 0.8473715987731247,8508"dm_stat": 0.19302237204780678509},8510"nagarch11__skewt__w1000_r5": {8511"n": 92,8512"ratio": 0.9925910603827854,8513"dm_p": 0.9696068737225793,8514"dm_stat": -0.038206320457022678515},8516"nagarch11__t__w1000_r5": {8517"n": 92,8518"ratio": 0.9756229775857899,8519"dm_p": 0.8978001269944534,8520"dm_stat": -0.128800024050666488521},8522"qgarch11__ged__w1000_r5": {8523"n": 92,8524"ratio": 0.9326873816444124,8525"dm_p": 0.5529415350422088,8526"dm_stat": -0.59556899751314838527},8528"qgarch11__normal__w1000_r5": {8529"n": 92,8530"ratio": 0.9249045126355104,8531"dm_p": 0.5453128935377966,8532"dm_stat": -0.60707501855919438533},8534"qgarch11__skewt__w1000_r5": {8535"n": 92,8536"ratio": 0.9153017167132246,8537"dm_p": 0.47641990643733867,8538"dm_stat": -0.71503171403574988539},8540"qgarch11__t__w1000_r5": {8541"n": 92,8542"ratio": 0.911108181327292,8543"dm_p": 0.46473936594459236,8544"dm_stat": -0.7341589093089468545},8546"realgarch11__normal__w1000_r5": {8547"n": 92,8548"ratio": 0.9528844326238499,8549"dm_p": 0.6449718240516191,8550"dm_stat": -0.462296949764349938551},8552"realgarch11__t__w1000_r5": {8553"n": 92,8554"ratio": 0.9227786374448339,8555"dm_p": 0.4626982684363961,8556"dm_stat": -0.73752894575898818557},8558"rm2006__normal__w1000_r5": {8559"n": 92,8560"ratio": 1.4526433192639774,8561"dm_p": 0.0155658483980884,8562"dm_stat": 2.46529485688984678563},8564"rm_rw__empirical__w1000_r5": {8565"n": 92,8566"ratio": 1.2799870191708467,8567"dm_p": 0.15679525864612048,8568"dm_stat": 1.42772009100501528569},8570"tarch11__ged__w1000_r5": {8571"n": 92,8572"ratio": 1.0921695886743368,8573"dm_p": 0.728823750707078,8574"dm_stat": 0.34775971826629538575},8576"tarch11__normal__w1000_r5": {8577"n": 92,8578"ratio": 1.1407838407402742,8579"dm_p": 0.6318096172417297,8580"dm_stat": 0.480804224424204568581},8582"tarch11__skewt__w1000_r5": {8583"n": 92,8584"ratio": 1.0441978202960207,8585"dm_p": 0.8595681289882348,8586"dm_stat": 0.177425986867657268587},8588"tarch11__t__w1000_r5": {8589"n": 92,8590"ratio": 1.0309877652203532,8591"dm_p": 0.9007244347046179,8592"dm_stat": 0.125094804405935578593}8594},8595"episode=none": {8596"aparch11__ged__w1000_r5": {8597"n": 2338,8598"ratio": 0.9464298297871342,8599"dm_p": 0.06748388595077706,8600"dm_stat": -1.829287615988478601},8602"aparch11__normal__w1000_r5": {8603"n": 2338,8604"ratio": 0.9510032344667364,8605"dm_p": 0.09047811205639693,8606"dm_stat": -1.6935814226321088607},8608"aparch11__skewt__w1000_r5": {8609"n": 2338,8610"ratio": 0.9374416247304088,8611"dm_p": 0.034111647426601194,8612"dm_stat": -2.1199942720696038613},8614"aparch11__t__w1000_r5": {8615"n": 2338,8616"ratio": 0.9447262843141825,8617"dm_p": 0.06237394164135708,8618"dm_stat": -1.86452033742608418619},8620"arch5__ged__w1000_r5": {8621"n": 2338,8622"ratio": 1.0706490245065619,8623"dm_p": 1.0676429443459421e-06,8624"dm_stat": 4.8917168549895728625},8626"arch5__normal__w1000_r5": {8627"n": 2338,8628"ratio": 1.0761441016780802,8629"dm_p": 3.789772130180951e-07,8630"dm_stat": 5.0938225092165038631},8632"arch5__skewt__w1000_r5": {8633"n": 2338,8634"ratio": 1.0693164839636289,8635"dm_p": 1.338005638792608e-06,8636"dm_stat": 4.8466535518650888637},8638"arch5__t__w1000_r5": {8639"n": 2338,8640"ratio": 1.0675241489646035,8641"dm_p": 1.6772965356348947e-06,8642"dm_stat": 4.8011502601957178643},8644"avgarch11__ged__w1000_r5": {8645"n": 2338,8646"ratio": 1.0108249129424673,8647"dm_p": 0.2838761478225077,8648"dm_stat": 1.07189884338662668649},8650"avgarch11__normal__w1000_r5": {8651"n": 2338,8652"ratio": 1.011942172323186,8653"dm_p": 0.23361527275343172,8654"dm_stat": 1.19140586532232128655},8656"avgarch11__skewt__w1000_r5": {8657"n": 2338,8658"ratio": 1.0080967111779786,8659"dm_p": 0.44298098209104214,8660"dm_stat": 0.76729948939707438661},8662"avgarch11__t__w1000_r5": {8663"n": 2338,8664"ratio": 1.0062173040745097,8665"dm_p": 0.5456206587073371,8666"dm_stat": 0.60442369561972098667},8668"cgarch11__ged__w1000_r5": {8669"n": 2338,8670"ratio": 0.9895929899005343,8671"dm_p": 0.36618690381260194,8672"dm_stat": -0.90381454095152718673},8674"cgarch11__normal__w1000_r5": {8675"n": 2338,8676"ratio": 0.9937017875805946,8677"dm_p": 0.5293305409990419,8678"dm_stat": -0.62912220907317838679},8680"cgarch11__skewt__w1000_r5": {8681"n": 2338,8682"ratio": 0.9959381454282737,8683"dm_p": 0.7638540653955394,8684"dm_stat": -0.3004586395801158685},8686"cgarch11__t__w1000_r5": {8687"n": 2338,8688"ratio": 0.9963662002489957,8689"dm_p": 0.785942070513349,8690"dm_stat": -0.27161498026705268691},8692"constvar__normal__w1000_r5": {8693"n": 2338,8694"ratio": 1.9651266870089252,8695"dm_p": 7.146244231533515e-25,8696"dm_stat": 10.4177386210543338697},8698"egarch11__ged__w1000_r5": {8699"n": 2338,8700"ratio": 0.9657473666970231,8701"dm_p": 0.2979294894338168,8702"dm_stat": -1.04111582160901158703},8704"egarch11__normal__w1000_r5": {8705"n": 2338,8706"ratio": 0.9660576287388272,8707"dm_p": 0.28339793586163886,8708"dm_stat": -1.07296424983660658709},8710"egarch11__skewt__w1000_r5": {8711"n": 2338,8712"ratio": 0.9597916676455126,8713"dm_p": 0.21636399868558018,8714"dm_stat": -1.23658890303292858715},8716"egarch11__t__w1000_r5": {8717"n": 2338,8718"ratio": 0.9675755136492667,8719"dm_p": 0.3297976952533093,8720"dm_stat": -0.97472474362193488721},8722"ewma094__normal__w1000_r5": {8723"n": 2338,8724"ratio": 1.1116999264311855,8725"dm_p": 0.001345407640978118,8726"dm_stat": 3.2099865208949438727},8728"figarch11__ged__w1000_r5": {8729"n": 2338,8730"ratio": 0.9897228269304782,8731"dm_p": 0.35549919439336464,8732"dm_stat": -0.92415852686350878733},8734"figarch11__normal__w1000_r5": {8735"n": 2338,8736"ratio": 0.988989849668059,8737"dm_p": 0.27596646957443743,8738"dm_stat": -1.0896800134825728739},8740"figarch11__skewt__w1000_r5": {8741"n": 2338,8742"ratio": 0.9963603515350686,8743"dm_p": 0.7589617750057097,8744"dm_stat": -0.30688036517940198745},8746"figarch11__t__w1000_r5": {8747"n": 2338,8748"ratio": 0.9928025902103693,8749"dm_p": 0.5235822915092333,8750"dm_stat": -0.63792916330245568751},8752"garch11__ged__w1000_r5": {8753"n": 2338,8754"ratio": 0.9990039516228026,8755"dm_p": 0.7858882374691563,8756"dm_stat": -0.271684994452705838757},8758"garch11__normal__w1000_r5": {8759"n": 2338,8760"ratio": 1.0,8761"dm_p": 1.0,8762"dm_stat": 0.08763},8764"garch11__skewt__w1000_r5": {8765"n": 2338,8766"ratio": 1.0017706864035156,8767"dm_p": 0.772450966078709,8768"dm_stat": 0.289203943907181578769},8770"garch11__t__w1000_r5": {8771"n": 2338,8772"ratio": 1.0007084100946277,8773"dm_p": 0.8992063652117306,8774"dm_stat": 0.126677736323102038775},8776"garch12__ged__w1000_r5": {8777"n": 2338,8778"ratio": 1.0025182064006768,8779"dm_p": 0.6069806223642881,8780"dm_stat": 0.51445777255941048781},8782"garch12__normal__w1000_r5": {8783"n": 2338,8784"ratio": 1.0058957096165004,8785"dm_p": 0.10392132141010449,8786"dm_stat": 1.62676740177786738787},8788"garch12__skewt__w1000_r5": {8789"n": 2338,8790"ratio": 1.0041008063673214,8791"dm_p": 0.5309652445542306,8792"dm_stat": 0.6266265800718728793},8794"garch12__t__w1000_r5": {8795"n": 2338,8796"ratio": 1.0032389920566673,8797"dm_p": 0.5915637936454002,8798"dm_stat": 0.53664520387756958799},8800"garch21__ged__w1000_r5": {8801"n": 2338,8802"ratio": 1.0044305609541984,8803"dm_p": 0.3185057023078171,8804"dm_stat": 0.99774627483807148805},8806"garch21__normal__w1000_r5": {8807"n": 2338,8808"ratio": 1.0056001042776572,8809"dm_p": 0.03939758558084881,8810"dm_stat": 2.06116616110436638811},8812"garch21__skewt__w1000_r5": {8813"n": 2338,8814"ratio": 1.008821600526221,8815"dm_p": 0.18798222825621125,8816"dm_stat": 1.31695678673888348817},8818"garch21__t__w1000_r5": {8819"n": 2338,8820"ratio": 1.0063538372007104,8821"dm_p": 0.2820265714462812,8822"dm_stat": 1.0760262822374028823},8824"garchm11__ged__w1000_r5": {8825"n": 2338,8826"ratio": 0.9947700549319275,8827"dm_p": 0.17659788136624566,8828"dm_stat": -1.35171323623451638829},8830"garchm11__normal__w1000_r5": {8831"n": 2338,8832"ratio": 0.9972469956001583,8833"dm_p": 0.0287189290435523,8834"dm_stat": -2.18867761452423938835},8836"garchm11__skewt__w1000_r5": {8837"n": 2338,8838"ratio": 0.9962523707451675,8839"dm_p": 0.5177673397923681,8840"dm_stat": -0.64688896007206628841},8842"garchm11__t__w1000_r5": {8843"n": 2338,8844"ratio": 0.9965293089751578,8845"dm_p": 0.5296143868449625,8846"dm_stat": -0.62868859343719618847},8848"garchx_rv11__normal__w1000_r5": {8849"n": 2338,8850"ratio": 0.8849053337096053,8851"dm_p": 7.129502038187399e-07,8852"dm_stat": -4.9714012648750418853},8854"garchx_rv11__t__w1000_r5": {8855"n": 2338,8856"ratio": 0.8869325651864781,8857"dm_p": 8.669805730967914e-07,8858"dm_stat": -4.9329473511733688859},8860"gas_t11__t__w1000_r5": {8861"n": 2338,8862"ratio": 1.0180196367279863,8863"dm_p": 0.19625552604464153,8864"dm_stat": 1.2926627076321388865},8866"gjr11__ged__w1000_r5": {8867"n": 2338,8868"ratio": 0.9549974251731166,8869"dm_p": 0.14279277551776126,8870"dm_stat": -1.46596345148140088871},8872"gjr11__normal__w1000_r5": {8873"n": 2338,8874"ratio": 0.9565329919833423,8875"dm_p": 0.1308691610040675,8876"dm_stat": -1.51121389607458028877},8878"gjr11__skewt__w1000_r5": {8879"n": 2338,8880"ratio": 0.9492818435423466,8881"dm_p": 0.10757245846549415,8882"dm_stat": -1.60981887696397998883},8884"gjr11__t__w1000_r5": {8885"n": 2338,8886"ratio": 0.9531518166460107,8887"dm_p": 0.13472867839579303,8888"dm_stat": -1.49623030465843868889},8890"har_rv__empirical__w1000_r5": {8891"n": 2338,8892"ratio": 1.0447386721454928,8893"dm_p": 0.10746741546290273,8894"dm_stat": 1.61030006101976188895},8896"heavy11__normal__w1000_r5": {8897"n": 2338,8898"ratio": 0.892662113308086,8899"dm_p": 2.3806203360757076e-05,8900"dm_stat": -4.2343695814087238901},8902"heavy11__t__w1000_r5": {8903"n": 2338,8904"ratio": 0.8966081059095069,8905"dm_p": 3.881031241490753e-05,8906"dm_stat": -4.1223549142221578907},8908"histvar22__empirical__w1000_r5": {8909"n": 2338,8910"ratio": 1.3118474665656341,8911"dm_p": 5.622953483635905e-07,8912"dm_stat": 5.0177076874788858913},8914"histvar252__empirical__w1000_r5": {8915"n": 2338,8916"ratio": 1.8140549418609686,8917"dm_p": 3.842303950133341e-07,8918"dm_stat": 5.0911842749250468919},8920"histvar66__empirical__w1000_r5": {8921"n": 2338,8922"ratio": 1.365695767026053,8923"dm_p": 1.294872431782502e-05,8924"dm_stat": 4.37032611399205358925},8926"igarch11__ged__w1000_r5": {8927"n": 2338,8928"ratio": 1.0183233273718377,8929"dm_p": 0.02823065716399309,8930"dm_stat": 2.19543151547502158931},8932"igarch11__normal__w1000_r5": {8933"n": 2338,8934"ratio": 1.0221568073528755,8935"dm_p": 0.015461232328031337,8936"dm_stat": 2.42317009509106248937},8938"igarch11__skewt__w1000_r5": {8939"n": 2338,8940"ratio": 1.0212556777648618,8941"dm_p": 0.01936268791549828,8942"dm_stat": 2.3400929157012418943},8944"igarch11__t__w1000_r5": {8945"n": 2338,8946"ratio": 1.0173143916206162,8947"dm_p": 0.046874964109338176,8948"dm_stat": 1.98848112245099578949},8950"loghar_rv__empirical__w1000_r5": {8951"n": 2338,8952"ratio": 0.8682791695865053,8953"dm_p": 1.0208394255343668e-06,8954"dm_stat": -4.9006213064547718955},8956"msgarch2__normal__w1000_r5": {8957"n": 2338,8958"ratio": 1.0083886015908545,8959"dm_p": 0.48062201268009946,8960"dm_stat": 0.70541548613275358961},8962"msgarch2__t__w1000_r5": {8963"n": 2338,8964"ratio": 1.0411075399343421,8965"dm_p": 0.015304436368253238,8966"dm_stat": 2.42688005912508458967},8968"nagarch11__ged__w1000_r5": {8969"n": 2338,8970"ratio": 0.9389594782422739,8971"dm_p": 0.07240769925951483,8972"dm_stat": -1.79735899735382898973},8974"nagarch11__normal__w1000_r5": {8975"n": 2338,8976"ratio": 0.9328034674109414,8977"dm_p": 0.039662113524948285,8978"dm_stat": -2.058402852750158979},8980"nagarch11__skewt__w1000_r5": {8981"n": 2338,8982"ratio": 0.9264359833987756,8983"dm_p": 0.026304143702759828,8984"dm_stat": -2.22310338402253438985},8986"nagarch11__t__w1000_r5": {8987"n": 2338,8988"ratio": 0.9363161000919957,8989"dm_p": 0.05928062621624358,8990"dm_stat": -1.88702630946123328991},8992"qgarch11__ged__w1000_r5": {8993"n": 2338,8994"ratio": 0.9260209348347126,8995"dm_p": 0.0027775692314434175,8996"dm_stat": -2.99452553293652728997},8998"qgarch11__normal__w1000_r5": {8999"n": 2338,9000"ratio": 0.9328120163577062,9001"dm_p": 0.00802085432776259,9002"dm_stat": -2.65346957470238869003},9004"qgarch11__skewt__w1000_r5": {9005"n": 2338,9006"ratio": 0.9184020403901586,9007"dm_p": 0.0005536055231864701,9008"dm_stat": -3.45816256566394349009},9010"qgarch11__t__w1000_r5": {9011"n": 2338,9012"ratio": 0.9225694770584354,9013"dm_p": 0.0012569363079259369,9014"dm_stat": -3.22957450297220169015},9016"realgarch11__normal__w1000_r5": {9017"n": 2338,9018"ratio": 0.8667111342819469,9019"dm_p": 2.877304377488718e-07,9020"dm_stat": -5.1463517473806449021},9022"realgarch11__t__w1000_r5": {9023"n": 2338,9024"ratio": 0.868331855544083,9025"dm_p": 3.064045853257383e-07,9026"dm_stat": -5.1344031955188349027},9028"rm2006__normal__w1000_r5": {9029"n": 2338,9030"ratio": 1.0850150430018126,9031"dm_p": 0.0033540109156729755,9032"dm_stat": 2.936296668134449033},9034"rm_rw__empirical__w1000_r5": {9035"n": 2338,9036"ratio": 1.3276455339428919,9037"dm_p": 3.728569876427449e-07,9038"dm_stat": 5.0969410949903899039},9040"tarch11__ged__w1000_r5": {9041"n": 2338,9042"ratio": 0.9348026552391422,9043"dm_p": 0.03318931499130295,9044"dm_stat": -2.13104764462499579045},9046"tarch11__normal__w1000_r5": {9047"n": 2338,9048"ratio": 0.9309514052026109,9049"dm_p": 0.015089689286848215,9050"dm_stat": -2.43201592411151339051},9052"tarch11__skewt__w1000_r5": {9053"n": 2338,9054"ratio": 0.9316318006135375,9055"dm_p": 0.029681383795739393,9056"dm_stat": -2.1756493950889839057},9058"tarch11__t__w1000_r5": {9059"n": 2338,9060"ratio": 0.9374019383119203,9061"dm_p": 0.048583666208638014,9062"dm_stat": -1.9732594329290389063}9064},9065"episode=rate_shock_2022": {9066"aparch11__ged__w1000_r5": {9067"n": 251,9068"ratio": 0.7971257223952853,9069"dm_p": 0.11586348033671841,9070"dm_stat": -1.57785462689257159071},9072"aparch11__normal__w1000_r5": {9073"n": 251,9074"ratio": 0.7876418676103831,9075"dm_p": 0.08433935475885783,9076"dm_stat": -1.73294054660766629077},9078"aparch11__skewt__w1000_r5": {9079"n": 251,9080"ratio": 0.812701232909497,9081"dm_p": 0.1634195082875032,9082"dm_stat": -1.39777551252368269083},9084"aparch11__t__w1000_r5": {9085"n": 251,9086"ratio": 0.8153375822962889,9087"dm_p": 0.1739045568832182,9088"dm_stat": -1.36364938582264629089},9090"arch5__ged__w1000_r5": {9091"n": 251,9092"ratio": 1.150364922261393,9093"dm_p": 0.012361241655462495,9094"dm_stat": 2.5199435716912819095},9096"arch5__normal__w1000_r5": {9097"n": 251,9098"ratio": 1.1328211807487159,9099"dm_p": 0.02928790313965198,9100"dm_stat": 2.19219346954697659101},9102"arch5__skewt__w1000_r5": {9103"n": 251,9104"ratio": 1.2015910541951114,9105"dm_p": 0.001890007386634534,9106"dm_stat": 3.1404184933784159107},9108"arch5__t__w1000_r5": {9109"n": 251,9110"ratio": 1.1588515641151964,9111"dm_p": 0.009127636119053237,9112"dm_stat": 2.62771643909788169113},9114"avgarch11__ged__w1000_r5": {9115"n": 251,9116"ratio": 0.9048872447183283,9117"dm_p": 0.05170888303954886,9118"dm_stat": -1.95490322747465949119},9120"avgarch11__normal__w1000_r5": {9121"n": 251,9122"ratio": 0.9086043332031878,9123"dm_p": 0.06899907537461679,9124"dm_stat": -1.82629080299794779125},9126"avgarch11__skewt__w1000_r5": {9127"n": 251,9128"ratio": 0.9178545073858866,9129"dm_p": 0.045526143517329656,9130"dm_stat": -2.00980643623051159131},9132"avgarch11__t__w1000_r5": {9133"n": 251,9134"ratio": 0.8972550932967585,9135"dm_p": 0.045053599861517614,9136"dm_stat": -2.01425738785581659137},9138"cgarch11__ged__w1000_r5": {9139"n": 251,9140"ratio": 1.0141715175327308,9141"dm_p": 0.46616815226407315,9142"dm_stat": 0.7298451340182189143},9144"cgarch11__normal__w1000_r5": {9145"n": 251,9146"ratio": 1.0138900967940128,9147"dm_p": 0.4000647684677047,9148"dm_stat": 0.84294533027789929149},9150"cgarch11__skewt__w1000_r5": {9151"n": 251,9152"ratio": 1.0382129133063969,9153"dm_p": 0.25524847862024025,9154"dm_stat": 1.1403098796257419155},9156"cgarch11__t__w1000_r5": {9157"n": 251,9158"ratio": 1.0079445686183688,9159"dm_p": 0.6856329489852653,9160"dm_stat": 0.405260048044618079161},9162"constvar__normal__w1000_r5": {9163"n": 251,9164"ratio": 1.2183466837564103,9165"dm_p": 0.20038407156982357,9166"dm_stat": 1.2838470865658089167},9168"egarch11__ged__w1000_r5": {9169"n": 251,9170"ratio": 0.8120396442317173,9171"dm_p": 0.09824784202776163,9172"dm_stat": -1.65960473584081139173},9174"egarch11__normal__w1000_r5": {9175"n": 251,9176"ratio": 0.8142970234849866,9177"dm_p": 0.0767455507153926,9178"dm_stat": -1.77723381744704819179},9180"egarch11__skewt__w1000_r5": {9181"n": 251,9182"ratio": 0.8249856734462184,9183"dm_p": 0.1550093448142115,9184"dm_stat": -1.42636930862806299185},9186"egarch11__t__w1000_r5": {9187"n": 251,9188"ratio": 0.8239198321978142,9189"dm_p": 0.15173550093272695,9190"dm_stat": -1.43782057232579379191},9192"ewma094__normal__w1000_r5": {9193"n": 251,9194"ratio": 1.1132339464619823,9195"dm_p": 0.34623018041199316,9196"dm_stat": 0.94370762657010399197},9198"figarch11__ged__w1000_r5": {9199"n": 251,9200"ratio": 1.015838104199631,9201"dm_p": 0.42672261078978807,9202"dm_stat": 0.79611136276892669203},9204"figarch11__normal__w1000_r5": {9205"n": 251,9206"ratio": 1.0126154515096524,9207"dm_p": 0.5285140843807257,9208"dm_stat": 0.63115762217384399209},9210"figarch11__skewt__w1000_r5": {9211"n": 251,9212"ratio": 1.0430348549545303,9213"dm_p": 0.10504349993824132,9214"dm_stat": 1.6267803095111369215},9216"figarch11__t__w1000_r5": {9217"n": 251,9218"ratio": 1.0128237299439056,9219"dm_p": 0.5570780179833603,9220"dm_stat": 0.58797768906055059221},9222"garch11__ged__w1000_r5": {9223"n": 251,9224"ratio": 0.9967229547313877,9225"dm_p": 0.526117188515593,9226"dm_stat": -0.63483407513718089227},9228"garch11__normal__w1000_r5": {9229"n": 251,9230"ratio": 1.0,9231"dm_p": 1.0,9232"dm_stat": 0.09233},9234"garch11__skewt__w1000_r5": {9235"n": 251,9236"ratio": 1.016516233352767,9237"dm_p": 0.29337793351177915,9238"dm_stat": 1.05295569359208329239},9240"garch11__t__w1000_r5": {9241"n": 251,9242"ratio": 0.9902878645903056,9243"dm_p": 0.40895838649018706,9244"dm_stat": -0.82711899933159049245},9246"garch12__ged__w1000_r5": {9247"n": 251,9248"ratio": 0.9967272496179947,9249"dm_p": 0.526924833672472,9250"dm_stat": -0.6335943187135589251},9252"garch12__normal__w1000_r5": {9253"n": 251,9254"ratio": 1.000001110995216,9255"dm_p": 0.8890198143685547,9256"dm_stat": 0.139686939394768929257},9258"garch12__skewt__w1000_r5": {9259"n": 251,9260"ratio": 1.0165057011740783,9261"dm_p": 0.293631025057846,9262"dm_stat": 1.05240256178996179263},9264"garch12__t__w1000_r5": {9265"n": 251,9266"ratio": 0.990284254912816,9267"dm_p": 0.40895512538789586,9268"dm_stat": -0.82712476442368279269},9270"garch21__ged__w1000_r5": {9271"n": 251,9272"ratio": 1.0167498361097642,9273"dm_p": 0.24710374859877748,9274"dm_stat": 1.16012713763020149275},9276"garch21__normal__w1000_r5": {9277"n": 251,9278"ratio": 1.0219129953500237,9279"dm_p": 0.159097890577707,9280"dm_stat": 1.41232493759702139281},9282"garch21__skewt__w1000_r5": {9283"n": 251,9284"ratio": 1.0405083355043836,9285"dm_p": 0.01510017333097776,9286"dm_stat": 2.44685651845519569287},9288"garch21__t__w1000_r5": {9289"n": 251,9290"ratio": 1.0078093820786176,9291"dm_p": 0.6177557154151528,9292"dm_stat": 0.49965751358962649293},9294"garchm11__ged__w1000_r5": {9295"n": 251,9296"ratio": 0.9854260196514808,9297"dm_p": 0.07547713910432371,9298"dm_stat": -1.78497881065270189299},9300"garchm11__normal__w1000_r5": {9301"n": 251,9302"ratio": 0.9930848955078677,9303"dm_p": 0.01998033976925931,9304"dm_stat": -2.34173152925455559305},9306"garchm11__skewt__w1000_r5": {9307"n": 251,9308"ratio": 1.0080908082527549,9309"dm_p": 0.6261328279947331,9310"dm_stat": 0.48778048443498269311},9312"garchm11__t__w1000_r5": {9313"n": 251,9314"ratio": 0.9799683476716604,9315"dm_p": 0.17372383711392075,9316"dm_stat": -1.36422426730888349317},9318"garchx_rv11__normal__w1000_r5": {9319"n": 251,9320"ratio": 0.9419859490576574,9321"dm_p": 0.6842035145190328,9322"dm_stat": -0.407208209677567059323},9324"garchx_rv11__t__w1000_r5": {9325"n": 251,9326"ratio": 0.94069677406177,9327"dm_p": 0.6764512317303554,9328"dm_stat": -0.41780100279224929329},9330"gas_t11__t__w1000_r5": {9331"n": 251,9332"ratio": 0.924297579915652,9333"dm_p": 0.044204484577289614,9334"dm_stat": -2.02235580952501479335},9336"gjr11__ged__w1000_r5": {9337"n": 251,9338"ratio": 0.9202786718089142,9339"dm_p": 0.3086786205678389,9340"dm_stat": -1.02007581165015919341},9342"gjr11__normal__w1000_r5": {9343"n": 251,9344"ratio": 0.9296270526023418,9345"dm_p": 0.3257415191090587,9346"dm_stat": -0.98466319795161139347},9348"gjr11__skewt__w1000_r5": {9349"n": 251,9350"ratio": 0.9172327951926997,9351"dm_p": 0.29022049941929046,9352"dm_stat": -1.05988352797809369353},9354"gjr11__t__w1000_r5": {9355"n": 251,9356"ratio": 0.9194992582405209,9357"dm_p": 0.3391638259625068,9358"dm_stat": -0.95765124469185769359},9360"har_rv__empirical__w1000_r5": {9361"n": 251,9362"ratio": 0.9035418642361953,9363"dm_p": 0.45449167899776804,9364"dm_stat": -0.74911579601023289365},9366"heavy11__normal__w1000_r5": {9367"n": 251,9368"ratio": 0.9415412333302553,9369"dm_p": 0.6820874547959008,9370"dm_stat": -0.410095017852000759371},9372"heavy11__t__w1000_r5": {9373"n": 251,9374"ratio": 0.9406453649784178,9375"dm_p": 0.6762227505433744,9376"dm_stat": -0.41811391047332819377},9378"histvar22__empirical__w1000_r5": {9379"n": 251,9380"ratio": 1.3572940167281808,9381"dm_p": 0.13725080826241476,9382"dm_stat": 1.49089081619111349383},9384"histvar252__empirical__w1000_r5": {9385"n": 251,9386"ratio": 1.9015754280000459,9387"dm_p": 0.003378551870498196,9388"dm_stat": 2.9593776937090719389},9390"histvar66__empirical__w1000_r5": {9391"n": 251,9392"ratio": 1.353064665698062,9393"dm_p": 0.03638568799224517,9394"dm_stat": 2.1039059883213919395},9396"igarch11__ged__w1000_r5": {9397"n": 251,9398"ratio": 0.9980959207763277,9399"dm_p": 0.9338026139817834,9400"dm_stat": -0.083145208369781889401},9402"igarch11__normal__w1000_r5": {9403"n": 251,9404"ratio": 1.0038921813503912,9405"dm_p": 0.8721506954043383,9406"dm_stat": 0.161092441518482939407},9408"igarch11__skewt__w1000_r5": {9409"n": 251,9410"ratio": 1.010080629278027,9411"dm_p": 0.5907854639988154,9412"dm_stat": 0.53839201652302389413},9414"igarch11__t__w1000_r5": {9415"n": 251,9416"ratio": 0.9877083333293686,9417"dm_p": 0.6398096081505223,9418"dm_stat": -0.46853598580150529419},9420"loghar_rv__empirical__w1000_r5": {9421"n": 251,9422"ratio": 0.8810149697601115,9423"dm_p": 0.37559127841868456,9424"dm_stat": -0.88763313695919749425},9426"msgarch2__normal__w1000_r5": {9427"n": 251,9428"ratio": 0.9818443542326747,9429"dm_p": 0.43033582126021475,9430"dm_stat": -0.78989814917440849431},9432"msgarch2__t__w1000_r5": {9433"n": 251,9434"ratio": 0.9751088436571815,9435"dm_p": 0.2665511554016564,9436"dm_stat": -1.1135280956303839437},9438"nagarch11__ged__w1000_r5": {9439"n": 251,9440"ratio": 0.8891771085533209,9441"dm_p": 0.4242025816816893,9442"dm_stat": -0.80046303764411099443},9444"nagarch11__normal__w1000_r5": {9445"n": 251,9446"ratio": 0.8775291725743701,9447"dm_p": 0.35303421927689166,9448"dm_stat": -0.93045292710322529449},9450"nagarch11__skewt__w1000_r5": {9451"n": 251,9452"ratio": 0.8751763676497146,9453"dm_p": 0.3702749853367413,9454"dm_stat": -0.89757642321860969455},9456"nagarch11__t__w1000_r5": {9457"n": 251,9458"ratio": 0.8971910636067576,9459"dm_p": 0.4742705093389279,9460"dm_stat": -0.7166313778409159461},9462"qgarch11__ged__w1000_r5": {9463"n": 251,9464"ratio": 0.8446640360748111,9465"dm_p": 0.08267764362227417,9466"dm_stat": -1.74234602678936389467},9468"qgarch11__normal__w1000_r5": {9469"n": 251,9470"ratio": 0.8529689464446978,9471"dm_p": 0.10622826728424307,9472"dm_stat": -1.62123266151708059473},9474"qgarch11__skewt__w1000_r5": {9475"n": 251,9476"ratio": 0.8317798549915534,9477"dm_p": 0.05570241257329848,9478"dm_stat": -1.9223158072449099479},9480"qgarch11__t__w1000_r5": {9481"n": 251,9482"ratio": 0.8378700827053736,9483"dm_p": 0.06821778984645742,9484"dm_stat": -1.83148710769480369485},9486"realgarch11__normal__w1000_r5": {9487"n": 251,9488"ratio": 0.8938322459822445,9489"dm_p": 0.42833382096775124,9490"dm_stat": -0.7933369652206199491},9492"realgarch11__t__w1000_r5": {9493"n": 251,9494"ratio": 0.8966048223752562,9495"dm_p": 0.44062851259627966,9496"dm_stat": -0.77236382575500879497},9498"rm2006__normal__w1000_r5": {9499"n": 251,9500"ratio": 1.0254643545844189,9501"dm_p": 0.7838719772935838,9502"dm_stat": 0.274571817839007149503},9504"rm_rw__empirical__w1000_r5": {9505"n": 251,9506"ratio": 1.3899781830158893,9507"dm_p": 0.09692753131577729,9508"dm_stat": 1.66619227931125259509},9510"tarch11__ged__w1000_r5": {9511"n": 251,9512"ratio": 0.8046352324430155,9513"dm_p": 0.1126963612924206,9514"dm_stat": -1.5917862485007179515},9516"tarch11__normal__w1000_r5": {9517"n": 251,9518"ratio": 0.8006693383196055,9519"dm_p": 0.08071602863960606,9520"dm_stat": -1.75364949914212729521},9522"tarch11__skewt__w1000_r5": {9523"n": 251,9524"ratio": 0.8261311643652092,9525"dm_p": 0.18868368954233322,9526"dm_stat": -1.31807881316723369527},9528"tarch11__t__w1000_r5": {9529"n": 251,9530"ratio": 0.8230760898091886,9531"dm_p": 0.17982465939120676,9532"dm_stat": -1.34506022890679599533}9534}9535},9536"5": {9537"vol_tercile=high": {9538"aparch11__ged__w1000_r5": {9539"n": 1417,9540"ratio": 1.0146210251056527,9541"dm_p": 0.893255833462328,9542"dm_stat": 0.134209693266253049543},9544"aparch11__normal__w1000_r5": {9545"n": 1417,9546"ratio": 1.0276246889835374,9547"dm_p": 0.8093225560221964,9548"dm_stat": 0.241345158714648489549},9550"aparch11__skewt__w1000_r5": {9551"n": 1417,9552"ratio": 0.9840339594693437,9553"dm_p": 0.8625382837035528,9554"dm_stat": -0.173175433421910149555},9556"aparch11__t__w1000_r5": {9557"n": 1417,9558"ratio": 0.9848128938702571,9559"dm_p": 0.8638699379194944,9560"dm_stat": -0.17148116876611079561},9562"arch5__ged__w1000_r5": {9563"n": 1417,9564"ratio": 1.0524648975019295,9565"dm_p": 0.3059219334765634,9566"dm_stat": 1.02418691065333949567},9568"arch5__normal__w1000_r5": {9569"n": 1417,9570"ratio": 1.045285431263649,9571"dm_p": 0.40536525842214255,9572"dm_stat": 0.83232608687172439573},9574"arch5__skewt__w1000_r5": {9575"n": 1417,9576"ratio": 1.0581951071436224,9577"dm_p": 0.26309563542062625,9578"dm_stat": 1.11954953605563339579},9580"arch5__t__w1000_r5": {9581"n": 1417,9582"ratio": 1.053512950778018,9583"dm_p": 0.3145250325465634,9584"dm_stat": 1.00612979984295069585},9586"avgarch11__ged__w1000_r5": {9587"n": 1417,9588"ratio": 1.0205662718404733,9589"dm_p": 0.46063906065158206,9590"dm_stat": 0.73799617019511419591},9592"avgarch11__normal__w1000_r5": {9593"n": 1417,9594"ratio": 1.014436136436509,9595"dm_p": 0.5769939741419379,9596"dm_stat": 0.5579100890640589597},9598"avgarch11__skewt__w1000_r5": {9599"n": 1417,9600"ratio": 1.0169332149492907,9601"dm_p": 0.5593221421122335,9602"dm_stat": 0.58398689824930869603},9604"avgarch11__t__w1000_r5": {9605"n": 1417,9606"ratio": 1.0128631861011659,9607"dm_p": 0.661446185658037,9608"dm_stat": 0.43800952414988289609},9610"cgarch11__ged__w1000_r5": {9611"n": 1417,9612"ratio": 1.0372730398973433,9613"dm_p": 0.32255681000873254,9614"dm_stat": 0.98956302727204699615},9616"cgarch11__normal__w1000_r5": {9617"n": 1417,9618"ratio": 1.0245119744601625,9619"dm_p": 0.4641413812502647,9620"dm_stat": 0.73224309809171849621},9622"cgarch11__skewt__w1000_r5": {9623"n": 1417,9624"ratio": 1.055106026005504,9625"dm_p": 0.20481788097031645,9626"dm_stat": 1.26852822290053069627},9628"cgarch11__t__w1000_r5": {9629"n": 1417,9630"ratio": 1.0603796214966068,9631"dm_p": 0.16335938685831955,9632"dm_stat": 1.3945862441913489633},9634"constvar__normal__w1000_r5": {9635"n": 1417,9636"ratio": 4.446180796551507,9637"dm_p": 0.06349186729382393,9638"dm_stat": 1.85718836052340039639},9640"egarch11__ged__w1000_r5": {9641"n": 1417,9642"ratio": 1.0171690124832078,9643"dm_p": 0.8592550831736682,9644"dm_stat": 0.177354788468973159645},9646"egarch11__normal__w1000_r5": {9647"n": 1417,9648"ratio": 1.052899039677244,9649"dm_p": 0.6230178078860258,9650"dm_stat": 0.491685626889002369651},9652"egarch11__skewt__w1000_r5": {9653"n": 1417,9654"ratio": 0.9769490783266629,9655"dm_p": 0.7774211021443179,9656"dm_stat": -0.28273526825811029657},9658"egarch11__t__w1000_r5": {9659"n": 1417,9660"ratio": 0.9749461308712846,9661"dm_p": 0.7439792853863837,9662"dm_stat": -0.32665212983442249663},9664"ewma094__normal__w1000_r5": {9665"n": 1417,9666"ratio": 1.2494587912610522,9667"dm_p": 0.009996270410763035,9668"dm_stat": 2.5794353152452799669},9670"figarch11__ged__w1000_r5": {9671"n": 1417,9672"ratio": 1.0054702455803068,9673"dm_p": 0.8892951222740583,9674"dm_stat": 0.139221240185242659675},9676"figarch11__normal__w1000_r5": {9677"n": 1417,9678"ratio": 1.0042488474372064,9679"dm_p": 0.9067771099165297,9680"dm_stat": 0.117125629687402149681},9682"figarch11__skewt__w1000_r5": {9683"n": 1417,9684"ratio": 1.0079479814860894,9685"dm_p": 0.8455389912273195,9686"dm_stat": 0.194849155619267089687},9688"figarch11__t__w1000_r5": {9689"n": 1417,9690"ratio": 1.001769494688605,9691"dm_p": 0.9658963852376411,9692"dm_stat": 0.042763128536710849693},9694"garch11__ged__w1000_r5": {9695"n": 1417,9696"ratio": 1.0056624873541284,9697"dm_p": 0.4970065224487432,9698"dm_stat": 0.6793825772979999699},9700"garch11__normal__w1000_r5": {9701"n": 1417,9702"ratio": 1.0,9703"dm_p": 1.0,9704"dm_stat": 0.09705},9706"garch11__skewt__w1000_r5": {9707"n": 1417,9708"ratio": 1.002012813368008,9709"dm_p": 0.9409626278150939,9710"dm_stat": 0.07407316779818649711},9712"garch11__t__w1000_r5": {9713"n": 1417,9714"ratio": 1.0017907423276364,9715"dm_p": 0.9452686001747166,9716"dm_stat": 0.06866169901486759717},9718"garch12__ged__w1000_r5": {9719"n": 1417,9720"ratio": 1.0060157002215573,9721"dm_p": 0.48557049826947346,9722"dm_stat": 0.69755428016011519723},9724"garch12__normal__w1000_r5": {9725"n": 1417,9726"ratio": 1.0033588300016576,9727"dm_p": 0.2756050684694955,9728"dm_stat": 1.0906668276698919729},9730"garch12__skewt__w1000_r5": {9731"n": 1417,9732"ratio": 1.0022022391243872,9733"dm_p": 0.9357111159619296,9734"dm_stat": 0.080675884835653819735},9736"garch12__t__w1000_r5": {9737"n": 1417,9738"ratio": 1.0021394270662936,9739"dm_p": 0.9350677014718837,9740"dm_stat": 0.081485085078385429741},9742"garch21__ged__w1000_r5": {9743"n": 1417,9744"ratio": 1.0079809150706116,9745"dm_p": 0.3968006998230092,9746"dm_stat": 0.84760595304505049747},9748"garch21__normal__w1000_r5": {9749"n": 1417,9750"ratio": 1.0047288528261216,9751"dm_p": 0.2995105521709125,9752"dm_stat": 1.03786403550687369753},9754"garch21__skewt__w1000_r5": {9755"n": 1417,9756"ratio": 1.0011556784033435,9757"dm_p": 0.9674698719937427,9758"dm_stat": 0.040788983672754729759},9760"garch21__t__w1000_r5": {9761"n": 1417,9762"ratio": 0.9996912080223417,9763"dm_p": 0.9911064329571226,9764"dm_stat": -0.0111486325297384749765},9766"garchm11__ged__w1000_r5": {9767"n": 1417,9768"ratio": 0.9842122845084077,9769"dm_p": 0.22950825818356974,9770"dm_stat": -1.20214523598485159771},9772"garchm11__normal__w1000_r5": {9773"n": 1417,9774"ratio": 0.9830487204712185,9775"dm_p": 0.014344333723903042,9776"dm_stat": -2.45155040505531569777},9778"garchm11__skewt__w1000_r5": {9779"n": 1417,9780"ratio": 0.9832982239627952,9781"dm_p": 0.5795861139855103,9782"dm_stat": -0.55411723068583649783},9784"garchm11__t__w1000_r5": {9785"n": 1417,9786"ratio": 0.9806591230134892,9787"dm_p": 0.5601479132003641,9788"dm_stat": -0.58275962828142959789},9790"garchx_rv11__normal__w1000_r5": {9791"n": 1417,9792"ratio": 0.891427390168771,9793"dm_p": 0.11407267502316729,9794"dm_stat": -1.58112548915378989795},9796"garchx_rv11__t__w1000_r5": {9797"n": 1417,9798"ratio": 0.8959339411417059,9799"dm_p": 0.158112936839647,9800"dm_stat": -1.4121927562337829801},9802"gas_t11__t__w1000_r5": {9803"n": 1417,9804"ratio": 1.056560516016374,9805"dm_p": 0.11950843037948161,9806"dm_stat": 1.55778184725792819807},9808"gjr11__ged__w1000_r5": {9809"n": 1417,9810"ratio": 1.0001824236399341,9811"dm_p": 0.9985385766975547,9812"dm_stat": 0.00183194691915583189813},9814"gjr11__normal__w1000_r5": {9815"n": 1417,9816"ratio": 1.0029521052085544,9817"dm_p": 0.9769750018747367,9818"dm_stat": 0.0288666623698717639819},9820"gjr11__skewt__w1000_r5": {9821"n": 1417,9822"ratio": 0.9723602599387451,9823"dm_p": 0.752247496951649,9824"dm_stat": -0.31573854465868769825},9826"gjr11__t__w1000_r5": {9827"n": 1417,9828"ratio": 0.9785191651061526,9829"dm_p": 0.8030792951063842,9830"dm_stat": -0.249410684201460069831},9832"har_rv__empirical__w1000_r5": {9833"n": 1417,9834"ratio": 1.2045700984590277,9835"dm_p": 0.19493421185482673,9836"dm_stat": 1.29673336403825159837},9838"heavy11__normal__w1000_r5": {9839"n": 1417,9840"ratio": 0.8969949983909615,9841"dm_p": 0.13705453862594685,9842"dm_stat": -1.48769292585879329843},9844"heavy11__t__w1000_r5": {9845"n": 1417,9846"ratio": 0.9010211313352411,9847"dm_p": 0.1816956173043657,9848"dm_stat": -1.33620911640998459849},9850"histvar22__empirical__w1000_r5": {9851"n": 1417,9852"ratio": 1.392104296390925,9853"dm_p": 0.0023137998731702653,9854"dm_stat": 3.05222518436294759855},9856"histvar252__empirical__w1000_r5": {9857"n": 1417,9858"ratio": 3.5494354100664633,9859"dm_p": 0.01265345660719925,9860"dm_stat": 2.49655741141235459861},9862"histvar66__empirical__w1000_r5": {9863"n": 1417,9864"ratio": 2.141834522119528,9865"dm_p": 0.005017544897311695,9866"dm_stat": 2.81030729504054089867},9868"igarch11__ged__w1000_r5": {9869"n": 1417,9870"ratio": 1.0321756632649988,9871"dm_p": 0.26908734883484786,9872"dm_stat": 1.10560034639914029873},9874"igarch11__normal__w1000_r5": {9875"n": 1417,9876"ratio": 1.0339167210611266,9877"dm_p": 0.2548352282853673,9878"dm_stat": 1.13914529722454159879},9880"igarch11__skewt__w1000_r5": {9881"n": 1417,9882"ratio": 1.0158081287234237,9883"dm_p": 0.6815084980331253,9884"dm_stat": 0.41049019495980059885},9886"igarch11__t__w1000_r5": {9887"n": 1417,9888"ratio": 1.01967172117987,9889"dm_p": 0.5820352684163905,9890"dm_stat": 0.55054090441637149891},9892"loghar_rv__empirical__w1000_r5": {9893"n": 1417,9894"ratio": 0.9663578046140374,9895"dm_p": 0.7369768338491319,9896"dm_stat": -0.335925474930380339897},9898"msgarch2__normal__w1000_r5": {9899"n": 1417,9900"ratio": 1.0539069300524395,9901"dm_p": 0.25606697703097786,9902"dm_stat": 1.13619557516818989903},9904"msgarch2__t__w1000_r5": {9905"n": 1417,9906"ratio": 1.1068599555512244,9907"dm_p": 0.0061666714621559015,9908"dm_stat": 2.7429011743819439909},9910"nagarch11__ged__w1000_r5": {9911"n": 1417,9912"ratio": 0.9818414354360875,9913"dm_p": 0.8254865348653249,9914"dm_stat": -0.220534710204201269915},9916"nagarch11__normal__w1000_r5": {9917"n": 1417,9918"ratio": 0.9637132190221521,9919"dm_p": 0.6519356657980052,9920"dm_stat": -0.45117062135508469921},9922"nagarch11__skewt__w1000_r5": {9923"n": 1417,9924"ratio": 0.9606722591015265,9925"dm_p": 0.6489951091221259,9926"dm_stat": -0.455255669528725549927},9928"nagarch11__t__w1000_r5": {9929"n": 1417,9930"ratio": 0.9729237259054514,9931"dm_p": 0.7398483557061077,9932"dm_stat": -0.3321192675111759933},9934"qgarch11__ged__w1000_r5": {9935"n": 1417,9936"ratio": 0.9085504077534167,9937"dm_p": 0.03683267116156735,9938"dm_stat": -2.08959066448726339939},9940"qgarch11__normal__w1000_r5": {9941"n": 1417,9942"ratio": 0.9098166599101387,9943"dm_p": 0.04353828457505382,9944"dm_stat": -2.0203189038189599945},9946"qgarch11__skewt__w1000_r5": {9947"n": 1417,9948"ratio": 0.8987589467893562,9949"dm_p": 0.021028706151275584,9950"dm_stat": -2.31004795675288449951},9952"qgarch11__t__w1000_r5": {9953"n": 1417,9954"ratio": 0.9043384522970875,9955"dm_p": 0.024233788529363018,9956"dm_stat": -2.2558229348072979957},9958"realgarch11__normal__w1000_r5": {9959"n": 1417,9960"ratio": 0.8911733788951187,9961"dm_p": 0.09448567884371437,9962"dm_stat": -1.67331752823387559963},9964"realgarch11__t__w1000_r5": {9965"n": 1417,9966"ratio": 2.6521184677647036,9967"dm_p": 7.411217913741639e-07,9968"dm_stat": 4.9726446391288819969},9970"rm2006__normal__w1000_r5": {9971"n": 1417,9972"ratio": 1.2071793439035619,9973"dm_p": 0.018703189342238496,9974"dm_stat": 2.35410807223639569975},9976"rm_rw__empirical__w1000_r5": {9977"n": 1417,9978"ratio": 1.5310241529190176,9979"dm_p": 6.4988953173663015e-06,9980"dm_stat": 4.5265154147175199981},9982"tarch11__ged__w1000_r5": {9983"n": 1417,9984"ratio": 0.9892740378816887,9985"dm_p": 0.9207469863207212,9986"dm_stat": -0.099510563986974579987},9988"tarch11__normal__w1000_r5": {9989"n": 1417,9990"ratio": 0.9878907667688961,9991"dm_p": 0.9100973867064661,9992"dm_stat": -0.112935894805282819993},9994"tarch11__skewt__w1000_r5": {9995"n": 1417,9996"ratio": 0.9800439879857747,9997"dm_p": 0.8477561667438138,9998"dm_stat": -0.192017324621961039999},10000"tarch11__t__w1000_r5": {10001"n": 1417,10002"ratio": 0.9835768081392334,10003"dm_p": 0.8728177506441018,10004"dm_stat": -0.1601093771102771210005}10006},10007"vol_tercile=low": {10008"aparch11__ged__w1000_r5": {10009"n": 687,10010"ratio": 0.9222851208881679,10011"dm_p": 0.28871713385528563,10012"dm_stat": -1.061762560320151510013},10014"aparch11__normal__w1000_r5": {10015"n": 687,10016"ratio": 0.9452995280883689,10017"dm_p": 0.504639144461193,10018"dm_stat": -0.66755977389858810019},10020"aparch11__skewt__w1000_r5": {10021"n": 687,10022"ratio": 0.8807737096708056,10023"dm_p": 0.05708693400289805,10024"dm_stat": -1.905853413649055310025},10026"aparch11__t__w1000_r5": {10027"n": 687,10028"ratio": 0.9035150403017643,10029"dm_p": 0.13854883657095823,10030"dm_stat": -1.482942872653395310031},10032"arch5__ged__w1000_r5": {10033"n": 687,10034"ratio": 1.0270657744259188,10035"dm_p": 0.48949047076551133,10036"dm_stat": 0.691491810554374310037},10038"arch5__normal__w1000_r5": {10039"n": 687,10040"ratio": 1.0521679600790694,10041"dm_p": 0.12750455295904214,10042"dm_stat": 1.5258642987081310043},10044"arch5__skewt__w1000_r5": {10045"n": 687,10046"ratio": 1.0039878371594042,10047"dm_p": 0.937950341280484,10048"dm_stat": 0.0778748152187173810049},10050"arch5__t__w1000_r5": {10051"n": 687,10052"ratio": 1.0221469227550752,10053"dm_p": 0.6952132114317764,10054"dm_stat": 0.391954979892004310055},10056"avgarch11__ged__w1000_r5": {10057"n": 687,10058"ratio": 0.9647408357403697,10059"dm_p": 0.1502343114660562,10060"dm_stat": -1.440315726853581610061},10062"avgarch11__normal__w1000_r5": {10063"n": 687,10064"ratio": 0.9908863070219777,10065"dm_p": 0.6374904881701338,10066"dm_stat": -0.471420330495783910067},10068"avgarch11__skewt__w1000_r5": {10069"n": 687,10070"ratio": 0.937024089979502,10071"dm_p": 0.0287231248520079,10072"dm_stat": -2.19188580092277310073},10074"avgarch11__t__w1000_r5": {10075"n": 687,10076"ratio": 0.9439767267892493,10077"dm_p": 0.0343163397042221,10078"dm_stat": -2.120568677799753710079},10080"cgarch11__ged__w1000_r5": {10081"n": 687,10082"ratio": 0.9539253704112699,10083"dm_p": 0.44117273603913676,10084"dm_stat": -0.770661825964176810085},10086"cgarch11__normal__w1000_r5": {10087"n": 687,10088"ratio": 0.9977956963812245,10089"dm_p": 0.9755487191300048,10090"dm_stat": -0.03066111650204707310091},10092"cgarch11__skewt__w1000_r5": {10093"n": 687,10094"ratio": 0.9183833006790525,10095"dm_p": 0.086802849280767,10096"dm_stat": -1.714967202757828710097},10098"cgarch11__t__w1000_r5": {10099"n": 687,10100"ratio": 0.9241148060629291,10101"dm_p": 0.10086093939735606,10102"dm_stat": -1.642904497212918310103},10104"constvar__normal__w1000_r5": {10105"n": 687,10106"ratio": 1.9355867065798078,10107"dm_p": 8.09591040566271e-12,10108"dm_stat": 6.9575791653389110109},10110"egarch11__ged__w1000_r5": {10111"n": 687,10112"ratio": 0.928057657159981,10113"dm_p": 0.20497108792861257,10114"dm_stat": -1.268720536761568610115},10116"egarch11__normal__w1000_r5": {10117"n": 687,10118"ratio": 0.9324305929733535,10119"dm_p": 0.24105558040599312,10120"dm_stat": -1.173367795568115910121},10122"egarch11__skewt__w1000_r5": {10123"n": 687,10124"ratio": 0.9014011688877404,10125"dm_p": 0.057232526319396695,10126"dm_stat": -1.904734747749445410127},10128"egarch11__t__w1000_r5": {10129"n": 687,10130"ratio": 0.9208617848420247,10131"dm_p": 0.1658637939696722,10132"dm_stat": -1.387093354822770610133},10134"ewma094__normal__w1000_r5": {10135"n": 687,10136"ratio": 1.1880415891353104,10137"dm_p": 0.2479440145031243,10138"dm_stat": 1.156341544285442110139},10140"figarch11__ged__w1000_r5": {10141"n": 687,10142"ratio": 0.9404540463506434,10143"dm_p": 0.1033327004582728,10144"dm_stat": -1.631078659548568210145},10146"figarch11__normal__w1000_r5": {10147"n": 687,10148"ratio": 0.9524610923276152,10149"dm_p": 0.36481609318149966,10150"dm_stat": -0.906828156515269510151},10152"figarch11__skewt__w1000_r5": {10153"n": 687,10154"ratio": 0.9309067639856273,10155"dm_p": 0.01842687751281222,10156"dm_stat": -2.362570121813075510157},10158"figarch11__t__w1000_r5": {10159"n": 687,10160"ratio": 0.9403808051753078,10161"dm_p": 0.02342725475028053,10162"dm_stat": -2.2714736186089610163},10164"garch11__ged__w1000_r5": {10165"n": 687,10166"ratio": 0.984111505764326,10167"dm_p": 0.36312381765230556,10168"dm_stat": -0.910034742891578510169},10170"garch11__normal__w1000_r5": {10171"n": 687,10172"ratio": 1.0,10173"dm_p": 1.0,10174"dm_stat": 0.010175},10176"garch11__skewt__w1000_r5": {10177"n": 687,10178"ratio": 0.9567547732468621,10179"dm_p": 0.11690854130587977,10180"dm_stat": -1.569861083702131210181},10182"garch11__t__w1000_r5": {10183"n": 687,10184"ratio": 0.9615105263056075,10185"dm_p": 0.15235421266687066,10186"dm_stat": -1.432857139986604410187},10188"garch12__ged__w1000_r5": {10189"n": 687,10190"ratio": 0.9860815883166775,10191"dm_p": 0.4531923510010723,10192"dm_stat": -0.750530929544514310193},10194"garch12__normal__w1000_r5": {10195"n": 687,10196"ratio": 1.0026147118747637,10197"dm_p": 0.41261394251838096,10198"dm_stat": 0.819801624888812410199},10200"garch12__skewt__w1000_r5": {10201"n": 687,10202"ratio": 0.9584926983561645,10203"dm_p": 0.14026970553134616,10204"dm_stat": -1.476495854679980510205},10206"garch12__t__w1000_r5": {10207"n": 687,10208"ratio": 0.9632859758608034,10209"dm_p": 0.18104051408558866,10210"dm_stat": -1.338919085815324410211},10212"garch21__ged__w1000_r5": {10213"n": 687,10214"ratio": 0.98606476909642,10215"dm_p": 0.42641968596896335,10216"dm_stat": -0.795806687793991110217},10218"garch21__normal__w1000_r5": {10219"n": 687,10220"ratio": 1.0029586328633566,10221"dm_p": 0.027807489317158655,10222"dm_stat": 2.20468342815111110223},10224"garch21__skewt__w1000_r5": {10225"n": 687,10226"ratio": 0.9579936625630757,10227"dm_p": 0.13905762724898177,10228"dm_stat": -1.48103034976994810229},10230"garch21__t__w1000_r5": {10231"n": 687,10232"ratio": 0.9626801009892301,10233"dm_p": 0.17928053425613757,10234"dm_stat": -1.344347127353402410235},10236"garchm11__ged__w1000_r5": {10237"n": 687,10238"ratio": 0.9776762756080859,10239"dm_p": 0.2186106086206845,10240"dm_stat": -1.23135894463362410241},10242"garchm11__normal__w1000_r5": {10243"n": 687,10244"ratio": 0.9970772831589293,10245"dm_p": 0.13015130856547524,10246"dm_stat": -1.515322743502898410247},10248"garchm11__skewt__w1000_r5": {10249"n": 687,10250"ratio": 0.9524645660416561,10251"dm_p": 0.06957328089947407,10252"dm_stat": -1.817522357896327510253},10254"garchm11__t__w1000_r5": {10255"n": 687,10256"ratio": 0.9556227245969349,10257"dm_p": 0.10186429515383533,10258"dm_stat": -1.63807648928066310259},10260"garchx_rv11__normal__w1000_r5": {10261"n": 687,10262"ratio": 0.835675879664166,10263"dm_p": 0.012035485922054707,10264"dm_stat": -2.517804589216823310265},10266"garchx_rv11__t__w1000_r5": {10267"n": 687,10268"ratio": 0.817044331828623,10269"dm_p": 0.012993441483745278,10270"dm_stat": -2.490455586162491310271},10272"gas_t11__t__w1000_r5": {10273"n": 687,10274"ratio": 0.9538591018825228,10275"dm_p": 0.10448276856736133,10276"dm_stat": -1.625653019842342710277},10278"gjr11__ged__w1000_r5": {10279"n": 687,10280"ratio": 0.9018058376396383,10281"dm_p": 0.02259691137922068,10282"dm_stat": -2.285344311864716510283},10284"gjr11__normal__w1000_r5": {10285"n": 687,10286"ratio": 0.9219298278240394,10287"dm_p": 0.024889077985614894,10288"dm_stat": -2.248061040232284510289},10290"gjr11__skewt__w1000_r5": {10291"n": 687,10292"ratio": 0.873430736713741,10293"dm_p": 0.00937922416500044,10294"dm_stat": -2.605269162336586710295},10296"gjr11__t__w1000_r5": {10297"n": 687,10298"ratio": 0.8820181780181559,10299"dm_p": 0.014958812023537781,10300"dm_stat": -2.439527238127323610301},10302"har_rv__empirical__w1000_r5": {10303"n": 687,10304"ratio": 1.1395244404943103,10305"dm_p": 0.030678944266862563,10306"dm_stat": 2.165687674372360310307},10308"heavy11__normal__w1000_r5": {10309"n": 687,10310"ratio": 0.8401110852075376,10311"dm_p": 0.01854689403543722,10312"dm_stat": -2.3601427506905110313},10314"heavy11__t__w1000_r5": {10315"n": 687,10316"ratio": 0.8329247132646201,10317"dm_p": 0.025875198445429477,10318"dm_stat": -2.23293283154256110319},10320"histvar22__empirical__w1000_r5": {10321"n": 687,10322"ratio": 1.6951224730665313,10323"dm_p": 0.009466811681366212,10324"dm_stat": 2.602050911577520310325},10326"histvar252__empirical__w1000_r5": {10327"n": 687,10328"ratio": 1.585673192511985,10329"dm_p": 0.17981023438758761,10330"dm_stat": 1.34270929426611310331},10332"histvar66__empirical__w1000_r5": {10333"n": 687,10334"ratio": 1.3345137258526303,10335"dm_p": 0.2970704228951053,10336"dm_stat": 1.043530132187497510337},10338"igarch11__ged__w1000_r5": {10339"n": 687,10340"ratio": 0.979994418167461,10341"dm_p": 0.58467744784622,10342"dm_stat": -0.54682403928031610343},10344"igarch11__normal__w1000_r5": {10345"n": 687,10346"ratio": 0.9950616659967673,10347"dm_p": 0.9087800509931556,10348"dm_stat": -0.1146197660623141110349},10350"igarch11__skewt__w1000_r5": {10351"n": 687,10352"ratio": 0.9698862505563539,10353"dm_p": 0.4193114277788415,10354"dm_stat": -0.808102994265274310355},10356"igarch11__t__w1000_r5": {10357"n": 687,10358"ratio": 0.9777491054771837,10359"dm_p": 0.5458511219338311,10360"dm_stat": -0.604289286779373910361},10362"loghar_rv__empirical__w1000_r5": {10363"n": 687,10364"ratio": 0.7938052417478394,10365"dm_p": 0.0002677969571359283,10366"dm_stat": -3.66367055370845110367},10368"msgarch2__normal__w1000_r5": {10369"n": 687,10370"ratio": 0.9995799512575254,10371"dm_p": 0.9655127711866188,10372"dm_stat": -0.0432525881487288410373},10374"msgarch2__t__w1000_r5": {10375"n": 687,10376"ratio": 1.0206635183660986,10377"dm_p": 0.8402938989550995,10378"dm_stat": 0.2015939995158456710379},10380"nagarch11__ged__w1000_r5": {10381"n": 687,10382"ratio": 0.8943312836336732,10383"dm_p": 0.04247049654961341,10384"dm_stat": -2.032670051742664410385},10386"nagarch11__normal__w1000_r5": {10387"n": 687,10388"ratio": 0.8944971412145807,10389"dm_p": 0.016356512559868745,10390"dm_stat": -2.406793993011674610391},10392"nagarch11__skewt__w1000_r5": {10393"n": 687,10394"ratio": 0.855603281265264,10395"dm_p": 0.003357598391909014,10396"dm_stat": -2.943244873013946410397},10398"nagarch11__t__w1000_r5": {10399"n": 687,10400"ratio": 0.8763597463480053,10401"dm_p": 0.020559432583285832,10402"dm_stat": -2.321361741940244410403},10404"qgarch11__ged__w1000_r5": {10405"n": 687,10406"ratio": 0.9096172173341025,10407"dm_p": 0.026652394717065417,10408"dm_stat": -2.221357933019546310409},10410"qgarch11__normal__w1000_r5": {10411"n": 687,10412"ratio": 0.9172813149557968,10413"dm_p": 0.033783034747112535,10414"dm_stat": -2.126919140004935610415},10416"qgarch11__skewt__w1000_r5": {10417"n": 687,10418"ratio": 0.8865247971824809,10419"dm_p": 0.004630554331134629,10420"dm_stat": -2.841005406981112410421},10422"qgarch11__t__w1000_r5": {10423"n": 687,10424"ratio": 0.8945631467700955,10425"dm_p": 0.010299172956488054,10426"dm_stat": -2.572727510692698310427},10428"realgarch11__normal__w1000_r5": {10429"n": 687,10430"ratio": 0.8427147836235794,10431"dm_p": 0.007712600528332095,10432"dm_stat": -2.672284935996141410433},10434"realgarch11__t__w1000_r5": {10435"n": 687,10436"ratio": 1.4561244105874898,10437"dm_p": 0.06266386820664663,10438"dm_stat": 1.864603293013232410439},10440"rm2006__normal__w1000_r5": {10441"n": 687,10442"ratio": 0.9452056124602939,10443"dm_p": 0.6394220057633075,10444"dm_stat": -0.468715370395064510445},10446"rm_rw__empirical__w1000_r5": {10447"n": 687,10448"ratio": 1.8794361418809884,10449"dm_p": 3.7308382429698103e-07,10450"dm_stat": 5.13231697377317110451},10452"tarch11__ged__w1000_r5": {10453"n": 687,10454"ratio": 0.8892193765993909,10455"dm_p": 0.052025143150956334,10456"dm_stat": -1.946312415042346810457},10458"tarch11__normal__w1000_r5": {10459"n": 687,10460"ratio": 0.8970541479428212,10461"dm_p": 0.05328626626916026,10462"dm_stat": -1.93593419259719710463},10464"tarch11__skewt__w1000_r5": {10465"n": 687,10466"ratio": 0.8605878293218155,10467"dm_p": 0.008678917534726643,10468"dm_stat": -2.632013926960721710469},10470"tarch11__t__w1000_r5": {10471"n": 687,10472"ratio": 0.8804026365977172,10473"dm_p": 0.036929034738985615,10474"dm_stat": -2.09062645180661710475}10476},10477"vol_tercile=mid": {10478"aparch11__ged__w1000_r5": {10479"n": 614,10480"ratio": 0.7735287002495408,10481"dm_p": 0.005638808653247432,10482"dm_stat": -2.77788837041929110483},10484"aparch11__normal__w1000_r5": {10485"n": 614,10486"ratio": 0.7699062169535543,10487"dm_p": 0.012261101959919194,10488"dm_stat": -2.511988623999880310489},10490"aparch11__skewt__w1000_r5": {10491"n": 614,10492"ratio": 0.7572842467385019,10493"dm_p": 0.008010564601690844,10494"dm_stat": -2.66033586463950110495},10496"aparch11__t__w1000_r5": {10497"n": 614,10498"ratio": 0.7654684796040644,10499"dm_p": 0.008243432566010638,10500"dm_stat": -2.65055737653009410501},10502"arch5__ged__w1000_r5": {10503"n": 614,10504"ratio": 1.1340434291569987,10505"dm_p": 0.0018304150112612497,10506"dm_stat": 3.130121679075118310507},10508"arch5__normal__w1000_r5": {10509"n": 614,10510"ratio": 1.1127559010273267,10511"dm_p": 0.002483825128719381,10512"dm_stat": 3.037879027455171710513},10514"arch5__skewt__w1000_r5": {10515"n": 614,10516"ratio": 1.1174912629599771,10517"dm_p": 0.00040476491215916163,10518"dm_stat": 3.556542411630910610519},10520"arch5__t__w1000_r5": {10521"n": 614,10522"ratio": 1.1205340667170207,10523"dm_p": 0.0004700925343482677,10524"dm_stat": 3.516206338829387610525},10526"avgarch11__ged__w1000_r5": {10527"n": 614,10528"ratio": 0.9450538321961639,10529"dm_p": 0.27772359709368594,10530"dm_stat": -1.086412396968997810531},10532"avgarch11__normal__w1000_r5": {10533"n": 614,10534"ratio": 0.948943719111505,10535"dm_p": 0.39502985580571703,10536"dm_stat": -0.851129345194046910537},10538"avgarch11__skewt__w1000_r5": {10539"n": 614,10540"ratio": 0.9284864942172135,10541"dm_p": 0.22394274148635754,10542"dm_stat": -1.217341468759667510543},10544"avgarch11__t__w1000_r5": {10545"n": 614,10546"ratio": 0.9321361837960397,10547"dm_p": 0.27318869521121214,10548"dm_stat": -1.096733183990622310549},10550"cgarch11__ged__w1000_r5": {10551"n": 614,10552"ratio": 1.0244713952936855,10553"dm_p": 0.4033359113417161,10554"dm_stat": 0.836257501700669610555},10556"cgarch11__normal__w1000_r5": {10557"n": 614,10558"ratio": 1.0324995525469607,10559"dm_p": 0.23757614436854843,10560"dm_stat": 1.182221629424734510561},10562"cgarch11__skewt__w1000_r5": {10563"n": 614,10564"ratio": 1.0017708349331789,10565"dm_p": 0.9510110250321823,10566"dm_stat": 0.0614623581844507710567},10568"cgarch11__t__w1000_r5": {10569"n": 614,10570"ratio": 1.0089710509878602,10571"dm_p": 0.7699784451271542,10572"dm_stat": 0.2925325734718120510573},10574"constvar__normal__w1000_r5": {10575"n": 614,10576"ratio": 1.676161538733087,10577"dm_p": 7.023594581210014e-05,10578"dm_stat": 4.00289717799146410579},10580"egarch11__ged__w1000_r5": {10581"n": 614,10582"ratio": 0.7881577596058656,10583"dm_p": 0.014817022269890545,10584"dm_stat": -2.443734461123770410585},10586"egarch11__normal__w1000_r5": {10587"n": 614,10588"ratio": 0.7963627222046872,10589"dm_p": 0.024200475872112995,10590"dm_stat": -2.25953393971921810591},10592"egarch11__skewt__w1000_r5": {10593"n": 614,10594"ratio": 0.7702604127988238,10595"dm_p": 0.02552384989456567,10596"dm_stat": -2.238847653201227610597},10598"egarch11__t__w1000_r5": {10599"n": 614,10600"ratio": 0.7732723804559394,10601"dm_p": 0.02403407021922454,10602"dm_stat": -2.26220423988749410603},10604"ewma094__normal__w1000_r5": {10605"n": 614,10606"ratio": 0.9942931230294718,10607"dm_p": 0.9434891220457821,10608"dm_stat": -0.070914260922332110609},10610"figarch11__ged__w1000_r5": {10611"n": 614,10612"ratio": 0.9909723609379064,10613"dm_p": 0.828867515944482,10614"dm_stat": -0.216246542679969910615},10616"figarch11__normal__w1000_r5": {10617"n": 614,10618"ratio": 0.9842242724713135,10619"dm_p": 0.7545018012725871,10620"dm_stat": -0.3128489851729837610621},10622"figarch11__skewt__w1000_r5": {10623"n": 614,10624"ratio": 0.9835987211757728,10625"dm_p": 0.6978118024775903,10626"dm_stat": -0.38845827410022910627},10628"figarch11__t__w1000_r5": {10629"n": 614,10630"ratio": 0.993942859521191,10631"dm_p": 0.8902633920849551,10632"dm_stat": -0.1380282827417548310633},10634"garch11__ged__w1000_r5": {10635"n": 614,10636"ratio": 1.0045638304846904,10637"dm_p": 0.5042398374869003,10638"dm_stat": 0.668227609646913510639},10640"garch11__normal__w1000_r5": {10641"n": 614,10642"ratio": 1.0,10643"dm_p": 1.0,10644"dm_stat": 0.010645},10646"garch11__skewt__w1000_r5": {10647"n": 614,10648"ratio": 0.9796663333701204,10649"dm_p": 0.46060886790161143,10650"dm_stat": -0.738309640141072710651},10652"garch11__t__w1000_r5": {10653"n": 614,10654"ratio": 0.975852536995022,10655"dm_p": 0.4785840164527579,10656"dm_stat": -0.709016144620161310657},10658"garch12__ged__w1000_r5": {10659"n": 614,10660"ratio": 1.0039638691527575,10661"dm_p": 0.5725936501120247,10662"dm_stat": 0.564539330540831210663},10664"garch12__normal__w1000_r5": {10665"n": 614,10666"ratio": 0.9875353585854729,10667"dm_p": 0.28838570258280494,10668"dm_stat": -1.062591423701969610669},10670"garch12__skewt__w1000_r5": {10671"n": 614,10672"ratio": 0.9792946827181821,10673"dm_p": 0.4531877528499885,10674"dm_stat": -0.750589500212295610675},10676"garch12__t__w1000_r5": {10677"n": 614,10678"ratio": 0.9752944156604131,10679"dm_p": 0.4686802853724319,10680"dm_stat": -0.725078943826489710681},10682"garch21__ged__w1000_r5": {10683"n": 614,10684"ratio": 1.01818770441908,10685"dm_p": 0.050215826801336794,10686"dm_stat": 1.961988933911343910687},10688"garch21__normal__w1000_r5": {10689"n": 614,10690"ratio": 1.0091181767745951,10691"dm_p": 0.07744182799278815,10692"dm_stat": 1.76869626534766610693},10694"garch21__skewt__w1000_r5": {10695"n": 614,10696"ratio": 0.997147843219178,10697"dm_p": 0.8711514973532481,10698"dm_stat": -0.1622639196220821710699},10700"garch21__t__w1000_r5": {10701"n": 614,10702"ratio": 0.9887194931464084,10703"dm_p": 0.6627009414790309,10704"dm_stat": -0.43639897307252810705},10706"garchm11__ged__w1000_r5": {10707"n": 614,10708"ratio": 1.0057443587034416,10709"dm_p": 0.42061812619652805,10710"dm_stat": 0.80589114142419410711},10712"garchm11__normal__w1000_r5": {10713"n": 614,10714"ratio": 0.9984468642687123,10715"dm_p": 0.5409953470194738,10716"dm_stat": -0.611651167769878510717},10718"garchm11__skewt__w1000_r5": {10719"n": 614,10720"ratio": 0.9733764169786717,10721"dm_p": 0.31406810992426737,10722"dm_stat": -1.007549938813138410723},10724"garchm11__t__w1000_r5": {10725"n": 614,10726"ratio": 0.9720747845075334,10727"dm_p": 0.4310776422371335,10728"dm_stat": -0.787869403101117510729},10730"garchx_rv11__normal__w1000_r5": {10731"n": 614,10732"ratio": 0.8821528536347041,10733"dm_p": 0.002596788154472175,10734"dm_stat": -3.024246378132657410735},10736"garchx_rv11__t__w1000_r5": {10737"n": 614,10738"ratio": 0.8723220717285189,10739"dm_p": 0.0023567118265542947,10740"dm_stat": -3.053916711135780610741},10742"gas_t11__t__w1000_r5": {10743"n": 614,10744"ratio": 0.9352265714205724,10745"dm_p": 0.2559515531811229,10746"dm_stat": -1.13707418090265110747},10748"gjr11__ged__w1000_r5": {10749"n": 614,10750"ratio": 0.8884008442965244,10751"dm_p": 0.0100074240084924,10752"dm_stat": -2.583614510654672610753},10754"gjr11__normal__w1000_r5": {10755"n": 614,10756"ratio": 0.897969376528794,10757"dm_p": 0.010184240254939147,10758"dm_stat": -2.577500205581015410759},10760"gjr11__skewt__w1000_r5": {10761"n": 614,10762"ratio": 0.8648872917520883,10763"dm_p": 0.011433293657754594,10764"dm_stat": -2.536820332725631610765},10766"gjr11__t__w1000_r5": {10767"n": 614,10768"ratio": 0.8639446498839218,10769"dm_p": 0.013811189523276226,10770"dm_stat": -2.46924773336035710771},10772"har_rv__empirical__w1000_r5": {10773"n": 614,10774"ratio": 1.0612224030885093,10775"dm_p": 0.35822558078345523,10776"dm_stat": 0.919442958759078410777},10778"heavy11__normal__w1000_r5": {10779"n": 614,10780"ratio": 0.8817235690032703,10781"dm_p": 0.003937116170895174,10782"dm_stat": -2.89414532633614410783},10784"heavy11__t__w1000_r5": {10785"n": 614,10786"ratio": 0.871558716528403,10787"dm_p": 0.003866411372746805,10788"dm_stat": -2.89990950704904310789},10790"histvar22__empirical__w1000_r5": {10791"n": 614,10792"ratio": 1.2493731665467314,10793"dm_p": 0.08191968785951521,10794"dm_stat": 1.74251594658544510795},10796"histvar252__empirical__w1000_r5": {10797"n": 614,10798"ratio": 1.5385715795182893,10799"dm_p": 4.413044615807428e-06,10800"dm_stat": 4.632578292066793510801},10802"histvar66__empirical__w1000_r5": {10803"n": 614,10804"ratio": 1.1851323536393343,10805"dm_p": 0.08188868500542847,10806"dm_stat": 1.742693156707297410807},10808"igarch11__ged__w1000_r5": {10809"n": 614,10810"ratio": 1.0562669717308297,10811"dm_p": 0.24894491852487824,10812"dm_stat": 1.154012109184901610813},10814"igarch11__normal__w1000_r5": {10815"n": 614,10816"ratio": 1.066094101138774,10817"dm_p": 0.18680701085061202,10818"dm_stat": 1.321562122861002810819},10820"igarch11__skewt__w1000_r5": {10821"n": 614,10822"ratio": 1.0459656475238932,10823"dm_p": 0.4346943606467316,10824"dm_stat": 0.781697194026888410825},10826"igarch11__t__w1000_r5": {10827"n": 614,10828"ratio": 1.0461829169495482,10829"dm_p": 0.4418949308027078,10830"dm_stat": 0.769496655583263610831},10832"loghar_rv__empirical__w1000_r5": {10833"n": 614,10834"ratio": 0.7678722218790945,10835"dm_p": 0.00017886526036598713,10836"dm_stat": -3.770247998726223410837},10838"msgarch2__normal__w1000_r5": {10839"n": 614,10840"ratio": 0.9714239141988102,10841"dm_p": 0.19352317252690268,10842"dm_stat": -1.301655363959761710843},10844"msgarch2__t__w1000_r5": {10845"n": 614,10846"ratio": 0.9945556284260042,10847"dm_p": 0.8839648616062802,10848"dm_stat": -0.1460057329188254610849},10850"nagarch11__ged__w1000_r5": {10851"n": 614,10852"ratio": 0.7822184721003187,10853"dm_p": 0.003999619700499349,10854"dm_stat": -2.889127698616704310855},10856"nagarch11__normal__w1000_r5": {10857"n": 614,10858"ratio": 0.7776831134775738,10859"dm_p": 0.0025388806596210686,10860"dm_stat": -3.031165330034474510861},10862"nagarch11__skewt__w1000_r5": {10863"n": 614,10864"ratio": 0.7636165394772247,10865"dm_p": 0.006482271749470324,10866"dm_stat": -2.731701750762682410867},10868"nagarch11__t__w1000_r5": {10869"n": 614,10870"ratio": 0.7660419118136456,10871"dm_p": 0.0069325014712993665,10872"dm_stat": -2.70922742222553110873},10874"qgarch11__ged__w1000_r5": {10875"n": 614,10876"ratio": 0.8232728976806925,10877"dm_p": 0.0013474129943745136,10878"dm_stat": -3.220489729935922510879},10880"qgarch11__normal__w1000_r5": {10881"n": 614,10882"ratio": 0.8268835491345338,10883"dm_p": 0.002580102645792321,10884"dm_stat": -3.02622538554995910885},10886"qgarch11__skewt__w1000_r5": {10887"n": 614,10888"ratio": 0.8118983485141531,10889"dm_p": 0.004080347027501355,10890"dm_stat": -2.88275167656367710891},10892"qgarch11__t__w1000_r5": {10893"n": 614,10894"ratio": 0.8095405355338157,10895"dm_p": 0.004209759010540029,10896"dm_stat": -2.872765997246577610897},10898"realgarch11__normal__w1000_r5": {10899"n": 614,10900"ratio": 0.7994794560918426,10901"dm_p": 9.854687233935231e-05,10902"dm_stat": -3.919964787762030510903},10904"realgarch11__t__w1000_r5": {10905"n": 614,10906"ratio": 1.6308229011697513,10907"dm_p": 0.011625112868982768,10908"dm_stat": 2.53092735147302810909},10910"rm2006__normal__w1000_r5": {10911"n": 614,10912"ratio": 0.9797550907036746,10913"dm_p": 0.733756172222379,10914"dm_stat": -0.340288075582180310915},10916"rm_rw__empirical__w1000_r5": {10917"n": 614,10918"ratio": 1.7827233026673337,10919"dm_p": 6.719922545100675e-06,10920"dm_stat": 4.5417295361277710921},10922"tarch11__ged__w1000_r5": {10923"n": 614,10924"ratio": 0.7740283774585142,10925"dm_p": 0.00819296456344147,10926"dm_stat": -2.652655376488098710927},10928"tarch11__normal__w1000_r5": {10929"n": 614,10930"ratio": 0.7819278913871107,10931"dm_p": 0.016070168498871523,10932"dm_stat": -2.4140070156118110933},10934"tarch11__skewt__w1000_r5": {10935"n": 614,10936"ratio": 0.761338987769501,10937"dm_p": 0.013355802744731263,10938"dm_stat": -2.48134365364413410939},10940"tarch11__t__w1000_r5": {10941"n": 614,10942"ratio": 0.7638235655903317,10943"dm_p": 0.01251011647294464,10944"dm_stat": -2.504810431520812410945}10946},10947"vol_tercile66=high": {10948"aparch11__ged__w1000_r5": {10949"n": 1604,10950"ratio": 0.9729703296817033,10951"dm_p": 0.7856745637871517,10952"dm_stat": -0.271977214741081710953},10954"aparch11__normal__w1000_r5": {10955"n": 1604,10956"ratio": 0.9837385729222254,10957"dm_p": 0.8756451736992872,10958"dm_stat": -0.156517070597213410959},10960"aparch11__skewt__w1000_r5": {10961"n": 1604,10962"ratio": 0.9414825484151321,10963"dm_p": 0.4895615214030652,10964"dm_stat": -0.691165655005927910965},10966"aparch11__t__w1000_r5": {10967"n": 1604,10968"ratio": 0.9472082347288894,10969"dm_p": 0.5169529546967162,10970"dm_stat": -0.648193011054852710971},10972"arch5__ged__w1000_r5": {10973"n": 1604,10974"ratio": 1.058300395376308,10975"dm_p": 0.20898661935582866,10976"dm_stat": 1.256862269669250210977},10978"arch5__normal__w1000_r5": {10979"n": 1604,10980"ratio": 1.0505747335483835,10981"dm_p": 0.30442296425090754,10982"dm_stat": 1.027323895626225210983},10984"arch5__skewt__w1000_r5": {10985"n": 1604,10986"ratio": 1.065020989719058,10987"dm_p": 0.16468686383804462,10988"dm_stat": 1.390115285053109810989},10990"arch5__t__w1000_r5": {10991"n": 1604,10992"ratio": 1.0608686934060578,10993"dm_p": 0.2034523405684522,10994"dm_stat": 1.272296426961811310995},10996"avgarch11__ged__w1000_r5": {10997"n": 1604,10998"ratio": 1.0057448573110102,10999"dm_p": 0.7956570583481781,11000"dm_stat": 0.259014824386712311001},11002"avgarch11__normal__w1000_r5": {11003"n": 1604,11004"ratio": 1.003202301472156,11005"dm_p": 0.8851964942907672,11006"dm_stat": 0.1444079471015063411007},11008"avgarch11__skewt__w1000_r5": {11009"n": 1604,11010"ratio": 1.0023340876986868,11011"dm_p": 0.9213199481073341,11012"dm_stat": 0.098786740057047211013},11014"avgarch11__t__w1000_r5": {11015"n": 1604,11016"ratio": 0.999977009532858,11017"dm_p": 0.9992457021043708,11018"dm_stat": -0.0009455198067616111019},11020"cgarch11__ged__w1000_r5": {11021"n": 1604,11022"ratio": 1.027042439680232,11023"dm_p": 0.44239795996441417,11024"dm_stat": 0.768340723937601211025},11026"cgarch11__normal__w1000_r5": {11027"n": 1604,11028"ratio": 1.019305503245917,11029"dm_p": 0.5441566660422975,11030"dm_stat": 0.606668759926092511031},11032"cgarch11__skewt__w1000_r5": {11033"n": 1604,11034"ratio": 1.0420416805435333,11035"dm_p": 0.2999477469023799,11036"dm_stat": 1.036880905674939511037},11038"cgarch11__t__w1000_r5": {11039"n": 1604,11040"ratio": 1.0494311340486402,11041"dm_p": 0.22153916056684145,11042"dm_stat": 1.222921349232579711043},11044"constvar__normal__w1000_r5": {11045"n": 1604,11046"ratio": 4.068579005526705,11047"dm_p": 0.06514107600653816,11048"dm_stat": 1.845555550474438511049},11050"egarch11__ged__w1000_r5": {11051"n": 1604,11052"ratio": 0.9581732049897933,11053"dm_p": 0.6317735403667031,11054"dm_stat": -0.479323990403488411055},11056"egarch11__normal__w1000_r5": {11057"n": 1604,11058"ratio": 0.9921004740773395,11059"dm_p": 0.9350751121204833,11060"dm_stat": -0.0814740754515917811061},11062"egarch11__skewt__w1000_r5": {11063"n": 1604,11064"ratio": 0.9170846545580839,11065"dm_p": 0.26237270919177164,11066"dm_stat": -1.12119521045702211067},11068"egarch11__t__w1000_r5": {11069"n": 1604,11070"ratio": 0.919986301922762,11071"dm_p": 0.2487101164532773,11072"dm_stat": -1.153907464874002611073},11074"ewma094__normal__w1000_r5": {11075"n": 1604,11076"ratio": 1.1838778287590628,11077"dm_p": 0.02443606459310787,11078"dm_stat": 2.252332766746403311079},11080"figarch11__ged__w1000_r5": {11081"n": 1604,11082"ratio": 0.9966753865501313,11083"dm_p": 0.9274089696930998,11084"dm_stat": -0.0911195668244522711085},11086"figarch11__normal__w1000_r5": {11087"n": 1604,11088"ratio": 0.9999854896272986,11089"dm_p": 0.9996594961322444,11090"dm_stat": -0.000426824885615776811091},11092"figarch11__skewt__w1000_r5": {11093"n": 1604,11094"ratio": 0.9961551475460713,11095"dm_p": 0.9191473249076302,11096"dm_stat": -0.1015238471557703711097},11098"figarch11__t__w1000_r5": {11099"n": 1604,11100"ratio": 0.992925782418125,11101"dm_p": 0.8536336818466895,11102"dm_stat": -0.184513876010663311103},11104"garch11__ged__w1000_r5": {11105"n": 1604,11106"ratio": 1.0056147835212563,11107"dm_p": 0.47032753834100616,11108"dm_stat": 0.722117541794889611109},11110"garch11__normal__w1000_r5": {11111"n": 1604,11112"ratio": 1.0,11113"dm_p": 1.0,11114"dm_stat": 0.011115},11116"garch11__skewt__w1000_r5": {11117"n": 1604,11118"ratio": 1.001839712020747,11119"dm_p": 0.9409723228107327,11120"dm_stat": 0.0740594476540214511121},11122"garch11__t__w1000_r5": {11123"n": 1604,11124"ratio": 1.0014163017569069,11125"dm_p": 0.9524193360256923,11126"dm_stat": 0.059678246925470811127},11128"garch12__ged__w1000_r5": {11129"n": 1604,11130"ratio": 1.0052501967815883,11131"dm_p": 0.5128156031630757,11132"dm_stat": 0.654605637650513511133},11134"garch12__normal__w1000_r5": {11135"n": 1604,11136"ratio": 1.0013821748205176,11137"dm_p": 0.5530975560918946,11138"dm_stat": 0.593249983740553811139},11140"garch12__skewt__w1000_r5": {11141"n": 1604,11142"ratio": 1.0013913194494137,11143"dm_p": 0.9555419129958711,11144"dm_stat": 0.05575753489906347411145},11146"garch12__t__w1000_r5": {11147"n": 1604,11148"ratio": 1.0010150671888671,11149"dm_p": 0.9661220630005471,11150"dm_stat": 0.04247909972051159411151},11152"garch21__ged__w1000_r5": {11153"n": 1604,11154"ratio": 1.009955111459228,11155"dm_p": 0.26017888604591766,11156"dm_stat": 1.126366798438452211157},11158"garch21__normal__w1000_r5": {11159"n": 1604,11160"ratio": 1.0059148888962774,11161"dm_p": 0.1512035991267694,11162"dm_stat": 1.435978391908295811163},11164"garch21__skewt__w1000_r5": {11165"n": 1604,11166"ratio": 1.0037103027747474,11167"dm_p": 0.885630345941434,11168"dm_stat": 0.143858427975279911169},11170"garch21__t__w1000_r5": {11171"n": 1604,11172"ratio": 1.00152504005588,11173"dm_p": 0.951557293535139,11174"dm_stat": 0.060760787829224811175},11176"garchm11__ged__w1000_r5": {11177"n": 1604,11178"ratio": 0.9875944085894672,11179"dm_p": 0.3030048638463291,11180"dm_stat": -1.030342122685401511181},11182"garchm11__normal__w1000_r5": {11183"n": 1604,11184"ratio": 0.9852800558105484,11185"dm_p": 0.01725802571911016,11186"dm_stat": -2.383643433227660611187},11188"garchm11__skewt__w1000_r5": {11189"n": 1604,11190"ratio": 0.9848244070019431,11191"dm_p": 0.5797591837601576,11192"dm_stat": -0.553849369671440211193},11194"garchm11__t__w1000_r5": {11195"n": 1604,11196"ratio": 0.9831404294940312,11197"dm_p": 0.5727512197331787,11198"dm_stat": -0.564120240212779711199},11200"garchx_rv11__normal__w1000_r5": {11201"n": 1604,11202"ratio": 0.8690869512297308,11203"dm_p": 0.03636576920247884,11204"dm_stat": -2.09457128603565511205},11206"garchx_rv11__t__w1000_r5": {11207"n": 1604,11208"ratio": 0.87446450414937,11209"dm_p": 0.06077360196714662,11210"dm_stat": -1.876460643016435411211},11212"gas_t11__t__w1000_r5": {11213"n": 1604,11214"ratio": 1.0287785948666062,11215"dm_p": 0.24168902185248572,11216"dm_stat": 1.17120855078373711217},11218"gjr11__ged__w1000_r5": {11219"n": 1604,11220"ratio": 0.9669122083313372,11221"dm_p": 0.714230520277283,11222"dm_stat": -0.366245101976020111223},11224"gjr11__normal__w1000_r5": {11225"n": 1604,11226"ratio": 0.9676107387042394,11227"dm_p": 0.7259071575573283,11228"dm_stat": -0.3506364778459845611229},11230"gjr11__skewt__w1000_r5": {11231"n": 1604,11232"ratio": 0.9409532129728195,11233"dm_p": 0.45806341310093696,11234"dm_stat": -0.742218972949401411235},11236"gjr11__t__w1000_r5": {11237"n": 1604,11238"ratio": 0.9475877295296686,11239"dm_p": 0.5037024448773739,11240"dm_stat": -0.668826529322304411241},11242"har_rv__empirical__w1000_r5": {11243"n": 1604,11244"ratio": 1.158749408243984,11245"dm_p": 0.267492094485438,11246"dm_stat": 1.109242198757245411247},11248"heavy11__normal__w1000_r5": {11249"n": 1604,11250"ratio": 0.8741768727405401,11251"dm_p": 0.046176754767382325,11252"dm_stat": -1.995322197849857611253},11254"heavy11__t__w1000_r5": {11255"n": 1604,11256"ratio": 0.8786005210276482,11257"dm_p": 0.07162791481514615,11258"dm_stat": -1.802669345419405411259},11260"histvar22__empirical__w1000_r5": {11261"n": 1604,11262"ratio": 1.3520911221774983,11263"dm_p": 0.0013446942595978259,11264"dm_stat": 3.21191601660275911265},11266"histvar252__empirical__w1000_r5": {11267"n": 1604,11268"ratio": 3.2668466907019855,11269"dm_p": 0.011523825474590178,11270"dm_stat": 2.52931183414395411271},11272"histvar66__empirical__w1000_r5": {11273"n": 1604,11274"ratio": 1.9558625054630752,11275"dm_p": 0.0045696191406920635,11276"dm_stat": 2.839908410365140411277},11278"igarch11__ged__w1000_r5": {11279"n": 1604,11280"ratio": 1.0427017765154558,11281"dm_p": 0.10553833033899362,11282"dm_stat": 1.619491153631796911283},11284"igarch11__normal__w1000_r5": {11285"n": 1604,11286"ratio": 1.0389915693868856,11287"dm_p": 0.12639637619421834,11288"dm_stat": 1.529263719874374611289},11290"igarch11__skewt__w1000_r5": {11291"n": 1604,11292"ratio": 1.031835960759836,11293"dm_p": 0.36541362461030424,11294"dm_stat": 0.905354575361393311295},11296"igarch11__t__w1000_r5": {11297"n": 1604,11298"ratio": 1.035472993470227,11299"dm_p": 0.2768783139204794,11300"dm_stat": 1.087728918615348311301},11302"loghar_rv__empirical__w1000_r5": {11303"n": 1604,11304"ratio": 0.905416536207248,11305"dm_p": 0.2591800419078808,11306"dm_stat": -1.128731421584177711307},11308"msgarch2__normal__w1000_r5": {11309"n": 1604,11310"ratio": 1.0328649148897606,11311"dm_p": 0.4177204904554375,11312"dm_stat": 0.810591731249923311313},11314"msgarch2__t__w1000_r5": {11315"n": 1604,11316"ratio": 1.0814601364111378,11317"dm_p": 0.020832604017926287,11318"dm_stat": 2.313292030104448411319},11320"nagarch11__ged__w1000_r5": {11321"n": 1604,11322"ratio": 0.9469359125683935,11323"dm_p": 0.48537919862346984,11324"dm_stat": -0.697838830831308611325},11326"nagarch11__normal__w1000_r5": {11327"n": 1604,11328"ratio": 0.937801842799052,11329"dm_p": 0.4047035709692717,11330"dm_stat": -0.833470549268948111331},11332"nagarch11__skewt__w1000_r5": {11333"n": 1604,11334"ratio": 0.9274646847604793,11335"dm_p": 0.36416610977528624,11336"dm_stat": -0.90771337695850911337},11338"nagarch11__t__w1000_r5": {11339"n": 1604,11340"ratio": 0.9410244508206029,11341"dm_p": 0.4356390580426041,11342"dm_stat": -0.779773944311947711343},11344"qgarch11__ged__w1000_r5": {11345"n": 1604,11346"ratio": 0.8912674840363188,11347"dm_p": 0.009227241902155646,11348"dm_stat": -2.60667990652556511349},11350"qgarch11__normal__w1000_r5": {11351"n": 1604,11352"ratio": 0.8942007498464207,11353"dm_p": 0.01281163686757496,11354"dm_stat": -2.4917586501962311355},11356"qgarch11__skewt__w1000_r5": {11357"n": 1604,11358"ratio": 0.880310439699603,11359"dm_p": 0.003920018330590652,11360"dm_stat": -2.88872584899545611361},11362"qgarch11__t__w1000_r5": {11363"n": 1604,11364"ratio": 0.8860193466270346,11365"dm_p": 0.004819714351770923,11366"dm_stat": -2.822780499514278711367},11368"realgarch11__normal__w1000_r5": {11369"n": 1604,11370"ratio": 0.8446822954000468,11371"dm_p": 0.0067924874691209156,11372"dm_stat": -2.71036988084120111373},11374"realgarch11__t__w1000_r5": {11375"n": 1604,11376"ratio": 2.587288591812654,11377"dm_p": 4.22824485013542e-07,11378"dm_stat": 5.07943421736790211379},11380"rm2006__normal__w1000_r5": {11381"n": 1604,11382"ratio": 1.1735003959912826,11383"dm_p": 0.023161706808012363,11384"dm_stat": 2.272938988776341611385},11386"rm_rw__empirical__w1000_r5": {11387"n": 1604,11388"ratio": 1.5787100162898584,11389"dm_p": 1.3907769081118144e-07,11390"dm_stat": 5.29015620626963911391},11392"tarch11__ged__w1000_r5": {11393"n": 1604,11394"ratio": 0.9532975648684283,11395"dm_p": 0.6369114258745969,11396"dm_stat": -0.472111553392229311397},11398"tarch11__normal__w1000_r5": {11399"n": 1604,11400"ratio": 0.9564264521518971,11401"dm_p": 0.6579554747962086,11402"dm_stat": -0.4428202879590167311403},11404"tarch11__skewt__w1000_r5": {11405"n": 1604,11406"ratio": 0.9384972450467113,11407"dm_p": 0.5193232935658443,11408"dm_stat": -0.644531134971469411409},11410"tarch11__t__w1000_r5": {11411"n": 1604,11412"ratio": 0.9452154446518727,11413"dm_p": 0.5611957509474715,11414"dm_stat": -0.581187568874076511415}11416},11417"vol_tercile66=low": {11418"aparch11__ged__w1000_r5": {11419"n": 627,11420"ratio": 0.9127189110970119,11421"dm_p": 0.3127243354051929,11422"dm_stat": -1.010336742978646511423},11424"aparch11__normal__w1000_r5": {11425"n": 627,11426"ratio": 0.9350459435800387,11427"dm_p": 0.5081704772217772,11428"dm_stat": -0.662069266763966911429},11430"aparch11__skewt__w1000_r5": {11431"n": 627,11432"ratio": 0.8666250700505417,11433"dm_p": 0.09986121122001439,11434"dm_stat": -1.64796706725261911435},11436"aparch11__t__w1000_r5": {11437"n": 627,11438"ratio": 0.8850286584383954,11439"dm_p": 0.16331837465029098,11440"dm_stat": -1.39563793443150911441},11442"arch5__ged__w1000_r5": {11443"n": 627,11444"ratio": 1.0625149401338518,11445"dm_p": 0.132033408396285,11446"dm_stat": 1.508100079787678711447},11448"arch5__normal__w1000_r5": {11449"n": 627,11450"ratio": 1.0839419634252516,11451"dm_p": 0.00858409885572067,11452"dm_stat": 2.636512482968291811453},11454"arch5__skewt__w1000_r5": {11455"n": 627,11456"ratio": 1.0236994595138342,11457"dm_p": 0.6310858379027249,11458"dm_stat": 0.4804351669459097611459},11460"arch5__t__w1000_r5": {11461"n": 627,11462"ratio": 1.0400823162014254,11463"dm_p": 0.4588596484705023,11464"dm_stat": 0.741184291960613511465},11466"avgarch11__ged__w1000_r5": {11467"n": 627,11468"ratio": 0.9353908669781251,11469"dm_p": 0.026203063323941938,11470"dm_stat": -2.228477154532264611471},11472"avgarch11__normal__w1000_r5": {11473"n": 627,11474"ratio": 0.9721761423621912,11475"dm_p": 0.4231734883439415,11476"dm_stat": -0.801453095777676611477},11478"avgarch11__skewt__w1000_r5": {11479"n": 627,11480"ratio": 0.8931975032655646,11481"dm_p": 0.0033350452114386847,11482"dm_stat": -2.946349703358049211483},11484"avgarch11__t__w1000_r5": {11485"n": 627,11486"ratio": 0.9036122046250511,11487"dm_p": 0.01077457865923227,11488"dm_stat": -2.557587348070329311489},11490"cgarch11__ged__w1000_r5": {11491"n": 627,11492"ratio": 0.9799377354767637,11493"dm_p": 0.7458927059327496,11494"dm_stat": -0.3242029210119356511495},11496"cgarch11__normal__w1000_r5": {11497"n": 627,11498"ratio": 1.026242721334377,11499"dm_p": 0.7226498370857116,11500"dm_stat": 0.3550792270730193711501},11502"cgarch11__skewt__w1000_r5": {11503"n": 627,11504"ratio": 0.9312019899396516,11505"dm_p": 0.15381809566848748,11506"dm_stat": -1.427904251312620311507},11508"cgarch11__t__w1000_r5": {11509"n": 627,11510"ratio": 0.9366409340007136,11511"dm_p": 0.17748206599238775,11512"dm_stat": -1.350068108254259811513},11514"constvar__normal__w1000_r5": {11515"n": 627,11516"ratio": 1.8833440930465222,11517"dm_p": 8.362270337229885e-12,11518"dm_stat": 6.9644318926192111519},11520"egarch11__ged__w1000_r5": {11521"n": 627,11522"ratio": 0.9091958655338807,11523"dm_p": 0.23355492646779175,11524"dm_stat": -1.192403334628885411525},11526"egarch11__normal__w1000_r5": {11527"n": 627,11528"ratio": 0.9182986272343192,11529"dm_p": 0.29506427459051404,11530"dm_stat": -1.047953908637322911531},11532"egarch11__skewt__w1000_r5": {11533"n": 627,11534"ratio": 0.8674184879807063,11535"dm_p": 0.10451223438813959,11536"dm_stat": -1.625721346823591211537},11538"egarch11__t__w1000_r5": {11539"n": 627,11540"ratio": 0.8881679765477387,11541"dm_p": 0.17950777101478643,11542"dm_stat": -1.343775714656397611543},11544"ewma094__normal__w1000_r5": {11545"n": 627,11546"ratio": 1.1227524048474347,11547"dm_p": 0.445809509283132,11548"dm_stat": 0.762901526065472711549},11550"figarch11__ged__w1000_r5": {11551"n": 627,11552"ratio": 0.944997836306293,11553"dm_p": 0.18380599128865543,11554"dm_stat": -1.330597412237318311555},11556"figarch11__normal__w1000_r5": {11557"n": 627,11558"ratio": 0.9550663048508888,11559"dm_p": 0.44781149140377696,11560"dm_stat": -0.759546738828805411561},11562"figarch11__skewt__w1000_r5": {11563"n": 627,11564"ratio": 0.9262291007206305,11565"dm_p": 0.034127477083342364,11566"dm_stat": -2.123215670205138611567},11568"figarch11__t__w1000_r5": {11569"n": 627,11570"ratio": 0.9421078228664215,11571"dm_p": 0.08914427020191935,11572"dm_stat": -1.702573875756375311573},11574"garch11__ged__w1000_r5": {11575"n": 627,11576"ratio": 0.9675514567469932,11577"dm_p": 0.0068399255578850595,11578"dm_stat": -2.713547271746648411579},11580"garch11__normal__w1000_r5": {11581"n": 627,11582"ratio": 1.0,11583"dm_p": 1.0,11584"dm_stat": 0.011585},11586"garch11__skewt__w1000_r5": {11587"n": 627,11588"ratio": 0.9177660327711602,11589"dm_p": 0.003721510046951384,11590"dm_stat": -2.91179591049103211591},11592"garch11__t__w1000_r5": {11593"n": 627,11594"ratio": 0.9230340710610633,11595"dm_p": 0.02153348484068001,11596"dm_stat": -2.304278930933164411597},11598"garch12__ged__w1000_r5": {11599"n": 627,11600"ratio": 0.9671789605983286,11601"dm_p": 0.006392083678195481,11602"dm_stat": -2.736176188711490411603},11604"garch12__normal__w1000_r5": {11605"n": 627,11606"ratio": 0.9923700544185841,11607"dm_p": 0.3439638393717237,11608"dm_stat": -0.947079237378849211609},11610"garch12__skewt__w1000_r5": {11611"n": 627,11612"ratio": 0.9178010222871038,11613"dm_p": 0.0037370750511004527,11614"dm_stat": -2.91047395682099311615},11616"garch12__t__w1000_r5": {11617"n": 627,11618"ratio": 0.922997130580818,11619"dm_p": 0.02149327469655055,11620"dm_stat": -2.30499159015894911621},11622"garch21__ged__w1000_r5": {11623"n": 627,11624"ratio": 0.9748312946832629,11625"dm_p": 0.057872473280396776,11626"dm_stat": -1.900151257500484611627},11628"garch21__normal__w1000_r5": {11629"n": 627,11630"ratio": 1.0052979977730205,11631"dm_p": 0.12236631997722333,11632"dm_stat": 1.547009517951324111633},11634"garch21__skewt__w1000_r5": {11635"n": 627,11636"ratio": 0.9256912520794827,11637"dm_p": 0.003971034242672603,11638"dm_stat": -2.89118515841987611639},11640"garch21__t__w1000_r5": {11641"n": 627,11642"ratio": 0.9286978916154465,11643"dm_p": 0.02079175770107401,11644"dm_stat": -2.31761598150192211645},11646"garchm11__ged__w1000_r5": {11647"n": 627,11648"ratio": 0.9608617948933174,11649"dm_p": 0.003126030526179219,11650"dm_stat": -2.96659198572133311651},11652"garchm11__normal__w1000_r5": {11653"n": 627,11654"ratio": 0.9945526293854684,11655"dm_p": 0.010468251320565516,11656"dm_stat": -2.567709884609849611657},11658"garchm11__skewt__w1000_r5": {11659"n": 627,11660"ratio": 0.9126503194642012,11661"dm_p": 0.0012853316319948783,11662"dm_stat": -3.233904752342950511663},11664"garchm11__t__w1000_r5": {11665"n": 627,11666"ratio": 0.915221141870451,11667"dm_p": 0.016473152120797654,11668"dm_stat": -2.40474352407801511669},11670"garchx_rv11__normal__w1000_r5": {11671"n": 627,11672"ratio": 0.8961202288566742,11673"dm_p": 0.056956320082032205,11674"dm_stat": -1.90716754919212711675},11676"garchx_rv11__t__w1000_r5": {11677"n": 627,11678"ratio": 0.8580390382487056,11679"dm_p": 0.03072243507828008,11680"dm_stat": -2.16555125247679811681},11682"gas_t11__t__w1000_r5": {11683"n": 627,11684"ratio": 0.9132154415040614,11685"dm_p": 0.00614131473557819,11686"dm_stat": -2.74947962669016411687},11688"gjr11__ged__w1000_r5": {11689"n": 627,11690"ratio": 0.8718784880638962,11691"dm_p": 0.005151860746050018,11692"dm_stat": -2.807273590399961311693},11694"gjr11__normal__w1000_r5": {11695"n": 627,11696"ratio": 0.9015615298150932,11697"dm_p": 0.006676050552578248,11698"dm_stat": -2.72166840557087411699},11700"gjr11__skewt__w1000_r5": {11701"n": 627,11702"ratio": 0.8319096597034129,11703"dm_p": 0.0023093932860135456,11704"dm_stat": -3.05982277013319211705},11706"gjr11__t__w1000_r5": {11707"n": 627,11708"ratio": 0.8388406428143275,11709"dm_p": 0.004404839153366151,11710"dm_stat": -2.85800734863521511711},11712"har_rv__empirical__w1000_r5": {11713"n": 627,11714"ratio": 1.1600726701940376,11715"dm_p": 0.0006103759531220775,11716"dm_stat": 3.44448329332288211717},11718"heavy11__normal__w1000_r5": {11719"n": 627,11720"ratio": 0.9013297366736819,11721"dm_p": 0.08253711986967253,11722"dm_stat": -1.738938836599415411723},11724"heavy11__t__w1000_r5": {11725"n": 627,11726"ratio": 0.8776460287024741,11727"dm_p": 0.06635404949200299,11728"dm_stat": -1.839234915667999511729},11730"histvar22__empirical__w1000_r5": {11731"n": 627,11732"ratio": 1.4083735092517033,11733"dm_p": 0.07603922226844642,11734"dm_stat": 1.777088203945367311735},11736"histvar252__empirical__w1000_r5": {11737"n": 627,11738"ratio": 1.7172485420015087,11739"dm_p": 0.11226475973222641,11740"dm_stat": 1.590332378834928411741},11742"histvar66__empirical__w1000_r5": {11743"n": 627,11744"ratio": 1.4832853933060046,11745"dm_p": 0.16509236096018493,11746"dm_stat": 1.389771311952977511747},11748"igarch11__ged__w1000_r5": {11749"n": 627,11750"ratio": 0.9567030446675143,11751"dm_p": 0.3720805107643708,11752"dm_stat": -0.893223936560644211753},11754"igarch11__normal__w1000_r5": {11755"n": 627,11756"ratio": 0.9949554076347258,11757"dm_p": 0.9276576742989525,11758"dm_stat": -0.0908288076699972911759},11760"igarch11__skewt__w1000_r5": {11761"n": 627,11762"ratio": 0.9301886298352589,11763"dm_p": 0.18419542368889455,11764"dm_stat": -1.329414774408986411765},11766"igarch11__t__w1000_r5": {11767"n": 627,11768"ratio": 0.9411479136394064,11769"dm_p": 0.27374877943854387,11770"dm_stat": -1.095431786313170811771},11772"loghar_rv__empirical__w1000_r5": {11773"n": 627,11774"ratio": 0.8368200070889017,11775"dm_p": 0.0008532422713566526,11776"dm_stat": -3.35113427791829311777},11778"msgarch2__normal__w1000_r5": {11779"n": 627,11780"ratio": 0.9978077890807112,11781"dm_p": 0.832558702531337,11782"dm_stat": -0.211509316654997611783},11784"msgarch2__t__w1000_r5": {11785"n": 627,11786"ratio": 1.0226299095367195,11787"dm_p": 0.830859985234414,11788"dm_stat": 0.2136879520407205511789},11790"nagarch11__ged__w1000_r5": {11791"n": 627,11792"ratio": 0.8763233863424817,11793"dm_p": 0.05845284669223963,11794"dm_stat": -1.895754250885248511795},11796"nagarch11__normal__w1000_r5": {11797"n": 627,11798"ratio": 0.8767366764038896,11799"dm_p": 0.03291302056609562,11800"dm_stat": -2.13788116718075911801},11802"nagarch11__skewt__w1000_r5": {11803"n": 627,11804"ratio": 0.8294718604078268,11805"dm_p": 0.014260529554212429,11806"dm_stat": -2.457507464210609611807},11808"nagarch11__t__w1000_r5": {11809"n": 627,11810"ratio": 0.848911943306732,11811"dm_p": 0.03671115709850386,11812"dm_stat": -2.093445917325231811813},11814"qgarch11__ged__w1000_r5": {11815"n": 627,11816"ratio": 0.9039589277754786,11817"dm_p": 0.04370994488837163,11818"dm_stat": -2.02095166108513611819},11820"qgarch11__normal__w1000_r5": {11821"n": 627,11822"ratio": 0.9159162884871392,11823"dm_p": 0.0702034651320949,11824"dm_stat": -1.81369444522414511825},11826"qgarch11__skewt__w1000_r5": {11827"n": 627,11828"ratio": 0.8713604822109786,11829"dm_p": 0.01663711028062681,11830"dm_stat": -2.4010874018100411831},11832"qgarch11__t__w1000_r5": {11833"n": 627,11834"ratio": 0.8763603834593191,11835"dm_p": 0.02446501418740726,11836"dm_stat": -2.25520553922978811837},11838"realgarch11__normal__w1000_r5": {11839"n": 627,11840"ratio": 0.8877567535448232,11841"dm_p": 0.023409344247291783,11842"dm_stat": -2.272256418340851311843},11844"realgarch11__t__w1000_r5": {11845"n": 627,11846"ratio": 1.320804917612516,11847"dm_p": 0.13056034570134017,11848"dm_stat": 1.51388250730592211849},11850"rm2006__normal__w1000_r5": {11851"n": 627,11852"ratio": 0.9582301241280031,11853"dm_p": 0.7308056768867892,11854"dm_stat": -0.3442077106734384711855},11856"rm_rw__empirical__w1000_r5": {11857"n": 627,11858"ratio": 1.7691177542078436,11859"dm_p": 9.804787718052863e-06,11860"dm_stat": 4.4579819161439811861},11862"tarch11__ged__w1000_r5": {11863"n": 627,11864"ratio": 0.8614962363674893,11865"dm_p": 0.0656119471055254,11866"dm_stat": -1.8442986077808311867},11868"tarch11__normal__w1000_r5": {11869"n": 627,11870"ratio": 0.8705769919431652,11871"dm_p": 0.0830208964037694,11872"dm_stat": -1.73619760689579211873},11874"tarch11__skewt__w1000_r5": {11875"n": 627,11876"ratio": 0.8296626494182895,11877"dm_p": 0.028324222546597857,11878"dm_stat": -2.197863989724178511879},11880"tarch11__t__w1000_r5": {11881"n": 627,11882"ratio": 0.8466005375249657,11883"dm_p": 0.055835458689376984,11884"dm_stat": -1.915880764424775711885}11886},11887"vol_tercile66=mid": {11888"aparch11__ged__w1000_r5": {11889"n": 487,11890"ratio": 0.8588035638702165,11891"dm_p": 0.06653547801753094,11892"dm_stat": -1.838929401364964211893},11894"aparch11__normal__w1000_r5": {11895"n": 487,11896"ratio": 0.8606900330447169,11897"dm_p": 0.0948867041671957,11898"dm_stat": -1.673427140361906311899},11900"aparch11__skewt__w1000_r5": {11901"n": 487,11902"ratio": 0.8544902817866817,11903"dm_p": 0.05833573289160015,11904"dm_stat": -1.897641114782798311905},11906"aparch11__t__w1000_r5": {11907"n": 487,11908"ratio": 0.858954678798137,11909"dm_p": 0.056683029348096214,11910"dm_stat": -1.910298495265286611911},11912"arch5__ged__w1000_r5": {11913"n": 487,11914"ratio": 1.069749264261762,11915"dm_p": 0.12482867497862078,11916"dm_stat": 1.537471437206945611917},11918"arch5__normal__w1000_r5": {11919"n": 487,11920"ratio": 1.056517351148919,11921"dm_p": 0.24295721080263674,11922"dm_stat": 1.169048369193966211923},11924"arch5__skewt__w1000_r5": {11925"n": 487,11926"ratio": 1.070433407525919,11927"dm_p": 0.14768970132302514,11928"dm_stat": 1.450049640274186511929},11930"arch5__t__w1000_r5": {11931"n": 487,11932"ratio": 1.0782953990945385,11933"dm_p": 0.14522370253867026,11934"dm_stat": 1.458954196241782511935},11936"avgarch11__ged__w1000_r5": {11937"n": 487,11938"ratio": 1.0190054232633892,11939"dm_p": 0.6152788071358671,11940"dm_stat": 0.502876646053412911941},11942"avgarch11__normal__w1000_r5": {11943"n": 487,11944"ratio": 0.9991854105621027,11945"dm_p": 0.9796294606322477,11946"dm_stat": -0.02554660559809258611947},11948"avgarch11__skewt__w1000_r5": {11949"n": 487,11950"ratio": 1.021832228934709,11951"dm_p": 0.6021771280778675,11952"dm_stat": 0.521613434749692811953},11954"avgarch11__t__w1000_r5": {11955"n": 487,11956"ratio": 1.0170331940210642,11957"dm_p": 0.6650778359385028,11958"dm_stat": 0.4331777371355133311959},11960"cgarch11__ged__w1000_r5": {11961"n": 487,11962"ratio": 1.0005865697938026,11963"dm_p": 0.9869362465693696,11964"dm_stat": 0.01638214557689422811965},11966"cgarch11__normal__w1000_r5": {11967"n": 487,11968"ratio": 0.9986280593874454,11969"dm_p": 0.9678256812833286,11970"dm_stat": -0.040356250952953611971},11972"cgarch11__skewt__w1000_r5": {11973"n": 487,11974"ratio": 0.9964786940234969,11975"dm_p": 0.92548551561359,11976"dm_stat": -0.0935747700164654111977},11978"cgarch11__t__w1000_r5": {11979"n": 487,11980"ratio": 0.9984580921081206,11981"dm_p": 0.9651208767373559,11982"dm_stat": -0.0437509732498005611983},11984"constvar__normal__w1000_r5": {11985"n": 487,11986"ratio": 2.1424019494130855,11987"dm_p": 7.347457027552793e-06,11988"dm_stat": 4.532496826891784511989},11990"egarch11__ged__w1000_r5": {11991"n": 487,11992"ratio": 0.9415181002364332,11993"dm_p": 0.48619339017178953,11994"dm_stat": -0.696908296995801511995},11996"egarch11__normal__w1000_r5": {11997"n": 487,11998"ratio": 0.9393308730758102,11999"dm_p": 0.4834673474855903,12000"dm_stat": -0.701274533055117312001},12002"egarch11__skewt__w1000_r5": {12003"n": 487,12004"ratio": 0.9567729400374447,12005"dm_p": 0.5916115912561906,12006"dm_stat": -0.536857695075330812007},12008"egarch11__t__w1000_r5": {12009"n": 487,12010"ratio": 0.9462274257088832,12011"dm_p": 0.5010502130996507,12012"dm_stat": -0.673341362671845612013},12014"ewma094__normal__w1000_r5": {12015"n": 487,12016"ratio": 1.2426828864174677,12017"dm_p": 0.06702106380279084,12018"dm_stat": 1.835644477908062312019},12020"figarch11__ged__w1000_r5": {12021"n": 487,12022"ratio": 1.0004468656257113,12023"dm_p": 0.990537891485149,12024"dm_stat": 0.01186537522348883312025},12026"figarch11__normal__w1000_r5": {12027"n": 487,12028"ratio": 0.9840727727707972,12029"dm_p": 0.7008603253131166,12030"dm_stat": -0.3843862453415916612031},12032"figarch11__skewt__w1000_r5": {12033"n": 487,12034"ratio": 1.0144734424698014,12035"dm_p": 0.6961189078616361,12036"dm_stat": 0.39079650516377812037},12038"figarch11__t__w1000_r5": {12039"n": 487,12040"ratio": 1.0098098284210637,12041"dm_p": 0.7772487473938516,12042"dm_stat": 0.2830634216903286612043},12044"garch11__ged__w1000_r5": {12045"n": 487,12046"ratio": 1.0305746107323426,12047"dm_p": 0.17914976691879728,12048"dm_stat": 1.345318489827391312049},12050"garch11__normal__w1000_r5": {12051"n": 487,12052"ratio": 1.0,12053"dm_p": 1.0,12054"dm_stat": 0.012055},12056"garch11__skewt__w1000_r5": {12057"n": 487,12058"ratio": 1.0380400660385152,12059"dm_p": 0.21213564561310452,12060"dm_stat": 1.249357681307722712061},12062"garch11__t__w1000_r5": {12063"n": 487,12064"ratio": 1.0337339641538654,12065"dm_p": 0.1405733102292087,12066"dm_stat": 1.47606772736655912067},12068"garch12__ged__w1000_r5": {12069"n": 487,12070"ratio": 1.035964586791251,12071"dm_p": 0.16218621384070148,12072"dm_stat": 1.39988350793057812073},12074"garch12__normal__w1000_r5": {12075"n": 487,12076"ratio": 1.0076320832419976,12077"dm_p": 0.0948017888489148,12078"dm_stat": 1.673858677443175812079},12080"garch12__skewt__w1000_r5": {12081"n": 487,12082"ratio": 1.0424128033307172,12083"dm_p": 0.18895532583097388,12084"dm_stat": 1.315520392292447212085},12086"garch12__t__w1000_r5": {12087"n": 487,12088"ratio": 1.0383558321940265,12089"dm_p": 0.125599622263039,12090"dm_stat": 1.534328267253417812091},12092"garch21__ged__w1000_r5": {12093"n": 487,12094"ratio": 1.0313673948532203,12095"dm_p": 0.16403014996288978,12096"dm_stat": 1.39374976356326212097},12098"garch21__normal__w1000_r5": {12099"n": 487,12100"ratio": 1.0023824560484946,12101"dm_p": 0.40858826376276536,12102"dm_stat": 0.82709651480569412103},12104"garch21__skewt__w1000_r5": {12105"n": 487,12106"ratio": 1.0398271162985602,12107"dm_p": 0.18383383908246578,12108"dm_stat": 1.330936839183580312109},12110"garch21__t__w1000_r5": {12111"n": 487,12112"ratio": 1.0356023525129894,12113"dm_p": 0.11859159377881798,12114"dm_stat": 1.563475868022669212115},12116"garchm11__ged__w1000_r5": {12117"n": 487,12118"ratio": 1.027626004353876,12119"dm_p": 0.22360412052605805,12120"dm_stat": 1.218555507733790812121},12122"garchm11__normal__w1000_r5": {12123"n": 487,12124"ratio": 1.0002285045829422,12125"dm_p": 0.9444542705548666,12126"dm_stat": 0.0697085983946100812127},12128"garchm11__skewt__w1000_r5": {12129"n": 487,12130"ratio": 1.031704087018519,12131"dm_p": 0.2799371370455208,12132"dm_stat": 1.081666548356690712133},12134"garchm11__t__w1000_r5": {12135"n": 487,12136"ratio": 1.0293804244453746,12137"dm_p": 0.1607602762706106,12138"dm_stat": 1.404663098400426212139},12140"garchx_rv11__normal__w1000_r5": {12141"n": 487,12142"ratio": 0.8380970925940624,12143"dm_p": 0.0339142375581535,12144"dm_stat": -2.127106377612675712145},12146"garchx_rv11__t__w1000_r5": {12147"n": 487,12148"ratio": 0.8540117723015799,12149"dm_p": 0.04947904542396259,12150"dm_stat": -1.96936256627229712151},12152"gas_t11__t__w1000_r5": {12153"n": 487,12154"ratio": 1.0533667304727128,12155"dm_p": 0.19150490969111722,12156"dm_stat": 1.307960827639882912157},12158"gjr11__ged__w1000_r5": {12159"n": 487,12160"ratio": 1.0063523698213852,12161"dm_p": 0.9189377706618503,12162"dm_stat": 0.1018247574186671712163},12164"gjr11__normal__w1000_r5": {12165"n": 487,12166"ratio": 1.0084753638533455,12167"dm_p": 0.8972938422657187,12168"dm_stat": 0.1291481626525802212169},12170"gjr11__skewt__w1000_r5": {12171"n": 487,12172"ratio": 0.9977447564460469,12173"dm_p": 0.9709322213139499,12174"dm_stat": -0.0364578945320760912175},12176"gjr11__t__w1000_r5": {12177"n": 487,12178"ratio": 0.9971725559174165,12179"dm_p": 0.9615346448041131,12180"dm_stat": -0.04825273540673668412181},12182"har_rv__empirical__w1000_r5": {12183"n": 487,12184"ratio": 1.1274644531272178,12185"dm_p": 0.23649582968172098,12186"dm_stat": 1.185255079918919912187},12188"heavy11__normal__w1000_r5": {12189"n": 487,12190"ratio": 0.8365734505846334,12191"dm_p": 0.03576554999487937,12192"dm_stat": -2.10543980229892212193},12194"heavy11__t__w1000_r5": {12195"n": 487,12196"ratio": 0.8495960870129273,12197"dm_p": 0.04720732444003605,12198"dm_stat": -1.98948866760865712199},12200"histvar22__empirical__w1000_r5": {12201"n": 487,12202"ratio": 1.8491649095905591,12203"dm_p": 0.011453888116140992,12204"dm_stat": 2.538188670812205712205},12206"histvar252__empirical__w1000_r5": {12207"n": 487,12208"ratio": 1.6033253503166907,12209"dm_p": 0.02199879035668132,12210"dm_stat": 2.297770290078813312211},12212"histvar66__empirical__w1000_r5": {12213"n": 487,12214"ratio": 1.2300361466270253,12215"dm_p": 0.11519744159707308,12216"dm_stat": 1.57808184484264212217},12218"igarch11__ged__w1000_r5": {12219"n": 487,12220"ratio": 1.064996000079322,12221"dm_p": 0.02769549606686747,12222"dm_stat": 2.208213729265706212223},12224"igarch11__normal__w1000_r5": {12225"n": 487,12226"ratio": 1.0540136590755176,12227"dm_p": 0.17042963405781553,12228"dm_stat": 1.372857949056205612229},12230"igarch11__skewt__w1000_r5": {12231"n": 487,12232"ratio": 1.068135985961761,12233"dm_p": 0.05228258149462059,12234"dm_stat": 1.945570030913021312235},12236"igarch11__t__w1000_r5": {12237"n": 487,12238"ratio": 1.0634804298613807,12239"dm_p": 0.048109391428318805,12240"dm_stat": 1.98140119892784112241},12242"loghar_rv__empirical__w1000_r5": {12243"n": 487,12244"ratio": 0.8206797475412047,12245"dm_p": 0.031001396963294313,12246"dm_stat": -2.163344895479559812247},12248"msgarch2__normal__w1000_r5": {12249"n": 487,12250"ratio": 1.015671974604198,12251"dm_p": 0.4855710421622536,12252"dm_stat": 0.697903922696216912253},12254"msgarch2__t__w1000_r5": {12255"n": 487,12256"ratio": 1.0369928518299993,12257"dm_p": 0.44605401659955946,12258"dm_stat": 0.762630089505447112259},12260"nagarch11__ged__w1000_r5": {12261"n": 487,12262"ratio": 0.8700910776458859,12263"dm_p": 0.04857236331222724,12264"dm_stat": -1.97729995606787312265},12266"nagarch11__normal__w1000_r5": {12267"n": 487,12268"ratio": 0.8432230089302895,12269"dm_p": 0.005323185754114354,12270"dm_stat": -2.799416333933834712271},12272"nagarch11__skewt__w1000_r5": {12273"n": 487,12274"ratio": 0.8592370156482912,12275"dm_p": 0.021384171738457178,12276"dm_stat": -2.30860687358602112277},12278"nagarch11__t__w1000_r5": {12279"n": 487,12280"ratio": 0.8591008458766223,12281"dm_p": 0.023532530835739546,12282"dm_stat": -2.271838050845764712283},12284"qgarch11__ged__w1000_r5": {12285"n": 487,12286"ratio": 0.8675388250893109,12287"dm_p": 0.003630662640066705,12288"dm_stat": -2.922804505720635312289},12290"qgarch11__normal__w1000_r5": {12291"n": 487,12292"ratio": 0.8600748661020734,12293"dm_p": 0.0037010458075888465,12294"dm_stat": -2.916713995501392512295},12296"qgarch11__skewt__w1000_r5": {12297"n": 487,12298"ratio": 0.8741250812996776,12299"dm_p": 0.006197215908880307,12300"dm_stat": -2.749165614288486412301},12302"qgarch11__t__w1000_r5": {12303"n": 487,12304"ratio": 0.8753203172202321,12305"dm_p": 0.007152993107879219,12306"dm_stat": -2.70107396674422312307},12308"realgarch11__normal__w1000_r5": {12309"n": 487,12310"ratio": 0.8369611480718164,12311"dm_p": 0.04748739468592227,12312"dm_stat": -1.986963853548543412313},12314"realgarch11__t__w1000_r5": {12315"n": 487,12316"ratio": 1.7607533188497568,12317"dm_p": 0.028039001735653248,12318"dm_stat": 2.20334241940643812319},12320"rm2006__normal__w1000_r5": {12321"n": 487,12322"ratio": 0.9917131442484067,12323"dm_p": 0.8933475711878511,12324"dm_stat": -0.1341397832306569812325},12326"rm_rw__empirical__w1000_r5": {12327"n": 487,12328"ratio": 1.9063121941951253,12329"dm_p": 5.317545380363189e-06,12330"dm_stat": 4.60321046228742812331},12332"tarch11__ged__w1000_r5": {12333"n": 487,12334"ratio": 0.8775100304488485,12335"dm_p": 0.022297969760402256,12336"dm_stat": -2.29259065911288312337},12338"tarch11__normal__w1000_r5": {12339"n": 487,12340"ratio": 0.8727551475444542,12341"dm_p": 0.017130877195739084,12342"dm_stat": -2.39210870626575212343},12344"tarch11__skewt__w1000_r5": {12345"n": 487,12346"ratio": 0.8839783268328699,12347"dm_p": 0.05036476482198644,12348"dm_stat": -1.961726003856312712349},12350"tarch11__t__w1000_r5": {12351"n": 487,12352"ratio": 0.8833591317442264,12353"dm_p": 0.042221060840856695,12354"dm_stat": -2.036705087463580412355}12356},12357"prev_sign=neg": {12358"aparch11__ged__w1000_r5": {12359"n": 1216,12360"ratio": 0.9289462413337413,12361"dm_p": 0.21169174437998775,12362"dm_stat": -1.249585262409360912363},12364"aparch11__normal__w1000_r5": {12365"n": 1216,12366"ratio": 0.9429149329965545,12367"dm_p": 0.36103426203175637,12368"dm_stat": -0.913740956132275112369},12370"aparch11__skewt__w1000_r5": {12371"n": 1216,12372"ratio": 0.8968662852200248,12373"dm_p": 0.07666648429609711,12374"dm_stat": -1.771871481137409912375},12376"aparch11__t__w1000_r5": {12377"n": 1216,12378"ratio": 0.9059750662153158,12379"dm_p": 0.09697965635614757,12380"dm_stat": -1.660959123921470312381},12382"arch5__ged__w1000_r5": {12383"n": 1216,12384"ratio": 1.0045730353713818,12385"dm_p": 0.9282434599811856,12386"dm_stat": 0.0900737433637348712387},12388"arch5__normal__w1000_r5": {12389"n": 1216,12390"ratio": 0.9996107658662852,12391"dm_p": 0.9940260582430832,12392"dm_stat": -0.00748883645520150112393},12394"arch5__skewt__w1000_r5": {12395"n": 1216,12396"ratio": 0.9854602008862844,12397"dm_p": 0.7790679273096371,12398"dm_stat": -0.280596165685028812399},12400"arch5__t__w1000_r5": {12401"n": 1216,12402"ratio": 0.9849388953810867,12403"dm_p": 0.7808293107379063,12404"dm_stat": -0.2783001544465118512405},12406"avgarch11__ged__w1000_r5": {12407"n": 1216,12408"ratio": 0.9944911416257859,12409"dm_p": 0.8064737708996752,12410"dm_stat": -0.2450310449641043312411},12412"avgarch11__normal__w1000_r5": {12413"n": 1216,12414"ratio": 0.9809006674593748,12415"dm_p": 0.4182502720141604,12416"dm_stat": -0.809736350572015112417},12418"avgarch11__skewt__w1000_r5": {12419"n": 1216,12420"ratio": 0.9772802347264753,12421"dm_p": 0.33227773696619,12422"dm_stat": -0.969923351671501112423},12424"avgarch11__t__w1000_r5": {12425"n": 1216,12426"ratio": 0.9742343054318698,12427"dm_p": 0.29384851049837046,12428"dm_stat": -1.050170613889090312429},12430"cgarch11__ged__w1000_r5": {12431"n": 1216,12432"ratio": 0.9935483046438935,12433"dm_p": 0.8559746743097997,12434"dm_stat": -0.1815391652053243212435},12436"cgarch11__normal__w1000_r5": {12437"n": 1216,12438"ratio": 1.0012305735019433,12439"dm_p": 0.9717774050377674,12440"dm_stat": 0.0353864459907547612441},12442"cgarch11__skewt__w1000_r5": {12443"n": 1216,12444"ratio": 0.9832700801325833,12445"dm_p": 0.644155946161826,12446"dm_stat": -0.4620112778965634312447},12448"cgarch11__t__w1000_r5": {12449"n": 1216,12450"ratio": 0.9803691387169134,12451"dm_p": 0.5772473360943028,12452"dm_stat": -0.557560360506062512453},12454"constvar__normal__w1000_r5": {12455"n": 1216,12456"ratio": 3.626400735655587,12457"dm_p": 0.061274050035244276,12458"dm_stat": 1.87324816733199312459},12460"egarch11__ged__w1000_r5": {12461"n": 1216,12462"ratio": 0.9384062311995571,12463"dm_p": 0.2977648985055409,12464"dm_stat": -1.041685162526848412465},12466"egarch11__normal__w1000_r5": {12467"n": 1216,12468"ratio": 0.9597989195411926,12469"dm_p": 0.5282086981556816,12470"dm_stat": -0.630924276796846512471},12472"egarch11__skewt__w1000_r5": {12473"n": 1216,12474"ratio": 0.8952267566968932,12475"dm_p": 0.08247183888589657,12476"dm_stat": -1.737956482673049612477},12478"egarch11__t__w1000_r5": {12479"n": 1216,12480"ratio": 0.9063473015488678,12481"dm_p": 0.10432494649956879,12482"dm_stat": -1.625455168927458112483},12484"ewma094__normal__w1000_r5": {12485"n": 1216,12486"ratio": 1.2586275914064975,12487"dm_p": 0.007892603874433541,12488"dm_stat": 2.661041328336061412489},12490"figarch11__ged__w1000_r5": {12491"n": 1216,12492"ratio": 0.953060345435625,12493"dm_p": 0.19358698006526268,12494"dm_stat": -1.300760821988302512495},12496"figarch11__normal__w1000_r5": {12497"n": 1216,12498"ratio": 0.9451742633746792,12499"dm_p": 0.15348828173311635,12500"dm_stat": -1.428210469717600612501},12502"figarch11__skewt__w1000_r5": {12503"n": 1216,12504"ratio": 0.9525010445091989,12505"dm_p": 0.1985711720859199,12506"dm_stat": -1.28633516545684412507},12508"figarch11__t__w1000_r5": {12509"n": 1216,12510"ratio": 0.9509507640797997,12511"dm_p": 0.1867519532977377,12512"dm_stat": -1.320994429049816312513},12514"garch11__ged__w1000_r5": {12515"n": 1216,12516"ratio": 1.0006760670449328,12517"dm_p": 0.9370698645782943,12518"dm_stat": 0.078969527396804612519},12520"garch11__normal__w1000_r5": {12521"n": 1216,12522"ratio": 1.0,12523"dm_p": 1.0,12524"dm_stat": 0.012525},12526"garch11__skewt__w1000_r5": {12527"n": 1216,12528"ratio": 0.9681882850774637,12529"dm_p": 0.22481555862520203,12530"dm_stat": -1.21444044156445212531},12532"garch11__t__w1000_r5": {12533"n": 1216,12534"ratio": 0.9613070450010668,12535"dm_p": 0.13498220913049366,12536"dm_stat": -1.49573578587339112537},12538"garch12__ged__w1000_r5": {12539"n": 1216,12540"ratio": 1.0023558906352599,12541"dm_p": 0.7983953277561774,12542"dm_stat": 0.2554803918998826412543},12544"garch12__normal__w1000_r5": {12545"n": 1216,12546"ratio": 0.9980985021948438,12547"dm_p": 0.6591112393166356,12548"dm_stat": -0.4412490166930425612549},12550"garch12__skewt__w1000_r5": {12551"n": 1216,12552"ratio": 0.9696240779301513,12553"dm_p": 0.2498911935296955,12554"dm_stat": -1.151164159717466712555},12556"garch12__t__w1000_r5": {12557"n": 1216,12558"ratio": 0.9627245084597091,12559"dm_p": 0.1528956490064663,12560"dm_stat": -1.430273477719546312561},12562"garch21__ged__w1000_r5": {12563"n": 1216,12564"ratio": 1.0064277714274088,12565"dm_p": 0.4926436294722034,12566"dm_stat": 0.686317872881793512567},12568"garch21__normal__w1000_r5": {12569"n": 1216,12570"ratio": 1.0057672730399239,12571"dm_p": 0.05113611731404273,12572"dm_stat": 1.952265386779467712573},12574"garch21__skewt__w1000_r5": {12575"n": 1216,12576"ratio": 0.973557087186033,12577"dm_p": 0.3143058129784089,12578"dm_stat": -1.006645038918359712579},12580"garch21__t__w1000_r5": {12581"n": 1216,12582"ratio": 0.9641493933912456,12583"dm_p": 0.17010989132825632,12584"dm_stat": -1.372664791375884712585},12586"garchm11__ged__w1000_r5": {12587"n": 1216,12588"ratio": 0.9869383895202286,12589"dm_p": 0.3283939865245478,12590"dm_stat": -0.977747237059301712591},12592"garchm11__normal__w1000_r5": {12593"n": 1216,12594"ratio": 0.9877054983846275,12595"dm_p": 0.06720002834918382,12596"dm_stat": -1.831973643372877512597},12598"garchm11__skewt__w1000_r5": {12599"n": 1216,12600"ratio": 0.9569077985872141,12601"dm_p": 0.16401021942755725,12602"dm_stat": -1.392551561274904612603},12604"garchm11__t__w1000_r5": {12605"n": 1216,12606"ratio": 0.9441704674059347,12607"dm_p": 0.10500221101366367,12608"dm_stat": -1.622282942423669512609},12610"garchx_rv11__normal__w1000_r5": {12611"n": 1216,12612"ratio": 0.8617808571924129,12613"dm_p": 0.009926172373563788,12614"dm_stat": -2.582454190752913312615},12616"garchx_rv11__t__w1000_r5": {12617"n": 1216,12618"ratio": 0.8463642253216218,12619"dm_p": 0.007485168965392921,12620"dm_stat": -2.678944573520427612621},12622"gas_t11__t__w1000_r5": {12623"n": 1216,12624"ratio": 1.0009435271402456,12625"dm_p": 0.9688831419982857,12626"dm_stat": 0.0390171288057979112627},12628"gjr11__ged__w1000_r5": {12629"n": 1216,12630"ratio": 0.942250568069004,12631"dm_p": 0.26284964028784236,12632"dm_stat": -1.120200661982755112633},12634"gjr11__normal__w1000_r5": {12635"n": 1216,12636"ratio": 0.950513654368817,12637"dm_p": 0.3148011340208781,12638"dm_stat": -1.005614788051621512639},12640"gjr11__skewt__w1000_r5": {12641"n": 1216,12642"ratio": 0.910412917834494,12643"dm_p": 0.10530785401805458,12644"dm_stat": -1.620856670375191212645},12646"gjr11__t__w1000_r5": {12647"n": 1216,12648"ratio": 0.9169289091908581,12649"dm_p": 0.12781039188930277,12650"dm_stat": -1.5238340769203712651},12652"har_rv__empirical__w1000_r5": {12653"n": 1216,12654"ratio": 1.17998046115665,12655"dm_p": 0.1629300450141434,12656"dm_stat": 1.396131105657028512657},12658"heavy11__normal__w1000_r5": {12659"n": 1216,12660"ratio": 0.8667010841490295,12661"dm_p": 0.014657669917711684,12662"dm_stat": -2.44422718716541412663},12664"heavy11__t__w1000_r5": {12665"n": 1216,12666"ratio": 0.8570674863841614,12667"dm_p": 0.014036077129868344,12668"dm_stat": -2.45989857116312669},12670"histvar22__empirical__w1000_r5": {12671"n": 1216,12672"ratio": 1.6235495142032974,12673"dm_p": 1.9256970836426723e-05,12674"dm_stat": 4.29033190360989712675},12676"histvar252__empirical__w1000_r5": {12677"n": 1216,12678"ratio": 2.978414459834327,12679"dm_p": 0.017469250493695174,12680"dm_stat": 2.37993529455029312681},12682"histvar66__empirical__w1000_r5": {12683"n": 1216,12684"ratio": 1.9773812419648698,12685"dm_p": 0.00770628213828477,12686"dm_stat": 2.669123061370888312687},12688"igarch11__ged__w1000_r5": {12689"n": 1216,12690"ratio": 0.9877713887146886,12691"dm_p": 0.6692922585025897,12692"dm_stat": -0.4272234799095079312693},12694"igarch11__normal__w1000_r5": {12695"n": 1216,12696"ratio": 0.9872980673789556,12697"dm_p": 0.6946567315674248,12698"dm_stat": -0.392636657440686512699},12700"igarch11__skewt__w1000_r5": {12701"n": 1216,12702"ratio": 0.9697197402055002,12703"dm_p": 0.4035896857948164,12704"dm_stat": -0.83551924276020212705},12706"igarch11__t__w1000_r5": {12707"n": 1216,12708"ratio": 0.9729120399653854,12709"dm_p": 0.4346066390252222,12710"dm_stat": -0.781592040513010812711},12712"loghar_rv__empirical__w1000_r5": {12713"n": 1216,12714"ratio": 0.8965899468220754,12715"dm_p": 0.1555665793033538,12716"dm_stat": -1.421023292323505812717},12718"msgarch2__normal__w1000_r5": {12719"n": 1216,12720"ratio": 1.0515106960842826,12721"dm_p": 0.13330589351332525,12722"dm_stat": 1.502197729807881512723},12724"msgarch2__t__w1000_r5": {12725"n": 1216,12726"ratio": 1.0529816834175685,12727"dm_p": 0.1693852614221265,12728"dm_stat": 1.374998954846757812729},12730"nagarch11__ged__w1000_r5": {12731"n": 1216,12732"ratio": 0.9163604346830916,12733"dm_p": 0.13081435888196552,12734"dm_stat": -1.511919595549423312735},12736"nagarch11__normal__w1000_r5": {12737"n": 1216,12738"ratio": 0.9089225285676937,12739"dm_p": 0.0863959484419498,12740"dm_stat": -1.716114767682077812741},12742"nagarch11__skewt__w1000_r5": {12743"n": 1216,12744"ratio": 0.884630918370791,12745"dm_p": 0.06634495681349813,12746"dm_stat": -1.83773877493959712747},12748"nagarch11__t__w1000_r5": {12749"n": 1216,12750"ratio": 0.900036264703143,12751"dm_p": 0.10123807497360156,12752"dm_stat": -1.640124770765267312753},12754"qgarch11__ged__w1000_r5": {12755"n": 1216,12756"ratio": 0.8928735546706371,12757"dm_p": 0.0102644001114651,12758"dm_stat": -2.57080624753462812759},12760"qgarch11__normal__w1000_r5": {12761"n": 1216,12762"ratio": 0.8959768842104812,12763"dm_p": 0.016565679446197478,12764"dm_stat": -2.399536587854367712765},12766"qgarch11__skewt__w1000_r5": {12767"n": 1216,12768"ratio": 0.8738178923865293,12769"dm_p": 0.00632895288982512,12770"dm_stat": -2.734990321868685712771},12772"qgarch11__t__w1000_r5": {12773"n": 1216,12774"ratio": 0.8787585345337442,12775"dm_p": 0.008273332098859186,12776"dm_stat": -2.645045671919581412777},12778"realgarch11__normal__w1000_r5": {12779"n": 1216,12780"ratio": 0.8770936650278284,12781"dm_p": 0.01320220980262059,12782"dm_stat": -2.48191447804645512783},12784"realgarch11__t__w1000_r5": {12785"n": 1216,12786"ratio": 1.8344880725186903,12787"dm_p": 0.0003226119648204125,12788"dm_stat": 3.60677001891231512789},12790"rm2006__normal__w1000_r5": {12791"n": 1216,12792"ratio": 1.0854085237746223,12793"dm_p": 0.28188661561904543,12794"dm_stat": 1.07656890430328512795},12796"rm_rw__empirical__w1000_r5": {12797"n": 1216,12798"ratio": 1.612810157458106,12799"dm_p": 1.1554422732354805e-11,12800"dm_stat": 6.851908451981989512801},12802"tarch11__ged__w1000_r5": {12803"n": 1216,12804"ratio": 0.8967504667491326,12805"dm_p": 0.06475046207846329,12806"dm_stat": -1.848655054498344412807},12808"tarch11__normal__w1000_r5": {12809"n": 1216,12810"ratio": 0.9010032733623824,12811"dm_p": 0.07808015452142132,12812"dm_stat": -1.763425007262609412813},12814"tarch11__skewt__w1000_r5": {12815"n": 1216,12816"ratio": 0.8797775189068308,12817"dm_p": 0.052563737966428846,12818"dm_stat": -1.940387327118460412819},12820"tarch11__t__w1000_r5": {12821"n": 1216,12822"ratio": 0.8904852783611423,12823"dm_p": 0.0718214040300801,12824"dm_stat": -1.80182081351983912825}12826},12827"prev_sign=pos": {12828"aparch11__ged__w1000_r5": {12829"n": 1502,12830"ratio": 0.938564423487099,12831"dm_p": 0.4282558211057227,12832"dm_stat": -0.792394638253382712833},12834"aparch11__normal__w1000_r5": {12835"n": 1502,12836"ratio": 0.9501707530450033,12837"dm_p": 0.5423199958871252,12838"dm_stat": -0.609447654472368412839},12840"aparch11__skewt__w1000_r5": {12841"n": 1502,12842"ratio": 0.9083974773024426,12843"dm_p": 0.15186944925857399,12844"dm_stat": -1.433688486629013412845},12846"aparch11__t__w1000_r5": {12847"n": 1502,12848"ratio": 0.9179277899672169,12849"dm_p": 0.19796938957829477,12850"dm_stat": -1.28792844651377112851},12852"arch5__ged__w1000_r5": {12853"n": 1502,12854"ratio": 1.108740102227316,12855"dm_p": 8.609474215944701e-07,12856"dm_stat": 4.94176284418381712857},12858"arch5__normal__w1000_r5": {12859"n": 1502,12860"ratio": 1.1130497828713406,12861"dm_p": 2.0717977545884266e-07,12862"dm_stat": 5.21706195989541212863},12864"arch5__skewt__w1000_r5": {12865"n": 1502,12866"ratio": 1.1096264690071527,12867"dm_p": 3.2214086406136044e-06,12868"dm_stat": 4.67382009992632112869},12870"arch5__t__w1000_r5": {12871"n": 1502,12872"ratio": 1.1177718516970578,12873"dm_p": 2.169381724347811e-06,12874"dm_stat": 4.75552492124604512875},12876"avgarch11__ged__w1000_r5": {12877"n": 1502,12878"ratio": 0.9804760595203601,12879"dm_p": 0.25540568527556545,12880"dm_stat": -1.137751868661762512881},12882"avgarch11__normal__w1000_r5": {12883"n": 1502,12884"ratio": 1.0031387284201938,12885"dm_p": 0.8355872544097941,12886"dm_stat": 0.207577215670462112887},12888"avgarch11__skewt__w1000_r5": {12889"n": 1502,12890"ratio": 0.9690557432486622,12891"dm_p": 0.10634674125370999,12892"dm_stat": -1.615804480082550812893},12894"avgarch11__t__w1000_r5": {12895"n": 1502,12896"ratio": 0.9735297688081567,12897"dm_p": 0.153132115570644,12898"dm_stat": -1.42927908508773612899},12900"cgarch11__ged__w1000_r5": {12901"n": 1502,12902"ratio": 1.019970467692749,12903"dm_p": 0.5349315785471934,12904"dm_stat": 0.620638722085134212905},12906"cgarch11__normal__w1000_r5": {12907"n": 1502,12908"ratio": 1.0312846624209475,12909"dm_p": 0.34904736842699646,12910"dm_stat": 0.93673151575704712911},12912"cgarch11__skewt__w1000_r5": {12913"n": 1502,12914"ratio": 1.0143268450586527,12915"dm_p": 0.6573620869973614,12916"dm_stat": 0.4436465494442224412917},12918"cgarch11__t__w1000_r5": {12919"n": 1502,12920"ratio": 1.0273592830356528,12921"dm_p": 0.39166587264697017,12922"dm_stat": 0.856847632429483912923},12924"constvar__normal__w1000_r5": {12925"n": 1502,12926"ratio": 2.593638227561312,12927"dm_p": 0.012074854149904966,12928"dm_stat": 2.513004351587541812929},12930"egarch11__ged__w1000_r5": {12931"n": 1502,12932"ratio": 0.9419462373741959,12933"dm_p": 0.30791089135202065,12934"dm_stat": -1.01996190595292412935},12936"egarch11__normal__w1000_r5": {12937"n": 1502,12938"ratio": 0.9606527764810598,12939"dm_p": 0.5258082716762391,12940"dm_stat": -0.634565909025208412941},12942"egarch11__skewt__w1000_r5": {12943"n": 1502,12944"ratio": 0.920675572309413,12945"dm_p": 0.09886153421716332,12946"dm_stat": -1.65142237803410812947},12948"egarch11__t__w1000_r5": {12949"n": 1502,12950"ratio": 0.9222534164724254,12951"dm_p": 0.10316678948472198,12952"dm_stat": -1.630684089946468512953},12954"ewma094__normal__w1000_r5": {12955"n": 1502,12956"ratio": 1.1076433286640108,12957"dm_p": 0.10562003351047386,12958"dm_stat": 1.619173404465578312959},12960"figarch11__ged__w1000_r5": {12961"n": 1502,12962"ratio": 1.00534028066068,12963"dm_p": 0.8349910697572654,12964"dm_stat": 0.2083408934523988412965},12966"figarch11__normal__w1000_r5": {12967"n": 1502,12968"ratio": 1.0151774331873502,12969"dm_p": 0.5882445065137885,12970"dm_stat": 0.541498335594416512971},12972"figarch11__skewt__w1000_r5": {12973"n": 1502,12974"ratio": 0.9995298261812703,12975"dm_p": 0.984552875275314,12976"dm_stat": -0.01936453557410900212977},12978"figarch11__t__w1000_r5": {12979"n": 1502,12980"ratio": 1.0050111609134187,12981"dm_p": 0.8317587755198297,12982"dm_stat": 0.212483403205216612983},12984"garch11__ged__w1000_r5": {12985"n": 1502,12986"ratio": 0.9968255720144205,12987"dm_p": 0.6421262800599677,12988"dm_stat": -0.464822098312752612989},12990"garch11__normal__w1000_r5": {12991"n": 1502,12992"ratio": 1.0,12993"dm_p": 1.0,12994"dm_stat": 0.012995},12996"garch11__skewt__w1000_r5": {12997"n": 1502,12998"ratio": 0.9949954148228143,12999"dm_p": 0.7018465274540622,13000"dm_stat": -0.3829021576015957413001},13002"garch11__t__w1000_r5": {13003"n": 1502,13004"ratio": 1.001777861504103,13005"dm_p": 0.8876519806621518,13006"dm_stat": 0.1412999109625259813007},13008"garch12__ged__w1000_r5": {13009"n": 1502,13010"ratio": 0.9966554983384354,13011"dm_p": 0.6419206979819281,13012"dm_stat": -0.465109236628142113013},13014"garch12__normal__w1000_r5": {13015"n": 1502,13016"ratio": 1.0011582718709164,13017"dm_p": 0.5215697998415398,13018"dm_stat": 0.641078114228443713019},13020"garch12__skewt__w1000_r5": {13021"n": 1502,13022"ratio": 0.9948394710555275,13023"dm_p": 0.6958649619139915,13024"dm_stat": -0.3909834439122862313025},13026"garch12__t__w1000_r5": {13027"n": 1502,13028"ratio": 1.0017235003129603,13029"dm_p": 0.892647380703425,13030"dm_stat": 0.1349779810966220413031},13032"garch21__ged__w1000_r5": {13033"n": 1502,13034"ratio": 1.0004632305567922,13035"dm_p": 0.9500967801743363,13036"dm_stat": 0.06259570937417613037},13038"garch21__normal__w1000_r5": {13039"n": 1502,13040"ratio": 1.0045374670550045,13041"dm_p": 0.08252847190370498,13042"dm_stat": 1.737361663667117413043},13044"garch21__skewt__w1000_r5": {13045"n": 1502,13046"ratio": 0.9972989385548754,13047"dm_p": 0.8354447507408588,13048"dm_stat": -0.207759743528917113049},13050"garch21__t__w1000_r5": {13051"n": 1502,13052"ratio": 1.0032788065945328,13053"dm_p": 0.7935975827095533,13054"dm_stat": 0.261688407341296813055},13056"garchm11__ged__w1000_r5": {13057"n": 1502,13058"ratio": 0.986477046034162,13059"dm_p": 0.0564378561126894,13060"dm_stat": -1.909114361337796613061},13062"garchm11__normal__w1000_r5": {13063"n": 1502,13064"ratio": 0.993306567652682,13065"dm_p": 0.00014102113794832037,13066"dm_stat": -3.81621229230820713067},13068"garchm11__skewt__w1000_r5": {13069"n": 1502,13070"ratio": 0.9833276427362306,13071"dm_p": 0.16225816589434364,13072"dm_stat": -1.39820468441948713073},13074"garchm11__t__w1000_r5": {13075"n": 1502,13076"ratio": 0.9929121745023767,13077"dm_p": 0.5573044492895236,13078"dm_stat": -0.586981435171889913079},13080"garchx_rv11__normal__w1000_r5": {13081"n": 1502,13082"ratio": 0.8799082270622653,13083"dm_p": 0.006524369974496527,13084"dm_stat": -2.72400408893845713085},13086"garchx_rv11__t__w1000_r5": {13087"n": 1502,13088"ratio": 0.8818739142846388,13089"dm_p": 0.01096122269600441,13090"dm_stat": -2.547102099305879313091},13092"gas_t11__t__w1000_r5": {13093"n": 1502,13094"ratio": 0.9959111065026377,13095"dm_p": 0.8470508707857903,13096"dm_stat": -0.1929159771502383413097},13098"gjr11__ged__w1000_r5": {13099"n": 1502,13100"ratio": 0.9476473585757667,13101"dm_p": 0.39970298235926704,13102"dm_stat": -0.84239162240430213103},13104"gjr11__normal__w1000_r5": {13105"n": 1502,13106"ratio": 0.958596849423379,13107"dm_p": 0.522125827873053,13108"dm_stat": -0.640222258675489313109},13110"gjr11__skewt__w1000_r5": {13111"n": 1502,13112"ratio": 0.9244826642967529,13113"dm_p": 0.1460374954113805,13114"dm_stat": -1.454425314910636513115},13116"gjr11__t__w1000_r5": {13117"n": 1502,13118"ratio": 0.9290162030900333,13119"dm_p": 0.16909466413134677,13120"dm_stat": -1.37578109792592313121},13122"har_rv__empirical__w1000_r5": {13123"n": 1502,13124"ratio": 1.13169657882997,13125"dm_p": 0.014429140846878213,13126"dm_stat": 2.449247734752958613127},13128"heavy11__normal__w1000_r5": {13129"n": 1502,13130"ratio": 0.8830360664819579,13131"dm_p": 0.010176616149074022,13132"dm_stat": -2.573027985708457713133},13134"heavy11__t__w1000_r5": {13135"n": 1502,13136"ratio": 0.8863402377080957,13137"dm_p": 0.017991679221851367,13138"dm_stat": -2.368391489506232413139},13140"histvar22__empirical__w1000_r5": {13141"n": 1502,13142"ratio": 1.3220795703403032,13143"dm_p": 0.0017651570191497448,13144"dm_stat": 3.132763644641595413145},13146"histvar252__empirical__w1000_r5": {13147"n": 1502,13148"ratio": 2.1026112115160744,13149"dm_p": 0.001046101049639889,13150"dm_stat": 3.284248344289486513151},13152"histvar66__empirical__w1000_r5": {13153"n": 1502,13154"ratio": 1.4387856881423637,13155"dm_p": 0.004745882086351243,13156"dm_stat": 2.82802079581646513157},13158"igarch11__ged__w1000_r5": {13159"n": 1502,13160"ratio": 1.0478008027567347,13161"dm_p": 0.015477008908655663,13162"dm_stat": 2.42379013328663813163},13164"igarch11__normal__w1000_r5": {13165"n": 1502,13166"ratio": 1.0622401810439033,13167"dm_p": 0.001709163626752215,13168"dm_stat": 3.142276248616147513169},13170"igarch11__skewt__w1000_r5": {13171"n": 1502,13172"ratio": 1.0388053046378884,13173"dm_p": 0.07240793074956083,13174"dm_stat": 1.797810578019618313175},13176"igarch11__t__w1000_r5": {13177"n": 1502,13178"ratio": 1.0441400407800525,13179"dm_p": 0.036559378790035915,13180"dm_stat": 2.092522596459516713181},13182"loghar_rv__empirical__w1000_r5": {13183"n": 1502,13184"ratio": 0.846986688156741,13185"dm_p": 0.0020597017139540414,13186"dm_stat": -3.08688135447606313187},13188"msgarch2__normal__w1000_r5": {13189"n": 1502,13190"ratio": 0.9924475518626551,13191"dm_p": 0.6990161402963412,13192"dm_stat": -0.386722950467269513193},13194"msgarch2__t__w1000_r5": {13195"n": 1502,13196"ratio": 1.0578577832166025,13197"dm_p": 0.24567175054984827,13198"dm_stat": 1.16138073849100513199},13200"nagarch11__ged__w1000_r5": {13201"n": 1502,13202"ratio": 0.9079337241949901,13203"dm_p": 0.09958376733748873,13204"dm_stat": -1.6478937495355813205},13206"nagarch11__normal__w1000_r5": {13207"n": 1502,13208"ratio": 0.8968649949600885,13209"dm_p": 0.05525756465929292,13210"dm_stat": -1.918338952637968413211},13212"nagarch11__skewt__w1000_r5": {13213"n": 1502,13214"ratio": 0.8862659005544742,13215"dm_p": 0.03324749603894044,13216"dm_stat": -2.131045578825489613217},13218"nagarch11__t__w1000_r5": {13219"n": 1502,13220"ratio": 0.8970636232796048,13221"dm_p": 0.05337422670719072,13222"dm_stat": -1.933404576825019613223},13224"qgarch11__ged__w1000_r5": {13225"n": 1502,13226"ratio": 0.8891805412518944,13227"dm_p": 0.00021552067859973977,13228"dm_stat": -3.70916606802912413229},13230"qgarch11__normal__w1000_r5": {13231"n": 1502,13232"ratio": 0.8935550855436886,13233"dm_p": 0.00020153080793574904,13234"dm_stat": -3.72628319851203913235},13236"qgarch11__skewt__w1000_r5": {13237"n": 1502,13238"ratio": 0.8786930451327525,13239"dm_p": 7.359165816317066e-06,13240"dm_stat": -4.49882853382893213241},13242"qgarch11__t__w1000_r5": {13243"n": 1502,13244"ratio": 0.8831642679922882,13245"dm_p": 2.950491731170279e-05,13246"dm_stat": -4.19012528589900513247},13248"realgarch11__normal__w1000_r5": {13249"n": 1502,13250"ratio": 0.8392141537511439,13251"dm_p": 0.00058497103335707,13252"dm_stat": -3.445846693920414413253},13254"realgarch11__t__w1000_r5": {13255"n": 1502,13256"ratio": 2.2373989443990205,13257"dm_p": 5.219077757414368e-06,13258"dm_stat": 4.57234324790807813259},13260"rm2006__normal__w1000_r5": {13261"n": 1502,13262"ratio": 1.067577098502885,13263"dm_p": 0.21314590906605815,13264"dm_stat": 1.24549045291750213265},13266"rm_rw__empirical__w1000_r5": {13267"n": 1502,13268"ratio": 1.7632640968191877,13269"dm_p": 8.050685290269866e-10,13270"dm_stat": 6.18379639006184513271},13272"tarch11__ged__w1000_r5": {13273"n": 1502,13274"ratio": 0.924365464861681,13275"dm_p": 0.29971606012636315,13276"dm_stat": -1.037401088365871313277},13278"tarch11__normal__w1000_r5": {13279"n": 1502,13280"ratio": 0.9272732201017903,13281"dm_p": 0.321800227369811,13282"dm_stat": -0.99109234663041413283},13284"tarch11__skewt__w1000_r5": {13285"n": 1502,13286"ratio": 0.9089121649994293,13287"dm_p": 0.16763840218967827,13288"dm_stat": -1.380499627934655513289},13290"tarch11__t__w1000_r5": {13291"n": 1502,13292"ratio": 0.9155827786035792,13293"dm_p": 0.20744711735643334,13294"dm_stat": -1.261160180944328213295}13296},13297"episode=covid": {13298"aparch11__ged__w1000_r5": {13299"n": 92,13300"ratio": 1.5294018576827346,13301"dm_p": 0.3636916271672679,13302"dm_stat": 0.912930182258310913303},13304"aparch11__normal__w1000_r5": {13305"n": 92,13306"ratio": 1.5549163150192027,13307"dm_p": 0.38083889114959113,13308"dm_stat": 0.880628338141888813309},13310"aparch11__skewt__w1000_r5": {13311"n": 92,13312"ratio": 1.3262950768815363,13313"dm_p": 0.4757077183302744,13314"dm_stat": 0.716190372724399913315},13316"aparch11__t__w1000_r5": {13317"n": 92,13318"ratio": 1.3083551044459476,13319"dm_p": 0.48145659595231804,13320"dm_stat": 0.706864867275795913321},13322"arch5__ged__w1000_r5": {13323"n": 92,13324"ratio": 1.0155229241349217,13325"dm_p": 0.8697253935438212,13326"dm_stat": 0.164470693773080813327},13328"arch5__normal__w1000_r5": {13329"n": 92,13330"ratio": 1.0007844063199625,13331"dm_p": 0.9933970005148286,13332"dm_stat": 0.00829849494908296813333},13334"arch5__skewt__w1000_r5": {13335"n": 92,13336"ratio": 0.9471784497157831,13337"dm_p": 0.6522017193527513,13338"dm_stat": -0.45219900547372513339},13340"arch5__t__w1000_r5": {13341"n": 92,13342"ratio": 0.9197649002670599,13343"dm_p": 0.5377305939202718,13344"dm_stat": -0.618591898547395613345},13346"avgarch11__ged__w1000_r5": {13347"n": 92,13348"ratio": 1.0532638855947591,13349"dm_p": 0.6311421774329833,13350"dm_stat": 0.4817470910459659713351},13352"avgarch11__normal__w1000_r5": {13353"n": 92,13354"ratio": 0.989361965229679,13355"dm_p": 0.9218626349375484,13356"dm_stat": -0.098360173089902713357},13358"avgarch11__skewt__w1000_r5": {13359"n": 92,13360"ratio": 1.0311718734318194,13361"dm_p": 0.7975190936461378,13362"dm_stat": 0.2573117049230232413363},13364"avgarch11__t__w1000_r5": {13365"n": 92,13366"ratio": 1.0255999978338515,13367"dm_p": 0.837062742057237,13368"dm_stat": 0.206241832983471313369},13370"cgarch11__ged__w1000_r5": {13371"n": 92,13372"ratio": 1.083783492270563,13373"dm_p": 0.466877856508622,13374"dm_stat": 0.7306370337709213375},13376"cgarch11__normal__w1000_r5": {13377"n": 92,13378"ratio": 1.017802530922199,13379"dm_p": 0.8605989378064122,13380"dm_stat": 0.1761098842566404813381},13382"cgarch11__skewt__w1000_r5": {13383"n": 92,13384"ratio": 1.0445404895297576,13385"dm_p": 0.6615931830304701,13386"dm_stat": 0.439150932960053613387},13388"cgarch11__t__w1000_r5": {13389"n": 92,13390"ratio": 1.0298329574410474,13391"dm_p": 0.7711662220375415,13392"dm_stat": 0.291717989593522613393},13394"constvar__normal__w1000_r5": {13395"n": 92,13396"ratio": 16.576827105223174,13397"dm_p": 0.11013988889581344,13398"dm_stat": 1.613309712987867513399},13400"egarch11__ged__w1000_r5": {13401"n": 92,13402"ratio": 1.5518016463282165,13403"dm_p": 0.229047426426121,13404"dm_stat": 1.210957108718774513405},13406"egarch11__normal__w1000_r5": {13407"n": 92,13408"ratio": 1.720830293100187,13409"dm_p": 0.1762712949345166,13410"dm_stat": 1.362918456726828713411},13412"egarch11__skewt__w1000_r5": {13413"n": 92,13414"ratio": 1.2263287728870327,13415"dm_p": 0.5088666181133251,13416"dm_stat": 0.663219424310209613417},13418"egarch11__t__w1000_r5": {13419"n": 92,13420"ratio": 1.1956883218778012,13421"dm_p": 0.5378281419043928,13422"dm_stat": 0.618443208848456313423},13424"ewma094__normal__w1000_r5": {13425"n": 92,13426"ratio": 1.8015130078125465,13427"dm_p": 0.03444395734737021,13428"dm_stat": 2.147100629556433713429},13430"figarch11__ged__w1000_r5": {13431"n": 92,13432"ratio": 1.0140575485717227,13433"dm_p": 0.8943397632526879,13434"dm_stat": 0.1331867631804137513435},13436"figarch11__normal__w1000_r5": {13437"n": 92,13438"ratio": 0.956206124307969,13439"dm_p": 0.6958477407029615,13440"dm_stat": -0.392172516220019813441},13442"figarch11__skewt__w1000_r5": {13443"n": 92,13444"ratio": 0.9992974249830822,13445"dm_p": 0.9946090562394315,13446"dm_stat": -0.006775185517150842513447},13448"figarch11__t__w1000_r5": {13449"n": 92,13450"ratio": 0.9954660906577444,13451"dm_p": 0.9662549270677621,13452"dm_stat": -0.0424223849645886113453},13454"garch11__ged__w1000_r5": {13455"n": 92,13456"ratio": 1.0174028436079672,13457"dm_p": 0.3742515062160372,13458"dm_stat": 0.892927075690891113459},13460"garch11__normal__w1000_r5": {13461"n": 92,13462"ratio": 1.0,13463"dm_p": 1.0,13464"dm_stat": 0.013465},13466"garch11__skewt__w1000_r5": {13467"n": 92,13468"ratio": 0.9550034782448158,13469"dm_p": 0.4913468894179797,13470"dm_stat": -0.690964185425353513471},13472"garch11__t__w1000_r5": {13473"n": 92,13474"ratio": 0.9193157181938975,13475"dm_p": 0.34139420181298963,13476"dm_stat": -0.956419728142554713477},13478"garch12__ged__w1000_r5": {13479"n": 92,13480"ratio": 1.0173759664490991,13481"dm_p": 0.37483689765026784,13482"dm_stat": 0.891828672453389113483},13484"garch12__normal__w1000_r5": {13485"n": 92,13486"ratio": 0.9974484817917383,13487"dm_p": 0.8900893745016492,13488"dm_stat": -0.1385785819141546513489},13490"garch12__skewt__w1000_r5": {13491"n": 92,13492"ratio": 0.9549571353333092,13493"dm_p": 0.49103219421060185,13494"dm_stat": -0.691467404758033813495},13496"garch12__t__w1000_r5": {13497"n": 92,13498"ratio": 0.9193474103602194,13499"dm_p": 0.3414220684157442,13500"dm_stat": -0.956364247856080113501},13502"garch21__ged__w1000_r5": {13503"n": 92,13504"ratio": 1.0104711257128567,13505"dm_p": 0.6731021187184981,13506"dm_stat": 0.4232628976517842613507},13508"garch21__normal__w1000_r5": {13509"n": 92,13510"ratio": 0.998748251438041,13511"dm_p": 0.8661640637521709,13512"dm_stat": -0.169009777509488713513},13514"garch21__skewt__w1000_r5": {13515"n": 92,13516"ratio": 0.9439563621033544,13517"dm_p": 0.34274306614953737,13518"dm_stat": -0.953737613627308213519},13520"garch21__t__w1000_r5": {13521"n": 92,13522"ratio": 0.9094684211262544,13523"dm_p": 0.247685399099303,13524"dm_stat": -1.163457910005768513525},13526"garchm11__ged__w1000_r5": {13527"n": 92,13528"ratio": 0.9857536130882569,13529"dm_p": 0.7569729987001811,13530"dm_stat": -0.310391550136344713531},13532"garchm11__normal__w1000_r5": {13533"n": 92,13534"ratio": 0.9753278227908442,13535"dm_p": 0.1778036147625592,13536"dm_stat": -1.3580558974850213537},13538"garchm11__skewt__w1000_r5": {13539"n": 92,13540"ratio": 0.9345759934238511,13541"dm_p": 0.43491420858867386,13542"dm_stat": -0.784277297183244913543},13544"garchm11__t__w1000_r5": {13545"n": 92,13546"ratio": 0.8876087980421997,13547"dm_p": 0.3269153225213469,13548"dm_stat": -0.985656188246911913549},13550"garchx_rv11__normal__w1000_r5": {13551"n": 92,13552"ratio": 0.849419304803654,13553"dm_p": 0.19083989863264825,13554"dm_stat": -1.317915865458239513555},13556"garchx_rv11__t__w1000_r5": {13557"n": 92,13558"ratio": 0.8194621162893532,13559"dm_p": 0.2011572880619013,13560"dm_stat": -1.287579689225537113561},13562"gas_t11__t__w1000_r5": {13563"n": 92,13564"ratio": 1.0910522894036623,13565"dm_p": 0.5351284949925023,13566"dm_stat": 0.622563307284603313567},13568"gjr11__ged__w1000_r5": {13569"n": 92,13570"ratio": 1.5073711480590772,13571"dm_p": 0.2842371160455101,13572"dm_stat": 1.077202633642291313573},13574"gjr11__normal__w1000_r5": {13575"n": 92,13576"ratio": 1.5346561414654853,13577"dm_p": 0.29898305985326257,13578"dm_stat": 1.04458213624926313579},13580"gjr11__skewt__w1000_r5": {13581"n": 92,13582"ratio": 1.3243318951204914,13583"dm_p": 0.3633855483865093,13584"dm_stat": 0.913515427673433213585},13586"gjr11__t__w1000_r5": {13587"n": 92,13588"ratio": 1.315731058658608,13589"dm_p": 0.3799622115640393,13590"dm_stat": 0.882257388835881813591},13592"har_rv__empirical__w1000_r5": {13593"n": 92,13594"ratio": 2.0909554300747497,13595"dm_p": 0.2061914857540868,13596"dm_stat": 1.273195713311666513597},13598"heavy11__normal__w1000_r5": {13599"n": 92,13600"ratio": 0.8435893850962816,13601"dm_p": 0.19845422707983074,13602"dm_stat": -1.295413381244428813603},13604"heavy11__t__w1000_r5": {13605"n": 92,13606"ratio": 0.8189682262825727,13607"dm_p": 0.20748647773298973,13608"dm_stat": -1.269537632077214713609},13610"histvar22__empirical__w1000_r5": {13611"n": 92,13612"ratio": 1.8250950788149047,13613"dm_p": 0.08916375727838356,13614"dm_stat": 1.718184513214195513615},13616"histvar252__empirical__w1000_r5": {13617"n": 92,13618"ratio": 8.941410686330096,13619"dm_p": 0.13649314358449094,13620"dm_stat": 1.50225661464826813621},13622"histvar66__empirical__w1000_r5": {13623"n": 92,13624"ratio": 4.791363089744133,13625"dm_p": 0.06016756531986603,13626"dm_stat": 1.903260195925941613627},13628"igarch11__ged__w1000_r5": {13629"n": 92,13630"ratio": 0.8680449694514313,13631"dm_p": 0.2358062208741938,13632"dm_stat": -1.193421963267810713633},13634"igarch11__normal__w1000_r5": {13635"n": 92,13636"ratio": 0.8239741779762407,13637"dm_p": 0.17642180011158537,13638"dm_stat": -1.362439439175221513639},13640"igarch11__skewt__w1000_r5": {13641"n": 92,13642"ratio": 0.864603676372581,13643"dm_p": 0.26851520974912696,13644"dm_stat": -1.113291844634940713645},13646"igarch11__t__w1000_r5": {13647"n": 92,13648"ratio": 0.8589817033068052,13649"dm_p": 0.2699164651508977,13650"dm_stat": -1.1100166378636513651},13652"loghar_rv__empirical__w1000_r5": {13653"n": 92,13654"ratio": 1.4839107989233804,13655"dm_p": 0.23358180044321367,13656"dm_stat": 1.19915256034360813657},13658"msgarch2__normal__w1000_r5": {13659"n": 92,13660"ratio": 1.310519193606989,13661"dm_p": 0.14485719008786918,13662"dm_stat": 1.47056860377296813663},13664"msgarch2__t__w1000_r5": {13665"n": 92,13666"ratio": 1.0901707076172165,13667"dm_p": 0.5002015795755953,13668"dm_stat": 0.676876120489249413669},13670"nagarch11__ged__w1000_r5": {13671"n": 92,13672"ratio": 1.1978596350627433,13673"dm_p": 0.5499807328586611,13674"dm_stat": 0.600025167916275813675},13676"nagarch11__normal__w1000_r5": {13677"n": 92,13678"ratio": 1.2079129206724202,13679"dm_p": 0.557674745756677,13680"dm_stat": 0.588469864839117613681},13682"nagarch11__skewt__w1000_r5": {13683"n": 92,13684"ratio": 1.125129183718743,13685"dm_p": 0.6998325661281584,13686"dm_stat": 0.386765779021595413687},13688"nagarch11__t__w1000_r5": {13689"n": 92,13690"ratio": 1.106852196514183,13691"dm_p": 0.7318181484160744,13692"dm_stat": 0.343762195815678413693},13694"qgarch11__ged__w1000_r5": {13695"n": 92,13696"ratio": 1.029745277283662,13697"dm_p": 0.8218094753981064,13698"dm_stat": 0.2258694602937494413699},13700"qgarch11__normal__w1000_r5": {13701"n": 92,13702"ratio": 1.017682287787763,13703"dm_p": 0.9103249752710404,13704"dm_stat": 0.1129424360678916413705},13706"qgarch11__skewt__w1000_r5": {13707"n": 92,13708"ratio": 0.9633473992530636,13709"dm_p": 0.7829938383795096,13710"dm_stat": -0.276235164475773613711},13712"qgarch11__t__w1000_r5": {13713"n": 92,13714"ratio": 0.9526317202541251,13715"dm_p": 0.7274204184023814,13716"dm_stat": -0.3496350963754409313717},13718"realgarch11__normal__w1000_r5": {13719"n": 92,13720"ratio": 1.1146814458999474,13721"dm_p": 0.3838053060243691,13722"dm_stat": 0.875133415870104413723},13724"realgarch11__t__w1000_r5": {13725"n": 92,13726"ratio": 3.7470861830646887,13727"dm_p": 0.0005069282517025704,13728"dm_stat": 3.606266225925717413729},13730"rm2006__normal__w1000_r5": {13731"n": 92,13732"ratio": 1.5859200758030974,13733"dm_p": 0.09300854853642375,13734"dm_stat": 1.697559036775761613735},13736"rm_rw__empirical__w1000_r5": {13737"n": 92,13738"ratio": 1.2903491645682257,13739"dm_p": 0.2725240777147738,13740"dm_stat": 1.103953178844281613741},13742"tarch11__ged__w1000_r5": {13743"n": 92,13744"ratio": 1.4837551036885608,13745"dm_p": 0.40040574293802,13746"dm_stat": 0.844858306365614113747},13748"tarch11__normal__w1000_r5": {13749"n": 92,13750"ratio": 1.483687592888647,13751"dm_p": 0.40818694959608565,13752"dm_stat": 0.830931967984521713753},13754"tarch11__skewt__w1000_r5": {13755"n": 92,13756"ratio": 1.3721507815688985,13757"dm_p": 0.49091019730451674,13758"dm_stat": 0.691662533591011613759},13760"tarch11__t__w1000_r5": {13761"n": 92,13762"ratio": 1.3744598973823396,13763"dm_p": 0.486156454658473,13764"dm_stat": 0.699286712261380613765}13766},13767"episode=none": {13768"aparch11__ged__w1000_r5": {13769"n": 2334,13770"ratio": 0.901198511809954,13771"dm_p": 0.022609631391006125,13772"dm_stat": -2.28148254681890413773},13774"aparch11__normal__w1000_r5": {13775"n": 2334,13776"ratio": 0.9147786694810903,13777"dm_p": 0.06248106356405196,13778"dm_stat": -1.863759196237027513779},13780"aparch11__skewt__w1000_r5": {13781"n": 2334,13782"ratio": 0.8829890112945041,13783"dm_p": 0.0040302046250518374,13784"dm_stat": -2.878647227818555513785},13786"aparch11__t__w1000_r5": {13787"n": 2334,13788"ratio": 0.8952953630576487,13789"dm_p": 0.010621539509796905,13790"dm_stat": -2.556972008169837713791},13792"arch5__ged__w1000_r5": {13793"n": 2334,13794"ratio": 1.0874168812681595,13795"dm_p": 0.00016222159840541877,13796"dm_stat": 3.777735271058418713797},13798"arch5__normal__w1000_r5": {13799"n": 2334,13800"ratio": 1.0907209903936201,13801"dm_p": 4.100794616747649e-05,13802"dm_stat": 4.10957371332792913803},13804"arch5__skewt__w1000_r5": {13805"n": 2334,13806"ratio": 1.0812426701498985,13807"dm_p": 0.0014415354158140638,13808"dm_stat": 3.19001445502135313809},13810"arch5__t__w1000_r5": {13811"n": 2334,13812"ratio": 1.0928048731445215,13813"dm_p": 0.0006624342935186884,13814"dm_stat": 3.40927215473535113815},13816"avgarch11__ged__w1000_r5": {13817"n": 2334,13818"ratio": 0.9889710057606954,13819"dm_p": 0.5037240037720975,13820"dm_stat": -0.668745494824728913821},13822"avgarch11__normal__w1000_r5": {13823"n": 2334,13824"ratio": 1.0052815560623554,13825"dm_p": 0.7317551961994232,13826"dm_stat": 0.34283271836738713827},13828"avgarch11__skewt__w1000_r5": {13829"n": 2334,13830"ratio": 0.9751200402344838,13831"dm_p": 0.17253287920851315,13832"dm_stat": -1.364528527721544613833},13834"avgarch11__t__w1000_r5": {13835"n": 2334,13836"ratio": 0.9795836235273688,13837"dm_p": 0.2556616058462873,13838"dm_stat": -1.136984317824646613839},13840"cgarch11__ged__w1000_r5": {13841"n": 2334,13842"ratio": 1.007894415810176,13843"dm_p": 0.7977830942924874,13844"dm_stat": 0.2562465039887580313845},13846"cgarch11__normal__w1000_r5": {13847"n": 2334,13848"ratio": 1.026998432210002,13849"dm_p": 0.4126853466701941,13850"dm_stat": 0.81932386787187813851},13852"cgarch11__skewt__w1000_r5": {13853"n": 2334,13854"ratio": 0.9995660495940178,13855"dm_p": 0.9885695163809436,13856"dm_stat": -0.01432801237736226613857},13858"cgarch11__t__w1000_r5": {13859"n": 2334,13860"ratio": 1.012491993257996,13861"dm_p": 0.6768230134751296,13862"dm_stat": 0.4168547365619841313863},13864"constvar__normal__w1000_r5": {13865"n": 2334,13866"ratio": 2.031381107631988,13867"dm_p": 2.4718495632336694e-19,13868"dm_stat": 9.06942967674287113869},13870"egarch11__ged__w1000_r5": {13871"n": 2334,13872"ratio": 0.9112068167727316,13873"dm_p": 0.022622592053111325,13874"dm_stat": -2.28126370160324213875},13876"egarch11__normal__w1000_r5": {13877"n": 2334,13878"ratio": 0.9195074308333278,13879"dm_p": 0.038475579776346705,13880"dm_stat": -2.070924504765227613881},13882"egarch11__skewt__w1000_r5": {13883"n": 2334,13884"ratio": 0.9034347864808552,13885"dm_p": 0.011247643926269977,13886"dm_stat": -2.53692793728926313887},13888"egarch11__t__w1000_r5": {13889"n": 2334,13890"ratio": 0.9129083857131133,13891"dm_p": 0.025342562080773387,13892"dm_stat": -2.237579302303897213893},13894"ewma094__normal__w1000_r5": {13895"n": 2334,13896"ratio": 1.1330571994909626,13897"dm_p": 0.07262783915799284,13898"dm_stat": 1.795974990850586413899},13900"figarch11__ged__w1000_r5": {13901"n": 2334,13902"ratio": 0.9883788523361042,13903"dm_p": 0.6282106864506681,13904"dm_stat": -0.4843109224862399713905},13906"figarch11__normal__w1000_r5": {13907"n": 2334,13908"ratio": 0.9963157860463114,13909"dm_p": 0.8931814692070932,13910"dm_stat": -0.1342942681380891213911},13912"figarch11__skewt__w1000_r5": {13913"n": 2334,13914"ratio": 0.9829322787882391,13915"dm_p": 0.4562512999854242,13916"dm_stat": -0.745157949395982613917},13918"figarch11__t__w1000_r5": {13919"n": 2334,13920"ratio": 0.9898346392700602,13921"dm_p": 0.6461477940780068,13922"dm_stat": -0.4591798549782386613923},13924"garch11__ged__w1000_r5": {13925"n": 2334,13926"ratio": 0.997058523489125,13927"dm_p": 0.7134015728204054,13928"dm_stat": -0.3673361995570091413929},13930"garch11__normal__w1000_r5": {13931"n": 2334,13932"ratio": 1.0,13933"dm_p": 1.0,13934"dm_stat": 0.013935},13936"garch11__skewt__w1000_r5": {13937"n": 2334,13938"ratio": 0.9885227107269743,13939"dm_p": 0.4081815977394262,13940"dm_stat": -0.82724714605947213941},13942"garch11__t__w1000_r5": {13943"n": 2334,13944"ratio": 0.9949150562022131,13945"dm_p": 0.7038525259786977,13946"dm_stat": -0.380171761883539113947},13948"garch12__ged__w1000_r5": {13949"n": 2334,13950"ratio": 0.9976494189079512,13951"dm_p": 0.7847427863014955,13952"dm_stat": -0.273175115697205513953},13954"garch12__normal__w1000_r5": {13955"n": 2334,13956"ratio": 0.9996107790738707,13957"dm_p": 0.8647009749170081,13958"dm_stat": -0.1704119198799520813959},13960"garch12__skewt__w1000_r5": {13961"n": 2334,13962"ratio": 0.9893052588862177,13963"dm_p": 0.4508610713406542,13964"dm_stat": -0.754107011999476313965},13966"garch12__t__w1000_r5": {13967"n": 2334,13968"ratio": 0.9957624687559499,13969"dm_p": 0.7572688758934307,13970"dm_stat": -0.3091055012838503413971},13972"garch21__ged__w1000_r5": {13973"n": 2334,13974"ratio": 1.0020416405480692,13975"dm_p": 0.8096614014185596,13976"dm_stat": 0.2408901783793856713977},13978"garch21__normal__w1000_r5": {13979"n": 2334,13980"ratio": 1.004965563776609,13981"dm_p": 0.04269484570930743,13982"dm_stat": 2.027792771351210313983},13984"garch21__skewt__w1000_r5": {13985"n": 2334,13986"ratio": 0.9936980096522146,13987"dm_p": 0.6551081705756638,13988"dm_stat": -0.4467345870168994413989},13990"garch21__t__w1000_r5": {13991"n": 2334,13992"ratio": 0.9987024923456557,13993"dm_p": 0.9236970453558261,13994"dm_stat": -0.0957881630930182713995},13996"garchm11__ged__w1000_r5": {13997"n": 2334,13998"ratio": 0.9882278058310118,13999"dm_p": 0.17072649371800547,14000"dm_stat": -1.370295568962370114001},14002"garchm11__normal__w1000_r5": {14003"n": 2334,14004"ratio": 0.9938956499169455,14005"dm_p": 0.0019701507722635534,14006"dm_stat": -3.09820670972013114007},14008"garchm11__skewt__w1000_r5": {14009"n": 2334,14010"ratio": 0.978569946619989,14011"dm_p": 0.10865012885717822,14012"dm_stat": -1.604904680301648714013},14014"garchm11__t__w1000_r5": {14015"n": 2334,14016"ratio": 0.9866147305529954,14017"dm_p": 0.32476658562012223,14018"dm_stat": -0.98491778678545114019},14020"garchx_rv11__normal__w1000_r5": {14021"n": 2334,14022"ratio": 0.8889042460106101,14023"dm_p": 0.0018422665505797777,14024"dm_stat": -3.11812352456343814025},14026"garchx_rv11__t__w1000_r5": {14027"n": 2334,14028"ratio": 0.8860499762499942,14029"dm_p": 0.002672140187022815,14030"dm_stat": -3.006362175306332314031},14032"gas_t11__t__w1000_r5": {14033"n": 2334,14034"ratio": 0.9980755011400847,14035"dm_p": 0.9188264756143308,14036"dm_stat": -0.1019230968870280814037},14038"gjr11__ged__w1000_r5": {14039"n": 2334,14040"ratio": 0.914175896867876,14041"dm_p": 0.003212269098652173,14042"dm_stat": -2.949719659938259614043},14044"gjr11__normal__w1000_r5": {14045"n": 2334,14046"ratio": 0.9227557732643255,14047"dm_p": 0.0032418118021501872,14048"dm_stat": -2.946879117983343614049},14050"gjr11__skewt__w1000_r5": {14051"n": 2334,14052"ratio": 0.8991658391191328,14053"dm_p": 0.000976423579776228,14054"dm_stat": -3.301432741102922314055},14056"gjr11__t__w1000_r5": {14057"n": 2334,14058"ratio": 0.9058704218932739,14059"dm_p": 0.0018481454943921176,14060"dm_stat": -3.117180459318353414061},14062"har_rv__empirical__w1000_r5": {14063"n": 2334,14064"ratio": 1.1250045330678167,14065"dm_p": 0.0021658955065900235,14066"dm_stat": 3.06990996285948314067},14068"heavy11__normal__w1000_r5": {14069"n": 2334,14070"ratio": 0.8945139338545661,14071"dm_p": 0.0040435057973592205,14072"dm_stat": -2.877604087958110414073},14074"heavy11__t__w1000_r5": {14075"n": 2334,14076"ratio": 0.8952648194156335,14077"dm_p": 0.006849738285072726,14078"dm_stat": -2.706473100588132414079},14080"histvar22__empirical__w1000_r5": {14081"n": 2334,14082"ratio": 1.4694105375016049,14083"dm_p": 0.0001734200675425237,14084"dm_stat": 3.76097066924191614085},14086"histvar252__empirical__w1000_r5": {14087"n": 2334,14088"ratio": 1.9420093960351215,14089"dm_p": 9.521124610972069e-05,14090"dm_stat": 3.90927954785259714091},14092"histvar66__empirical__w1000_r5": {14093"n": 2334,14094"ratio": 1.4211616567535523,14095"dm_p": 0.006673434896840477,14096"dm_stat": 2.71514748117300314097},14098"igarch11__ged__w1000_r5": {14099"n": 2334,14100"ratio": 1.031652260071895,14101"dm_p": 0.10080105349247581,14102"dm_stat": 1.64163209516657114103},14104"igarch11__normal__w1000_r5": {14105"n": 2334,14106"ratio": 1.0457211413753829,14107"dm_p": 0.03457782076638574,14108"dm_stat": 2.114506658001935614109},14110"igarch11__skewt__w1000_r5": {14111"n": 2334,14112"ratio": 1.0213907379335818,14113"dm_p": 0.3052169126853612,14114"dm_stat": 1.025535477879579314115},14116"igarch11__t__w1000_r5": {14117"n": 2334,14118"ratio": 1.0268712680863343,14119"dm_p": 0.18473234761768403,14120"dm_stat": 1.326716424369253714121},14122"loghar_rv__empirical__w1000_r5": {14123"n": 2334,14124"ratio": 0.8345634450440212,14125"dm_p": 1.2767824930376444e-06,14126"dm_stat": -4.85605699806619614127},14128"msgarch2__normal__w1000_r5": {14129"n": 2334,14130"ratio": 0.9924966385336651,14131"dm_p": 0.656273327471583,14132"dm_stat": -0.4451213889046606314133},14134"msgarch2__t__w1000_r5": {14135"n": 2334,14136"ratio": 1.0629306919281898,14137"dm_p": 0.18125109448141977,14138"dm_stat": 1.33731226214994114139},14140"nagarch11__ged__w1000_r5": {14141"n": 2334,14142"ratio": 0.8927636146359917,14143"dm_p": 0.005569436142728811,14144"dm_stat": -2.77469115944577314145},14146"nagarch11__normal__w1000_r5": {14147"n": 2334,14148"ratio": 0.8793747803755082,14149"dm_p": 0.0004397791329081445,14150"dm_stat": -3.52002163611835414151},14152"nagarch11__skewt__w1000_r5": {14153"n": 2334,14154"ratio": 0.8729510863766814,14155"dm_p": 0.0008736388311025455,14156"dm_stat": -3.33265685728192714157},14158"nagarch11__t__w1000_r5": {14159"n": 2334,14160"ratio": 0.8859829011936959,14161"dm_p": 0.0035518561672894557,14162"dm_stat": -2.91841222014468714163},14164"qgarch11__ged__w1000_r5": {14165"n": 2334,14166"ratio": 0.8907578654758979,14167"dm_p": 1.8420244842016643e-05,14168"dm_stat": -4.29212228713360914169},14170"qgarch11__normal__w1000_r5": {14171"n": 2334,14172"ratio": 0.8960366863779758,14173"dm_p": 2.525926039306494e-05,14174"dm_stat": -4.22094708575932514175},14176"qgarch11__skewt__w1000_r5": {14177"n": 2334,14178"ratio": 0.8821562893397651,14179"dm_p": 1.5663475719720137e-06,14180"dm_stat": -4.81499179669145114181},14182"qgarch11__t__w1000_r5": {14183"n": 2334,14184"ratio": 0.8872441354092406,14185"dm_p": 7.256440454850245e-06,14186"dm_stat": -4.49619950042344314187},14188"realgarch11__normal__w1000_r5": {14189"n": 2334,14190"ratio": 0.8498471147681829,14191"dm_p": 1.8084427164230764e-05,14192"dm_stat": -4.29623722661816914193},14194"realgarch11__t__w1000_r5": {14195"n": 2334,14196"ratio": 2.100661380437527,14197"dm_p": 1.7697395689335578e-07,14198"dm_stat": 5.23788906115647214199},14200"rm2006__normal__w1000_r5": {14201"n": 2334,14202"ratio": 1.0450729788617135,14203"dm_p": 0.44121081950173613,14204"dm_stat": 0.770281667172256414205},14206"rm_rw__empirical__w1000_r5": {14207"n": 2334,14208"ratio": 1.799962277261776,14209"dm_p": 2.4002448553158147e-17,14210"dm_stat": 8.53909630344385414211},14212"tarch11__ged__w1000_r5": {14213"n": 2334,14214"ratio": 0.8815809066241578,14215"dm_p": 0.001154279502609069,14216"dm_stat": -3.25397461976292214217},14218"tarch11__normal__w1000_r5": {14219"n": 2334,14220"ratio": 0.8861402431022274,14221"dm_p": 0.0008952585096652057,14222"dm_stat": -3.325816209028539514223},14224"tarch11__skewt__w1000_r5": {14225"n": 2334,14226"ratio": 0.8715554540025843,14227"dm_p": 0.0003880036463002491,14228"dm_stat": -3.553285167392485514229},14230"tarch11__t__w1000_r5": {14231"n": 2334,14232"ratio": 0.881337272184616,14233"dm_p": 0.0014485028533254482,14234"dm_stat": -3.18861459268619614235}14236},14237"episode=rate_shock_2022": {14238"aparch11__ged__w1000_r5": {14239"n": 251,14240"ratio": 0.7627404596888355,14241"dm_p": 0.15452195735591984,14242"dm_stat": -1.428062302481298614243},14244"aparch11__normal__w1000_r5": {14245"n": 251,14246"ratio": 0.7411877214468938,14247"dm_p": 0.11747625846531404,14248"dm_stat": -1.57087574286733814249},14250"aparch11__skewt__w1000_r5": {14251"n": 251,14252"ratio": 0.7832222779934729,14253"dm_p": 0.2324748146356178,14254"dm_stat": -1.19691148335924314255},14256"aparch11__t__w1000_r5": {14257"n": 251,14258"ratio": 0.7904818641738567,14259"dm_p": 0.24852987691156822,14260"dm_stat": -1.156624367743542214261},14262"arch5__ged__w1000_r5": {14263"n": 251,14264"ratio": 1.1247977557386046,14265"dm_p": 0.15671818642297738,14266"dm_stat": 1.420465386814691314267},14268"arch5__normal__w1000_r5": {14269"n": 251,14270"ratio": 1.1188501899018706,14271"dm_p": 0.17661962425333833,14272"dm_stat": 1.355066102416408314273},14274"arch5__skewt__w1000_r5": {14275"n": 251,14276"ratio": 1.1591420034285056,14277"dm_p": 0.06570528619094512,14278"dm_stat": 1.848538498383179414279},14280"arch5__t__w1000_r5": {14281"n": 251,14282"ratio": 1.1095324052595845,14283"dm_p": 0.2610275570983835,14284"dm_stat": 1.126515469440785314285},14286"avgarch11__ged__w1000_r5": {14287"n": 251,14288"ratio": 0.8553306294874488,14289"dm_p": 0.020313315746374225,14290"dm_stat": -2.335416682152968714291},14292"avgarch11__normal__w1000_r5": {14293"n": 251,14294"ratio": 0.8393462615534135,14295"dm_p": 0.042549510866152704,14296"dm_stat": -2.038527395160035614297},14298"avgarch11__skewt__w1000_r5": {14299"n": 251,14300"ratio": 0.87818356204956,14301"dm_p": 0.017757060964679383,14302"dm_stat": -2.38643850471529714303},14304"avgarch11__t__w1000_r5": {14305"n": 251,14306"ratio": 0.8415737852057407,14307"dm_p": 0.017241252355616014,14308"dm_stat": -2.397512403017233214309},14310"cgarch11__ged__w1000_r5": {14311"n": 251,14312"ratio": 1.0411082939766447,14313"dm_p": 0.3257713727481495,14314"dm_stat": 0.984602321484984814315},14316"cgarch11__normal__w1000_r5": {14317"n": 251,14318"ratio": 1.033296188378086,14319"dm_p": 0.3081805202416707,14320"dm_stat": 1.02112881779580114321},14322"cgarch11__skewt__w1000_r5": {14323"n": 251,14324"ratio": 1.0837132371556033,14325"dm_p": 0.2516517977023823,14326"dm_stat": 1.149005550693824814327},14328"cgarch11__t__w1000_r5": {14329"n": 251,14330"ratio": 1.0273950090308168,14331"dm_p": 0.46977049731595977,14332"dm_stat": 0.723954606070911114333},14334"constvar__normal__w1000_r5": {14335"n": 251,14336"ratio": 1.1644893761809414,14337"dm_p": 0.5101099047308506,14338"dm_stat": 0.659612187566034314339},14340"egarch11__ged__w1000_r5": {14341"n": 251,14342"ratio": 0.7506162628669091,14343"dm_p": 0.08931584852819136,14344"dm_stat": -1.705647008006674114345},14346"egarch11__normal__w1000_r5": {14347"n": 251,14348"ratio": 0.7391820186219972,14349"dm_p": 0.06619360952502201,14350"dm_stat": -1.845182645609004614351},14352"egarch11__skewt__w1000_r5": {14353"n": 251,14354"ratio": 0.7824105691761734,14355"dm_p": 0.19788163677624704,14356"dm_stat": -1.291042038506947414357},14358"egarch11__t__w1000_r5": {14359"n": 251,14360"ratio": 0.7775428846966994,14361"dm_p": 0.17296426501843196,14362"dm_stat": -1.366645443411591614363},14364"ewma094__normal__w1000_r5": {14365"n": 251,14366"ratio": 1.1808638064052535,14367"dm_p": 0.363441413638021,14368"dm_stat": 0.91048953564886414369},14370"figarch11__ged__w1000_r5": {14371"n": 251,14372"ratio": 1.0078481292421473,14373"dm_p": 0.8222977676342166,14374"dm_stat": 0.224826675214698414375},14376"figarch11__normal__w1000_r5": {14377"n": 251,14378"ratio": 1.0039509654291907,14379"dm_p": 0.9306591120740971,14380"dm_stat": 0.0871033195863653714381},14382"figarch11__skewt__w1000_r5": {14383"n": 251,14384"ratio": 1.0469451594751837,14385"dm_p": 0.2781652143818014,14386"dm_stat": 1.086815247446801814387},14388"figarch11__t__w1000_r5": {14389"n": 251,14390"ratio": 0.9999082574331147,14391"dm_p": 0.9979570820613524,14392"dm_stat": -0.00256298244282576614393},14394"garch11__ged__w1000_r5": {14395"n": 251,14396"ratio": 1.0039161045014975,14397"dm_p": 0.7163176131899,14398"dm_stat": 0.36379627093134514399},14400"garch11__normal__w1000_r5": {14401"n": 251,14402"ratio": 1.0,14403"dm_p": 1.0,14404"dm_stat": 0.014405},14406"garch11__skewt__w1000_r5": {14407"n": 251,14408"ratio": 1.0381349875723773,14409"dm_p": 0.32514281833404307,14410"dm_stat": 0.985884818454415414411},14412"garch11__t__w1000_r5": {14413"n": 251,14414"ratio": 0.995320181695899,14415"dm_p": 0.8173057178382828,14416"dm_stat": -0.231255181560985514417},14418"garch12__ged__w1000_r5": {14419"n": 251,14420"ratio": 1.003930145377499,14421"dm_p": 0.7156931041922875,14422"dm_stat": 0.3646336953671937614423},14424"garch12__normal__w1000_r5": {14425"n": 251,14426"ratio": 0.9999780783980369,14427"dm_p": 0.137693328580217,14428"dm_stat": -1.489206827090962914429},14430"garch12__skewt__w1000_r5": {14431"n": 251,14432"ratio": 1.0380873711953598,14433"dm_p": 0.32538302920112355,14434"dm_stat": 0.985394502920611114435},14436"garch12__t__w1000_r5": {14437"n": 251,14438"ratio": 0.9952967692786214,14439"dm_p": 0.8164584460082073,14440"dm_stat": -0.2323472004289578514441},14442"garch21__ged__w1000_r5": {14443"n": 251,14444"ratio": 1.0243207154380256,14445"dm_p": 0.07990405244082499,14446"dm_stat": 1.75839411161962514447},14448"garch21__normal__w1000_r5": {14449"n": 251,14450"ratio": 1.0218506068006514,14451"dm_p": 0.23720502800080087,14452"dm_stat": 1.184842033225919714453},14454"garch21__skewt__w1000_r5": {14455"n": 251,14456"ratio": 1.063123206752097,14457"dm_p": 0.04733974742038631,14458"dm_stat": 1.993079324319592314459},14460"garch21__t__w1000_r5": {14461"n": 251,14462"ratio": 1.012806522717947,14463"dm_p": 0.4251911585589243,14464"dm_stat": 0.798754122965217714465},14466"garchm11__ged__w1000_r5": {14467"n": 251,14468"ratio": 0.9911197103077674,14469"dm_p": 0.46521080338927223,14470"dm_stat": -0.731414852088900914471},14472"garchm11__normal__w1000_r5": {14473"n": 251,14474"ratio": 0.9915791207065702,14475"dm_p": 0.024068859670988225,14476"dm_stat": -2.269847551273427714477},14478"garchm11__skewt__w1000_r5": {14479"n": 251,14480"ratio": 1.0330435789378436,14481"dm_p": 0.45000816848679576,14482"dm_stat": 0.756589597740968314483},14484"garchm11__t__w1000_r5": {14485"n": 251,14486"ratio": 0.9838656288092343,14487"dm_p": 0.4768954574898642,14488"dm_stat": -0.712377330629053514489},14490"garchx_rv11__normal__w1000_r5": {14491"n": 251,14492"ratio": 1.029444042681297,14493"dm_p": 0.8293656927150268,14494"dm_stat": 0.215740820849123414495},14496"garchx_rv11__t__w1000_r5": {14497"n": 251,14498"ratio": 1.0277448142982892,14499"dm_p": 0.8357850758027046,14500"dm_stat": 0.2075041546611483814501},14502"gas_t11__t__w1000_r5": {14503"n": 251,14504"ratio": 0.8982378506380896,14505"dm_p": 0.024880655681399536,14506"dm_stat": -2.256861240659496614507},14508"gjr11__ged__w1000_r5": {14509"n": 251,14510"ratio": 0.9200514036446487,14511"dm_p": 0.46992450695106985,14512"dm_stat": -0.723703332229045714513},14514"gjr11__normal__w1000_r5": {14515"n": 251,14516"ratio": 0.9172929744965558,14517"dm_p": 0.4372740647274117,14518"dm_stat": -0.778052018749647114519},14520"gjr11__skewt__w1000_r5": {14521"n": 251,14522"ratio": 0.9084014178031934,14523"dm_p": 0.40306479049241106,14524"dm_stat": -0.837583282696173814525},14526"gjr11__t__w1000_r5": {14527"n": 251,14528"ratio": 0.9210458971416711,14529"dm_p": 0.5058453428118107,14530"dm_stat": -0.666281831695788614531},14532"har_rv__empirical__w1000_r5": {14533"n": 251,14534"ratio": 0.8677839500312963,14535"dm_p": 0.2990052016225164,14536"dm_stat": -1.040732374616044414537},14538"heavy11__normal__w1000_r5": {14539"n": 251,14540"ratio": 1.0273754951182565,14541"dm_p": 0.8410277581501961,14542"dm_stat": 0.2007877981590790714543},14544"heavy11__t__w1000_r5": {14545"n": 251,14546"ratio": 1.0267805272433312,14547"dm_p": 0.8414288024207396,14548"dm_stat": 0.2002744017134401614549},14550"histvar22__empirical__w1000_r5": {14551"n": 251,14552"ratio": 1.4408133790661564,14553"dm_p": 0.18351595335490908,14554"dm_stat": 1.33370014367443414555},14556"histvar252__empirical__w1000_r5": {14557"n": 251,14558"ratio": 2.3771132098631664,14559"dm_p": 0.008826999407572169,14560"dm_stat": 2.63941173493238914561},14562"histvar66__empirical__w1000_r5": {14563"n": 251,14564"ratio": 1.4910131681085794,14565"dm_p": 0.05988492492796022,14566"dm_stat": 1.890222108779722614567},14568"igarch11__ged__w1000_r5": {14569"n": 251,14570"ratio": 1.0069352304549866,14571"dm_p": 0.894479799136146,14572"dm_stat": 0.1327728907422259214573},14574"igarch11__normal__w1000_r5": {14575"n": 251,14576"ratio": 1.01130964429089,14577"dm_p": 0.8529091373516758,14578"dm_stat": 0.185599759269425314579},14580"igarch11__skewt__w1000_r5": {14581"n": 251,14582"ratio": 1.0199082708361882,14583"dm_p": 0.6484208422794461,14584"dm_stat": 0.456508325316371414585},14586"igarch11__t__w1000_r5": {14587"n": 251,14588"ratio": 0.9924341758162846,14589"dm_p": 0.8917321137075497,14590"dm_stat": -0.1362515027496037614591},14592"loghar_rv__empirical__w1000_r5": {14593"n": 251,14594"ratio": 0.8662677352412793,14595"dm_p": 0.2878309866266894,14596"dm_stat": -1.065160430457397614597},14598"msgarch2__normal__w1000_r5": {14599"n": 251,14600"ratio": 0.966578243021777,14601"dm_p": 0.4011538318689474,14602"dm_stat": -0.840996009539864914603},14604"msgarch2__t__w1000_r5": {14605"n": 251,14606"ratio": 0.9630640865226976,14607"dm_p": 0.2965859604568174,14608"dm_stat": -1.045968207513863714609},14610"nagarch11__ged__w1000_r5": {14611"n": 251,14612"ratio": 0.9433042181693354,14613"dm_p": 0.7613707959391287,14614"dm_stat": -0.3040130973422565714615},14616"nagarch11__normal__w1000_r5": {14617"n": 251,14618"ratio": 0.9141270357827593,14619"dm_p": 0.6260508072358821,14620"dm_stat": -0.487896436404422814621},14622"nagarch11__skewt__w1000_r5": {14623"n": 251,14624"ratio": 0.9155691272349381,14625"dm_p": 0.6512652639472999,14626"dm_stat": -0.452550002598642914627},14628"nagarch11__t__w1000_r5": {14629"n": 251,14630"ratio": 0.9576483066517683,14631"dm_p": 0.8286688475170578,14632"dm_stat": -0.2166358127298960414633},14634"qgarch11__ged__w1000_r5": {14635"n": 251,14636"ratio": 0.8191889274438899,14637"dm_p": 0.10398896149090317,14638"dm_stat": -1.631760348832505614639},14640"qgarch11__normal__w1000_r5": {14641"n": 251,14642"ratio": 0.8185785013920661,14643"dm_p": 0.12483964858933713,14644"dm_stat": -1.539940310849457614645},14646"qgarch11__skewt__w1000_r5": {14647"n": 251,14648"ratio": 0.7887852635930781,14649"dm_p": 0.05242342107145567,14650"dm_stat": -1.94892071397783214651},14652"qgarch11__t__w1000_r5": {14653"n": 251,14654"ratio": 0.8094974560964047,14655"dm_p": 0.08029179781321585,14656"dm_stat": -1.756123511519317214657},14658"realgarch11__normal__w1000_r5": {14659"n": 251,14660"ratio": 0.9014467784530794,14661"dm_p": 0.45948880792420715,14662"dm_stat": -0.740834897616826414663},14664"realgarch11__t__w1000_r5": {14665"n": 251,14666"ratio": 0.9541394190155523,14667"dm_p": 0.7569301325230523,14668"dm_stat": -0.309853968921893514669},14670"rm2006__normal__w1000_r5": {14671"n": 251,14672"ratio": 1.0358562869860273,14673"dm_p": 0.7902694267880984,14674"dm_stat": 0.2662457212027221614675},14676"rm_rw__empirical__w1000_r5": {14677"n": 251,14678"ratio": 2.0845811067357327,14679"dm_p": 0.0005424689517547501,14680"dm_stat": 3.504227856971142714681},14682"tarch11__ged__w1000_r5": {14683"n": 251,14684"ratio": 0.7658501823857441,14685"dm_p": 0.14830361192779482,14686"dm_stat": -1.450029714365643514687},14688"tarch11__normal__w1000_r5": {14689"n": 251,14690"ratio": 0.7459331044013305,14691"dm_p": 0.10230704973343148,14692"dm_stat": -1.639787342675358914693},14694"tarch11__skewt__w1000_r5": {14695"n": 251,14696"ratio": 0.8036989389351743,14697"dm_p": 0.28261570215574594,14698"dm_stat": -1.076781861181477214699},14700"tarch11__t__w1000_r5": {14701"n": 251,14702"ratio": 0.802566415136675,14703"dm_p": 0.2686474462419813,14704"dm_stat": -1.108648009447493514705}14706}14707},14708"22": {14709"vol_tercile=high": {14710"aparch11__ged__w1000_r5": {14711"n": 1417,14712"ratio": 0.9519455747631004,14713"dm_p": 0.6374418744007719,14714"dm_stat": -0.471380192607680514715},14716"aparch11__normal__w1000_r5": {14717"n": 1417,14718"ratio": 0.957872354352311,14719"dm_p": 0.6604832645505415,14720"dm_stat": -0.439338572340641314721},14722"aparch11__skewt__w1000_r5": {14723"n": 1417,14724"ratio": 0.9049270565707525,14725"dm_p": 0.3117522935369686,14726"dm_stat": -1.011913492334825214727},14728"aparch11__t__w1000_r5": {14729"n": 1417,14730"ratio": 0.9180842535214396,14731"dm_p": 0.3678005834475275,14732"dm_stat": -0.900888908354992814733},14734"arch5__ged__w1000_r5": {14735"n": 1417,14736"ratio": 1.0772885380172796,14737"dm_p": 0.24633682675941398,14738"dm_stat": 1.159772828426980414739},14740"arch5__normal__w1000_r5": {14741"n": 1417,14742"ratio": 1.0628480915264655,14743"dm_p": 0.34577270009732525,14744"dm_stat": 0.943135075918368514745},14746"arch5__skewt__w1000_r5": {14747"n": 1417,14748"ratio": 1.1176130757345706,14749"dm_p": 0.1936034784944369,14750"dm_stat": 1.300610378382237114751},14752"arch5__t__w1000_r5": {14753"n": 1417,14754"ratio": 1.1472164812746937,14755"dm_p": 0.14016582273121453,14756"dm_stat": 1.476001490580126214757},14758"avgarch11__ged__w1000_r5": {14759"n": 1417,14760"ratio": 1.02800737196177,14761"dm_p": 0.78798346631275,14762"dm_stat": 0.268981029746656414763},14764"avgarch11__normal__w1000_r5": {14765"n": 1417,14766"ratio": 1.0387114445101282,14767"dm_p": 0.6639340518161073,14768"dm_stat": 0.4345792818552055614769},14770"avgarch11__skewt__w1000_r5": {14771"n": 1417,14772"ratio": 1.001144100342254,14773"dm_p": 0.9908042300334242,14774"dm_stat": 0.01152747897218627114775},14776"avgarch11__t__w1000_r5": {14777"n": 1417,14778"ratio": 1.0098475841844816,14779"dm_p": 0.9216808079004614,14780"dm_stat": 0.0983342399706805714781},14782"cgarch11__ged__w1000_r5": {14783"n": 1417,14784"ratio": 1.1262157916753466,14785"dm_p": 0.0962460586557582,14786"dm_stat": 1.664438577773954514787},14788"cgarch11__normal__w1000_r5": {14789"n": 1417,14790"ratio": 1.1290645789536018,14791"dm_p": 0.05592123245296816,14792"dm_stat": 1.91322115527636114793},14794"cgarch11__skewt__w1000_r5": {14795"n": 1417,14796"ratio": 1.1193220499374672,14797"dm_p": 0.11271245296103045,14798"dm_stat": 1.5871035597402814799},14800"cgarch11__t__w1000_r5": {14801"n": 1417,14802"ratio": 1.1456851405966464,14803"dm_p": 0.04134231324414809,14804"dm_stat": 2.04194135214431914805},14806"constvar__normal__w1000_r5": {14807"n": 1417,14808"ratio": 3.1452472945009418,14809"dm_p": 0.14882615913070243,14810"dm_stat": 1.444476703844283414811},14812"egarch11__ged__w1000_r5": {14813"n": 1417,14814"ratio": 1.0536522192976778,14815"dm_p": 0.7447142567713775,14816"dm_stat": 0.325680449090471914817},14818"egarch11__normal__w1000_r5": {14819"n": 1417,14820"ratio": 1.099207839217049,14821"dm_p": 0.5795342238092522,14822"dm_stat": 0.554193078822581314823},14824"egarch11__skewt__w1000_r5": {14825"n": 1417,14826"ratio": 1.0096669259778213,14827"dm_p": 0.9317584869414587,14828"dm_stat": 0.0856478255162705814829},14830"egarch11__t__w1000_r5": {14831"n": 1417,14832"ratio": 1.039451321136535,14833"dm_p": 0.7090940863711782,14834"dm_stat": 0.37314808147585514835},14836"ewma094__normal__w1000_r5": {14837"n": 1417,14838"ratio": 1.1566924124269962,14839"dm_p": 0.23885177639623809,14840"dm_stat": 1.178358302128388814841},14842"figarch11__ged__w1000_r5": {14843"n": 1417,14844"ratio": 1.0710814656999312,14845"dm_p": 0.1903655753765318,14846"dm_stat": 1.310126368735495414847},14848"figarch11__normal__w1000_r5": {14849"n": 1417,14850"ratio": 1.080544513664702,14851"dm_p": 0.11191203672709434,14852"dm_stat": 1.590647976319144814853},14854"figarch11__skewt__w1000_r5": {14855"n": 1417,14856"ratio": 1.0474137506281591,14857"dm_p": 0.38915194447180784,14858"dm_stat": 0.861421207475153214859},14860"figarch11__t__w1000_r5": {14861"n": 1417,14862"ratio": 1.060286502862597,14863"dm_p": 0.2730731694246443,14864"dm_stat": 1.096438927619782314865},14866"garch11__ged__w1000_r5": {14867"n": 1417,14868"ratio": 1.0031161963040818,14869"dm_p": 0.8568176941082369,14870"dm_stat": 0.1804594686476531414871},14872"garch11__normal__w1000_r5": {14873"n": 1417,14874"ratio": 1.0,14875"dm_p": 1.0,14876"dm_stat": 0.014877},14878"garch11__skewt__w1000_r5": {14879"n": 1417,14880"ratio": 0.992379657058251,14881"dm_p": 0.8814662581751657,14882"dm_stat": -0.1491376453190148814883},14884"garch11__t__w1000_r5": {14885"n": 1417,14886"ratio": 1.011309814528875,14887"dm_p": 0.8461489426315628,14888"dm_stat": 0.1940699557544601214889},14890"garch12__ged__w1000_r5": {14891"n": 1417,14892"ratio": 1.0042818801438564,14893"dm_p": 0.8109618207247887,14894"dm_stat": 0.2392300531220753214895},14896"garch12__normal__w1000_r5": {14897"n": 1417,14898"ratio": 1.0064721159009813,14899"dm_p": 0.20269311401133433,14900"dm_stat": 1.2745064059050114901},14902"garch12__skewt__w1000_r5": {14903"n": 1417,14904"ratio": 0.9917206291805303,14905"dm_p": 0.8715422243771748,14906"dm_stat": -0.1617291458637523414907},14908"garch12__t__w1000_r5": {14909"n": 1417,14910"ratio": 1.0104912149973095,14911"dm_p": 0.8572964731626029,14912"dm_stat": 0.1798494764056002614913},14914"garch21__ged__w1000_r5": {14915"n": 1417,14916"ratio": 0.9986440523644707,14917"dm_p": 0.9395771164822815,14918"dm_stat": -0.0758148432906566914919},14920"garch21__normal__w1000_r5": {14921"n": 1417,14922"ratio": 0.9991356146517351,14923"dm_p": 0.8284153061753804,14924"dm_stat": -0.216774507556115514925},14926"garch21__skewt__w1000_r5": {14927"n": 1417,14928"ratio": 0.9830772641481474,14929"dm_p": 0.7572474847965548,14930"dm_stat": -0.3091571305623893614931},14932"garch21__t__w1000_r5": {14933"n": 1417,14934"ratio": 1.0027429967503103,14935"dm_p": 0.9645444721741555,14936"dm_stat": 0.0444594131570234614937},14938"garchm11__ged__w1000_r5": {14939"n": 1417,14940"ratio": 0.980862342401299,14941"dm_p": 0.4126401111027792,14942"dm_stat": -0.819498247268052814943},14944"garchm11__normal__w1000_r5": {14945"n": 1417,14946"ratio": 0.9816917370283355,14947"dm_p": 0.03894071579010545,14948"dm_stat": -2.066733338066012714949},14950"garchm11__skewt__w1000_r5": {14951"n": 1417,14952"ratio": 0.9722795851320137,14953"dm_p": 0.6054982223884697,14954"dm_stat": -0.516625589362394114955},14956"garchm11__t__w1000_r5": {14957"n": 1417,14958"ratio": 0.9918925133268894,14959"dm_p": 0.9034315856937882,14960"dm_stat": -0.1213493055678053814961},14962"garchx_rv11__normal__w1000_r5": {14963"n": 1417,14964"ratio": 1.0293182058010808,14965"dm_p": 0.702045838184001,14966"dm_stat": 0.382637701442930214967},14968"garchx_rv11__t__w1000_r5": {14969"n": 1417,14970"ratio": 1.0467422606304446,14971"dm_p": 0.5980427745268256,14972"dm_stat": 0.52733616378571114973},14974"gas_t11__t__w1000_r5": {14975"n": 1417,14976"ratio": 1.081165204934328,14977"dm_p": 0.4700605212549837,14978"dm_stat": 0.722574724028418214979},14980"gjr11__ged__w1000_r5": {14981"n": 1417,14982"ratio": 0.9748903204551738,14983"dm_p": 0.7755262895190405,14984"dm_stat": -0.285208276707868114985},14986"gjr11__normal__w1000_r5": {14987"n": 1417,14988"ratio": 0.9733473224131803,14989"dm_p": 0.7599977228274162,14990"dm_stat": -0.3055427530797432714991},14992"gjr11__skewt__w1000_r5": {14993"n": 1417,14994"ratio": 0.9487150688859732,14995"dm_p": 0.5449154084087335,14996"dm_stat": -0.605542841272312314997},14998"gjr11__t__w1000_r5": {14999"n": 1417,15000"ratio": 0.9585352429306858,15001"dm_p": 0.6160150196538414,15002"dm_stat": -0.50161688308399615003},15004"har_rv__empirical__w1000_r5": {15005"n": 1417,15006"ratio": 1.5813475893932847,15007"dm_p": 0.1216394709760555,15008"dm_stat": 1.548857357924431415009},15010"heavy11__normal__w1000_r5": {15011"n": 1417,15012"ratio": 1.0277698496888004,15013"dm_p": 0.7188236667787972,15014"dm_stat": 0.3601031943336512315015},15016"heavy11__t__w1000_r5": {15017"n": 1417,15018"ratio": 1.0389779899593878,15019"dm_p": 0.6536525221150329,15020"dm_stat": 0.4487890317460593315021},15022"histvar22__empirical__w1000_r5": {15023"n": 1417,15024"ratio": 1.307628615669352,15025"dm_p": 0.06317487001517497,15026"dm_stat": 1.859420294951068515027},15028"histvar252__empirical__w1000_r5": {15029"n": 1417,15030"ratio": 2.940327608488502,15031"dm_p": 0.06082476257521687,15032"dm_stat": 1.876262711194460815033},15034"histvar66__empirical__w1000_r5": {15035"n": 1417,15036"ratio": 1.939389540188379,15037"dm_p": 0.10355492877113488,15038"dm_stat": 1.628908015307552115039},15040"igarch11__ged__w1000_r5": {15041"n": 1417,15042"ratio": 1.0887289373882423,15043"dm_p": 0.30698572878795044,15044"dm_stat": 1.02193604604136515045},15046"igarch11__normal__w1000_r5": {15047"n": 1417,15048"ratio": 1.1092235417877894,15049"dm_p": 0.2457408808075091,15050"dm_stat": 1.161237900187348515051},15052"igarch11__skewt__w1000_r5": {15053"n": 1417,15054"ratio": 1.0490599708943527,15055"dm_p": 0.5831123098641541,15056"dm_stat": 0.548970407487593415057},15058"igarch11__t__w1000_r5": {15059"n": 1417,15060"ratio": 1.0799256004692213,15061"dm_p": 0.37029167871595153,15062"dm_stat": 0.896212374737385415063},15064"loghar_rv__empirical__w1000_r5": {15065"n": 1417,15066"ratio": 1.2305326167234245,15067"dm_p": 0.2914270930602709,15068"dm_stat": 1.055389859398068415069},15070"msgarch2__normal__w1000_r5": {15071"n": 1417,15072"ratio": 1.1470960858356072,15073"dm_p": 0.31081501503909964,15074"dm_stat": 1.013876244166357415075},15076"msgarch2__t__w1000_r5": {15077"n": 1417,15078"ratio": 1.1490770083453508,15079"dm_p": 0.08736249141216443,15080"dm_stat": 1.710662374095502715081},15082"nagarch11__ged__w1000_r5": {15083"n": 1417,15084"ratio": 0.9683792253987709,15085"dm_p": 0.7352772520135004,15086"dm_stat": -0.338180566410697815087},15088"nagarch11__normal__w1000_r5": {15089"n": 1417,15090"ratio": 0.9551160276366645,15091"dm_p": 0.6284326516981905,15092"dm_stat": -0.484039549270023215093},15094"nagarch11__skewt__w1000_r5": {15095"n": 1417,15096"ratio": 0.9597863103915737,15097"dm_p": 0.7173065074686779,15098"dm_stat": -0.362133231277760915099},15100"nagarch11__t__w1000_r5": {15101"n": 1417,15102"ratio": 0.9734122240391723,15103"dm_p": 0.7987057086513305,15104"dm_stat": -0.255070475025931715105},15106"qgarch11__ged__w1000_r5": {15107"n": 1417,15108"ratio": 0.9409598766743874,15109"dm_p": 0.14543573240048216,15110"dm_stat": -1.45664632497762615111},15112"qgarch11__normal__w1000_r5": {15113"n": 1417,15114"ratio": 0.950399861688338,15115"dm_p": 0.24563385561233772,15116"dm_stat": -1.161501274666308515117},15118"qgarch11__skewt__w1000_r5": {15119"n": 1417,15120"ratio": 0.9250093363448434,15121"dm_p": 0.11302084308761183,15122"dm_stat": -1.585743241508301315123},15124"qgarch11__t__w1000_r5": {15125"n": 1417,15126"ratio": 0.9293521895075019,15127"dm_p": 0.1359809655576113,15128"dm_stat": -1.491774681614253415129},15130"realgarch11__normal__w1000_r5": {15131"n": 1417,15132"ratio": 1.0915745496719493,15133"dm_p": 0.569479238341396,15134"dm_stat": 0.568951564534775915135},15136"realgarch11__t__w1000_r5": {15137"n": 1417,15138"ratio": 6.647916725026672,15139"dm_p": 8.132961948729962e-07,15140"dm_stat": 4.95428932972403215141},15142"rm2006__normal__w1000_r5": {15143"n": 1417,15144"ratio": 1.1038168231717724,15145"dm_p": 0.3002920272414004,15146"dm_stat": 1.036186573203688615147},15148"rm_rw__empirical__w1000_r5": {15149"n": 1417,15150"ratio": 1.8380345680291785,15151"dm_p": 4.463832207003786e-06,15152"dm_stat": 4.60645562190994915153},15154"tarch11__ged__w1000_r5": {15155"n": 1417,15156"ratio": 0.9464773215247478,15157"dm_p": 0.5850880557643782,15158"dm_stat": -0.546092971535820515159},15160"tarch11__normal__w1000_r5": {15161"n": 1417,15162"ratio": 0.9506924380933666,15163"dm_p": 0.5929568268297053,15164"dm_stat": -0.534677497629015115165},15166"tarch11__skewt__w1000_r5": {15167"n": 1417,15168"ratio": 0.9182893058534604,15169"dm_p": 0.3759033237079142,15170"dm_stat": -0.885748749942730515171},15172"tarch11__t__w1000_r5": {15173"n": 1417,15174"ratio": 0.9251583418762375,15175"dm_p": 0.4120820696504574,15176"dm_stat": -0.820477459867258515177}15178},15179"vol_tercile=low": {15180"aparch11__ged__w1000_r5": {15181"n": 687,15182"ratio": 1.0717594055314572,15183"dm_p": 0.6701617362785898,15184"dm_stat": 0.426109481607608215185},15186"aparch11__normal__w1000_r5": {15187"n": 687,15188"ratio": 1.0680735975272893,15189"dm_p": 0.511422786278338,15190"dm_stat": 0.656966510871953715191},15192"aparch11__skewt__w1000_r5": {15193"n": 687,15194"ratio": 1.010935398777201,15195"dm_p": 0.934276717763762,15196"dm_stat": 0.0824955543692419715197},15198"aparch11__t__w1000_r5": {15199"n": 687,15200"ratio": 1.0677680168916348,15201"dm_p": 0.6874536287284392,15202"dm_stat": 0.402483478238633915203},15204"arch5__ged__w1000_r5": {15205"n": 687,15206"ratio": 1.1385231883269884,15207"dm_p": 0.14359588248596244,15208"dm_stat": 1.464205544637025215209},15210"arch5__normal__w1000_r5": {15211"n": 687,15212"ratio": 1.125816694700996,15213"dm_p": 0.08698774708827353,15214"dm_stat": 1.71396028415237415215},15216"arch5__skewt__w1000_r5": {15217"n": 687,15218"ratio": 1.1557716541831824,15219"dm_p": 0.254295162060828,15220"dm_stat": 1.140934880486349315221},15222"arch5__t__w1000_r5": {15223"n": 687,15224"ratio": 1.2138064704403562,15225"dm_p": 0.1583201198976496,15226"dm_stat": 1.412283000576256315227},15228"avgarch11__ged__w1000_r5": {15229"n": 687,15230"ratio": 0.9565115056095504,15231"dm_p": 0.15287794829834747,15232"dm_stat": -1.431026658007162415233},15234"avgarch11__normal__w1000_r5": {15235"n": 687,15236"ratio": 1.0120747017642737,15237"dm_p": 0.7871133577146742,15238"dm_stat": 0.2701665793840054615239},15240"avgarch11__skewt__w1000_r5": {15241"n": 687,15242"ratio": 0.921164837206902,15243"dm_p": 0.06222118703165066,15244"dm_stat": -1.867763686175157215245},15246"avgarch11__t__w1000_r5": {15247"n": 687,15248"ratio": 0.9507671611056897,15249"dm_p": 0.21838002859389266,15250"dm_stat": -1.231976348513438315251},15252"cgarch11__ged__w1000_r5": {15253"n": 687,15254"ratio": 1.100387755071961,15255"dm_p": 0.6646319759237604,15256"dm_stat": 0.433714715506608915257},15258"cgarch11__normal__w1000_r5": {15259"n": 687,15260"ratio": 1.1464598309106044,15261"dm_p": 0.5562680097271884,15262"dm_stat": 0.588682568169157115263},15264"cgarch11__skewt__w1000_r5": {15265"n": 687,15266"ratio": 1.0019407826446904,15267"dm_p": 0.9918224490556763,15268"dm_stat": 0.01025295585555190315269},15270"cgarch11__t__w1000_r5": {15271"n": 687,15272"ratio": 1.0455330802944027,15273"dm_p": 0.8131254641249153,15274"dm_stat": 0.2364869019546392615275},15276"constvar__normal__w1000_r5": {15277"n": 687,15278"ratio": 1.4779551058827782,15279"dm_p": 0.0016984088021254392,15280"dm_stat": 3.150909801390127615281},15282"egarch11__ged__w1000_r5": {15283"n": 687,15284"ratio": 1.0571739558261775,15285"dm_p": 0.76815379157969,15286"dm_stat": 0.2949074691568993615287},15288"egarch11__normal__w1000_r5": {15289"n": 687,15290"ratio": 1.049028716038731,15291"dm_p": 0.7450261946293328,15292"dm_stat": 0.3253357262177319415293},15294"egarch11__skewt__w1000_r5": {15295"n": 687,15296"ratio": 1.0351520611829477,15297"dm_p": 0.8176686043930146,15298"dm_stat": 0.2306331114001321815299},15300"egarch11__t__w1000_r5": {15301"n": 687,15302"ratio": 1.0543774394722205,15303"dm_p": 0.7812877713541407,15304"dm_stat": 0.2777502468235741315305},15306"ewma094__normal__w1000_r5": {15307"n": 687,15308"ratio": 1.502622900554132,15309"dm_p": 0.2684821230245051,15310"dm_stat": 1.107462622512837415311},15312"figarch11__ged__w1000_r5": {15313"n": 687,15314"ratio": 1.0962702676856924,15315"dm_p": 0.543536292103082,15316"dm_stat": 0.6077773581133415317},15318"figarch11__normal__w1000_r5": {15319"n": 687,15320"ratio": 1.0831003299636994,15321"dm_p": 0.6861434568020683,15322"dm_stat": 0.4042655537421221415323},15324"figarch11__skewt__w1000_r5": {15325"n": 687,15326"ratio": 1.0496781424858697,15327"dm_p": 0.6253470443653748,15328"dm_stat": 0.4885067781197034415329},15330"figarch11__t__w1000_r5": {15331"n": 687,15332"ratio": 1.1201960836915137,15333"dm_p": 0.23584932584628313,15334"dm_stat": 1.186465323499963115335},15336"garch11__ged__w1000_r5": {15337"n": 687,15338"ratio": 0.9973893989691028,15339"dm_p": 0.9113615857179168,15340"dm_stat": -0.1113623540025175115341},15342"garch11__normal__w1000_r5": {15343"n": 687,15344"ratio": 1.0,15345"dm_p": 1.0,15346"dm_stat": 0.015347},15348"garch11__skewt__w1000_r5": {15349"n": 687,15350"ratio": 0.9354651148561324,15351"dm_p": 0.1621882022217167,15352"dm_stat": -1.399256060540280215353},15354"garch11__t__w1000_r5": {15355"n": 687,15356"ratio": 0.9694910261046533,15357"dm_p": 0.5969127714138017,15358"dm_stat": -0.529092019613313415359},15360"garch12__ged__w1000_r5": {15361"n": 687,15362"ratio": 1.0025371137977728,15363"dm_p": 0.9250538707115741,15364"dm_stat": 0.0941041896075249415365},15366"garch12__normal__w1000_r5": {15367"n": 687,15368"ratio": 1.0044288151549485,15369"dm_p": 0.5214998074416775,15370"dm_stat": 0.64136496839722515371},15372"garch12__skewt__w1000_r5": {15373"n": 687,15374"ratio": 0.9410875963469363,15375"dm_p": 0.21670915387197956,15376"dm_stat": -1.236464393684084515377},15378"garch12__t__w1000_r5": {15379"n": 687,15380"ratio": 0.9750291940587792,15381"dm_p": 0.6695938546213973,15382"dm_stat": -0.426889361744869715383},15384"garch21__ged__w1000_r5": {15385"n": 687,15386"ratio": 1.0012942767012618,15387"dm_p": 0.955537036011038,15388"dm_stat": 0.0557753204139454415389},15390"garch21__normal__w1000_r5": {15391"n": 687,15392"ratio": 1.006618169448742,15393"dm_p": 0.02020319530166741,15394"dm_stat": 2.327976937868567715395},15396"garch21__skewt__w1000_r5": {15397"n": 687,15398"ratio": 0.9384996077054361,15399"dm_p": 0.2125479335496177,15400"dm_stat": -1.247751197451559415401},15402"garch21__t__w1000_r5": {15403"n": 687,15404"ratio": 0.9721537797851301,15405"dm_p": 0.64423189551685,15406"dm_stat": -0.4619942846730818515407},15408"garchm11__ged__w1000_r5": {15409"n": 687,15410"ratio": 0.9770600174272497,15411"dm_p": 0.3144025356068623,15412"dm_stat": -1.00676532718315413},15414"garchm11__normal__w1000_r5": {15415"n": 687,15416"ratio": 0.9900328025581291,15417"dm_p": 0.00017907317700978338,15418"dm_stat": -3.767480311576583615419},15420"garchm11__skewt__w1000_r5": {15421"n": 687,15422"ratio": 0.906869956838997,15423"dm_p": 0.01921035787130131,15424"dm_stat": -2.346967341271484715425},15426"garchm11__t__w1000_r5": {15427"n": 687,15428"ratio": 0.945077249224944,15429"dm_p": 0.35218727628196533,15430"dm_stat": -0.930988008268475715431},15432"garchx_rv11__normal__w1000_r5": {15433"n": 687,15434"ratio": 1.0192074469543768,15435"dm_p": 0.8267424049842665,15436"dm_stat": 0.2189650467222203415437},15438"garchx_rv11__t__w1000_r5": {15439"n": 687,15440"ratio": 1.0229284514762504,15441"dm_p": 0.8230311155353071,15442"dm_stat": 0.2237337226006915515443},15444"gas_t11__t__w1000_r5": {15445"n": 687,15446"ratio": 0.9617198297474695,15447"dm_p": 0.31959094687251033,15448"dm_stat": -0.996021387211885915449},15450"gjr11__ged__w1000_r5": {15451"n": 687,15452"ratio": 1.0235245900623542,15453"dm_p": 0.76971213678472,15454"dm_stat": 0.29286731460882815455},15456"gjr11__normal__w1000_r5": {15457"n": 687,15458"ratio": 1.0189674547251817,15459"dm_p": 0.7451573815607876,15460"dm_stat": 0.325162301165638815461},15462"gjr11__skewt__w1000_r5": {15463"n": 687,15464"ratio": 0.983280902680644,15465"dm_p": 0.7840768103733267,15466"dm_stat": -0.274117545533337815467},15468"gjr11__t__w1000_r5": {15469"n": 687,15470"ratio": 0.9962048258084503,15471"dm_p": 0.9591666578665597,15472"dm_stat": -0.0512180759792120415473},15474"har_rv__empirical__w1000_r5": {15475"n": 687,15476"ratio": 1.1586440261780822,15477"dm_p": 0.02751431356839131,15478"dm_stat": 2.208858048851280615479},15480"heavy11__normal__w1000_r5": {15481"n": 687,15482"ratio": 1.0219770149141816,15483"dm_p": 0.8139764994740103,15484"dm_stat": 0.2353897396684494815485},15486"heavy11__t__w1000_r5": {15487"n": 687,15488"ratio": 1.0304812231311935,15489"dm_p": 0.7730908523542096,15490"dm_stat": 0.2884481437639750415491},15492"histvar22__empirical__w1000_r5": {15493"n": 687,15494"ratio": 2.44161317017912,15495"dm_p": 0.05846547484000294,15496"dm_stat": 1.895355200916278415497},15498"histvar252__empirical__w1000_r5": {15499"n": 687,15500"ratio": 1.516317253971584,15501"dm_p": 0.4034870652872801,15502"dm_stat": 0.835926943576975215503},15504"histvar66__empirical__w1000_r5": {15505"n": 687,15506"ratio": 1.570981499232516,15507"dm_p": 0.36031591511382804,15508"dm_stat": 0.9153760127057215509},15510"igarch11__ged__w1000_r5": {15511"n": 687,15512"ratio": 1.1263157040258462,15513"dm_p": 0.28430425823709526,15514"dm_stat": 1.071538367958968715515},15516"igarch11__normal__w1000_r5": {15517"n": 687,15518"ratio": 1.2097019812185863,15519"dm_p": 0.17462399900452624,15520"dm_stat": 1.358902799968488615521},15522"igarch11__skewt__w1000_r5": {15523"n": 687,15524"ratio": 1.0632613714030843,15525"dm_p": 0.5425924433669126,15526"dm_stat": 0.609201708845722415527},15528"igarch11__t__w1000_r5": {15529"n": 687,15530"ratio": 1.126099972339106,15531"dm_p": 0.25223009886622305,15532"dm_stat": 1.145914513440007715533},15534"loghar_rv__empirical__w1000_r5": {15535"n": 687,15536"ratio": 0.8678025221814577,15537"dm_p": 0.1508568657641413,15538"dm_stat": -1.43811706249657115539},15540"msgarch2__normal__w1000_r5": {15541"n": 687,15542"ratio": 0.9839525063978213,15543"dm_p": 0.6067875703133847,15544"dm_stat": -0.514901704399666915545},15546"msgarch2__t__w1000_r5": {15547"n": 687,15548"ratio": 1.2242887546327816,15549"dm_p": 0.5685047890972351,15550"dm_stat": 0.570530462865887515551},15552"nagarch11__ged__w1000_r5": {15553"n": 687,15554"ratio": 1.0587520608087528,15555"dm_p": 0.6084940309060982,15556"dm_stat": 0.512460043991978215557},15558"nagarch11__normal__w1000_r5": {15559"n": 687,15560"ratio": 1.0506538986568228,15561"dm_p": 0.5281716238127925,15562"dm_stat": 0.631121007411966615563},15564"nagarch11__skewt__w1000_r5": {15565"n": 687,15566"ratio": 1.0169134023250361,15567"dm_p": 0.7932233434459184,15568"dm_stat": 0.2622293588247122715569},15570"nagarch11__t__w1000_r5": {15571"n": 687,15572"ratio": 1.032390604241207,15573"dm_p": 0.7600101496635145,15574"dm_stat": 0.305589199900480815575},15576"qgarch11__ged__w1000_r5": {15577"n": 687,15578"ratio": 1.0243519180593326,15579"dm_p": 0.7499976613307311,15580"dm_stat": 0.318770394333737515581},15582"qgarch11__normal__w1000_r5": {15583"n": 687,15584"ratio": 1.0302431066119648,15585"dm_p": 0.6025558468105972,15586"dm_stat": 0.520969918124144815587},15588"qgarch11__skewt__w1000_r5": {15589"n": 687,15590"ratio": 1.0077038254579944,15591"dm_p": 0.8713782873998867,15592"dm_stat": 0.1619685830082345215593},15594"qgarch11__t__w1000_r5": {15595"n": 687,15596"ratio": 1.000826809508371,15597"dm_p": 0.9896567898754576,15598"dm_stat": 0.01296838058714250515599},15600"realgarch11__normal__w1000_r5": {15601"n": 687,15602"ratio": 0.8912780256673546,15603"dm_p": 0.009259927946221769,15604"dm_stat": -2.609695991614974515605},15606"realgarch11__t__w1000_r5": {15607"n": 687,15608"ratio": 2.5085337250591997,15609"dm_p": 0.000968933927526369,15610"dm_stat": 3.3137433761171415611},15612"rm2006__normal__w1000_r5": {15613"n": 687,15614"ratio": 1.0813614408135053,15615"dm_p": 0.8162297539466723,15616"dm_stat": 0.232486190032184215617},15618"rm_rw__empirical__w1000_r5": {15619"n": 687,15620"ratio": 2.833201981973915,15621"dm_p": 0.0012317847211562618,15622"dm_stat": 3.24494192522885315623},15624"tarch11__ged__w1000_r5": {15625"n": 687,15626"ratio": 1.028453487473637,15627"dm_p": 0.8560251767790455,15628"dm_stat": 0.181504550241894715629},15630"tarch11__normal__w1000_r5": {15631"n": 687,15632"ratio": 1.030751441661549,15633"dm_p": 0.758623149047502,15634"dm_stat": 0.307411931115918315635},15636"tarch11__skewt__w1000_r5": {15637"n": 687,15638"ratio": 0.9912077912577563,15639"dm_p": 0.9435053251264552,15640"dm_stat": -0.0708908017598045615641},15642"tarch11__t__w1000_r5": {15643"n": 687,15644"ratio": 1.0290592074317173,15645"dm_p": 0.8589113691106396,15646"dm_stat": 0.1778269608894792715647}15648},15649"vol_tercile=mid": {15650"aparch11__ged__w1000_r5": {15651"n": 597,15652"ratio": 1.0360926804166932,15653"dm_p": 0.5575423400529692,15654"dm_stat": 0.586826656895841315655},15656"aparch11__normal__w1000_r5": {15657"n": 597,15658"ratio": 0.9280538829558982,15659"dm_p": 0.3868602910294037,15660"dm_stat": -0.865960471003295715661},15662"aparch11__skewt__w1000_r5": {15663"n": 597,15664"ratio": 0.9109536952556627,15665"dm_p": 0.2984042656881292,15666"dm_stat": -1.040770101215061415667},15668"aparch11__t__w1000_r5": {15669"n": 597,15670"ratio": 0.9751338425085732,15671"dm_p": 0.46609592610896544,15672"dm_stat": -0.729314313262996615673},15674"arch5__ged__w1000_r5": {15675"n": 597,15676"ratio": 1.0079893674213307,15677"dm_p": 0.9130229284029171,15678"dm_stat": 0.109272764428618515679},15680"arch5__normal__w1000_r5": {15681"n": 597,15682"ratio": 0.9860847713153775,15683"dm_p": 0.8710532416852985,15684"dm_stat": -0.1623906904263121815685},15686"arch5__skewt__w1000_r5": {15687"n": 597,15688"ratio": 0.8781279261856099,15689"dm_p": 0.5664452048443909,15690"dm_stat": -0.573614313755778415691},15692"arch5__t__w1000_r5": {15693"n": 597,15694"ratio": 0.8541817721378623,15695"dm_p": 0.5608738563405481,15696"dm_stat": -0.581870611196899515697},15698"avgarch11__ged__w1000_r5": {15699"n": 597,15700"ratio": 0.9558259957743057,15701"dm_p": 0.23723259948890146,15702"dm_stat": -1.183121788767925315703},15704"avgarch11__normal__w1000_r5": {15705"n": 597,15706"ratio": 0.8717737637086189,15707"dm_p": 0.40535567000442524,15708"dm_stat": -0.83268548544588915709},15710"avgarch11__skewt__w1000_r5": {15711"n": 597,15712"ratio": 0.900000103752929,15713"dm_p": 0.2509441026596398,15714"dm_stat": -1.149176654958623315715},15716"avgarch11__t__w1000_r5": {15717"n": 597,15718"ratio": 0.9150743915627628,15719"dm_p": 0.2791976224336571,15720"dm_stat": -1.08310991768420115721},15722"cgarch11__ged__w1000_r5": {15723"n": 597,15724"ratio": 1.1294539077001293,15725"dm_p": 0.19703669947041774,15726"dm_stat": 1.291483515123905715727},15728"cgarch11__normal__w1000_r5": {15729"n": 597,15730"ratio": 1.088660111970999,15731"dm_p": 0.10492167530866828,15732"dm_stat": 1.62391969051568615733},15734"cgarch11__skewt__w1000_r5": {15735"n": 597,15736"ratio": 1.0533685622599718,15737"dm_p": 0.19569348961902502,15738"dm_stat": 1.295371845516327215739},15740"cgarch11__t__w1000_r5": {15741"n": 597,15742"ratio": 1.039290255352642,15743"dm_p": 0.0667431111689887,15744"dm_stat": 1.83676014721841115745},15746"constvar__normal__w1000_r5": {15747"n": 597,15748"ratio": 1.1700217055689828,15749"dm_p": 0.012624431240088751,15750"dm_stat": 2.50176824299124415751},15752"egarch11__ged__w1000_r5": {15753"n": 597,15754"ratio": 1.0021730673200722,15755"dm_p": 0.9541906436152374,15756"dm_stat": 0.0574692733029557815757},15758"egarch11__normal__w1000_r5": {15759"n": 597,15760"ratio": 0.9548408437723213,15761"dm_p": 0.45362003896170977,15762"dm_stat": -0.749884720457044615763},15764"egarch11__skewt__w1000_r5": {15765"n": 597,15766"ratio": 0.8151209708583237,15767"dm_p": 0.33037911547129356,15768"dm_stat": -0.974146277316340715769},15770"egarch11__t__w1000_r5": {15771"n": 597,15772"ratio": 0.8495639643041646,15773"dm_p": 0.3086218089448816,15774"dm_stat": -1.018988640835178715775},15776"ewma094__normal__w1000_r5": {15777"n": 597,15778"ratio": 1.0525590553467434,15779"dm_p": 0.3234614571951266,15780"dm_stat": 0.988188260748424815781},15782"figarch11__ged__w1000_r5": {15783"n": 597,15784"ratio": 0.9830988978731694,15785"dm_p": 0.7590794046854992,15786"dm_stat": -0.3068307038910974615787},15788"figarch11__normal__w1000_r5": {15789"n": 597,15790"ratio": 0.9246927974666647,15791"dm_p": 0.4859755614060928,15792"dm_stat": -0.69715831892300515793},15794"figarch11__skewt__w1000_r5": {15795"n": 597,15796"ratio": 0.9489090309757224,15797"dm_p": 0.5072200235307182,15798"dm_stat": -0.663573322854839615799},15800"figarch11__t__w1000_r5": {15801"n": 597,15802"ratio": 0.9646281337565986,15803"dm_p": 0.6472566900151762,15804"dm_stat": -0.457808767194172115805},15806"garch11__ged__w1000_r5": {15807"n": 597,15808"ratio": 1.0019740262837287,15809"dm_p": 0.7897856897814759,15810"dm_stat": 0.2667087211161394715811},15812"garch11__normal__w1000_r5": {15813"n": 597,15814"ratio": 1.0,15815"dm_p": 1.0,15816"dm_stat": 0.015817},15818"garch11__skewt__w1000_r5": {15819"n": 597,15820"ratio": 0.8754152100326709,15821"dm_p": 0.2885619946373034,15822"dm_stat": -1.062228912976140415823},15824"garch11__t__w1000_r5": {15825"n": 597,15826"ratio": 0.8494968026162177,15827"dm_p": 0.32413639728635774,15828"dm_stat": -0.986809651037384715829},15830"garch12__ged__w1000_r5": {15831"n": 597,15832"ratio": 1.001864345839126,15833"dm_p": 0.8022534338093174,15834"dm_stat": 0.250543472644802815835},15836"garch12__normal__w1000_r5": {15837"n": 597,15838"ratio": 0.9837182272587935,15839"dm_p": 0.299438537575106,15840"dm_stat": -1.038542850927501915841},15842"garch12__skewt__w1000_r5": {15843"n": 597,15844"ratio": 0.8753542731226535,15845"dm_p": 0.28826731136577227,15846"dm_stat": -1.062878953448596515847},15848"garch12__t__w1000_r5": {15849"n": 597,15850"ratio": 0.8493248903475136,15851"dm_p": 0.32363406982939263,15852"dm_stat": -0.987835509360739715853},15854"garch21__ged__w1000_r5": {15855"n": 597,15856"ratio": 1.0122730112270488,15857"dm_p": 0.29472886708206186,15858"dm_stat": 1.048726986593155715859},15860"garch21__normal__w1000_r5": {15861"n": 597,15862"ratio": 1.0060965597423135,15863"dm_p": 0.05096432540001108,15864"dm_stat": 1.9557253532513415865},15866"garch21__skewt__w1000_r5": {15867"n": 597,15868"ratio": 0.8852549179763182,15869"dm_p": 0.30147079599663895,15870"dm_stat": -1.034181426855653715871},15872"garch21__t__w1000_r5": {15873"n": 597,15874"ratio": 0.8565696360751197,15875"dm_p": 0.3338105065558751,15876"dm_stat": -0.967251785512008515877},15878"garchm11__ged__w1000_r5": {15879"n": 597,15880"ratio": 1.023844149577064,15881"dm_p": 0.3283731246606012,15882"dm_stat": 0.978198329388138315883},15884"garchm11__normal__w1000_r5": {15885"n": 597,15886"ratio": 1.0034727382220756,15887"dm_p": 0.4337603586374371,15888"dm_stat": 0.783302982981474315889},15890"garchm11__skewt__w1000_r5": {15891"n": 597,15892"ratio": 0.889214815462627,15893"dm_p": 0.25830362717312916,15894"dm_stat": -1.131490817800537815895},15896"garchm11__t__w1000_r5": {15897"n": 597,15898"ratio": 0.8475982739664745,15899"dm_p": 0.31928098383811765,15900"dm_stat": -0.996769356041990915901},15902"garchx_rv11__normal__w1000_r5": {15903"n": 597,15904"ratio": 1.07447838334288,15905"dm_p": 0.022997904705504373,15906"dm_stat": 2.279366765850951515907},15908"garchx_rv11__t__w1000_r5": {15909"n": 597,15910"ratio": 1.0302723019223354,15911"dm_p": 0.5202706699629034,15912"dm_stat": 0.643309589064903415913},15914"gas_t11__t__w1000_r5": {15915"n": 597,15916"ratio": 0.9123415969654795,15917"dm_p": 0.2463599133367221,15918"dm_stat": -1.16037705835744115919},15920"gjr11__ged__w1000_r5": {15921"n": 597,15922"ratio": 1.09028034372174,15923"dm_p": 0.3301535065697037,15924"dm_stat": 0.974601202985701115925},15926"gjr11__normal__w1000_r5": {15927"n": 597,15928"ratio": 1.0730557652363242,15929"dm_p": 0.29514510726168686,15930"dm_stat": 1.04782253536447215931},15932"gjr11__skewt__w1000_r5": {15933"n": 597,15934"ratio": 0.9906812687015935,15935"dm_p": 0.6430098477472114,15936"dm_stat": -0.463730927392370415937},15938"gjr11__t__w1000_r5": {15939"n": 597,15940"ratio": 0.9995287169186946,15941"dm_p": 0.980715044876965,15942"dm_stat": -0.02418260822163328615943},15944"har_rv__empirical__w1000_r5": {15945"n": 597,15946"ratio": 1.1467851643052005,15947"dm_p": 0.06472384164175224,15948"dm_stat": 1.850585551255200715949},15950"heavy11__normal__w1000_r5": {15951"n": 597,15952"ratio": 1.0721986876540006,15953"dm_p": 0.025981648988026133,15954"dm_stat": 2.232063009545089715955},15956"heavy11__t__w1000_r5": {15957"n": 597,15958"ratio": 1.0344605599362713,15959"dm_p": 0.4435541562569208,15960"dm_stat": 0.76671569187125615961},15962"histvar22__empirical__w1000_r5": {15963"n": 597,15964"ratio": 1.0465724115733734,15965"dm_p": 0.7624943240988524,15966"dm_stat": 0.30234530866708615967},15968"histvar252__empirical__w1000_r5": {15969"n": 597,15970"ratio": 1.2586976410764559,15971"dm_p": 0.03775279026682506,15972"dm_stat": 2.082171489028121315973},15974"histvar66__empirical__w1000_r5": {15975"n": 597,15976"ratio": 1.5463504445059881,15977"dm_p": 0.2414882391763504,15978"dm_stat": 1.172441548181035515979},15980"igarch11__ged__w1000_r5": {15981"n": 597,15982"ratio": 0.8195645082010904,15983"dm_p": 0.481889189006943,15984"dm_stat": -0.70370843860226115985},15986"igarch11__normal__w1000_r5": {15987"n": 597,15988"ratio": 0.8007629993544685,15989"dm_p": 0.5023887013392289,15990"dm_stat": -0.671144181555726915991},15992"igarch11__skewt__w1000_r5": {15993"n": 597,15994"ratio": 0.7803347531553656,15995"dm_p": 0.42828102227667986,15996"dm_stat": -0.792677730288240715997},15998"igarch11__t__w1000_r5": {15999"n": 597,16000"ratio": 0.7935836363656649,16001"dm_p": 0.4610695677939659,16002"dm_stat": -0.7375642390942516003},16004"loghar_rv__empirical__w1000_r5": {16005"n": 597,16006"ratio": 0.9854536390184361,16007"dm_p": 0.6711293010321768,16008"dm_stat": -0.424808905346006216009},16010"msgarch2__normal__w1000_r5": {16011"n": 597,16012"ratio": 1.1066481899648557,16013"dm_p": 0.3751363754720524,16014"dm_stat": 0.88755837866521216015},16016"msgarch2__t__w1000_r5": {16017"n": 597,16018"ratio": 0.9381043941121276,16019"dm_p": 0.3459553802154781,16020"dm_stat": -0.943210578132424516021},16022"nagarch11__ged__w1000_r5": {16023"n": 597,16024"ratio": 1.0099557753313908,16025"dm_p": 0.8102895239852663,16026"dm_stat": 0.2401590660696639716027},16028"nagarch11__normal__w1000_r5": {16029"n": 597,16030"ratio": 0.9830383823547293,16031"dm_p": 0.6835738793320282,16032"dm_stat": -0.407790569282413716033},16034"nagarch11__skewt__w1000_r5": {16035"n": 597,16036"ratio": 0.9026085562683394,16037"dm_p": 0.35879268244772305,16038"dm_stat": -0.91837766442721416039},16040"nagarch11__t__w1000_r5": {16041"n": 597,16042"ratio": 0.9247927604204651,16043"dm_p": 0.34266356723252156,16044"dm_stat": -0.949672585283797616045},16046"qgarch11__ged__w1000_r5": {16047"n": 597,16048"ratio": 1.010610264093856,16049"dm_p": 0.7520294876874293,16050"dm_stat": 0.316110265143100516051},16052"qgarch11__normal__w1000_r5": {16053"n": 597,16054"ratio": 0.9896676738691531,16055"dm_p": 0.6250908108106259,16056"dm_stat": -0.488902173801488416057},16058"qgarch11__skewt__w1000_r5": {16059"n": 597,16060"ratio": 0.9126292243438339,16061"dm_p": 0.25567474387410233,16062"dm_stat": -1.13776752697892216063},16064"qgarch11__t__w1000_r5": {16065"n": 597,16066"ratio": 0.9116031359689033,16067"dm_p": 0.21611875721832996,16068"dm_stat": -1.238228751844241916069},16070"realgarch11__normal__w1000_r5": {16071"n": 597,16072"ratio": 1.0623520133722977,16073"dm_p": 0.49779266027643426,16074"dm_stat": 0.678382253796532716075},16076"realgarch11__t__w1000_r5": {16077"n": 597,16078"ratio": 1.4590110730432855,16079"dm_p": 0.362674715101962,16080"dm_stat": 0.910979023203155516081},16082"rm2006__normal__w1000_r5": {16083"n": 597,16084"ratio": 1.031888701479989,16085"dm_p": 0.4419937114248606,16086"dm_stat": 0.769344329418706616087},16088"rm_rw__empirical__w1000_r5": {16089"n": 597,16090"ratio": 2.2219679292983394,16091"dm_p": 0.10942387500281756,16092"dm_stat": 1.60318377605529816093},16094"tarch11__ged__w1000_r5": {16095"n": 597,16096"ratio": 1.0098827006177098,16097"dm_p": 0.8241449814769708,16098"dm_stat": 0.22231481289651516099},16100"tarch11__normal__w1000_r5": {16101"n": 597,16102"ratio": 0.916074292801336,16103"dm_p": 0.3806366342436484,16104"dm_stat": -0.877374771851378516105},16106"tarch11__skewt__w1000_r5": {16107"n": 597,16108"ratio": 0.8933338446251153,16109"dm_p": 0.3174268669291686,16110"dm_stat": -1.000598814946581916111},16112"tarch11__t__w1000_r5": {16113"n": 597,16114"ratio": 0.9424588338422056,16115"dm_p": 0.30935490746792454,16116"dm_stat": -1.017444393335252216117}16118},16119"vol_tercile66=high": {16120"aparch11__ged__w1000_r5": {16121"n": 1604,16122"ratio": 0.9363954322033414,16123"dm_p": 0.537883409056403,16124"dm_stat": -0.616149388825878216125},16126"aparch11__normal__w1000_r5": {16127"n": 1604,16128"ratio": 0.9536840090095984,16129"dm_p": 0.637229509708322,16130"dm_stat": -0.471665845634889316131},16132"aparch11__skewt__w1000_r5": {16133"n": 1604,16134"ratio": 0.9018696296235705,16135"dm_p": 0.3076744941610995,16136"dm_stat": -1.020438553781344716137},16138"aparch11__t__w1000_r5": {16139"n": 1604,16140"ratio": 0.9126977221077607,16141"dm_p": 0.35099218548137234,16142"dm_stat": -0.932938564562054716143},16144"arch5__ged__w1000_r5": {16145"n": 1604,16146"ratio": 1.1301218249931637,16147"dm_p": 0.006230739398062328,16148"dm_stat": 2.739007850943956616149},16150"arch5__normal__w1000_r5": {16151"n": 1604,16152"ratio": 1.1103857414956186,16153"dm_p": 0.01968141675853963,16154"dm_stat": 2.334711319716015416155},16156"arch5__skewt__w1000_r5": {16157"n": 1604,16158"ratio": 1.1999984701104833,16159"dm_p": 0.0021892745249795717,16160"dm_stat": 3.068244883198280716161},16162"arch5__t__w1000_r5": {16163"n": 1604,16164"ratio": 1.2363085009089627,16165"dm_p": 0.0008782127470982054,16166"dm_stat": 3.33316156183552916167},16168"avgarch11__ged__w1000_r5": {16169"n": 1604,16170"ratio": 0.9720214819494447,16171"dm_p": 0.6333925146014437,16172"dm_stat": -0.477048639060207816173},16174"avgarch11__normal__w1000_r5": {16175"n": 1604,16176"ratio": 1.012695165543187,16177"dm_p": 0.8391108938919608,16178"dm_stat": 0.203063855275844616179},16180"avgarch11__skewt__w1000_r5": {16181"n": 1604,16182"ratio": 0.956204685676293,16183"dm_p": 0.5130052323552033,16184"dm_stat": -0.654311137144320716185},16186"avgarch11__t__w1000_r5": {16187"n": 1604,16188"ratio": 0.9663413968320401,16189"dm_p": 0.615303390188574,16190"dm_stat": -0.50261589809803216191},16192"cgarch11__ged__w1000_r5": {16193"n": 1604,16194"ratio": 1.1400394858691907,16195"dm_p": 0.04029654235020805,16196"dm_stat": 2.05236229406400916197},16198"cgarch11__normal__w1000_r5": {16199"n": 1604,16200"ratio": 1.1450066709667999,16201"dm_p": 0.012719115258920296,16202"dm_stat": 2.494342315259052316203},16204"cgarch11__skewt__w1000_r5": {16205"n": 1604,16206"ratio": 1.1501046402805157,16207"dm_p": 0.0534575012383738,16208"dm_stat": 1.932632170029895816209},16210"cgarch11__t__w1000_r5": {16211"n": 1604,16212"ratio": 1.1869376367715974,16213"dm_p": 0.012330736273295265,16214"dm_stat": 2.505372787265059716215},16216"constvar__normal__w1000_r5": {16217"n": 1604,16218"ratio": 2.896618437091194,16219"dm_p": 0.1314805379228734,16220"dm_stat": 1.5090599135389716221},16222"egarch11__ged__w1000_r5": {16223"n": 1604,16224"ratio": 1.0051322955252295,16225"dm_p": 0.9716737896506271,16226"dm_stat": 0.0355146460220400816227},16228"egarch11__normal__w1000_r5": {16229"n": 1604,16230"ratio": 1.0588019988744721,16231"dm_p": 0.7117750423925792,16232"dm_stat": 0.369538700305044316233},16234"egarch11__skewt__w1000_r5": {16235"n": 1604,16236"ratio": 1.0074978423669487,16237"dm_p": 0.9484264678479455,16238"dm_stat": 0.0646930437144188816239},16240"egarch11__t__w1000_r5": {16241"n": 1604,16242"ratio": 1.0402517418910247,16243"dm_p": 0.7160691203293991,16244"dm_stat": 0.36378154034478316245},16246"ewma094__normal__w1000_r5": {16247"n": 1604,16248"ratio": 1.1039216275395205,16249"dm_p": 0.33529666693204213,16250"dm_stat": 0.963789842134897616251},16252"figarch11__ged__w1000_r5": {16253"n": 1604,16254"ratio": 1.0998432726776863,16255"dm_p": 0.07540901320864442,16256"dm_stat": 1.779123181917894516257},16258"figarch11__normal__w1000_r5": {16259"n": 1604,16260"ratio": 1.1194467404060144,16261"dm_p": 0.02430994928412915,16262"dm_stat": 2.25432989046421716263},16264"figarch11__skewt__w1000_r5": {16265"n": 1604,16266"ratio": 1.0769240451557118,16267"dm_p": 0.17979248673016668,16268"dm_stat": 1.341980124231153516269},16270"figarch11__t__w1000_r5": {16271"n": 1604,16272"ratio": 1.093647100860514,16273"dm_p": 0.10233150454063018,16274"dm_stat": 1.634589369375876816275},16276"garch11__ged__w1000_r5": {16277"n": 1604,16278"ratio": 1.004924398745677,16279"dm_p": 0.7806109696539227,16280"dm_stat": 0.278569736906791416281},16282"garch11__normal__w1000_r5": {16283"n": 1604,16284"ratio": 1.0,16285"dm_p": 1.0,16286"dm_stat": 0.016287},16288"garch11__skewt__w1000_r5": {16289"n": 1604,16290"ratio": 1.0118722962117457,16291"dm_p": 0.788884280908073,16292"dm_stat": 0.2678044733898299316293},16294"garch11__t__w1000_r5": {16295"n": 1604,16296"ratio": 1.0368485610685765,16297"dm_p": 0.4329141106675862,16298"dm_stat": 0.784412319010796716299},16300"garch12__ged__w1000_r5": {16301"n": 1604,16302"ratio": 1.0060677866759844,16303"dm_p": 0.7407986337204351,16304"dm_stat": 0.3308531740668236316305},16306"garch12__normal__w1000_r5": {16307"n": 1604,16308"ratio": 1.0024890226328056,16309"dm_p": 0.44768980536574093,16310"dm_stat": 0.759458819232159616311},16312"garch12__skewt__w1000_r5": {16313"n": 1604,16314"ratio": 1.0112674907596875,16315"dm_p": 0.8002350116791874,16316"dm_stat": 0.2530849604976715416317},16318"garch12__t__w1000_r5": {16319"n": 1604,16320"ratio": 1.0360336691633316,16321"dm_p": 0.4444678798203334,16322"dm_stat": 0.764859358298880516323},16324"garch21__ged__w1000_r5": {16325"n": 1604,16326"ratio": 1.005624780368789,16327"dm_p": 0.7375786932090493,16328"dm_stat": 0.335119630075428816329},16330"garch21__normal__w1000_r5": {16331"n": 1604,16332"ratio": 1.002668716664498,16333"dm_p": 0.4159356471400638,16334"dm_stat": 0.813703551476305416335},16336"garch21__skewt__w1000_r5": {16337"n": 1604,16338"ratio": 1.0090083806745906,16339"dm_p": 0.8399179606555113,16340"dm_stat": 0.20203120998387316341},16342"garch21__t__w1000_r5": {16343"n": 1604,16344"ratio": 1.0331193300008075,16345"dm_p": 0.49034596534056596,16346"dm_stat": 0.689917452838921716347},16348"garchm11__ged__w1000_r5": {16349"n": 1604,16350"ratio": 0.9872743921770498,16351"dm_p": 0.5369653320488521,16352"dm_stat": -0.61754149606393916353},16354"garchm11__normal__w1000_r5": {16355"n": 1604,16356"ratio": 0.9849987869782791,16357"dm_p": 0.012795199301744982,16358"dm_stat": -2.49221645913741516359},16360"garchm11__skewt__w1000_r5": {16361"n": 1604,16362"ratio": 0.9913575816839327,16363"dm_p": 0.8496317392311745,16364"dm_stat": -0.1896189548839376216365},16366"garchm11__t__w1000_r5": {16367"n": 1604,16368"ratio": 1.0219242098065733,16369"dm_p": 0.6723483942908308,16370"dm_stat": 0.4230049430654216316371},16372"garchx_rv11__normal__w1000_r5": {16373"n": 1604,16374"ratio": 1.0658503967851864,16375"dm_p": 0.3143739176752705,16376"dm_stat": 1.006402421085397716377},16378"garchx_rv11__t__w1000_r5": {16379"n": 1604,16380"ratio": 1.095616229871551,16381"dm_p": 0.19315717009106412,16382"dm_stat": 1.301842804426658116383},16384"gas_t11__t__w1000_r5": {16385"n": 1604,16386"ratio": 1.004549396541722,16387"dm_p": 0.93931844162483,16388"dm_stat": 0.0761384620425195616389},16390"gjr11__ged__w1000_r5": {16391"n": 1604,16392"ratio": 0.9837521266600379,16393"dm_p": 0.8543084841623115,16394"dm_stat": -0.1836535418103157316395},16396"gjr11__normal__w1000_r5": {16397"n": 1604,16398"ratio": 0.9844423079284224,16399"dm_p": 0.8569829950289043,16400"dm_stat": -0.1802450250994697416401},16402"gjr11__skewt__w1000_r5": {16403"n": 1604,16404"ratio": 0.9639167344593725,16405"dm_p": 0.6571094547582453,16406"dm_stat": -0.4439903942170399516407},16408"gjr11__t__w1000_r5": {16409"n": 1604,16410"ratio": 0.973923186539507,16411"dm_p": 0.7405007050512316,16412"dm_stat": -0.3312476787104100516413},16414"har_rv__empirical__w1000_r5": {16415"n": 1604,16416"ratio": 1.5426363488677783,16417"dm_p": 0.14008292250743243,16418"dm_stat": 1.476213750668830216419},16420"heavy11__normal__w1000_r5": {16421"n": 1604,16422"ratio": 1.0661799835466665,16423"dm_p": 0.3160091734398092,16424"dm_stat": 1.003006354440455516425},16426"heavy11__t__w1000_r5": {16427"n": 1604,16428"ratio": 1.086747905881114,16429"dm_p": 0.2320149226190713,16430"dm_stat": 1.19563741421550216431},16432"histvar22__empirical__w1000_r5": {16433"n": 1604,16434"ratio": 1.2955008000969412,16435"dm_p": 0.02649244680754827,16436"dm_stat": 2.220967621439444316437},16438"histvar252__empirical__w1000_r5": {16439"n": 1604,16440"ratio": 2.759781499063793,16441"dm_p": 0.027012113280012618,16442"dm_stat": 2.213375849761729516443},16444"histvar66__empirical__w1000_r5": {16445"n": 1604,16446"ratio": 1.7437891168996464,16447"dm_p": 0.040341414244360774,16448"dm_stat": 2.051901047874666416449},16450"igarch11__ged__w1000_r5": {16451"n": 1604,16452"ratio": 1.1585834524380023,16453"dm_p": 0.013428354460299313,16454"dm_stat": 2.474947084327325416455},16456"igarch11__normal__w1000_r5": {16457"n": 1604,16458"ratio": 1.1983534156825713,16459"dm_p": 0.002648344478890947,16460"dm_stat": 3.010567051854067716461},16462"igarch11__skewt__w1000_r5": {16463"n": 1604,16464"ratio": 1.1133998619379883,16465"dm_p": 0.10798228682252888,16466"dm_stat": 1.608227478734892516467},16468"igarch11__t__w1000_r5": {16469"n": 1604,16470"ratio": 1.1473385703740113,16471"dm_p": 0.03652791121899013,16472"dm_stat": 2.09275507745349416473},16474"loghar_rv__empirical__w1000_r5": {16475"n": 1604,16476"ratio": 1.1303355091720229,16477"dm_p": 0.3742840620631178,16478"dm_stat": 0.888725312426171916479},16480"msgarch2__normal__w1000_r5": {16481"n": 1604,16482"ratio": 1.0865329449723216,16483"dm_p": 0.3732829786192851,16484"dm_stat": 0.890589685006523916485},16486"msgarch2__t__w1000_r5": {16487"n": 1604,16488"ratio": 1.1383050655345075,16489"dm_p": 0.03423066414685004,16490"dm_stat": 2.119156115065300716491},16492"nagarch11__ged__w1000_r5": {16493"n": 1604,16494"ratio": 0.9848428476271347,16495"dm_p": 0.8640721116230485,16496"dm_stat": -0.1712203562796546816497},16498"nagarch11__normal__w1000_r5": {16499"n": 1604,16500"ratio": 0.9738090342857862,16501"dm_p": 0.7615235690703114,16502"dm_stat": -0.3035323744160930416503},16504"nagarch11__skewt__w1000_r5": {16505"n": 1604,16506"ratio": 0.9816071624699032,16507"dm_p": 0.8570051375818369,16508"dm_stat": -0.1802168144344383216509},16510"nagarch11__t__w1000_r5": {16511"n": 1604,16512"ratio": 0.9948461141475136,16513"dm_p": 0.9567829965458141,16514"dm_stat": -0.0541994701603736416515},16516"qgarch11__ged__w1000_r5": {16517"n": 1604,16518"ratio": 0.9279354238699528,16519"dm_p": 0.0866986659999105,16520"dm_stat": -1.714127265820054416521},16522"qgarch11__normal__w1000_r5": {16523"n": 1604,16524"ratio": 0.9449948259243739,16525"dm_p": 0.21555625887022498,16526"dm_stat": -1.238920654685622816527},16528"qgarch11__skewt__w1000_r5": {16529"n": 1604,16530"ratio": 0.9247477043482945,16531"dm_p": 0.11500355319281366,16532"dm_stat": -1.57695342562131616533},16534"qgarch11__t__w1000_r5": {16535"n": 1604,16536"ratio": 0.92987756442923,16537"dm_p": 0.1286314653267751,16538"dm_stat": -1.52030533125584716539},16540"realgarch11__normal__w1000_r5": {16541"n": 1604,16542"ratio": 0.9846979450406461,16543"dm_p": 0.8665289397298546,16544"dm_stat": -0.168096026980821816545},16546"realgarch11__t__w1000_r5": {16547"n": 1604,16548"ratio": 7.223992890323817,16549"dm_p": 1.782855293437308e-07,16550"dm_stat": 5.24375477197708516551},16552"rm2006__normal__w1000_r5": {16553"n": 1604,16554"ratio": 1.086662111367707,16555"dm_p": 0.31160989499790315,16556"dm_stat": 1.01216923186786416557},16558"rm_rw__empirical__w1000_r5": {16559"n": 1604,16560"ratio": 2.1315896071319855,16561"dm_p": 3.3792156892196045e-10,16562"dm_stat": 6.32012594885828816563},16564"tarch11__ged__w1000_r5": {16565"n": 1604,16566"ratio": 0.9253096477140811,16567"dm_p": 0.44348344334367173,16568"dm_stat": -0.766513907694409416569},16570"tarch11__normal__w1000_r5": {16571"n": 1604,16572"ratio": 0.9451716627988189,16573"dm_p": 0.5601006023837586,16574"dm_stat": -0.582813836471665416575},16576"tarch11__skewt__w1000_r5": {16577"n": 1604,16578"ratio": 0.9073375331753327,16579"dm_p": 0.32822195061013487,16580"dm_stat": -0.977999885018474116581},16582"tarch11__t__w1000_r5": {16583"n": 1604,16584"ratio": 0.9101649289609951,16585"dm_p": 0.33564953666382336,16586"dm_stat": -0.963086173336939416587}16588},16589"vol_tercile66=low": {16590"aparch11__ged__w1000_r5": {16591"n": 616,16592"ratio": 1.0777980622518861,16593"dm_p": 0.3474552038139729,16594"dm_stat": 0.940256413513920316595},16596"aparch11__normal__w1000_r5": {16597"n": 616,16598"ratio": 0.9761518848614309,16599"dm_p": 0.7538678197611438,16600"dm_stat": -0.313683470843531716601},16602"aparch11__skewt__w1000_r5": {16603"n": 616,16604"ratio": 0.9447262614147718,16605"dm_p": 0.5205398627445376,16606"dm_stat": -0.642882636886439216607},16608"aparch11__t__w1000_r5": {16609"n": 616,16610"ratio": 1.0200220759508427,16611"dm_p": 0.779822159248185,16612"dm_stat": 0.279673351102635916613},16614"arch5__ged__w1000_r5": {16615"n": 616,16616"ratio": 0.9790285061576407,16617"dm_p": 0.7871813608236189,16618"dm_stat": -0.2700903389466509716619},16620"arch5__normal__w1000_r5": {16621"n": 616,16622"ratio": 0.9624032301924237,16623"dm_p": 0.6520198841461707,16624"dm_stat": -0.451178587007820316625},16626"arch5__skewt__w1000_r5": {16627"n": 616,16628"ratio": 0.8610672405421171,16629"dm_p": 0.4725267326866039,16630"dm_stat": -0.71881694131992316631},16632"arch5__t__w1000_r5": {16633"n": 616,16634"ratio": 0.8527738610945118,16635"dm_p": 0.5143002789992449,16636"dm_stat": -0.652534454066938116637},16638"avgarch11__ged__w1000_r5": {16639"n": 616,16640"ratio": 0.9760176030323149,16641"dm_p": 0.06718321832840324,16642"dm_stat": -1.83368922944355716643},16644"avgarch11__normal__w1000_r5": {16645"n": 616,16646"ratio": 0.9004841095649727,16647"dm_p": 0.34679991677648025,16648"dm_stat": -0.941536029141966316649},16650"avgarch11__skewt__w1000_r5": {16651"n": 616,16652"ratio": 0.9141407971806081,16653"dm_p": 0.07391924355227125,16654"dm_stat": -1.790164720051048916655},16656"avgarch11__t__w1000_r5": {16657"n": 616,16658"ratio": 0.932947606615929,16659"dm_p": 0.10611067110539557,16660"dm_stat": -1.618299991924419616661},16662"cgarch11__ged__w1000_r5": {16663"n": 616,16664"ratio": 1.1385733719878752,16665"dm_p": 0.2772893924980208,16666"dm_stat": 1.087392426880546216667},16668"cgarch11__normal__w1000_r5": {16669"n": 616,16670"ratio": 1.122047676742689,16671"dm_p": 0.2690402001199843,16672"dm_stat": 1.106274662381412816673},16674"cgarch11__skewt__w1000_r5": {16675"n": 616,16676"ratio": 1.0394221861843485,16677"dm_p": 0.6348345819356505,16678"dm_stat": 0.4751699061426840616679},16680"cgarch11__t__w1000_r5": {16681"n": 616,16682"ratio": 1.032030243152987,16683"dm_p": 0.6844868281384727,16684"dm_stat": 0.406540648522605916685},16686"constvar__normal__w1000_r5": {16687"n": 616,16688"ratio": 1.2828193665394743,16689"dm_p": 0.03558881939750705,16690"dm_stat": 2.106231864044095616691},16692"egarch11__ged__w1000_r5": {16693"n": 616,16694"ratio": 1.058078825742241,16695"dm_p": 0.4834947455696198,16696"dm_stat": 0.701117720123955716697},16698"egarch11__normal__w1000_r5": {16699"n": 616,16700"ratio": 1.0052593332866788,16701"dm_p": 0.9401087008336835,16702"dm_stat": 0.0751639607956611216703},16704"egarch11__skewt__w1000_r5": {16705"n": 616,16706"ratio": 0.8786511977337303,16707"dm_p": 0.43584344508944406,16708"dm_stat": -0.779740762141277416709},16710"egarch11__t__w1000_r5": {16711"n": 616,16712"ratio": 0.9015481578882519,16713"dm_p": 0.4954137091078329,16714"dm_stat": -0.682129783468167116715},16716"ewma094__normal__w1000_r5": {16717"n": 616,16718"ratio": 1.2285001873872423,16719"dm_p": 0.21271889992758433,16720"dm_stat": 1.247418447323075616721},16722"figarch11__ged__w1000_r5": {16723"n": 616,16724"ratio": 1.0150052663400073,16725"dm_p": 0.8422730229965013,16726"dm_stat": 0.199070972088011216727},16728"figarch11__normal__w1000_r5": {16729"n": 616,16730"ratio": 0.9607116018543638,16731"dm_p": 0.7432175506280101,16732"dm_stat": -0.3277429693282321616733},16734"figarch11__skewt__w1000_r5": {16735"n": 616,16736"ratio": 0.9710796002959349,16737"dm_p": 0.687533759283223,16738"dm_stat": -0.4023941990692966316739},16740"figarch11__t__w1000_r5": {16741"n": 616,16742"ratio": 1.0025729211094658,16743"dm_p": 0.9717365081750086,16744"dm_stat": 0.0354448688562222316745},16746"garch11__ged__w1000_r5": {16747"n": 616,16748"ratio": 0.9956622844664164,16749"dm_p": 0.5700869473450872,16750"dm_stat": -0.568228911991820816751},16752"garch11__normal__w1000_r5": {16753"n": 616,16754"ratio": 1.0,16755"dm_p": 1.0,16756"dm_stat": 0.016757},16758"garch11__skewt__w1000_r5": {16759"n": 616,16760"ratio": 0.8682781315386748,16761"dm_p": 0.17795619042701535,16762"dm_stat": -1.348617710407596316763},16764"garch11__t__w1000_r5": {16765"n": 616,16766"ratio": 0.8519476075799961,16767"dm_p": 0.249537629203761,16768"dm_stat": -1.152562911042308316769},16770"garch12__ged__w1000_r5": {16771"n": 616,16772"ratio": 0.9951823678208723,16773"dm_p": 0.5249058659697632,16774"dm_stat": -0.636164528639717216775},16776"garch12__normal__w1000_r5": {16777"n": 616,16778"ratio": 0.9890433775365999,16779"dm_p": 0.3191964890557751,16780"dm_stat": -0.996917792732231416781},16782"garch12__skewt__w1000_r5": {16783"n": 616,16784"ratio": 0.8682939675772622,16785"dm_p": 0.17798298298298176,16786"dm_stat": -1.348534298999223316787},16788"garch12__t__w1000_r5": {16789"n": 616,16790"ratio": 0.8518705166580812,16791"dm_p": 0.24928673095902476,16792"dm_stat": -1.153174561402572616793},16794"garch21__ged__w1000_r5": {16795"n": 616,16796"ratio": 1.0002360024640016,16797"dm_p": 0.9810660697914922,16798"dm_stat": 0.0237420447109480116799},16800"garch21__normal__w1000_r5": {16801"n": 616,16802"ratio": 1.002412912375949,16803"dm_p": 0.12912658799184848,16804"dm_stat": 1.519595475988113416805},16806"garch21__skewt__w1000_r5": {16807"n": 616,16808"ratio": 0.8710857982548785,16809"dm_p": 0.17463160907144884,16810"dm_stat": -1.359041494789389416811},16812"garch21__t__w1000_r5": {16813"n": 616,16814"ratio": 0.85367380993284,16815"dm_p": 0.24834536716963945,16816"dm_stat": -1.155473311371597816817},16818"garchm11__ged__w1000_r5": {16819"n": 616,16820"ratio": 1.0048339103169923,16821"dm_p": 0.8127233557279067,16822"dm_stat": 0.2370159348102598216823},16824"garchm11__normal__w1000_r5": {16825"n": 616,16826"ratio": 0.9979842126481573,16827"dm_p": 0.5335620154292526,16828"dm_stat": -0.622929127584456316829},16830"garchm11__skewt__w1000_r5": {16831"n": 616,16832"ratio": 0.8732732396292512,16833"dm_p": 0.12161013014414554,16834"dm_stat": -1.550190879204045316835},16836"garchm11__t__w1000_r5": {16837"n": 616,16838"ratio": 0.8417913927388204,16839"dm_p": 0.22400426627960837,16840"dm_stat": -1.217175590087208316841},16842"garchx_rv11__normal__w1000_r5": {16843"n": 616,16844"ratio": 1.0215633246320586,16845"dm_p": 0.5869095406438232,16846"dm_stat": 0.543606116963055416847},16848"garchx_rv11__t__w1000_r5": {16849"n": 616,16850"ratio": 0.9801708752731361,16851"dm_p": 0.7531244202357678,16852"dm_stat": -0.314662792526394416853},16854"gas_t11__t__w1000_r5": {16855"n": 616,16856"ratio": 0.947197883687104,16857"dm_p": 0.08166470068428246,16858"dm_stat": -1.743965718707152716859},16860"gjr11__ged__w1000_r5": {16861"n": 616,16862"ratio": 1.070234965101352,16863"dm_p": 0.3289574024358689,16864"dm_stat": 0.97699170011689716865},16866"gjr11__normal__w1000_r5": {16867"n": 616,16868"ratio": 1.0509887084871308,16869"dm_p": 0.32638603713484826,16870"dm_stat": 0.982203087177052316871},16872"gjr11__skewt__w1000_r5": {16873"n": 616,16874"ratio": 0.9749059272415529,16875"dm_p": 0.37433531748653776,16876"dm_stat": -0.88902857786524716877},16878"gjr11__t__w1000_r5": {16879"n": 616,16880"ratio": 0.9851359465727605,16881"dm_p": 0.6319563233398909,16882"dm_stat": -0.479214592810811516883},16884"har_rv__empirical__w1000_r5": {16885"n": 616,16886"ratio": 1.1163168726783064,16887"dm_p": 0.12660830733218417,16888"dm_stat": 1.529687340815080216889},16890"heavy11__normal__w1000_r5": {16891"n": 616,16892"ratio": 1.0203110871044179,16893"dm_p": 0.6322151724811497,16894"dm_stat": 0.47885052341027816895},16896"heavy11__t__w1000_r5": {16897"n": 616,16898"ratio": 0.9879325201089134,16899"dm_p": 0.8456636379990501,16900"dm_stat": -0.1947363849340819416901},16902"histvar22__empirical__w1000_r5": {16903"n": 616,16904"ratio": 1.3960269061641708,16905"dm_p": 0.18775816486927,16906"dm_stat": 1.318706295651269416907},16908"histvar252__empirical__w1000_r5": {16909"n": 616,16910"ratio": 1.452585216119408,16911"dm_p": 0.1463097827041923,16912"dm_stat": 1.454529300777164516913},16914"histvar66__empirical__w1000_r5": {16915"n": 616,16916"ratio": 1.7673595180110433,16917"dm_p": 0.1528075704061809,16918"dm_stat": 1.431455889827094216919},16920"igarch11__ged__w1000_r5": {16921"n": 616,16922"ratio": 0.8394437616653984,16923"dm_p": 0.47212201324993935,16924"dm_stat": -0.719474338775866816925},16926"igarch11__normal__w1000_r5": {16927"n": 616,16928"ratio": 0.8444523947598699,16929"dm_p": 0.5531619206980487,16930"dm_stat": -0.593354736047664316931},16932"igarch11__skewt__w1000_r5": {16933"n": 616,16934"ratio": 0.7944846784578602,16935"dm_p": 0.38415666741659604,16936"dm_stat": -0.870885172471684516937},16938"igarch11__t__w1000_r5": {16939"n": 616,16940"ratio": 0.8172632371015988,16941"dm_p": 0.44472438622089117,16942"dm_stat": -0.764732154737270716943},16944"loghar_rv__empirical__w1000_r5": {16945"n": 616,16946"ratio": 0.9884490711417833,16947"dm_p": 0.8254469085554725,16948"dm_stat": -0.2206388068190357516949},16950"msgarch2__normal__w1000_r5": {16951"n": 616,16952"ratio": 1.115104025125701,16953"dm_p": 0.3348451392719317,16954"dm_stat": 0.965157804680798716955},16956"msgarch2__t__w1000_r5": {16957"n": 616,16958"ratio": 1.0528760856758999,16959"dm_p": 0.7487558026316812,16960"dm_stat": 0.32042396184057716961},16962"nagarch11__ged__w1000_r5": {16963"n": 616,16964"ratio": 1.0331916953001452,16965"dm_p": 0.556513308038388,16966"dm_stat": 0.588350121258614416967},16968"nagarch11__normal__w1000_r5": {16969"n": 616,16970"ratio": 1.0053359167657507,16971"dm_p": 0.915584395065149,16972"dm_stat": 0.1060410069765564516973},16974"nagarch11__skewt__w1000_r5": {16975"n": 616,16976"ratio": 0.9236507509227502,16977"dm_p": 0.43689158843559334,16978"dm_stat": -0.777960312757636716979},16980"nagarch11__t__w1000_r5": {16981"n": 616,16982"ratio": 0.9507152571699852,16983"dm_p": 0.56092618528718,16984"dm_stat": -0.581782787472092416985},16986"qgarch11__ged__w1000_r5": {16987"n": 616,16988"ratio": 1.0381708757288262,16989"dm_p": 0.3379583427227561,16990"dm_stat": 0.95895482094294716991},16992"qgarch11__normal__w1000_r5": {16993"n": 616,16994"ratio": 1.01632198464566,16995"dm_p": 0.5592430713272757,16996"dm_stat": 0.584284654206398516997},16998"qgarch11__skewt__w1000_r5": {16999"n": 616,17000"ratio": 0.9426416596210551,17001"dm_p": 0.3878992146946577,17002"dm_stat": -0.864046492645543217003},17004"qgarch11__t__w1000_r5": {17005"n": 616,17006"ratio": 0.9420093663492035,17007"dm_p": 0.3775162320093167,17008"dm_stat": -0.883120512091202917009},17010"realgarch11__normal__w1000_r5": {17011"n": 616,17012"ratio": 1.074217536921218,17013"dm_p": 0.47904999105351626,17014"dm_stat": 0.70826349580877717015},17016"realgarch11__t__w1000_r5": {17017"n": 616,17018"ratio": 1.0156653980917973,17019"dm_p": 0.9674069919309425,17020"dm_stat": 0.04087728619630464517021},17022"rm2006__normal__w1000_r5": {17023"n": 616,17024"ratio": 1.0850733041524514,17025"dm_p": 0.5616028600757007,17026"dm_stat": 0.580777970841472517027},17028"rm_rw__empirical__w1000_r5": {17029"n": 616,17030"ratio": 2.1459416725238443,17031"dm_p": 0.05870212148692137,17032"dm_stat": 1.893938841428382217033},17034"tarch11__ged__w1000_r5": {17035"n": 616,17036"ratio": 1.0438884306263014,17037"dm_p": 0.5420780038131969,17038"dm_stat": 0.61001378102791817039},17040"tarch11__normal__w1000_r5": {17041"n": 616,17042"ratio": 0.9486723892667857,17043"dm_p": 0.5365974710636024,17044"dm_stat": -0.618313729206780717045},17046"tarch11__skewt__w1000_r5": {17047"n": 616,17048"ratio": 0.9262043059636268,17049"dm_p": 0.4359224065732363,17050"dm_stat": -0.779606546548790817051},17052"tarch11__t__w1000_r5": {17053"n": 616,17054"ratio": 0.9842476947375528,17055"dm_p": 0.8372395105840943,17056"dm_stat": -0.205512792295639717057}17058},17059"vol_tercile66=mid": {17060"aparch11__ged__w1000_r5": {17061"n": 481,17062"ratio": 0.9422836245676715,17063"dm_p": 0.5931905036504062,17064"dm_stat": -0.534576145933169817065},17066"aparch11__normal__w1000_r5": {17067"n": 481,17068"ratio": 0.9910759869992825,17069"dm_p": 0.9125409949135793,17070"dm_stat": -0.1098919504152013217071},17072"aparch11__skewt__w1000_r5": {17073"n": 481,17074"ratio": 0.9575287474099081,17075"dm_p": 0.6836545910879881,17076"dm_stat": -0.4077287864369345517077},17078"aparch11__t__w1000_r5": {17079"n": 481,17080"ratio": 0.953624536978208,17081"dm_p": 0.6802032772937007,17082"dm_stat": -0.412437017817596217083},17084"arch5__ged__w1000_r5": {17085"n": 481,17086"ratio": 1.2647143084677874,17087"dm_p": 0.031574512352104595,17088"dm_stat": 2.156068136521517517089},17090"arch5__normal__w1000_r5": {17091"n": 481,17092"ratio": 1.2526583722724547,17093"dm_p": 0.04074313618656105,17094"dm_stat": 2.05167654967991517095},17096"arch5__skewt__w1000_r5": {17097"n": 481,17098"ratio": 1.2977035449523842,17099"dm_p": 0.025348817751082685,17100"dm_stat": 2.243053686648216217101},17102"arch5__t__w1000_r5": {17103"n": 481,17104"ratio": 1.3473830162377833,17105"dm_p": 0.016222921421782367,17106"dm_stat": 2.412376842308470617107},17108"avgarch11__ged__w1000_r5": {17109"n": 481,17110"ratio": 1.0392879157398456,17111"dm_p": 0.644572921632177,17112"dm_stat": 0.4616061240254728517113},17114"avgarch11__normal__w1000_r5": {17115"n": 481,17116"ratio": 1.1139516543212113,17117"dm_p": 0.04468764853383277,17118"dm_stat": 2.012856134329327417119},17120"avgarch11__skewt__w1000_r5": {17121"n": 481,17122"ratio": 1.0235943879255094,17123"dm_p": 0.7950850313158864,17124"dm_stat": 0.259857611399870117125},17126"avgarch11__t__w1000_r5": {17127"n": 481,17128"ratio": 1.0450684187012105,17129"dm_p": 0.5961768752618288,17130"dm_stat": 0.530260013427736117131},17132"cgarch11__ged__w1000_r5": {17133"n": 481,17134"ratio": 0.9762017471961711,17135"dm_p": 0.7550625827953907,17136"dm_stat": -0.3121493374710948617137},17138"cgarch11__normal__w1000_r5": {17139"n": 481,17140"ratio": 0.9893205486894112,17141"dm_p": 0.8753267125236002,17142"dm_stat": -0.156979879014574717143},17144"cgarch11__skewt__w1000_r5": {17145"n": 481,17146"ratio": 0.9206279156037595,17147"dm_p": 0.33079062196604114,17148"dm_stat": -0.973509196008468717149},17150"cgarch11__t__w1000_r5": {17151"n": 481,17152"ratio": 0.9620857278603832,17153"dm_p": 0.5481246357514787,17154"dm_stat": -0.600998561251474117155},17156"constvar__normal__w1000_r5": {17157"n": 481,17158"ratio": 2.1604585117859703,17159"dm_p": 0.0077300817561261415,17160"dm_stat": 2.674912192149665517161},17162"egarch11__ged__w1000_r5": {17163"n": 481,17164"ratio": 0.9909433800805176,17165"dm_p": 0.9467121960100706,17166"dm_stat": -0.0668710601405523917167},17168"egarch11__normal__w1000_r5": {17169"n": 481,17170"ratio": 1.03350982763433,17171"dm_p": 0.7347783591920735,17172"dm_stat": 0.3389729351403724717173},17174"egarch11__skewt__w1000_r5": {17175"n": 481,17176"ratio": 0.9704197829378548,17177"dm_p": 0.8210926680028233,17178"dm_stat": -0.2262636722088443317179},17180"egarch11__t__w1000_r5": {17181"n": 481,17182"ratio": 1.0222812499467435,17183"dm_p": 0.8742483259092853,17184"dm_stat": 0.158349087638916917185},17186"ewma094__normal__w1000_r5": {17187"n": 481,17188"ratio": 1.2733960502684967,17189"dm_p": 0.33320430707766896,17190"dm_stat": 0.968656731346093617191},17192"figarch11__ged__w1000_r5": {17193"n": 481,17194"ratio": 0.9692605641824412,17195"dm_p": 0.6657615882934339,17196"dm_stat": -0.4322393293742698417197},17198"figarch11__normal__w1000_r5": {17199"n": 481,17200"ratio": 0.9560829938585595,17201"dm_p": 0.48440524138789026,17202"dm_stat": -0.69977752857112217203},17204"figarch11__skewt__w1000_r5": {17205"n": 481,17206"ratio": 0.9572002679397886,17207"dm_p": 0.5746390122627613,17208"dm_stat": -0.561617152557756917209},17210"figarch11__t__w1000_r5": {17211"n": 481,17212"ratio": 0.9946150154325344,17213"dm_p": 0.9381799214400701,17214"dm_stat": -0.0775983107762625317215},17216"garch11__ged__w1000_r5": {17217"n": 481,17218"ratio": 1.0189820367867157,17219"dm_p": 0.5946155666493561,17220"dm_stat": 0.532515296782264317221},17222"garch11__normal__w1000_r5": {17223"n": 481,17224"ratio": 1.0,17225"dm_p": 1.0,17226"dm_stat": 0.017227},17228"garch11__skewt__w1000_r5": {17229"n": 481,17230"ratio": 0.9822488356360288,17231"dm_p": 0.7628686546559066,17232"dm_stat": -0.301887399276787817233},17234"garch11__t__w1000_r5": {17235"n": 481,17236"ratio": 1.0163451603176714,17237"dm_p": 0.7598560374100792,17238"dm_stat": 0.305843982806405417239},17240"garch12__ged__w1000_r5": {17241"n": 481,17242"ratio": 1.032006728682388,17243"dm_p": 0.46010672000121183,17244"dm_stat": 0.739266216050041617245},17246"garch12__normal__w1000_r5": {17247"n": 481,17248"ratio": 1.0142277277490348,17249"dm_p": 0.11494381329247674,17250"dm_stat": 1.579222287618034217251},17252"garch12__skewt__w1000_r5": {17253"n": 481,17254"ratio": 0.9935632679534605,17255"dm_p": 0.9175568458835585,17256"dm_stat": -0.103566227794861117257},17258"garch12__t__w1000_r5": {17259"n": 481,17260"ratio": 1.0276730972175783,17261"dm_p": 0.6188445248689736,17262"dm_stat": 0.4978120215741214717263},17264"garch21__ged__w1000_r5": {17265"n": 481,17266"ratio": 1.0276133097469007,17267"dm_p": 0.4065756824769929,17268"dm_stat": 0.830665347441705417269},17270"garch21__normal__w1000_r5": {17271"n": 481,17272"ratio": 1.0142776918476326,17273"dm_p": 0.034760162263205246,17274"dm_stat": 2.117158149369363417275},17276"garch21__skewt__w1000_r5": {17277"n": 481,17278"ratio": 0.99191512313668,17279"dm_p": 0.8875726777086909,17280"dm_stat": -0.141451424323887717281},17282"garch21__t__w1000_r5": {17283"n": 481,17284"ratio": 1.025021308318137,17285"dm_p": 0.6437897197483131,17286"dm_stat": 0.4626991376252494517287},17288"garchm11__ged__w1000_r5": {17289"n": 481,17290"ratio": 0.9997245670750696,17291"dm_p": 0.9939773159231019,17292"dm_stat": -0.007552319476639317517293},17294"garchm11__normal__w1000_r5": {17295"n": 481,17296"ratio": 0.9913817189054365,17297"dm_p": 0.31367597028108196,17298"dm_stat": -1.008597272568902717299},17300"garchm11__skewt__w1000_r5": {17301"n": 481,17302"ratio": 0.9513560477238301,17303"dm_p": 0.42798676092981264,17304"dm_stat": -0.793314182492600717305},17306"garchm11__t__w1000_r5": {17307"n": 481,17308"ratio": 0.9938704246546144,17309"dm_p": 0.9185405282126174,17310"dm_stat": -0.1023261552041502817311},17312"garchx_rv11__normal__w1000_r5": {17313"n": 481,17314"ratio": 1.1090271429201215,17315"dm_p": 0.2355072821109956,17316"dm_stat": 1.187780565335352117317},17318"garchx_rv11__t__w1000_r5": {17319"n": 481,17320"ratio": 1.1148976428701678,17321"dm_p": 0.2640649291511797,17322"dm_stat": 1.118143672161451717323},17324"gas_t11__t__w1000_r5": {17325"n": 481,17326"ratio": 1.0955686237242173,17327"dm_p": 0.3372967834866548,17328"dm_stat": 0.960480943304762917329},17330"gjr11__ged__w1000_r5": {17331"n": 481,17332"ratio": 1.017230144690961,17333"dm_p": 0.8665387537758827,17334"dm_stat": 0.1681466253275614717335},17336"gjr11__normal__w1000_r5": {17337"n": 481,17338"ratio": 1.030773568365235,17339"dm_p": 0.7178027649164418,17340"dm_stat": 0.361609796184607517341},17342"gjr11__skewt__w1000_r5": {17343"n": 481,17344"ratio": 1.00447136313677,17345"dm_p": 0.967356052042489,17346"dm_stat": 0.0409458982814455317347},17348"gjr11__t__w1000_r5": {17349"n": 481,17350"ratio": 1.0142505308418737,17351"dm_p": 0.8924409063813378,17352"dm_stat": 0.1352879740555489617353},17354"har_rv__empirical__w1000_r5": {17355"n": 481,17356"ratio": 1.4794270644231167,17357"dm_p": 0.004387793573581246,17358"dm_stat": 2.862433008229871717359},17360"heavy11__normal__w1000_r5": {17361"n": 481,17362"ratio": 1.106052261199407,17363"dm_p": 0.2539019605793879,17364"dm_stat": 1.142292427374930917365},17366"heavy11__t__w1000_r5": {17367"n": 481,17368"ratio": 1.1106822220242205,17369"dm_p": 0.27635600863343857,17370"dm_stat": 1.089781933434390817371},17372"histvar22__empirical__w1000_r5": {17373"n": 481,17374"ratio": 2.243919330621113,17375"dm_p": 0.042735485443834015,17376"dm_stat": 2.0316885192682517377},17378"histvar252__empirical__w1000_r5": {17379"n": 481,17380"ratio": 1.487816247619763,17381"dm_p": 0.18249879841143474,17382"dm_stat": 1.33503167599890417383},17384"histvar66__empirical__w1000_r5": {17385"n": 481,17386"ratio": 1.118819385242976,17387"dm_p": 0.6979172204697685,17388"dm_stat": 0.3883662327029683317389},17390"igarch11__ged__w1000_r5": {17391"n": 481,17392"ratio": 1.1528312021303284,17393"dm_p": 0.1508860154446306,17394"dm_stat": 1.438704372346323317395},17396"igarch11__normal__w1000_r5": {17397"n": 481,17398"ratio": 1.1666585686192346,17399"dm_p": 0.18452854313580766,17400"dm_stat": 1.328850774853450617401},17402"igarch11__skewt__w1000_r5": {17403"n": 481,17404"ratio": 1.110729838728544,17405"dm_p": 0.27499489985066555,17406"dm_stat": 1.09287949321795917407},17408"igarch11__t__w1000_r5": {17409"n": 481,17410"ratio": 1.1705334834284686,17411"dm_p": 0.09054062016194724,17412"dm_stat": 1.695966606582952817413},17414"loghar_rv__empirical__w1000_r5": {17415"n": 481,17416"ratio": 1.061467754575592,17417"dm_p": 0.5980799235875087,17418"dm_stat": 0.527514739454142217419},17420"msgarch2__normal__w1000_r5": {17421"n": 481,17422"ratio": 1.0034106072160682,17423"dm_p": 0.9728713436804981,17424"dm_stat": 0.0340250194704998117425},17426"msgarch2__t__w1000_r5": {17427"n": 481,17428"ratio": 0.9980861046011386,17429"dm_p": 0.9884862328391982,17430"dm_stat": -0.01443838760870641217431},17432"nagarch11__ged__w1000_r5": {17433"n": 481,17434"ratio": 0.9374169247694728,17435"dm_p": 0.4775839262607335,17436"dm_stat": -0.71075071623129417437},17438"nagarch11__normal__w1000_r5": {17439"n": 481,17440"ratio": 0.9485568062347687,17441"dm_p": 0.46759797144114107,17442"dm_stat": -0.726971228232674217443},17444"nagarch11__skewt__w1000_r5": {17445"n": 481,17446"ratio": 0.9677989438013781,17447"dm_p": 0.7270729999349098,17448"dm_stat": -0.349225730049369617449},17450"nagarch11__t__w1000_r5": {17451"n": 481,17452"ratio": 0.9514930426389678,17453"dm_p": 0.6215512559100556,17454"dm_stat": -0.493972938410985817455},17456"qgarch11__ged__w1000_r5": {17457"n": 481,17458"ratio": 0.9360035246675146,17459"dm_p": 0.1906711058477122,17460"dm_stat": -1.310447736052943417461},17462"qgarch11__normal__w1000_r5": {17463"n": 481,17464"ratio": 0.9533247750600832,17465"dm_p": 0.15441967731255465,17466"dm_stat": -1.426342121332155917467},17468"qgarch11__skewt__w1000_r5": {17469"n": 481,17470"ratio": 0.9602005878764499,17471"dm_p": 0.42780341293107066,17472"dm_stat": -0.793629300121866617473},17474"qgarch11__t__w1000_r5": {17475"n": 481,17476"ratio": 0.9425713475763208,17477"dm_p": 0.3049366198690623,17478"dm_stat": -1.027002330270632417479},17480"realgarch11__normal__w1000_r5": {17481"n": 481,17482"ratio": 0.9892565229119994,17483"dm_p": 0.9116824353418869,17484"dm_stat": -0.1109751545433403517485},17486"realgarch11__t__w1000_r5": {17487"n": 481,17488"ratio": 4.384035822244434,17489"dm_p": 0.003364694464848649,17490"dm_stat": 2.947019528714261317491},17492"rm2006__normal__w1000_r5": {17493"n": 481,17494"ratio": 0.9223891712664981,17495"dm_p": 0.6146607781873216,17496"dm_stat": -0.503760540937927717497},17498"rm_rw__empirical__w1000_r5": {17499"n": 481,17500"ratio": 2.926571619190653,17501"dm_p": 0.0015072263671114072,17502"dm_stat": 3.191680833177900317503},17504"tarch11__ged__w1000_r5": {17505"n": 481,17506"ratio": 0.9390879875201706,17507"dm_p": 0.5177092226557976,17508"dm_stat": -0.647358810187030117509},17510"tarch11__normal__w1000_r5": {17511"n": 481,17512"ratio": 1.0100264833596488,17513"dm_p": 0.8674247462504667,17514"dm_stat": 0.1670198765127983217515},17516"tarch11__skewt__w1000_r5": {17517"n": 481,17518"ratio": 0.967528966370215,17519"dm_p": 0.7369382746250356,17520"dm_stat": -0.3361053799790005317521},17522"tarch11__t__w1000_r5": {17523"n": 481,17524"ratio": 0.9576661183461248,17525"dm_p": 0.6900633010156212,17526"dm_stat": -0.3990099836505006717527}17528},17529"prev_sign=neg": {17530"aparch11__ged__w1000_r5": {17531"n": 1210,17532"ratio": 1.0058543033721203,17533"dm_p": 0.8903129071969375,17534"dm_stat": 0.1379373416668820717535},17536"aparch11__normal__w1000_r5": {17537"n": 1210,17538"ratio": 0.9495948882197122,17539"dm_p": 0.5057120011943652,17540"dm_stat": -0.665727941145579317541},17542"aparch11__skewt__w1000_r5": {17543"n": 1210,17544"ratio": 0.9131290856322934,17545"dm_p": 0.29983915376613374,17546"dm_stat": -1.037223406508294817547},17548"aparch11__t__w1000_r5": {17549"n": 1210,17550"ratio": 0.9629937499194504,17551"dm_p": 0.47113782056897724,17552"dm_stat": -0.720855438971938517553},17554"arch5__ged__w1000_r5": {17555"n": 1210,17556"ratio": 1.0096344868853846,17557"dm_p": 0.9011887953746082,17558"dm_stat": 0.1241858164650136617559},17560"arch5__normal__w1000_r5": {17561"n": 1210,17562"ratio": 0.9915330373347647,17563"dm_p": 0.9204947113508357,17564"dm_stat": -0.0998314231804723217565},17566"arch5__skewt__w1000_r5": {17567"n": 1210,17568"ratio": 0.9389160174308734,17569"dm_p": 0.7139771736843472,17570"dm_stat": -0.366605874795654417571},17572"arch5__t__w1000_r5": {17573"n": 1210,17574"ratio": 0.9422115800763241,17575"dm_p": 0.7653149974036961,17576"dm_stat": -0.298575856956653217577},17578"avgarch11__ged__w1000_r5": {17579"n": 1210,17580"ratio": 1.0071545504847184,17581"dm_p": 0.8622141390777011,17582"dm_stat": 0.173593323574346617583},17584"avgarch11__normal__w1000_r5": {17585"n": 1210,17586"ratio": 0.9493823553912256,17587"dm_p": 0.4224615653895037,17588"dm_stat": -0.802430696346700117589},17590"avgarch11__skewt__w1000_r5": {17591"n": 1210,17592"ratio": 0.9574464476690607,17593"dm_p": 0.1938886928862423,17594"dm_stat": -1.299883445316232517595},17596"avgarch11__t__w1000_r5": {17597"n": 1210,17598"ratio": 0.9701424523474551,17599"dm_p": 0.3413302585187472,17600"dm_stat": -0.951915189380769217601},17602"cgarch11__ged__w1000_r5": {17603"n": 1210,17604"ratio": 1.1259040480289633,17605"dm_p": 0.15821017668913245,17606"dm_stat": 1.41199018123902217607},17608"cgarch11__normal__w1000_r5": {17609"n": 1210,17610"ratio": 1.1134047348752838,17611"dm_p": 0.08937388287310734,17612"dm_stat": 1.70007573786351517613},17614"cgarch11__skewt__w1000_r5": {17615"n": 1210,17616"ratio": 1.0557600065039152,17617"dm_p": 0.22123428947455034,17618"dm_stat": 1.223884415253902817619},17620"cgarch11__t__w1000_r5": {17621"n": 1210,17622"ratio": 1.0553422957781726,17623"dm_p": 0.12056095144665896,17624"dm_stat": 1.553518830558661617625},17626"constvar__normal__w1000_r5": {17627"n": 1210,17628"ratio": 2.081353766726112,17629"dm_p": 0.13100290468579634,17630"dm_stat": 1.511183961829635217631},17632"egarch11__ged__w1000_r5": {17633"n": 1210,17634"ratio": 1.0362787100546529,17635"dm_p": 0.5848626134982436,17636"dm_stat": 0.54644252296793617637},17638"egarch11__normal__w1000_r5": {17639"n": 1210,17640"ratio": 1.0235083306876467,17641"dm_p": 0.6694567826546306,17642"dm_stat": 0.4269980407844488617643},17644"egarch11__skewt__w1000_r5": {17645"n": 1210,17646"ratio": 0.8806052390456179,17647"dm_p": 0.3388267523976388,17648"dm_stat": -0.956864882985127717649},17650"egarch11__t__w1000_r5": {17651"n": 1210,17652"ratio": 0.9365552435940844,17653"dm_p": 0.5391746218189658,17654"dm_stat": -0.614236499718409717655},17656"ewma094__normal__w1000_r5": {17657"n": 1210,17658"ratio": 1.1818111304650192,17659"dm_p": 0.08573821032091948,17660"dm_stat": 1.719725881168068217661},17662"figarch11__ged__w1000_r5": {17663"n": 1210,17664"ratio": 1.0098600119580217,17665"dm_p": 0.8015657482658642,17666"dm_stat": 0.251376507092471217667},17668"figarch11__normal__w1000_r5": {17669"n": 1210,17670"ratio": 0.9746709604466085,17671"dm_p": 0.7335466713282927,17672"dm_stat": -0.34049004431090417673},17674"figarch11__skewt__w1000_r5": {17675"n": 1210,17676"ratio": 0.9748373311203105,17677"dm_p": 0.6176975757314194,17678"dm_stat": -0.499245074163662617679},17680"figarch11__t__w1000_r5": {17681"n": 1210,17682"ratio": 0.9972210411558002,17683"dm_p": 0.9560636070710427,17684"dm_stat": -0.0551053894820281817685},17686"garch11__ged__w1000_r5": {17687"n": 1210,17688"ratio": 1.0010476797237364,17689"dm_p": 0.8948377876981811,17690"dm_stat": 0.1322130387831507417691},17692"garch11__normal__w1000_r5": {17693"n": 1210,17694"ratio": 1.0,17695"dm_p": 1.0,17696"dm_stat": 0.017697},17698"garch11__skewt__w1000_r5": {17699"n": 1210,17700"ratio": 0.9041987514233993,17701"dm_p": 0.23577540170969266,17702"dm_stat": -1.186202487343429417703},17704"garch11__t__w1000_r5": {17705"n": 1210,17706"ratio": 0.8957571187441836,17707"dm_p": 0.33157938102998746,17708"dm_stat": -0.971327744925482917709},17710"garch12__ged__w1000_r5": {17711"n": 1210,17712"ratio": 1.0029985882343078,17713"dm_p": 0.7277629428428571,17714"dm_stat": 0.348183567999277717715},17716"garch12__normal__w1000_r5": {17717"n": 1210,17718"ratio": 0.9947499160121905,17719"dm_p": 0.4799081279703517,17720"dm_stat": -0.706669383362008717721},17722"garch12__skewt__w1000_r5": {17723"n": 1210,17724"ratio": 0.9055769165396191,17725"dm_p": 0.2432793392963745,17726"dm_stat": -1.167399295528264817727},17728"garch12__t__w1000_r5": {17729"n": 1210,17730"ratio": 0.8970441174614723,17731"dm_p": 0.33790809201506605,17732"dm_stat": -0.958687060257787917733},17734"garch21__ged__w1000_r5": {17735"n": 1210,17736"ratio": 1.004363627226571,17737"dm_p": 0.6036691080938251,17738"dm_stat": 0.519267712440783617739},17740"garch21__normal__w1000_r5": {17741"n": 1210,17742"ratio": 1.002682885007694,17743"dm_p": 0.15191487979995655,17744"dm_stat": 1.433705518836936817745},17746"garch21__skewt__w1000_r5": {17747"n": 1210,17748"ratio": 0.9050993844617976,17749"dm_p": 0.23917371029426587,17750"dm_stat": -1.177635508125606217751},17752"garch21__t__w1000_r5": {17753"n": 1210,17754"ratio": 0.8957758077356406,17755"dm_p": 0.3321306062529694,17756"dm_stat": -0.970220589972126517757},17758"garchm11__ged__w1000_r5": {17759"n": 1210,17760"ratio": 0.9968700827055378,17761"dm_p": 0.7766570189341022,17762"dm_stat": -0.283741567605049217763},17764"garchm11__normal__w1000_r5": {17765"n": 1210,17766"ratio": 0.9904722428532201,17767"dm_p": 0.05555327290253951,17768"dm_stat": -1.916372451580022717769},17770"garchm11__skewt__w1000_r5": {17771"n": 1210,17772"ratio": 0.9000233509627129,17773"dm_p": 0.18040833292025998,17774"dm_stat": -1.34027326011710817775},17776"garchm11__t__w1000_r5": {17777"n": 1210,17778"ratio": 0.8800988756036111,17779"dm_p": 0.29855928968317247,17780"dm_stat": -1.039975334542217617781},17782"garchx_rv11__normal__w1000_r5": {17783"n": 1210,17784"ratio": 1.0066588650035304,17785"dm_p": 0.9006470160673669,17786"dm_stat": 0.124870267337464917787},17788"garchx_rv11__t__w1000_r5": {17789"n": 1210,17790"ratio": 0.9835317393325982,17791"dm_p": 0.8383160365795689,17792"dm_stat": -0.2040918951439478817793},17794"gas_t11__t__w1000_r5": {17795"n": 1210,17796"ratio": 0.9942261502943666,17797"dm_p": 0.8746052419136103,17798"dm_stat": -0.157845069263094617799},17800"gjr11__ged__w1000_r5": {17801"n": 1210,17802"ratio": 1.0339971118407247,17803"dm_p": 0.4386358058987515,17804"dm_stat": 0.774755220900247317805},17806"gjr11__normal__w1000_r5": {17807"n": 1210,17808"ratio": 1.021194661245644,17809"dm_p": 0.5147617075964274,17810"dm_stat": 0.651633145258965217811},17812"gjr11__skewt__w1000_r5": {17813"n": 1210,17814"ratio": 0.9636135452434864,17815"dm_p": 0.409156710287093,17816"dm_stat": -0.825665588253037317817},17818"gjr11__t__w1000_r5": {17819"n": 1210,17820"ratio": 0.9738298974944859,17821"dm_p": 0.5239343703332687,17822"dm_stat": -0.63747779573601617823},17824"har_rv__empirical__w1000_r5": {17825"n": 1210,17826"ratio": 1.3225060228581873,17827"dm_p": 0.09838245911031467,17828"dm_stat": 1.65402282415726817829},17830"heavy11__normal__w1000_r5": {17831"n": 1210,17832"ratio": 1.0046845208293382,17833"dm_p": 0.9335140726297102,17834"dm_stat": 0.083441791616148917835},17836"heavy11__t__w1000_r5": {17837"n": 1210,17838"ratio": 0.9854633553588819,17839"dm_p": 0.8536176175093544,17840"dm_stat": -0.1845440574427880717841},17842"histvar22__empirical__w1000_r5": {17843"n": 1210,17844"ratio": 1.3798154452843672,17845"dm_p": 0.006658674181026664,17846"dm_stat": 2.718149279554580717847},17848"histvar252__empirical__w1000_r5": {17849"n": 1210,17850"ratio": 2.0231527744958195,17851"dm_p": 0.07438140969732117,17852"dm_stat": 1.785804984824983717853},17854"histvar66__empirical__w1000_r5": {17855"n": 1210,17856"ratio": 1.8068784156413626,17857"dm_p": 0.13740664500425845,17858"dm_stat": 1.486503766591147817859},17860"igarch11__ged__w1000_r5": {17861"n": 1210,17862"ratio": 0.901642538596408,17863"dm_p": 0.5864585344027444,17864"dm_stat": -0.544121007927883517865},17866"igarch11__normal__w1000_r5": {17867"n": 1210,17868"ratio": 0.9025584541975333,17869"dm_p": 0.6471051335591251,17870"dm_stat": -0.4579019993729112617871},17872"igarch11__skewt__w1000_r5": {17873"n": 1210,17874"ratio": 0.8571662553390326,17875"dm_p": 0.45379559991194607,17876"dm_stat": -0.749344112321398717877},17878"igarch11__t__w1000_r5": {17879"n": 1210,17880"ratio": 0.8839873963019201,17881"dm_p": 0.5480694198405072,17882"dm_stat": -0.60082462319502417883},17884"loghar_rv__empirical__w1000_r5": {17885"n": 1210,17886"ratio": 1.0701428809152926,17887"dm_p": 0.44816794167865254,17888"dm_stat": 0.758720021632649617889},17890"msgarch2__normal__w1000_r5": {17891"n": 1210,17892"ratio": 1.147986558838057,17893"dm_p": 0.2766750334631049,17894"dm_stat": 1.088310320829711617895},17896"msgarch2__t__w1000_r5": {17897"n": 1210,17898"ratio": 1.082097845849969,17899"dm_p": 0.2413282200562406,17900"dm_stat": 1.17224854346154317901},17902"nagarch11__ged__w1000_r5": {17903"n": 1210,17904"ratio": 0.9907394724478329,17905"dm_p": 0.8823172161799919,17906"dm_stat": -0.1480636623210307417907},17908"nagarch11__normal__w1000_r5": {17909"n": 1210,17910"ratio": 0.9722143205941085,17911"dm_p": 0.712537392506118,17912"dm_stat": -0.368536986575981817913},17914"nagarch11__skewt__w1000_r5": {17915"n": 1210,17916"ratio": 0.9231261980112514,17917"dm_p": 0.5317736473635947,17918"dm_stat": -0.625480714485293717919},17920"nagarch11__t__w1000_r5": {17921"n": 1210,17922"ratio": 0.942877306903465,17923"dm_p": 0.5921488050102702,17924"dm_stat": -0.535867339136263417925},17926"qgarch11__ged__w1000_r5": {17927"n": 1210,17928"ratio": 0.9916549601854642,17929"dm_p": 0.6866131818485939,17930"dm_stat": -0.4035525011481931317931},17932"qgarch11__normal__w1000_r5": {17933"n": 1210,17934"ratio": 0.9825018007497008,17935"dm_p": 0.5380058733039721,17936"dm_stat": -0.616006971371404617937},17938"qgarch11__skewt__w1000_r5": {17939"n": 1210,17940"ratio": 0.9267648168800814,17941"dm_p": 0.270490447680459,17942"dm_stat": -1.102438588125527917943},17944"qgarch11__t__w1000_r5": {17945"n": 1210,17946"ratio": 0.9254900404281957,17947"dm_p": 0.25847818641972314,17948"dm_stat": -1.130527623663614417949},17950"realgarch11__normal__w1000_r5": {17951"n": 1210,17952"ratio": 1.083656377592305,17953"dm_p": 0.46229726201293997,17954"dm_stat": 0.735303543615977417955},17956"realgarch11__t__w1000_r5": {17957"n": 1210,17958"ratio": 3.010364886082096,17959"dm_p": 0.00016433651756152603,17960"dm_stat": 3.78021825813730917961},17962"rm2006__normal__w1000_r5": {17963"n": 1210,17964"ratio": 1.067511035792346,17965"dm_p": 0.41399648707019865,17966"dm_stat": 0.817162638395541717967},17968"rm_rw__empirical__w1000_r5": {17969"n": 1210,17970"ratio": 1.9232086555624275,17971"dm_p": 0.001544270919800031,17972"dm_stat": 3.173466280898817973},17974"tarch11__ged__w1000_r5": {17975"n": 1210,17976"ratio": 0.9770257174492621,17977"dm_p": 0.5518327314173039,17978"dm_stat": -0.595182706091240717979},17980"tarch11__normal__w1000_r5": {17981"n": 1210,17982"ratio": 0.9297922270751163,17983"dm_p": 0.38623895010170406,17984"dm_stat": -0.866771969811572117985},17986"tarch11__skewt__w1000_r5": {17987"n": 1210,17988"ratio": 0.9020667344076793,17989"dm_p": 0.2779206322808076,17990"dm_stat": -1.085491014342105517991},17992"tarch11__t__w1000_r5": {17993"n": 1210,17994"ratio": 0.9352030490619219,17995"dm_p": 0.2996767383405604,17996"dm_stat": -1.037572192373149117997}17998},17999"prev_sign=pos": {18000"aparch11__ged__w1000_r5": {18001"n": 1491,18002"ratio": 1.0244553593981807,18003"dm_p": 0.7945015441310795,18004"dm_stat": 0.2605162960184242418005},18006"aparch11__normal__w1000_r5": {18007"n": 1491,18008"ratio": 0.9934661038971149,18009"dm_p": 0.9087372729382758,18010"dm_stat": -0.1146509096430605218011},18012"aparch11__skewt__w1000_r5": {18013"n": 1491,18014"ratio": 0.9521944404032002,18015"dm_p": 0.45250834011203245,18016"dm_stat": -0.751437050107774718017},18018"aparch11__t__w1000_r5": {18019"n": 1491,18020"ratio": 0.9906846547151728,18021"dm_p": 0.9063052559976496,18022"dm_stat": -0.1177201635158380718023},18024"arch5__ged__w1000_r5": {18025"n": 1491,18026"ratio": 1.1216480516344436,18027"dm_p": 0.016699314016307434,18028"dm_stat": 2.395966389589209418029},18030"arch5__normal__w1000_r5": {18031"n": 1491,18032"ratio": 1.1054571621342333,18033"dm_p": 0.02838925980090755,18034"dm_stat": 2.19400155064486418035},18036"arch5__skewt__w1000_r5": {18037"n": 1491,18038"ratio": 1.123584828172464,18039"dm_p": 0.18883739020870982,18040"dm_stat": 1.314627631951946518041},18042"arch5__t__w1000_r5": {18043"n": 1491,18044"ratio": 1.148406934427422,18045"dm_p": 0.1625388811477272,18046"dm_stat": 1.39727512798088518047},18048"avgarch11__ged__w1000_r5": {18049"n": 1491,18050"ratio": 0.9516592716378446,18051"dm_p": 0.02030408186466693,18052"dm_stat": -2.323169658391428518053},18054"avgarch11__normal__w1000_r5": {18055"n": 1491,18056"ratio": 0.9765387535723142,18057"dm_p": 0.6033844507968446,18058"dm_stat": -0.519650397488716818059},18060"avgarch11__skewt__w1000_r5": {18061"n": 1491,18062"ratio": 0.9206110446695062,18063"dm_p": 0.004600418872413985,18064"dm_stat": -2.838057327014942718065},18066"avgarch11__t__w1000_r5": {18067"n": 1491,18068"ratio": 0.9406220040751665,18069"dm_p": 0.02053227664697243,18070"dm_stat": -2.318953139831231518071},18072"cgarch11__ged__w1000_r5": {18073"n": 1491,18074"ratio": 1.117048205085079,18075"dm_p": 0.19003812620942678,18076"dm_stat": 1.311064087881928418077},18078"cgarch11__normal__w1000_r5": {18079"n": 1491,18080"ratio": 1.118667209110502,18081"dm_p": 0.1647784902243193,18082"dm_stat": 1.389861693821204718083},18084"cgarch11__skewt__w1000_r5": {18085"n": 1491,18086"ratio": 1.0757080144745368,18087"dm_p": 0.3070329384374979,18088"dm_stat": 1.021817961030692618089},18090"cgarch11__t__w1000_r5": {18091"n": 1491,18092"ratio": 1.1043776457655536,18093"dm_p": 0.14590130342605515,18094"dm_stat": 1.454922662672574418095},18096"constvar__normal__w1000_r5": {18097"n": 1491,18098"ratio": 1.7642564798718146,18099"dm_p": 0.03424436633644446,18100"dm_stat": 2.119131736160470718101},18102"egarch11__ged__w1000_r5": {18103"n": 1491,18104"ratio": 1.0284251750578228,18105"dm_p": 0.7786684181578187,18106"dm_stat": 0.281105623010264918107},18108"egarch11__normal__w1000_r5": {18109"n": 1491,18110"ratio": 1.0305363562247276,18111"dm_p": 0.7066490108380435,18112"dm_stat": 0.3764324626146653418113},18114"egarch11__skewt__w1000_r5": {18115"n": 1491,18116"ratio": 0.9932940857884602,18117"dm_p": 0.923596156789028,18118"dm_stat": -0.0959210729643223518119},18120"egarch11__t__w1000_r5": {18121"n": 1491,18122"ratio": 0.9920672561514078,18123"dm_p": 0.9243741865893784,18124"dm_stat": -0.094941339455929618125},18126"ewma094__normal__w1000_r5": {18127"n": 1491,18128"ratio": 1.1999193788375586,18129"dm_p": 0.20939922352825135,18130"dm_stat": 1.255761802179704818131},18132"figarch11__ged__w1000_r5": {18133"n": 1491,18134"ratio": 1.0735684357637578,18135"dm_p": 0.18896358050803075,18136"dm_stat": 1.314252339563575718137},18138"figarch11__normal__w1000_r5": {18139"n": 1491,18140"ratio": 1.0616580880564652,18141"dm_p": 0.38272158454185184,18142"dm_stat": 0.873150790698730718143},18144"figarch11__skewt__w1000_r5": {18145"n": 1491,18146"ratio": 1.0423139346783716,18147"dm_p": 0.32480203956167886,18148"dm_stat": 0.984963236397412618149},18150"figarch11__t__w1000_r5": {18151"n": 1491,18152"ratio": 1.074675258616264,18153"dm_p": 0.0815399400001658,18154"dm_stat": 1.74299975650000518155},18156"garch11__ged__w1000_r5": {18157"n": 1491,18158"ratio": 1.0016913450090978,18159"dm_p": 0.868954577641391,18160"dm_stat": 0.1650149769070414818161},18162"garch11__normal__w1000_r5": {18163"n": 1491,18164"ratio": 1.0,18165"dm_p": 1.0,18166"dm_stat": 0.018167},18168"garch11__skewt__w1000_r5": {18169"n": 1491,18170"ratio": 0.9598327742741808,18171"dm_p": 0.341775415883804,18172"dm_stat": -0.950966878842362418173},18174"garch11__t__w1000_r5": {18175"n": 1491,18176"ratio": 0.9767000370644119,18177"dm_p": 0.6614035640182628,18178"dm_stat": -0.4380637568167584718179},18180"garch12__ged__w1000_r5": {18181"n": 1491,18182"ratio": 1.0027129063779034,18183"dm_p": 0.8028105063627136,18184"dm_stat": 0.249755960632487618185},18186"garch12__normal__w1000_r5": {18187"n": 1491,18188"ratio": 0.9982421814296647,18189"dm_p": 0.6585170435557276,18190"dm_stat": -0.442050183304181518191},18192"garch12__skewt__w1000_r5": {18193"n": 1491,18194"ratio": 0.960406497688546,18195"dm_p": 0.35055703395451726,18196"dm_stat": -0.933802584488959118197},18198"garch12__t__w1000_r5": {18199"n": 1491,18200"ratio": 0.9771160352202771,18201"dm_p": 0.6679252803201583,18202"dm_stat": -0.429082414002780518203},18204"garch21__ged__w1000_r5": {18205"n": 1491,18206"ratio": 1.005763100810897,18207"dm_p": 0.5539129007704715,18208"dm_stat": 0.59204108186656118209},18210"garch21__normal__w1000_r5": {18211"n": 1491,18212"ratio": 1.0050116740521218,18213"dm_p": 0.021402790642557776,18214"dm_stat": 2.303234696741260518215},18216"garch21__skewt__w1000_r5": {18217"n": 1491,18218"ratio": 0.9621909911093682,18219"dm_p": 0.37820415691481724,18220"dm_stat": -0.881472763573597318221},18222"garch21__t__w1000_r5": {18223"n": 1491,18224"ratio": 0.977928570777224,18225"dm_p": 0.6817217989776936,18226"dm_stat": -0.4101951108158687418227},18228"garchm11__ged__w1000_r5": {18229"n": 1491,18230"ratio": 0.9997776937338705,18231"dm_p": 0.9882222906570285,18232"dm_stat": -0.01476418326656373818233},18234"garchm11__normal__w1000_r5": {18235"n": 1491,18236"ratio": 0.9954679984578022,18237"dm_p": 0.18271739300262502,18238"dm_stat": -1.333055445780256118239},18240"garchm11__skewt__w1000_r5": {18241"n": 1491,18242"ratio": 0.9481925717388356,18243"dm_p": 0.12472677406108595,18244"dm_stat": -1.536097516642089618245},18246"garchm11__t__w1000_r5": {18247"n": 1491,18248"ratio": 0.9665143214160186,18249"dm_p": 0.5094419833315563,18250"dm_stat": -0.659865725377268818251},18252"garchx_rv11__normal__w1000_r5": {18253"n": 1491,18254"ratio": 1.0917391486813208,18255"dm_p": 0.03590662277573303,18256"dm_stat": 2.099886350395524718257},18258"garchx_rv11__t__w1000_r5": {18259"n": 1491,18260"ratio": 1.0930686657138973,18261"dm_p": 0.03671693271603603,18262"dm_stat": 2.090779180761411618263},18264"gas_t11__t__w1000_r5": {18265"n": 1491,18266"ratio": 0.9696717730619365,18267"dm_p": 0.22783230409935,18268"dm_stat": -1.206458408220094918269},18270"gjr11__ged__w1000_r5": {18271"n": 1491,18272"ratio": 1.0355104386535119,18273"dm_p": 0.6042647243767788,18274"dm_stat": 0.518387756856115918275},18276"gjr11__normal__w1000_r5": {18277"n": 1491,18278"ratio": 1.0311855577599407,18279"dm_p": 0.600813377614097,18280"dm_stat": 0.523343035835220318281},18282"gjr11__skewt__w1000_r5": {18283"n": 1491,18284"ratio": 0.9865224376786615,18285"dm_p": 0.7736605532109797,18286"dm_stat": -0.28764231193559918287},18288"gjr11__t__w1000_r5": {18289"n": 1491,18290"ratio": 0.9964985354968696,18291"dm_p": 0.9440232437112263,18292"dm_stat": -0.0702259502061796118293},18294"har_rv__empirical__w1000_r5": {18295"n": 1491,18296"ratio": 1.2790737024169616,18297"dm_p": 0.04977926867227794,18298"dm_stat": 1.963453239058527818299},18300"heavy11__normal__w1000_r5": {18301"n": 1491,18302"ratio": 1.0921011948584751,18303"dm_p": 0.039361533313441235,18304"dm_stat": 2.062202101025445418305},18306"heavy11__t__w1000_r5": {18307"n": 1491,18308"ratio": 1.092432084469605,18309"dm_p": 0.042244802201270054,18310"dm_stat": 2.032848623037549518311},18312"histvar22__empirical__w1000_r5": {18313"n": 1491,18314"ratio": 1.5342735318306286,18315"dm_p": 0.03409943725318465,18316"dm_stat": 2.1208473129349518317},18318"histvar252__empirical__w1000_r5": {18319"n": 1491,18320"ratio": 1.7755702995005573,18321"dm_p": 0.015514495310574446,18322"dm_stat": 2.422928338547468518323},18324"histvar66__empirical__w1000_r5": {18325"n": 1491,18326"ratio": 1.5556180276178158,18327"dm_p": 0.11166986857698652,18328"dm_stat": 1.591674988833012818329},18330"igarch11__ged__w1000_r5": {18331"n": 1491,18332"ratio": 1.077023871108301,18333"dm_p": 0.4249201022433768,18334"dm_stat": 0.798133681595252218335},18336"igarch11__normal__w1000_r5": {18337"n": 1491,18338"ratio": 1.1146330605943953,18339"dm_p": 0.311720987723374,18340"dm_stat": 1.011961026367171418341},18342"igarch11__skewt__w1000_r5": {18343"n": 1491,18344"ratio": 1.031996329263738,18345"dm_p": 0.7440103915405172,18346"dm_stat": 0.326607829780460918347},18348"igarch11__t__w1000_r5": {18349"n": 1491,18350"ratio": 1.0669052640503434,18351"dm_p": 0.5022001015471347,18352"dm_stat": 0.671195388763995118353},18354"loghar_rv__empirical__w1000_r5": {18355"n": 1491,18356"ratio": 1.0165888676494081,18357"dm_p": 0.8242210339782137,18358"dm_stat": 0.2221583851854664318359},18360"msgarch2__normal__w1000_r5": {18361"n": 1491,18362"ratio": 1.0303456140484681,18363"dm_p": 0.6510126409884253,18364"dm_stat": 0.452447302056576318365},18366"msgarch2__t__w1000_r5": {18367"n": 1491,18368"ratio": 1.0701947534508616,18369"dm_p": 0.6033357824557802,18370"dm_stat": 0.519720230209021118371},18372"nagarch11__ged__w1000_r5": {18373"n": 1491,18374"ratio": 1.0241973002911162,18375"dm_p": 0.7344810818596098,18376"dm_stat": 0.339234239927624318377},18378"nagarch11__normal__w1000_r5": {18379"n": 1491,18380"ratio": 1.0070409894559624,18381"dm_p": 0.8964561591250577,18382"dm_stat": 0.130161581172319118383},18384"nagarch11__skewt__w1000_r5": {18385"n": 1491,18386"ratio": 0.9774936464276701,18387"dm_p": 0.6233276247088897,18388"dm_stat": -0.4912420279139601618389},18390"nagarch11__t__w1000_r5": {18391"n": 1491,18392"ratio": 0.9927601809615478,18393"dm_p": 0.8987586902539637,18394"dm_stat": -0.1272512796864718395},18396"qgarch11__ged__w1000_r5": {18397"n": 1491,18398"ratio": 0.9863521501010268,18399"dm_p": 0.7708882664819477,18400"dm_stat": -0.291266212590840318401},18402"qgarch11__normal__w1000_r5": {18403"n": 1491,18404"ratio": 0.9877960824390439,18405"dm_p": 0.7289180967925954,18406"dm_stat": -0.346630203533617218407},18408"qgarch11__skewt__w1000_r5": {18409"n": 1491,18410"ratio": 0.9516529946414392,18411"dm_p": 0.06325421559229992,18412"dm_stat": -1.858788181867072818413},18414"qgarch11__t__w1000_r5": {18415"n": 1491,18416"ratio": 0.9521521854249018,18417"dm_p": 0.1267067277470088,18418"dm_stat": -1.528072730935006218419},18420"realgarch11__normal__w1000_r5": {18421"n": 1491,18422"ratio": 0.9772626053500445,18423"dm_p": 0.7507898558009621,18424"dm_stat": -0.317656717273200918425},18426"realgarch11__t__w1000_r5": {18427"n": 1491,18428"ratio": 4.107607543512047,18429"dm_p": 1.6443514885673355e-05,18430"dm_stat": 4.32258860686272518431},18432"rm2006__normal__w1000_r5": {18433"n": 1491,18434"ratio": 1.0692073126349966,18435"dm_p": 0.577782695748939,18436"dm_stat": 0.556748776661270318437},18438"rm_rw__empirical__w1000_r5": {18439"n": 1491,18440"ratio": 2.57091615356438,18441"dm_p": 0.00023056852525136666,18442"dm_stat": 3.691949370183016418443},18444"tarch11__ged__w1000_r5": {18445"n": 1491,18446"ratio": 1.0087102079302417,18447"dm_p": 0.9207166494428582,18448"dm_stat": 0.0995478997606710518449},18450"tarch11__normal__w1000_r5": {18451"n": 1491,18452"ratio": 0.9818922742386281,18453"dm_p": 0.731315853446699,18454"dm_stat": -0.343440093909264518455},18456"tarch11__skewt__w1000_r5": {18457"n": 1491,18458"ratio": 0.9494605722590621,18459"dm_p": 0.3983407987701289,18460"dm_stat": -0.844831063640416218461},18462"tarch11__t__w1000_r5": {18463"n": 1491,18464"ratio": 0.9795662105947937,18465"dm_p": 0.7876482736289306,18466"dm_stat": -0.269414186389802818467}18468},18469"episode=covid": {18470"aparch11__ged__w1000_r5": {18471"n": 92,18472"ratio": 1.1230958753015756,18473"dm_p": 0.3915536214224306,18474"dm_stat": 0.860903935178423118475},18476"aparch11__normal__w1000_r5": {18477"n": 92,18478"ratio": 0.9755067034795881,18479"dm_p": 0.9059799582312419,18480"dm_stat": -0.1184401632539040118481},18482"aparch11__skewt__w1000_r5": {18483"n": 92,18484"ratio": 0.9167189229458215,18485"dm_p": 0.7081463767095657,18486"dm_stat": -0.375521763272245518487},18488"aparch11__t__w1000_r5": {18489"n": 92,18490"ratio": 0.9930182468608474,18491"dm_p": 0.965419706682248,18492"dm_stat": -0.0434730373812947618493},18494"arch5__ged__w1000_r5": {18495"n": 92,18496"ratio": 0.8039440408741463,18497"dm_p": 0.4066622136071588,18498"dm_stat": -0.833648057902652418499},18500"arch5__normal__w1000_r5": {18501"n": 92,18502"ratio": 0.7891330510229418,18503"dm_p": 0.4046685989426013,18504"dm_stat": -0.837208722349476118505},18506"arch5__skewt__w1000_r5": {18507"n": 92,18508"ratio": 0.6656622031861738,18509"dm_p": 0.41676498109245763,18510"dm_stat": -0.815764516700071218511},18512"arch5__t__w1000_r5": {18513"n": 92,18514"ratio": 0.6160982768119518,18515"dm_p": 0.41481653730865065,18516"dm_stat": -0.819193085745562418517},18518"avgarch11__ged__w1000_r5": {18519"n": 92,18520"ratio": 1.1693350997693166,18521"dm_p": 0.408754590891822,18522"dm_stat": 0.829922369737218523},18524"avgarch11__normal__w1000_r5": {18525"n": 92,18526"ratio": 0.9905267121040251,18527"dm_p": 0.9178144570485802,18528"dm_stat": -0.1034740321464392318529},18530"avgarch11__skewt__w1000_r5": {18531"n": 92,18532"ratio": 1.1103410169549697,18533"dm_p": 0.44567898789987526,18534"dm_stat": 0.76596572516034818535},18536"avgarch11__t__w1000_r5": {18537"n": 92,18538"ratio": 1.1146915397016792,18539"dm_p": 0.43677861215058916,18540"dm_stat": 0.78108703263142918541},18542"cgarch11__ged__w1000_r5": {18543"n": 92,18544"ratio": 1.1832022357346825,18545"dm_p": 0.3619492123676696,18546"dm_stat": 0.916266006935476218547},18548"cgarch11__normal__w1000_r5": {18549"n": 92,18550"ratio": 1.1263019443306146,18551"dm_p": 0.4730535392945614,18552"dm_stat": 0.720517002273303518553},18554"cgarch11__skewt__w1000_r5": {18555"n": 92,18556"ratio": 1.0712672482434795,18557"dm_p": 0.2787703287982368,18558"dm_stat": 1.089591002563683718559},18560"cgarch11__t__w1000_r5": {18561"n": 92,18562"ratio": 1.0318958706732593,18563"dm_p": 0.5187835585825511,18564"dm_stat": 0.647740717968797718565},18566"constvar__normal__w1000_r5": {18567"n": 92,18568"ratio": 4.517076781988214,18569"dm_p": 0.31132464628871065,18570"dm_stat": 1.018110483628021518571},18572"egarch11__ged__w1000_r5": {18573"n": 92,18574"ratio": 1.3225432168780036,18575"dm_p": 0.25721752988799934,18576"dm_stat": 1.14014585306378418577},18578"egarch11__normal__w1000_r5": {18579"n": 92,18580"ratio": 1.3173183590221704,18581"dm_p": 0.25776009051119037,18582"dm_stat": 1.138837460374250618583},18584"egarch11__skewt__w1000_r5": {18585"n": 92,18586"ratio": 0.9282787353290813,18587"dm_p": 0.7996920996323151,18588"dm_stat": -0.2544888727417441418589},18590"egarch11__t__w1000_r5": {18591"n": 92,18592"ratio": 0.9482322958700712,18593"dm_p": 0.851555230447754,18594"dm_stat": -0.187667373588846118595},18596"ewma094__normal__w1000_r5": {18597"n": 92,18598"ratio": 1.3090599110460928,18599"dm_p": 0.19186794653026426,18600"dm_stat": 1.314839003258313518601},18602"figarch11__ged__w1000_r5": {18603"n": 92,18604"ratio": 0.9818743519089635,18605"dm_p": 0.8407517120126968,18606"dm_stat": -0.2015072543936896318607},18608"figarch11__normal__w1000_r5": {18609"n": 92,18610"ratio": 0.9129713570158022,18611"dm_p": 0.5842568807818229,18612"dm_stat": -0.549136334178186618613},18614"figarch11__skewt__w1000_r5": {18615"n": 92,18616"ratio": 0.9431435730655127,18617"dm_p": 0.6493012181959456,18618"dm_stat": -0.4562444720238801318619},18620"figarch11__t__w1000_r5": {18621"n": 92,18622"ratio": 0.9437816795640778,18623"dm_p": 0.6528535034827271,18624"dm_stat": -0.4512909599199746418625},18626"garch11__ged__w1000_r5": {18627"n": 92,18628"ratio": 1.0184121337879313,18629"dm_p": 0.45841366004668915,18630"dm_stat": 0.74463076873076118631},18632"garch11__normal__w1000_r5": {18633"n": 92,18634"ratio": 1.0,18635"dm_p": 1.0,18636"dm_stat": 0.018637},18638"garch11__skewt__w1000_r5": {18639"n": 92,18640"ratio": 0.8848744740503139,18641"dm_p": 0.5076449439967219,18642"dm_stat": -0.665137288730612818643},18644"garch11__t__w1000_r5": {18645"n": 92,18646"ratio": 0.8292605108318403,18647"dm_p": 0.4709930059646669,18648"dm_stat": -0.723885288100983818649},18650"garch12__ged__w1000_r5": {18651"n": 92,18652"ratio": 1.018359712117334,18653"dm_p": 0.4586748293243792,18654"dm_stat": 0.744196797348366318655},18656"garch12__normal__w1000_r5": {18657"n": 92,18658"ratio": 1.0003728669159204,18659"dm_p": 0.9386955261167064,18660"dm_stat": 0.0771223525999273818661},18662"garch12__skewt__w1000_r5": {18663"n": 92,18664"ratio": 0.8848562592237382,18665"dm_p": 0.5076178425813423,18666"dm_stat": -0.665179862209980518667},18668"garch12__t__w1000_r5": {18669"n": 92,18670"ratio": 0.8293756323697097,18671"dm_p": 0.471026804789726,18672"dm_stat": -0.723829971732270418673},18674"garch21__ged__w1000_r5": {18675"n": 92,18676"ratio": 1.0079741111867595,18677"dm_p": 0.6907657254034147,18678"dm_stat": 0.399084807651311718679},18680"garch21__normal__w1000_r5": {18681"n": 92,18682"ratio": 0.9929225804662825,18683"dm_p": 0.2976381333921616,18684"dm_stat": -1.047511243909626618685},18686"garch21__skewt__w1000_r5": {18687"n": 92,18688"ratio": 0.8696703247784705,18689"dm_p": 0.4736945500829521,18690"dm_stat": -0.719470838475341118691},18692"garch21__t__w1000_r5": {18693"n": 92,18694"ratio": 0.8177389420929868,18695"dm_p": 0.4526659722986069,18696"dm_stat": -0.754217399023651718697},18698"garchm11__ged__w1000_r5": {18699"n": 92,18700"ratio": 1.0037990333812568,18701"dm_p": 0.8950359819357313,18702"dm_stat": 0.1323039540504428718703},18704"garchm11__normal__w1000_r5": {18705"n": 92,18706"ratio": 0.9815425195056281,18707"dm_p": 0.36366240345900847,18708"dm_stat": -0.9129860466362318709},18710"garchm11__skewt__w1000_r5": {18711"n": 92,18712"ratio": 0.8853219019600936,18713"dm_p": 0.5178373333803584,18714"dm_stat": -0.649210839752890418715},18716"garchm11__t__w1000_r5": {18717"n": 92,18718"ratio": 0.8031446076071362,18719"dm_p": 0.4725406695759792,18720"dm_stat": -0.721354604187115118721},18722"garchx_rv11__normal__w1000_r5": {18723"n": 92,18724"ratio": 0.7858013217610696,18725"dm_p": 0.39001874887647553,18726"dm_stat": -0.863708729774921718727},18728"garchx_rv11__t__w1000_r5": {18729"n": 92,18730"ratio": 0.7430073071731415,18731"dm_p": 0.41597021958298924,18732"dm_stat": -0.817161850406316518733},18734"gas_t11__t__w1000_r5": {18735"n": 92,18736"ratio": 1.1571159266257207,18737"dm_p": 0.38966816122755543,18738"dm_stat": 0.864350342686054818739},18740"gjr11__ged__w1000_r5": {18741"n": 92,18742"ratio": 1.145085511561392,18743"dm_p": 0.3165564293125266,18744"dm_stat": 1.00710150259108518745},18746"gjr11__normal__w1000_r5": {18747"n": 92,18748"ratio": 1.119216701302106,18749"dm_p": 0.4759661643373482,18750"dm_stat": 0.715769795301101118751},18752"gjr11__skewt__w1000_r5": {18753"n": 92,18754"ratio": 1.0026788168173835,18755"dm_p": 0.9875540402307035,18756"dm_stat": 0.015642253826140318757},18758"gjr11__t__w1000_r5": {18759"n": 92,18760"ratio": 1.0051312360294355,18761"dm_p": 0.9758093720927072,18762"dm_stat": 0.0304065975149233118763},18764"har_rv__empirical__w1000_r5": {18765"n": 92,18766"ratio": 1.966740406982946,18767"dm_p": 0.19825804074062714,18768"dm_stat": 1.29598502318360518769},18770"heavy11__normal__w1000_r5": {18771"n": 92,18772"ratio": 0.7798643959366937,18773"dm_p": 0.3915915606837898,18774"dm_stat": -0.860834691781790818775},18776"heavy11__t__w1000_r5": {18777"n": 92,18778"ratio": 0.7457283244064918,18779"dm_p": 0.41339162659584333,18780"dm_stat": -0.821706552484138718781},18782"histvar22__empirical__w1000_r5": {18783"n": 92,18784"ratio": 1.2162212115536544,18785"dm_p": 0.25853416487339725,18786"dm_stat": 1.136974126094268318787},18788"histvar252__empirical__w1000_r5": {18789"n": 92,18790"ratio": 3.3405384214617033,18791"dm_p": 0.35430077849346814,18792"dm_stat": 0.931031347971298718793},18794"histvar66__empirical__w1000_r5": {18795"n": 92,18796"ratio": 2.665402636426361,18797"dm_p": 0.2949747621686108,18798"dm_stat": 1.053338437203432718799},18800"igarch11__ged__w1000_r5": {18801"n": 92,18802"ratio": 0.6991416351330187,18803"dm_p": 0.4381103723713109,18804"dm_stat": -0.778813078110649318805},18806"igarch11__normal__w1000_r5": {18807"n": 92,18808"ratio": 0.6231903279418947,18809"dm_p": 0.42468828811258524,18810"dm_stat": -0.801920205843226118811},18812"igarch11__skewt__w1000_r5": {18813"n": 92,18814"ratio": 0.6901166559856912,18815"dm_p": 0.44159201658976877,18816"dm_stat": -0.772887247061698918817},18818"igarch11__t__w1000_r5": {18819"n": 92,18820"ratio": 0.6866075249468393,18821"dm_p": 0.4414943026974188,18822"dm_stat": -0.773053185929730818823},18824"loghar_rv__empirical__w1000_r5": {18825"n": 92,18826"ratio": 1.3424619810517646,18827"dm_p": 0.42528754406313035,18828"dm_stat": 0.800879414369521118829},18830"msgarch2__normal__w1000_r5": {18831"n": 92,18832"ratio": 1.4260520395790341,18833"dm_p": 0.32061663112291067,18834"dm_stat": 0.998641209811990618835},18836"msgarch2__t__w1000_r5": {18837"n": 92,18838"ratio": 1.2019204302328594,18839"dm_p": 0.4038510760459464,18840"dm_stat": 0.838671928237116918841},18842"nagarch11__ged__w1000_r5": {18843"n": 92,18844"ratio": 0.8906092037658019,18845"dm_p": 0.681618461662486,18846"dm_stat": -0.411575363857740418847},18848"nagarch11__normal__w1000_r5": {18849"n": 92,18850"ratio": 0.8733981936488321,18851"dm_p": 0.6638642940171305,18852"dm_stat": -0.4360069323959427418853},18854"nagarch11__skewt__w1000_r5": {18855"n": 92,18856"ratio": 0.7751547891910537,18857"dm_p": 0.5625102364757193,18858"dm_stat": -0.581248038548458218859},18860"nagarch11__t__w1000_r5": {18861"n": 92,18862"ratio": 0.7967768111785786,18863"dm_p": 0.5722760726187596,18864"dm_stat": -0.566754790174287818865},18866"qgarch11__ged__w1000_r5": {18867"n": 92,18868"ratio": 1.006122218333439,18869"dm_p": 0.8906372233527138,18870"dm_stat": 0.137883384484889518871},18872"qgarch11__normal__w1000_r5": {18873"n": 92,18874"ratio": 0.9702506704863861,18875"dm_p": 0.745434183356353,18876"dm_stat": -0.3256534634766350418877},18878"qgarch11__skewt__w1000_r5": {18879"n": 92,18880"ratio": 0.8915676227619291,18881"dm_p": 0.5216781766539192,18882"dm_stat": -0.643252150158999118883},18884"qgarch11__t__w1000_r5": {18885"n": 92,18886"ratio": 0.8856241413426186,18887"dm_p": 0.5301996864767775,18888"dm_stat": -0.630113071170357618889},18890"realgarch11__normal__w1000_r5": {18891"n": 92,18892"ratio": 1.2972730213723194,18893"dm_p": 0.4279191142216781,18894"dm_stat": 0.796319154170694818895},18896"realgarch11__t__w1000_r5": {18897"n": 92,18898"ratio": 3.4768482697332903,18899"dm_p": 0.0007248568990019743,18900"dm_stat": 3.49901928887717618901},18902"rm2006__normal__w1000_r5": {18903"n": 92,18904"ratio": 1.2249275458776894,18905"dm_p": 0.25182138892694533,18906"dm_stat": 1.153266089676767718907},18908"rm_rw__empirical__w1000_r5": {18909"n": 92,18910"ratio": 0.8829836767688308,18911"dm_p": 0.7024710348385342,18912"dm_stat": -0.3831921003576984618913},18914"tarch11__ged__w1000_r5": {18915"n": 92,18916"ratio": 1.0843051949380575,18917"dm_p": 0.5460791804399204,18918"dm_stat": 0.605915616358512218919},18920"tarch11__normal__w1000_r5": {18921"n": 92,18922"ratio": 0.957016973212919,18923"dm_p": 0.8372282860099435,18924"dm_stat": -0.2060292675894043518925},18926"tarch11__skewt__w1000_r5": {18927"n": 92,18928"ratio": 0.90723606547147,18929"dm_p": 0.6872468090519986,18930"dm_stat": -0.403882334520319218931},18932"tarch11__t__w1000_r5": {18933"n": 92,18934"ratio": 0.9719102559322556,18935"dm_p": 0.8800248014809319,18936"dm_stat": -0.1513625181110096518937}18938},18939"episode=none": {18940"aparch11__ged__w1000_r5": {18941"n": 2317,18942"ratio": 0.9984502962251712,18943"dm_p": 0.9826583905157006,18944"dm_stat": -0.02173854334095878818945},18946"aparch11__normal__w1000_r5": {18947"n": 2317,18948"ratio": 0.971355954371531,18949"dm_p": 0.5482161218654572,18950"dm_stat": -0.60052356099099518951},18952"aparch11__skewt__w1000_r5": {18953"n": 2317,18954"ratio": 0.9350316567498982,18955"dm_p": 0.24133298770900366,18956"dm_stat": -1.17196167201101518957},18958"aparch11__t__w1000_r5": {18959"n": 2317,18960"ratio": 0.9754060543774528,18961"dm_p": 0.6908305090275654,18962"dm_stat": -0.3977779813890034418963},18964"arch5__ged__w1000_r5": {18965"n": 2317,18966"ratio": 1.1227342564926592,18967"dm_p": 0.0037056811255641252,18968"dm_stat": 2.905140958426090818969},18970"arch5__normal__w1000_r5": {18971"n": 2317,18972"ratio": 1.104776706393876,18973"dm_p": 0.011654650627828722,18974"dm_stat": 2.524438159149705418975},18976"arch5__skewt__w1000_r5": {18977"n": 2317,18978"ratio": 1.104223095074243,18979"dm_p": 0.28212365127824296,18980"dm_stat": 1.075811438294266318981},18982"arch5__t__w1000_r5": {18983"n": 2317,18984"ratio": 1.1266901676276821,18985"dm_p": 0.2565193109448543,18986"dm_stat": 1.134936639593591418987},18988"avgarch11__ged__w1000_r5": {18989"n": 2317,18990"ratio": 0.9481154761205943,18991"dm_p": 0.019144322635933478,18992"dm_stat": -2.344350595811466818993},18994"avgarch11__normal__w1000_r5": {18995"n": 2317,18996"ratio": 0.9605594825262735,18997"dm_p": 0.5267778691169808,18998"dm_stat": -0.633027980857616618999},19000"avgarch11__skewt__w1000_r5": {19001"n": 2317,19002"ratio": 0.907458086963711,19003"dm_p": 0.016117298633420946,19004"dm_stat": -2.408013354523225419005},19006"avgarch11__t__w1000_r5": {19007"n": 2317,19008"ratio": 0.9285605695752726,19009"dm_p": 0.040928466002860125,19010"dm_stat": -2.04539739956463219011},19012"cgarch11__ged__w1000_r5": {19013"n": 2317,19014"ratio": 1.104681873569384,19015"dm_p": 0.2180873720577911,19016"dm_stat": 1.231964596236490219017},19018"cgarch11__normal__w1000_r5": {19019"n": 2317,19020"ratio": 1.1105301768660798,19021"dm_p": 0.14510336295577253,19022"dm_stat": 1.45753851256563519023},19024"cgarch11__skewt__w1000_r5": {19025"n": 2317,19026"ratio": 1.053026905836299,19027"dm_p": 0.4306465268616641,19028"dm_stat": 0.788223716783340919029},19030"cgarch11__t__w1000_r5": {19031"n": 2317,19032"ratio": 1.0812122589620596,19033"dm_p": 0.2025413215631725,19034"dm_stat": 1.2747056388026319035},19036"constvar__normal__w1000_r5": {19037"n": 2317,19038"ratio": 1.4432165166287185,19039"dm_p": 5.782531074747765e-09,19040"dm_stat": 5.84494043916006719041},19042"egarch11__ged__w1000_r5": {19043"n": 2317,19044"ratio": 0.984026258303406,19045"dm_p": 0.8137684872578782,19046"dm_stat": -0.2355940933666566519047},19048"egarch11__normal__w1000_r5": {19049"n": 2317,19050"ratio": 0.9791690083818062,19051"dm_p": 0.6989544993218676,19052"dm_stat": -0.386780160957663319053},19054"egarch11__skewt__w1000_r5": {19055"n": 2317,19056"ratio": 0.9358486575524303,19057"dm_p": 0.3588415175781768,19058"dm_stat": -0.917757272212422319059},19060"egarch11__t__w1000_r5": {19061"n": 2317,19062"ratio": 0.9706210124349853,19063"dm_p": 0.6831189352692134,19064"dm_stat": -0.40826219050624219065},19066"ewma094__normal__w1000_r5": {19067"n": 2317,19068"ratio": 1.14582560597176,19069"dm_p": 0.28592497554874885,19070"dm_stat": 1.067350190734953919071},19072"figarch11__ged__w1000_r5": {19073"n": 2317,19074"ratio": 1.0459579239257908,19075"dm_p": 0.3591352793146487,19076"dm_stat": 0.917196308973208719077},19078"figarch11__normal__w1000_r5": {19079"n": 2317,19080"ratio": 1.028084985757678,19081"dm_p": 0.677410401836261,19082"dm_stat": 0.416052136029756519083},19084"figarch11__skewt__w1000_r5": {19085"n": 2317,19086"ratio": 1.0118847178319,19087"dm_p": 0.7677402542768573,19088"dm_stat": 0.2953666879993762719089},19090"figarch11__t__w1000_r5": {19091"n": 2317,19092"ratio": 1.0463338313077184,19093"dm_p": 0.2497960352249303,19094"dm_stat": 1.151133767897365419095},19096"garch11__ged__w1000_r5": {19097"n": 2317,19098"ratio": 0.9946770630823107,19099"dm_p": 0.5833198903094717,19100"dm_stat": -0.54861890421000719101},19102"garch11__normal__w1000_r5": {19103"n": 2317,19104"ratio": 1.0,19105"dm_p": 1.0,19106"dm_stat": 0.019107},19108"garch11__skewt__w1000_r5": {19109"n": 2317,19110"ratio": 0.9293765728276536,19111"dm_p": 0.18068066255972845,19112"dm_stat": -1.339065788961237819113},19114"garch11__t__w1000_r5": {19115"n": 2317,19116"ratio": 0.9463811474005189,19117"dm_p": 0.4172245617833588,19118"dm_stat": -0.811390968198234519119},19120"garch12__ged__w1000_r5": {19121"n": 2317,19122"ratio": 0.9962755928964935,19123"dm_p": 0.7237323103149113,19124"dm_stat": -0.353518003280972719125},19126"garch12__normal__w1000_r5": {19127"n": 2317,19128"ratio": 0.9944517797894078,19129"dm_p": 0.4175423904185713,19130"dm_stat": -0.810837358429445219131},19132"garch12__skewt__w1000_r5": {19133"n": 2317,19134"ratio": 0.930726816260716,19135"dm_p": 0.1905596571454277,19136"dm_stat": -1.30930877452420519137},19138"garch12__t__w1000_r5": {19139"n": 2317,19140"ratio": 0.9475410652245649,19141"dm_p": 0.4283551764314183,19142"dm_stat": -0.792148576728937519143},19144"garch21__ged__w1000_r5": {19145"n": 2317,19146"ratio": 1.001912797013328,19147"dm_p": 0.8387300446940883,19148"dm_stat": 0.203541050807898219149},19150"garch21__normal__w1000_r5": {19151"n": 2317,19152"ratio": 1.0067116405339078,19153"dm_p": 0.0005563028891295499,19154"dm_stat": 3.456889523703170519155},19156"garch21__skewt__w1000_r5": {19157"n": 2317,19158"ratio": 0.9355526178046749,19159"dm_p": 0.20946724772222627,19160"dm_stat": -1.25538067212911319161},19162"garch21__t__w1000_r5": {19163"n": 2317,19164"ratio": 0.95055469493822,19165"dm_p": 0.4481229119569189,19166"dm_stat": -0.758677144705648819167},19168"garchm11__ged__w1000_r5": {19169"n": 2317,19170"ratio": 0.994144360339336,19171"dm_p": 0.662346611442535,19172"dm_stat": -0.4367317520291154619173},19174"garchm11__normal__w1000_r5": {19175"n": 2317,19176"ratio": 0.99496237804273,19177"dm_p": 0.11542240102252792,19178"dm_stat": -1.574872750861714219179},19180"garchm11__skewt__w1000_r5": {19181"n": 2317,19182"ratio": 0.9201149160762833,19183"dm_p": 0.06756366196384174,19184"dm_stat": -1.828762970851063319185},19186"garchm11__t__w1000_r5": {19187"n": 2317,19188"ratio": 0.9356405306017999,19189"dm_p": 0.3207625936722049,19190"dm_stat": -0.993104872330839719191},19192"garchx_rv11__normal__w1000_r5": {19193"n": 2317,19194"ratio": 1.0952430203844676,19195"dm_p": 0.023506615213159655,19196"dm_stat": 2.26659877023066219197},19198"garchx_rv11__t__w1000_r5": {19199"n": 2317,19200"ratio": 1.0895760123819558,19201"dm_p": 0.02071612977972642,19202"dm_stat": 2.31470510553427519203},19204"gas_t11__t__w1000_r5": {19205"n": 2317,19206"ratio": 0.9485565511570749,19207"dm_p": 0.10250158070953208,19208"dm_stat": -1.633491540003002819209},19210"gjr11__ged__w1000_r5": {19211"n": 2317,19212"ratio": 1.0155981174036137,19213"dm_p": 0.7815318577290806,19214"dm_stat": 0.277355556306732219215},19216"gjr11__normal__w1000_r5": {19217"n": 2317,19218"ratio": 1.0126596758667898,19219"dm_p": 0.7762942036427698,19220"dm_stat": 0.284184753192260719221},19222"gjr11__skewt__w1000_r5": {19223"n": 2317,19224"ratio": 0.9660139988535865,19225"dm_p": 0.33551596375570375,19226"dm_stat": -0.963263308219731219227},19228"gjr11__t__w1000_r5": {19229"n": 2317,19230"ratio": 0.9786000663612733,19231"dm_p": 0.5681946325439058,19232"dm_stat": -0.570794050288438519233},19234"har_rv__empirical__w1000_r5": {19235"n": 2317,19236"ratio": 1.1842248156468214,19237"dm_p": 0.0023930393427459796,19238"dm_stat": 3.03990159462093719239},19240"heavy11__normal__w1000_r5": {19241"n": 2317,19242"ratio": 1.0961690599326028,19243"dm_p": 0.023126439901926716,19244"dm_stat": 2.272850417734894319245},19246"heavy11__t__w1000_r5": {19247"n": 2317,19248"ratio": 1.0908294205816693,19249"dm_p": 0.021945547416367155,19250"dm_stat": 2.29285588483595919251},19252"histvar22__empirical__w1000_r5": {19253"n": 2317,19254"ratio": 1.4770591109842244,19255"dm_p": 0.034833885189458735,19256"dm_stat": 2.11152712281185819257},19258"histvar252__empirical__w1000_r5": {19259"n": 2317,19260"ratio": 1.586593378897448,19261"dm_p": 0.006569453257756394,19262"dm_stat": 2.72037862475855519263},19264"histvar66__empirical__w1000_r5": {19265"n": 2317,19266"ratio": 1.4869211651900065,19267"dm_p": 0.10910376543761854,19268"dm_stat": 1.60285168114686619269},19270"igarch11__ged__w1000_r5": {19271"n": 2317,19272"ratio": 1.019036482489035,19273"dm_p": 0.8654931865374299,19274"dm_stat": 0.169404617090698619275},19276"igarch11__normal__w1000_r5": {19277"n": 2317,19278"ratio": 1.0562923795058572,19279"dm_p": 0.6620416791041281,19280"dm_stat": 0.437152269344059219281},19282"igarch11__skewt__w1000_r5": {19283"n": 2317,19284"ratio": 0.9670341884772624,19285"dm_p": 0.780606441018916,19286"dm_stat": -0.278561225399512119287},19288"igarch11__t__w1000_r5": {19289"n": 2317,19290"ratio": 1.0046059837276002,19291"dm_p": 0.9692794088795379,19292"dm_stat": 0.0385162326588753719293},19294"loghar_rv__empirical__w1000_r5": {19295"n": 2317,19296"ratio": 0.985217406609322,19297"dm_p": 0.7364196182826978,19298"dm_stat": -0.336638912469744719299},19300"msgarch2__normal__w1000_r5": {19301"n": 2317,19302"ratio": 1.0214333738862598,19303"dm_p": 0.7051697380109646,19304"dm_stat": 0.3783978605456345719305},19306"msgarch2__t__w1000_r5": {19307"n": 2317,19308"ratio": 1.0488893360904323,19309"dm_p": 0.6796333600181216,19310"dm_stat": 0.4130156785646978419311},19312"nagarch11__ged__w1000_r5": {19313"n": 2317,19314"ratio": 1.0165716974996761,19315"dm_p": 0.7669590095456869,19316"dm_stat": 0.2963897729773631319317},19318"nagarch11__normal__w1000_r5": {19319"n": 2317,19320"ratio": 0.9976431043484081,19321"dm_p": 0.9548803020249459,19322"dm_stat": -0.05658545532990654619323},19324"nagarch11__skewt__w1000_r5": {19325"n": 2317,19326"ratio": 0.96890705830779,19327"dm_p": 0.5024801601511267,19328"dm_stat": -0.670697455883638819329},19330"nagarch11__t__w1000_r5": {19331"n": 2317,19332"ratio": 0.98479176679742,19333"dm_p": 0.7517895436946845,19334"dm_stat": -0.316318147321431119335},19336"qgarch11__ged__w1000_r5": {19337"n": 2317,19338"ratio": 0.989333096659896,19339"dm_p": 0.7694159246237793,19340"dm_stat": -0.29317334233457319341},19342"qgarch11__normal__w1000_r5": {19343"n": 2317,19344"ratio": 0.9916409975808603,19345"dm_p": 0.7563433674067122,19346"dm_stat": -0.310322864716395619347},19348"qgarch11__skewt__w1000_r5": {19349"n": 2317,19350"ratio": 0.9500024501704215,19351"dm_p": 0.1038071199087424,19352"dm_stat": -1.627310860488807819353},19354"qgarch11__t__w1000_r5": {19355"n": 2317,19356"ratio": 0.9497223218408447,19357"dm_p": 0.10637583670551795,19358"dm_stat": -1.61532825044546519359},19360"realgarch11__normal__w1000_r5": {19361"n": 2317,19362"ratio": 0.9942897913837203,19363"dm_p": 0.9217089706190813,19364"dm_stat": -0.098291956738413219365},19366"realgarch11__t__w1000_r5": {19367"n": 2317,19368"ratio": 3.6243463116330115,19369"dm_p": 3.147400528577502e-08,19370"dm_stat": 5.55197097377512719371},19372"rm2006__normal__w1000_r5": {19373"n": 2317,19374"ratio": 1.0242731979744535,19375"dm_p": 0.8182031928066199,19376"dm_stat": 0.2298827356945995819377},19378"rm_rw__empirical__w1000_r5": {19379"n": 2317,19380"ratio": 2.4681352458585524,19381"dm_p": 0.0011655306686908697,19382"dm_stat": 3.251234890933574719383},19384"tarch11__ged__w1000_r5": {19385"n": 2317,19386"ratio": 0.9781045563051103,19387"dm_p": 0.7317553381824412,19388"dm_stat": -0.342832830981594719389},19390"tarch11__normal__w1000_r5": {19391"n": 2317,19392"ratio": 0.9569745391510389,19393"dm_p": 0.36298549893607446,19394"dm_stat": -0.909870478944159619395},19396"tarch11__skewt__w1000_r5": {19397"n": 2317,19398"ratio": 0.9256842139905209,19399"dm_p": 0.18079061593236195,19400"dm_stat": -1.338728034796206719401},19402"tarch11__t__w1000_r5": {19403"n": 2317,19404"ratio": 0.9539454875008789,19405"dm_p": 0.4315108474735737,19406"dm_stat": -0.786746371814395819407}19408},19409"episode=rate_shock_2022": {19410"aparch11__ged__w1000_r5": {19411"n": 251,19412"ratio": 0.9986120903595956,19413"dm_p": 0.9913927334508794,19414"dm_stat": -0.01079861253216068119415},19416"aparch11__normal__w1000_r5": {19417"n": 251,19418"ratio": 1.0355152124231022,19419"dm_p": 0.8618060850707734,19420"dm_stat": 0.1742550051041081819421},19422"aparch11__skewt__w1000_r5": {19423"n": 251,19424"ratio": 1.0470267430167601,19425"dm_p": 0.7889442829152042,19426"dm_stat": 0.2679688181658339619427},19428"aparch11__t__w1000_r5": {19429"n": 251,19430"ratio": 1.056459995425541,19431"dm_p": 0.6920572126017526,19432"dm_stat": 0.396523382282915819433},19434"arch5__ged__w1000_r5": {19435"n": 251,19436"ratio": 1.1311899438469082,19437"dm_p": 0.5192229936807041,19438"dm_stat": 0.645457040153044519439},19440"arch5__normal__w1000_r5": {19441"n": 251,19442"ratio": 1.100285556430506,19443"dm_p": 0.6104634808766151,19444"dm_stat": 0.510054219599464319445},19446"arch5__skewt__w1000_r5": {19447"n": 251,19448"ratio": 1.1543985848877396,19449"dm_p": 0.45535441882315525,19450"dm_stat": 0.74768245855800719451},19452"arch5__t__w1000_r5": {19453"n": 251,19454"ratio": 1.3101939066694055,19455"dm_p": 0.25831959949564437,19456"dm_stat": 1.132952437610049719457},19458"avgarch11__ged__w1000_r5": {19459"n": 251,19460"ratio": 0.8743806053018632,19461"dm_p": 0.0018532180086822908,19462"dm_stat": -3.146401912471463719463},19464"avgarch11__normal__w1000_r5": {19465"n": 251,19466"ratio": 0.8671307926098526,19467"dm_p": 0.390741786696504,19468"dm_stat": -0.859765914919306719469},19470"avgarch11__skewt__w1000_r5": {19471"n": 251,19472"ratio": 0.8989952806122725,19473"dm_p": 0.04204884013122319,19474"dm_stat": -2.043525081598380819475},19476"avgarch11__t__w1000_r5": {19477"n": 251,19478"ratio": 0.8481618071851853,19479"dm_p": 0.003662809851142882,19480"dm_stat": -2.93351282983013219481},19482"cgarch11__ged__w1000_r5": {19483"n": 251,19484"ratio": 1.2051921260101206,19485"dm_p": 0.22958906510093638,19486"dm_stat": 1.204360956973563619487},19488"cgarch11__normal__w1000_r5": {19489"n": 251,19490"ratio": 1.1431451400827943,19491"dm_p": 0.30051875502609365,19492"dm_stat": 1.037471126410061819493},19494"cgarch11__skewt__w1000_r5": {19495"n": 251,19496"ratio": 1.3227188737232642,19497"dm_p": 0.19907880860444221,19498"dm_stat": 1.28759165825232319499},19500"cgarch11__t__w1000_r5": {19501"n": 251,19502"ratio": 1.2054906142056445,19503"dm_p": 0.11923407119123519,19504"dm_stat": 1.563354893016197619505},19506"constvar__normal__w1000_r5": {19507"n": 251,19508"ratio": 0.9782224329015722,19509"dm_p": 0.9508481643566231,19510"dm_stat": -0.0617036121273794819511},19512"egarch11__ged__w1000_r5": {19513"n": 251,19514"ratio": 0.8860048726404607,19515"dm_p": 0.24209940958001297,19516"dm_stat": -1.17253246996891319517},19518"egarch11__normal__w1000_r5": {19519"n": 251,19520"ratio": 0.8049674473865712,19521"dm_p": 0.1654689618415018,19522"dm_stat": -1.390977580408157419523},19524"egarch11__skewt__w1000_r5": {19525"n": 251,19526"ratio": 1.0344746919227175,19527"dm_p": 0.8629728568482797,19528"dm_stat": 0.1727689207451911519529},19530"egarch11__t__w1000_r5": {19531"n": 251,19532"ratio": 0.979230981941126,19533"dm_p": 0.8690380738502643,19534"dm_stat": -0.1650499152737619819535},19536"ewma094__normal__w1000_r5": {19537"n": 251,19538"ratio": 1.6169561060915478,19539"dm_p": 0.18287457486219924,19540"dm_stat": 1.335661691939769719541},19542"figarch11__ged__w1000_r5": {19543"n": 251,19544"ratio": 1.1824128836066938,19545"dm_p": 0.10221191044436535,19546"dm_stat": 1.640244545595142919547},19548"figarch11__normal__w1000_r5": {19549"n": 251,19550"ratio": 1.2267596995356564,19551"dm_p": 0.19140872974026535,19552"dm_stat": 1.309968993095046719553},19554"figarch11__skewt__w1000_r5": {19555"n": 251,19556"ratio": 1.1841956242968192,19557"dm_p": 0.03549811412474249,19558"dm_stat": 2.11408892986105219559},19560"figarch11__t__w1000_r5": {19561"n": 251,19562"ratio": 1.1661054815301692,19563"dm_p": 0.11055256585303277,19564"dm_stat": 1.601393625711634819565},19566"garch11__ged__w1000_r5": {19567"n": 251,19568"ratio": 1.0587582595232603,19569"dm_p": 0.0011479645262168405,19570"dm_stat": 3.28952989431034219571},19572"garch11__normal__w1000_r5": {19573"n": 251,19574"ratio": 1.0,19575"dm_p": 1.0,19576"dm_stat": 0.019577},19578"garch11__skewt__w1000_r5": {19579"n": 251,19580"ratio": 1.1407796505459884,19581"dm_p": 0.03811637339325152,19582"dm_stat": 2.084647796796047719583},19584"garch11__t__w1000_r5": {19585"n": 251,19586"ratio": 1.1126601580084199,19587"dm_p": 0.024069225830267313,19588"dm_stat": 2.269841608265402519589},19590"garch12__ged__w1000_r5": {19591"n": 251,19592"ratio": 1.0588267130041613,19593"dm_p": 0.0011550402424134354,19594"dm_stat": 3.287724615124857619595},19596"garch12__normal__w1000_r5": {19597"n": 251,19598"ratio": 0.9998694279443846,19599"dm_p": 0.11155165563529597,19600"dm_stat": -1.596897993684054219601},19602"garch12__skewt__w1000_r5": {19603"n": 251,19604"ratio": 1.1407160273027157,19605"dm_p": 0.03815335709567015,19606"dm_stat": 2.08424449734222319607},19608"garch12__t__w1000_r5": {19609"n": 251,19610"ratio": 1.112619846026498,19611"dm_p": 0.024209771107726676,19612"dm_stat": 2.267566268307841719613},19614"garch21__ged__w1000_r5": {19615"n": 251,19616"ratio": 1.0420948390056057,19617"dm_p": 0.006896545863794885,19618"dm_stat": 2.72439803015531919619},19620"garch21__normal__w1000_r5": {19621"n": 251,19622"ratio": 0.9814488312188764,19623"dm_p": 0.3089270448052166,19624"dm_stat": -1.01955105424937819625},19626"garch21__skewt__w1000_r5": {19627"n": 251,19628"ratio": 1.1306413151795027,19629"dm_p": 0.011797034285946527,19630"dm_stat": 2.53677313923097819631},19632"garch21__t__w1000_r5": {19633"n": 251,19634"ratio": 1.0992122784746443,19635"dm_p": 0.075662038415455,19636"dm_stat": 1.783843185447876519637},19638"garchm11__ged__w1000_r5": {19639"n": 251,19640"ratio": 1.0534447767775625,19641"dm_p": 0.002993155873839733,19642"dm_stat": 2.99783032098815919643},19644"garchm11__normal__w1000_r5": {19645"n": 251,19646"ratio": 0.9937930196032992,19647"dm_p": 0.2890583609774838,19648"dm_stat": -1.06244625366192419649},19650"garchm11__skewt__w1000_r5": {19651"n": 251,19652"ratio": 1.1419316540103666,19653"dm_p": 0.17105107820462231,19654"dm_stat": 1.3727794758187119655},19656"garchm11__t__w1000_r5": {19657"n": 251,19658"ratio": 1.1101760806573098,19659"dm_p": 0.03402853137757306,19660"dm_stat": 2.13144008248249119661},19662"garchx_rv11__normal__w1000_r5": {19663"n": 251,19664"ratio": 1.49572961099923,19665"dm_p": 0.1039224308082728,19666"dm_stat": 1.6320758898434819667},19668"garchx_rv11__t__w1000_r5": {19669"n": 251,19670"ratio": 1.484040722743325,19671"dm_p": 0.101153145560934,19672"dm_stat": 1.645355702782653319673},19674"gas_t11__t__w1000_r5": {19675"n": 251,19676"ratio": 1.0238011192479322,19677"dm_p": 0.5265499105484033,19678"dm_stat": 0.634169713999315919679},19680"gjr11__ged__w1000_r5": {19681"n": 251,19682"ratio": 1.076179007972071,19683"dm_p": 0.5858512186376317,19684"dm_stat": 0.545565303338543619685},19686"gjr11__normal__w1000_r5": {19687"n": 251,19688"ratio": 1.002674998625333,19689"dm_p": 0.9826420894514358,19690"dm_stat": 0.02177840876425527319691},19692"gjr11__skewt__w1000_r5": {19693"n": 251,19694"ratio": 1.0885762723984436,19695"dm_p": 0.5341249504338528,19696"dm_stat": 0.62258466224433119697},19698"gjr11__t__w1000_r5": {19699"n": 251,19700"ratio": 1.11818681383499,19701"dm_p": 0.4371232712135497,19702"dm_stat": 0.778308313596397219703},19704"har_rv__empirical__w1000_r5": {19705"n": 251,19706"ratio": 0.7751786295643474,19707"dm_p": 0.3375151030453972,19708"dm_stat": -0.96093144554090119709},19710"heavy11__normal__w1000_r5": {19711"n": 251,19712"ratio": 1.4671086575985615,19713"dm_p": 0.11023463141174313,19714"dm_stat": 1.60283101274852419715},19716"heavy11__t__w1000_r5": {19717"n": 251,19718"ratio": 1.453018100325343,19719"dm_p": 0.11108076256985323,19720"dm_stat": 1.599012883083193119721},19722"histvar22__empirical__w1000_r5": {19723"n": 251,19724"ratio": 2.253296242741973,19725"dm_p": 0.11901185699612582,19726"dm_stat": 1.564300793278024619727},19728"histvar252__empirical__w1000_r5": {19729"n": 251,19730"ratio": 3.1526055184447856,19731"dm_p": 0.03332500973367257,19732"dm_stat": 2.13997557481836219733},19734"histvar66__empirical__w1000_r5": {19735"n": 251,19736"ratio": 1.7992133834362083,19737"dm_p": 0.11935090253792642,19738"dm_stat": 1.56285813376608819739},19740"igarch11__ged__w1000_r5": {19741"n": 251,19742"ratio": 1.3340378778807165,19743"dm_p": 0.1145365582073127,19744"dm_stat": 1.583654371307861519745},19746"igarch11__normal__w1000_r5": {19747"n": 251,19748"ratio": 1.3944644111381779,19749"dm_p": 0.11148842876091769,19750"dm_stat": 1.597181547717587719751},19752"igarch11__skewt__w1000_r5": {19753"n": 251,19754"ratio": 1.2696082584907173,19755"dm_p": 0.10431043750010574,19756"dm_stat": 1.630237925302215219757},19758"igarch11__t__w1000_r5": {19759"n": 251,19760"ratio": 1.3154320741960581,19761"dm_p": 0.13507036390377714,19762"dm_stat": 1.499250482171356819763},19764"loghar_rv__empirical__w1000_r5": {19765"n": 251,19766"ratio": 1.2650587166235812,19767"dm_p": 0.3824912908306121,19768"dm_stat": 0.874857225291944719769},19770"msgarch2__normal__w1000_r5": {19771"n": 251,19772"ratio": 1.1817983108345906,19773"dm_p": 0.43812197881638615,19774"dm_stat": 0.776611821059265819775},19776"msgarch2__t__w1000_r5": {19777"n": 251,19778"ratio": 1.2059624771854216,19779"dm_p": 0.37320275375949685,19780"dm_stat": 0.892089573671796519781},19782"nagarch11__ged__w1000_r5": {19783"n": 251,19784"ratio": 1.5176494448888795,19785"dm_p": 0.028664667880169456,19786"dm_stat": 2.200802624187512319787},19788"nagarch11__normal__w1000_r5": {19789"n": 251,19790"ratio": 1.468386791400202,19791"dm_p": 0.05486615708497122,19792"dm_stat": 1.928973447424018619793},19794"nagarch11__skewt__w1000_r5": {19795"n": 251,19796"ratio": 1.4524705819796855,19797"dm_p": 0.05121137339269308,19798"dm_stat": 1.959109883869935219799},19800"nagarch11__t__w1000_r5": {19801"n": 251,19802"ratio": 1.5467415567073437,19803"dm_p": 0.022416483107110592,19804"dm_stat": 2.297506889954639619805},19806"qgarch11__ged__w1000_r5": {19807"n": 251,19808"ratio": 0.9969025500231793,19809"dm_p": 0.9700744636192624,19810"dm_stat": -0.0375524819927710219811},19812"qgarch11__normal__w1000_r5": {19813"n": 251,19814"ratio": 0.9712904237794547,19815"dm_p": 0.7480330374477865,19816"dm_stat": -0.32158867424691619817},19818"qgarch11__skewt__w1000_r5": {19819"n": 251,19820"ratio": 0.942068397284286,19821"dm_p": 0.42244629443039655,19822"dm_stat": -0.803504852741222119823},19824"qgarch11__t__w1000_r5": {19825"n": 251,19826"ratio": 0.9946832908039901,19827"dm_p": 0.9510317196547595,19828"dm_stat": -0.06147289060449053619829},19830"realgarch11__normal__w1000_r5": {19831"n": 251,19832"ratio": 0.9198490099791401,19833"dm_p": 0.575999385520856,19834"dm_stat": -0.559972806830402419835},19836"realgarch11__t__w1000_r5": {19837"n": 251,19838"ratio": 2.3449491620648484,19839"dm_p": 0.017599318494439752,19840"dm_stat": 2.389794629934278719841},19842"rm2006__normal__w1000_r5": {19843"n": 251,19844"ratio": 1.3527697762561857,19845"dm_p": 0.29187251967325334,19846"dm_stat": 1.05625245351371519847},19848"rm_rw__empirical__w1000_r5": {19849"n": 251,19850"ratio": 4.261822723903613,19851"dm_p": 8.633062433109581e-05,19852"dm_stat": 3.99150579704817119853},19854"tarch11__ged__w1000_r5": {19855"n": 251,19856"ratio": 1.0144062508955598,19857"dm_p": 0.9020026246318502,19858"dm_stat": 0.1232569982742211519859},19860"tarch11__normal__w1000_r5": {19861"n": 251,19862"ratio": 0.9825852039905136,19863"dm_p": 0.9219720699127605,19864"dm_stat": -0.0980488485537218819865},19866"tarch11__skewt__w1000_r5": {19867"n": 251,19868"ratio": 1.1200773681225522,19869"dm_p": 0.5455246819274935,19870"dm_stat": 0.605306131984896119871},19872"tarch11__t__w1000_r5": {19873"n": 251,19874"ratio": 1.0906966098354887,19875"dm_p": 0.5213996338457155,19876"dm_stat": 0.642095313864294519877}19878}19879}19880},19881"secondary": {19882"rv5ss_on|mse|1": {19883"aparch11__ged__w1000_r5": 1.1171309742373468,19884"aparch11__normal__w1000_r5": 1.0840139461853144,19885"aparch11__skewt__w1000_r5": 1.16548384287118,19886"aparch11__t__w1000_r5": 1.1846233463535156,19887"arch5__ged__w1000_r5": 1.1485560373743595,19888"arch5__normal__w1000_r5": 1.1714435359315805,19889"arch5__skewt__w1000_r5": 1.1553762150590885,19890"arch5__t__w1000_r5": 1.1530842568903021,19891"avgarch11__ged__w1000_r5": 1.0002381642109681,19892"avgarch11__normal__w1000_r5": 0.987831729608501,19893"avgarch11__skewt__w1000_r5": 1.0018931282466867,19894"avgarch11__t__w1000_r5": 0.9995193011786475,19895"cgarch11__ged__w1000_r5": 0.9842411878049325,19896"cgarch11__normal__w1000_r5": 0.9633785833728403,19897"cgarch11__skewt__w1000_r5": 0.9886426811074164,19898"cgarch11__t__w1000_r5": 0.9869845960816798,19899"constvar__normal__w1000_r5": 1.844175864026566,19900"egarch11__ged__w1000_r5": 1.0712476516905294,19901"egarch11__normal__w1000_r5": 1.1004257114987628,19902"egarch11__skewt__w1000_r5": 1.0448484474892263,19903"egarch11__t__w1000_r5": 1.0334478253735861,19904"ewma094__normal__w1000_r5": 1.3905860014252058,19905"figarch11__ged__w1000_r5": 0.9944366486693795,19906"figarch11__normal__w1000_r5": 0.9900915215833448,19907"figarch11__skewt__w1000_r5": 0.9978910990237961,19908"figarch11__t__w1000_r5": 0.9945236449338356,19909"garch11__ged__w1000_r5": 1.029009364197557,19910"garch11__normal__w1000_r5": 1.0,19911"garch11__skewt__w1000_r5": 1.0650455700826253,19912"garch11__t__w1000_r5": 1.0630567626408525,19913"garch12__ged__w1000_r5": 1.028424942759936,19914"garch12__normal__w1000_r5": 0.9985759887532075,19915"garch12__skewt__w1000_r5": 1.0648520996605166,19916"garch12__t__w1000_r5": 1.062813242794253,19917"garch21__ged__w1000_r5": 1.0196999602501449,19918"garch21__normal__w1000_r5": 0.9942161623477316,19919"garch21__skewt__w1000_r5": 1.0576666323747772,19920"garch21__t__w1000_r5": 1.0558995042640738,19921"garchm11__ged__w1000_r5": 1.297632374644201,19922"garchm11__normal__w1000_r5": 1.0181059121796803,19923"garchm11__skewt__w1000_r5": 1.297732072827012,19924"garchm11__t__w1000_r5": 1.3733925295946954,19925"garchx_rv11__normal__w1000_r5": 1.0703906662308802,19926"garchx_rv11__t__w1000_r5": 1.1171294852822151,19927"gas_t11__t__w1000_r5": 1.3126811601158523,19928"gjr11__ged__w1000_r5": 1.147510984702243,19929"gjr11__normal__w1000_r5": 1.13855295153999,19930"gjr11__skewt__w1000_r5": 1.195262053652812,19931"gjr11__t__w1000_r5": 1.207055846116625,19932"har_rv__empirical__w1000_r5": 1.4973648231822085,19933"heavy11__normal__w1000_r5": 1.0861587305980431,19934"heavy11__t__w1000_r5": 1.1307517481908325,19935"histvar22__empirical__w1000_r5": 1.6269009601617896,19936"histvar252__empirical__w1000_r5": 1.836151703380209,19937"histvar66__empirical__w1000_r5": 1.786783158639281,19938"igarch11__ged__w1000_r5": 1.0602606942911308,19939"igarch11__normal__w1000_r5": 1.0456603629897059,19940"igarch11__skewt__w1000_r5": 1.0652175605952963,19941"igarch11__t__w1000_r5": 1.0662049863519736,19942"loghar_rv__empirical__w1000_r5": 1.0951544967328937,19943"msgarch2__normal__w1000_r5": 1.0348937633021587,19944"msgarch2__t__w1000_r5": 1.0464389445907776,19945"nagarch11__ged__w1000_r5": 1.236864929112338,19946"nagarch11__normal__w1000_r5": 1.2175943838530037,19947"nagarch11__skewt__w1000_r5": 1.2531173838667808,19948"nagarch11__t__w1000_r5": 1.2561795594832499,19949"qgarch11__ged__w1000_r5": 1.0204324487675382,19950"qgarch11__normal__w1000_r5": 0.9991712566287138,19951"qgarch11__skewt__w1000_r5": 1.0478646221740324,19952"qgarch11__t__w1000_r5": 1.057507573030625,19953"realgarch11__normal__w1000_r5": 0.9922579852624636,19954"realgarch11__t__w1000_r5": 0.9867136714770021,19955"rm2006__normal__w1000_r5": 1.2500128214216086,19956"rm_rw__empirical__w1000_r5": 1.5425898057562515,19957"tarch11__ged__w1000_r5": 1.1034139810745431,19958"tarch11__normal__w1000_r5": 1.0826613544410904,19959"tarch11__skewt__w1000_r5": 1.1495871615500173,19960"tarch11__t__w1000_r5": 1.155850323029011119961},19962"rv5ss_on|mse|5": {19963"aparch11__ged__w1000_r5": 1.0169459732694368,19964"aparch11__normal__w1000_r5": 0.9627042206473319,19965"aparch11__skewt__w1000_r5": 1.1205730194282904,19966"aparch11__t__w1000_r5": 1.1484189349868354,19967"arch5__ged__w1000_r5": 1.180769094647438,19968"arch5__normal__w1000_r5": 1.1770253946285507,19969"arch5__skewt__w1000_r5": 1.2803233923279116,19970"arch5__t__w1000_r5": 1.2729867770934202,19971"avgarch11__ged__w1000_r5": 0.9285625337605004,19972"avgarch11__normal__w1000_r5": 0.9426689049258438,19973"avgarch11__skewt__w1000_r5": 0.9253833686803968,19974"avgarch11__t__w1000_r5": 0.9256563457262889,19975"cgarch11__ged__w1000_r5": 0.9572481812822577,19976"cgarch11__normal__w1000_r5": 0.9279290582707462,19977"cgarch11__skewt__w1000_r5": 0.9573484820598833,19978"cgarch11__t__w1000_r5": 0.9567239220809926,19979"constvar__normal__w1000_r5": 1.7068295413581873,19980"egarch11__ged__w1000_r5": 0.9593915600522495,19981"egarch11__normal__w1000_r5": 0.9985729362427765,19982"egarch11__skewt__w1000_r5": 0.9904456636425785,19983"egarch11__t__w1000_r5": 0.9936755775543696,19984"ewma094__normal__w1000_r5": 1.3411205780214137,19985"figarch11__ged__w1000_r5": 0.9940320250327055,19986"figarch11__normal__w1000_r5": 1.0096278879870513,19987"figarch11__skewt__w1000_r5": 0.9901262485486652,19988"figarch11__t__w1000_r5": 0.9897003830655572,19989"garch11__ged__w1000_r5": 1.0491390438005,19990"garch11__normal__w1000_r5": 1.0,19991"garch11__skewt__w1000_r5": 1.1671642836179568,19992"garch11__t__w1000_r5": 1.1590815008560393,19993"garch12__ged__w1000_r5": 1.0484048156467365,19994"garch12__normal__w1000_r5": 1.0078555712610984,19995"garch12__skewt__w1000_r5": 1.1666543459892715,19996"garch12__t__w1000_r5": 1.158459232840023,19997"garch21__ged__w1000_r5": 1.0470476015243009,19998"garch21__normal__w1000_r5": 1.0017043787527866,19999"garch21__skewt__w1000_r5": 1.1702042292481127,20000"garch21__t__w1000_r5": 1.165148463091845,20001"garchm11__ged__w1000_r5": 1.3800440386757062,20002"garchm11__normal__w1000_r5": 1.00083892316515,20003"garchm11__skewt__w1000_r5": 1.4774252761726372,20004"garchm11__t__w1000_r5": 1.5925505926924661,20005"garchx_rv11__normal__w1000_r5": 1.1370066684551885,20006"garchx_rv11__t__w1000_r5": 1.2824319825183983,20007"gas_t11__t__w1000_r5": 1.6614930575188847,20008"gjr11__ged__w1000_r5": 1.1432085541248689,20009"gjr11__normal__w1000_r5": 1.124383619729547,20010"gjr11__skewt__w1000_r5": 1.2575378724111264,20011"gjr11__t__w1000_r5": 1.2842390464987852,20012"har_rv__empirical__w1000_r5": 3.585540896958201,20013"heavy11__normal__w1000_r5": 1.149249565567921,20014"heavy11__t__w1000_r5": 1.2732005288784403,20015"histvar22__empirical__w1000_r5": 1.662216584167941,20016"histvar252__empirical__w1000_r5": 1.7181972395548684,20017"histvar66__empirical__w1000_r5": 1.7212154297030013,20018"igarch11__ged__w1000_r5": 1.1536350477354302,20019"igarch11__normal__w1000_r5": 1.154374022075858,20020"igarch11__skewt__w1000_r5": 1.1548021043522392,20021"igarch11__t__w1000_r5": 1.156180949826877,20022"loghar_rv__empirical__w1000_r5": 1.0698915442842039,20023"msgarch2__normal__w1000_r5": 0.9595972375784872,20024"msgarch2__t__w1000_r5": 1.2208054186185866,20025"nagarch11__ged__w1000_r5": 1.2764288320708255,20026"nagarch11__normal__w1000_r5": 1.236176968725791,20027"nagarch11__skewt__w1000_r5": 1.3131701957015263,20028"nagarch11__t__w1000_r5": 1.328322596469425,20029"qgarch11__ged__w1000_r5": 0.989372109429248,20030"qgarch11__normal__w1000_r5": 0.9610738298759975,20031"qgarch11__skewt__w1000_r5": 1.0621656525396577,20032"qgarch11__t__w1000_r5": 1.0979209173590563,20033"realgarch11__normal__w1000_r5": 0.8886051152282364,20034"realgarch11__t__w1000_r5": 840862902706933.0,20035"rm2006__normal__w1000_r5": 1.1370760355695755,20036"rm_rw__empirical__w1000_r5": 1.5753113199832145,20037"tarch11__ged__w1000_r5": 0.9890452168647603,20038"tarch11__normal__w1000_r5": 0.963767627014005,20039"tarch11__skewt__w1000_r5": 1.0763465172620503,20040"tarch11__t__w1000_r5": 1.086475097636783820041},20042"rv5ss_on|mse|22": {20043"aparch11__ged__w1000_r5": 0.8808895216645504,20044"aparch11__normal__w1000_r5": 0.8251996430424059,20045"aparch11__skewt__w1000_r5": 1.0051542034165544,20046"aparch11__t__w1000_r5": 1.0514344896296555,20047"arch5__ged__w1000_r5": 1.4070711023076288,20048"arch5__normal__w1000_r5": 1.397677176713252,20049"arch5__skewt__w1000_r5": 1.8837316223057847,20050"arch5__t__w1000_r5": 1.877984649081012,20051"avgarch11__ged__w1000_r5": 0.7650241993075358,20052"avgarch11__normal__w1000_r5": 0.8070467408605334,20053"avgarch11__skewt__w1000_r5": 0.7597678535697567,20054"avgarch11__t__w1000_r5": 0.7587849480093745,20055"cgarch11__ged__w1000_r5": 0.9117841095044151,20056"cgarch11__normal__w1000_r5": 0.8617893349189731,20057"cgarch11__skewt__w1000_r5": 0.9369982174110866,20058"cgarch11__t__w1000_r5": 0.9405244709320943,20059"constvar__normal__w1000_r5": 0.9925132584219664,20060"egarch11__ged__w1000_r5": 0.7862299693169313,20061"egarch11__normal__w1000_r5": 0.799746778575319,20062"egarch11__skewt__w1000_r5": 872.9970779844269,20063"egarch11__t__w1000_r5": 198253.1955776758,20064"ewma094__normal__w1000_r5": 1.186043947968624,20065"figarch11__ged__w1000_r5": 1.0125546516796458,20066"figarch11__normal__w1000_r5": 1.072531203155561,20067"figarch11__skewt__w1000_r5": 1.0101794168889116,20068"figarch11__t__w1000_r5": 1.0106781803192828,20069"garch11__ged__w1000_r5": 1.110175615527927,20070"garch11__normal__w1000_r5": 1.0,20071"garch11__skewt__w1000_r5": 1.5385033039308464,20072"garch11__t__w1000_r5": 1.5571342492354956,20073"garch12__ged__w1000_r5": 1.1098803912284656,20074"garch12__normal__w1000_r5": 1.000697396957741,20075"garch12__skewt__w1000_r5": 1.537965716112041,20076"garch12__t__w1000_r5": 1.5563795470248212,20077"garch21__ged__w1000_r5": 1.107114501921573,20078"garch21__normal__w1000_r5": 0.9982625192383972,20079"garch21__skewt__w1000_r5": 1.5662129523237258,20080"garch21__t__w1000_r5": 1.5955615783349153,20081"garchm11__ged__w1000_r5": 1.4799971392029792,20082"garchm11__normal__w1000_r5": 1.0150915934779776,20083"garchm11__skewt__w1000_r5": 1.9844726523113239,20084"garchm11__t__w1000_r5": 2.2118995167930464,20085"garchx_rv11__normal__w1000_r5": 1.6600308780331672,20086"garchx_rv11__t__w1000_r5": 1.974387309508803,20087"gas_t11__t__w1000_r5": 1.9892060651183536,20088"gjr11__ged__w1000_r5": 1.0982431122033287,20089"gjr11__normal__w1000_r5": 1.0759733563701936,20090"gjr11__skewt__w1000_r5": 1.3298281065961612,20091"gjr11__t__w1000_r5": 1.3815956556881137,20092"har_rv__empirical__w1000_r5": 0.8725465094398057,20093"heavy11__normal__w1000_r5": 1.6796899068133115,20094"heavy11__t__w1000_r5": 1.9422103111506461,20095"histvar22__empirical__w1000_r5": 1.4803796565145189,20096"histvar252__empirical__w1000_r5": 1.0535968226610986,20097"histvar66__empirical__w1000_r5": 1.2093459604993944,20098"igarch11__ged__w1000_r5": 1.5707548711385235,20099"igarch11__normal__w1000_r5": 1.6290013629331743,20100"igarch11__skewt__w1000_r5": 1.5516396151349037,20101"igarch11__t__w1000_r5": 1.5565397767807683,20102"loghar_rv__empirical__w1000_r5": 0.8399049675050907,20103"msgarch2__normal__w1000_r5": 0.7864640708122995,20104"msgarch2__t__w1000_r5": 1.1412129237318582,20105"nagarch11__ged__w1000_r5": 1.570668306072201,20106"nagarch11__normal__w1000_r5": 1.4766253333463009,20107"nagarch11__skewt__w1000_r5": 1.7525550550441662,20108"nagarch11__t__w1000_r5": 1.783079131514031,20109"qgarch11__ged__w1000_r5": 0.9399674316723269,20110"qgarch11__normal__w1000_r5": 0.9021838832336445,20111"qgarch11__skewt__w1000_r5": 1.1261521195505402,20112"qgarch11__t__w1000_r5": 1.2419803419088793,20113"realgarch11__normal__w1000_r5": 0.7682773427384828,20114"realgarch11__t__w1000_r5": 352380394663406.4,20115"rm2006__normal__w1000_r5": 0.9682358359998853,20116"rm_rw__empirical__w1000_r5": 2.1163350067114988,20117"tarch11__ged__w1000_r5": 0.8292793206475764,20118"tarch11__normal__w1000_r5": 0.828651149835819,20119"tarch11__skewt__w1000_r5": 0.9327237241444092,20120"tarch11__t__w1000_r5": 0.934970759648359320121},20122"rv5ss_on|mae|1": {20123"aparch11__ged__w1000_r5": 0.9826559800332547,20124"aparch11__normal__w1000_r5": 0.9664669826949871,20125"aparch11__skewt__w1000_r5": 1.0020855429673277,20126"aparch11__t__w1000_r5": 1.0143909616210791,20127"arch5__ged__w1000_r5": 1.0844248397550829,20128"arch5__normal__w1000_r5": 1.0807034532908795,20129"arch5__skewt__w1000_r5": 1.1029221287030986,20130"arch5__t__w1000_r5": 1.108049891837376,20131"avgarch11__ged__w1000_r5": 0.9932563131160145,20132"avgarch11__normal__w1000_r5": 0.9908989414378367,20133"avgarch11__skewt__w1000_r5": 0.9885841287200775,20134"avgarch11__t__w1000_r5": 0.994290167440483,20135"cgarch11__ged__w1000_r5": 1.0056815535655628,20136"cgarch11__normal__w1000_r5": 0.985857794518479,20137"cgarch11__skewt__w1000_r5": 1.018778202827046,20138"cgarch11__t__w1000_r5": 1.026362478608847,20139"constvar__normal__w1000_r5": 1.5942689549470912,20140"egarch11__ged__w1000_r5": 0.9385348455393081,20141"egarch11__normal__w1000_r5": 0.9364098854880922,20142"egarch11__skewt__w1000_r5": 0.9475424784521003,20143"egarch11__t__w1000_r5": 0.9559326615140558,20144"ewma094__normal__w1000_r5": 1.1956527446613407,20145"figarch11__ged__w1000_r5": 1.0258623419491868,20146"figarch11__normal__w1000_r5": 1.0217741804811287,20147"figarch11__skewt__w1000_r5": 1.0293864722382666,20148"figarch11__t__w1000_r5": 1.0320435956304386,20149"garch11__ged__w1000_r5": 1.015112992079215,20150"garch11__normal__w1000_r5": 1.0,20151"garch11__skewt__w1000_r5": 1.038307545314069,20152"garch11__t__w1000_r5": 1.045074107349065,20153"garch12__ged__w1000_r5": 1.0148077245400993,20154"garch12__normal__w1000_r5": 1.0003566424603978,20155"garch12__skewt__w1000_r5": 1.0380417477196184,20156"garch12__t__w1000_r5": 1.0447502430669295,20157"garch21__ged__w1000_r5": 1.0166391464356,20158"garch21__normal__w1000_r5": 1.0016795970541739,20159"garch21__skewt__w1000_r5": 1.0455633784356693,20160"garch21__t__w1000_r5": 1.0499401098771526,20161"garchm11__ged__w1000_r5": 1.0482742766602766,20162"garchm11__normal__w1000_r5": 0.99690379429795,20163"garchm11__skewt__w1000_r5": 1.0670463776983692,20164"garchm11__t__w1000_r5": 1.0909974230307808,20165"garchx_rv11__normal__w1000_r5": 1.0099265740472871,20166"garchx_rv11__t__w1000_r5": 1.05046879480586,20167"gas_t11__t__w1000_r5": 1.128726908596427,20168"gjr11__ged__w1000_r5": 1.021649286082199,20169"gjr11__normal__w1000_r5": 1.0103577225231857,20170"gjr11__skewt__w1000_r5": 1.0466841829955804,20171"gjr11__t__w1000_r5": 1.0574971132762565,20172"har_rv__empirical__w1000_r5": 1.0900838281787264,20173"heavy11__normal__w1000_r5": 1.0208248412886516,20174"heavy11__t__w1000_r5": 1.061762657646559,20175"histvar22__empirical__w1000_r5": 1.2480847922986937,20176"histvar252__empirical__w1000_r5": 1.6106430032893697,20177"histvar66__empirical__w1000_r5": 1.428162628473246,20178"igarch11__ged__w1000_r5": 1.071525908584132,20179"igarch11__normal__w1000_r5": 1.073820378788224,20180"igarch11__skewt__w1000_r5": 1.0724034741266921,20181"igarch11__t__w1000_r5": 1.0769797594204988,20182"loghar_rv__empirical__w1000_r5": 0.9596358093725814,20183"msgarch2__normal__w1000_r5": 0.9769641415861022,20184"msgarch2__t__w1000_r5": 1.0321208889998115,20185"nagarch11__ged__w1000_r5": 1.042214931367845,20186"nagarch11__normal__w1000_r5": 1.0224059976471602,20187"nagarch11__skewt__w1000_r5": 1.0539559254898376,20188"nagarch11__t__w1000_r5": 1.0631351808752598,20189"qgarch11__ged__w1000_r5": 0.9747386167017826,20190"qgarch11__normal__w1000_r5": 0.9676210018634639,20191"qgarch11__skewt__w1000_r5": 0.995262642220627,20192"qgarch11__t__w1000_r5": 1.002942707648631,20193"realgarch11__normal__w1000_r5": 0.9537315382548405,20194"realgarch11__t__w1000_r5": 0.9743137507827387,20195"rm2006__normal__w1000_r5": 1.1376040292719332,20196"rm_rw__empirical__w1000_r5": 1.1071416099227467,20197"tarch11__ged__w1000_r5": 0.9785057892872044,20198"tarch11__normal__w1000_r5": 0.9642662255663493,20199"tarch11__skewt__w1000_r5": 1.002302803439819,20200"tarch11__t__w1000_r5": 1.008008169365803220201},20202"rv5ss_on|mae|5": {20203"aparch11__ged__w1000_r5": 0.9514506782273282,20204"aparch11__normal__w1000_r5": 0.9400767983754178,20205"aparch11__skewt__w1000_r5": 0.9959238557254475,20206"aparch11__t__w1000_r5": 1.005304507180633,20207"arch5__ged__w1000_r5": 1.0932218528384279,20208"arch5__normal__w1000_r5": 1.083631736201358,20209"arch5__skewt__w1000_r5": 1.120933544268402,20210"arch5__t__w1000_r5": 1.133025368251256,20211"avgarch11__ged__w1000_r5": 0.937604829607603,20212"avgarch11__normal__w1000_r5": 0.9642970785926597,20213"avgarch11__skewt__w1000_r5": 0.9302839270467222,20214"avgarch11__t__w1000_r5": 0.9368682620855903,20215"cgarch11__ged__w1000_r5": 1.0124488520992896,20216"cgarch11__normal__w1000_r5": 0.9801759433559493,20217"cgarch11__skewt__w1000_r5": 1.032354030886682,20218"cgarch11__t__w1000_r5": 1.0470883947853455,20219"constvar__normal__w1000_r5": 1.548710259810574,20220"egarch11__ged__w1000_r5": 0.873674395689513,20221"egarch11__normal__w1000_r5": 0.8927759852130939,20222"egarch11__skewt__w1000_r5": 0.9175180334921095,20223"egarch11__t__w1000_r5": 0.917171970032375,20224"ewma094__normal__w1000_r5": 1.1841260553654926,20225"figarch11__ged__w1000_r5": 1.0519040436048164,20226"figarch11__normal__w1000_r5": 1.0552212929692275,20227"figarch11__skewt__w1000_r5": 1.0497730609429008,20228"figarch11__t__w1000_r5": 1.057819187389785,20229"garch11__ged__w1000_r5": 1.0277211704529832,20230"garch11__normal__w1000_r5": 1.0,20231"garch11__skewt__w1000_r5": 1.07367399904114,20232"garch11__t__w1000_r5": 1.0841585533688793,20233"garch12__ged__w1000_r5": 1.0261881422114438,20234"garch12__normal__w1000_r5": 1.0003859091736138,20235"garch12__skewt__w1000_r5": 1.0728553595182497,20236"garch12__t__w1000_r5": 1.0831332532582794,20237"garch21__ged__w1000_r5": 1.0232038047275451,20238"garch21__normal__w1000_r5": 1.000376863619919,20239"garch21__skewt__w1000_r5": 1.0648548475770834,20240"garch21__t__w1000_r5": 1.0769691847359968,20241"garchm11__ged__w1000_r5": 1.0673410127814393,20242"garchm11__normal__w1000_r5": 0.9944931440846895,20243"garchm11__skewt__w1000_r5": 1.102745751905282,20244"garchm11__t__w1000_r5": 1.1291457616779004,20245"garchx_rv11__normal__w1000_r5": 1.019083592291449,20246"garchx_rv11__t__w1000_r5": 1.075209249272871,20247"gas_t11__t__w1000_r5": 1.1550153374457612,20248"gjr11__ged__w1000_r5": 1.0177228984375515,20249"gjr11__normal__w1000_r5": 0.9988745484271896,20250"gjr11__skewt__w1000_r5": 1.057042490329255,20251"gjr11__t__w1000_r5": 1.0676202296765551,20252"har_rv__empirical__w1000_r5": 1.2722247402998639,20253"heavy11__normal__w1000_r5": 1.0267271517866547,20254"heavy11__t__w1000_r5": 1.074757003026019,20255"histvar22__empirical__w1000_r5": 1.2466769826366095,20256"histvar252__empirical__w1000_r5": 1.5770565418059606,20257"histvar66__empirical__w1000_r5": 1.4025014562099867,20258"igarch11__ged__w1000_r5": 1.1217680400404115,20259"igarch11__normal__w1000_r5": 1.1188313197004154,20260"igarch11__skewt__w1000_r5": 1.1213525839614675,20261"igarch11__t__w1000_r5": 1.1302544803890393,20262"loghar_rv__empirical__w1000_r5": 0.920234789386567,20263"msgarch2__normal__w1000_r5": 0.9196308063628612,20264"msgarch2__t__w1000_r5": 1.0454849912959367,20265"nagarch11__ged__w1000_r5": 1.0603964302067006,20266"nagarch11__normal__w1000_r5": 1.035316508507934,20267"nagarch11__skewt__w1000_r5": 1.0808288414314513,20268"nagarch11__t__w1000_r5": 1.0887565784122002,20269"qgarch11__ged__w1000_r5": 0.9718550077218902,20270"qgarch11__normal__w1000_r5": 0.9606596838113901,20271"qgarch11__skewt__w1000_r5": 1.0169668786055504,20272"qgarch11__t__w1000_r5": 1.0299440108220772,20273"realgarch11__normal__w1000_r5": 0.8866731263254728,20274"realgarch11__t__w1000_r5": 7464000.964094599,20275"rm2006__normal__w1000_r5": 1.1013805274197803,20276"rm_rw__empirical__w1000_r5": 1.0822339307560582,20277"tarch11__ged__w1000_r5": 0.936921487443055,20278"tarch11__normal__w1000_r5": 0.9349524023832649,20279"tarch11__skewt__w1000_r5": 0.9812803215878576,20280"tarch11__t__w1000_r5": 0.981809737385698420281},20282"rv5ss_on|mae|22": {20283"aparch11__ged__w1000_r5": 0.9060466131204389,20284"aparch11__normal__w1000_r5": 0.944355688287933,20285"aparch11__skewt__w1000_r5": 0.9824144096976328,20286"aparch11__t__w1000_r5": 0.9751979432720692,20287"arch5__ged__w1000_r5": 1.1878503469998103,20288"arch5__normal__w1000_r5": 1.1635822377487148,20289"arch5__skewt__w1000_r5": 1.291927846688313,20290"arch5__t__w1000_r5": 1.330389575056825,20291"avgarch11__ged__w1000_r5": 0.8604797186384162,20292"avgarch11__normal__w1000_r5": 0.9526069220409499,20293"avgarch11__skewt__w1000_r5": 0.8503942505614154,20294"avgarch11__t__w1000_r5": 0.859287785826036,20295"cgarch11__ged__w1000_r5": 1.0262557329563171,20296"cgarch11__normal__w1000_r5": 0.9815277658074312,20297"cgarch11__skewt__w1000_r5": 1.05671859026991,20298"cgarch11__t__w1000_r5": 1.0919016522918545,20299"constvar__normal__w1000_r5": 1.2274198946160726,20300"egarch11__ged__w1000_r5": 0.8252409094006805,20301"egarch11__normal__w1000_r5": 0.8720915500866233,20302"egarch11__skewt__w1000_r5": 3.900491829446966,20303"egarch11__t__w1000_r5": 36.99566897825599,20304"ewma094__normal__w1000_r5": 1.1069305237207174,20305"figarch11__ged__w1000_r5": 1.094423729774516,20306"figarch11__normal__w1000_r5": 1.113193705749723,20307"figarch11__skewt__w1000_r5": 1.0839351641554598,20308"figarch11__t__w1000_r5": 1.1068617170268529,20309"garch11__ged__w1000_r5": 1.0461728044419907,20310"garch11__normal__w1000_r5": 1.0,20311"garch11__skewt__w1000_r5": 1.1458815237174722,20312"garch11__t__w1000_r5": 1.1743498813754865,20313"garch12__ged__w1000_r5": 1.0461112867245261,20314"garch12__normal__w1000_r5": 1.0010635753633792,20315"garch12__skewt__w1000_r5": 1.1450201899764085,20316"garch12__t__w1000_r5": 1.1730362518378583,20317"garch21__ged__w1000_r5": 1.0443226689603875,20318"garch21__normal__w1000_r5": 1.0020609145498471,20319"garch21__skewt__w1000_r5": 1.1441297027580297,20320"garch21__t__w1000_r5": 1.173176001917038,20321"garchm11__ged__w1000_r5": 1.0840917357732915,20322"garchm11__normal__w1000_r5": 0.9973352012134605,20323"garchm11__skewt__w1000_r5": 1.1711623340053756,20324"garchm11__t__w1000_r5": 1.2273113386033274,20325"garchx_rv11__normal__w1000_r5": 1.2115744896017522,20326"garchx_rv11__t__w1000_r5": 1.279766189342703,20327"gas_t11__t__w1000_r5": 1.1637933487859826,20328"gjr11__ged__w1000_r5": 0.9995794411832386,20329"gjr11__normal__w1000_r5": 0.993520799884095,20330"gjr11__skewt__w1000_r5": 1.078327966451411,20331"gjr11__t__w1000_r5": 1.0878482799644287,20332"har_rv__empirical__w1000_r5": 1.054896914304024,20333"heavy11__normal__w1000_r5": 1.2151441749753016,20334"heavy11__t__w1000_r5": 1.2698822616763088,20335"histvar22__empirical__w1000_r5": 1.1683207865911642,20336"histvar252__empirical__w1000_r5": 1.2860900624971439,20337"histvar66__empirical__w1000_r5": 1.218400246022966,20338"igarch11__ged__w1000_r5": 1.2854708579955652,20339"igarch11__normal__w1000_r5": 1.3224741811976828,20340"igarch11__skewt__w1000_r5": 1.2576694423327501,20341"igarch11__t__w1000_r5": 1.2860294511856707,20342"loghar_rv__empirical__w1000_r5": 0.9671921955115709,20343"msgarch2__normal__w1000_r5": 0.8517294937910627,20344"msgarch2__t__w1000_r5": 1.0107494281144234,20345"nagarch11__ged__w1000_r5": 1.1643239070456215,20346"nagarch11__normal__w1000_r5": 1.1445835610090065,20347"nagarch11__skewt__w1000_r5": 1.2181294440513306,20348"nagarch11__t__w1000_r5": 1.2152893980873651,20349"qgarch11__ged__w1000_r5": 0.9626312881975189,20350"qgarch11__normal__w1000_r5": 0.9645808823540154,20351"qgarch11__skewt__w1000_r5": 1.0482902598768415,20352"qgarch11__t__w1000_r5": 1.0657774417460242,20353"realgarch11__normal__w1000_r5": 0.8291515984203027,20354"realgarch11__t__w1000_r5": 8532876.892767575,20355"rm2006__normal__w1000_r5": 1.0304981064086267,20356"rm_rw__empirical__w1000_r5": 1.1540836920064297,20357"tarch11__ged__w1000_r5": 0.8804032031502883,20358"tarch11__normal__w1000_r5": 0.9358769989168787,20359"tarch11__skewt__w1000_r5": 0.9621937750834048,20360"tarch11__t__w1000_r5": 0.934644390540125220361},20362"rv5ss_on|mse_sd|1": {20363"aparch11__ged__w1000_r5": 0.9569507538961483,20364"aparch11__normal__w1000_r5": 0.9416157656214623,20365"aparch11__skewt__w1000_r5": 0.9778182700784501,20366"aparch11__t__w1000_r5": 0.993052771835032,20367"arch5__ged__w1000_r5": 1.0980382248235616,20368"arch5__normal__w1000_r5": 1.1038674384176816,20369"arch5__skewt__w1000_r5": 1.113643293134098,20370"arch5__t__w1000_r5": 1.114103105274181,20371"avgarch11__ged__w1000_r5": 0.9946376194522978,20372"avgarch11__normal__w1000_r5": 0.9888460625654758,20373"avgarch11__skewt__w1000_r5": 0.9891537215704984,20374"avgarch11__t__w1000_r5": 0.9918211772317498,20375"cgarch11__ged__w1000_r5": 0.9909727233310771,20376"cgarch11__normal__w1000_r5": 0.9670168287091536,20377"cgarch11__skewt__w1000_r5": 1.0067785706258348,20378"cgarch11__t__w1000_r5": 1.0114737891702525,20379"constvar__normal__w1000_r5": 2.6340472418029135,20380"egarch11__ged__w1000_r5": 0.9296671233232234,20381"egarch11__normal__w1000_r5": 0.9461971861983328,20382"egarch11__skewt__w1000_r5": 0.9222779056157848,20383"egarch11__t__w1000_r5": 0.9266180534550559,20384"ewma094__normal__w1000_r5": 1.3901138349489714,20385"figarch11__ged__w1000_r5": 1.0169912901433815,20386"figarch11__normal__w1000_r5": 1.0073208661718533,20387"figarch11__skewt__w1000_r5": 1.0240261356961802,20388"figarch11__t__w1000_r5": 1.0231962880656382,20389"garch11__ged__w1000_r5": 1.022888103192775,20390"garch11__normal__w1000_r5": 1.0,20391"garch11__skewt__w1000_r5": 1.0494897241393213,20392"garch11__t__w1000_r5": 1.0534460861715633,20393"garch12__ged__w1000_r5": 1.0220009742531493,20394"garch12__normal__w1000_r5": 1.0006890636490864,20395"garch12__skewt__w1000_r5": 1.0494247384995856,20396"garch12__t__w1000_r5": 1.053228755790921,20397"garch21__ged__w1000_r5": 1.0227703601974245,20398"garch21__normal__w1000_r5": 1.0023394244740882,20399"garch21__skewt__w1000_r5": 1.050278150184792,20400"garch21__t__w1000_r5": 1.0526684496185474,20401"garchm11__ged__w1000_r5": 1.068866028628062,20402"garchm11__normal__w1000_r5": 0.991713496951268,20403"garchm11__skewt__w1000_r5": 1.0838907720503757,20404"garchm11__t__w1000_r5": 1.106455467410833,20405"garchx_rv11__normal__w1000_r5": 0.9714324878241174,20406"garchx_rv11__t__w1000_r5": 1.01175110293298,20407"gas_t11__t__w1000_r5": 1.1797969928449439,20408"gjr11__ged__w1000_r5": 0.9986848112298389,20409"gjr11__normal__w1000_r5": 0.9852762637444804,20410"gjr11__skewt__w1000_r5": 1.0239527060131932,20411"gjr11__t__w1000_r5": 1.0354919477424003,20412"har_rv__empirical__w1000_r5": 1.1351135548194224,20413"heavy11__normal__w1000_r5": 0.989462607000725,20414"heavy11__t__w1000_r5": 1.0290395331987896,20415"histvar22__empirical__w1000_r5": 1.535669000904187,20416"histvar252__empirical__w1000_r5": 2.5617919499954245,20417"histvar66__empirical__w1000_r5": 2.045752824471123,20418"igarch11__ged__w1000_r5": 1.0887106833386722,20419"igarch11__normal__w1000_r5": 1.0815524847632159,20420"igarch11__skewt__w1000_r5": 1.0895363566193599,20421"igarch11__t__w1000_r5": 1.0931973380326128,20422"loghar_rv__empirical__w1000_r5": 0.94834434855637,20423"msgarch2__normal__w1000_r5": 0.9957674450031353,20424"msgarch2__t__w1000_r5": 1.054022642078144,20425"nagarch11__ged__w1000_r5": 1.0141708011651474,20426"nagarch11__normal__w1000_r5": 0.9946976939465487,20427"nagarch11__skewt__w1000_r5": 1.0209867823751126,20428"nagarch11__t__w1000_r5": 1.0324916041829344,20429"qgarch11__ged__w1000_r5": 0.9382284479777956,20430"qgarch11__normal__w1000_r5": 0.9272300482149809,20431"qgarch11__skewt__w1000_r5": 0.9635985286886662,20432"qgarch11__t__w1000_r5": 0.973822649917832,20433"realgarch11__normal__w1000_r5": 0.9018356414913171,20434"realgarch11__t__w1000_r5": 0.9125792061311754,20435"rm2006__normal__w1000_r5": 1.264597444617949,20436"rm_rw__empirical__w1000_r5": 1.1929863338558626,20437"tarch11__ged__w1000_r5": 0.942731604732897,20438"tarch11__normal__w1000_r5": 0.9301389983964982,20439"tarch11__skewt__w1000_r5": 0.9675199622899343,20440"tarch11__t__w1000_r5": 0.975087462291466520441},20442"rv5ss_on|mse_sd|5": {20443"aparch11__ged__w1000_r5": 0.9436496099658953,20444"aparch11__normal__w1000_r5": 0.9381071491026298,20445"aparch11__skewt__w1000_r5": 0.9765161486238819,20446"aparch11__t__w1000_r5": 0.9897946205851242,20447"arch5__ged__w1000_r5": 1.097372326452795,20448"arch5__normal__w1000_r5": 1.088003967870877,20449"arch5__skewt__w1000_r5": 1.1306763460248306,20450"arch5__t__w1000_r5": 1.1398921448319541,20451"avgarch11__ged__w1000_r5": 0.9647923217074604,20452"avgarch11__normal__w1000_r5": 0.9828975985968877,20453"avgarch11__skewt__w1000_r5": 0.9559177479128553,20454"avgarch11__t__w1000_r5": 0.9612999030871447,20455"cgarch11__ged__w1000_r5": 1.0186646249574394,20456"cgarch11__normal__w1000_r5": 0.9860911373717611,20457"cgarch11__skewt__w1000_r5": 1.0325836896162395,20458"cgarch11__t__w1000_r5": 1.0452215578872694,20459"constvar__normal__w1000_r5": 2.7172180880899255,20460"egarch11__ged__w1000_r5": 0.9561290858864764,20461"egarch11__normal__w1000_r5": 0.9951702093017585,20462"egarch11__skewt__w1000_r5": 0.965034393760662,20463"egarch11__t__w1000_r5": 0.971170715308052,20464"ewma094__normal__w1000_r5": 1.4294468830357407,20465"figarch11__ged__w1000_r5": 1.0490918648718,20466"figarch11__normal__w1000_r5": 1.0453096812644953,20467"figarch11__skewt__w1000_r5": 1.0444261259946348,20468"figarch11__t__w1000_r5": 1.0509562086750746,20469"garch11__ged__w1000_r5": 1.0340548247294432,20470"garch11__normal__w1000_r5": 1.0,20471"garch11__skewt__w1000_r5": 1.0819716084707243,20472"garch11__t__w1000_r5": 1.086051899252674,20473"garch12__ged__w1000_r5": 1.032624528826222,20474"garch12__normal__w1000_r5": 1.0043426440771084,20475"garch12__skewt__w1000_r5": 1.081030914673495,20476"garch12__t__w1000_r5": 1.0848684125592327,20477"garch21__ged__w1000_r5": 1.0286860696344946,20478"garch21__normal__w1000_r5": 1.0017259727738475,20479"garch21__skewt__w1000_r5": 1.0703850107072497,20480"garch21__t__w1000_r5": 1.0767402800614079,20481"garchm11__ged__w1000_r5": 1.080391036395384,20482"garchm11__normal__w1000_r5": 0.9859394556036352,20483"garchm11__skewt__w1000_r5": 1.1213405907746878,20484"garchm11__t__w1000_r5": 1.1496800453148368,20485"garchx_rv11__normal__w1000_r5": 1.0072903472060608,20486"garchx_rv11__t__w1000_r5": 1.0655777741411996,20487"gas_t11__t__w1000_r5": 1.2326254461772426,20488"gjr11__ged__w1000_r5": 1.0180213645617084,20489"gjr11__normal__w1000_r5": 0.9976769365741469,20490"gjr11__skewt__w1000_r5": 1.0600562380400704,20491"gjr11__t__w1000_r5": 1.0742944780634542,20492"har_rv__empirical__w1000_r5": 1.550963195878706,20493"heavy11__normal__w1000_r5": 1.0172095637377794,20494"heavy11__t__w1000_r5": 1.067709889863255,20495"histvar22__empirical__w1000_r5": 1.6197092792992236,20496"histvar252__empirical__w1000_r5": 2.658415610399011,20497"histvar66__empirical__w1000_r5": 2.1224654597361163,20498"igarch11__ged__w1000_r5": 1.131524554277724,20499"igarch11__normal__w1000_r5": 1.12817440667218,20500"igarch11__skewt__w1000_r5": 1.1289474260319299,20501"igarch11__t__w1000_r5": 1.1373798011720806,20502"loghar_rv__empirical__w1000_r5": 1.0244184741435263,20503"msgarch2__normal__w1000_r5": 0.9950366840170862,20504"msgarch2__t__w1000_r5": 1.1204876390643592,20505"nagarch11__ged__w1000_r5": 1.0535224693237486,20506"nagarch11__normal__w1000_r5": 1.0237561151193348,20507"nagarch11__skewt__w1000_r5": 1.0638388142455473,20508"nagarch11__t__w1000_r5": 1.0766028406526176,20509"qgarch11__ged__w1000_r5": 0.9473989067760592,20510"qgarch11__normal__w1000_r5": 0.9331392553306299,20511"qgarch11__skewt__w1000_r5": 0.9871011715313658,20512"qgarch11__t__w1000_r5": 1.0021297699763245,20513"realgarch11__normal__w1000_r5": 0.9022802245802355,20514"realgarch11__t__w1000_r5": 30721508.808189537,20515"rm2006__normal__w1000_r5": 1.2531253071919306,20516"rm_rw__empirical__w1000_r5": 1.2640901950916017,20517"tarch11__ged__w1000_r5": 0.9277928569125321,20518"tarch11__normal__w1000_r5": 0.9255598774881274,20519"tarch11__skewt__w1000_r5": 0.9608237871352083,20520"tarch11__t__w1000_r5": 0.964438339586498220521},20522"rv5ss_on|mse_sd|22": {20523"aparch11__ged__w1000_r5": 0.9244231385555063,20524"aparch11__normal__w1000_r5": 0.9401601694677199,20525"aparch11__skewt__w1000_r5": 0.9680667902204021,20526"aparch11__t__w1000_r5": 0.9777790923611607,20527"arch5__ged__w1000_r5": 1.1986865765787913,20528"arch5__normal__w1000_r5": 1.1719095634160597,20529"arch5__skewt__w1000_r5": 1.3226110011772625,20530"arch5__t__w1000_r5": 1.3575356185011356,20531"avgarch11__ged__w1000_r5": 0.8908604009889411,20532"avgarch11__normal__w1000_r5": 0.9545350757161074,20533"avgarch11__skewt__w1000_r5": 0.876088144455635,20534"avgarch11__t__w1000_r5": 0.8857393583613465,20535"cgarch11__ged__w1000_r5": 1.0561214105618746,20536"cgarch11__normal__w1000_r5": 1.013049391915576,20537"cgarch11__skewt__w1000_r5": 1.0764713195968583,20538"cgarch11__t__w1000_r5": 1.1037195296435225,20539"constvar__normal__w1000_r5": 1.6163558074842248,20540"egarch11__ged__w1000_r5": 0.9173266218082092,20541"egarch11__normal__w1000_r5": 0.9568031027256835,20542"egarch11__skewt__w1000_r5": 9.837136952382092,20543"egarch11__t__w1000_r5": 113.93785742063127,20544"ewma094__normal__w1000_r5": 1.2508495998506712,20545"figarch11__ged__w1000_r5": 1.105126447391413,20546"figarch11__normal__w1000_r5": 1.116588555086462,20547"figarch11__skewt__w1000_r5": 1.0890959059775014,20548"figarch11__t__w1000_r5": 1.1119963038059313,20549"garch11__ged__w1000_r5": 1.0520387918793044,20550"garch11__normal__w1000_r5": 1.0,20551"garch11__skewt__w1000_r5": 1.172695916190449,20552"garch11__t__w1000_r5": 1.193961500460277,20553"garch12__ged__w1000_r5": 1.0519661523915609,20554"garch12__normal__w1000_r5": 1.0014826576551938,20555"garch12__skewt__w1000_r5": 1.1717683743457172,20556"garch12__t__w1000_r5": 1.1925307515117898,20557"garch21__ged__w1000_r5": 1.047669666657614,20558"garch21__normal__w1000_r5": 1.0018150119539717,20559"garch21__skewt__w1000_r5": 1.1668743062081577,20560"garch21__t__w1000_r5": 1.191024240726356,20561"garchm11__ged__w1000_r5": 1.1120171060901134,20562"garchm11__normal__w1000_r5": 0.9945124030074013,20563"garchm11__skewt__w1000_r5": 1.2303043778412728,20564"garchm11__t__w1000_r5": 1.2877265162358216,20565"garchx_rv11__normal__w1000_r5": 1.234783326114367,20566"garchx_rv11__t__w1000_r5": 1.3192679896501234,20567"gas_t11__t__w1000_r5": 1.2692461955908623,20568"gjr11__ged__w1000_r5": 1.0190489518662156,20569"gjr11__normal__w1000_r5": 1.0067822174121512,20570"gjr11__skewt__w1000_r5": 1.0975988557612537,20571"gjr11__t__w1000_r5": 1.1127422105212124,20572"har_rv__empirical__w1000_r5": 1.133514714781661,20573"heavy11__normal__w1000_r5": 1.2389769379655662,20574"heavy11__t__w1000_r5": 1.3070418517763434,20575"histvar22__empirical__w1000_r5": 1.3994056164539113,20576"histvar252__empirical__w1000_r5": 1.6991540363506983,20577"histvar66__empirical__w1000_r5": 1.5347325660369813,20578"igarch11__ged__w1000_r5": 1.300413463195763,20579"igarch11__normal__w1000_r5": 1.3364271155358833,20580"igarch11__skewt__w1000_r5": 1.2680342070105421,20581"igarch11__t__w1000_r5": 1.2990668093458388,20582"loghar_rv__empirical__w1000_r5": 1.0454847487899948,20583"msgarch2__normal__w1000_r5": 0.9259006625179731,20584"msgarch2__t__w1000_r5": 1.0662884687043723,20585"nagarch11__ged__w1000_r5": 1.1819746429947255,20586"nagarch11__normal__w1000_r5": 1.147780059807179,20587"nagarch11__skewt__w1000_r5": 1.2333573953980095,20588"nagarch11__t__w1000_r5": 1.238938050420358,20589"qgarch11__ged__w1000_r5": 0.9638533430456687,20590"qgarch11__normal__w1000_r5": 0.9571988954940495,20591"qgarch11__skewt__w1000_r5": 1.0429089726382947,20592"qgarch11__t__w1000_r5": 1.0719898572391922,20593"realgarch11__normal__w1000_r5": 0.9066969471053513,20594"realgarch11__t__w1000_r5": 27629043.938304435,20595"rm2006__normal__w1000_r5": 1.0940334850191842,20596"rm_rw__empirical__w1000_r5": 1.3422341894517942,20597"tarch11__ged__w1000_r5": 0.9001611329421455,20598"tarch11__normal__w1000_r5": 0.9332242880407126,20599"tarch11__skewt__w1000_r5": 0.946422050773677,20600"tarch11__t__w1000_r5": 0.93398739287574920601},20602"rv5_on|qlike|1": {20603"aparch11__ged__w1000_r5": 0.9445775180628423,20604"aparch11__normal__w1000_r5": 0.954191685235108,20605"aparch11__skewt__w1000_r5": 0.9292361299094656,20606"aparch11__t__w1000_r5": 0.9343043013746525,20607"arch5__ged__w1000_r5": 1.061747470286814,20608"arch5__normal__w1000_r5": 1.0647430177685728,20609"arch5__skewt__w1000_r5": 1.0626682505545035,20610"arch5__t__w1000_r5": 1.0553071156972775,20611"avgarch11__ged__w1000_r5": 1.006584104449716,20612"avgarch11__normal__w1000_r5": 1.0060800591650592,20613"avgarch11__skewt__w1000_r5": 1.002138906668545,20614"avgarch11__t__w1000_r5": 0.9972472634841291,20615"cgarch11__ged__w1000_r5": 0.9815506318365029,20616"cgarch11__normal__w1000_r5": 0.9812828967797115,20617"cgarch11__skewt__w1000_r5": 0.9889225962755074,20618"cgarch11__t__w1000_r5": 0.9844907065895887,20619"constvar__normal__w1000_r5": 2.740929621171303,20620"egarch11__ged__w1000_r5": 0.9566812876056605,20621"egarch11__normal__w1000_r5": 0.9661278578849865,20622"egarch11__skewt__w1000_r5": 0.9420767102333081,20623"egarch11__t__w1000_r5": 0.947625841778991,20624"ewma094__normal__w1000_r5": 1.1471313617056067,20625"figarch11__ged__w1000_r5": 0.9794480546774208,20626"figarch11__normal__w1000_r5": 0.974821498208945,20627"figarch11__skewt__w1000_r5": 0.9882360304128007,20628"figarch11__t__w1000_r5": 0.9812154038901498,20629"garch11__ged__w1000_r5": 0.9985850629831458,20630"garch11__normal__w1000_r5": 1.0,20631"garch11__skewt__w1000_r5": 0.9944807138565398,20632"garch11__t__w1000_r5": 0.9899547781539073,20633"garch12__ged__w1000_r5": 1.0010308546404467,20634"garch12__normal__w1000_r5": 1.0025171754317561,20635"garch12__skewt__w1000_r5": 0.9964672640339252,20636"garch12__t__w1000_r5": 0.9921241417700194,20637"garch21__ged__w1000_r5": 1.005260678640439,20638"garch21__normal__w1000_r5": 1.006936475511755,20639"garch21__skewt__w1000_r5": 1.00326615803889,20640"garch21__t__w1000_r5": 0.9962989300102445,20641"garchm11__ged__w1000_r5": 0.9915079007930823,20642"garchm11__normal__w1000_r5": 0.9941601371585582,20643"garchm11__skewt__w1000_r5": 0.9860117842980728,20644"garchm11__t__w1000_r5": 0.9809041524058353,20645"garchx_rv11__normal__w1000_r5": 0.8762067843048003,20646"garchx_rv11__t__w1000_r5": 0.8744196777057338,20647"gas_t11__t__w1000_r5": 1.019326205961983,20648"gjr11__ged__w1000_r5": 0.9530021978056246,20649"gjr11__normal__w1000_r5": 0.9573939416993588,20650"gjr11__skewt__w1000_r5": 0.941862784229696,20651"gjr11__t__w1000_r5": 0.9440295958150221,20652"har_rv__empirical__w1000_r5": 2176484.2746668304,20653"heavy11__normal__w1000_r5": 0.8835959619513643,20654"heavy11__t__w1000_r5": 0.8838415231316061,20655"histvar22__empirical__w1000_r5": 1.3424177206090697,20656"histvar252__empirical__w1000_r5": 2.2359935353965925,20657"histvar66__empirical__w1000_r5": 1.5604214445270375,20658"igarch11__ged__w1000_r5": 1.013898098068725,20659"igarch11__normal__w1000_r5": 1.0158501741356465,20660"igarch11__skewt__w1000_r5": 1.0117167516186325,20661"igarch11__t__w1000_r5": 1.0071997606648042,20662"loghar_rv__empirical__w1000_r5": 0.8704550441520215,20663"msgarch2__normal__w1000_r5": 1.0145635328636087,20664"msgarch2__t__w1000_r5": 1.031866808522144,20665"nagarch11__ged__w1000_r5": 0.9377153721225508,20666"nagarch11__normal__w1000_r5": 0.9347284227618763,20667"nagarch11__skewt__w1000_r5": 0.9202507472701579,20668"nagarch11__t__w1000_r5": 0.9300983650999224,20669"qgarch11__ged__w1000_r5": 0.9111346103027609,20670"qgarch11__normal__w1000_r5": 0.918152123901581,20671"qgarch11__skewt__w1000_r5": 0.9008666524378943,20672"qgarch11__t__w1000_r5": 0.9043646197238605,20673"realgarch11__normal__w1000_r5": 0.8601165695373192,20674"realgarch11__t__w1000_r5": 0.8578354973279847,20675"rm2006__normal__w1000_r5": 1.0883442925311972,20676"rm_rw__empirical__w1000_r5": 1.342865830594323,20677"tarch11__ged__w1000_r5": 0.9295019763547323,20678"tarch11__normal__w1000_r5": 0.931237132116926,20679"tarch11__skewt__w1000_r5": 0.9219032391978972,20680"tarch11__t__w1000_r5": 0.92636209970259620681},20682"rv5_on|qlike|5": {20683"aparch11__ged__w1000_r5": 0.9411559025583153,20684"aparch11__normal__w1000_r5": 0.9544846233930993,20685"aparch11__skewt__w1000_r5": 0.9060028754011098,20686"aparch11__t__w1000_r5": 0.9158701552481425,20687"arch5__ged__w1000_r5": 1.0554823218384533,20688"arch5__normal__w1000_r5": 1.0573009731692111,20689"arch5__skewt__w1000_r5": 1.0446357599568947,20690"arch5__t__w1000_r5": 1.046586489341004,20691"avgarch11__ged__w1000_r5": 0.9882539127936801,20692"avgarch11__normal__w1000_r5": 0.991539550407812,20693"avgarch11__skewt__w1000_r5": 0.9743994541403717,20694"avgarch11__t__w1000_r5": 0.9735609039775265,20695"cgarch11__ged__w1000_r5": 1.0129164489259423,20696"cgarch11__normal__w1000_r5": 1.023150983222794,20697"cgarch11__skewt__w1000_r5": 1.0049148273304083,20698"cgarch11__t__w1000_r5": 1.0080179248305976,20699"constvar__normal__w1000_r5": 3.0573599903026056,20700"egarch11__ged__w1000_r5": 0.946294514561331,20701"egarch11__normal__w1000_r5": 0.966431158914865,20702"egarch11__skewt__w1000_r5": 0.9108502218559403,20703"egarch11__t__w1000_r5": 0.918233595886223,20704"ewma094__normal__w1000_r5": 1.2068960402474378,20705"figarch11__ged__w1000_r5": 0.9830456338764199,20706"figarch11__normal__w1000_r5": 0.9864613549987747,20707"figarch11__skewt__w1000_r5": 0.9786970754019502,20708"figarch11__t__w1000_r5": 0.9789276948446859,20709"garch11__ged__w1000_r5": 0.9981594472807942,20710"garch11__normal__w1000_r5": 1.0,20711"garch11__skewt__w1000_r5": 0.9822178684326517,20712"garch11__t__w1000_r5": 0.9800817458140554,20713"garch12__ged__w1000_r5": 0.9987158876001375,20714"garch12__normal__w1000_r5": 0.9997670530156718,20715"garch12__skewt__w1000_r5": 0.982735738204406,20716"garch12__t__w1000_r5": 0.9806437651489491,20717"garch21__ged__w1000_r5": 1.003469338817762,20718"garch21__normal__w1000_r5": 1.0058626492352456,20719"garch21__skewt__w1000_r5": 0.9865093325563701,20720"garch21__t__w1000_r5": 0.9827030538153266,20721"garchm11__ged__w1000_r5": 0.9866688803257956,20722"garchm11__normal__w1000_r5": 0.9910913719668403,20723"garchm11__skewt__w1000_r5": 0.9711988971649917,20724"garchm11__t__w1000_r5": 0.9674767375204834,20725"garchx_rv11__normal__w1000_r5": 0.8622489929331517,20726"garchx_rv11__t__w1000_r5": 0.8549480723693765,20727"gas_t11__t__w1000_r5": 0.9996601249575722,20728"gjr11__ged__w1000_r5": 0.946254479418181,20729"gjr11__normal__w1000_r5": 0.9561822686449839,20730"gjr11__skewt__w1000_r5": 0.9177480043094799,20731"gjr11__t__w1000_r5": 0.9225704778008607,20732"har_rv__empirical__w1000_r5": 1.1404972753315366,20733"heavy11__normal__w1000_r5": 0.8655498368573697,20734"heavy11__t__w1000_r5": 0.8619110423909854,20735"histvar22__empirical__w1000_r5": 1.5116986218689568,20736"histvar252__empirical__w1000_r5": 2.5491222047392057,20737"histvar66__empirical__w1000_r5": 1.7317509216417102,20738"igarch11__ged__w1000_r5": 1.0143252081767857,20739"igarch11__normal__w1000_r5": 1.0201713973561246,20740"igarch11__skewt__w1000_r5": 1.0023828705789195,20741"igarch11__t__w1000_r5": 1.0044109674952657,20742"loghar_rv__empirical__w1000_r5": 0.8672736094949267,20743"msgarch2__normal__w1000_r5": 1.019869616414011,20744"msgarch2__t__w1000_r5": 1.0660521288156048,20745"nagarch11__ged__w1000_r5": 0.9159410574821699,20746"nagarch11__normal__w1000_r5": 0.9054366509857672,20747"nagarch11__skewt__w1000_r5": 0.8870762092016428,20748"nagarch11__t__w1000_r5": 0.9007528009598466,20749"qgarch11__ged__w1000_r5": 0.8904039564865422,20750"qgarch11__normal__w1000_r5": 0.8935222276567287,20751"qgarch11__skewt__w1000_r5": 0.8735113311192699,20752"qgarch11__t__w1000_r5": 0.8785053544227762,20753"realgarch11__normal__w1000_r5": 0.8520581394269713,20754"realgarch11__t__w1000_r5": 2.0470096341583983,20755"rm2006__normal__w1000_r5": 1.0862254056404006,20756"rm_rw__empirical__w1000_r5": 1.7570780991901354,20757"tarch11__ged__w1000_r5": 0.9172153084086128,20758"tarch11__normal__w1000_r5": 0.9195447651425417,20759"tarch11__skewt__w1000_r5": 0.8974890692550556,20760"tarch11__t__w1000_r5": 0.907239502395578920761},20762"rv5_on|qlike|22": {20763"aparch11__ged__w1000_r5": 1.0293154944461351,20764"aparch11__normal__w1000_r5": 0.9766757717189697,20765"aparch11__skewt__w1000_r5": 0.940521414735495,20766"aparch11__t__w1000_r5": 0.988988248986188,20767"arch5__ged__w1000_r5": 1.0495171322762742,20768"arch5__normal__w1000_r5": 1.0351964449286895,20769"arch5__skewt__w1000_r5": 1.0074768148823763,20770"arch5__t__w1000_r5": 1.0185039008519268,20771"avgarch11__ged__w1000_r5": 0.9838861285295869,20772"avgarch11__normal__w1000_r5": 0.9567717736738185,20773"avgarch11__skewt__w1000_r5": 0.9422134893999732,20774"avgarch11__t__w1000_r5": 0.957037861892967,20775"cgarch11__ged__w1000_r5": 1.1370705124687612,20776"cgarch11__normal__w1000_r5": 1.1317033316140062,20777"cgarch11__skewt__w1000_r5": 1.078309373520236,20778"cgarch11__t__w1000_r5": 1.0894499811955645,20779"constvar__normal__w1000_r5": 1.9279831102557596,20780"egarch11__ged__w1000_r5": 1.0507991623929689,20781"egarch11__normal__w1000_r5": 1.0391799782314615,20782"egarch11__skewt__w1000_r5": 0.9434688754194706,20783"egarch11__t__w1000_r5": 0.9773979675548173,20784"ewma094__normal__w1000_r5": 1.233231696303,20785"figarch11__ged__w1000_r5": 1.0474827247931509,20786"figarch11__normal__w1000_r5": 1.02482542555838,20787"figarch11__skewt__w1000_r5": 1.0115252745444607,20788"figarch11__t__w1000_r5": 1.0371147356837798,20789"garch11__ged__w1000_r5": 1.0004556403762808,20790"garch11__normal__w1000_r5": 1.0,20791"garch11__skewt__w1000_r5": 0.9273135347641656,20792"garch11__t__w1000_r5": 0.9276347571352813,20793"garch12__ged__w1000_r5": 1.0020250876041636,20794"garch12__normal__w1000_r5": 0.9965470029662629,20795"garch12__skewt__w1000_r5": 0.9283435190151479,20796"garch12__t__w1000_r5": 0.9285425372751775,20797"garch21__ged__w1000_r5": 1.0038981400267157,20798"garch21__normal__w1000_r5": 1.003560170877034,20799"garch21__skewt__w1000_r5": 0.9284042397320671,20800"garch21__t__w1000_r5": 0.9279001859150136,20801"garchm11__ged__w1000_r5": 0.9976291249293003,20802"garchm11__normal__w1000_r5": 0.9929575755051756,20803"garchm11__skewt__w1000_r5": 0.9207674069903367,20804"garchm11__t__w1000_r5": 0.914498485289096,20805"garchx_rv11__normal__w1000_r5": 1.0350581673497372,20806"garchx_rv11__t__w1000_r5": 1.0215658227695148,20807"gas_t11__t__w1000_r5": 0.9842802495825865,20808"gjr11__ged__w1000_r5": 1.0430202353807525,20809"gjr11__normal__w1000_r5": 1.0319805049111697,20810"gjr11__skewt__w1000_r5": 0.9797546099121034,20811"gjr11__t__w1000_r5": 0.9908742258036929,20812"har_rv__empirical__w1000_r5": 1.2973870350382937,20813"heavy11__normal__w1000_r5": 1.0337237442426128,20814"heavy11__t__w1000_r5": 1.022264824511644,20815"histvar22__empirical__w1000_r5": 1.5223819943432195,20816"histvar252__empirical__w1000_r5": 1.9479156330880762,20817"histvar66__empirical__w1000_r5": 1.743555128519102,20818"igarch11__ged__w1000_r5": 0.9702447995218024,20819"igarch11__normal__w1000_r5": 0.9852914830918055,20820"igarch11__skewt__w1000_r5": 0.9271537043538394,20821"igarch11__t__w1000_r5": 0.9559373009829817,20822"loghar_rv__empirical__w1000_r5": 1.048868311983802,20823"msgarch2__normal__w1000_r5": 1.0996269996961632,20824"msgarch2__t__w1000_r5": 1.101929619348658,20825"nagarch11__ged__w1000_r5": 1.015054611782056,20826"nagarch11__normal__w1000_r5": 0.9934490273320844,20827"nagarch11__skewt__w1000_r5": 0.9518594192495343,20828"nagarch11__t__w1000_r5": 0.9732719821580018,20829"qgarch11__ged__w1000_r5": 0.9956060225330265,20830"qgarch11__normal__w1000_r5": 0.988962695704164,20831"qgarch11__skewt__w1000_r5": 0.9404651274721884,20832"qgarch11__t__w1000_r5": 0.9417809641559939,20833"realgarch11__normal__w1000_r5": 1.0371661008521635,20834"realgarch11__t__w1000_r5": 3.5133153991337145,20835"rm2006__normal__w1000_r5": 1.0959014959749855,20836"rm_rw__empirical__w1000_r5": 2.306976573622888,20837"tarch11__ged__w1000_r5": 1.0056913822610032,20838"tarch11__normal__w1000_r5": 0.9600666620176032,20839"tarch11__skewt__w1000_r5": 0.9323942569914659,20840"tarch11__t__w1000_r5": 0.968622459037552220841},20842"rv1_on|qlike|1": {20843"aparch11__ged__w1000_r5": 0.9566418009420825,20844"aparch11__normal__w1000_r5": 0.9631756212343721,20845"aparch11__skewt__w1000_r5": 0.9413598326919052,20846"aparch11__t__w1000_r5": 0.946793479420263,20847"arch5__ged__w1000_r5": 1.066766125998783,20848"arch5__normal__w1000_r5": 1.0699021777105349,20849"arch5__skewt__w1000_r5": 1.0669964605244633,20850"arch5__t__w1000_r5": 1.0589966759234086,20851"avgarch11__ged__w1000_r5": 1.0060651924576134,20852"avgarch11__normal__w1000_r5": 1.0045832377937023,20853"avgarch11__skewt__w1000_r5": 1.002781646667145,20854"avgarch11__t__w1000_r5": 0.9969553407931651,20855"cgarch11__ged__w1000_r5": 0.9828247588910064,20856"cgarch11__normal__w1000_r5": 0.981695174472997,20857"cgarch11__skewt__w1000_r5": 0.9915460063293536,20858"cgarch11__t__w1000_r5": 0.9864790481104242,20859"constvar__normal__w1000_r5": 2.8764036097980688,20860"egarch11__ged__w1000_r5": 0.9715772134862932,20861"egarch11__normal__w1000_r5": 0.9794409255289833,20862"egarch11__skewt__w1000_r5": 0.9563240757347194,20863"egarch11__t__w1000_r5": 0.9621498718560504,20864"ewma094__normal__w1000_r5": 1.1613880613894996,20865"figarch11__ged__w1000_r5": 0.979896188970724,20866"figarch11__normal__w1000_r5": 0.9738108039906334,20867"figarch11__skewt__w1000_r5": 0.9897570586893555,20868"figarch11__t__w1000_r5": 0.9818364832178103,20869"garch11__ged__w1000_r5": 0.9993149890514089,20870"garch11__normal__w1000_r5": 1.0,20871"garch11__skewt__w1000_r5": 0.9954183894711879,20872"garch11__t__w1000_r5": 0.9898574551940634,20873"garch12__ged__w1000_r5": 1.0021857872082802,20874"garch12__normal__w1000_r5": 1.003311326215192,20875"garch12__skewt__w1000_r5": 0.9976982654501622,20876"garch12__t__w1000_r5": 0.9923475833319165,20877"garch21__ged__w1000_r5": 1.0061376047195965,20878"garch21__normal__w1000_r5": 1.0069364134209715,20879"garch21__skewt__w1000_r5": 1.004281774245495,20880"garch21__t__w1000_r5": 0.9963038722962373,20881"garchm11__ged__w1000_r5": 0.9918441679672083,20882"garchm11__normal__w1000_r5": 0.9938339232599595,20883"garchm11__skewt__w1000_r5": 0.9863029724407428,20884"garchm11__t__w1000_r5": 0.9801353180752764,20885"garchx_rv11__normal__w1000_r5": 0.8639456268454282,20886"garchx_rv11__t__w1000_r5": 0.8634358931808779,20887"gas_t11__t__w1000_r5": 1.0163372531602717,20888"gjr11__ged__w1000_r5": 0.9618049900207384,20889"gjr11__normal__w1000_r5": 0.9635963959141016,20890"gjr11__skewt__w1000_r5": 0.9500123423430177,20891"gjr11__t__w1000_r5": 0.9524639537038704,20892"har_rv__empirical__w1000_r5": 2372905.987613948,20893"heavy11__normal__w1000_r5": 0.8695222884150974,20894"heavy11__t__w1000_r5": 0.8707925022755486,20895"histvar22__empirical__w1000_r5": 1.379743364621187,20896"histvar252__empirical__w1000_r5": 2.2999579365346743,20897"histvar66__empirical__w1000_r5": 1.5953139531385108,20898"igarch11__ged__w1000_r5": 1.0147856177197145,20899"igarch11__normal__w1000_r5": 1.016278447610456,20900"igarch11__skewt__w1000_r5": 1.0129147778693073,20901"igarch11__t__w1000_r5": 1.007452705957411,20902"loghar_rv__empirical__w1000_r5": 0.857466984366964,20903"msgarch2__normal__w1000_r5": 1.016211801921979,20904"msgarch2__t__w1000_r5": 1.0377920531974487,20905"nagarch11__ged__w1000_r5": 0.9480351959227183,20906"nagarch11__normal__w1000_r5": 0.9421793097543962,20907"nagarch11__skewt__w1000_r5": 0.9290601495712334,20908"nagarch11__t__w1000_r5": 0.9399320606037449,20909"qgarch11__ged__w1000_r5": 0.9154191947656981,20910"qgarch11__normal__w1000_r5": 0.9227486344404573,20911"qgarch11__skewt__w1000_r5": 0.9039299800851922,20912"qgarch11__t__w1000_r5": 0.9074768343202564,20913"realgarch11__normal__w1000_r5": 0.8444244860462151,20914"realgarch11__t__w1000_r5": 0.8418679472255826,20915"rm2006__normal__w1000_r5": 1.0926629640303411,20916"rm_rw__empirical__w1000_r5": 1.3865591330461835,20917"tarch11__ged__w1000_r5": 0.9402318190657519,20918"tarch11__normal__w1000_r5": 0.9392046588637121,20919"tarch11__skewt__w1000_r5": 0.9329434218010108,20920"tarch11__t__w1000_r5": 0.937613846040078820921},20922"rv1_on|qlike|5": {20923"aparch11__ged__w1000_r5": 0.9487764390814774,20924"aparch11__normal__w1000_r5": 0.9572500435023978,20925"aparch11__skewt__w1000_r5": 0.913663367383787,20926"aparch11__t__w1000_r5": 0.9239828381305123,20927"arch5__ged__w1000_r5": 1.05986900237879,20928"arch5__normal__w1000_r5": 1.0605344579892864,20929"arch5__skewt__w1000_r5": 1.0489135020325395,20930"arch5__t__w1000_r5": 1.0502430911410712,20931"avgarch11__ged__w1000_r5": 0.9908624404568819,20932"avgarch11__normal__w1000_r5": 0.9916541037720568,20933"avgarch11__skewt__w1000_r5": 0.9791409188333461,20934"avgarch11__t__w1000_r5": 0.9773472405732513,20935"cgarch11__ged__w1000_r5": 1.0133501436832926,20936"cgarch11__normal__w1000_r5": 1.0219270488300267,20937"cgarch11__skewt__w1000_r5": 1.0074395272741714,20938"cgarch11__t__w1000_r5": 1.0099844721140874,20939"constvar__normal__w1000_r5": 3.179266295406518,20940"egarch11__ged__w1000_r5": 0.9574250428697887,20941"egarch11__normal__w1000_r5": 0.974832118066928,20942"egarch11__skewt__w1000_r5": 0.9202065516421417,20943"egarch11__t__w1000_r5": 0.9278586179868136,20944"ewma094__normal__w1000_r5": 1.2228101339035329,20945"figarch11__ged__w1000_r5": 0.9826801975972703,20946"figarch11__normal__w1000_r5": 0.9824826984381311,20947"figarch11__skewt__w1000_r5": 0.9808986058669754,20948"figarch11__t__w1000_r5": 0.9801167773847298,20949"garch11__ged__w1000_r5": 0.9996560822333562,20950"garch11__normal__w1000_r5": 1.0,20951"garch11__skewt__w1000_r5": 0.9845819054695069,20952"garch11__t__w1000_r5": 0.9813431978414433,20953"garch12__ged__w1000_r5": 1.0003873222178208,20954"garch12__normal__w1000_r5": 0.9996175950382568,20955"garch12__skewt__w1000_r5": 0.9852407775639125,20956"garch12__t__w1000_r5": 0.9820494331103786,20957"garch21__ged__w1000_r5": 1.004986157419214,20958"garch21__normal__w1000_r5": 1.0058149143713373,20959"garch21__skewt__w1000_r5": 0.9890806117783777,20960"garch21__t__w1000_r5": 0.9841221792528393,20961"garchm11__ged__w1000_r5": 0.9878320583554374,20962"garchm11__normal__w1000_r5": 0.9908555996579488,20963"garchm11__skewt__w1000_r5": 0.973055395862652,20964"garchm11__t__w1000_r5": 0.9682030896088464,20965"garchx_rv11__normal__w1000_r5": 0.8613596795752507,20966"garchx_rv11__t__w1000_r5": 0.8550902395155368,20967"gas_t11__t__w1000_r5": 1.0011561970599814,20968"gjr11__ged__w1000_r5": 0.9563837581633998,20969"gjr11__normal__w1000_r5": 0.9637387218750614,20970"gjr11__skewt__w1000_r5": 0.9270897136541357,20971"gjr11__t__w1000_r5": 0.9321184242210577,20972"har_rv__empirical__w1000_r5": 1.147815466536608,20973"heavy11__normal__w1000_r5": 0.864718522865232,20974"heavy11__t__w1000_r5": 0.861956682219056,20975"histvar22__empirical__w1000_r5": 1.553669426869278,20976"histvar252__empirical__w1000_r5": 2.597101078931894,20977"histvar66__empirical__w1000_r5": 1.7586728313272364,20978"igarch11__ged__w1000_r5": 1.0157662904207463,20979"igarch11__normal__w1000_r5": 1.0206676976391942,20980"igarch11__skewt__w1000_r5": 1.0046716863907257,20981"igarch11__t__w1000_r5": 1.0058055754204358,20982"loghar_rv__empirical__w1000_r5": 0.8691195716662765,20983"msgarch2__normal__w1000_r5": 1.0230451079105582,20984"msgarch2__t__w1000_r5": 1.0671392329971474,20985"nagarch11__ged__w1000_r5": 0.9244149606578188,20986"nagarch11__normal__w1000_r5": 0.9099216624649729,20987"nagarch11__skewt__w1000_r5": 0.8945703864139449,20988"nagarch11__t__w1000_r5": 0.9090589092736971,20989"qgarch11__ged__w1000_r5": 0.8941699317302481,20990"qgarch11__normal__w1000_r5": 0.8966500287720217,20991"qgarch11__skewt__w1000_r5": 0.8760191978844557,20992"qgarch11__t__w1000_r5": 0.8813391861026598,20993"realgarch11__normal__w1000_r5": 0.8532496979631369,20994"realgarch11__t__w1000_r5": 2.0985601561653193,20995"rm2006__normal__w1000_r5": 1.0878657436752,20996"rm_rw__empirical__w1000_r5": 1.8461631732065404,20997"tarch11__ged__w1000_r5": 0.9250138350813307,20998"tarch11__normal__w1000_r5": 0.9232328188840064,20999"tarch11__skewt__w1000_r5": 0.9054707379023221,21000"tarch11__t__w1000_r5": 0.91560099120984621001},21002"rv1_on|qlike|22": {21003"aparch11__ged__w1000_r5": 1.0272508850067792,21004"aparch11__normal__w1000_r5": 0.9719964792964508,21005"aparch11__skewt__w1000_r5": 0.9349666538145418,21006"aparch11__t__w1000_r5": 0.9845561330562899,21007"arch5__ged__w1000_r5": 1.0454416792452788,21008"arch5__normal__w1000_r5": 1.0313612916633406,21009"arch5__skewt__w1000_r5": 1.0007044212761085,21010"arch5__t__w1000_r5": 1.0109956449733601,21011"avgarch11__ged__w1000_r5": 0.9868970173188513,21012"avgarch11__normal__w1000_r5": 0.9553654595259111,21013"avgarch11__skewt__w1000_r5": 0.9455576965913537,21014"avgarch11__t__w1000_r5": 0.9600468341625892,21015"cgarch11__ged__w1000_r5": 1.1317939659720746,21016"cgarch11__normal__w1000_r5": 1.1260010713077233,21017"cgarch11__skewt__w1000_r5": 1.0727024740627298,21018"cgarch11__t__w1000_r5": 1.0822831924355085,21019"constvar__normal__w1000_r5": 1.9583045206334984,21020"egarch11__ged__w1000_r5": 1.0511288010743198,21021"egarch11__normal__w1000_r5": 1.0385146643887453,21022"egarch11__skewt__w1000_r5": 0.9372885821023611,21023"egarch11__t__w1000_r5": 0.9716140276251723,21024"ewma094__normal__w1000_r5": 1.2391668000795506,21025"figarch11__ged__w1000_r5": 1.0393405811309875,21026"figarch11__normal__w1000_r5": 1.014149955842814,21027"figarch11__skewt__w1000_r5": 1.0051603897252002,21028"figarch11__t__w1000_r5": 1.0298691037750796,21029"garch11__ged__w1000_r5": 1.0005449064846386,21030"garch11__normal__w1000_r5": 1.0,21031"garch11__skewt__w1000_r5": 0.9252786812212497,21032"garch11__t__w1000_r5": 0.9241918321629364,21033"garch12__ged__w1000_r5": 1.002231841319035,21034"garch12__normal__w1000_r5": 0.9963271698289561,21035"garch12__skewt__w1000_r5": 0.926456556048961,21036"garch12__t__w1000_r5": 0.9252609582724349,21037"garch21__ged__w1000_r5": 1.00400676502126,21038"garch21__normal__w1000_r5": 1.003529185876931,21039"garch21__skewt__w1000_r5": 0.926458215922536,21040"garch21__t__w1000_r5": 0.9245399316105738,21041"garchm11__ged__w1000_r5": 0.9977028286444335,21042"garchm11__normal__w1000_r5": 0.9928178227703771,21043"garchm11__skewt__w1000_r5": 0.9187941892636652,21044"garchm11__t__w1000_r5": 0.9106218526431215,21045"garchx_rv11__normal__w1000_r5": 1.0297788273046755,21046"garchx_rv11__t__w1000_r5": 1.0154222093908616,21047"gas_t11__t__w1000_r5": 0.9844258982141507,21048"gjr11__ged__w1000_r5": 1.0446971026820369,21049"gjr11__normal__w1000_r5": 1.03394554628455,21050"gjr11__skewt__w1000_r5": 0.978559321705574,21051"gjr11__t__w1000_r5": 0.9895078550749847,21052"har_rv__empirical__w1000_r5": 1.305564031978423,21053"heavy11__normal__w1000_r5": 1.0283485135608557,21054"heavy11__t__w1000_r5": 1.0162905467982593,21055"histvar22__empirical__w1000_r5": 1.529314911390579,21056"histvar252__empirical__w1000_r5": 1.952332693272772,21057"histvar66__empirical__w1000_r5": 1.7527385766533186,21058"igarch11__ged__w1000_r5": 0.9645342014837164,21059"igarch11__normal__w1000_r5": 0.9783044809756484,21060"igarch11__skewt__w1000_r5": 0.921695180780344,21061"igarch11__t__w1000_r5": 0.9499601831477646,21062"loghar_rv__empirical__w1000_r5": 1.0490595588673577,21063"msgarch2__normal__w1000_r5": 1.1070053410049525,21064"msgarch2__t__w1000_r5": 1.0923830303339817,21065"nagarch11__ged__w1000_r5": 1.0095836926705302,21066"nagarch11__normal__w1000_r5": 0.987586348787426,21067"nagarch11__skewt__w1000_r5": 0.9445149768543581,21068"nagarch11__t__w1000_r5": 0.9658178964758918,21069"qgarch11__ged__w1000_r5": 0.9936111586862252,21070"qgarch11__normal__w1000_r5": 0.9871153027795186,21071"qgarch11__skewt__w1000_r5": 0.9355087261656165,21072"qgarch11__t__w1000_r5": 0.936671070568268,21073"realgarch11__normal__w1000_r5": 1.041525958508346,21074"realgarch11__t__w1000_r5": 3.536145780242154,21075"rm2006__normal__w1000_r5": 1.0928661543527642,21076"rm_rw__empirical__w1000_r5": 2.35529061167047,21077"tarch11__ged__w1000_r5": 1.0037076844241726,21078"tarch11__normal__w1000_r5": 0.9552856405298179,21079"tarch11__skewt__w1000_r5": 0.9266841272344752,21080"tarch11__t__w1000_r5": 0.963998774115853921081},21082"bv5_on|qlike|1": {21083"aparch11__ged__w1000_r5": 0.9390124785250391,21084"aparch11__normal__w1000_r5": 0.9484353991364294,21085"aparch11__skewt__w1000_r5": 0.9251472687153363,21086"aparch11__t__w1000_r5": 0.9309056453076034,21087"arch5__ged__w1000_r5": 1.058386981548133,21088"arch5__normal__w1000_r5": 1.0616098999389405,21089"arch5__skewt__w1000_r5": 1.0600271641322991,21090"arch5__t__w1000_r5": 1.0548332174391057,21091"avgarch11__ged__w1000_r5": 1.0047664573505994,21092"avgarch11__normal__w1000_r5": 1.0054894140730457,21093"avgarch11__skewt__w1000_r5": 0.9982318763216017,21094"avgarch11__t__w1000_r5": 0.995731950067217,21095"cgarch11__ged__w1000_r5": 0.9822994368461471,21096"cgarch11__normal__w1000_r5": 0.9827656616975275,21097"cgarch11__skewt__w1000_r5": 0.9880042381159798,21098"cgarch11__t__w1000_r5": 0.9861877720291143,21099"constvar__normal__w1000_r5": 2.6887882197833792,21100"egarch11__ged__w1000_r5": 0.9507588369295844,21101"egarch11__normal__w1000_r5": 0.96002487828478,21102"egarch11__skewt__w1000_r5": 0.9382808038925843,21103"egarch11__t__w1000_r5": 0.9440973416681946,21104"ewma094__normal__w1000_r5": 1.1283033893126488,21105"figarch11__ged__w1000_r5": 0.9806815029747108,21106"figarch11__normal__w1000_r5": 0.9777737945031684,21107"figarch11__skewt__w1000_r5": 0.9879872107640838,21108"figarch11__t__w1000_r5": 0.983223286026643,21109"garch11__ged__w1000_r5": 0.9978288690167013,21110"garch11__normal__w1000_r5": 1.0,21111"garch11__skewt__w1000_r5": 0.9931686128603838,21112"garch11__t__w1000_r5": 0.9911031718563575,21113"garch12__ged__w1000_r5": 1.000084088866538,21114"garch12__normal__w1000_r5": 1.0021998007607018,21115"garch12__skewt__w1000_r5": 0.9949859915720184,21116"garch12__t__w1000_r5": 0.9931099535115699,21117"garch21__ged__w1000_r5": 1.0039942041100256,21118"garch21__normal__w1000_r5": 1.006412346906147,21119"garch21__skewt__w1000_r5": 1.0013159436362258,21120"garch21__t__w1000_r5": 0.9969821509827276,21121"garchm11__ged__w1000_r5": 0.9907021535304505,21122"garchm11__normal__w1000_r5": 0.9941447305932897,21123"garchm11__skewt__w1000_r5": 0.9849445251724931,21124"garchm11__t__w1000_r5": 0.9824107772182107,21125"garchx_rv11__normal__w1000_r5": 0.8788146769128331,21126"garchx_rv11__t__w1000_r5": 0.8781581772236409,21127"gas_t11__t__w1000_r5": 1.0171230616653428,21128"gjr11__ged__w1000_r5": 0.948923926031399,21129"gjr11__normal__w1000_r5": 0.9545497982399238,21130"gjr11__skewt__w1000_r5": 0.938528958492992,21131"gjr11__t__w1000_r5": 0.9417446635642334,21132"har_rv__empirical__w1000_r5": 2111464.3334266357,21133"heavy11__normal__w1000_r5": 0.8860520272908173,21134"heavy11__t__w1000_r5": 0.8877116904268935,21135"histvar22__empirical__w1000_r5": 1.2906092492888748,21136"histvar252__empirical__w1000_r5": 2.1861604916346153,21137"histvar66__empirical__w1000_r5": 1.5227242718942489,21138"igarch11__ged__w1000_r5": 1.014978558767214,21139"igarch11__normal__w1000_r5": 1.0179155393194872,21140"igarch11__skewt__w1000_r5": 1.0122794888280333,21141"igarch11__t__w1000_r5": 1.0099883997773254,21142"loghar_rv__empirical__w1000_r5": 0.8710369422397638,21143"msgarch2__normal__w1000_r5": 1.0124710644228592,21144"msgarch2__t__w1000_r5": 1.0303452676781057,21145"nagarch11__ged__w1000_r5": 0.9322839107387255,21146"nagarch11__normal__w1000_r5": 0.9304432546798536,21147"nagarch11__skewt__w1000_r5": 0.9161478472157834,21148"nagarch11__t__w1000_r5": 0.926286659641135,21149"qgarch11__ged__w1000_r5": 0.9105209988826339,21150"qgarch11__normal__w1000_r5": 0.9172388287537816,21151"qgarch11__skewt__w1000_r5": 0.9021604446984867,21152"qgarch11__t__w1000_r5": 0.9061666654005746,21153"realgarch11__normal__w1000_r5": 0.8650566685061465,21154"realgarch11__t__w1000_r5": 0.8638685654600484,21155"rm2006__normal__w1000_r5": 1.0933587562159377,21156"rm_rw__empirical__w1000_r5": 1.2577753766988495,21157"tarch11__ged__w1000_r5": 0.9250373674342034,21158"tarch11__normal__w1000_r5": 0.9273257992589434,21159"tarch11__skewt__w1000_r5": 0.9185394064949062,21160"tarch11__t__w1000_r5": 0.92337617041231521161},21162"bv5_on|qlike|5": {21163"aparch11__ged__w1000_r5": 0.9309805836543247,21164"aparch11__normal__w1000_r5": 0.9482836916862587,21165"aparch11__skewt__w1000_r5": 0.900479031757192,21166"aparch11__t__w1000_r5": 0.9093722582913552,21167"arch5__ged__w1000_r5": 1.0610003805357053,21168"arch5__normal__w1000_r5": 1.062775639603155,21169"arch5__skewt__w1000_r5": 1.0528614871243116,21170"arch5__t__w1000_r5": 1.0581205633900093,21171"avgarch11__ged__w1000_r5": 0.9850276000332017,21172"avgarch11__normal__w1000_r5": 0.9955244475832438,21173"avgarch11__skewt__w1000_r5": 0.9690713513249104,21174"avgarch11__t__w1000_r5": 0.9711994279546413,21175"cgarch11__ged__w1000_r5": 1.0133176387220422,21176"cgarch11__normal__w1000_r5": 1.0239536674713523,21177"cgarch11__skewt__w1000_r5": 1.0044582787949046,21178"cgarch11__t__w1000_r5": 1.0115785857445303,21179"constvar__normal__w1000_r5": 3.020842150989388,21180"egarch11__ged__w1000_r5": 0.9349567134058243,21181"egarch11__normal__w1000_r5": 0.9572714186033829,21182"egarch11__skewt__w1000_r5": 0.9066267606004892,21183"egarch11__t__w1000_r5": 0.9122942996450863,21184"ewma094__normal__w1000_r5": 1.171998452248807,21185"figarch11__ged__w1000_r5": 0.9871830070624863,21186"figarch11__normal__w1000_r5": 0.9920466013739613,21187"figarch11__skewt__w1000_r5": 0.9815420504444782,21188"figarch11__t__w1000_r5": 0.985195022843866,21189"garch11__ged__w1000_r5": 0.9970129384458186,21190"garch11__normal__w1000_r5": 1.0,21191"garch11__skewt__w1000_r5": 0.9816123416059167,21192"garch11__t__w1000_r5": 0.9833976587131736,21193"garch12__ged__w1000_r5": 0.9975723075896508,21194"garch12__normal__w1000_r5": 0.9998903774496773,21195"garch12__skewt__w1000_r5": 0.9820724107342129,21196"garch12__t__w1000_r5": 0.9839348403195589,21197"garch21__ged__w1000_r5": 1.0013684582094446,21198"garch21__normal__w1000_r5": 1.0049346964933534,21199"garch21__skewt__w1000_r5": 0.9849151437135852,21200"garch21__t__w1000_r5": 0.9852597479863223,21201"garchm11__ged__w1000_r5": 0.9853762575978579,21202"garchm11__normal__w1000_r5": 0.9911027229191613,21203"garchm11__skewt__w1000_r5": 0.970370198997321,21204"garchm11__t__w1000_r5": 0.971343821141548,21205"garchx_rv11__normal__w1000_r5": 0.8767928319603024,21206"garchx_rv11__t__w1000_r5": 0.8706059201730256,21207"gas_t11__t__w1000_r5": 0.9973205145695753,21208"gjr11__ged__w1000_r5": 0.9401926250620027,21209"gjr11__normal__w1000_r5": 0.9520163158096958,21210"gjr11__skewt__w1000_r5": 0.9144185928935655,21211"gjr11__t__w1000_r5": 0.9199076643653789,21212"har_rv__empirical__w1000_r5": 1.1576402656135818,21213"heavy11__normal__w1000_r5": 0.8808240890365598,21214"heavy11__t__w1000_r5": 0.8782747654038282,21215"histvar22__empirical__w1000_r5": 1.4349931712988957,21216"histvar252__empirical__w1000_r5": 2.499862555897998,21217"histvar66__empirical__w1000_r5": 1.6793800658296847,21218"igarch11__ged__w1000_r5": 1.0211439013217483,21219"igarch11__normal__w1000_r5": 1.0304737851606587,21220"igarch11__skewt__w1000_r5": 1.0079096918402506,21221"igarch11__t__w1000_r5": 1.0130702362582005,21222"loghar_rv__empirical__w1000_r5": 0.8722276612496623,21223"msgarch2__normal__w1000_r5": 1.0147308074270505,21224"msgarch2__t__w1000_r5": 1.0591978196389031,21225"nagarch11__ged__w1000_r5": 0.9085255816265266,21226"nagarch11__normal__w1000_r5": 0.9012300342447216,21227"nagarch11__skewt__w1000_r5": 0.883299839156304,21228"nagarch11__t__w1000_r5": 0.8956865738700825,21229"qgarch11__ged__w1000_r5": 0.8895102303156973,21230"qgarch11__normal__w1000_r5": 0.8944406463452509,21231"qgarch11__skewt__w1000_r5": 0.8769020880851142,21232"qgarch11__t__w1000_r5": 0.8812783229019474,21233"realgarch11__normal__w1000_r5": 0.8580018588042311,21234"realgarch11__t__w1000_r5": 2.0338568831867283,21235"rm2006__normal__w1000_r5": 1.084693227963312,21236"rm_rw__empirical__w1000_r5": 1.6243097230104622,21237"tarch11__ged__w1000_r5": 0.9089767693762846,21238"tarch11__normal__w1000_r5": 0.9161822802118625,21239"tarch11__skewt__w1000_r5": 0.8935213375899995,21240"tarch11__t__w1000_r5": 0.901387442704097921241},21242"bv5_on|qlike|22": {21243"aparch11__ged__w1000_r5": 1.0164976212744092,21244"aparch11__normal__w1000_r5": 0.9751868132873054,21245"aparch11__skewt__w1000_r5": 0.9365335418064439,21246"aparch11__t__w1000_r5": 0.9799696818882344,21247"arch5__ged__w1000_r5": 1.0646857597947605,21248"arch5__normal__w1000_r5": 1.0480897046973208,21249"arch5__skewt__w1000_r5": 1.0288128257409654,21250"arch5__t__w1000_r5": 1.0423484684468636,21251"avgarch11__ged__w1000_r5": 0.9788516427764226,21252"avgarch11__normal__w1000_r5": 0.9650941980492918,21253"avgarch11__skewt__w1000_r5": 0.9371233775868304,21254"avgarch11__t__w1000_r5": 0.9534125444403284,21255"cgarch11__ged__w1000_r5": 1.1297079476907737,21256"cgarch11__normal__w1000_r5": 1.1239432607359783,21257"cgarch11__skewt__w1000_r5": 1.0729969046126915,21258"cgarch11__t__w1000_r5": 1.0874058485799787,21259"constvar__normal__w1000_r5": 1.915910986677634,21260"egarch11__ged__w1000_r5": 1.0333581607512117,21261"egarch11__normal__w1000_r5": 1.0292128944568846,21262"egarch11__skewt__w1000_r5": 0.9395603809152151,21263"egarch11__t__w1000_r5": 0.9673503001725303,21264"ewma094__normal__w1000_r5": 1.1896805574867695,21265"figarch11__ged__w1000_r5": 1.0481571787999775,21266"figarch11__normal__w1000_r5": 1.026195043596052,21267"figarch11__skewt__w1000_r5": 1.0130298831969298,21268"figarch11__t__w1000_r5": 1.0407570053099522,21269"garch11__ged__w1000_r5": 1.0009944071254808,21270"garch11__normal__w1000_r5": 1.0,21271"garch11__skewt__w1000_r5": 0.931566995306638,21272"garch11__t__w1000_r5": 0.9356260020759007,21273"garch12__ged__w1000_r5": 1.002392790457574,21274"garch12__normal__w1000_r5": 0.9963675014234291,21275"garch12__skewt__w1000_r5": 0.9324476303992505,21276"garch12__t__w1000_r5": 0.9363760819117423,21277"garch21__ged__w1000_r5": 1.0046389729560457,21278"garch21__normal__w1000_r5": 1.0037673001490055,21279"garch21__skewt__w1000_r5": 0.9331187607087307,21280"garch21__t__w1000_r5": 0.9362229998829283,21281"garchm11__ged__w1000_r5": 0.9978694319111368,21282"garchm11__normal__w1000_r5": 0.992991203356132,21283"garchm11__skewt__w1000_r5": 0.9238910870067308,21284"garchm11__t__w1000_r5": 0.9229711036883761,21285"garchx_rv11__normal__w1000_r5": 1.051402253787658,21286"garchx_rv11__t__w1000_r5": 1.0402457686333098,21287"gas_t11__t__w1000_r5": 0.9840814980843389,21288"gjr11__ged__w1000_r5": 1.0331936146882745,21289"gjr11__normal__w1000_r5": 1.0246452692886463,21290"gjr11__skewt__w1000_r5": 0.975452846641469,21291"gjr11__t__w1000_r5": 0.9854898305907165,21292"har_rv__empirical__w1000_r5": 1.2934276601141537,21293"heavy11__normal__w1000_r5": 1.0505064710535692,21294"heavy11__t__w1000_r5": 1.040851016956624,21295"histvar22__empirical__w1000_r5": 1.4454838434437682,21296"histvar252__empirical__w1000_r5": 1.914625145654899,21297"histvar66__empirical__w1000_r5": 1.690485449102461,21298"igarch11__ged__w1000_r5": 0.9871178897233518,21299"igarch11__normal__w1000_r5": 1.0059051757832593,21300"igarch11__skewt__w1000_r5": 0.9428876299795885,21301"igarch11__t__w1000_r5": 0.973526393300773,21302"loghar_rv__empirical__w1000_r5": 1.0491559877931584,21303"msgarch2__normal__w1000_r5": 1.0847663591815984,21304"msgarch2__t__w1000_r5": 1.0873415407760925,21305"nagarch11__ged__w1000_r5": 1.010089526302982,21306"nagarch11__normal__w1000_r5": 0.9927595585892621,21307"nagarch11__skewt__w1000_r5": 0.9538180777709028,21308"nagarch11__t__w1000_r5": 0.971172705167285,21309"qgarch11__ged__w1000_r5": 0.9903045537183588,21310"qgarch11__normal__w1000_r5": 0.9865503292615829,21311"qgarch11__skewt__w1000_r5": 0.942395214715901,21312"qgarch11__t__w1000_r5": 0.9416648744814468,21313"realgarch11__normal__w1000_r5": 1.0324994438441633,21314"realgarch11__t__w1000_r5": 3.4875920081689964,21315"rm2006__normal__w1000_r5": 1.0760941507125545,21316"rm_rw__empirical__w1000_r5": 2.167711635146572,21317"tarch11__ged__w1000_r5": 0.9935359354952914,21318"tarch11__normal__w1000_r5": 0.9594181550605193,21319"tarch11__skewt__w1000_r5": 0.9291792097220817,21320"tarch11__t__w1000_r5": 0.959464534387233621321},21322"medrv_on|qlike|1": {21323"aparch11__ged__w1000_r5": 0.9383878202558161,21324"aparch11__normal__w1000_r5": 0.9483917263104067,21325"aparch11__skewt__w1000_r5": 0.9248206276349313,21326"aparch11__t__w1000_r5": 0.9306465371326209,21327"arch5__ged__w1000_r5": 1.0568024513850047,21328"arch5__normal__w1000_r5": 1.0607964402284025,21329"arch5__skewt__w1000_r5": 1.0580836362209496,21330"arch5__t__w1000_r5": 1.0537523050977151,21331"avgarch11__ged__w1000_r5": 1.0065758160203009,21332"avgarch11__normal__w1000_r5": 1.007597142178981,21333"avgarch11__skewt__w1000_r5": 0.9992988097771646,21334"avgarch11__t__w1000_r5": 0.9976881331222061,21335"cgarch11__ged__w1000_r5": 0.9823364429308085,21336"cgarch11__normal__w1000_r5": 0.9836661175282293,21337"cgarch11__skewt__w1000_r5": 0.9870625356284867,21338"cgarch11__t__w1000_r5": 0.9861452893525152,21339"constvar__normal__w1000_r5": 2.6695834870163844,21340"egarch11__ged__w1000_r5": 0.9491720448315069,21341"egarch11__normal__w1000_r5": 0.9583755150630933,21342"egarch11__skewt__w1000_r5": 0.9374568284067342,21343"egarch11__t__w1000_r5": 0.9434523628350407,21344"ewma094__normal__w1000_r5": 1.1242086401403324,21345"figarch11__ged__w1000_r5": 0.9807863173515202,21346"figarch11__normal__w1000_r5": 0.9789477035936003,21347"figarch11__skewt__w1000_r5": 0.9872316446583906,21348"figarch11__t__w1000_r5": 0.9832553674709157,21349"garch11__ged__w1000_r5": 0.9976502071363645,21350"garch11__normal__w1000_r5": 1.0,21351"garch11__skewt__w1000_r5": 0.9929616824579621,21352"garch11__t__w1000_r5": 0.9917228604681717,21353"garch12__ged__w1000_r5": 1.0001760058339104,21354"garch12__normal__w1000_r5": 1.0025752991299377,21355"garch12__skewt__w1000_r5": 0.9948342168115245,21356"garch12__t__w1000_r5": 0.9938158002243369,21357"garch21__ged__w1000_r5": 1.0035481460109876,21358"garch21__normal__w1000_r5": 1.0061719761782812,21359"garch21__skewt__w1000_r5": 1.000836553190411,21360"garch21__t__w1000_r5": 0.9974345724840408,21361"garchm11__ged__w1000_r5": 0.9903502892143613,21362"garchm11__normal__w1000_r5": 0.9941166201312308,21363"garchm11__skewt__w1000_r5": 0.9847518256595176,21364"garchm11__t__w1000_r5": 0.9830583821048929,21365"garchx_rv11__normal__w1000_r5": 0.878806203323104,21366"garchx_rv11__t__w1000_r5": 0.8778798409179946,21367"gas_t11__t__w1000_r5": 1.0202848265599225,21368"gjr11__ged__w1000_r5": 0.946269629462385,21369"gjr11__normal__w1000_r5": 0.9524276873015006,21370"gjr11__skewt__w1000_r5": 0.9361658702988559,21371"gjr11__t__w1000_r5": 0.9396818456105122,21372"har_rv__empirical__w1000_r5": 2094956.4053662212,21373"heavy11__normal__w1000_r5": 0.8866938359528691,21374"heavy11__t__w1000_r5": 0.8882202742105408,21375"histvar22__empirical__w1000_r5": 1.2757075581280215,21376"histvar252__empirical__w1000_r5": 2.180049310043249,21377"histvar66__empirical__w1000_r5": 1.5165894474742394,21378"igarch11__ged__w1000_r5": 1.0150617195063545,21379"igarch11__normal__w1000_r5": 1.017811263261683,21380"igarch11__skewt__w1000_r5": 1.012205306816173,21381"igarch11__t__w1000_r5": 1.010815502448612,21382"loghar_rv__empirical__w1000_r5": 0.8728411791579763,21383"msgarch2__normal__w1000_r5": 1.0126720823076285,21384"msgarch2__t__w1000_r5": 1.0295761042384173,21385"nagarch11__ged__w1000_r5": 0.9312001189975243,21386"nagarch11__normal__w1000_r5": 0.9299859779135665,21387"nagarch11__skewt__w1000_r5": 0.9155155614666919,21388"nagarch11__t__w1000_r5": 0.9257333821439954,21389"qgarch11__ged__w1000_r5": 0.9122726334809129,21390"qgarch11__normal__w1000_r5": 0.9187319141403197,21391"qgarch11__skewt__w1000_r5": 0.9044064551461957,21392"qgarch11__t__w1000_r5": 0.9085761099024455,21393"realgarch11__normal__w1000_r5": 0.8673388483914738,21394"realgarch11__t__w1000_r5": 0.8662243049179337,21395"rm2006__normal__w1000_r5": 1.0961964493419383,21396"rm_rw__empirical__w1000_r5": 1.2298521876907196,21397"tarch11__ged__w1000_r5": 0.9243833735825542,21398"tarch11__normal__w1000_r5": 0.9272015039326982,21399"tarch11__skewt__w1000_r5": 0.9179295499424219,21400"tarch11__t__w1000_r5": 0.92301986172805821401},21402"medrv_on|qlike|5": {21403"aparch11__ged__w1000_r5": 0.9300558622183732,21404"aparch11__normal__w1000_r5": 0.9491433132562324,21405"aparch11__skewt__w1000_r5": 0.9003118758834691,21406"aparch11__t__w1000_r5": 0.9088778505453577,21407"arch5__ged__w1000_r5": 1.0592693281149037,21408"arch5__normal__w1000_r5": 1.0618446766403957,21409"arch5__skewt__w1000_r5": 1.0511343452333202,21410"arch5__t__w1000_r5": 1.0572612638823484,21411"avgarch11__ged__w1000_r5": 0.9858652773010715,21412"avgarch11__normal__w1000_r5": 0.9984143623489908,21413"avgarch11__skewt__w1000_r5": 0.968416113049896,21414"avgarch11__t__w1000_r5": 0.9715978172149202,21415"cgarch11__ged__w1000_r5": 1.012720314081102,21416"cgarch11__normal__w1000_r5": 1.0244923844737157,21417"cgarch11__skewt__w1000_r5": 1.0024116665860896,21418"cgarch11__t__w1000_r5": 1.010676352995917,21419"constvar__normal__w1000_r5": 2.9908783252911477,21420"egarch11__ged__w1000_r5": 0.932487440809284,21421"egarch11__normal__w1000_r5": 0.9557112572163181,21422"egarch11__skewt__w1000_r5": 0.9056800021664996,21423"egarch11__t__w1000_r5": 0.9112859334714124,21424"ewma094__normal__w1000_r5": 1.1614194028992908,21425"figarch11__ged__w1000_r5": 0.986733094701637,21426"figarch11__normal__w1000_r5": 0.993322321065722,21427"figarch11__skewt__w1000_r5": 0.9796739280718096,21428"figarch11__t__w1000_r5": 0.9843966284164274,21429"garch11__ged__w1000_r5": 0.9959039383087673,21430"garch11__normal__w1000_r5": 1.0,21431"garch11__skewt__w1000_r5": 0.9796218526750701,21432"garch11__t__w1000_r5": 0.9825813158186414,21433"garch12__ged__w1000_r5": 0.9965084736951416,21434"garch12__normal__w1000_r5": 1.0000902396915416,21435"garch12__skewt__w1000_r5": 0.9800598478244213,21436"garch12__t__w1000_r5": 0.9831196067939918,21437"garch21__ged__w1000_r5": 1.000035858894977,21438"garch21__normal__w1000_r5": 1.0046989526888495,21439"garch21__skewt__w1000_r5": 0.9826204279954039,21440"garch21__t__w1000_r5": 0.9842287477168924,21441"garchm11__ged__w1000_r5": 0.9840616063314032,21442"garchm11__normal__w1000_r5": 0.9909473668146678,21443"garchm11__skewt__w1000_r5": 0.968235830469624,21444"garchm11__t__w1000_r5": 0.970373332596238,21445"garchx_rv11__normal__w1000_r5": 0.8750353948202472,21446"garchx_rv11__t__w1000_r5": 0.868508554000777,21447"gas_t11__t__w1000_r5": 0.9983199217602998,21448"gjr11__ged__w1000_r5": 0.9345852344663718,21449"gjr11__normal__w1000_r5": 0.9474794764400384,21450"gjr11__skewt__w1000_r5": 0.909414952172779,21451"gjr11__t__w1000_r5": 0.9151188993168777,21452"har_rv__empirical__w1000_r5": 1.1596216171990295,21453"heavy11__normal__w1000_r5": 0.8791825958333317,21454"heavy11__t__w1000_r5": 0.8764247577062445,21455"histvar22__empirical__w1000_r5": 1.4098189013587448,21456"histvar252__empirical__w1000_r5": 2.485478055544612,21457"histvar66__empirical__w1000_r5": 1.6667476283412883,21458"igarch11__ged__w1000_r5": 1.020524431057542,21459"igarch11__normal__w1000_r5": 1.030330691816057,21460"igarch11__skewt__w1000_r5": 1.0066913772507784,21461"igarch11__t__w1000_r5": 1.012969319150588,21462"loghar_rv__empirical__w1000_r5": 0.8711807497878666,21463"msgarch2__normal__w1000_r5": 1.0136909885292062,21464"msgarch2__t__w1000_r5": 1.0595898440835387,21465"nagarch11__ged__w1000_r5": 0.9057161887110943,21466"nagarch11__normal__w1000_r5": 0.9002441355566857,21467"nagarch11__skewt__w1000_r5": 0.8810852559369537,21468"nagarch11__t__w1000_r5": 0.8933681397266154,21469"qgarch11__ged__w1000_r5": 0.8895293554173758,21470"qgarch11__normal__w1000_r5": 0.8952159134213337,21471"qgarch11__skewt__w1000_r5": 0.8777349846306074,21472"qgarch11__t__w1000_r5": 0.8819007488337035,21473"realgarch11__normal__w1000_r5": 0.8568345003090762,21474"realgarch11__t__w1000_r5": 2.008647031371457,21475"rm2006__normal__w1000_r5": 1.0848656246840052,21476"rm_rw__empirical__w1000_r5": 1.5610893114833841,21477"tarch11__ged__w1000_r5": 0.9073528687243398,21478"tarch11__normal__w1000_r5": 0.9163743811972761,21479"tarch11__skewt__w1000_r5": 0.892599056479495,21480"tarch11__t__w1000_r5": 0.900255464465029921481},21482"medrv_on|qlike|22": {21483"aparch11__ged__w1000_r5": 1.0148286079859,21484"aparch11__normal__w1000_r5": 0.9764900835175033,21485"aparch11__skewt__w1000_r5": 0.937423088449362,21486"aparch11__t__w1000_r5": 0.9795893370847479,21487"arch5__ged__w1000_r5": 1.0680837478543137,21488"arch5__normal__w1000_r5": 1.051881310382915,21489"arch5__skewt__w1000_r5": 1.033479600634661,21490"arch5__t__w1000_r5": 1.0474442044308392,21491"avgarch11__ged__w1000_r5": 0.9776244235896697,21492"avgarch11__normal__w1000_r5": 0.9676446895771034,21493"avgarch11__skewt__w1000_r5": 0.9356095965791007,21494"avgarch11__t__w1000_r5": 0.952277162031487,21495"cgarch11__ged__w1000_r5": 1.129063022196411,21496"cgarch11__normal__w1000_r5": 1.123963434029822,21497"cgarch11__skewt__w1000_r5": 1.0723482275921217,21498"cgarch11__t__w1000_r5": 1.0879769397588346,21499"constvar__normal__w1000_r5": 1.906545992106284,21500"egarch11__ged__w1000_r5": 1.030768307743678,21501"egarch11__normal__w1000_r5": 1.0285912971825621,21502"egarch11__skewt__w1000_r5": 0.940679556399027,21503"egarch11__t__w1000_r5": 0.9674328906245662,21504"ewma094__normal__w1000_r5": 1.1778313784756096,21505"figarch11__ged__w1000_r5": 1.0494377832255448,21506"figarch11__normal__w1000_r5": 1.02914739757484,21507"figarch11__skewt__w1000_r5": 1.0135035350131858,21508"figarch11__t__w1000_r5": 1.041850320156778,21509"garch11__ged__w1000_r5": 1.0002792176173845,21510"garch11__normal__w1000_r5": 1.0,21511"garch11__skewt__w1000_r5": 0.9316915044889862,21512"garch11__t__w1000_r5": 0.9368039859787396,21513"garch12__ged__w1000_r5": 1.001593797245632,21514"garch12__normal__w1000_r5": 0.9964413665585188,21515"garch12__skewt__w1000_r5": 0.9324819760176107,21516"garch12__t__w1000_r5": 0.9374656030968129,21517"garch21__ged__w1000_r5": 1.0039312657214863,21518"garch21__normal__w1000_r5": 1.0037958643758806,21519"garch21__skewt__w1000_r5": 0.9332812230265989,21520"garch21__t__w1000_r5": 0.9374265470922262,21521"garchm11__ged__w1000_r5": 0.9969274758876253,21522"garchm11__normal__w1000_r5": 0.9929273308956476,21523"garchm11__skewt__w1000_r5": 0.9237977940521174,21524"garchm11__t__w1000_r5": 0.9242434322155421,21525"garchx_rv11__normal__w1000_r5": 1.053441508474888,21526"garchx_rv11__t__w1000_r5": 1.0425947216179015,21527"gas_t11__t__w1000_r5": 0.9835160240663708,21528"gjr11__ged__w1000_r5": 1.0293249508756213,21529"gjr11__normal__w1000_r5": 1.0216744674484817,21530"gjr11__skewt__w1000_r5": 0.9731450008932673,21531"gjr11__t__w1000_r5": 0.9831329241558108,21532"har_rv__empirical__w1000_r5": 1.2903685169498158,21533"heavy11__normal__w1000_r5": 1.0525096285425526,21534"heavy11__t__w1000_r5": 1.0431181234826792,21535"histvar22__empirical__w1000_r5": 1.4259607437201347,21536"histvar252__empirical__w1000_r5": 1.9082357530305418,21537"histvar66__empirical__w1000_r5": 1.675909368991527,21538"igarch11__ged__w1000_r5": 0.9895780554124843,21539"igarch11__normal__w1000_r5": 1.008904683294315,21540"igarch11__skewt__w1000_r5": 0.945250304974234,21541"igarch11__t__w1000_r5": 0.9763681554651656,21542"loghar_rv__empirical__w1000_r5": 1.0491659669673847,21543"msgarch2__normal__w1000_r5": 1.0793222525693817,21544"msgarch2__t__w1000_r5": 1.088258398827295,21545"nagarch11__ged__w1000_r5": 1.0093811353259308,21546"nagarch11__normal__w1000_r5": 0.993417236001726,21547"nagarch11__skewt__w1000_r5": 0.9545540417452061,21548"nagarch11__t__w1000_r5": 0.9715357307678337,21549"qgarch11__ged__w1000_r5": 0.9899104628121298,21550"qgarch11__normal__w1000_r5": 0.9871016686897529,21551"qgarch11__skewt__w1000_r5": 0.9438740420685158,21552"qgarch11__t__w1000_r5": 0.9428563665954857,21553"realgarch11__normal__w1000_r5": 1.031437582870537,21554"realgarch11__t__w1000_r5": 3.4539143787624678,21555"rm2006__normal__w1000_r5": 1.0725339828713918,21556"rm_rw__empirical__w1000_r5": 2.1158546483464122,21557"tarch11__ged__w1000_r5": 0.9920933526405297,21558"tarch11__normal__w1000_r5": 0.9611087116114111,21559"tarch11__skewt__w1000_r5": 0.93032841033458,21560"tarch11__t__w1000_r5": 0.959342139972875921561},21562"r2|qlike|1": {21563"aparch11__ged__w1000_r5": 0.9863538990753498,21564"aparch11__normal__w1000_r5": 0.9889646490120346,21565"aparch11__skewt__w1000_r5": 0.9829568503121192,21566"aparch11__t__w1000_r5": 0.9836210148297012,21567"arch5__ged__w1000_r5": 1.0087049188253783,21568"arch5__normal__w1000_r5": 1.0100266936033806,21569"arch5__skewt__w1000_r5": 1.0084501271521575,21570"arch5__t__w1000_r5": 1.0071104030650924,21571"avgarch11__ged__w1000_r5": 1.0041844045748443,21572"avgarch11__normal__w1000_r5": 1.0039962877435702,21573"avgarch11__skewt__w1000_r5": 1.0036698983319325,21574"avgarch11__t__w1000_r5": 1.0025145860981364,21575"cgarch11__ged__w1000_r5": 1.0008917751803255,21576"cgarch11__normal__w1000_r5": 1.0014899953392096,21577"cgarch11__skewt__w1000_r5": 1.0016198405636922,21578"cgarch11__t__w1000_r5": 1.0010329855680793,21579"constvar__normal__w1000_r5": 1.3976702139700783,21580"egarch11__ged__w1000_r5": 0.9881706430883411,21581"egarch11__normal__w1000_r5": 0.9900972764676652,21582"egarch11__skewt__w1000_r5": 0.9857932752235891,21583"egarch11__t__w1000_r5": 0.9862420499095579,21584"ewma094__normal__w1000_r5": 1.0384340610669682,21585"figarch11__ged__w1000_r5": 1.0000901438807452,21586"figarch11__normal__w1000_r5": 0.999357780002581,21587"figarch11__skewt__w1000_r5": 1.0012056434677394,21588"figarch11__t__w1000_r5": 0.9999924493352065,21589"garch11__ged__w1000_r5": 0.9999956263491183,21590"garch11__normal__w1000_r5": 1.0,21591"garch11__skewt__w1000_r5": 0.9991835143412962,21592"garch11__t__w1000_r5": 0.9978562643656386,21593"garch12__ged__w1000_r5": 1.0006845114179068,21594"garch12__normal__w1000_r5": 1.0010668788636894,21595"garch12__skewt__w1000_r5": 0.9997075235945411,21596"garch12__t__w1000_r5": 0.9984460803606408,21597"garch21__ged__w1000_r5": 1.0012302208384045,21598"garch21__normal__w1000_r5": 1.0009854587701252,21599"garch21__skewt__w1000_r5": 1.0009380512200543,21600"garch21__t__w1000_r5": 0.9993870331940677,21601"garchm11__ged__w1000_r5": 0.9982866519107432,21602"garchm11__normal__w1000_r5": 0.9989248266796207,21603"garchm11__skewt__w1000_r5": 0.9970145354094985,21604"garchm11__t__w1000_r5": 0.9957602220098899,21605"garchx_rv11__normal__w1000_r5": 0.9656709539420241,21606"garchx_rv11__t__w1000_r5": 0.9658282689628754,21607"gas_t11__t__w1000_r5": 1.0076364902514099,21608"gjr11__ged__w1000_r5": 0.9879679399491617,21609"gjr11__normal__w1000_r5": 0.9895388762811438,21610"gjr11__skewt__w1000_r5": 0.9856194414966082,21611"gjr11__t__w1000_r5": 0.9856831143307443,21612"har_rv__empirical__w1000_r5": 505828.20571838284,21613"heavy11__normal__w1000_r5": 0.9658502466870533,21614"heavy11__t__w1000_r5": 0.9661699281124034,21615"histvar22__empirical__w1000_r5": 1.0904128878029384,21616"histvar252__empirical__w1000_r5": 1.2795868520100546,21617"histvar66__empirical__w1000_r5": 1.1193950777848787,21618"igarch11__ged__w1000_r5": 1.0047240230482712,21619"igarch11__normal__w1000_r5": 1.0039414038701038,21620"igarch11__skewt__w1000_r5": 1.0046722851002021,21621"igarch11__t__w1000_r5": 1.0035514997600465,21622"loghar_rv__empirical__w1000_r5": 0.9610247050576872,21623"msgarch2__normal__w1000_r5": 1.004984867326178,21624"msgarch2__t__w1000_r5": 1.008953953176981,21625"nagarch11__ged__w1000_r5": 0.9776438854064323,21626"nagarch11__normal__w1000_r5": 0.9785692374846616,21627"nagarch11__skewt__w1000_r5": 0.9743292248497943,21628"nagarch11__t__w1000_r5": 0.9759171876918262,21629"qgarch11__ged__w1000_r5": 0.9798996926353964,21630"qgarch11__normal__w1000_r5": 0.9807308416594339,21631"qgarch11__skewt__w1000_r5": 0.9781720081675171,21632"qgarch11__t__w1000_r5": 0.9783231824112929,21633"realgarch11__normal__w1000_r5": 0.9603604580937936,21634"realgarch11__t__w1000_r5": 0.9595494768181211,21635"rm2006__normal__w1000_r5": 1.0215275914739748,21636"rm_rw__empirical__w1000_r5": 1.0613529761694858,21637"tarch11__ged__w1000_r5": 0.9824672146195073,21638"tarch11__normal__w1000_r5": 0.9829998457814879,21639"tarch11__skewt__w1000_r5": 0.9814087219012171,21640"tarch11__t__w1000_r5": 0.982044749428481421641},21642"r2|qlike|5": {21643"aparch11__ged__w1000_r5": 0.9611203442984896,21644"aparch11__normal__w1000_r5": 0.969154784392466,21645"aparch11__skewt__w1000_r5": 0.9389980800851079,21646"aparch11__t__w1000_r5": 0.9440625648208665,21647"arch5__ged__w1000_r5": 1.024217442536339,21648"arch5__normal__w1000_r5": 1.026420288567327,21649"arch5__skewt__w1000_r5": 1.0155261822491206,21650"arch5__t__w1000_r5": 1.0151635231088865,21651"avgarch11__ged__w1000_r5": 0.9950318090065882,21652"avgarch11__normal__w1000_r5": 0.9951791503727088,21653"avgarch11__skewt__w1000_r5": 0.9877082913963907,21654"avgarch11__t__w1000_r5": 0.9865487289158356,21655"cgarch11__ged__w1000_r5": 1.008256082894783,21656"cgarch11__normal__w1000_r5": 1.013827623442074,21657"cgarch11__skewt__w1000_r5": 1.0019026426576998,21658"cgarch11__t__w1000_r5": 1.0035197190867655,21659"constvar__normal__w1000_r5": 2.1671829333348662,21660"egarch11__ged__w1000_r5": 0.9608213039940966,21661"egarch11__normal__w1000_r5": 0.9739967910688235,21662"egarch11__skewt__w1000_r5": 0.939663833591567,21663"egarch11__t__w1000_r5": 0.9437991922155283,21664"ewma094__normal__w1000_r5": 1.1262784197950668,21665"figarch11__ged__w1000_r5": 0.9928486900044038,21666"figarch11__normal__w1000_r5": 0.995006078971002,21667"figarch11__skewt__w1000_r5": 0.9894842545759924,21668"figarch11__t__w1000_r5": 0.9889282878477307,21669"garch11__ged__w1000_r5": 0.999357217238428,21670"garch11__normal__w1000_r5": 1.0,21671"garch11__skewt__w1000_r5": 0.9882646032591681,21672"garch11__t__w1000_r5": 0.9856248739077503,21673"garch12__ged__w1000_r5": 0.9997404755796319,21674"garch12__normal__w1000_r5": 0.9997685168980628,21675"garch12__skewt__w1000_r5": 0.9886427682401049,21676"garch12__t__w1000_r5": 0.986062330971774,21677"garch21__ged__w1000_r5": 1.0033288899556152,21678"garch21__normal__w1000_r5": 1.0038770461498139,21679"garch21__skewt__w1000_r5": 0.9918740586479243,21680"garch21__t__w1000_r5": 0.9882427333632756,21681"garchm11__ged__w1000_r5": 0.9926922171133544,21682"garchm11__normal__w1000_r5": 0.995245108788557,21683"garchm11__skewt__w1000_r5": 0.980866096662633,21684"garchm11__t__w1000_r5": 0.9779050966213598,21685"garchx_rv11__normal__w1000_r5": 0.9023663341345963,21686"garchx_rv11__t__w1000_r5": 0.8957996166408532,21687"gas_t11__t__w1000_r5": 1.0000383119950318,21688"gjr11__ged__w1000_r5": 0.9748975654474997,21689"gjr11__normal__w1000_r5": 0.9828363636473065,21690"gjr11__skewt__w1000_r5": 0.9563120590644772,21691"gjr11__t__w1000_r5": 0.9578106124983392,21692"har_rv__empirical__w1000_r5": 1.0582007713597974,21693"heavy11__normal__w1000_r5": 0.902309059249244,21694"heavy11__t__w1000_r5": 0.8976531891249797,21695"histvar22__empirical__w1000_r5": 1.3307079356847655,21696"histvar252__empirical__w1000_r5": 1.8571186568260991,21697"histvar66__empirical__w1000_r5": 1.3802450205839065,21698"igarch11__ged__w1000_r5": 1.0120855375886888,21699"igarch11__normal__w1000_r5": 1.0108071676776569,21700"igarch11__skewt__w1000_r5": 1.0063404580705306,21701"igarch11__t__w1000_r5": 1.0064011866049334,21702"loghar_rv__empirical__w1000_r5": 0.9084042370770817,21703"msgarch2__normal__w1000_r5": 1.0075592225334877,21704"msgarch2__t__w1000_r5": 1.0237322676339435,21705"nagarch11__ged__w1000_r5": 0.9277046224676897,21706"nagarch11__normal__w1000_r5": 0.9279212622208095,21707"nagarch11__skewt__w1000_r5": 0.9106539571268936,21708"nagarch11__t__w1000_r5": 0.9169661427978592,21709"qgarch11__ged__w1000_r5": 0.9303171303187634,21710"qgarch11__normal__w1000_r5": 0.931272579192484,21711"qgarch11__skewt__w1000_r5": 0.919844198342897,21712"qgarch11__t__w1000_r5": 0.9210834870119994,21713"realgarch11__normal__w1000_r5": 0.9009127974465302,21714"realgarch11__t__w1000_r5": 1.5279228059077614,21715"rm2006__normal__w1000_r5": 1.0453936117641887,21716"rm_rw__empirical__w1000_r5": 1.374223805518246,21717"tarch11__ged__w1000_r5": 0.9489318128382342,21718"tarch11__normal__w1000_r5": 0.9514910196635036,21719"tarch11__skewt__w1000_r5": 0.9377823873648883,21720"tarch11__t__w1000_r5": 0.941700454039732221721},21722"r2|qlike|22": {21723"aparch11__ged__w1000_r5": 1.0276869633428793,21724"aparch11__normal__w1000_r5": 0.9776952990812651,21725"aparch11__skewt__w1000_r5": 0.9451129612461151,21726"aparch11__t__w1000_r5": 0.9892056052772585,21727"arch5__ged__w1000_r5": 1.031753515572125,21728"arch5__normal__w1000_r5": 1.0224153655148338,21729"arch5__skewt__w1000_r5": 0.9828898562359907,21730"arch5__t__w1000_r5": 0.9892004868744532,21731"avgarch11__ged__w1000_r5": 0.9870952809710856,21732"avgarch11__normal__w1000_r5": 0.9592165588457057,21733"avgarch11__skewt__w1000_r5": 0.9491038712900945,21734"avgarch11__t__w1000_r5": 0.9623169088162356,21735"cgarch11__ged__w1000_r5": 1.1256220218057933,21736"cgarch11__normal__w1000_r5": 1.11740272970917,21737"cgarch11__skewt__w1000_r5": 1.0692073486622207,21738"cgarch11__t__w1000_r5": 1.07762475071131,21739"constvar__normal__w1000_r5": 1.8601650883159053,21740"egarch11__ged__w1000_r5": 1.0516072693453593,21741"egarch11__normal__w1000_r5": 1.0407418578270082,21742"egarch11__skewt__w1000_r5": 0.9474604758593123,21743"egarch11__t__w1000_r5": 0.9725539955671463,21744"ewma094__normal__w1000_r5": 1.2180041867241227,21745"figarch11__ged__w1000_r5": 1.0434129278120774,21746"figarch11__normal__w1000_r5": 1.0214492303097515,21747"figarch11__skewt__w1000_r5": 1.0099710479756772,21748"figarch11__t__w1000_r5": 1.032256620880966,21749"garch11__ged__w1000_r5": 0.9987763911368824,21750"garch11__normal__w1000_r5": 1.0,21751"garch11__skewt__w1000_r5": 0.926114854850361,21752"garch11__t__w1000_r5": 0.9236874459804374,21753"garch12__ged__w1000_r5": 1.0002501176945022,21754"garch12__normal__w1000_r5": 0.9964987778067643,21755"garch12__skewt__w1000_r5": 0.9271535946710284,21756"garch12__t__w1000_r5": 0.9246589873533694,21757"garch21__ged__w1000_r5": 1.0017561054342372,21758"garch21__normal__w1000_r5": 1.0033550835275244,21759"garch21__skewt__w1000_r5": 0.9265872587409265,21760"garch21__t__w1000_r5": 0.9235852112589898,21761"garchm11__ged__w1000_r5": 0.9968923126050219,21762"garchm11__normal__w1000_r5": 0.9941499066563848,21763"garchm11__skewt__w1000_r5": 0.920408959879511,21764"garchm11__t__w1000_r5": 0.9115381242703879,21765"garchx_rv11__normal__w1000_r5": 1.0194855905172908,21766"garchx_rv11__t__w1000_r5": 1.0035582916811092,21767"gas_t11__t__w1000_r5": 0.9859737675888838,21768"gjr11__ged__w1000_r5": 1.0415339121079623,21769"gjr11__normal__w1000_r5": 1.0329342130500487,21770"gjr11__skewt__w1000_r5": 0.9816446772086751,21771"gjr11__t__w1000_r5": 0.9909258542483064,21772"har_rv__empirical__w1000_r5": 1.2612552104610195,21773"heavy11__normal__w1000_r5": 1.0176406487427394,21774"heavy11__t__w1000_r5": 1.0044604262682588,21775"histvar22__empirical__w1000_r5": 1.4876161977712201,21776"histvar252__empirical__w1000_r5": 1.8517681085119055,21777"histvar66__empirical__w1000_r5": 1.6682501907610687,21778"igarch11__ged__w1000_r5": 0.9600518956515058,21779"igarch11__normal__w1000_r5": 0.9671908173093328,21780"igarch11__skewt__w1000_r5": 0.9241951576485694,21781"igarch11__t__w1000_r5": 0.9485624404792475,21782"loghar_rv__empirical__w1000_r5": 1.0528309738350765,21783"msgarch2__normal__w1000_r5": 1.088095697678888,21784"msgarch2__t__w1000_r5": 1.078092249444449,21785"nagarch11__ged__w1000_r5": 1.005437157452492,21786"nagarch11__normal__w1000_r5": 0.9885880514428531,21787"nagarch11__skewt__w1000_r5": 0.9445599891575142,21788"nagarch11__t__w1000_r5": 0.9638481507642499,21789"qgarch11__ged__w1000_r5": 0.9972643160572636,21790"qgarch11__normal__w1000_r5": 0.991797500402058,21791"qgarch11__skewt__w1000_r5": 0.9438562894430674,21792"qgarch11__t__w1000_r5": 0.9432221165592896,21793"realgarch11__normal__w1000_r5": 1.0411929735578165,21794"realgarch11__t__w1000_r5": 3.0587748716102223,21795"rm2006__normal__w1000_r5": 1.0959258743820748,21796"rm_rw__empirical__w1000_r5": 2.1027109909056314,21797"tarch11__ged__w1000_r5": 1.007910093256439,21798"tarch11__normal__w1000_r5": 0.9652847685277757,21799"tarch11__skewt__w1000_r5": 0.9391470450973488,21800"tarch11__t__w1000_r5": 0.972146191457997421801},21802"rv5ss_scaled|qlike|1": {21803"aparch11__ged__w1000_r5": 0.9486162101778642,21804"aparch11__normal__w1000_r5": 0.9560150679543449,21805"aparch11__skewt__w1000_r5": 0.9326532392527199,21806"aparch11__t__w1000_r5": 0.9372452004802135,21807"arch5__ged__w1000_r5": 1.080681848261814,21808"arch5__normal__w1000_r5": 1.081993043843048,21809"arch5__skewt__w1000_r5": 1.086482180255836,21810"arch5__t__w1000_r5": 1.0697194353141521,21811"avgarch11__ged__w1000_r5": 1.022675408333661,21812"avgarch11__normal__w1000_r5": 1.0172797655135584,21813"avgarch11__skewt__w1000_r5": 1.0272470297950471,21814"avgarch11__t__w1000_r5": 1.0117377259743188,21815"cgarch11__ged__w1000_r5": 0.9552982745723142,21816"cgarch11__normal__w1000_r5": 0.9565263773458363,21817"cgarch11__skewt__w1000_r5": 0.9707484740326981,21818"cgarch11__t__w1000_r5": 0.9511065093735627,21819"constvar__normal__w1000_r5": 3.018112322321205,21820"egarch11__ged__w1000_r5": 0.9600901842006547,21821"egarch11__normal__w1000_r5": 0.9656364363507323,21822"egarch11__skewt__w1000_r5": 0.9399085038460926,21823"egarch11__t__w1000_r5": 0.9483228123443579,21824"ewma094__normal__w1000_r5": 1.2120399450229535,21825"figarch11__ged__w1000_r5": 0.9488479929412341,21826"figarch11__normal__w1000_r5": 0.941777363671042,21827"figarch11__skewt__w1000_r5": 0.9653611436309136,21828"figarch11__t__w1000_r5": 0.9481427726637454,21829"garch11__ged__w1000_r5": 1.00131218592972,21830"garch11__normal__w1000_r5": 1.0,21831"garch11__skewt__w1000_r5": 1.0020455205102328,21832"garch11__t__w1000_r5": 0.987653118329184,21833"garch12__ged__w1000_r5": 1.0015889787331544,21834"garch12__normal__w1000_r5": 1.0008040975822465,21835"garch12__skewt__w1000_r5": 1.0030682749211735,21836"garch12__t__w1000_r5": 0.9886417893259608,21837"garch21__ged__w1000_r5": 1.01082254315401,21838"garch21__normal__w1000_r5": 1.0115763561461748,21839"garch21__skewt__w1000_r5": 1.0131636376597817,21840"garch21__t__w1000_r5": 0.9947857177323702,21841"garchm11__ged__w1000_r5": 0.9908059007564212,21842"garchm11__normal__w1000_r5": 0.9913845636849932,21843"garchm11__skewt__w1000_r5": 0.9904243636074033,21844"garchm11__t__w1000_r5": 0.9735392827181253,21845"garchx_rv11__normal__w1000_r5": 0.8734096601972755,21846"garchx_rv11__t__w1000_r5": 0.869068102614384,21847"gas_t11__t__w1000_r5": 1.046771371822336,21848"gjr11__ged__w1000_r5": 0.9407333052732954,21849"gjr11__normal__w1000_r5": 0.9381762806521834,21850"gjr11__skewt__w1000_r5": 0.931033792086086,21851"gjr11__t__w1000_r5": 0.9309022544978247,21852"har_rv__empirical__w1000_r5": 1194433.3305657755,21853"heavy11__normal__w1000_r5": 0.8871944857020932,21854"heavy11__t__w1000_r5": 0.8858621191752731,21855"histvar22__empirical__w1000_r5": 1.5596302335961492,21856"histvar252__empirical__w1000_r5": 2.565123594182752,21857"histvar66__empirical__w1000_r5": 1.7356424919311857,21858"igarch11__ged__w1000_r5": 1.0252390493430052,21859"igarch11__normal__w1000_r5": 1.021144255269518,21860"igarch11__skewt__w1000_r5": 1.0287114790177632,21861"igarch11__t__w1000_r5": 1.0160804806865393,21862"loghar_rv__empirical__w1000_r5": 0.8422244651060228,21863"msgarch2__normal__w1000_r5": 1.0067666126400658,21864"msgarch2__t__w1000_r5": 0.9976686887425321,21865"nagarch11__ged__w1000_r5": 0.9433733970988457,21866"nagarch11__normal__w1000_r5": 0.934040673094169,21867"nagarch11__skewt__w1000_r5": 0.9270828171235261,21868"nagarch11__t__w1000_r5": 0.9360570094302126,21869"qgarch11__ged__w1000_r5": 0.9108579554322842,21870"qgarch11__normal__w1000_r5": 0.9179258999300078,21871"qgarch11__skewt__w1000_r5": 0.8912702934840188,21872"qgarch11__t__w1000_r5": 0.8958689045862528,21873"realgarch11__normal__w1000_r5": 0.8466559791096587,21874"realgarch11__t__w1000_r5": 0.8412309974532327,21875"rm2006__normal__w1000_r5": 1.0596783589296732,21876"rm_rw__empirical__w1000_r5": 1.6309120938843513,21877"tarch11__ged__w1000_r5": 0.9268338160542297,21878"tarch11__normal__w1000_r5": 0.9227827405103327,21879"tarch11__skewt__w1000_r5": 0.9196843207333543,21880"tarch11__t__w1000_r5": 0.926127930279745421881},21882"rv5ss_scaled|qlike|5": {21883"aparch11__ged__w1000_r5": 0.9495228238620185,21884"aparch11__normal__w1000_r5": 0.9444754411699271,21885"aparch11__skewt__w1000_r5": 0.9085090871692024,21886"aparch11__t__w1000_r5": 0.9230553269568205,21887"arch5__ged__w1000_r5": 1.0446868133921585,21888"arch5__normal__w1000_r5": 1.0503424923580489,21889"arch5__skewt__w1000_r5": 1.0332707273742074,21890"arch5__t__w1000_r5": 1.0238265149037689,21891"avgarch11__ged__w1000_r5": 0.9932636747067765,21892"avgarch11__normal__w1000_r5": 0.9787225291292517,21893"avgarch11__skewt__w1000_r5": 0.9896422428458439,21894"avgarch11__t__w1000_r5": 0.9777273978244505,21895"cgarch11__ged__w1000_r5": 0.977413529291971,21896"cgarch11__normal__w1000_r5": 0.9927016406646276,21897"cgarch11__skewt__w1000_r5": 0.9739059007361754,21898"cgarch11__t__w1000_r5": 0.9571693147621768,21899"constvar__normal__w1000_r5": 2.81237593108459,21900"egarch11__ged__w1000_r5": 0.9481128982676995,21901"egarch11__normal__w1000_r5": 0.9532450355158816,21902"egarch11__skewt__w1000_r5": 0.8995476233107994,21903"egarch11__t__w1000_r5": 0.9150002045637293,21904"ewma094__normal__w1000_r5": 1.242174949014705,21905"figarch11__ged__w1000_r5": 0.9303833884179195,21906"figarch11__normal__w1000_r5": 0.9372976175677586,21907"figarch11__skewt__w1000_r5": 0.9332014612467047,21908"figarch11__t__w1000_r5": 0.9201024621934389,21909"garch11__ged__w1000_r5": 0.9999692678407792,21910"garch11__normal__w1000_r5": 1.0,21911"garch11__skewt__w1000_r5": 0.9882167321362032,21912"garch11__t__w1000_r5": 0.9730716270232316,21913"garch12__ged__w1000_r5": 1.0001846932796126,21914"garch12__normal__w1000_r5": 1.0001449813003636,21915"garch12__skewt__w1000_r5": 0.9885565572551823,21916"garch12__t__w1000_r5": 0.9732661048168945,21917"garch21__ged__w1000_r5": 1.0092365855546248,21918"garch21__normal__w1000_r5": 1.0106352297846029,21919"garch21__skewt__w1000_r5": 0.9957548412359096,21920"garch21__t__w1000_r5": 0.9781101231764735,21921"garchm11__ged__w1000_r5": 0.9870248488459153,21922"garchm11__normal__w1000_r5": 0.9893306503559517,21923"garchm11__skewt__w1000_r5": 0.9781007322088585,21924"garchm11__t__w1000_r5": 0.9579540982449265,21925"garchx_rv11__normal__w1000_r5": 0.841011292717824,21926"garchx_rv11__t__w1000_r5": 0.8294363661730059,21927"gas_t11__t__w1000_r5": 1.0040073596248136,21928"gjr11__ged__w1000_r5": 0.9501763625742253,21929"gjr11__normal__w1000_r5": 0.9489920418643756,21930"gjr11__skewt__w1000_r5": 0.9226449583035768,21931"gjr11__t__w1000_r5": 0.9249301326594954,21932"har_rv__empirical__w1000_r5": 1.0408456096016234,21933"heavy11__normal__w1000_r5": 0.8439837870059774,21934"heavy11__t__w1000_r5": 0.8376158365969965,21935"histvar22__empirical__w1000_r5": 1.6489819166105975,21936"histvar252__empirical__w1000_r5": 2.5200107263791276,21937"histvar66__empirical__w1000_r5": 1.750746457267151,21938"igarch11__ged__w1000_r5": 1.0069191827652006,21939"igarch11__normal__w1000_r5": 1.0013131460120879,21940"igarch11__skewt__w1000_r5": 1.0054639879421075,21941"igarch11__t__w1000_r5": 0.9977996720729989,21942"loghar_rv__empirical__w1000_r5": 0.832075179290875,21943"msgarch2__normal__w1000_r5": 1.0192231401686658,21944"msgarch2__t__w1000_r5": 1.0174224877385256,21945"nagarch11__ged__w1000_r5": 0.9329615725830289,21946"nagarch11__normal__w1000_r5": 0.917151252723306,21947"nagarch11__skewt__w1000_r5": 0.9052783677766592,21948"nagarch11__t__w1000_r5": 0.9188813980460195,21949"qgarch11__ged__w1000_r5": 0.9066467733468019,21950"qgarch11__normal__w1000_r5": 0.9036811877880079,21951"qgarch11__skewt__w1000_r5": 0.8753466335064307,21952"qgarch11__t__w1000_r5": 0.8848842468273641,21953"realgarch11__normal__w1000_r5": 0.8293637984261849,21954"realgarch11__t__w1000_r5": 2.0676703908128764,21955"rm2006__normal__w1000_r5": 1.031417234567477,21956"rm_rw__empirical__w1000_r5": 2.017985883866832,21957"tarch11__ged__w1000_r5": 0.9234122130462282,21958"tarch11__normal__w1000_r5": 0.9068244932626227,21959"tarch11__skewt__w1000_r5": 0.8959789670913424,21960"tarch11__t__w1000_r5": 0.913551658709768221961},21962"rv5ss_scaled|qlike|22": {21963"aparch11__ged__w1000_r5": 1.0431848651262774,21964"aparch11__normal__w1000_r5": 0.9596440730167572,21965"aparch11__skewt__w1000_r5": 0.9470303310054313,21966"aparch11__t__w1000_r5": 1.0073000430103651,21967"arch5__ged__w1000_r5": 1.0219370547057327,21968"arch5__normal__w1000_r5": 1.015868044033021,21969"arch5__skewt__w1000_r5": 0.9940867609632629,21970"arch5__t__w1000_r5": 0.9998755839207951,21971"avgarch11__ged__w1000_r5": 0.9904292090978085,21972"avgarch11__normal__w1000_r5": 0.9399956603729654,21973"avgarch11__skewt__w1000_r5": 0.9596388065964151,21974"avgarch11__t__w1000_r5": 0.9660291218018472,21975"cgarch11__ged__w1000_r5": 1.1407476578731715,21976"cgarch11__normal__w1000_r5": 1.1428954247375875,21977"cgarch11__skewt__w1000_r5": 1.0900075618893614,21978"cgarch11__t__w1000_r5": 1.0844421355639848,21979"constvar__normal__w1000_r5": 1.8661279111554998,21980"egarch11__ged__w1000_r5": 1.0689365771488002,21981"egarch11__normal__w1000_r5": 1.0308153969979477,21982"egarch11__skewt__w1000_r5": 0.9504720384302432,21983"egarch11__t__w1000_r5": 1.0115385835531345,21984"ewma094__normal__w1000_r5": 1.3598450550084458,21985"figarch11__ged__w1000_r5": 1.0288756465452573,21986"figarch11__normal__w1000_r5": 1.0117090354732314,21987"figarch11__skewt__w1000_r5": 1.0018309765786684,21988"figarch11__t__w1000_r5": 1.0166447506389196,21989"garch11__ged__w1000_r5": 1.0015181210665056,21990"garch11__normal__w1000_r5": 1.0,21991"garch11__skewt__w1000_r5": 0.9442280760721653,21992"garch11__t__w1000_r5": 0.9339611767943462,21993"garch12__ged__w1000_r5": 1.002821087004074,21994"garch12__normal__w1000_r5": 0.9977215621456007,21995"garch12__skewt__w1000_r5": 0.9448702191316964,21996"garch12__t__w1000_r5": 0.9344340554033993,21997"garch21__ged__w1000_r5": 1.0028374965922415,21998"garch21__normal__w1000_r5": 1.0016944322668409,21999"garch21__skewt__w1000_r5": 0.9429524559161522,22000"garch21__t__w1000_r5": 0.9325597453384022,22001"garchm11__ged__w1000_r5": 0.9955889094821362,22002"garchm11__normal__w1000_r5": 0.9912204383883595,22003"garchm11__skewt__w1000_r5": 0.9397414604701386,22004"garchm11__t__w1000_r5": 0.9193259410262522,22005"garchx_rv11__normal__w1000_r5": 0.9966597592845531,22006"garchx_rv11__t__w1000_r5": 0.9882593250499745,22007"gas_t11__t__w1000_r5": 0.9867398108618757,22008"gjr11__ged__w1000_r5": 1.0516909059606911,22009"gjr11__normal__w1000_r5": 1.0235415480178376,22010"gjr11__skewt__w1000_r5": 0.9933460439277716,22011"gjr11__t__w1000_r5": 1.006935033696882,22012"har_rv__empirical__w1000_r5": 1.2310963751877422,22013"heavy11__normal__w1000_r5": 0.9976488050363466,22014"heavy11__t__w1000_r5": 0.9905197445480995,22015"histvar22__empirical__w1000_r5": 1.7897644788835232,22016"histvar252__empirical__w1000_r5": 2.0501519280259966,22017"histvar66__empirical__w1000_r5": 1.8181431830984067,22018"igarch11__ged__w1000_r5": 0.9807598680322742,22019"igarch11__normal__w1000_r5": 0.9884589071423686,22020"igarch11__skewt__w1000_r5": 0.9500990930142335,22021"igarch11__t__w1000_r5": 0.9726256651745764,22022"loghar_rv__empirical__w1000_r5": 0.9921120678693266,22023"msgarch2__normal__w1000_r5": 1.1289176918824182,22024"msgarch2__t__w1000_r5": 1.1317062895817642,22025"nagarch11__ged__w1000_r5": 1.0152796216479532,22026"nagarch11__normal__w1000_r5": 0.9817149958370472,22027"nagarch11__skewt__w1000_r5": 0.9618795093166704,22028"nagarch11__t__w1000_r5": 0.9869316773857225,22029"qgarch11__ged__w1000_r5": 1.0070137194036843,22030"qgarch11__normal__w1000_r5": 0.9862748666972938,22031"qgarch11__skewt__w1000_r5": 0.9450924528483567,22032"qgarch11__t__w1000_r5": 0.9570466829566372,22033"realgarch11__normal__w1000_r5": 1.016091887543833,22034"realgarch11__t__w1000_r5": 3.9316255501464408,22035"rm2006__normal__w1000_r5": 1.1381047462122793,22036"rm_rw__empirical__w1000_r5": 2.69611688576626,22037"tarch11__ged__w1000_r5": 1.0232056515987962,22038"tarch11__normal__w1000_r5": 0.945429694862387,22039"tarch11__skewt__w1000_r5": 0.9403616591717604,22040"tarch11__t__w1000_r5": 0.993030628636817122041}22042},22043"tailrisk": {22044"aparch11__ged__w1000_r5": {22045"0.01": {22046"n": 2722,22047"hit_rate": 0.01689933872152829,22048"kupiec_p": 0.0009919091893507651,22049"cc_p": 0.0021944518385593518,22050"dq_p": 1.352291145920435e-07,22051"fz0_mean": 1.1559524091628635,22052"es_shortfall_ratio": 1.087397163625764422053},22054"0.05": {22055"n": 2722,22056"hit_rate": 0.05657604702424688,22057"kupiec_p": 0.12277938157087491,22058"cc_p": 0.2745191503097038,22059"dq_p": 0.3021379461149933,22060"fz0_mean": 0.6629135476283277,22061"es_shortfall_ratio": 1.064359148063931822062}22063},22064"aparch11__normal__w1000_r5": {22065"0.01": {22066"n": 2722,22067"hit_rate": 0.02020573108008817,22068"kupiec_p": 2.5890429035826964e-06,22069"cc_p": 1.1761038065268265e-05,22070"dq_p": 9.506429395998315e-11,22071"fz0_mean": 1.3041717067809449,22072"es_shortfall_ratio": 1.22542749091062222073},22074"0.05": {22075"n": 2722,22076"hit_rate": 0.056943423952975754,22077"kupiec_p": 0.10358966448923629,22078"cc_p": 0.2444494027849024,22079"dq_p": 0.22864837502835603,22080"fz0_mean": 0.6782149446903385,22081"es_shortfall_ratio": 1.14142775816009522082}22083},22084"aparch11__skewt__w1000_r5": {22085"0.01": {22086"n": 2722,22087"hit_rate": 0.011021307861866276,22088"kupiec_p": 0.5982838872107726,22089"cc_p": 0.11477047039217841,22090"dq_p": 0.022229199314082765,22091"fz0_mean": 1.1044405191751816,22092"es_shortfall_ratio": 1.067236178747635422093},22094"0.05": {22095"n": 2722,22096"hit_rate": 0.048493754592211606,22097"kupiec_p": 0.7171203013137954,22098"cc_p": 0.7627701097543799,22099"dq_p": 0.7680965864386928,22100"fz0_mean": 0.655480625750909,22101"es_shortfall_ratio": 1.01876417881397522102}22103},22104"aparch11__t__w1000_r5": {22105"0.01": {22106"n": 2722,22107"hit_rate": 0.017266715650257163,22108"kupiec_p": 0.0005529856065902889,22109"cc_p": 0.001346681602870608,22110"dq_p": 6.295579978520086e-05,22111"fz0_mean": 1.1342893671268595,22112"es_shortfall_ratio": 1.00699028475810322113},22114"0.05": {22115"n": 2722,22116"hit_rate": 0.061351947097722265,22117"kupiec_p": 0.008579076254578872,22118"cc_p": 0.015565721674248209,22119"dq_p": 0.03708352608074012,22120"fz0_mean": 0.6650786125275641,22121"es_shortfall_ratio": 1.032084677721102122122}22123},22124"arch5__ged__w1000_r5": {22125"0.01": {22126"n": 2722,22127"hit_rate": 0.01579720793534166,22128"kupiec_p": 0.0050654484267534435,22129"cc_p": 0.00816040519118698,22130"dq_p": 0.00113736854965651,22131"fz0_mean": 1.148223872875885,22132"es_shortfall_ratio": 1.05984875739358822133},22134"0.05": {22135"n": 2722,22136"hit_rate": 0.05657604702424688,22137"kupiec_p": 0.12277938157087491,22138"cc_p": 0.06446191120628456,22139"dq_p": 0.23424925641395117,22140"fz0_mean": 0.7001738930269318,22141"es_shortfall_ratio": 1.03798198780142222142}22143},22144"arch5__normal__w1000_r5": {22145"0.01": {22146"n": 2722,22147"hit_rate": 0.023144746509919177,22148"kupiec_p": 3.937859717247647e-09,22149"cc_p": 1.5407050720412996e-08,22150"dq_p": 1.143158541127546e-11,22151"fz0_mean": 1.3286297821322055,22152"es_shortfall_ratio": 1.162870712245292122153},22154"0.05": {22155"n": 2722,22156"hit_rate": 0.056943423952975754,22157"kupiec_p": 0.10358966448923629,22158"cc_p": 0.06091664458816664,22159"dq_p": 0.10416475862539208,22160"fz0_mean": 0.7213481036800667,22161"es_shortfall_ratio": 1.136690024321742222162}22163},22164"arch5__skewt__w1000_r5": {22165"0.01": {22166"n": 2722,22167"hit_rate": 0.01322556943423953,22168"kupiec_p": 0.10703530495864008,22169"cc_p": 0.0664370091974494,22170"dq_p": 0.02754991881751874,22171"fz0_mean": 1.115769103985152,22172"es_shortfall_ratio": 0.967895173783692522173},22174"0.05": {22175"n": 2722,22176"hit_rate": 0.05253490080822924,22177"kupiec_p": 0.5471332974840184,22178"cc_p": 0.030318322668243337,22179"dq_p": 0.10131712029072222,22180"fz0_mean": 0.6964330084635894,22181"es_shortfall_ratio": 1.001761780528710522182}22183},22184"arch5__t__w1000_r5": {22185"0.01": {22186"n": 2722,22187"hit_rate": 0.016164584864070537,22188"kupiec_p": 0.003003047065467628,22189"cc_p": 0.005405109904210424,22190"dq_p": 0.0004533400234301647,22191"fz0_mean": 1.1318097381910788,22192"es_shortfall_ratio": 0.973177605894956922193},22194"0.05": {22195"n": 2722,22196"hit_rate": 0.06061719324026451,22197"kupiec_p": 0.013768919020304294,22198"cc_p": 0.00237575340044222,22199"dq_p": 0.010504811067383107,22200"fz0_mean": 0.704056052073536,22201"es_shortfall_ratio": 1.006260044905841422202}22203},22204"avgarch11__ged__w1000_r5": {22205"0.01": {22206"n": 2722,22207"hit_rate": 0.015062454077883909,22208"kupiec_p": 0.013522538657997712,22209"cc_p": 0.01715886032228899,22210"dq_p": 0.0007459596553412147,22211"fz0_mean": 1.1966976946240304,22212"es_shortfall_ratio": 1.101065472343303822213},22214"0.05": {22215"n": 2722,22216"hit_rate": 0.056943423952975754,22217"kupiec_p": 0.10358966448923629,22218"cc_p": 0.007972814477313869,22219"dq_p": 0.000424504284668958,22220"fz0_mean": 0.700799012358095,22221"es_shortfall_ratio": 1.059216135357459422222}22223},22224"avgarch11__normal__w1000_r5": {22225"0.01": {22226"n": 2722,22227"hit_rate": 0.023144746509919177,22228"kupiec_p": 3.937859717247647e-09,22229"cc_p": 1.7641460885556044e-09,22230"dq_p": 7.79743264688486e-15,22231"fz0_mean": 1.3557318816163026,22232"es_shortfall_ratio": 1.17615557300107822233},22234"0.05": {22235"n": 2722,22236"hit_rate": 0.056943423952975754,22237"kupiec_p": 0.10358966448923629,22238"cc_p": 0.016773228027060345,22239"dq_p": 0.0005192804439219409,22240"fz0_mean": 0.7183644847016827,22241"es_shortfall_ratio": 1.155335897774523222242}22243},22244"avgarch11__skewt__w1000_r5": {22245"0.01": {22246"n": 2722,22247"hit_rate": 0.015062454077883909,22248"kupiec_p": 0.013522538657997712,22249"cc_p": 0.01715886032228899,22250"dq_p": 0.00054408053503643,22251"fz0_mean": 1.1688432566096236,22252"es_shortfall_ratio": 0.98687564521636522253},22254"0.05": {22255"n": 2722,22256"hit_rate": 0.0576781778104335,22257"kupiec_p": 0.0724718472891405,22258"cc_p": 0.015519734924747225,22259"dq_p": 0.0013310616459953854,22260"fz0_mean": 0.6976925528843657,22261"es_shortfall_ratio": 1.012281687748899222262}22263},22264"avgarch11__t__w1000_r5": {22265"0.01": {22266"n": 2722,22267"hit_rate": 0.01653196179279941,22268"kupiec_p": 0.00174368200009937,22269"cc_p": 0.003488099712746535,22270"dq_p": 0.0003392450223598151,22271"fz0_mean": 1.1903905383073612,22272"es_shortfall_ratio": 1.012197664389740822273},22274"0.05": {22275"n": 2722,22276"hit_rate": 0.06429096252755327,22277"kupiec_p": 0.001027826389265922,22278"cc_p": 0.00032583268025318903,22279"dq_p": 2.705734296884108e-05,22280"fz0_mean": 0.7088342044290475,22281"es_shortfall_ratio": 1.03033620791115522282}22283},22284"cgarch11__ged__w1000_r5": {22285"0.01": {22286"n": 2722,22287"hit_rate": 0.014695077149155033,22288"kupiec_p": 0.021387937214868268,22289"cc_p": 0.02386519009103763,22290"dq_p": 0.0023094695309426984,22291"fz0_mean": 1.1904456479216063,22292"es_shortfall_ratio": 1.10193374448455622293},22294"0.05": {22295"n": 2722,22296"hit_rate": 0.056943423952975754,22297"kupiec_p": 0.10358966448923629,22298"cc_p": 0.14503580734288415,22299"dq_p": 0.025773085078464344,22300"fz0_mean": 0.7005208490664148,22301"es_shortfall_ratio": 1.053646107338230422302}22303},22304"cgarch11__normal__w1000_r5": {22305"0.01": {22306"n": 2722,22307"hit_rate": 0.022409992652461425,22308"kupiec_p": 2.1997868725387496e-08,22309"cc_p": 1.389049899276052e-07,22310"dq_p": 2.2243039234093933e-15,22311"fz0_mean": 1.359826802770814,22312"es_shortfall_ratio": 1.178763749004149622313},22314"0.05": {22315"n": 2722,22316"hit_rate": 0.05841293166789126,22317"kupiec_p": 0.049540536524571376,22318"cc_p": 0.06662972407474727,22319"dq_p": 0.017235997325520287,22320"fz0_mean": 0.7192410393464909,22321"es_shortfall_ratio": 1.136391216616908822322}22323},22324"cgarch11__skewt__w1000_r5": {22325"0.01": {22326"n": 2722,22327"hit_rate": 0.01322556943423953,22328"kupiec_p": 0.10703530495864008,22329"cc_p": 0.0664370091974494,22330"dq_p": 0.002350729621517379,22331"fz0_mean": 1.1633208422494572,22332"es_shortfall_ratio": 0.999850556921048622333},22334"0.05": {22335"n": 2722,22336"hit_rate": 0.05547391623806025,22337"kupiec_p": 0.1974983894495336,22338"cc_p": 0.3645136256141813,22339"dq_p": 0.10095093332696616,22340"fz0_mean": 0.6954304877379961,22341"es_shortfall_ratio": 1.009209364174462422342}22343},22344"cgarch11__t__w1000_r5": {22345"0.01": {22346"n": 2722,22347"hit_rate": 0.015062454077883909,22348"kupiec_p": 0.013522538657997712,22349"cc_p": 0.01715886032228899,22350"dq_p": 0.0019520032625245786,22351"fz0_mean": 1.1811753123854551,22352"es_shortfall_ratio": 1.014923792895961622353},22354"0.05": {22355"n": 2722,22356"hit_rate": 0.06208670095518001,22357"kupiec_p": 0.0052236280710225656,22358"cc_p": 0.007326785277509648,22359"dq_p": 0.007961618425915957,22360"fz0_mean": 0.7070256890928258,22361"es_shortfall_ratio": 1.025375457523177522362}22363},22364"constvar__normal__w1000_r5": {22365"0.01": {22366"n": 2722,22367"hit_rate": 0.02020573108008817,22368"kupiec_p": 2.5890429035826964e-06,22369"cc_p": 8.555325243213902e-10,22370"dq_p": 9.624371403819895e-79,22371"fz0_mean": 2.1862447843268824,22372"es_shortfall_ratio": 1.523437771984442722373},22374"0.05": {22375"n": 2722,22376"hit_rate": 0.04481998530492285,22377"kupiec_p": 0.2072204511484504,22378"cc_p": 7.309999690016575e-07,22379"dq_p": 6.578270310081123e-28,22380"fz0_mean": 1.0668836147578478,22381"es_shortfall_ratio": 1.378757954408415622382}22383},22384"egarch11__ged__w1000_r5": {22385"0.01": {22386"n": 2722,22387"hit_rate": 0.01579720793534166,22388"kupiec_p": 0.0050654484267534435,22389"cc_p": 0.00816040519118698,22390"dq_p": 0.00021391809739804572,22391"fz0_mean": 1.1461557007620893,22392"es_shortfall_ratio": 1.104607083876696622393},22394"0.05": {22395"n": 2722,22396"hit_rate": 0.0576781778104335,22397"kupiec_p": 0.0724718472891405,22398"cc_p": 0.15977776392465146,22399"dq_p": 0.07828320745798564,22400"fz0_mean": 0.6653820066219694,22401"es_shortfall_ratio": 1.066763915714235222402}22403},22404"egarch11__normal__w1000_r5": {22405"0.01": {22406"n": 2722,22407"hit_rate": 0.02094048493754592,22408"kupiec_p": 5.651449467537702e-07,22409"cc_p": 2.8985993413654233e-06,22410"dq_p": 2.0246387816835708e-16,22411"fz0_mean": 1.2890477153257214,22412"es_shortfall_ratio": 1.166397955601821422413},22414"0.05": {22415"n": 2722,22416"hit_rate": 0.056208670095518,22417"kupiec_p": 0.14468769511347565,22418"cc_p": 0.17497188334974034,22419"dq_p": 0.03900239825274746,22420"fz0_mean": 0.6775772021104156,22421"es_shortfall_ratio": 1.15712217386865622422}22423},22424"egarch11__skewt__w1000_r5": {22425"0.01": {22426"n": 2722,22427"hit_rate": 0.012123438648052902,22428"kupiec_p": 0.28124300412465764,22429"cc_p": 0.10240335082142572,22430"dq_p": 0.03978822851579304,22431"fz0_mean": 1.1087636096114255,22432"es_shortfall_ratio": 1.011086008415361422433},22434"0.05": {22435"n": 2722,22436"hit_rate": 0.04922850844966936,22437"kupiec_p": 0.8531219398157308,22438"cc_p": 0.6340764755338884,22439"dq_p": 0.3660470009676104,22440"fz0_mean": 0.6577354875052922,22441"es_shortfall_ratio": 1.021098364501269722442}22443},22444"egarch11__t__w1000_r5": {22445"0.01": {22446"n": 2722,22447"hit_rate": 0.015429831006612785,22448"kupiec_p": 0.008365576834133132,22449"cc_p": 0.011995986369314517,22450"dq_p": 0.00014755592484587358,22451"fz0_mean": 1.1318777316001143,22452"es_shortfall_ratio": 1.032092530913811822453},22454"0.05": {22455"n": 2722,22456"hit_rate": 0.06208670095518001,22457"kupiec_p": 0.0052236280710225656,22458"cc_p": 0.014720302519411081,22459"dq_p": 0.008948415514446218,22460"fz0_mean": 0.6691283171756938,22461"es_shortfall_ratio": 1.03126562720122122462}22463},22464"ewma094__normal__w1000_r5": {22465"0.01": {22466"n": 2722,22467"hit_rate": 0.024246877296105803,22468"kupiec_p": 2.65457542622299e-10,22469"cc_p": 1.8020092080550788e-10,22470"dq_p": 5.633884297550672e-22,22471"fz0_mean": 1.5762058935206416,22472"es_shortfall_ratio": 1.224164658830096322473},22474"0.05": {22475"n": 2722,22476"hit_rate": 0.06098457016899339,22477"kupiec_p": 0.010899922382987096,22478"cc_p": 0.01163923619872525,22479"dq_p": 6.826531293727725e-06,22480"fz0_mean": 0.782690691460396,22481"es_shortfall_ratio": 1.207276320287430422482}22483},22484"figarch11__ged__w1000_r5": {22485"0.01": {22486"n": 2722,22487"hit_rate": 0.015062454077883909,22488"kupiec_p": 0.013522538657997712,22489"cc_p": 0.01715886032228899,22490"dq_p": 0.001281818450224852,22491"fz0_mean": 1.188512090234391,22492"es_shortfall_ratio": 1.095374967016932422493},22494"0.05": {22495"n": 2722,22496"hit_rate": 0.05657604702424688,22497"kupiec_p": 0.12277938157087491,22498"cc_p": 0.15798233912611717,22499"dq_p": 0.318427236716494,22500"fz0_mean": 0.7001649921173816,22501"es_shortfall_ratio": 1.050054129812378722502}22503},22504"figarch11__normal__w1000_r5": {22505"0.01": {22506"n": 2722,22507"hit_rate": 0.02204261572373255,22508"kupiec_p": 5.0761639739114235e-08,22509"cc_p": 1.5625975203024424e-07,22510"dq_p": 1.7199368307670814e-16,22511"fz0_mean": 1.3437630039516975,22512"es_shortfall_ratio": 1.17130600806841322513},22514"0.05": {22515"n": 2722,22516"hit_rate": 0.05547391623806025,22517"kupiec_p": 0.1974983894495336,22518"cc_p": 0.1935658228567669,22519"dq_p": 0.23278097153714772,22520"fz0_mean": 0.7144372347489933,22521"es_shortfall_ratio": 1.145483438306984722522}22523},22524"figarch11__skewt__w1000_r5": {22525"0.01": {22526"n": 2722,22527"hit_rate": 0.013592946362968405,22528"kupiec_p": 0.07404403757329134,22529"cc_p": 0.053856291871006594,22530"dq_p": 0.002180129225872393,22531"fz0_mean": 1.1605595035956249,22532"es_shortfall_ratio": 0.98503414277191622533},22534"0.05": {22535"n": 2722,22536"hit_rate": 0.053269654665687,22537"kupiec_p": 0.438433759955453,22538"cc_p": 0.22734026343738273,22539"dq_p": 0.459013606653226,22540"fz0_mean": 0.697350011473533,22541"es_shortfall_ratio": 1.01061031422326222542}22543},22544"figarch11__t__w1000_r5": {22545"0.01": {22546"n": 2722,22547"hit_rate": 0.016164584864070537,22548"kupiec_p": 0.003003047065467628,22549"cc_p": 0.005405109904210424,22550"dq_p": 0.0007885688750126727,22551"fz0_mean": 1.1823409305001609,22552"es_shortfall_ratio": 0.996751066009551822553},22554"0.05": {22555"n": 2722,22556"hit_rate": 0.06171932402645114,22557"kupiec_p": 0.006713597490616704,22558"cc_p": 0.008621302143721175,22559"dq_p": 0.019959731805103863,22560"fz0_mean": 0.707098198004426,22561"es_shortfall_ratio": 1.025987759331029122562}22563},22564"garch11__ged__w1000_r5": {22565"0.01": {22566"n": 2722,22567"hit_rate": 0.01579720793534166,22568"kupiec_p": 0.0050654484267534435,22569"cc_p": 0.00816040519118698,22570"dq_p": 0.001717481763669239,22571"fz0_mean": 1.191479681377704,22572"es_shortfall_ratio": 1.087027166933514822573},22574"0.05": {22575"n": 2722,22576"hit_rate": 0.05731080088170463,22577"kupiec_p": 0.0868958694352268,22578"cc_p": 0.17719299744380534,22579"dq_p": 0.07868910209196985,22580"fz0_mean": 0.6941198098667393,22581"es_shortfall_ratio": 1.037529742319851322582}22583},22584"garch11__normal__w1000_r5": {22585"0.01": {22586"n": 2722,22587"hit_rate": 0.022409992652461425,22588"kupiec_p": 2.1997868725387496e-08,22589"cc_p": 7.358442244361057e-08,22590"dq_p": 3.5174089906549177e-10,22591"fz0_mean": 1.3577464791160805,22592"es_shortfall_ratio": 1.186777568595708722593},22594"0.05": {22595"n": 2722,22596"hit_rate": 0.05804555473916238,22597"kupiec_p": 0.0600930010673531,22598"cc_p": 0.04703056010082739,22599"dq_p": 0.03023647221667785,22600"fz0_mean": 0.709719728885091,22601"es_shortfall_ratio": 1.126803300121822722602}22603},22604"garch11__skewt__w1000_r5": {22605"0.01": {22606"n": 2722,22607"hit_rate": 0.012858192505510653,22608"kupiec_p": 0.15118958160325144,22609"cc_p": 0.07936062600563372,22610"dq_p": 0.0013936706756437437,22611"fz0_mean": 1.1526882098861402,22612"es_shortfall_ratio": 1.013247748550924422613},22614"0.05": {22615"n": 2722,22616"hit_rate": 0.05400440852314475,22617"kupiec_p": 0.34370656383840203,22618"cc_p": 0.4838006570998098,22619"dq_p": 0.33578977836212154,22620"fz0_mean": 0.6882705898038609,22621"es_shortfall_ratio": 0.99350690377681522622}22623},22624"garch11__t__w1000_r5": {22625"0.01": {22626"n": 2722,22627"hit_rate": 0.016164584864070537,22628"kupiec_p": 0.003003047065467628,22629"cc_p": 0.005405109904210424,22630"dq_p": 0.00031545645536207035,22631"fz0_mean": 1.172548606512359,22632"es_shortfall_ratio": 1.01815305724307322633},22634"0.05": {22635"n": 2722,22636"hit_rate": 0.06208670095518001,22637"kupiec_p": 0.0052236280710225656,22638"cc_p": 0.007326785277509648,22639"dq_p": 0.007959066067455492,22640"fz0_mean": 0.6982292927227373,22641"es_shortfall_ratio": 1.01053784963527422642}22643},22644"garch12__ged__w1000_r5": {22645"0.01": {22646"n": 2722,22647"hit_rate": 0.01579720793534166,22648"kupiec_p": 0.0050654484267534435,22649"cc_p": 0.00816040519118698,22650"dq_p": 0.0016646732978715766,22651"fz0_mean": 1.196363478054596,22652"es_shortfall_ratio": 1.089601648483343722653},22654"0.05": {22655"n": 2722,22656"hit_rate": 0.056943423952975754,22657"kupiec_p": 0.10358966448923629,22658"cc_p": 0.20082298420182335,22659"dq_p": 0.08174367034090278,22660"fz0_mean": 0.6952599414329772,22661"es_shortfall_ratio": 1.03917250047722522662}22663},22664"garch12__normal__w1000_r5": {22665"0.01": {22666"n": 2722,22667"hit_rate": 0.022409992652461425,22668"kupiec_p": 2.1997868725387496e-08,22669"cc_p": 7.358442244361057e-08,22670"dq_p": 2.671745313475442e-10,22671"fz0_mean": 1.3684001043002354,22672"es_shortfall_ratio": 1.194569853234394722673},22674"0.05": {22675"n": 2722,22676"hit_rate": 0.05841293166789126,22677"kupiec_p": 0.049540536524571376,22678"cc_p": 0.06662972407474727,22679"dq_p": 0.022866988867069588,22680"fz0_mean": 0.7107671116426889,22681"es_shortfall_ratio": 1.125699441535895422682}22683},22684"garch12__skewt__w1000_r5": {22685"0.01": {22686"n": 2722,22687"hit_rate": 0.012858192505510653,22688"kupiec_p": 0.15118958160325144,22689"cc_p": 0.07936062600563372,22690"dq_p": 0.0013463263384099664,22691"fz0_mean": 1.1563452087996202,22692"es_shortfall_ratio": 1.01652384945984422693},22694"0.05": {22695"n": 2722,22696"hit_rate": 0.05400440852314475,22697"kupiec_p": 0.34370656383840203,22698"cc_p": 0.5920417281131853,22699"dq_p": 0.5383219378418167,22700"fz0_mean": 0.689440057384258,22701"es_shortfall_ratio": 0.994670890653091422702}22703},22704"garch12__t__w1000_r5": {22705"0.01": {22706"n": 2722,22707"hit_rate": 0.016164584864070537,22708"kupiec_p": 0.003003047065467628,22709"cc_p": 0.005405109904210424,22710"dq_p": 0.0003020631510001297,22711"fz0_mean": 1.1762148006789586,22712"es_shortfall_ratio": 1.020806062913536522713},22714"0.05": {22715"n": 2722,22716"hit_rate": 0.06171932402645114,22717"kupiec_p": 0.006713597490616704,22718"cc_p": 0.01281680568127898,22719"dq_p": 0.02471615012912148,22720"fz0_mean": 0.6992909507208223,22721"es_shortfall_ratio": 1.01264474301568622722}22723},22724"garch21__ged__w1000_r5": {22725"0.01": {22726"n": 2722,22727"hit_rate": 0.016164584864070537,22728"kupiec_p": 0.003003047065467628,22729"cc_p": 0.005405109904210424,22730"dq_p": 0.0012280800250235701,22731"fz0_mean": 1.19904525629344,22732"es_shortfall_ratio": 1.08482239605502622733},22734"0.05": {22735"n": 2722,22736"hit_rate": 0.056208670095518,22737"kupiec_p": 0.14468769511347565,22738"cc_p": 0.1705669722212325,22739"dq_p": 0.36637373559654046,22740"fz0_mean": 0.6970466918928864,22741"es_shortfall_ratio": 1.046685643962436822742}22743},22744"garch21__normal__w1000_r5": {22745"0.01": {22746"n": 2722,22747"hit_rate": 0.022409992652461425,22748"kupiec_p": 2.1997868725387496e-08,22749"cc_p": 7.358442244361057e-08,22750"dq_p": 3.325995190850142e-10,22751"fz0_mean": 1.3680594584701251,22752"es_shortfall_ratio": 1.189979328102619222753},22754"0.05": {22755"n": 2722,22756"hit_rate": 0.05657604702424688,22757"kupiec_p": 0.12277938157087491,22758"cc_p": 0.06196123386879358,22759"dq_p": 0.220611470981482,22760"fz0_mean": 0.7136168807335804,22761"es_shortfall_ratio": 1.14286605361601222762}22763},22764"garch21__skewt__w1000_r5": {22765"0.01": {22766"n": 2722,22767"hit_rate": 0.013592946362968405,22768"kupiec_p": 0.07404403757329134,22769"cc_p": 0.053856291871006594,22770"dq_p": 0.0013327807328128956,22771"fz0_mean": 1.1594923346850252,22772"es_shortfall_ratio": 1.008392529093734622773},22774"0.05": {22775"n": 2722,22776"hit_rate": 0.05400440852314475,22777"kupiec_p": 0.34370656383840203,22778"cc_p": 0.35233852999863563,22779"dq_p": 0.28080937274857637,22780"fz0_mean": 0.6917498971542448,22781"es_shortfall_ratio": 0.990763951810153122782}22783},22784"garch21__t__w1000_r5": {22785"0.01": {22786"n": 2722,22787"hit_rate": 0.01579720793534166,22788"kupiec_p": 0.0050654484267534435,22789"cc_p": 0.00816040519118698,22790"dq_p": 0.0003638923594106859,22791"fz0_mean": 1.182142810052162,22792"es_shortfall_ratio": 1.031779949685835822793},22794"0.05": {22795"n": 2722,22796"hit_rate": 0.06282145481263776,22797"kupiec_p": 0.0031083703208233454,22798"cc_p": 0.003339933178365421,22799"dq_p": 0.004459772256740096,22800"fz0_mean": 0.7015076957041149,22801"es_shortfall_ratio": 1.005469334332465722802}22803},22804"garchm11__ged__w1000_r5": {22805"0.01": {22806"n": 2722,22807"hit_rate": 0.01579720793534166,22808"kupiec_p": 0.0050654484267534435,22809"cc_p": 0.00816040519118698,22810"dq_p": 0.0016601367556698806,22811"fz0_mean": 1.190242613885094,22812"es_shortfall_ratio": 1.091795701511988822813},22814"0.05": {22815"n": 2722,22816"hit_rate": 0.05841293166789126,22817"kupiec_p": 0.049540536524571376,22818"cc_p": 0.04442837108993788,22819"dq_p": 0.01687727481645036,22820"fz0_mean": 0.699956330808736,22821"es_shortfall_ratio": 1.052410284486760222822}22823},22824"garchm11__normal__w1000_r5": {22825"0.01": {22826"n": 2722,22827"hit_rate": 0.022409992652461425,22828"kupiec_p": 2.1997868725387496e-08,22829"cc_p": 7.358442244361057e-08,22830"dq_p": 3.846100528373075e-12,22831"fz0_mean": 1.3593650405684132,22832"es_shortfall_ratio": 1.18128875545035922833},22834"0.05": {22835"n": 2722,22836"hit_rate": 0.05951506245407789,22837"kupiec_p": 0.02680755126906948,22838"cc_p": 0.01914912271071726,22839"dq_p": 0.027692204699665806,22840"fz0_mean": 0.712716261753153,22841"es_shortfall_ratio": 1.132178458535290822842}22843},22844"garchm11__skewt__w1000_r5": {22845"0.01": {22846"n": 2722,22847"hit_rate": 0.012858192505510653,22848"kupiec_p": 0.15118958160325144,22849"cc_p": 0.07936062600563372,22850"dq_p": 0.0018395070640824997,22851"fz0_mean": 1.1498156196016778,22852"es_shortfall_ratio": 1.00972783457171222853},22854"0.05": {22855"n": 2722,22856"hit_rate": 0.055106539309331376,22857"kupiec_p": 0.22877420702447093,22858"cc_p": 0.13013296702849864,22859"dq_p": 0.024744938481227403,22860"fz0_mean": 0.6934959026984254,22861"es_shortfall_ratio": 1.005886041440701222862}22863},22864"garchm11__t__w1000_r5": {22865"0.01": {22866"n": 2722,22867"hit_rate": 0.01653196179279941,22868"kupiec_p": 0.00174368200009937,22869"cc_p": 0.003488099712746535,22870"dq_p": 0.0010684376455685962,22871"fz0_mean": 1.1662534910299018,22872"es_shortfall_ratio": 0.979696708096896222873},22874"0.05": {22875"n": 2722,22876"hit_rate": 0.06429096252755327,22877"kupiec_p": 0.001027826389265922,22878"cc_p": 0.00016787832068163738,22879"dq_p": 0.0001355370553814034,22880"fz0_mean": 0.7033831876548773,22881"es_shortfall_ratio": 1.010012961812269322882}22883},22884"garchx_rv11__normal__w1000_r5": {22885"0.01": {22886"n": 2722,22887"hit_rate": 0.021675238795003673,22888"kupiec_p": 1.1524445632889877e-07,22889"cc_p": 3.253897868280956e-07,22890"dq_p": 2.3597187399338105e-10,22891"fz0_mean": 1.186071933501955,22892"es_shortfall_ratio": 1.120905698572691322893},22894"0.05": {22895"n": 2722,22896"hit_rate": 0.049595885378398236,22897"kupiec_p": 0.9228352498596709,22898"cc_p": 0.667579158061695,22899"dq_p": 0.4698112806505267,22900"fz0_mean": 0.6418477035021922,22901"es_shortfall_ratio": 1.1289778096260222902}22903},22904"garchx_rv11__t__w1000_r5": {22905"0.01": {22906"n": 2722,22907"hit_rate": 0.014327700220426157,22908"kupiec_p": 0.03308987525175503,22909"cc_p": 0.03225108887178208,22910"dq_p": 0.012471700552115215,22911"fz0_mean": 1.0704489089143838,22912"es_shortfall_ratio": 1.025248058999366922913},22914"0.05": {22915"n": 2722,22916"hit_rate": 0.054739162380602495,22917"kupiec_p": 0.2635016390723265,22918"cc_p": 0.507233540822368,22919"dq_p": 0.322059516708413,22920"fz0_mean": 0.6371318130938509,22921"es_shortfall_ratio": 1.023821352955050822922}22923},22924"gas_t11__t__w1000_r5": {22925"0.01": {22926"n": 2722,22927"hit_rate": 0.01653196179279941,22928"kupiec_p": 0.00174368200009937,22929"cc_p": 0.00018055077713200398,22930"dq_p": 1.8193012783169535e-11,22931"fz0_mean": 1.2149715191684591,22932"es_shortfall_ratio": 1.052825432629808522933},22934"0.05": {22935"n": 2722,22936"hit_rate": 0.06098457016899339,22937"kupiec_p": 0.010899922382987096,22938"cc_p": 0.0020425520355809887,22939"dq_p": 0.0003482121835562194,22940"fz0_mean": 0.7143264249191433,22941"es_shortfall_ratio": 1.035077499765043422942}22943},22944"gjr11__ged__w1000_r5": {22945"0.01": {22946"n": 2722,22947"hit_rate": 0.015429831006612785,22948"kupiec_p": 0.008365576834133132,22949"cc_p": 0.011995986369314517,22950"dq_p": 0.0017381270951927806,22951"fz0_mean": 1.169450810366111,22952"es_shortfall_ratio": 1.09755868063862322953},22954"0.05": {22955"n": 2722,22956"hit_rate": 0.0576781778104335,22957"kupiec_p": 0.0724718472891405,22958"cc_p": 0.18890102320983176,22959"dq_p": 0.3992343136677724,22960"fz0_mean": 0.6632460034781965,22961"es_shortfall_ratio": 1.041448013300519722962}22963},22964"gjr11__normal__w1000_r5": {22965"0.01": {22966"n": 2722,22967"hit_rate": 0.020573108008817047,22968"kupiec_p": 1.2201130736234468e-06,22969"cc_p": 5.8983860083498435e-06,22970"dq_p": 4.426689821550289e-10,22971"fz0_mean": 1.3098594121752667,22972"es_shortfall_ratio": 1.201703621370570722973},22974"0.05": {22975"n": 2722,22976"hit_rate": 0.054739162380602495,22977"kupiec_p": 0.2635016390723265,22978"cc_p": 0.5105729285857846,22979"dq_p": 0.8249960892731768,22980"fz0_mean": 0.6787852441711001,22981"es_shortfall_ratio": 1.135815200309464122982}22983},22984"gjr11__skewt__w1000_r5": {22985"0.01": {22986"n": 2722,22987"hit_rate": 0.011756061719324026,22988"kupiec_p": 0.3703011282448436,22989"cc_p": 0.4642200604874104,22990"dq_p": 0.21697501674942002,22991"fz0_mean": 1.1237783085950015,22992"es_shortfall_ratio": 1.034404820776256822993},22994"0.05": {22995"n": 2722,22996"hit_rate": 0.05033063923585599,22997"kupiec_p": 0.9369787590934104,22998"cc_p": 0.5009440988168663,22999"dq_p": 0.71325372474771,23000"fz0_mean": 0.6547120376347273,23001"es_shortfall_ratio": 0.995288741971581223002}23003},23004"gjr11__t__w1000_r5": {23005"0.01": {23006"n": 2722,23007"hit_rate": 0.015429831006612785,23008"kupiec_p": 0.008365576834133132,23009"cc_p": 0.011995986369314517,23010"dq_p": 0.0019664645636358986,23011"fz0_mean": 1.1471483838946792,23012"es_shortfall_ratio": 1.007811820115664523013},23014"0.05": {23015"n": 2722,23016"hit_rate": 0.06171932402645114,23017"kupiec_p": 0.006713597490616704,23018"cc_p": 0.017823375306035828,23019"dq_p": 0.07251662141270294,23020"fz0_mean": 0.6645924133420156,23021"es_shortfall_ratio": 1.01195114808656223022}23023},23024"har_rv__empirical__w1000_r5": {23025"0.01": {23026"n": 2722,23027"hit_rate": 0.00881704628949302,23028"kupiec_p": 0.5267104086944107,23029"cc_p": 0.04773070410030537,23030"dq_p": 4.0943633654832046e-05,23031"fz0_mean": 3.7685276932627763,23032"es_shortfall_ratio": 1.05484778130887823033},23034"0.05": {23035"n": 2722,23036"hit_rate": 0.0319617927994122,23037"kupiec_p": 4.000487682263437e-06,23038"cc_p": 2.0609645418277315e-06,23039"dq_p": 4.2797982427408044e-05,23040"fz0_mean": 1.243294549978778,23041"es_shortfall_ratio": 1.03705503093780323042}23043},23044"heavy11__normal__w1000_r5": {23045"0.01": {23046"n": 2722,23047"hit_rate": 0.020573108008817047,23048"kupiec_p": 1.2201130736234468e-06,23049"cc_p": 2.6033274137848797e-06,23050"dq_p": 1.891020944787251e-08,23051"fz0_mean": 1.1709912691031688,23052"es_shortfall_ratio": 1.123457011109592323053},23054"0.05": {23055"n": 2722,23056"hit_rate": 0.04886113152094049,23057"kupiec_p": 0.7843779866626912,23058"cc_p": 0.596396525497091,23059"dq_p": 0.3843415061027968,23060"fz0_mean": 0.6419093423084306,23061"es_shortfall_ratio": 1.130424498086543423062}23063},23064"heavy11__t__w1000_r5": {23065"0.01": {23066"n": 2722,23067"hit_rate": 0.014327700220426157,23068"kupiec_p": 0.03308987525175503,23069"cc_p": 0.03225108887178208,23070"dq_p": 0.01681440096434759,23071"fz0_mean": 1.0626323501062604,23072"es_shortfall_ratio": 1.015348124644195523073},23074"0.05": {23075"n": 2722,23076"hit_rate": 0.05437178545187362,23077"kupiec_p": 0.3017903171148595,23078"cc_p": 0.3312746485075371,23079"dq_p": 0.4755610388778838,23080"fz0_mean": 0.6382682645842149,23081"es_shortfall_ratio": 1.02842057673414123082}23083},23084"histvar22__empirical__w1000_r5": {23085"0.01": {23086"n": 2722,23087"hit_rate": 0.00881704628949302,23088"kupiec_p": 0.5267104086944107,23089"cc_p": 0.04773070410030537,23090"dq_p": 0.001561717423698638,23091"fz0_mean": 1.2723817291747725,23092"es_shortfall_ratio": 0.991399263779212323093},23094"0.05": {23095"n": 2722,23096"hit_rate": 0.04812637766348273,23097"kupiec_p": 0.6518352706602999,23098"cc_p": 0.015978949735812382,23099"dq_p": 1.295602886967534e-07,23100"fz0_mean": 0.7728925707650105,23101"es_shortfall_ratio": 0.972198679650651223102}23103},23104"histvar252__empirical__w1000_r5": {23105"0.01": {23106"n": 2722,23107"hit_rate": 0.008449669360764144,23108"kupiec_p": 0.4036091358010664,23109"cc_p": 8.999291548214692e-05,23110"dq_p": 8.073670843830852e-37,23111"fz0_mean": 1.611323668649743,23112"es_shortfall_ratio": 1.112776811359654623113},23114"0.05": {23115"n": 2722,23116"hit_rate": 0.048493754592211606,23117"kupiec_p": 0.7171203013137954,23118"cc_p": 0.00027325549259123253,23119"dq_p": 4.3086662708849705e-20,23120"fz0_mean": 0.9546819681541098,23121"es_shortfall_ratio": 0.979043042205602523122}23123},23124"histvar66__empirical__w1000_r5": {23125"0.01": {23126"n": 2722,23127"hit_rate": 0.011021307861866276,23128"kupiec_p": 0.5982838872107726,23129"cc_p": 0.000991353316694769,23130"dq_p": 6.27410568356722e-20,23131"fz0_mean": 1.3799778288680433,23132"es_shortfall_ratio": 1.004158201827634723133},23134"0.05": {23135"n": 2722,23136"hit_rate": 0.05033063923585599,23137"kupiec_p": 0.9369787590934104,23138"cc_p": 0.0065249646102560534,23139"dq_p": 1.4320246694624718e-10,23140"fz0_mean": 0.8105204950326926,23141"es_shortfall_ratio": 0.942260806571043423142}23143},23144"igarch11__ged__w1000_r5": {23145"0.01": {23146"n": 2722,23147"hit_rate": 0.014695077149155033,23148"kupiec_p": 0.021387937214868268,23149"cc_p": 0.02386519009103763,23150"dq_p": 0.0007030424112098418,23151"fz0_mean": 1.1854427715970153,23152"es_shortfall_ratio": 1.10198693290856623153},23154"0.05": {23155"n": 2722,23156"hit_rate": 0.053269654665687,23157"kupiec_p": 0.438433759955453,23158"cc_p": 0.5154809557436827,23159"dq_p": 0.5826804979780462,23160"fz0_mean": 0.692642464763719,23161"es_shortfall_ratio": 1.037685569911712223162}23163},23164"igarch11__normal__w1000_r5": {23165"0.01": {23166"n": 2722,23167"hit_rate": 0.02204261572373255,23168"kupiec_p": 5.0761639739114235e-08,23169"cc_p": 1.5625975203024424e-07,23170"dq_p": 1.2017706185778097e-10,23171"fz0_mean": 1.3379831962908864,23172"es_shortfall_ratio": 1.17314090941002123173},23174"0.05": {23175"n": 2722,23176"hit_rate": 0.05400440852314475,23177"kupiec_p": 0.34370656383840203,23178"cc_p": 0.47611254483536936,23179"dq_p": 0.30271914527980365,23180"fz0_mean": 0.7061029330788885,23181"es_shortfall_ratio": 1.132430604349207223182}23183},23184"igarch11__skewt__w1000_r5": {23185"0.01": {23186"n": 2722,23187"hit_rate": 0.012490815576781777,23188"kupiec_p": 0.2086379405472841,23189"cc_p": 0.09170483675987352,23190"dq_p": 0.000764364617910201,23191"fz0_mean": 1.1590041734469119,23192"es_shortfall_ratio": 0.994329989822993723193},23194"0.05": {23195"n": 2722,23196"hit_rate": 0.05253490080822924,23197"kupiec_p": 0.5471332974840184,23198"cc_p": 0.5379918128934629,23199"dq_p": 0.5827121940490494,23200"fz0_mean": 0.6919330115101099,23201"es_shortfall_ratio": 0.982500407602251123202}23203},23204"igarch11__t__w1000_r5": {23205"0.01": {23206"n": 2722,23207"hit_rate": 0.015429831006612785,23208"kupiec_p": 0.008365576834133132,23209"cc_p": 0.011995986369314517,23210"dq_p": 0.0003497009362046449,23211"fz0_mean": 1.1754165926289055,23212"es_shortfall_ratio": 1.007673058660404823213},23214"0.05": {23215"n": 2722,23216"hit_rate": 0.06245407788390889,23217"kupiec_p": 0.004041069306837427,23218"cc_p": 0.0061748520446641,23219"dq_p": 0.005561309898728944,23220"fz0_mean": 0.6991376599309469,23221"es_shortfall_ratio": 0.990700684801568323222}23223},23224"loghar_rv__empirical__w1000_r5": {23225"0.01": {23226"n": 2722,23227"hit_rate": 0.013592946362968405,23228"kupiec_p": 0.07404403757329134,23229"cc_p": 0.053856291871006594,23230"dq_p": 5.127525396662586e-05,23231"fz0_mean": 1.0715883076920416,23232"es_shortfall_ratio": 1.0021401894328723233},23234"0.05": {23235"n": 2722,23236"hit_rate": 0.06722997795738428,23237"kupiec_p": 8.575283021230568e-05,23238"cc_p": 6.842168290855318e-05,23239"dq_p": 1.0047038296826532e-06,23240"fz0_mean": 0.6566151163285868,23241"es_shortfall_ratio": 0.976091456082537323242}23243},23244"msgarch2__normal__w1000_r5": {23245"0.01": {23246"n": 2722,23247"hit_rate": 0.02351212343864805,23248"kupiec_p": 1.6273818656215848e-09,23249"cc_p": 1.1680901214449016e-08,23250"dq_p": 1.3093023043614302e-10,23251"fz0_mean": 1.3888944388978528,23252"es_shortfall_ratio": 1.183731871894518223253},23254"0.05": {23255"n": 2722,23256"hit_rate": 0.05657604702424688,23257"kupiec_p": 0.12277938157087491,23258"cc_p": 0.22223201025242587,23259"dq_p": 0.08154816748840474,23260"fz0_mean": 0.7229382131927639,23261"es_shortfall_ratio": 1.1708054626526823262}23263},23264"msgarch2__t__w1000_r5": {23265"error": "ValueError('S does not satisfy the bounds requirement of (2.05, 500.0)')"23266},23267"nagarch11__ged__w1000_r5": {23268"0.01": {23269"n": 2722,23270"hit_rate": 0.013960323291697281,23271"kupiec_p": 0.05006210492351372,23272"cc_p": 0.04231436402674641,23273"dq_p": 0.002216796124401202,23274"fz0_mean": 1.1257894719009425,23275"es_shortfall_ratio": 1.137576064559839423276},23277"0.05": {23278"n": 2722,23279"hit_rate": 0.0576781778104335,23280"kupiec_p": 0.0724718472891405,23281"cc_p": 0.12165601696593167,23282"dq_p": 0.2690748483198068,23283"fz0_mean": 0.6541703428831098,23284"es_shortfall_ratio": 1.054820989068102223285}23286},23287"nagarch11__normal__w1000_r5": {23288"0.01": {23289"n": 2722,23290"hit_rate": 0.019470977222630418,23291"kupiec_p": 1.1057426760035596e-05,23292"cc_p": 4.392565556244736e-05,23293"dq_p": 6.195434239390969e-09,23294"fz0_mean": 1.2510140704272257,23295"es_shortfall_ratio": 1.194827840385091823296},23297"0.05": {23298"n": 2722,23299"hit_rate": 0.053269654665687,23300"kupiec_p": 0.438433759955453,23301"cc_p": 0.23513143160436897,23302"dq_p": 0.6681306696534646,23303"fz0_mean": 0.6639665731463529,23304"es_shortfall_ratio": 1.146312062610096723305}23306},23307"nagarch11__skewt__w1000_r5": {23308"0.01": {23309"n": 2722,23310"hit_rate": 0.012123438648052902,23311"kupiec_p": 0.28124300412465764,23312"cc_p": 0.10240335082142572,23313"dq_p": 0.036180952444516794,23314"fz0_mean": 1.0855405752727125,23315"es_shortfall_ratio": 1.007301306779176523316},23317"0.05": {23318"n": 2722,23319"hit_rate": 0.048493754592211606,23320"kupiec_p": 0.7171203013137954,23321"cc_p": 0.5554589867333106,23322"dq_p": 0.5452035209698014,23323"fz0_mean": 0.645778032692232,23324"es_shortfall_ratio": 1.009357798963931323325}23326},23327"nagarch11__t__w1000_r5": {23328"0.01": {23329"n": 2722,23330"hit_rate": 0.013960323291697281,23331"kupiec_p": 0.05006210492351372,23332"cc_p": 0.04231436402674641,23333"dq_p": 0.002036972701603452,23334"fz0_mean": 1.1061412277146896,23335"es_shortfall_ratio": 1.057683721946561823336},23337"0.05": {23338"n": 2722,23339"hit_rate": 0.061351947097722265,23340"kupiec_p": 0.008579076254578872,23341"cc_p": 0.010397834476273399,23342"dq_p": 0.04632971730733158,23343"fz0_mean": 0.6571791595970241,23344"es_shortfall_ratio": 1.029097095310886423345}23346},23347"qgarch11__ged__w1000_r5": {23348"0.01": {23349"n": 2722,23350"hit_rate": 0.014327700220426157,23351"kupiec_p": 0.03308987525175503,23352"cc_p": 0.03225108887178208,23353"dq_p": 0.02891147740854304,23354"fz0_mean": 1.1228465331224289,23355"es_shortfall_ratio": 1.10653660048830123356},23357"0.05": {23358"n": 2722,23359"hit_rate": 0.05731080088170463,23360"kupiec_p": 0.0868958694352268,23361"cc_p": 0.2158085705520045,23362"dq_p": 0.5873980828823357,23363"fz0_mean": 0.659774450843844,23364"es_shortfall_ratio": 1.048238806768047723365}23366},23367"qgarch11__normal__w1000_r5": {23368"0.01": {23369"n": 2722,23370"hit_rate": 0.019470977222630418,23371"kupiec_p": 1.1057426760035596e-05,23372"cc_p": 4.392565556244736e-05,23373"dq_p": 4.8869636322233326e-08,23374"fz0_mean": 1.239343926198713,23375"es_shortfall_ratio": 1.186421560714714223376},23377"0.05": {23378"n": 2722,23379"hit_rate": 0.055106539309331376,23380"kupiec_p": 0.22877420702447093,23381"cc_p": 0.30515849368812165,23382"dq_p": 0.7083439853194813,23383"fz0_mean": 0.6705092400062764,23384"es_shortfall_ratio": 1.129622796743615423385}23386},23387"qgarch11__skewt__w1000_r5": {23388"0.01": {23389"n": 2722,23390"hit_rate": 0.011756061719324026,23391"kupiec_p": 0.3703011282448436,23392"cc_p": 0.11037799554586343,23393"dq_p": 0.035991698760382274,23394"fz0_mean": 1.0832840318812826,23395"es_shortfall_ratio": 1.001819463452790823396},23397"0.05": {23398"n": 2722,23399"hit_rate": 0.04922850844966936,23400"kupiec_p": 0.8531219398157308,23401"cc_p": 0.6340764755338884,23402"dq_p": 0.5043038072382904,23403"fz0_mean": 0.6539247924223996,23404"es_shortfall_ratio": 1.00297904183389923405}23406},23407"qgarch11__t__w1000_r5": {23408"0.01": {23409"n": 2722,23410"hit_rate": 0.015062454077883909,23411"kupiec_p": 0.013522538657997712,23412"cc_p": 0.01715886032228899,23413"dq_p": 0.016814906530880323,23414"fz0_mean": 1.1072554638152134,23415"es_shortfall_ratio": 1.01067318386148923416},23417"0.05": {23418"n": 2722,23419"hit_rate": 0.06098457016899339,23420"kupiec_p": 0.010899922382987096,23421"cc_p": 0.02549159748429574,23422"dq_p": 0.1189118817925674,23423"fz0_mean": 0.6630165893523262,23424"es_shortfall_ratio": 1.01796534038966123425}23426},23427"realgarch11__normal__w1000_r5": {23428"0.01": {23429"n": 2722,23430"hit_rate": 0.0213078618662748,23431"kupiec_p": 2.573535683835447e-07,23432"cc_p": 2.168280681283831e-07,23433"dq_p": 5.839357662057125e-15,23434"fz0_mean": 1.1764097885586284,23435"es_shortfall_ratio": 1.11378343281778923436},23437"0.05": {23438"n": 2722,23439"hit_rate": 0.049595885378398236,23440"kupiec_p": 0.9228352498596709,23441"cc_p": 0.4500301636984021,23442"dq_p": 0.12138912027729802,23443"fz0_mean": 0.6445042874773541,23444"es_shortfall_ratio": 1.136713604523063723445}23446},23447"realgarch11__t__w1000_r5": {23448"0.01": {23449"n": 2722,23450"hit_rate": 0.015062454077883909,23451"kupiec_p": 0.013522538657997712,23452"cc_p": 0.01715886032228899,23453"dq_p": 0.0018602165510249995,23454"fz0_mean": 1.0645706615215547,23455"es_shortfall_ratio": 1.015201956103771523456},23457"0.05": {23458"n": 2722,23459"hit_rate": 0.05363703159441587,23460"kupiec_p": 0.3892671251125104,23461"cc_p": 0.35407570114785575,23462"dq_p": 0.12021346053889263,23463"fz0_mean": 0.6377252808017407,23464"es_shortfall_ratio": 1.035531822183972923465}23466},23467"rm2006__normal__w1000_r5": {23468"0.01": {23469"n": 2722,23470"hit_rate": 0.019470977222630418,23471"kupiec_p": 1.1057426760035596e-05,23472"cc_p": 1.723418845912077e-05,23473"dq_p": 4.43593578857688e-12,23474"fz0_mean": 1.3469171502970394,23475"es_shortfall_ratio": 1.194795639518045723476},23477"0.05": {23478"n": 2722,23479"hit_rate": 0.050698016164584865,23480"kupiec_p": 0.8675836334084923,23481"cc_p": 0.09084311011428994,23482"dq_p": 7.805317676980387e-05,23483"fz0_mean": 0.7307696121249012,23484"es_shortfall_ratio": 1.180686927738708923485}23486},23487"rm_rw__empirical__w1000_r5": {23488"0.01": {23489"n": 2722,23490"hit_rate": 0.011021307861866276,23491"kupiec_p": 0.5982838872107726,23492"cc_p": 0.6229736398908774,23493"dq_p": 0.3519024301478702,23494"fz0_mean": 1.062207470861732,23495"es_shortfall_ratio": 0.994881445923617523496},23497"0.05": {23498"n": 2722,23499"hit_rate": 0.04775900073475386,23500"kupiec_p": 0.5889679597463926,23501"cc_p": 0.5288242993571235,23502"dq_p": 0.025736088681666977,23503"fz0_mean": 0.6660354830318508,23504"es_shortfall_ratio": 0.974425456192929523505}23506},23507"tarch11__ged__w1000_r5": {23508"0.01": {23509"n": 2722,23510"hit_rate": 0.01689933872152829,23511"kupiec_p": 0.0009919091893507651,23512"cc_p": 0.0021944518385593518,23513"dq_p": 0.0005181579159584154,23514"fz0_mean": 1.1466104444560743,23515"es_shortfall_ratio": 1.084530596278666923516},23517"0.05": {23518"n": 2722,23519"hit_rate": 0.056208670095518,23520"kupiec_p": 0.14468769511347565,23521"cc_p": 0.3056305796661692,23522"dq_p": 0.4126475147873227,23523"fz0_mean": 0.6575114852324837,23524"es_shortfall_ratio": 1.062265551836846723525}23526},23527"tarch11__normal__w1000_r5": {23528"0.01": {23529"n": 2722,23530"hit_rate": 0.02094048493754592,23531"kupiec_p": 5.651449467537702e-07,23532"cc_p": 2.8985993413654233e-06,23533"dq_p": 2.166481191113388e-12,23534"fz0_mean": 1.273266096887216,23535"es_shortfall_ratio": 1.182728923355180823536},23537"0.05": {23538"n": 2722,23539"hit_rate": 0.054739162380602495,23540"kupiec_p": 0.2635016390723265,23541"cc_p": 0.4301585509703192,23542"dq_p": 0.4032743391038577,23543"fz0_mean": 0.6675031870840056,23544"es_shortfall_ratio": 1.142999271397057823545}23546},23547"tarch11__skewt__w1000_r5": {23548"0.01": {23549"n": 2722,23550"hit_rate": 0.011021307861866276,23551"kupiec_p": 0.5982838872107726,23552"cc_p": 0.11477047039217841,23553"dq_p": 0.023227549752609794,23554"fz0_mean": 1.110438411117477,23555"es_shortfall_ratio": 1.059693577895754823556},23557"0.05": {23558"n": 2722,23559"hit_rate": 0.04775900073475386,23560"kupiec_p": 0.5889679597463926,23561"cc_p": 0.46765834818507157,23562"dq_p": 0.6798212439178537,23563"fz0_mean": 0.6541216183838674,23564"es_shortfall_ratio": 1.02007805424965123565}23566},23567"tarch11__t__w1000_r5": {23568"0.01": {23569"n": 2722,23570"hit_rate": 0.01689933872152829,23571"kupiec_p": 0.0009919091893507651,23572"cc_p": 0.0021944518385593518,23573"dq_p": 1.9731432744365584e-05,23574"fz0_mean": 1.1370446772047786,23575"es_shortfall_ratio": 1.038194746707114423576},23577"0.05": {23578"n": 2722,23579"hit_rate": 0.06098457016899339,23580"kupiec_p": 0.010899922382987096,23581"cc_p": 0.02549159748429574,23582"dq_p": 0.058928956623332585,23583"fz0_mean": 0.6632557204001376,23584"es_shortfall_ratio": 1.033920234852540323585}23586}23587},23588"accounting": {23589"aparch11__ged__w1000_r5": {23590"n_refits": 544,23591"failed": 0.0,23592"inadmissible": 0.0,23593"fit_time_mean": 0.05113977548000334,23594"fit_time_median": 0.04865770798642188,23595"iter_mean": 20.727941176470587,23596"restarts_mean": 0.0,23597"status_ok": 1.023598},23599"aparch11__normal__w1000_r5": {23600"n_refits": 544,23601"failed": 0.0,23602"inadmissible": 0.0,23603"fit_time_mean": 0.05412224975760396,23604"fit_time_median": 0.04849383351393044,23605"iter_mean": 22.595588235294116,23606"restarts_mean": 0.0,23607"status_ok": 1.023608},23609"aparch11__skewt__w1000_r5": {23610"n_refits": 544,23611"failed": 0.0,23612"inadmissible": 0.0,23613"fit_time_mean": 0.11247468627270256,23614"fit_time_median": 0.10741472942754626,23615"iter_mean": 23.045955882352942,23616"restarts_mean": 0.0,23617"status_ok": 1.023618},23619"aparch11__t__w1000_r5": {23620"n_refits": 544,23621"failed": 0.0,23622"inadmissible": 0.0,23623"fit_time_mean": 0.055676616670098156,23624"fit_time_median": 0.053645895910449326,23625"iter_mean": 20.205882352941178,23626"restarts_mean": 0.0,23627"status_ok": 1.023628},23629"arch5__ged__w1000_r5": {23630"n_refits": 544,23631"failed": 0.0,23632"inadmissible": 0.06433823529411764,23633"fit_time_mean": 0.018514057237446063,23634"fit_time_median": 0.0180686250096187,23635"iter_mean": 15.676470588235293,23636"restarts_mean": 0.0,23637"status_ok": 1.023638},23639"arch5__normal__w1000_r5": {23640"n_refits": 544,23641"failed": 0.0,23642"inadmissible": 0.058823529411764705,23643"fit_time_mean": 0.015338788344867198,23644"fit_time_median": 0.014497249969281256,23645"iter_mean": 14.341911764705882,23646"restarts_mean": 0.0,23647"status_ok": 1.023648},23649"arch5__skewt__w1000_r5": {23650"n_refits": 544,23651"failed": 0.0,23652"inadmissible": 0.15073529411764705,23653"fit_time_mean": 0.02458036454010974,23654"fit_time_median": 0.024277728982269764,23655"iter_mean": 16.626838235294116,23656"restarts_mean": 0.0,23657"status_ok": 1.023658},23659"arch5__t__w1000_r5": {23660"n_refits": 544,23661"failed": 0.0,23662"inadmissible": 0.20772058823529413,23663"fit_time_mean": 0.013075043742205975,23664"fit_time_median": 0.01300183404237032,23665"iter_mean": 15.794117647058824,23666"restarts_mean": 0.0,23667"status_ok": 1.023668},23669"avgarch11__ged__w1000_r5": {23670"n_refits": 544,23671"failed": 0.0,23672"inadmissible": 0.0,23673"fit_time_mean": 0.02050190472543952,23674"fit_time_median": 0.016859978903084993,23675"iter_mean": 13.96875,23676"restarts_mean": 0.0,23677"status_ok": 1.023678},23679"avgarch11__normal__w1000_r5": {23680"n_refits": 544,23681"failed": 0.0,23682"inadmissible": 0.0,23683"fit_time_mean": 0.0060610673364649035,23684"fit_time_median": 0.00610758364200592,23685"iter_mean": 12.897058823529411,23686"restarts_mean": 0.0,23687"status_ok": 1.023688},23689"avgarch11__skewt__w1000_r5": {23690"n_refits": 544,23691"failed": 0.0,23692"inadmissible": 0.0,23693"fit_time_mean": 0.018278757862229694,23694"fit_time_median": 0.01782881247345358,23695"iter_mean": 15.272058823529411,23696"restarts_mean": 0.0,23697"status_ok": 1.023698},23699"avgarch11__t__w1000_r5": {23700"n_refits": 544,23701"failed": 0.0,23702"inadmissible": 0.0,23703"fit_time_mean": 0.026638678020818214,23704"fit_time_median": 0.025233957916498184,23705"iter_mean": 13.976102941176471,23706"restarts_mean": 0.0,23707"status_ok": 1.023708},23709"cgarch11__ged__w1000_r5": {23710"n_refits": 544,23711"failed": 0.0,23712"inadmissible": 0.001838235294117647,23713"fit_time_mean": 0.03897967466721585,23714"fit_time_median": 0.03750989609397948,23715"iter_mean": 96.86213235294117,23716"restarts_mean": 1.0,23717"status_ok": 1.023718},23719"cgarch11__normal__w1000_r5": {23720"n_refits": 544,23721"failed": 0.0,23722"inadmissible": 0.0055147058823529415,23723"fit_time_mean": 0.0274730021286386,23724"fit_time_median": 0.023103291518054903,23725"iter_mean": 76.92463235294117,23726"restarts_mean": 1.0,23727"status_ok": 1.023728},23729"cgarch11__skewt__w1000_r5": {23730"n_refits": 544,23731"failed": 0.0,23732"inadmissible": 0.007352941176470588,23733"fit_time_mean": 0.05922912452575367,23734"fit_time_median": 0.05726912501268089,23735"iter_mean": 128.74448529411765,23736"restarts_mean": 1.0,23737"status_ok": 1.023738},23739"cgarch11__t__w1000_r5": {23740"n_refits": 544,23741"failed": 0.001838235294117647,23742"inadmissible": 0.009191176470588236,23743"fit_time_mean": 0.03160003056109417,23744"fit_time_median": 0.02999262500088662,23745"iter_mean": 109.35110294117646,23746"restarts_mean": 0.9981617647058824,23747"status_ok": 0.9981637899375688,23748"status_stale_fit": 0.00183621006243114223749},23750"constvar__normal__w1000_r5": {23751"n_refits": 544,23752"failed": 0.0,23753"inadmissible": 0.0,23754"fit_time_mean": 0.0004906432591002051,23755"fit_time_median": 0.00039118737913668156,23756"iter_mean": 0.0,23757"restarts_mean": 0.0,23758"status_ok": 1.023759},23760"egarch11__ged__w1000_r5": {23761"n_refits": 544,23762"failed": 0.0,23763"inadmissible": 0.0,23764"fit_time_mean": 0.01843445972061839,23765"fit_time_median": 0.01261441654060036,23766"iter_mean": 13.976102941176471,23767"restarts_mean": 0.0,23768"status_ok": 1.023769},23770"egarch11__normal__w1000_r5": {23771"n_refits": 544,23772"failed": 0.0,23773"inadmissible": 0.0,23774"fit_time_mean": 0.00911385103373665,23775"fit_time_median": 0.008776959031820297,23776"iter_mean": 13.454044117647058,23777"restarts_mean": 0.0,23778"status_ok": 1.023779},23780"egarch11__skewt__w1000_r5": {23781"n_refits": 544,23782"failed": 0.0,23783"inadmissible": 0.0,23784"fit_time_mean": 0.029380469363840186,23785"fit_time_median": 0.02826812502462417,23786"iter_mean": 15.465073529411764,23787"restarts_mean": 0.0,23788"status_ok": 1.023789},23790"egarch11__t__w1000_r5": {23791"n_refits": 544,23792"failed": 0.0,23793"inadmissible": 0.0,23794"fit_time_mean": 0.01553954526410534,23795"fit_time_median": 0.015173729392699897,23796"iter_mean": 13.709558823529411,23797"restarts_mean": 0.0,23798"status_ok": 1.023799},23800"ewma094__normal__w1000_r5": {23801"n_refits": 544,23802"failed": 0.0,23803"inadmissible": 0.0,23804"fit_time_mean": 0.0011301658429575207,23805"fit_time_median": 0.0008770205313339829,23806"iter_mean": 2.735294117647059,23807"restarts_mean": 0.0,23808"status_ok": 1.023809},23810"figarch11__ged__w1000_r5": {23811"n_refits": 544,23812"failed": 0.0,23813"inadmissible": 0.0,23814"fit_time_mean": 0.10318899708834257,23815"fit_time_median": 0.10101429116912186,23816"iter_mean": 14.325367647058824,23817"restarts_mean": 0.0,23818"status_ok": 1.023819},23820"figarch11__normal__w1000_r5": {23821"n_refits": 544,23822"failed": 0.0,23823"inadmissible": 0.0,23824"fit_time_mean": 0.12481510556030759,23825"fit_time_median": 0.12353899993468076,23826"iter_mean": 12.711397058823529,23827"restarts_mean": 0.0,23828"status_ok": 1.023829},23830"figarch11__skewt__w1000_r5": {23831"n_refits": 544,23832"failed": 0.0,23833"inadmissible": 0.0,23834"fit_time_mean": 0.21745670751860255,23835"fit_time_median": 0.20859549997840077,23836"iter_mean": 15.742647058823529,23837"restarts_mean": 0.0,23838"status_ok": 1.023839},23840"figarch11__t__w1000_r5": {23841"n_refits": 544,23842"failed": 0.0,23843"inadmissible": 0.0,23844"fit_time_mean": 0.16246653690776677,23845"fit_time_median": 0.15406514599453658,23846"iter_mean": 15.033088235294118,23847"restarts_mean": 0.0,23848"status_ok": 1.023849},23850"garch11__ged__w1000_r5": {23851"n_refits": 544,23852"failed": 0.0,23853"inadmissible": 0.04779411764705882,23854"fit_time_mean": 0.013437629590043798,23855"fit_time_median": 0.012220604461617768,23856"iter_mean": 12.560661764705882,23857"restarts_mean": 0.0,23858"status_ok": 1.023859},23860"garch11__normal__w1000_r5": {23861"n_refits": 544,23862"failed": 0.0,23863"inadmissible": 0.027573529411764705,23864"fit_time_mean": 0.008413016246135264,23865"fit_time_median": 0.0050679584965109825,23866"iter_mean": 9.96875,23867"restarts_mean": 0.0,23868"status_ok": 1.023869},23870"garch11__skewt__w1000_r5": {23871"n_refits": 544,23872"failed": 0.0,23873"inadmissible": 0.11213235294117647,23874"fit_time_mean": 0.016004903647305637,23875"fit_time_median": 0.01566958287730813,23876"iter_mean": 14.544117647058824,23877"restarts_mean": 0.0,23878"status_ok": 1.023879},23880"garch11__t__w1000_r5": {23881"n_refits": 544,23882"failed": 0.0,23883"inadmissible": 0.18566176470588236,23884"fit_time_mean": 0.008557083024403682,23885"fit_time_median": 0.007927812868729234,23886"iter_mean": 12.878676470588236,23887"restarts_mean": 0.0,23888"status_ok": 1.023889},23890"garch12__ged__w1000_r5": {23891"n_refits": 544,23892"failed": 0.0,23893"inadmissible": 0.058823529411764705,23894"fit_time_mean": 0.014020913367858157,23895"fit_time_median": 0.013031812501139939,23896"iter_mean": 14.340073529411764,23897"restarts_mean": 0.0,23898"status_ok": 1.023899},23900"garch12__normal__w1000_r5": {23901"n_refits": 544,23902"failed": 0.0,23903"inadmissible": 0.029411764705882353,23904"fit_time_mean": 0.010879851801933803,23905"fit_time_median": 0.006643750471994281,23906"iter_mean": 11.849264705882353,23907"restarts_mean": 0.0,23908"status_ok": 1.023909},23910"garch12__skewt__w1000_r5": {23911"n_refits": 544,23912"failed": 0.0,23913"inadmissible": 0.11580882352941177,23914"fit_time_mean": 0.023638682133049073,23915"fit_time_median": 0.024076812551356852,23916"iter_mean": 16.21323529411765,23917"restarts_mean": 0.0,23918"status_ok": 1.023919},23920"garch12__t__w1000_r5": {23921"n_refits": 544,23922"failed": 0.0,23923"inadmissible": 0.20772058823529413,23924"fit_time_mean": 0.010731961021733964,23925"fit_time_median": 0.010026458650827408,23926"iter_mean": 14.356617647058824,23927"restarts_mean": 0.0,23928"status_ok": 1.023929},23930"garch21__ged__w1000_r5": {23931"n_refits": 544,23932"failed": 0.0,23933"inadmissible": 0.051470588235294115,23934"fit_time_mean": 0.017031071384896197,23935"fit_time_median": 0.016795250005088747,23936"iter_mean": 14.488970588235293,23937"restarts_mean": 0.0,23938"status_ok": 1.023939},23940"garch21__normal__w1000_r5": {23941"n_refits": 544,23942"failed": 0.0,23943"inadmissible": 0.029411764705882353,23944"fit_time_mean": 0.008750190755081884,23945"fit_time_median": 0.00791437504813075,23946"iter_mean": 11.963235294117647,23947"restarts_mean": 0.0,23948"status_ok": 1.023949},23950"garch21__skewt__w1000_r5": {23951"n_refits": 544,23952"failed": 0.0,23953"inadmissible": 0.09558823529411764,23954"fit_time_mean": 0.0189936217130333,23955"fit_time_median": 0.018513854360207915,23956"iter_mean": 15.516544117647058,23957"restarts_mean": 0.0,23958"status_ok": 1.023959},23960"garch21__t__w1000_r5": {23961"n_refits": 544,23962"failed": 0.0,23963"inadmissible": 0.15441176470588236,23964"fit_time_mean": 0.00976387891526375,23965"fit_time_median": 0.009707917110063136,23966"iter_mean": 13.987132352941176,23967"restarts_mean": 0.0,23968"status_ok": 1.023969},23970"garchm11__ged__w1000_r5": {23971"n_refits": 544,23972"failed": 0.0,23973"inadmissible": 0.0,23974"fit_time_mean": 0.017250095957612812,23975"fit_time_median": 0.01571185456123203,23976"iter_mean": 61.84007352941177,23977"restarts_mean": 1.0,23978"status_ok": 1.023979},23980"garchm11__normal__w1000_r5": {23981"n_refits": 544,23982"failed": 0.0,23983"inadmissible": 0.0,23984"fit_time_mean": 0.011448173455873449,23985"fit_time_median": 0.010799208073876798,23986"iter_mean": 47.036764705882355,23987"restarts_mean": 1.0,23988"status_ok": 1.023989},23990"garchm11__skewt__w1000_r5": {23991"n_refits": 544,23992"failed": 0.0,23993"inadmissible": 0.0,23994"fit_time_mean": 0.033592606247967685,23995"fit_time_median": 0.03242485399823636,23996"iter_mean": 75.56985294117646,23997"restarts_mean": 1.0,23998"status_ok": 1.023999},24000"garchm11__t__w1000_r5": {24001"n_refits": 544,24002"failed": 0.0,24003"inadmissible": 0.0,24004"fit_time_mean": 0.03031074625580325,24005"fit_time_median": 0.02813070802949369,24006"iter_mean": 72.32536764705883,24007"restarts_mean": 1.0,24008"status_ok": 1.024009},24010"garchx_rv11__normal__w1000_r5": {24011"n_refits": 544,24012"failed": 0.0,24013"inadmissible": 0.0,24014"fit_time_mean": 0.03531982102011919,24015"fit_time_median": 0.03518733289092779,24016"iter_mean": 116.34558823529412,24017"restarts_mean": 1.0,24018"status_ok": 1.024019},24020"garchx_rv11__t__w1000_r5": {24021"n_refits": 544,24022"failed": 0.0,24023"inadmissible": 0.0,24024"fit_time_mean": 0.0928513639343745,24025"fit_time_median": 0.09062060399446636,24026"iter_mean": 143.58455882352942,24027"restarts_mean": 1.0,24028"status_ok": 1.024029},24030"gas_t11__t__w1000_r5": {24031"n_refits": 544,24032"failed": 0.0,24033"inadmissible": 0.0,24034"fit_time_mean": 0.012387130986847779,24035"fit_time_median": 0.01208708353806287,24036"iter_mean": 54.67830882352941,24037"restarts_mean": 1.0,24038"status_ok": 1.024039},24040"gjr11__ged__w1000_r5": {24041"n_refits": 544,24042"failed": 0.0,24043"inadmissible": 0.0,24044"fit_time_mean": 0.016906287086706415,24045"fit_time_median": 0.016714312485419214,24046"iter_mean": 14.169117647058824,24047"restarts_mean": 0.0,24048"status_ok": 1.024049},24050"gjr11__normal__w1000_r5": {24051"n_refits": 544,24052"failed": 0.0,24053"inadmissible": 0.0055147058823529415,24054"fit_time_mean": 0.006594504653869937,24055"fit_time_median": 0.00645756209269166,24056"iter_mean": 12.321691176470589,24057"restarts_mean": 0.0,24058"status_ok": 1.024059},24060"gjr11__skewt__w1000_r5": {24061"n_refits": 544,24062"failed": 0.0,24063"inadmissible": 0.0,24064"fit_time_mean": 0.01986587550431175,24065"fit_time_median": 0.019443853991106153,24066"iter_mean": 16.183823529411764,24067"restarts_mean": 0.0,24068"status_ok": 1.024069},24070"gjr11__t__w1000_r5": {24071"n_refits": 544,24072"failed": 0.0,24073"inadmissible": 0.003676470588235294,24074"fit_time_mean": 0.01347906087347142,24075"fit_time_median": 0.012814520974643528,24076"iter_mean": 14.016544117647058,24077"restarts_mean": 0.0,24078"status_ok": 1.024079},24080"har_rv__empirical__w1000_r5": {24081"n_refits": 544,24082"failed": 0.0,24083"inadmissible": 0.0,24084"fit_time_mean": 0.0013867200087749072,24085"fit_time_median": 0.001206958550028503,24086"iter_mean": 0.0,24087"restarts_mean": 0.0,24088"status_ok": 1.024089},24090"heavy11__normal__w1000_r5": {24091"n_refits": 544,24092"failed": 0.0,24093"inadmissible": 0.0,24094"fit_time_mean": 0.037305418207217694,24095"fit_time_median": 0.037922208895906806,24096"iter_mean": 81.21691176470588,24097"restarts_mean": 1.0,24098"status_ok": 1.024099},24100"heavy11__t__w1000_r5": {24101"n_refits": 544,24102"failed": 0.0,24103"inadmissible": 0.0,24104"fit_time_mean": 0.03681406723540824,24105"fit_time_median": 0.034241978893987834,24106"iter_mean": 98.50735294117646,24107"restarts_mean": 1.0,24108"status_ok": 1.024109},24110"histvar22__empirical__w1000_r5": {24111"n_refits": 544,24112"failed": 0.0,24113"inadmissible": 0.0,24114"fit_time_mean": 3.867333682993537e-06,24115"fit_time_median": 4.020519554615021e-06,24116"iter_mean": 0.0,24117"restarts_mean": 0.0,24118"status_ok": 1.024119},24120"histvar252__empirical__w1000_r5": {24121"n_refits": 544,24122"failed": 0.0,24123"inadmissible": 0.0,24124"fit_time_mean": 3.292878425460966e-06,24125"fit_time_median": 2.6668421924114227e-06,24126"iter_mean": 0.0,24127"restarts_mean": 0.0,24128"status_ok": 1.024129},24130"histvar66__empirical__w1000_r5": {24131"n_refits": 544,24132"failed": 0.0,24133"inadmissible": 0.0,24134"fit_time_mean": 3.9325875524595816e-05,24135"fit_time_median": 2.9169023036956787e-06,24136"iter_mean": 0.0,24137"restarts_mean": 0.0,24138"status_ok": 1.024139},24140"igarch11__ged__w1000_r5": {24141"n_refits": 544,24142"failed": 0.0,24143"inadmissible": 0.0,24144"fit_time_mean": 0.00969870135646916,24145"fit_time_median": 0.008936124388128519,24146"iter_mean": 39.025735294117645,24147"restarts_mean": 1.0,24148"status_ok": 1.024149},24150"igarch11__normal__w1000_r5": {24151"n_refits": 544,24152"failed": 0.0,24153"inadmissible": 0.0,24154"fit_time_mean": 0.004584663339568686,24155"fit_time_median": 0.0036163334734737873,24156"iter_mean": 27.75735294117647,24157"restarts_mean": 1.0,24158"status_ok": 1.024159},24160"igarch11__skewt__w1000_r5": {24161"n_refits": 544,24162"failed": 0.0,24163"inadmissible": 0.0,24164"fit_time_mean": 0.020523804849825168,24165"fit_time_median": 0.013478145934641361,24166"iter_mean": 45.03860294117647,24167"restarts_mean": 1.0,24168"status_ok": 1.024169},24170"igarch11__t__w1000_r5": {24171"n_refits": 544,24172"failed": 0.0,24173"inadmissible": 0.0,24174"fit_time_mean": 0.006248477384146741,24175"fit_time_median": 0.006137145566754043,24176"iter_mean": 38.85110294117647,24177"restarts_mean": 1.0,24178"status_ok": 1.024179},24180"loghar_rv__empirical__w1000_r5": {24181"n_refits": 544,24182"failed": 0.0,24183"inadmissible": 0.0,24184"fit_time_mean": 0.0014056240119423497,24185"fit_time_median": 0.0010843540076166391,24186"iter_mean": 0.0,24187"restarts_mean": 0.0,24188"status_ok": 1.024189},24190"msgarch2__normal__w1000_r5": {24191"n_refits": 544,24192"failed": 0.0,24193"inadmissible": 0.0,24194"fit_time_mean": 0.11014913935907637,24195"fit_time_median": 0.10895989602431655,24196"iter_mean": 185.62867647058823,24197"restarts_mean": 1.0,24198"status_ok": 1.024199},24200"msgarch2__t__w1000_r5": {24201"n_refits": 544,24202"failed": 0.0055147058823529415,24203"inadmissible": 0.0,24204"fit_time_mean": 0.18955100666832603,24205"fit_time_median": 0.17889172944705933,24206"iter_mean": 250.86029411764707,24207"restarts_mean": 1.0036764705882353,24208"status_ok": 0.9944913698127066,24209"status_stale_fit": 0.00550863018729342624210},24211"nagarch11__ged__w1000_r5": {24212"n_refits": 544,24213"failed": 0.0,24214"inadmissible": 0.0,24215"fit_time_mean": 0.022131879882020738,24216"fit_time_median": 0.021320333937183022,24217"iter_mean": 58.11764705882353,24218"restarts_mean": 1.0,24219"status_ok": 1.024220},24221"nagarch11__normal__w1000_r5": {24222"n_refits": 544,24223"failed": 0.0,24224"inadmissible": 0.0,24225"fit_time_mean": 0.016123152957280742,24226"fit_time_median": 0.010757833486422896,24227"iter_mean": 48.21875,24228"restarts_mean": 1.0,24229"status_ok": 1.024230},24231"nagarch11__skewt__w1000_r5": {24232"n_refits": 544,24233"failed": 0.0,24234"inadmissible": 0.0,24235"fit_time_mean": 0.08948220479257596,24236"fit_time_median": 0.08763572946190834,24237"iter_mean": 79.28676470588235,24238"restarts_mean": 1.0,24239"status_ok": 1.024240},24241"nagarch11__t__w1000_r5": {24242"n_refits": 544,24243"failed": 0.0,24244"inadmissible": 0.0,24245"fit_time_mean": 0.017960679682266133,24246"fit_time_median": 0.0174613754497841,24247"iter_mean": 63.3235294117647,24248"restarts_mean": 1.0,24249"status_ok": 1.024250},24251"qgarch11__ged__w1000_r5": {24252"n_refits": 544,24253"failed": 0.0,24254"inadmissible": 0.0,24255"fit_time_mean": 0.026301024353254914,24256"fit_time_median": 0.02621852105949074,24257"iter_mean": 80.1783088235294,24258"restarts_mean": 1.0,24259"status_ok": 1.024260},24261"qgarch11__normal__w1000_r5": {24262"n_refits": 544,24263"failed": 0.0,24264"inadmissible": 0.0,24265"fit_time_mean": 0.010852326210999094,24266"fit_time_median": 0.010957520571537316,24267"iter_mean": 67.8125,24268"restarts_mean": 1.0,24269"status_ok": 1.024270},24271"qgarch11__skewt__w1000_r5": {24272"n_refits": 544,24273"failed": 0.0,24274"inadmissible": 0.0,24275"fit_time_mean": 0.09857597670591478,24276"fit_time_median": 0.0986800630344078,24277"iter_mean": 101.89889705882354,24278"restarts_mean": 1.0,24279"status_ok": 1.024280},24281"qgarch11__t__w1000_r5": {24282"n_refits": 544,24283"failed": 0.0,24284"inadmissible": 0.001838235294117647,24285"fit_time_mean": 0.026083336388075945,24286"fit_time_median": 0.026050520478747785,24287"iter_mean": 84.55882352941177,24288"restarts_mean": 1.0,24289"status_ok": 1.024290},24291"realgarch11__normal__w1000_r5": {24292"n_refits": 544,24293"failed": 0.0,24294"inadmissible": 0.0,24295"fit_time_mean": 0.02366242370386745,24296"fit_time_median": 0.02315970789641142,24297"iter_mean": 57.174632352941174,24298"restarts_mean": 1.0,24299"status_ok": 1.024300},24301"realgarch11__t__w1000_r5": {24302"n_refits": 544,24303"failed": 0.0,24304"inadmissible": 0.0,24305"fit_time_mean": 0.05443222357408719,24306"fit_time_median": 0.05479766696225852,24307"iter_mean": 87.83272058823529,24308"restarts_mean": 1.0,24309"status_ok": 1.024310},24311"rm2006__normal__w1000_r5": {24312"n_refits": 544,24313"failed": 0.0,24314"inadmissible": 0.0,24315"fit_time_mean": 0.003755103161572205,24316"fit_time_median": 0.00335620844271034,24317"iter_mean": 2.8768382352941178,24318"restarts_mean": 0.0,24319"status_ok": 1.024320},24321"rm_rw__empirical__w1000_r5": {24322"n_refits": 544,24323"failed": 0.0,24324"inadmissible": 0.0,24325"fit_time_mean": 3.489830038126777e-06,24326"fit_time_median": 2.874992787837982e-06,24327"iter_mean": 0.0,24328"restarts_mean": 0.0,24329"status_ok": 1.024330},24331"tarch11__ged__w1000_r5": {24332"n_refits": 544,24333"failed": 0.0,24334"inadmissible": 0.0,24335"fit_time_mean": 0.025952254068911048,24336"fit_time_median": 0.022727667121216655,24337"iter_mean": 15.595588235294118,24338"restarts_mean": 0.0,24339"status_ok": 1.024340},24341"tarch11__normal__w1000_r5": {24342"n_refits": 544,24343"failed": 0.0,24344"inadmissible": 0.0,24345"fit_time_mean": 0.007767964694186744,24346"fit_time_median": 0.007765499991364777,24347"iter_mean": 14.470588235294118,24348"restarts_mean": 0.0,24349"status_ok": 1.024350},24351"tarch11__skewt__w1000_r5": {24352"n_refits": 544,24353"failed": 0.0,24354"inadmissible": 0.0,24355"fit_time_mean": 0.022150545726831564,24356"fit_time_median": 0.02180941659025848,24357"iter_mean": 17.472426470588236,24358"restarts_mean": 0.0,24359"status_ok": 1.024360},24361"tarch11__t__w1000_r5": {24362"n_refits": 544,24363"failed": 0.0,24364"inadmissible": 0.0,24365"fit_time_mean": 0.03501916851511102,24366"fit_time_median": 0.03269991651177406,24367"iter_mean": 15.823529411764707,24368"restarts_mean": 0.0,24369"status_ok": 1.024370}24371}24372}