Repository Public Research preview
1{2"symbol": "EEM",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": 0.5393211961462357,15"mean_bench": 0.5053824158814155,16"ratio": 1.067154651998782,17"dm_stat": 1.4782949279486008,18"dm_p": 0.13944459723813388,19"own_mean": 0.5393211961462357,20"own_n": 272221},22"aparch11__normal__w1000_r5": {23"n_pair": 2722,24"coverage": 1.0,25"mean": 0.5386403675157638,26"mean_bench": 0.5053824158814155,27"ratio": 1.0658074966386484,28"dm_stat": 1.0614958368592495,29"dm_p": 0.28855882887909506,30"own_mean": 0.5386403675157638,31"own_n": 272232},33"aparch11__skewt__w1000_r5": {34"n_pair": 2722,35"coverage": 1.0,36"mean": 0.7939535308398258,37"mean_bench": 0.5053824158814155,38"ratio": 1.5709955587891318,39"dm_stat": 1.4436397046903877,40"dm_p": 0.14895546906041074,41"own_mean": 0.7939535308398258,42"own_n": 272243},44"aparch11__t__w1000_r5": {45"n_pair": 2722,46"coverage": 1.0,47"mean": 0.7230439960698398,48"mean_bench": 0.5053824158814155,49"ratio": 1.4306868884799053,50"dm_stat": 1.1335043399240803,51"dm_p": 0.25710237905432515,52"own_mean": 0.7230439960698398,53"own_n": 272254},55"arch5__ged__w1000_r5": {56"n_pair": 2722,57"coverage": 1.0,58"mean": 0.5402613425855244,59"mean_bench": 0.5053824158814155,60"ratio": 1.0690149194116263,61"dm_stat": 3.608302470662737,62"dm_p": 0.00031375989265323956,63"own_mean": 0.5402613425855244,64"own_n": 272265},66"arch5__normal__w1000_r5": {67"n_pair": 2722,68"coverage": 1.0,69"mean": 0.5403145827418787,70"mean_bench": 0.5053824158814155,71"ratio": 1.0691202656893781,72"dm_stat": 3.6987164810479043,73"dm_p": 0.00022097905552129503,74"own_mean": 0.5403145827418787,75"own_n": 272276},77"arch5__skewt__w1000_r5": {78"n_pair": 2722,79"coverage": 1.0,80"mean": 0.5420428873005974,81"mean_bench": 0.5053824158814155,82"ratio": 1.072540061282591,83"dm_stat": 3.6496561842742543,84"dm_p": 0.00026753040209926836,85"own_mean": 0.5420428873005974,86"own_n": 272287},88"arch5__t__w1000_r5": {89"n_pair": 2722,90"coverage": 1.0,91"mean": 0.540788404955257,92"mean_bench": 0.5053824158814155,93"ratio": 1.0700578175283195,94"dm_stat": 3.5589721441261846,95"dm_p": 0.00037867788707870173,96"own_mean": 0.540788404955257,97"own_n": 272298},99"avgarch11__ged__w1000_r5": {100"n_pair": 2722,101"coverage": 1.0,102"mean": 0.5062935287746129,103"mean_bench": 0.5053824158814155,104"ratio": 1.0018028187458963,105"dm_stat": 0.20835286163468877,106"dm_p": 0.8349690536142811,107"own_mean": 0.5062935287746129,108"own_n": 2722109},110"avgarch11__normal__w1000_r5": {111"n_pair": 2722,112"coverage": 1.0,113"mean": 0.5067449512096291,114"mean_bench": 0.5053824158814155,115"ratio": 1.0026960481516503,116"dm_stat": 0.3200218044465438,117"dm_p": 0.7489763720816982,118"own_mean": 0.5067449512096291,119"own_n": 2722120},121"avgarch11__skewt__w1000_r5": {122"n_pair": 2722,123"coverage": 1.0,124"mean": 0.507157393356949,125"mean_bench": 0.5053824158814155,126"ratio": 1.003512147276509,127"dm_stat": 0.35909482892053257,128"dm_p": 0.7195520118847388,129"own_mean": 0.507157393356949,130"own_n": 2722131},132"avgarch11__t__w1000_r5": {133"n_pair": 2722,134"coverage": 1.0,135"mean": 0.5064482989523439,136"mean_bench": 0.5053824158814155,137"ratio": 1.002109062439518,138"dm_stat": 0.2297225483341344,139"dm_p": 0.8183246391060767,140"own_mean": 0.5064482989523439,141"own_n": 2722142},143"cgarch11__ged__w1000_r5": {144"n_pair": 2722,145"coverage": 1.0,146"mean": 0.5060740829548386,147"mean_bench": 0.5053824158814155,148"ratio": 1.0013686013832055,149"dm_stat": 0.17025426173117547,150"dm_p": 0.8648228372783703,151"own_mean": 0.5060740829548386,152"own_n": 2722153},154"cgarch11__normal__w1000_r5": {155"n_pair": 2722,156"coverage": 1.0,157"mean": 0.5048447588929201,158"mean_bench": 0.5053824158814155,159"ratio": 0.9989361383150664,160"dm_stat": -0.1551378729368455,161"dm_p": 0.8767241320486223,162"own_mean": 0.5048447588929201,163"own_n": 2722164},165"cgarch11__skewt__w1000_r5": {166"n_pair": 2722,167"coverage": 1.0,168"mean": 0.5080026124150722,169"mean_bench": 0.5053824158814155,170"ratio": 1.0051845819152352,171"dm_stat": 0.5692248028644047,172"dm_p": 0.5692505738648854,173"own_mean": 0.5080026124150722,174"own_n": 2722175},176"cgarch11__t__w1000_r5": {177"n_pair": 2722,178"coverage": 1.0,179"mean": 0.5072730079369472,180"mean_bench": 0.5053824158814155,181"ratio": 1.0037409138033313,182"dm_stat": 0.4309560976167281,183"dm_p": 0.6665344290400311,184"own_mean": 0.5072730079369472,185"own_n": 2722186},187"constvar__normal__w1000_r5": {188"n_pair": 2722,189"coverage": 1.0,190"mean": 0.8101512178281687,191"mean_bench": 0.5053824158814155,192"ratio": 1.6030459160618382,193"dm_stat": 2.651912866814796,194"dm_p": 0.00805017038899248,195"own_mean": 0.8101512178281687,196"own_n": 2722197},198"egarch11__ged__w1000_r5": {199"n_pair": 2722,200"coverage": 1.0,201"mean": 0.5272110696259805,202"mean_bench": 0.5053824158814155,203"ratio": 1.0431923491174393,204"dm_stat": 1.1194682986281033,205"dm_p": 0.2630392157404637,206"own_mean": 0.5272110696259805,207"own_n": 2722208},209"egarch11__normal__w1000_r5": {210"n_pair": 2722,211"coverage": 1.0,212"mean": 4.104043365354749,213"mean_bench": 0.5053824158814155,214"ratio": 8.120669094109784,215"dm_stat": 1.028563366278094,216"dm_p": 0.30377632095317914,217"own_mean": 4.104043365354749,218"own_n": 2722219},220"egarch11__skewt__w1000_r5": {221"n_pair": 2707,222"coverage": 0.9944893460690669,223"mean": 0.5000206401287683,224"mean_bench": 0.5055476935296601,225"ratio": 0.989067196880471,226"dm_stat": -0.4257077770510723,227"dm_p": 0.6703546492723353,228"own_mean": 0.5000206401287683,229"own_n": 2707230},231"egarch11__t__w1000_r5": {232"n_pair": 2712,233"coverage": 0.9963262307127112,234"mean": 0.5017788430504045,235"mean_bench": 0.5060586884582318,236"ratio": 0.9915427884049056,237"dm_stat": -0.3099116250817342,238"dm_p": 0.7566519820908324,239"own_mean": 0.5017788430504047,240"own_n": 2712241},242"ewma094__normal__w1000_r5": {243"n_pair": 2722,244"coverage": 1.0,245"mean": 0.5184771484510284,246"mean_bench": 0.5053824158814155,247"ratio": 1.0259105425082409,248"dm_stat": 1.382100264525963,249"dm_p": 0.16705436085843628,250"own_mean": 0.5184771484510284,251"own_n": 2722252},253"figarch11__ged__w1000_r5": {254"n_pair": 2722,255"coverage": 1.0,256"mean": 0.507608592777194,257"mean_bench": 0.5053824158814155,258"ratio": 1.0044049354030171,259"dm_stat": 0.27893510199670707,260"dm_p": 0.7803158269007692,261"own_mean": 0.507608592777194,262"own_n": 2722263},264"figarch11__normal__w1000_r5": {265"n_pair": 2722,266"coverage": 1.0,267"mean": 0.5076716595777871,268"mean_bench": 0.5053824158814155,269"ratio": 1.004529725658102,270"dm_stat": 0.29794960718479907,271"dm_p": 0.7657643728170983,272"own_mean": 0.5076716595777871,273"own_n": 2722274},275"figarch11__skewt__w1000_r5": {276"n_pair": 2722,277"coverage": 1.0,278"mean": 0.5100013227512629,279"mean_bench": 0.5053824158814155,280"ratio": 1.0091394293206497,281"dm_stat": 0.5645254480422145,282"dm_p": 0.572443117923406,283"own_mean": 0.5100013227512629,284"own_n": 2722285},286"figarch11__t__w1000_r5": {287"n_pair": 2722,288"coverage": 1.0,289"mean": 0.5081100590623057,290"mean_bench": 0.5053824158814155,291"ratio": 1.0053971865565068,292"dm_stat": 0.33895752219186764,293"dm_p": 0.7346678854780766,294"own_mean": 0.5081100590623057,295"own_n": 2722296},297"garch11__ged__w1000_r5": {298"n_pair": 2722,299"coverage": 1.0,300"mean": 0.5053019259591897,301"mean_bench": 0.5053824158814155,302"ratio": 0.9998407346205636,303"dm_stat": -0.15047303489455957,304"dm_p": 0.8804025766705449,305"own_mean": 0.5053019259591897,306"own_n": 2722307},308"garch11__normal__w1000_r5": {309"n_pair": 2722,310"coverage": 1.0,311"mean": 0.5053824158814155,312"mean_bench": 0.5053824158814155,313"ratio": 1.0,314"dm_stat": 0.0,315"dm_p": 1.0,316"own_mean": 0.5053824158814155,317"own_n": 2722318},319"garch11__skewt__w1000_r5": {320"n_pair": 2722,321"coverage": 1.0,322"mean": 0.5067435501322194,323"mean_bench": 0.5053824158814155,324"ratio": 1.002693275840296,325"dm_stat": 0.9088421356457624,326"dm_p": 0.3635139510323709,327"own_mean": 0.5067435501322194,328"own_n": 2722329},330"garch11__t__w1000_r5": {331"n_pair": 2722,332"coverage": 1.0,333"mean": 0.5060461011784028,334"mean_bench": 0.5053824158814155,335"ratio": 1.0013132338524873,336"dm_stat": 0.6213619619196287,337"dm_p": 0.5344135437405686,338"own_mean": 0.5060461011784028,339"own_n": 2722340},341"garch12__ged__w1000_r5": {342"n_pair": 2722,343"coverage": 1.0,344"mean": 0.5053394638019062,345"mean_bench": 0.5053824158814155,346"ratio": 0.9999150107361088,347"dm_stat": -0.045782791054941326,348"dm_p": 0.9634867347790839,349"own_mean": 0.5053394638019062,350"own_n": 2722351},352"garch12__normal__w1000_r5": {353"n_pair": 2722,354"coverage": 1.0,355"mean": 0.5065855588505965,356"mean_bench": 0.5053824158814155,357"ratio": 1.002380658549591,358"dm_stat": 1.2443598895349144,359"dm_p": 0.21347431242595014,360"own_mean": 0.5065855588505965,361"own_n": 2722362},363"garch12__skewt__w1000_r5": {364"n_pair": 2722,365"coverage": 1.0,366"mean": 0.5066873519894247,367"mean_bench": 0.5053824158814155,368"ratio": 1.002582076595865,369"dm_stat": 0.7782043065428286,370"dm_p": 0.43651624048370463,371"own_mean": 0.5066873519894247,372"own_n": 2722373},374"garch12__t__w1000_r5": {375"n_pair": 2722,376"coverage": 1.0,377"mean": 0.5060156617922293,378"mean_bench": 0.5053824158814155,379"ratio": 1.0012530034502871,380"dm_stat": 0.491424595242,381"dm_p": 0.6231658080552119,382"own_mean": 0.5060156617922293,383"own_n": 2722384},385"garch21__ged__w1000_r5": {386"n_pair": 2722,387"coverage": 1.0,388"mean": 0.511577729002524,389"mean_bench": 0.5053824158814155,390"ratio": 1.0122586637888924,391"dm_stat": 0.9069346572772357,392"dm_p": 0.3645216597793578,393"own_mean": 0.511577729002524,394"own_n": 2722395},396"garch21__normal__w1000_r5": {397"n_pair": 2722,398"coverage": 1.0,399"mean": 0.51143700829448,400"mean_bench": 0.5053824158814155,401"ratio": 1.0119802197757612,402"dm_stat": 0.8849730100861521,403"dm_p": 0.3762493826080765,404"own_mean": 0.51143700829448,405"own_n": 2722406},407"garch21__skewt__w1000_r5": {408"n_pair": 2722,409"coverage": 1.0,410"mean": 0.5133305084331672,411"mean_bench": 0.5053824158814155,412"ratio": 1.0157268878021601,413"dm_stat": 1.1542164476536376,414"dm_p": 0.24851280362852482,415"own_mean": 0.5133305084331672,416"own_n": 2722417},418"garch21__t__w1000_r5": {419"n_pair": 2722,420"coverage": 1.0,421"mean": 0.5122786942758912,422"mean_bench": 0.5053824158814155,423"ratio": 1.0136456635168998,424"dm_stat": 1.0176259208706186,425"dm_p": 0.308946236097238,426"own_mean": 0.5122786942758912,427"own_n": 2722428},429"garchm11__ged__w1000_r5": {430"n_pair": 2722,431"coverage": 1.0,432"mean": 0.5038245249482124,433"mean_bench": 0.5053824158814155,434"ratio": 0.9969174017847731,435"dm_stat": -1.8718757439001457,436"dm_p": 0.061330993943434844,437"own_mean": 0.5038245249482124,438"own_n": 2722439},440"garchm11__normal__w1000_r5": {441"n_pair": 2722,442"coverage": 1.0,443"mean": 0.504246918498315,444"mean_bench": 0.5053824158814155,445"ratio": 0.9977531917466497,446"dm_stat": -1.2613132353334016,447"dm_p": 0.20730413862127048,448"own_mean": 0.504246918498315,449"own_n": 2722450},451"garchm11__skewt__w1000_r5": {452"n_pair": 2722,453"coverage": 1.0,454"mean": 0.5059842872138083,455"mean_bench": 0.5053824158814155,456"ratio": 1.0011909225835312,457"dm_stat": 0.40863631035187,458"dm_p": 0.6828387362682969,459"own_mean": 0.5059842872138083,460"own_n": 2722461},462"garchm11__t__w1000_r5": {463"n_pair": 2722,464"coverage": 1.0,465"mean": 0.5048533480680824,466"mean_bench": 0.5053824158814155,467"ratio": 0.9989531337127936,468"dm_stat": -0.5271309805502248,469"dm_p": 0.5981456067299004,470"own_mean": 0.5048533480680824,471"own_n": 2722472},473"garchx_rv11__normal__w1000_r5": {474"n_pair": 2722,475"coverage": 1.0,476"mean": 0.48907711377922725,477"mean_bench": 0.5053824158814155,478"ratio": 0.967736704741199,479"dm_stat": -2.1285308119859723,480"dm_p": 0.033382700999878036,481"own_mean": 0.48907711377922725,482"own_n": 2722483},484"garchx_rv11__t__w1000_r5": {485"n_pair": 2722,486"coverage": 1.0,487"mean": 0.4871654671281984,488"mean_bench": 0.5053824158814155,489"ratio": 0.9639541302175191,490"dm_stat": -2.3573294920870147,491"dm_p": 0.0184773530539924,492"own_mean": 0.4871654671281984,493"own_n": 2722494},495"gas_t11__t__w1000_r5": {496"n_pair": 2722,497"coverage": 1.0,498"mean": 0.5055932052301533,499"mean_bench": 0.5053824158814155,500"ratio": 1.000417088806642,501"dm_stat": 0.04904262684094835,502"dm_p": 0.960888924852703,503"own_mean": 0.5055932052301533,504"own_n": 2722505},506"gjr11__ged__w1000_r5": {507"n_pair": 2722,508"coverage": 1.0,509"mean": 0.4906851466350627,510"mean_bench": 0.5053824158814155,511"ratio": 0.9709185187602541,512"dm_stat": -2.4941260918986714,513"dm_p": 0.012685683720016024,514"own_mean": 0.4906851466350627,515"own_n": 2722516},517"gjr11__normal__w1000_r5": {518"n_pair": 2722,519"coverage": 1.0,520"mean": 0.4913151056456785,521"mean_bench": 0.5053824158814155,522"ratio": 0.972165018422331,523"dm_stat": -2.410160911546555,524"dm_p": 0.016011434371797358,525"own_mean": 0.4913151056456785,526"own_n": 2722527},528"gjr11__skewt__w1000_r5": {529"n_pair": 2722,530"coverage": 1.0,531"mean": 0.49016932757388737,532"mean_bench": 0.5053824158814155,533"ratio": 0.9698978677740584,534"dm_stat": -2.456411584441874,535"dm_p": 0.014095283488104132,536"own_mean": 0.49016932757388737,537"own_n": 2722538},539"gjr11__t__w1000_r5": {540"n_pair": 2722,541"coverage": 1.0,542"mean": 0.4902675393599876,543"mean_bench": 0.5053824158814155,544"ratio": 0.9700921993990101,545"dm_stat": -2.480183992004222,546"dm_p": 0.013191529529861247,547"own_mean": 0.4902675393599876,548"own_n": 2722549},550"har_rv__empirical__w1000_r5": {551"n_pair": 2722,552"coverage": 1.0,553"mean": 1230581.5230461974,554"mean_bench": 0.5053824158814155,555"ratio": 2434951.206009005,556"dm_stat": 1.0929736807010753,557"dm_p": 0.27450211010123743,558"own_mean": 1230581.5230461974,559"own_n": 2722560},561"heavy11__normal__w1000_r5": {562"n_pair": 2722,563"coverage": 1.0,564"mean": 0.48890398575999555,565"mean_bench": 0.5053824158814155,566"ratio": 0.9673941363933672,567"dm_stat": -2.010530310363989,568"dm_p": 0.044473584495636174,569"own_mean": 0.48890398575999555,570"own_n": 2722571},572"heavy11__t__w1000_r5": {573"n_pair": 2722,574"coverage": 1.0,575"mean": 0.487492585991866,576"mean_bench": 0.5053824158814155,577"ratio": 0.9646014001924689,578"dm_stat": -2.2248748740275364,579"dm_p": 0.026171348056390386,580"own_mean": 0.487492585991866,581"own_n": 2722582},583"histvar22__empirical__w1000_r5": {584"n_pair": 2722,585"coverage": 1.0,586"mean": 0.5651099054729577,587"mean_bench": 0.5053824158814155,588"ratio": 1.1181827616367974,589"dm_stat": 3.396733898264002,590"dm_p": 0.0006917462002984558,591"own_mean": 0.5651099054729577,592"own_n": 2722593},594"histvar252__empirical__w1000_r5": {595"n_pair": 2722,596"coverage": 1.0,597"mean": 0.7406948550224011,598"mean_bench": 0.5053824158814155,599"ratio": 1.4656126365825122,600"dm_stat": 2.843437512778927,601"dm_p": 0.004496276756946664,602"own_mean": 0.7406948550224011,603"own_n": 2722604},605"histvar66__empirical__w1000_r5": {606"n_pair": 2722,607"coverage": 1.0,608"mean": 0.6143765374130545,609"mean_bench": 0.5053824158814155,610"ratio": 1.2156666280949786,611"dm_stat": 3.298886585786948,612"dm_p": 0.0009831926401570744,613"own_mean": 0.6143765374130545,614"own_n": 2722615},616"igarch11__ged__w1000_r5": {617"n_pair": 2722,618"coverage": 1.0,619"mean": 0.5044976017576157,620"mean_bench": 0.5053824158814155,621"ratio": 0.9982492186194158,622"dm_stat": -0.16286239610145678,623"dm_p": 0.8706388727902293,624"own_mean": 0.5044976017576157,625"own_n": 2722626},627"igarch11__normal__w1000_r5": {628"n_pair": 2722,629"coverage": 1.0,630"mean": 0.5051044493469127,631"mean_bench": 0.5053824158814155,632"ratio": 0.999449987720649,633"dm_stat": -0.05218235449465585,634"dm_p": 0.958387223256107,635"own_mean": 0.5051044493469127,636"own_n": 2722637},638"igarch11__skewt__w1000_r5": {639"n_pair": 2722,640"coverage": 1.0,641"mean": 0.5068268514639872,642"mean_bench": 0.5053824158814155,643"ratio": 1.0028581041547568,644"dm_stat": 0.25868482652783975,645"dm_p": 0.7958979938168687,646"own_mean": 0.5068268514639872,647"own_n": 2722648},649"igarch11__t__w1000_r5": {650"n_pair": 2722,651"coverage": 1.0,652"mean": 0.5063349755027876,653"mean_bench": 0.5053824158814155,654"ratio": 1.0018848293716567,655"dm_stat": 0.16399325132111087,656"dm_p": 0.8697486364258616,657"own_mean": 0.5063349755027876,658"own_n": 2722659},660"loghar_rv__empirical__w1000_r5": {661"n_pair": 2722,662"coverage": 1.0,663"mean": 0.48556995077924653,664"mean_bench": 0.5053824158814155,665"ratio": 0.9607970826060204,666"dm_stat": -2.0509466573638067,667"dm_p": 0.040367714450174126,668"own_mean": 0.48556995077924653,669"own_n": 2722670},671"msgarch2__normal__w1000_r5": {672"n_pair": 2722,673"coverage": 1.0,674"mean": 0.5152096300502158,675"mean_bench": 0.5053824158814155,676"ratio": 1.0194451050530935,677"dm_stat": 1.5497210975206612,678"dm_p": 0.12132476608329339,679"own_mean": 0.5152096300502158,680"own_n": 2722681},682"msgarch2__t__w1000_r5": {683"n_pair": 2722,684"coverage": 1.0,685"mean": 0.5100574883557829,686"mean_bench": 0.5053824158814155,687"ratio": 1.0092505641816085,688"dm_stat": 0.9814139145883038,689"dm_p": 0.3264759185582798,690"own_mean": 0.5100574883557829,691"own_n": 2722692},693"nagarch11__ged__w1000_r5": {694"n_pair": 2722,695"coverage": 1.0,696"mean": 0.49435599045423767,697"mean_bench": 0.5053824158814155,698"ratio": 0.978182016072033,699"dm_stat": -0.8446665604485903,700"dm_p": 0.39837129394126153,701"own_mean": 0.49435599045423767,702"own_n": 2722703},704"nagarch11__normal__w1000_r5": {705"n_pair": 2722,706"coverage": 1.0,707"mean": 0.4879478751637195,708"mean_bench": 0.5053824158814155,709"ratio": 0.9655022807089773,710"dm_stat": -1.6310094643008926,711"dm_p": 0.10300405132183282,712"own_mean": 0.4879478751637195,713"own_n": 2722714},715"nagarch11__skewt__w1000_r5": {716"n_pair": 2722,717"coverage": 1.0,718"mean": 0.49145441149694796,719"mean_bench": 0.5053824158814155,720"ratio": 0.9724406628588841,721"dm_stat": -1.1914219605108582,722"dm_p": 0.2335918866394753,723"own_mean": 0.49145441149694796,724"own_n": 2722725},726"nagarch11__t__w1000_r5": {727"n_pair": 2722,728"coverage": 1.0,729"mean": 0.49068771944242945,730"mean_bench": 0.5053824158814155,731"ratio": 0.9709236095732423,732"dm_stat": -1.318972242274684,733"dm_p": 0.18728938105939047,734"own_mean": 0.49068771944242945,735"own_n": 2722736},737"qgarch11__ged__w1000_r5": {738"n_pair": 2722,739"coverage": 1.0,740"mean": 0.4883188235895287,741"mean_bench": 0.5053824158814155,742"ratio": 0.9662362762223792,743"dm_stat": -2.7666447195774984,744"dm_p": 0.005701918512255412,745"own_mean": 0.4883188235895287,746"own_n": 2722747},748"qgarch11__normal__w1000_r5": {749"n_pair": 2722,750"coverage": 1.0,751"mean": 0.48783119586148166,752"mean_bench": 0.5053824158814155,753"ratio": 0.965271407416652,754"dm_stat": -2.8873680179907546,755"dm_p": 0.003915442023438649,756"own_mean": 0.48783119586148166,757"own_n": 2722758},759"qgarch11__skewt__w1000_r5": {760"n_pair": 2722,761"coverage": 1.0,762"mean": 0.48901391401234007,763"mean_bench": 0.5053824158814155,764"ratio": 0.9676116513857573,765"dm_stat": -2.5290179896578806,766"dm_p": 0.011494276508565342,767"own_mean": 0.48901391401234007,768"own_n": 2722769},770"qgarch11__t__w1000_r5": {771"n_pair": 2722,772"coverage": 1.0,773"mean": 0.4883867607498699,774"mean_bench": 0.5053824158814155,775"ratio": 0.9663707034565019,776"dm_stat": -2.6700972653486708,777"dm_p": 0.007628027096641397,778"own_mean": 0.4883867607498699,779"own_n": 2722780},781"realgarch11__normal__w1000_r5": {782"n_pair": 2722,783"coverage": 1.0,784"mean": 0.4880326109257078,785"mean_bench": 0.5053824158814155,786"ratio": 0.9656699473299865,787"dm_stat": -2.048478838087275,788"dm_p": 0.04060885868040021,789"own_mean": 0.4880326109257078,790"own_n": 2722791},792"realgarch11__t__w1000_r5": {793"n_pair": 2722,794"coverage": 1.0,795"mean": 0.4877571681583399,796"mean_bench": 0.5053824158814155,797"ratio": 0.9651249288277349,798"dm_stat": -2.078211643251899,799"dm_p": 0.03778339465746621,800"own_mean": 0.4877571681583399,801"own_n": 2722802},803"rm2006__normal__w1000_r5": {804"n_pair": 2722,805"coverage": 1.0,806"mean": 0.5091755023411448,807"mean_bench": 0.5053824158814155,808"ratio": 1.00750537877958,809"dm_stat": 0.5200508257879299,810"dm_p": 0.6030704568129414,811"own_mean": 0.5091755023411448,812"own_n": 2722813},814"rm_rw__empirical__w1000_r5": {815"n_pair": 2722,816"coverage": 1.0,817"mean": 0.9932747956765735,818"mean_bench": 0.5053824158814155,819"ratio": 1.9653924720436624,820"dm_stat": 11.365959645312756,821"dm_p": 2.7954897061466466e-29,822"own_mean": 0.9932747956765735,823"own_n": 2722824},825"tarch11__ged__w1000_r5": {826"n_pair": 2722,827"coverage": 1.0,828"mean": 0.48643928818853993,829"mean_bench": 0.5053824158814155,830"ratio": 0.962517240217316,831"dm_stat": -2.2624712625789196,832"dm_p": 0.023746840007460076,833"own_mean": 0.48643928818853993,834"own_n": 2722835},836"tarch11__normal__w1000_r5": {837"n_pair": 2722,838"coverage": 1.0,839"mean": 0.48648416727869626,840"mean_bench": 0.5053824158814155,841"ratio": 0.9626060424564641,842"dm_stat": -2.2898044056789884,843"dm_p": 0.022108871590879965,844"own_mean": 0.48648416727869626,845"own_n": 2722846},847"tarch11__skewt__w1000_r5": {848"n_pair": 2722,849"coverage": 1.0,850"mean": 0.4858212892978425,851"mean_bench": 0.5053824158814155,852"ratio": 0.9612944060401126,853"dm_stat": -2.255160450258604,854"dm_p": 0.024202416300216457,855"own_mean": 0.4858212892978425,856"own_n": 2722857},858"tarch11__t__w1000_r5": {859"n_pair": 2722,860"coverage": 1.0,861"mean": 0.48551143517855366,862"mean_bench": 0.5053824158814155,863"ratio": 0.9606812978085006,864"dm_stat": -2.3231646243069926,865"dm_p": 0.020243676760602406,866"own_mean": 0.48551143517855366,867"own_n": 2722868}869},870"common_sample_A": {871"n": 2707,872"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": 0.5403105820432746,945"aparch11__normal__w1000_r5": 0.5396076473900424,946"aparch11__skewt__w1000_r5": 0.7963660095454103,947"aparch11__t__w1000_r5": 0.7212647638806127,948"arch5__ged__w1000_r5": 0.5411916719849045,949"arch5__normal__w1000_r5": 0.5412388909280383,950"arch5__skewt__w1000_r5": 0.5429812498669871,951"arch5__t__w1000_r5": 0.5417241426177809,952"avgarch11__ged__w1000_r5": 0.5066597914407064,953"avgarch11__normal__w1000_r5": 0.5071091938295889,954"avgarch11__skewt__w1000_r5": 0.5075264751998753,955"avgarch11__t__w1000_r5": 0.5068226167066378,956"cgarch11__ged__w1000_r5": 0.5064268007211082,957"cgarch11__normal__w1000_r5": 0.5050784090118903,958"cgarch11__skewt__w1000_r5": 0.5083520359863635,959"cgarch11__t__w1000_r5": 0.5076271891697739,960"constvar__normal__w1000_r5": 0.8123059257761406,961"egarch11__ged__w1000_r5": 0.51249023010016,962"egarch11__normal__w1000_r5": 4.102116718864596,963"egarch11__skewt__w1000_r5": 0.5000206401287683,964"egarch11__t__w1000_r5": 0.5021739592125201,965"ewma094__normal__w1000_r5": 0.5186576342915711,966"figarch11__ged__w1000_r5": 0.507881706920603,967"figarch11__normal__w1000_r5": 0.5079519658096429,968"figarch11__skewt__w1000_r5": 0.5102652340141745,969"figarch11__t__w1000_r5": 0.5083767269338033,970"garch11__ged__w1000_r5": 0.5054717339103206,971"garch11__normal__w1000_r5": 0.5055476935296601,972"garch11__skewt__w1000_r5": 0.5069102763975087,973"garch11__t__w1000_r5": 0.5062293152735068,974"garch12__ged__w1000_r5": 0.5054769164191256,975"garch12__normal__w1000_r5": 0.5067219037097582,976"garch12__skewt__w1000_r5": 0.5068288169413395,977"garch12__t__w1000_r5": 0.50617440048136,978"garch21__ged__w1000_r5": 0.5117822856492991,979"garch21__normal__w1000_r5": 0.5116358546704972,980"garch21__skewt__w1000_r5": 0.513533785195328,981"garch21__t__w1000_r5": 0.5124964225627249,982"garchm11__ged__w1000_r5": 0.5040700237218559,983"garchm11__normal__w1000_r5": 0.5044857466094567,984"garchm11__skewt__w1000_r5": 0.5062442059960349,985"garchm11__t__w1000_r5": 0.5051126615584474,986"gas_t11__t__w1000_r5": 0.5059568889195796,987"gjr11__ged__w1000_r5": 0.4907294760545243,988"gjr11__normal__w1000_r5": 0.4913564509583998,989"gjr11__skewt__w1000_r5": 0.4901922847781413,990"gjr11__t__w1000_r5": 0.4903195413767757,991"histvar22__empirical__w1000_r5": 0.5645649597824893,992"histvar252__empirical__w1000_r5": 0.7413536530244561,993"histvar66__empirical__w1000_r5": 0.6148946847239655,994"igarch11__ged__w1000_r5": 0.5044875382251559,995"igarch11__normal__w1000_r5": 0.5050917625190623,996"igarch11__skewt__w1000_r5": 0.5068480437164341,997"igarch11__t__w1000_r5": 0.5063456537033958,998"msgarch2__normal__w1000_r5": 0.5156290087291031,999"msgarch2__t__w1000_r5": 0.5104872767478282,1000"nagarch11__ged__w1000_r5": 0.49522107472651133,1001"nagarch11__normal__w1000_r5": 0.48872761352017513,1002"nagarch11__skewt__w1000_r5": 0.4922593179479042,1003"nagarch11__t__w1000_r5": 0.4915347650204093,1004"qgarch11__ged__w1000_r5": 0.4886343595182692,1005"qgarch11__normal__w1000_r5": 0.488135474870513,1006"qgarch11__skewt__w1000_r5": 0.48932988703395025,1007"qgarch11__t__w1000_r5": 0.4887218571231594,1008"rm2006__normal__w1000_r5": 0.5094088030917315,1009"tarch11__ged__w1000_r5": 0.48710544162734587,1010"tarch11__normal__w1000_r5": 0.4871495585102449,1011"tarch11__skewt__w1000_r5": 0.48647744340595944,1012"tarch11__t__w1000_r5": 0.486171599642252371013},1014"ratio": {1015"aparch11__ged__w1000_r5": 1.068762826848057,1016"aparch11__normal__w1000_r5": 1.067372385031728,1017"aparch11__skewt__w1000_r5": 1.5752539666145031,1018"aparch11__t__w1000_r5": 1.4266997419073313,1019"arch5__ged__w1000_r5": 1.0705056692206096,1020"arch5__normal__w1000_r5": 1.0705990707804194,1021"arch5__skewt__w1000_r5": 1.0740455486523366,1022"arch5__t__w1000_r5": 1.0715589242145327,1023"avgarch11__ged__w1000_r5": 1.002199788319242,1024"avgarch11__normal__w1000_r5": 1.0030887299455895,1025"avgarch11__skewt__w1000_r5": 1.003914134503116,1026"avgarch11__t__w1000_r5": 1.002521865282534,1027"cgarch11__ged__w1000_r5": 1.0017389203881246,1028"cgarch11__normal__w1000_r5": 0.9990717304741451,1029"cgarch11__skewt__w1000_r5": 1.0055471372782336,1030"cgarch11__t__w1000_r5": 1.0041133520471532,1031"constvar__normal__w1000_r5": 1.6067839615778667,1032"egarch11__ged__w1000_r5": 1.0137327034805126,1033"egarch11__normal__w1000_r5": 8.114203212409528,1034"egarch11__skewt__w1000_r5": 0.989067196880471,1035"egarch11__t__w1000_r5": 0.9933265755925319,1036"ewma094__normal__w1000_r5": 1.0259321542352993,1037"figarch11__ged__w1000_r5": 1.0046168015813643,1038"figarch11__normal__w1000_r5": 1.0047557773692852,1039"figarch11__skewt__w1000_r5": 1.009331543877843,1040"figarch11__t__w1000_r5": 1.0055959772744512,1041"garch11__ged__w1000_r5": 0.9998497478668943,1042"garch11__normal__w1000_r5": 1.0,1043"garch11__skewt__w1000_r5": 1.002695260774182,1044"garch11__t__w1000_r5": 1.0013482837575376,1045"garch12__ged__w1000_r5": 0.9998599991426321,1046"garch12__normal__w1000_r5": 1.00232264966318,1047"garch12__skewt__w1000_r5": 1.0025341296737698,1048"garch12__t__w1000_r5": 1.0012396594025073,1049"garch21__ged__w1000_r5": 1.0123323520202614,1050"garch21__normal__w1000_r5": 1.0120427038215336,1051"garch21__skewt__w1000_r5": 1.0157969104950517,1052"garch21__t__w1000_r5": 1.0137449524980517,1053"garchm11__ged__w1000_r5": 0.9970770911889889,1054"garchm11__normal__w1000_r5": 0.99789941298557,1055"garchm11__skewt__w1000_r5": 1.0013777383920237,1056"garchm11__t__w1000_r5": 0.999139483817688,1057"gas_t11__t__w1000_r5": 1.0008094100619123,1058"gjr11__ged__w1000_r5": 0.970688784332736,1059"gjr11__normal__w1000_r5": 0.9719289737587781,1060"gjr11__skewt__w1000_r5": 0.9696261916569937,1061"gjr11__t__w1000_r5": 0.9698779119205081,1062"histvar22__empirical__w1000_r5": 1.1167392651735375,1063"histvar252__empirical__w1000_r5": 1.466436624106488,1064"histvar66__empirical__w1000_r5": 1.2162941154589404,1065"igarch11__ged__w1000_r5": 0.9979029568959116,1066"igarch11__normal__w1000_r5": 0.9990981444155851,1067"igarch11__skewt__w1000_r5": 1.0025721612489122,1068"igarch11__t__w1000_r5": 1.0015784073074578,1069"msgarch2__normal__w1000_r5": 1.0199413731453442,1070"msgarch2__t__w1000_r5": 1.009770756115374,1071"nagarch11__ged__w1000_r5": 0.9795734033894016,1072"nagarch11__normal__w1000_r5": 0.9667289946630957,1073"nagarch11__skewt__w1000_r5": 0.9737148922805315,1074"nagarch11__t__w1000_r5": 0.97228168837758,1075"qgarch11__ged__w1000_r5": 0.9665445333291811,1076"qgarch11__normal__w1000_r5": 0.965557713185125,1077"qgarch11__skewt__w1000_r5": 0.9679203234367869,1078"qgarch11__t__w1000_r5": 0.9667176082062107,1079"rm2006__normal__w1000_r5": 1.0076374783457396,1080"tarch11__ged__w1000_r5": 0.9635202531069756,1081"tarch11__normal__w1000_r5": 0.9636075186280405,1082"tarch11__skewt__w1000_r5": 0.9622780395049279,1083"tarch11__t__w1000_r5": 0.96167306441034931084}1085},1086"mcs_A": {1087"constvar__normal__w1000_r5": {1088"p": 0.278,1089"in": true1090},1091"histvar252__empirical__w1000_r5": {1092"p": 0.2965,1093"in": true1094},1095"egarch11__normal__w1000_r5": {1096"p": 0.6125,1097"in": true1098},1099"histvar66__empirical__w1000_r5": {1100"p": 0.6125,1101"in": true1102},1103"histvar22__empirical__w1000_r5": {1104"p": 0.6125,1105"in": true1106},1107"arch5__skewt__w1000_r5": {1108"p": 0.6125,1109"in": true1110},1111"arch5__t__w1000_r5": {1112"p": 0.6125,1113"in": true1114},1115"arch5__normal__w1000_r5": {1116"p": 0.6125,1117"in": true1118},1119"arch5__ged__w1000_r5": {1120"p": 0.6125,1121"in": true1122},1123"aparch11__skewt__w1000_r5": {1124"p": 0.745,1125"in": true1126},1127"aparch11__ged__w1000_r5": {1128"p": 0.745,1129"in": true1130},1131"msgarch2__normal__w1000_r5": {1132"p": 0.868,1133"in": true1134},1135"aparch11__t__w1000_r5": {1136"p": 0.868,1137"in": true1138},1139"ewma094__normal__w1000_r5": {1140"p": 0.868,1141"in": true1142},1143"garch21__skewt__w1000_r5": {1144"p": 0.868,1145"in": true1146},1147"msgarch2__t__w1000_r5": {1148"p": 0.868,1149"in": true1150},1151"garch21__t__w1000_r5": {1152"p": 0.868,1153"in": true1154},1155"garch11__skewt__w1000_r5": {1156"p": 0.868,1157"in": true1158},1159"garch21__ged__w1000_r5": {1160"p": 0.868,1161"in": true1162},1163"garch12__skewt__w1000_r5": {1164"p": 0.868,1165"in": true1166},1167"garch21__normal__w1000_r5": {1168"p": 0.868,1169"in": true1170},1171"garch12__normal__w1000_r5": {1172"p": 0.868,1173"in": true1174},1175"garch11__t__w1000_r5": {1176"p": 0.868,1177"in": true1178},1179"garchm11__skewt__w1000_r5": {1180"p": 0.868,1181"in": true1182},1183"avgarch11__skewt__w1000_r5": {1184"p": 0.868,1185"in": true1186},1187"garch12__t__w1000_r5": {1188"p": 0.868,1189"in": true1190},1191"avgarch11__normal__w1000_r5": {1192"p": 0.868,1193"in": true1194},1195"aparch11__normal__w1000_r5": {1196"p": 0.868,1197"in": true1198},1199"garch11__ged__w1000_r5": {1200"p": 0.868,1201"in": true1202},1203"avgarch11__t__w1000_r5": {1204"p": 0.868,1205"in": true1206},1207"garch11__normal__w1000_r5": {1208"p": 0.868,1209"in": true1210},1211"avgarch11__ged__w1000_r5": {1212"p": 0.868,1213"in": true1214},1215"cgarch11__skewt__w1000_r5": {1216"p": 0.868,1217"in": true1218},1219"garch12__ged__w1000_r5": {1220"p": 0.868,1221"in": true1222},1223"garchm11__t__w1000_r5": {1224"p": 0.868,1225"in": true1226},1227"cgarch11__t__w1000_r5": {1228"p": 0.868,1229"in": true1230},1231"gas_t11__t__w1000_r5": {1232"p": 0.868,1233"in": true1234},1235"figarch11__skewt__w1000_r5": {1236"p": 0.868,1237"in": true1238},1239"igarch11__skewt__w1000_r5": {1240"p": 0.868,1241"in": true1242},1243"cgarch11__ged__w1000_r5": {1244"p": 0.868,1245"in": true1246},1247"rm2006__normal__w1000_r5": {1248"p": 0.868,1249"in": true1250},1251"garchm11__normal__w1000_r5": {1252"p": 0.868,1253"in": true1254},1255"egarch11__ged__w1000_r5": {1256"p": 0.868,1257"in": true1258},1259"garchm11__ged__w1000_r5": {1260"p": 0.868,1261"in": true1262},1263"igarch11__t__w1000_r5": {1264"p": 0.868,1265"in": true1266},1267"cgarch11__normal__w1000_r5": {1268"p": 0.868,1269"in": true1270},1271"igarch11__normal__w1000_r5": {1272"p": 0.868,1273"in": true1274},1275"figarch11__t__w1000_r5": {1276"p": 0.868,1277"in": true1278},1279"figarch11__normal__w1000_r5": {1280"p": 0.868,1281"in": true1282},1283"igarch11__ged__w1000_r5": {1284"p": 0.868,1285"in": true1286},1287"figarch11__ged__w1000_r5": {1288"p": 0.868,1289"in": true1290},1291"egarch11__t__w1000_r5": {1292"p": 0.868,1293"in": true1294},1295"egarch11__skewt__w1000_r5": {1296"p": 0.868,1297"in": true1298},1299"nagarch11__ged__w1000_r5": {1300"p": 0.9185,1301"in": true1302},1303"nagarch11__skewt__w1000_r5": {1304"p": 0.934,1305"in": true1306},1307"gjr11__normal__w1000_r5": {1308"p": 0.934,1309"in": true1310},1311"nagarch11__t__w1000_r5": {1312"p": 0.9475,1313"in": true1314},1315"gjr11__ged__w1000_r5": {1316"p": 0.9475,1317"in": true1318},1319"gjr11__t__w1000_r5": {1320"p": 0.9475,1321"in": true1322},1323"gjr11__skewt__w1000_r5": {1324"p": 0.9475,1325"in": true1326},1327"qgarch11__skewt__w1000_r5": {1328"p": 0.9475,1329"in": true1330},1331"qgarch11__t__w1000_r5": {1332"p": 0.9475,1333"in": true1334},1335"qgarch11__ged__w1000_r5": {1336"p": 0.948,1337"in": true1338},1339"nagarch11__normal__w1000_r5": {1340"p": 0.979,1341"in": true1342},1343"qgarch11__normal__w1000_r5": {1344"p": 0.979,1345"in": true1346},1347"tarch11__ged__w1000_r5": {1348"p": 0.979,1349"in": true1350},1351"tarch11__normal__w1000_r5": {1352"p": 0.979,1353"in": true1354},1355"tarch11__skewt__w1000_r5": {1356"p": 0.979,1357"in": true1358},1359"tarch11__t__w1000_r5": {1360"p": 1.0,1361"in": true1362}1363},1364"spa_A": {1365"lower": 0.167,1366"consistent": 0.8635,1367"upper": 0.9345,1368"n": 27071369},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": 0.48907711377922725,1386"garchx_rv11__t__w1000_r5": 0.4871654671281984,1387"har_rv__empirical__w1000_r5": 1230581.5230461974,1388"heavy11__normal__w1000_r5": 0.48890398575999555,1389"heavy11__t__w1000_r5": 0.487492585991866,1390"loghar_rv__empirical__w1000_r5": 0.48556995077924653,1391"realgarch11__normal__w1000_r5": 0.4880326109257078,1392"realgarch11__t__w1000_r5": 0.4877571681583399,1393"rm_rw__empirical__w1000_r5": 0.9932747956765735,1394"garch11__normal__w1000_r5": 0.50538241588141551395},1396"ratio": {1397"garchx_rv11__normal__w1000_r5": 0.967736704741199,1398"garchx_rv11__t__w1000_r5": 0.9639541302175191,1399"har_rv__empirical__w1000_r5": 2434951.206009005,1400"heavy11__normal__w1000_r5": 0.9673941363933672,1401"heavy11__t__w1000_r5": 0.9646014001924689,1402"loghar_rv__empirical__w1000_r5": 0.9607970826060204,1403"realgarch11__normal__w1000_r5": 0.9656699473299865,1404"realgarch11__t__w1000_r5": 0.9651249288277349,1405"rm_rw__empirical__w1000_r5": 1.9653924720436624,1406"garch11__normal__w1000_r5": 1.01407}1408},1409"mcs_B": {1410"har_rv__empirical__w1000_r5": {1411"p": 0.5365,1412"in": true1413},1414"rm_rw__empirical__w1000_r5": {1415"p": 0.5365,1416"in": true1417},1418"garch11__normal__w1000_r5": {1419"p": 0.5365,1420"in": true1421},1422"garchx_rv11__normal__w1000_r5": {1423"p": 0.8375,1424"in": true1425},1426"heavy11__normal__w1000_r5": {1427"p": 0.8445,1428"in": true1429},1430"realgarch11__normal__w1000_r5": {1431"p": 0.918,1432"in": true1433},1434"realgarch11__t__w1000_r5": {1435"p": 0.956,1436"in": true1437},1438"heavy11__t__w1000_r5": {1439"p": 0.956,1440"in": true1441},1442"garchx_rv11__t__w1000_r5": {1443"p": 0.956,1444"in": true1445},1446"loghar_rv__empirical__w1000_r5": {1447"p": 1.0,1448"in": true1449}1450},1451"spa_B": {1452"lower": 0.0395,1453"consistent": 0.435,1454"upper": 0.596,1455"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": 0.31664218929532445,1467"mean_bench": 0.2811947545473951,1468"ratio": 1.1260600853134146,1469"dm_stat": 1.5352274608981265,1470"dm_p": 0.12484439831139486,1471"own_mean": 0.31664218929532445,1472"own_n": 27181473},1474"aparch11__normal__w1000_r5": {1475"n_pair": 2718,1476"coverage": 1.0,1477"mean": 0.32073467908861947,1478"mean_bench": 0.2811947545473951,1479"ratio": 1.140614018938109,1480"dm_stat": 1.186361966321197,1481"dm_p": 0.2355831133829181,1482"own_mean": 0.3207346790886194,1483"own_n": 27181484},1485"aparch11__skewt__w1000_r5": {1486"n_pair": 2718,1487"coverage": 1.0,1488"mean": 0.6751441380072257,1489"mean_bench": 0.2811947545473951,1490"ratio": 2.400984111861983,1491"dm_stat": 1.332161112271424,1492"dm_p": 0.18291897798727602,1493"own_mean": 0.6751441380072256,1494"own_n": 27181495},1496"aparch11__t__w1000_r5": {1497"n_pair": 2718,1498"coverage": 1.0,1499"mean": 0.5991536513652803,1500"mean_bench": 0.2811947545473951,1501"ratio": 2.1307426318448393,1502"dm_stat": 1.0992951502557886,1503"dm_p": 0.27173674249026036,1504"own_mean": 0.5991536513652802,1505"own_n": 27181506},1507"arch5__ged__w1000_r5": {1508"n_pair": 2718,1509"coverage": 1.0,1510"mean": 0.30703459302838115,1511"mean_bench": 0.2811947545473951,1512"ratio": 1.091893031655506,1513"dm_stat": 3.491913979051865,1514"dm_p": 0.0004872219488835389,1515"own_mean": 0.30703459302838115,1516"own_n": 27181517},1518"arch5__normal__w1000_r5": {1519"n_pair": 2718,1520"coverage": 1.0,1521"mean": 0.3069415882289592,1522"mean_bench": 0.2811947545473951,1523"ratio": 1.0915622829558311,1524"dm_stat": 3.5339419745566647,1525"dm_p": 0.00041624117980445293,1526"own_mean": 0.3069415882289592,1527"own_n": 27181528},1529"arch5__skewt__w1000_r5": {1530"n_pair": 2718,1531"coverage": 1.0,1532"mean": 0.30784569663007233,1533"mean_bench": 0.2811947545473951,1534"ratio": 1.0947775221681286,1535"dm_stat": 3.44554776013969,1536"dm_p": 0.0005785491660541989,1537"own_mean": 0.30784569663007233,1538"own_n": 27181539},1540"arch5__t__w1000_r5": {1541"n_pair": 2718,1542"coverage": 1.0,1543"mean": 0.3068697495990537,1544"mean_bench": 0.2811947545473951,1545"ratio": 1.091306806533374,1546"dm_stat": 3.4553710241376465,1547"dm_p": 0.0005579623239417264,1548"own_mean": 0.30686974959905367,1549"own_n": 27181550},1551"avgarch11__ged__w1000_r5": {1552"n_pair": 2718,1553"coverage": 1.0,1554"mean": 0.2824282394473192,1555"mean_bench": 0.2811947545473951,1556"ratio": 1.0043865857380927,1557"dm_stat": 0.21198859797545572,1558"dm_p": 0.8321318303233797,1559"own_mean": 0.2824282394473192,1560"own_n": 27181561},1562"avgarch11__normal__w1000_r5": {1563"n_pair": 2718,1564"coverage": 1.0,1565"mean": 0.28254386082004246,1566"mean_bench": 0.2811947545473951,1567"ratio": 1.0047977647193982,1568"dm_stat": 0.23985218712340167,1569"dm_p": 0.8104629412032816,1570"own_mean": 0.28254386082004246,1571"own_n": 27181572},1573"avgarch11__skewt__w1000_r5": {1574"n_pair": 2718,1575"coverage": 1.0,1576"mean": 0.28271928813487807,1577"mean_bench": 0.2811947545473951,1578"ratio": 1.0054216288278095,1579"dm_stat": 0.22177075414283579,1580"dm_p": 0.8245090138993281,1581"own_mean": 0.28271928813487807,1582"own_n": 27181583},1584"avgarch11__t__w1000_r5": {1585"n_pair": 2718,1586"coverage": 1.0,1587"mean": 0.2820996361350929,1588"mean_bench": 0.2811947545473951,1589"ratio": 1.0032179888602626,1590"dm_stat": 0.15125672543837562,1591"dm_p": 0.8797844335429492,1592"own_mean": 0.2820996361350929,1593"own_n": 27181594},1595"cgarch11__ged__w1000_r5": {1596"n_pair": 2718,1597"coverage": 1.0,1598"mean": 0.28825448030345546,1599"mean_bench": 0.2811947545473951,1600"ratio": 1.0251061786960554,1601"dm_stat": 1.2300117750113142,1602"dm_p": 0.2187991854360555,1603"own_mean": 0.2882544803034555,1604"own_n": 27181605},1606"cgarch11__normal__w1000_r5": {1607"n_pair": 2718,1608"coverage": 1.0,1609"mean": 0.2862213797076765,1610"mean_bench": 0.2811947545473951,1611"ratio": 1.0178759563576218,1612"dm_stat": 1.01744882509064,1613"dm_p": 0.30903055491463,1614"own_mean": 0.2862213797076765,1615"own_n": 27181616},1617"cgarch11__skewt__w1000_r5": {1618"n_pair": 2718,1619"coverage": 1.0,1620"mean": 0.29008333884346676,1621"mean_bench": 0.2811947545473951,1622"ratio": 1.0316100643853705,1623"dm_stat": 1.2723396159376659,1624"dm_p": 0.20336135483489143,1625"own_mean": 0.2900833388434668,1626"own_n": 27181627},1628"cgarch11__t__w1000_r5": {1629"n_pair": 2718,1630"coverage": 1.0,1631"mean": 0.2892621092324605,1632"mean_bench": 0.2811947545473951,1633"ratio": 1.02868956321056,1634"dm_stat": 1.301717993896173,1635"dm_p": 0.19312316041370325,1636"own_mean": 0.2892621092324605,1637"own_n": 27181638},1639"constvar__normal__w1000_r5": {1640"n_pair": 2718,1641"coverage": 1.0,1642"mean": 0.5480733283070146,1643"mean_bench": 0.2811947545473951,1644"ratio": 1.949088023313882,1645"dm_stat": 2.2559149881965217,1646"dm_p": 0.02415516520398836,1647"own_mean": 0.5480733283070147,1648"own_n": 27181649},1650"egarch11__ged__w1000_r5": {1651"n_pair": 2718,1652"coverage": 1.0,1653"mean": 0.3081063233785245,1654"mean_bench": 0.2811947545473951,1655"ratio": 1.0957043771120327,1656"dm_stat": 1.34669288458657,1657"dm_p": 0.17819148653503117,1658"own_mean": 0.3081063233785245,1659"own_n": 27181660},1661"egarch11__normal__w1000_r5": {1662"n_pair": 2718,1663"coverage": 1.0,1664"mean": 8.0241152257785,1665"mean_bench": 0.2811947545473951,1666"ratio": 28.53579270599816,1667"dm_stat": 1.0126569734832616,1668"dm_p": 0.31131420584133396,1669"own_mean": 8.0241152257785,1670"own_n": 27181671},1672"egarch11__skewt__w1000_r5": {1673"n_pair": 2703,1674"coverage": 0.9944812362030905,1675"mean": 0.2859421807896073,1676"mean_bench": 0.28119028710930255,1677"ratio": 1.0168992098879206,1678"dm_stat": 0.32796766363213714,1679"dm_p": 0.7429615228597752,1680"own_mean": 0.2859421807896073,1681"own_n": 27031682},1683"egarch11__t__w1000_r5": {1684"n_pair": 2708,1685"coverage": 0.9963208241353937,1686"mean": 0.287779959931553,1687"mean_bench": 0.28202403530625286,1688"ratio": 1.020409340711155,1689"dm_stat": 0.3830901734425843,1690"dm_p": 0.7016829850800576,1691"own_mean": 0.287779959931553,1692"own_n": 27081693},1694"ewma094__normal__w1000_r5": {1695"n_pair": 2718,1696"coverage": 1.0,1697"mean": 0.3009947905065215,1698"mean_bench": 0.2811947545473951,1699"ratio": 1.0704139591472681,1700"dm_stat": 1.6860084775145059,1701"dm_p": 0.09190898230227745,1702"own_mean": 0.30099479050652145,1703"own_n": 27181704},1705"figarch11__ged__w1000_r5": {1706"n_pair": 2718,1707"coverage": 1.0,1708"mean": 0.28304321115105147,1709"mean_bench": 0.2811947545473951,1710"ratio": 1.0065735813835914,1711"dm_stat": 0.32094736503617316,1712"dm_p": 0.7482749628385217,1713"own_mean": 0.28304321115105147,1714"own_n": 27181715},1716"figarch11__normal__w1000_r5": {1717"n_pair": 2718,1718"coverage": 1.0,1719"mean": 0.28292001852516446,1720"mean_bench": 0.2811947545473951,1721"ratio": 1.006135477102147,1722"dm_stat": 0.32477267026443013,1723"dm_p": 0.7453781333122337,1724"own_mean": 0.28292001852516446,1725"own_n": 27181726},1727"figarch11__skewt__w1000_r5": {1728"n_pair": 2718,1729"coverage": 1.0,1730"mean": 0.2850465751717748,1731"mean_bench": 0.2811947545473951,1732"ratio": 1.0136980529049322,1733"dm_stat": 0.6368930430049251,1734"dm_p": 0.5242481706768468,1735"own_mean": 0.2850465751717748,1736"own_n": 27181737},1738"figarch11__t__w1000_r5": {1739"n_pair": 2718,1740"coverage": 1.0,1741"mean": 0.2831104302327375,1742"mean_bench": 0.2811947545473951,1743"ratio": 1.0068126295187327,1744"dm_stat": 0.3357736657953849,1745"dm_p": 0.7370674756153378,1746"own_mean": 0.2831104302327375,1747"own_n": 27181748},1749"garch11__ged__w1000_r5": {1750"n_pair": 2718,1751"coverage": 1.0,1752"mean": 0.2811234416078298,1753"mean_bench": 0.2811947545473951,1754"ratio": 0.9997463930659728,1755"dm_stat": -0.13392832533477997,1756"dm_p": 0.8934691706934342,1757"own_mean": 0.2811234416078298,1758"own_n": 27181759},1760"garch11__normal__w1000_r5": {1761"n_pair": 2718,1762"coverage": 1.0,1763"mean": 0.2811947545473951,1764"mean_bench": 0.2811947545473951,1765"ratio": 1.0,1766"dm_stat": 0.0,1767"dm_p": 1.0,1768"own_mean": 0.2811947545473951,1769"own_n": 27181770},1771"garch11__skewt__w1000_r5": {1772"n_pair": 2718,1773"coverage": 1.0,1774"mean": 0.2824130137915421,1775"mean_bench": 0.2811947545473951,1776"ratio": 1.0043324394372428,1777"dm_stat": 0.5652911178458855,1778"dm_p": 0.5719224429274713,1779"own_mean": 0.2824130137915421,1780"own_n": 27181781},1782"garch11__t__w1000_r5": {1783"n_pair": 2718,1784"coverage": 1.0,1785"mean": 0.28135809637975256,1786"mean_bench": 0.2811947545473951,1787"ratio": 1.0005808850617444,1788"dm_stat": 0.1737783494093015,1789"dm_p": 0.8620526059627502,1790"own_mean": 0.28135809637975256,1791"own_n": 27181792},1793"garch12__ged__w1000_r5": {1794"n_pair": 2718,1795"coverage": 1.0,1796"mean": 0.28125543079039783,1797"mean_bench": 0.2811947545473951,1798"ratio": 1.000215780138219,1799"dm_stat": 0.09609932826940797,1800"dm_p": 0.9234487720507463,1801"own_mean": 0.28125543079039783,1802"own_n": 27181803},1804"garch12__normal__w1000_r5": {1805"n_pair": 2718,1806"coverage": 1.0,1807"mean": 0.2812548166902316,1808"mean_bench": 0.2811947545473951,1809"ratio": 1.0002135962419825,1810"dm_stat": 0.1932096078782423,1811"dm_p": 0.8468092559140173,1812"own_mean": 0.2812548166902316,1813"own_n": 27181814},1815"garch12__skewt__w1000_r5": {1816"n_pair": 2718,1817"coverage": 1.0,1818"mean": 0.2826166460413089,1819"mean_bench": 0.2811947545473951,1820"ratio": 1.0050566074612681,1821"dm_stat": 0.6512988442632657,1822"dm_p": 0.514908674853832,1823"own_mean": 0.2826166460413089,1824"own_n": 27181825},1826"garch12__t__w1000_r5": {1827"n_pair": 2718,1828"coverage": 1.0,1829"mean": 0.28154855470851364,1830"mean_bench": 0.2811947545473951,1831"ratio": 1.0012582032751216,1832"dm_stat": 0.35709488242140625,1833"dm_p": 0.7210485077419954,1834"own_mean": 0.28154855470851364,1835"own_n": 27181836},1837"garch21__ged__w1000_r5": {1838"n_pair": 2718,1839"coverage": 1.0,1840"mean": 0.2823876127702321,1841"mean_bench": 0.2811947545473951,1842"ratio": 1.0042421069509528,1843"dm_stat": 0.5923213889220732,1844"dm_p": 0.5536846837904399,1845"own_mean": 0.2823876127702321,1846"own_n": 27181847},1848"garch21__normal__w1000_r5": {1849"n_pair": 2718,1850"coverage": 1.0,1851"mean": 0.28215853188529677,1852"mean_bench": 0.2811947545473951,1853"ratio": 1.0034274371136578,1854"dm_stat": 0.49450503586011857,1855"dm_p": 0.6209895308170341,1856"own_mean": 0.2821585318852967,1857"own_n": 27181858},1859"garch21__skewt__w1000_r5": {1860"n_pair": 2718,1861"coverage": 1.0,1862"mean": 0.2832943872457073,1863"mean_bench": 0.2811947545473951,1864"ratio": 1.0074668274011431,1865"dm_stat": 0.8434844943885581,1866"dm_p": 0.3990317859852608,1867"own_mean": 0.2832943872457073,1868"own_n": 27181869},1870"garch21__t__w1000_r5": {1871"n_pair": 2718,1872"coverage": 1.0,1873"mean": 0.2826582543661027,1874"mean_bench": 0.2811947545473951,1875"ratio": 1.0052045772370939,1876"dm_stat": 0.703691009873622,1877"dm_p": 0.4816855190004199,1878"own_mean": 0.2826582543661027,1879"own_n": 27181880},1881"garchm11__ged__w1000_r5": {1882"n_pair": 2718,1883"coverage": 1.0,1884"mean": 0.280176808582742,1885"mean_bench": 0.2811947545473951,1886"ratio": 0.9963799254851267,1887"dm_stat": -1.142586071396596,1888"dm_p": 0.25331116496435757,1889"own_mean": 0.280176808582742,1890"own_n": 27181891},1892"garchm11__normal__w1000_r5": {1893"n_pair": 2718,1894"coverage": 1.0,1895"mean": 0.2805973541493416,1896"mean_bench": 0.2811947545473951,1897"ratio": 0.9978754923824412,1898"dm_stat": -0.7303819098017831,1899"dm_p": 0.46521974415477546,1900"own_mean": 0.2805973541493416,1901"own_n": 27181902},1903"garchm11__skewt__w1000_r5": {1904"n_pair": 2718,1905"coverage": 1.0,1906"mean": 0.28189394593330025,1907"mean_bench": 0.2811947545473951,1908"ratio": 1.0024865022358989,1909"dm_stat": 0.3069896939319073,1910"dm_p": 0.7588747424282944,1911"own_mean": 0.28189394593330025,1912"own_n": 27181913},1914"garchm11__t__w1000_r5": {1915"n_pair": 2718,1916"coverage": 1.0,1917"mean": 0.2805018123184024,1918"mean_bench": 0.2811947545473951,1919"ratio": 0.9975357213540199,1920"dm_stat": -0.6859317119551583,1921"dm_p": 0.49281469626267965,1922"own_mean": 0.2805018123184023,1923"own_n": 27181924},1925"garchx_rv11__normal__w1000_r5": {1926"n_pair": 2718,1927"coverage": 1.0,1928"mean": 0.2689570518913684,1929"mean_bench": 0.2811947545473951,1930"ratio": 0.9564796197008574,1931"dm_stat": -1.2558851715993506,1932"dm_p": 0.20926558937493608,1933"own_mean": 0.2689570518913684,1934"own_n": 27181935},1936"garchx_rv11__t__w1000_r5": {1937"n_pair": 2718,1938"coverage": 1.0,1939"mean": 0.26739864780467026,1940"mean_bench": 0.2811947545473951,1941"ratio": 0.9509375387711952,1942"dm_stat": -1.4269171475394975,1943"dm_p": 0.15371868161212857,1944"own_mean": 0.2673986478046702,1945"own_n": 27181946},1947"gas_t11__t__w1000_r5": {1948"n_pair": 2718,1949"coverage": 1.0,1950"mean": 0.2799779660718376,1951"mean_bench": 0.2811947545473951,1952"ratio": 0.99567279098959,1953"dm_stat": -0.33512081555626655,1954"dm_p": 0.7375598219547455,1955"own_mean": 0.2799779660718376,1956"own_n": 27181957},1958"gjr11__ged__w1000_r5": {1959"n_pair": 2718,1960"coverage": 1.0,1961"mean": 0.27222711068258487,1962"mean_bench": 0.2811947545473951,1963"ratio": 0.9681087796988093,1964"dm_stat": -1.491679861761386,1965"dm_p": 0.13589918272542223,1966"own_mean": 0.27222711068258487,1967"own_n": 27181968},1969"gjr11__normal__w1000_r5": {1970"n_pair": 2718,1971"coverage": 1.0,1972"mean": 0.2727195218129992,1973"mean_bench": 0.2811947545473951,1974"ratio": 0.9698599188024063,1975"dm_stat": -1.4311370577862375,1976"dm_p": 0.15250594447718183,1977"own_mean": 0.27271952181299924,1978"own_n": 27181979},1980"gjr11__skewt__w1000_r5": {1981"n_pair": 2718,1982"coverage": 1.0,1983"mean": 0.27343537298271214,1984"mean_bench": 0.2811947545473951,1985"ratio": 0.9724056674628504,1986"dm_stat": -1.1754552629333401,1987"dm_p": 0.2399156184840452,1988"own_mean": 0.27343537298271214,1989"own_n": 27181990},1991"gjr11__t__w1000_r5": {1992"n_pair": 2718,1993"coverage": 1.0,1994"mean": 0.2727538683518783,1995"mean_bench": 0.2811947545473951,1996"ratio": 0.9699820638222677,1997"dm_stat": -1.3249855446711731,1998"dm_p": 0.18528736332400633,1999"own_mean": 0.2727538683518784,2000"own_n": 27182001},2002"har_rv__empirical__w1000_r5": {2003"n_pair": 2718,2004"coverage": 1.0,2005"mean": 0.29200897440408613,2006"mean_bench": 0.2811947545473951,2007"ratio": 1.0384581137514366,2008"dm_stat": 1.7378029564062936,2009"dm_p": 0.08235884166047387,2010"own_mean": 0.2920089744040862,2011"own_n": 27182012},2013"heavy11__normal__w1000_r5": {2014"n_pair": 2718,2015"coverage": 1.0,2016"mean": 0.26812325922530045,2017"mean_bench": 0.2811947545473951,2018"ratio": 0.9535144411099195,2019"dm_stat": -1.2489573980046123,2020"dm_p": 0.21178825076968602,2021"own_mean": 0.26812325922530045,2022"own_n": 27182023},2024"heavy11__t__w1000_r5": {2025"n_pair": 2718,2026"coverage": 1.0,2027"mean": 0.2668060479325499,2028"mean_bench": 0.2811947545473951,2029"ratio": 0.9488301030436896,2030"dm_stat": -1.4032776141514043,2031"dm_p": 0.16064834026105596,2032"own_mean": 0.2668060479325499,2033"own_n": 27182034},2035"histvar22__empirical__w1000_r5": {2036"n_pair": 2718,2037"coverage": 1.0,2038"mean": 0.3534415440797671,2039"mean_bench": 0.2811947545473951,2040"ratio": 1.2569279418055248,2041"dm_stat": 3.1834544302998116,2042"dm_p": 0.0014717379070983414,2043"own_mean": 0.3534415440797671,2044"own_n": 27182045},2046"histvar252__empirical__w1000_r5": {2047"n_pair": 2718,2048"coverage": 1.0,2049"mean": 0.5032140209583604,2050"mean_bench": 0.2811947545473951,2051"ratio": 1.7895569274338798,2052"dm_stat": 2.2479603753732147,2053"dm_p": 0.024658599884014958,2054"own_mean": 0.5032140209583605,2055"own_n": 27182056},2057"histvar66__empirical__w1000_r5": {2058"n_pair": 2718,2059"coverage": 1.0,2060"mean": 0.38832720301402646,2061"mean_bench": 0.2811947545473951,2062"ratio": 1.3809902095758129,2063"dm_stat": 2.623567757724805,2064"dm_p": 0.008750081862401896,2065"own_mean": 0.38832720301402646,2066"own_n": 27182067},2068"igarch11__ged__w1000_r5": {2069"n_pair": 2718,2070"coverage": 1.0,2071"mean": 0.28003610537155676,2072"mean_bench": 0.2811947545473951,2073"ratio": 0.9958795491128443,2074"dm_stat": -0.1091485196298309,2075"dm_p": 0.9130927518173995,2076"own_mean": 0.28003610537155676,2077"own_n": 27182078},2079"igarch11__normal__w1000_r5": {2080"n_pair": 2718,2081"coverage": 1.0,2082"mean": 0.28062926497818547,2083"mean_bench": 0.2811947545473951,2084"ratio": 0.9979889753984926,2085"dm_stat": -0.052865963230649134,2086"dm_p": 0.9578425903009118,2087"own_mean": 0.28062926497818547,2088"own_n": 27182089},2090"igarch11__skewt__w1000_r5": {2091"n_pair": 2718,2092"coverage": 1.0,2093"mean": 0.2813164365347084,2094"mean_bench": 0.2811947545473951,2095"ratio": 1.0004327320668165,2096"dm_stat": 0.011856739368086743,2097"dm_p": 0.990540782865599,2098"own_mean": 0.2813164365347084,2099"own_n": 27182100},2101"igarch11__t__w1000_r5": {2102"n_pair": 2718,2103"coverage": 1.0,2104"mean": 0.28157196685119074,2105"mean_bench": 0.2811947545473951,2106"ratio": 1.0013414628036101,2107"dm_stat": 0.035183232109119986,2108"dm_p": 0.9719362172804148,2109"own_mean": 0.28157196685119074,2110"own_n": 27182111},2112"loghar_rv__empirical__w1000_r5": {2113"n_pair": 2718,2114"coverage": 1.0,2115"mean": 0.2635264794687703,2116"mean_bench": 0.2811947545473951,2117"ratio": 0.9371671242336532,2118"dm_stat": -1.9862807486644536,2119"dm_p": 0.04710247773989967,2120"own_mean": 0.26352647946877034,2121"own_n": 27182122},2123"msgarch2__normal__w1000_r5": {2124"n_pair": 2718,2125"coverage": 1.0,2126"mean": 0.3028941855567159,2127"mean_bench": 0.2811947545473951,2128"ratio": 1.0771686905904332,2129"dm_stat": 1.696157778230795,2130"dm_p": 0.08997056012717863,2131"own_mean": 0.3028941855567159,2132"own_n": 27182133},2134"msgarch2__t__w1000_r5": {2135"n_pair": 2718,2136"coverage": 1.0,2137"mean": 0.2918135468244015,2138"mean_bench": 0.2811947545473951,2139"ratio": 1.0377631236190668,2140"dm_stat": 1.4802791955242967,2141"dm_p": 0.1389146946361178,2142"own_mean": 0.2918135468244015,2143"own_n": 27182144},2145"nagarch11__ged__w1000_r5": {2146"n_pair": 2718,2147"coverage": 1.0,2148"mean": 0.2797476555657392,2149"mean_bench": 0.2811947545473951,2150"ratio": 0.994853748306987,2151"dm_stat": -0.08702132188744413,2152"dm_p": 0.9306609764907143,2153"own_mean": 0.2797476555657392,2154"own_n": 27182155},2156"nagarch11__normal__w1000_r5": {2157"n_pair": 2718,2158"coverage": 1.0,2159"mean": 0.27181658241959067,2160"mean_bench": 0.2811947545473951,2161"ratio": 0.9666488368785565,2162"dm_stat": -0.7456178188624059,2163"dm_p": 0.4559628139174029,2164"own_mean": 0.2718165824195907,2165"own_n": 27182166},2167"nagarch11__skewt__w1000_r5": {2168"n_pair": 2718,2169"coverage": 1.0,2170"mean": 0.27576610612327906,2171"mean_bench": 0.2811947545473951,2172"ratio": 0.9806943467602947,2173"dm_stat": -0.45552849988854166,2174"dm_p": 0.6487654697613033,2175"own_mean": 0.27576610612327906,2176"own_n": 27182177},2178"nagarch11__t__w1000_r5": {2179"n_pair": 2718,2180"coverage": 1.0,2181"mean": 0.27579993382084284,2182"mean_bench": 0.2811947545473951,2183"ratio": 0.9808146466485989,2184"dm_stat": -0.4152933578844658,2185"dm_p": 0.6779599553466804,2186"own_mean": 0.27579993382084284,2187"own_n": 27182188},2189"qgarch11__ged__w1000_r5": {2190"n_pair": 2718,2191"coverage": 1.0,2192"mean": 0.27162137157992716,2193"mean_bench": 0.2811947545473951,2194"ratio": 0.9659546175287762,2195"dm_stat": -1.480994100898998,2196"dm_p": 0.13872409727979224,2197"own_mean": 0.27162137157992716,2198"own_n": 27182199},2200"qgarch11__normal__w1000_r5": {2201"n_pair": 2718,2202"coverage": 1.0,2203"mean": 0.2708156945829812,2204"mean_bench": 0.2811947545473951,2205"ratio": 0.963089425401552,2206"dm_stat": -1.6182648030390965,2207"dm_p": 0.10572161314575809,2208"own_mean": 0.2708156945829812,2209"own_n": 27182210},2211"qgarch11__skewt__w1000_r5": {2212"n_pair": 2718,2213"coverage": 1.0,2214"mean": 0.2738813465351545,2215"mean_bench": 0.2811947545473951,2216"ratio": 0.9739916627391855,2217"dm_stat": -1.0490282217849556,2218"dm_p": 0.29425843119617223,2219"own_mean": 0.2738813465351545,2220"own_n": 27182221},2222"qgarch11__t__w1000_r5": {2223"n_pair": 2718,2224"coverage": 1.0,2225"mean": 0.2721828965317285,2226"mean_bench": 0.2811947545473951,2227"ratio": 0.9679515429433528,2228"dm_stat": -1.3696675938772709,2229"dm_p": 0.17090387350764827,2230"own_mean": 0.2721828965317285,2231"own_n": 27182232},2233"realgarch11__normal__w1000_r5": {2234"n_pair": 2718,2235"coverage": 1.0,2236"mean": 0.27062813364043414,2237"mean_bench": 0.2811947545473951,2238"ratio": 0.9624224110297904,2239"dm_stat": -1.202775675057504,2240"dm_p": 0.22916794175045402,2241"own_mean": 0.2706281336404342,2242"own_n": 27182243},2244"realgarch11__t__w1000_r5": {2245"n_pair": 2718,2246"coverage": 1.0,2247"mean": 0.27826359995923244,2248"mean_bench": 0.2811947545473951,2249"ratio": 0.9895760694651626,2250"dm_stat": -0.25879084894916726,2251"dm_p": 0.7958162221755581,2252"own_mean": 0.27826359995923244,2253"own_n": 27182254},2255"rm2006__normal__w1000_r5": {2256"n_pair": 2718,2257"coverage": 1.0,2258"mean": 0.28707837833343736,2259"mean_bench": 0.2811947545473951,2260"ratio": 1.0209236612379644,2261"dm_stat": 0.7118031340651636,2262"dm_p": 0.4766478021354068,2263"own_mean": 0.28707837833343736,2264"own_n": 27182265},2266"rm_rw__empirical__w1000_r5": {2267"n_pair": 2718,2268"coverage": 1.0,2269"mean": 0.8514279378786896,2270"mean_bench": 0.2811947545473951,2271"ratio": 3.0278940986972867,2272"dm_stat": 12.462005432115847,2273"dm_p": 1.0493007858778025e-34,2274"own_mean": 0.8514279378786896,2275"own_n": 27182276},2277"tarch11__ged__w1000_r5": {2278"n_pair": 2718,2279"coverage": 1.0,2280"mean": 0.27048727305357334,2281"mean_bench": 0.2811947545473951,2282"ratio": 0.961921474989616,2283"dm_stat": -1.2262628108992073,2284"dm_p": 0.22020605582304018,2285"own_mean": 0.27048727305357334,2286"own_n": 27182287},2288"tarch11__normal__w1000_r5": {2289"n_pair": 2718,2290"coverage": 1.0,2291"mean": 0.26996692218882123,2292"mean_bench": 0.2811947545473951,2293"ratio": 0.9600709750911038,2294"dm_stat": -1.3157264022773794,2295"dm_p": 0.1883768952089928,2296"own_mean": 0.26996692218882123,2297"own_n": 27182298},2299"tarch11__skewt__w1000_r5": {2300"n_pair": 2718,2301"coverage": 1.0,2302"mean": 0.2696672262102712,2303"mean_bench": 0.2811947545473951,2304"ratio": 0.9590051800373077,2305"dm_stat": -1.2820835371078299,2306"dm_p": 0.19992272635028904,2307"own_mean": 0.26966722621027117,2308"own_n": 27182309},2310"tarch11__t__w1000_r5": {2311"n_pair": 2718,2312"coverage": 1.0,2313"mean": 0.2694271228455955,2314"mean_bench": 0.2811947545473951,2315"ratio": 0.9581513114611951,2316"dm_stat": -1.343322443856002,2317"dm_p": 0.17927977464131659,2318"own_mean": 0.2694271228455955,2319"own_n": 27182320}2321},2322"common_sample_A": {2323"n": 2703,2324"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": 0.31768217261773357,2397"aparch11__normal__w1000_r5": 0.32176692367572957,2398"aparch11__skewt__w1000_r5": 0.6781588253830624,2399"aparch11__t__w1000_r5": 0.5975660232935518,2400"arch5__ged__w1000_r5": 0.30792977521654713,2401"arch5__normal__w1000_r5": 0.3078288272869329,2402"arch5__skewt__w1000_r5": 0.3087517033513459,2403"arch5__t__w1000_r5": 0.3077708090419012,2404"avgarch11__ged__w1000_r5": 0.28268328131463216,2405"avgarch11__normal__w1000_r5": 0.2827892430827416,2406"avgarch11__skewt__w1000_r5": 0.2829627584766063,2407"avgarch11__t__w1000_r5": 0.28235932570309114,2408"cgarch11__ged__w1000_r5": 0.2884736598299064,2409"cgarch11__normal__w1000_r5": 0.2862831632904779,2410"cgarch11__skewt__w1000_r5": 0.2903069130203418,2411"cgarch11__t__w1000_r5": 0.28948864766263116,2412"constvar__normal__w1000_r5": 0.550146044026393,2413"egarch11__ged__w1000_r5": 0.2935555635476016,2414"egarch11__normal__w1000_r5": 8.045426497432887,2415"egarch11__skewt__w1000_r5": 0.2859421807896073,2416"egarch11__t__w1000_r5": 0.2881102553222554,2417"ewma094__normal__w1000_r5": 0.30100240524067423,2418"figarch11__ged__w1000_r5": 0.2831897968772365,2419"figarch11__normal__w1000_r5": 0.2830710182700367,2420"figarch11__skewt__w1000_r5": 0.28517930311682793,2421"figarch11__t__w1000_r5": 0.28324977036636007,2422"garch11__ged__w1000_r5": 0.28112487376381146,2423"garch11__normal__w1000_r5": 0.28119028710930255,2424"garch11__skewt__w1000_r5": 0.28239252607287635,2425"garch11__t__w1000_r5": 0.28137012993556854,2426"garch12__ged__w1000_r5": 0.2812427150865342,2427"garch12__normal__w1000_r5": 0.2812335817964806,2428"garch12__skewt__w1000_r5": 0.2825895732995733,2429"garch12__t__w1000_r5": 0.28155128484337083,2430"garch21__ged__w1000_r5": 0.28239600900717143,2431"garch21__normal__w1000_r5": 0.28215939864130746,2432"garch21__skewt__w1000_r5": 0.2832788025046809,2433"garch21__t__w1000_r5": 0.28267746948940103,2434"garchm11__ged__w1000_r5": 0.2802603734185911,2435"garchm11__normal__w1000_r5": 0.2806702597276233,2436"garchm11__skewt__w1000_r5": 0.28198206570917955,2437"garchm11__t__w1000_r5": 0.280596087727393,2438"gas_t11__t__w1000_r5": 0.2801938117024951,2439"gjr11__ged__w1000_r5": 0.27215454375383047,2440"gjr11__normal__w1000_r5": 0.2726429239614922,2441"gjr11__skewt__w1000_r5": 0.27334205701920045,2442"gjr11__t__w1000_r5": 0.2726903060332203,2443"histvar22__empirical__w1000_r5": 0.3526398657935754,2444"histvar252__empirical__w1000_r5": 0.5038477882279319,2445"histvar66__empirical__w1000_r5": 0.3888866690155939,2446"igarch11__ged__w1000_r5": 0.27978105289328503,2447"igarch11__normal__w1000_r5": 0.2803695326629387,2448"igarch11__skewt__w1000_r5": 0.2810806714233964,2449"igarch11__t__w1000_r5": 0.2813377702074809,2450"msgarch2__normal__w1000_r5": 0.3032326079623751,2451"msgarch2__t__w1000_r5": 0.2920915631672539,2452"nagarch11__ged__w1000_r5": 0.2806978067368548,2453"nagarch11__normal__w1000_r5": 0.27270941209793853,2454"nagarch11__skewt__w1000_r5": 0.2766688126301336,2455"nagarch11__t__w1000_r5": 0.27681428714212675,2456"qgarch11__ged__w1000_r5": 0.27189982336976015,2457"qgarch11__normal__w1000_r5": 0.27107518775440925,2458"qgarch11__skewt__w1000_r5": 0.2741704256011518,2459"qgarch11__t__w1000_r5": 0.2724974359612799,2460"rm2006__normal__w1000_r5": 0.2872177278348365,2461"tarch11__ged__w1000_r5": 0.2711918740415644,2462"tarch11__normal__w1000_r5": 0.27066356158893323,2463"tarch11__skewt__w1000_r5": 0.27035763722211287,2464"tarch11__t__w1000_r5": 0.270125970803059672465},2466"ratio": {2467"aparch11__ged__w1000_r5": 1.1297764794210197,2468"aparch11__normal__w1000_r5": 1.1443031229263418,2469"aparch11__skewt__w1000_r5": 2.4117434224157703,2470"aparch11__t__w1000_r5": 2.1251303856781854,2471"arch5__ged__w1000_r5": 1.0950939251214271,2472"arch5__normal__w1000_r5": 1.0947349229288121,2473"arch5__skewt__w1000_r5": 1.0980169568635556,2474"arch5__t__w1000_r5": 1.0945285920287369,2475"avgarch11__ged__w1000_r5": 1.0053095511252466,2476"avgarch11__normal__w1000_r5": 1.0056863840848724,2477"avgarch11__skewt__w1000_r5": 1.0063034587201611,2478"avgarch11__t__w1000_r5": 1.0041574643484543,2479"cgarch11__ged__w1000_r5": 1.025901935644643,2480"cgarch11__normal__w1000_r5": 1.0181118495718016,2481"cgarch11__skewt__w1000_r5": 1.0324215534069834,2482"cgarch11__t__w1000_r5": 1.029511547637856,2483"constvar__normal__w1000_r5": 1.9564902105332806,2484"egarch11__ged__w1000_r5": 1.0439747637282097,2485"egarch11__normal__w1000_r5": 28.612035572571248,2486"egarch11__skewt__w1000_r5": 1.0168992098879206,2487"egarch11__t__w1000_r5": 1.0246095563402693,2488"ewma094__normal__w1000_r5": 1.0704580458131914,2489"figarch11__ged__w1000_r5": 1.0071108777920081,2490"figarch11__normal__w1000_r5": 1.006688464171606,2491"figarch11__skewt__w1000_r5": 1.0141861799300869,2492"figarch11__t__w1000_r5": 1.0073241621473823,2493"garch11__ged__w1000_r5": 0.9997673698257378,2494"garch11__normal__w1000_r5": 1.0,2495"garch11__skewt__w1000_r5": 1.0042755351756032,2496"garch11__t__w1000_r5": 1.0006395769502383,2497"garch12__ged__w1000_r5": 1.0001864501714146,2498"garch12__normal__w1000_r5": 1.0001539693551407,2499"garch12__skewt__w1000_r5": 1.0049762963175426,2500"garch12__t__w1000_r5": 1.0012838200699583,2501"garch21__ged__w1000_r5": 1.0042879215717726,2502"garch21__normal__w1000_r5": 1.0034464616184562,2503"garch21__skewt__w1000_r5": 1.0074274094487714,2504"garch21__t__w1000_r5": 1.0052888824695443,2505"garchm11__ged__w1000_r5": 0.9966929380802191,2506"garchm11__normal__w1000_r5": 0.9981506211077728,2507"garchm11__skewt__w1000_r5": 1.002815810631358,2508"garchm11__t__w1000_r5": 0.997886842436778,2509"gas_t11__t__w1000_r5": 0.9964562239433963,2510"gjr11__ged__w1000_r5": 0.9678660900831195,2511"gjr11__normal__w1000_r5": 0.9696029217947778,2512"gjr11__skewt__w1000_r5": 0.9720892561020381,2513"gjr11__t__w1000_r5": 0.9697714271589396,2514"histvar22__empirical__w1000_r5": 1.2540968943799238,2515"histvar252__empirical__w1000_r5": 1.7918392324557044,2516"histvar66__empirical__w1000_r5": 1.3830017850667375,2517"igarch11__ged__w1000_r5": 0.9949883254129979,2518"igarch11__normal__w1000_r5": 0.997081142258499,2519"igarch11__skewt__w1000_r5": 0.9996101725737647,2520"igarch11__t__w1000_r5": 1.0005244957060733,2521"msgarch2__normal__w1000_r5": 1.0783893394031225,2522"msgarch2__t__w1000_r5": 1.0387683236502185,2523"nagarch11__ged__w1000_r5": 0.998248586828832,2524"nagarch11__normal__w1000_r5": 0.969839374259512,2525"nagarch11__skewt__w1000_r5": 0.9839202323606171,2526"nagarch11__t__w1000_r5": 0.9844375849103394,2527"qgarch11__ged__w1000_r5": 0.9669602252800038,2528"qgarch11__normal__w1000_r5": 0.9640275648960754,2529"qgarch11__skewt__w1000_r5": 0.9750351920746749,2530"qgarch11__t__w1000_r5": 0.9690855212767587,2531"rm2006__normal__w1000_r5": 1.021435451371729,2532"tarch11__ged__w1000_r5": 0.9644425375765144,2533"tarch11__normal__w1000_r5": 0.9625636943985998,2534"tarch11__skewt__w1000_r5": 0.9614757323286246,2535"tarch11__t__w1000_r5": 0.96065185458578082536}2537},2538"mcs_A": {2539"egarch11__normal__w1000_r5": {2540"p": 0.6175,2541"in": true2542},2543"histvar22__empirical__w1000_r5": {2544"p": 0.6175,2545"in": true2546},2547"histvar66__empirical__w1000_r5": {2548"p": 0.6175,2549"in": true2550},2551"constvar__normal__w1000_r5": {2552"p": 0.6175,2553"in": true2554},2555"histvar252__empirical__w1000_r5": {2556"p": 0.6175,2557"in": true2558},2559"arch5__skewt__w1000_r5": {2560"p": 0.755,2561"in": true2562},2563"aparch11__skewt__w1000_r5": {2564"p": 0.7725,2565"in": true2566},2567"arch5__normal__w1000_r5": {2568"p": 0.7725,2569"in": true2570},2571"arch5__ged__w1000_r5": {2572"p": 0.7725,2573"in": true2574},2575"arch5__t__w1000_r5": {2576"p": 0.7725,2577"in": true2578},2579"aparch11__ged__w1000_r5": {2580"p": 0.7725,2581"in": true2582},2583"msgarch2__normal__w1000_r5": {2584"p": 0.7725,2585"in": true2586},2587"aparch11__normal__w1000_r5": {2588"p": 0.8295,2589"in": true2590},2591"ewma094__normal__w1000_r5": {2592"p": 0.8295,2593"in": true2594},2595"aparch11__t__w1000_r5": {2596"p": 0.8295,2597"in": true2598},2599"msgarch2__t__w1000_r5": {2600"p": 0.8295,2601"in": true2602},2603"cgarch11__t__w1000_r5": {2604"p": 0.8295,2605"in": true2606},2607"cgarch11__ged__w1000_r5": {2608"p": 0.8295,2609"in": true2610},2611"cgarch11__skewt__w1000_r5": {2612"p": 0.8295,2613"in": true2614},2615"cgarch11__normal__w1000_r5": {2616"p": 0.8295,2617"in": true2618},2619"egarch11__ged__w1000_r5": {2620"p": 0.864,2621"in": true2622},2623"garch21__skewt__w1000_r5": {2624"p": 0.8845,2625"in": true2626},2627"figarch11__skewt__w1000_r5": {2628"p": 0.902,2629"in": true2630},2631"garch12__skewt__w1000_r5": {2632"p": 0.92,2633"in": true2634},2635"garch21__t__w1000_r5": {2636"p": 0.922,2637"in": true2638},2639"rm2006__normal__w1000_r5": {2640"p": 0.926,2641"in": true2642},2643"garch11__skewt__w1000_r5": {2644"p": 0.926,2645"in": true2646},2647"garch21__ged__w1000_r5": {2648"p": 0.926,2649"in": true2650},2651"figarch11__normal__w1000_r5": {2652"p": 0.953,2653"in": true2654},2655"garch21__normal__w1000_r5": {2656"p": 0.953,2657"in": true2658},2659"egarch11__t__w1000_r5": {2660"p": 0.953,2661"in": true2662},2663"garch12__t__w1000_r5": {2664"p": 0.953,2665"in": true2666},2667"garchm11__skewt__w1000_r5": {2668"p": 0.953,2669"in": true2670},2671"figarch11__t__w1000_r5": {2672"p": 0.953,2673"in": true2674},2675"garch11__t__w1000_r5": {2676"p": 0.953,2677"in": true2678},2679"figarch11__ged__w1000_r5": {2680"p": 0.953,2681"in": true2682},2683"garch12__ged__w1000_r5": {2684"p": 0.953,2685"in": true2686},2687"garch12__normal__w1000_r5": {2688"p": 0.953,2689"in": true2690},2691"garch11__ged__w1000_r5": {2692"p": 0.953,2693"in": true2694},2695"garch11__normal__w1000_r5": {2696"p": 0.953,2697"in": true2698},2699"egarch11__skewt__w1000_r5": {2700"p": 0.953,2701"in": true2702},2703"garchm11__t__w1000_r5": {2704"p": 0.953,2705"in": true2706},2707"garchm11__normal__w1000_r5": {2708"p": 0.953,2709"in": true2710},2711"avgarch11__ged__w1000_r5": {2712"p": 0.953,2713"in": true2714},2715"avgarch11__normal__w1000_r5": {2716"p": 0.953,2717"in": true2718},2719"garchm11__ged__w1000_r5": {2720"p": 0.953,2721"in": true2722},2723"avgarch11__skewt__w1000_r5": {2724"p": 0.953,2725"in": true2726},2727"avgarch11__t__w1000_r5": {2728"p": 0.953,2729"in": true2730},2731"gas_t11__t__w1000_r5": {2732"p": 0.953,2733"in": true2734},2735"igarch11__skewt__w1000_r5": {2736"p": 0.953,2737"in": true2738},2739"igarch11__t__w1000_r5": {2740"p": 0.953,2741"in": true2742},2743"nagarch11__ged__w1000_r5": {2744"p": 0.957,2745"in": true2746},2747"igarch11__normal__w1000_r5": {2748"p": 0.9675,2749"in": true2750},2751"nagarch11__skewt__w1000_r5": {2752"p": 0.9675,2753"in": true2754},2755"nagarch11__t__w1000_r5": {2756"p": 0.9775,2757"in": true2758},2759"igarch11__ged__w1000_r5": {2760"p": 0.9775,2761"in": true2762},2763"qgarch11__skewt__w1000_r5": {2764"p": 0.9775,2765"in": true2766},2767"gjr11__skewt__w1000_r5": {2768"p": 0.9775,2769"in": true2770},2771"qgarch11__t__w1000_r5": {2772"p": 0.982,2773"in": true2774},2775"gjr11__t__w1000_r5": {2776"p": 0.982,2777"in": true2778},2779"gjr11__normal__w1000_r5": {2780"p": 0.991,2781"in": true2782},2783"nagarch11__normal__w1000_r5": {2784"p": 0.998,2785"in": true2786},2787"qgarch11__ged__w1000_r5": {2788"p": 0.998,2789"in": true2790},2791"gjr11__ged__w1000_r5": {2792"p": 0.998,2793"in": true2794},2795"tarch11__ged__w1000_r5": {2796"p": 0.998,2797"in": true2798},2799"qgarch11__normal__w1000_r5": {2800"p": 0.998,2801"in": true2802},2803"tarch11__normal__w1000_r5": {2804"p": 0.998,2805"in": true2806},2807"tarch11__skewt__w1000_r5": {2808"p": 0.998,2809"in": true2810},2811"tarch11__t__w1000_r5": {2812"p": 1.0,2813"in": true2814}2815},2816"spa_A": {2817"lower": 0.4965,2818"consistent": 0.9615,2819"upper": 0.9865,2820"n": 27032821},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": 0.2689570518913684,2838"garchx_rv11__t__w1000_r5": 0.26739864780467026,2839"har_rv__empirical__w1000_r5": 0.29200897440408613,2840"heavy11__normal__w1000_r5": 0.26812325922530045,2841"heavy11__t__w1000_r5": 0.2668060479325499,2842"loghar_rv__empirical__w1000_r5": 0.2635264794687703,2843"realgarch11__normal__w1000_r5": 0.27062813364043414,2844"realgarch11__t__w1000_r5": 0.27826359995923244,2845"rm_rw__empirical__w1000_r5": 0.8514279378786896,2846"garch11__normal__w1000_r5": 0.28119475454739512847},2848"ratio": {2849"garchx_rv11__normal__w1000_r5": 0.9564796197008574,2850"garchx_rv11__t__w1000_r5": 0.9509375387711952,2851"har_rv__empirical__w1000_r5": 1.0384581137514366,2852"heavy11__normal__w1000_r5": 0.9535144411099195,2853"heavy11__t__w1000_r5": 0.9488301030436896,2854"loghar_rv__empirical__w1000_r5": 0.9371671242336532,2855"realgarch11__normal__w1000_r5": 0.9624224110297904,2856"realgarch11__t__w1000_r5": 0.9895760694651626,2857"rm_rw__empirical__w1000_r5": 3.0278940986972867,2858"garch11__normal__w1000_r5": 1.02859}2860},2861"mcs_B": {2862"rm_rw__empirical__w1000_r5": {2863"p": 0.0,2864"in": false2865},2866"har_rv__empirical__w1000_r5": {2867"p": 0.0175,2868"in": false2869},2870"garch11__normal__w1000_r5": {2871"p": 0.314,2872"in": true2873},2874"realgarch11__t__w1000_r5": {2875"p": 0.3555,2876"in": true2877},2878"realgarch11__normal__w1000_r5": {2879"p": 0.7285,2880"in": true2881},2882"garchx_rv11__normal__w1000_r5": {2883"p": 0.7285,2884"in": true2885},2886"heavy11__normal__w1000_r5": {2887"p": 0.7285,2888"in": true2889},2890"garchx_rv11__t__w1000_r5": {2891"p": 0.766,2892"in": true2893},2894"heavy11__t__w1000_r5": {2895"p": 0.825,2896"in": true2897},2898"loghar_rv__empirical__w1000_r5": {2899"p": 1.0,2900"in": true2901}2902},2903"spa_B": {2904"lower": 0.121,2905"consistent": 0.1225,2906"upper": 0.416,2907"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": 0.31191834545806124,2919"mean_bench": 0.2764441295714728,2920"ratio": 1.1283232743685983,2921"dm_stat": 1.5771583685264385,2922"dm_p": 0.11487623745730872,2923"own_mean": 0.31191834545806124,2924"own_n": 27012925},2926"aparch11__normal__w1000_r5": {2927"n_pair": 2701,2928"coverage": 1.0,2929"mean": 0.3135888679996599,2930"mean_bench": 0.2764441295714728,2931"ratio": 1.1343661682589052,2932"dm_stat": 1.1365323129649014,2933"dm_p": 0.25583471108560757,2934"own_mean": 0.3135888679996599,2935"own_n": 27012936},2937"aparch11__skewt__w1000_r5": {2938"n_pair": 2701,2939"coverage": 1.0,2940"mean": 0.7269665623649724,2941"mean_bench": 0.2764441295714728,2942"ratio": 2.6297051903105073,2943"dm_stat": 1.225660251984678,2944"dm_p": 0.22043345066143022,2945"own_mean": 0.7269665623649724,2946"own_n": 27012947},2948"aparch11__t__w1000_r5": {2949"n_pair": 2701,2950"coverage": 1.0,2951"mean": 0.6622031144672073,2952"mean_bench": 0.2764441295714728,2953"ratio": 2.3954320010112533,2954"dm_stat": 1.057961353550713,2955"dm_p": 0.2901677039002118,2956"own_mean": 0.6622031144672071,2957"own_n": 27012958},2959"arch5__ged__w1000_r5": {2960"n_pair": 2701,2961"coverage": 1.0,2962"mean": 0.3176246425529868,2963"mean_bench": 0.2764441295714728,2964"ratio": 1.1489650478212345,2965"dm_stat": 2.6746526048479495,2966"dm_p": 0.007525784669342312,2967"own_mean": 0.31762464255298684,2968"own_n": 27012969},2970"arch5__normal__w1000_r5": {2971"n_pair": 2701,2972"coverage": 1.0,2973"mean": 0.31649076809623633,2974"mean_bench": 0.2764441295714728,2975"ratio": 1.1448634072528197,2976"dm_stat": 2.7178101057659783,2977"dm_p": 0.006613528887923675,2978"own_mean": 0.3164907680962364,2979"own_n": 27012980},2981"arch5__skewt__w1000_r5": {2982"n_pair": 2701,2983"coverage": 1.0,2984"mean": 0.3204397479729437,2985"mean_bench": 0.2764441295714728,2986"ratio": 1.159148318575874,2987"dm_stat": 2.394437044050683,2988"dm_p": 0.01671370787788198,2989"own_mean": 0.3204397479729437,2990"own_n": 27012991},2992"arch5__t__w1000_r5": {2993"n_pair": 2701,2994"coverage": 1.0,2995"mean": 0.31734844959740854,2996"mean_bench": 0.2764441295714728,2997"ratio": 1.1479659564098654,2998"dm_stat": 2.6350545404184267,2999"dm_p": 0.008460469714322181,3000"own_mean": 0.31734844959740854,3001"own_n": 27013002},3003"avgarch11__ged__w1000_r5": {3004"n_pair": 2701,3005"coverage": 1.0,3006"mean": 0.28053540642626423,3007"mean_bench": 0.2764441295714728,3008"ratio": 1.0147996517818392,3009"dm_stat": 0.413381471477605,3010"dm_p": 0.6793599760182539,3011"own_mean": 0.28053540642626423,3012"own_n": 27013013},3014"avgarch11__normal__w1000_r5": {3015"n_pair": 2701,3016"coverage": 1.0,3017"mean": 0.27771694650100553,3018"mean_bench": 0.2764441295714728,3019"ratio": 1.0046042465488625,3020"dm_stat": 0.18487006242214482,3021"dm_p": 0.8533448376118474,3022"own_mean": 0.2777169465010056,3023"own_n": 27013024},3025"avgarch11__skewt__w1000_r5": {3026"n_pair": 2701,3027"coverage": 1.0,3028"mean": 0.2776890150879472,3029"mean_bench": 0.2764441295714728,3030"ratio": 1.0045032083640342,3031"dm_stat": 0.12759753782765298,3032"dm_p": 0.8984769817713179,3033"own_mean": 0.27768901508794724,3034"own_n": 27013035},3036"avgarch11__t__w1000_r5": {3037"n_pair": 2701,3038"coverage": 1.0,3039"mean": 0.27881517284074425,3040"mean_bench": 0.2764441295714728,3041"ratio": 1.0085769347786364,3042"dm_stat": 0.2539265012503061,3043"dm_p": 0.7995716753724659,3044"own_mean": 0.27881517284074425,3045"own_n": 27013046},3047"cgarch11__ged__w1000_r5": {3048"n_pair": 2701,3049"coverage": 1.0,3050"mean": 0.30775807931456406,3051"mean_bench": 0.2764441295714728,3052"ratio": 1.113274062978412,3053"dm_stat": 1.8874483362817294,3054"dm_p": 0.059207213282322764,3055"own_mean": 0.3077580793145641,3056"own_n": 27013057},3058"cgarch11__normal__w1000_r5": {3059"n_pair": 2701,3060"coverage": 1.0,3061"mean": 0.30238256132789126,3062"mean_bench": 0.2764441295714728,3063"ratio": 1.0938288391098292,3064"dm_stat": 1.7240632443601123,3065"dm_p": 0.08481089161245775,3066"own_mean": 0.30238256132789126,3067"own_n": 27013068},3069"cgarch11__skewt__w1000_r5": {3070"n_pair": 2701,3071"coverage": 1.0,3072"mean": 0.3113089755156132,3073"mean_bench": 0.2764441295714728,3074"ratio": 1.1261189593650833,3075"dm_stat": 1.7199821951960812,3076"dm_p": 0.08555027046266087,3077"own_mean": 0.31130897551561326,3078"own_n": 27013079},3080"cgarch11__t__w1000_r5": {3081"n_pair": 2701,3082"coverage": 1.0,3083"mean": 0.30939293219413627,3084"mean_bench": 0.2764441295714728,3085"ratio": 1.119187926593843,3086"dm_stat": 1.905584853376183,3087"dm_p": 0.056810202176309985,3088"own_mean": 0.30939293219413627,3089"own_n": 27013090},3091"constvar__normal__w1000_r5": {3092"n_pair": 2701,3093"coverage": 1.0,3094"mean": 0.42921236709579896,3095"mean_bench": 0.2764441295714728,3096"ratio": 1.5526188519942108,3097"dm_stat": 2.2652195109477717,3098"dm_p": 0.023578126280245918,3099"own_mean": 0.42921236709579896,3100"own_n": 27013101},3102"egarch11__ged__w1000_r5": {3103"n_pair": 2701,3104"coverage": 1.0,3105"mean": 0.31194052533596395,3106"mean_bench": 0.2764441295714728,3107"ratio": 1.128403507137285,3108"dm_stat": 1.5340038567587055,3109"dm_p": 0.12514586556611182,3110"own_mean": 0.311940525335964,3111"own_n": 27013112},3113"egarch11__normal__w1000_r5": {3114"n_pair": 2701,3115"coverage": 1.0,3116"mean": 8.756952985597977,3117"mean_bench": 0.2764441295714728,3118"ratio": 31.677116816235102,3119"dm_stat": 1.007859883775486,3120"dm_p": 0.3136120445542526,3121"own_mean": 8.756952985597977,3122"own_n": 27013123},3124"egarch11__skewt__w1000_r5": {3125"n_pair": 2686,3126"coverage": 0.9944465012958164,3127"mean": 0.2889439166744336,3128"mean_bench": 0.2760286367316728,3129"ratio": 1.0467896378277435,3130"dm_stat": 0.641794701028043,3131"dm_p": 0.5210612759906177,3132"own_mean": 0.2889439166744336,3133"own_n": 26863134},3135"egarch11__t__w1000_r5": {3136"n_pair": 2691,3137"coverage": 0.9962976675305443,3138"mean": 0.2970932357059449,3139"mean_bench": 0.27723013966935645,3140"ratio": 1.0716484003517026,3141"dm_stat": 0.9366427578093683,3142"dm_p": 0.34902643024415375,3143"own_mean": 0.2970932357059449,3144"own_n": 26913145},3146"ewma094__normal__w1000_r5": {3147"n_pair": 2701,3148"coverage": 1.0,3149"mean": 0.2839125114864187,3150"mean_bench": 0.2764441295714728,3151"ratio": 1.02701588174986,3152"dm_stat": 0.2960072267726042,3153"dm_p": 0.7672473263859156,3154"own_mean": 0.28391251148641866,3155"own_n": 27013156},3157"figarch11__ged__w1000_r5": {3158"n_pair": 2701,3159"coverage": 1.0,3160"mean": 0.2903258112843112,3161"mean_bench": 0.2764441295714728,3162"ratio": 1.050215143777359,3163"dm_stat": 1.2296450836801427,3164"dm_p": 0.2189371779579216,3165"own_mean": 0.2903258112843112,3166"own_n": 27013167},3168"figarch11__normal__w1000_r5": {3169"n_pair": 2701,3170"coverage": 1.0,3171"mean": 0.2891491821626996,3172"mean_bench": 0.2764441295714728,3173"ratio": 1.0459588438753298,3174"dm_stat": 1.2282940652243768,3175"dm_p": 0.2194436547536472,3176"own_mean": 0.2891491821626997,3177"own_n": 27013178},3179"figarch11__skewt__w1000_r5": {3180"n_pair": 2701,3181"coverage": 1.0,3182"mean": 0.29458081648870243,3183"mean_bench": 0.2764441295714728,3184"ratio": 1.0656070611640192,3185"dm_stat": 1.6039940574993397,3186"dm_p": 0.10883232070969559,3187"own_mean": 0.2945808164887025,3188"own_n": 27013189},3190"figarch11__t__w1000_r5": {3191"n_pair": 2701,3192"coverage": 1.0,3193"mean": 0.29052443826673613,3194"mean_bench": 0.2764441295714728,3195"ratio": 1.050933650561109,3196"dm_stat": 1.2393378306709655,3197"dm_p": 0.2153281292220351,3198"own_mean": 0.29052443826673613,3199"own_n": 27013200},3201"garch11__ged__w1000_r5": {3202"n_pair": 2701,3203"coverage": 1.0,3204"mean": 0.2768392626292313,3205"mean_bench": 0.2764441295714728,3206"ratio": 1.0014293414671926,3207"dm_stat": 0.33639494977646694,3208"dm_p": 0.7365991987378359,3209"own_mean": 0.2768392626292313,3210"own_n": 27013211},3212"garch11__normal__w1000_r5": {3213"n_pair": 2701,3214"coverage": 1.0,3215"mean": 0.2764441295714728,3216"mean_bench": 0.2764441295714728,3217"ratio": 1.0,3218"dm_stat": 0.0,3219"dm_p": 1.0,3220"own_mean": 0.2764441295714728,3221"own_n": 27013222},3223"garch11__skewt__w1000_r5": {3224"n_pair": 2701,3225"coverage": 1.0,3226"mean": 0.2791362211923907,3227"mean_bench": 0.2764441295714728,3228"ratio": 1.0097382846403395,3229"dm_stat": 0.6443201991662311,3230"dm_p": 0.5194225521735073,3231"own_mean": 0.27913622119239073,3232"own_n": 27013233},3234"garch11__t__w1000_r5": {3235"n_pair": 2701,3236"coverage": 1.0,3237"mean": 0.2766056865525573,3238"mean_bench": 0.2764441295714728,3239"ratio": 1.0005844109670006,3240"dm_stat": 0.12236545809663503,3241"dm_p": 0.9026186999769438,3242"own_mean": 0.27660568655255735,3243"own_n": 27013244},3245"garch12__ged__w1000_r5": {3246"n_pair": 2701,3247"coverage": 1.0,3248"mean": 0.2765718690976194,3249"mean_bench": 0.2764441295714728,3250"ratio": 1.0004620808057838,3251"dm_stat": 0.09879529735419353,3252"dm_p": 0.921308136232194,3253"own_mean": 0.2765718690976194,3254"own_n": 27013255},3256"garch12__normal__w1000_r5": {3257"n_pair": 2701,3258"coverage": 1.0,3259"mean": 0.27584122891583684,3260"mean_bench": 0.2764441295714728,3261"ratio": 0.9978190867841161,3262"dm_stat": -1.3468456511956555,3263"dm_p": 0.1781429834081974,3264"own_mean": 0.27584122891583684,3265"own_n": 27013266},3267"garch12__skewt__w1000_r5": {3268"n_pair": 2701,3269"coverage": 1.0,3270"mean": 0.27914053622140833,3271"mean_bench": 0.2764441295714728,3272"ratio": 1.0097538936859152,3273"dm_stat": 0.6417208306325904,3274"dm_p": 0.5211089351872431,3275"own_mean": 0.27914053622140833,3276"own_n": 27013277},3278"garch12__t__w1000_r5": {3279"n_pair": 2701,3280"coverage": 1.0,3281"mean": 0.2765731594964123,3282"mean_bench": 0.2764441295714728,3283"ratio": 1.0004667486523933,3284"dm_stat": 0.09420898596802225,3285"dm_p": 0.9249501370993716,3286"own_mean": 0.2765731594964123,3287"own_n": 27013288},3289"garch21__ged__w1000_r5": {3290"n_pair": 2701,3291"coverage": 1.0,3292"mean": 0.27852949731489257,3293"mean_bench": 0.2764441295714728,3294"ratio": 1.0075435414260827,3295"dm_stat": 0.9001542611667869,3296"dm_p": 0.368118440248128,3297"own_mean": 0.27852949731489257,3298"own_n": 27013299},3300"garch21__normal__w1000_r5": {3301"n_pair": 2701,3302"coverage": 1.0,3303"mean": 0.2772375801125352,3304"mean_bench": 0.2764441295714728,3305"ratio": 1.0028702021717457,3306"dm_stat": 0.4400420708902754,3307"dm_p": 0.6599418587175864,3308"own_mean": 0.2772375801125352,3309"own_n": 27013310},3311"garch21__skewt__w1000_r5": {3312"n_pair": 2701,3313"coverage": 1.0,3314"mean": 0.2811814257956888,3315"mean_bench": 0.2764441295714728,3316"ratio": 1.017136541230083,3317"dm_stat": 0.9440212582458947,3318"dm_p": 0.3452432497909894,3319"own_mean": 0.2811814257956887,3320"own_n": 27013321},3322"garch21__t__w1000_r5": {3323"n_pair": 2701,3324"coverage": 1.0,3325"mean": 0.2793637560975357,3326"mean_bench": 0.2764441295714728,3327"ratio": 1.0105613620031966,3328"dm_stat": 1.073187587038468,3329"dm_p": 0.283282864270386,3330"own_mean": 0.27936375609753566,3331"own_n": 27013332},3333"garchm11__ged__w1000_r5": {3334"n_pair": 2701,3335"coverage": 1.0,3336"mean": 0.2751544322392057,3337"mean_bench": 0.2764441295714728,3338"ratio": 0.9953346908315026,3339"dm_stat": -0.8589103738700283,3340"dm_p": 0.39046621112952523,3341"own_mean": 0.2751544322392057,3342"own_n": 27013343},3344"garchm11__normal__w1000_r5": {3345"n_pair": 2701,3346"coverage": 1.0,3347"mean": 0.2750875559297717,3348"mean_bench": 0.2764441295714728,3349"ratio": 0.9950927746456255,3350"dm_stat": -1.4315106037006404,3351"dm_p": 0.15239966923596124,3352"own_mean": 0.27508755592977174,3353"own_n": 27013354},3355"garchm11__skewt__w1000_r5": {3356"n_pair": 2701,3357"coverage": 1.0,3358"mean": 0.27839877589899087,3359"mean_bench": 0.2764441295714728,3360"ratio": 1.0070706740293167,3361"dm_stat": 0.4075004964264289,3362"dm_p": 0.6836727355457396,3363"own_mean": 0.27839877589899087,3364"own_n": 27013365},3366"garchm11__t__w1000_r5": {3367"n_pair": 2701,3368"coverage": 1.0,3369"mean": 0.27516295683917574,3370"mean_bench": 0.2764441295714728,3371"ratio": 0.9953655274420801,3372"dm_stat": -0.8930169256143702,3373"dm_p": 0.37192769394952147,3374"own_mean": 0.27516295683917574,3375"own_n": 27013376},3377"garchx_rv11__normal__w1000_r5": {3378"n_pair": 2701,3379"coverage": 1.0,3380"mean": 0.25390038583708086,3381"mean_bench": 0.2764441295714728,3382"ratio": 0.9184509948923932,3383"dm_stat": -0.8116780225467385,3384"dm_p": 0.417047957449996,3385"own_mean": 0.25390038583708086,3386"own_n": 27013387},3388"garchx_rv11__t__w1000_r5": {3389"n_pair": 2701,3390"coverage": 1.0,3391"mean": 0.25285670442771235,3392"mean_bench": 0.2764441295714728,3393"ratio": 0.9146756157190813,3394"dm_stat": -0.861188459522462,3395"dm_p": 0.389210725247647,3396"own_mean": 0.25285670442771235,3397"own_n": 27013398},3399"gas_t11__t__w1000_r5": {3400"n_pair": 2701,3401"coverage": 1.0,3402"mean": 0.2757935635187914,3403"mean_bench": 0.2764441295714728,3404"ratio": 0.9976466635276725,3405"dm_stat": -0.13201302904706413,3406"dm_p": 0.8949838225582564,3407"own_mean": 0.2757935635187914,3408"own_n": 27013409},3410"gjr11__ged__w1000_r5": {3411"n_pair": 2701,3412"coverage": 1.0,3413"mean": 0.26788723437389605,3414"mean_bench": 0.2764441295714728,3415"ratio": 0.9690465657171266,3416"dm_stat": -1.3509227093014373,3417"dm_p": 0.17683338884240776,3418"own_mean": 0.26788723437389605,3419"own_n": 27013420},3421"gjr11__normal__w1000_r5": {3422"n_pair": 2701,3423"coverage": 1.0,3424"mean": 0.26643798782728173,3425"mean_bench": 0.2764441295714728,3426"ratio": 0.9638041084116997,3427"dm_stat": -1.805544807775676,3428"dm_p": 0.07110081042470101,3429"own_mean": 0.2664379878272818,3430"own_n": 27013431},3432"gjr11__skewt__w1000_r5": {3433"n_pair": 2701,3434"coverage": 1.0,3435"mean": 0.2725166443227327,3436"mean_bench": 0.2764441295714728,3437"ratio": 0.9857928426448113,3438"dm_stat": -0.45375227266304424,3439"dm_p": 0.6500436068151373,3440"own_mean": 0.2725166443227328,3441"own_n": 27013442},3443"gjr11__t__w1000_r5": {3444"n_pair": 2701,3445"coverage": 1.0,3446"mean": 0.2716546242152831,3447"mean_bench": 0.2764441295714728,3448"ratio": 0.9826745991545773,3449"dm_stat": -0.5869118518502253,3450"dm_p": 0.5573119790675226,3451"own_mean": 0.2716546242152831,3452"own_n": 27013453},3454"har_rv__empirical__w1000_r5": {3455"n_pair": 2701,3456"coverage": 1.0,3457"mean": 0.2980553858819448,3458"mean_bench": 0.2764441295714728,3459"ratio": 1.0781758554394787,3460"dm_stat": 1.6487347048004228,3461"dm_p": 0.09931833534204831,3462"own_mean": 0.2980553858819448,3463"own_n": 27013464},3465"heavy11__normal__w1000_r5": {3466"n_pair": 2701,3467"coverage": 1.0,3468"mean": 0.2526220011974198,3469"mean_bench": 0.2764441295714728,3470"ratio": 0.9138266078900621,3471"dm_stat": -0.8227617771595834,3472"dm_p": 0.41071613378129845,3473"own_mean": 0.25262200119741984,3474"own_n": 27013475},3476"heavy11__t__w1000_r5": {3477"n_pair": 2701,3478"coverage": 1.0,3479"mean": 0.2517399236156456,3480"mean_bench": 0.2764441295714728,3481"ratio": 0.9106358091447911,3482"dm_stat": -0.8683735102296873,3483"dm_p": 0.38526706882566525,3484"own_mean": 0.2517399236156456,3485"own_n": 27013486},3487"histvar22__empirical__w1000_r5": {3488"n_pair": 2701,3489"coverage": 1.0,3490"mean": 0.3358240193330249,3491"mean_bench": 0.2764441295714728,3492"ratio": 1.2147988812553165,3493"dm_stat": 1.4369563991627146,3494"dm_p": 0.15084624894897103,3495"own_mean": 0.3358240193330249,3496"own_n": 27013497},3498"histvar252__empirical__w1000_r5": {3499"n_pair": 2701,3500"coverage": 1.0,3501"mean": 0.45171347777684573,3502"mean_bench": 0.2764441295714728,3503"ratio": 1.6340136376817442,3504"dm_stat": 2.0559108741060466,3505"dm_p": 0.039887052623260096,3506"own_mean": 0.45171347777684573,3507"own_n": 27013508},3509"histvar66__empirical__w1000_r5": {3510"n_pair": 2701,3511"coverage": 1.0,3512"mean": 0.37345664416106006,3513"mean_bench": 0.2764441295714728,3514"ratio": 1.3509299139032913,3515"dm_stat": 2.280263086598995,3516"dm_p": 0.022669715470290425,3517"own_mean": 0.37345664416105995,3518"own_n": 27013519},3520"igarch11__ged__w1000_r5": {3521"n_pair": 2701,3522"coverage": 1.0,3523"mean": 0.25442210172271096,3524"mean_bench": 0.2764441295714728,3525"ratio": 0.9203382329626638,3526"dm_stat": -0.44716835914083164,3527"dm_p": 0.654789373197082,3528"own_mean": 0.25442210172271096,3529"own_n": 27013530},3531"igarch11__normal__w1000_r5": {3532"n_pair": 2701,3533"coverage": 1.0,3534"mean": 0.2556534949290547,3535"mean_bench": 0.2764441295714728,3536"ratio": 0.9247926346830135,3537"dm_stat": -0.4175398778822115,3538"dm_p": 0.6763167614128596,3539"own_mean": 0.2556534949290547,3540"own_n": 27013541},3542"igarch11__skewt__w1000_r5": {3543"n_pair": 2701,3544"coverage": 1.0,3545"mean": 0.2535979964092886,3546"mean_bench": 0.2764441295714728,3547"ratio": 0.9173571412147586,3548"dm_stat": -0.47281175179262985,3549"dm_p": 0.6363857063035674,3550"own_mean": 0.2535979964092886,3551"own_n": 27013552},3553"igarch11__t__w1000_r5": {3554"n_pair": 2701,3555"coverage": 1.0,3556"mean": 0.25813175765072527,3557"mean_bench": 0.2764441295714728,3558"ratio": 0.9337574216202953,3559"dm_stat": -0.367500641415612,3560"dm_p": 0.7132744167875567,3561"own_mean": 0.25813175765072527,3562"own_n": 27013563},3564"loghar_rv__empirical__w1000_r5": {3565"n_pair": 2701,3566"coverage": 1.0,3567"mean": 0.2660441952847447,3568"mean_bench": 0.2764441295714728,3569"ratio": 0.9623796160806546,3570"dm_stat": -0.8495898150246738,3571"dm_p": 0.3956285009007638,3572"own_mean": 0.2660441952847447,3573"own_n": 27013574},3575"msgarch2__normal__w1000_r5": {3576"n_pair": 2701,3577"coverage": 1.0,3578"mean": 0.3076931034153562,3579"mean_bench": 0.2764441295714728,3580"ratio": 1.1130390212746557,3581"dm_stat": 1.7944950633346572,3582"dm_p": 0.07284601270408607,3583"own_mean": 0.3076931034153562,3584"own_n": 27013585},3586"msgarch2__t__w1000_r5": {3587"n_pair": 2701,3588"coverage": 1.0,3589"mean": 0.28912206051398043,3590"mean_bench": 0.2764441295714728,3591"ratio": 1.0458607349056759,3592"dm_stat": 0.9738473586835664,3593"dm_p": 0.3302195719982896,3594"own_mean": 0.28912206051398043,3595"own_n": 27013596},3597"nagarch11__ged__w1000_r5": {3598"n_pair": 2701,3599"coverage": 1.0,3600"mean": 0.278136771727,3601"mean_bench": 0.2764441295714728,3602"ratio": 1.0061229086620542,3603"dm_stat": 0.07397744023040811,3604"dm_p": 0.9410338161111824,3605"own_mean": 0.278136771727,3606"own_n": 27013607},3608"nagarch11__normal__w1000_r5": {3609"n_pair": 2701,3610"coverage": 1.0,3611"mean": 0.2717784760662992,3612"mean_bench": 0.2764441295714728,3613"ratio": 0.9831226168108325,3614"dm_stat": -0.22121566948257562,3615"dm_p": 0.824941236616936,3616"own_mean": 0.2717784760662992,3617"own_n": 27013618},3619"nagarch11__skewt__w1000_r5": {3620"n_pair": 2701,3621"coverage": 1.0,3622"mean": 0.27129318858638535,3623"mean_bench": 0.2764441295714728,3624"ratio": 0.9813671536701751,3625"dm_stat": -0.2853955094589917,3626"dm_p": 0.7753630382980901,3627"own_mean": 0.2712931885863854,3628"own_n": 27013629},3630"nagarch11__t__w1000_r5": {3631"n_pair": 2701,3632"coverage": 1.0,3633"mean": 0.27435858050889084,3634"mean_bench": 0.2764441295714728,3635"ratio": 0.9924558026758794,3636"dm_stat": -0.1080531703959941,3637"dm_p": 0.9139615437829108,3638"own_mean": 0.27435858050889084,3639"own_n": 27013640},3641"qgarch11__ged__w1000_r5": {3642"n_pair": 2701,3643"coverage": 1.0,3644"mean": 0.27216494376105216,3645"mean_bench": 0.2764441295714728,3646"ratio": 0.984520612475823,3647"dm_stat": -0.5147249609655088,3648"dm_p": 0.6067873597226755,3649"own_mean": 0.2721649437610522,3650"own_n": 27013651},3652"qgarch11__normal__w1000_r5": {3653"n_pair": 2701,3654"coverage": 1.0,3655"mean": 0.26950577527001557,3656"mean_bench": 0.2764441295714728,3657"ratio": 0.974901422894338,3658"dm_stat": -0.806698522083883,3659"dm_p": 0.4199112462555803,3660"own_mean": 0.2695057752700155,3661"own_n": 27013662},3663"qgarch11__skewt__w1000_r5": {3664"n_pair": 2701,3665"coverage": 1.0,3666"mean": 0.2747229776608525,3667"mean_bench": 0.2764441295714728,3668"ratio": 0.9937739610774579,3669"dm_stat": -0.23262378122667848,3670"dm_p": 0.8160711904804407,3671"own_mean": 0.2747229776608525,3672"own_n": 27013673},3674"qgarch11__t__w1000_r5": {3675"n_pair": 2701,3676"coverage": 1.0,3677"mean": 0.27356196623148593,3678"mean_bench": 0.2764441295714728,3679"ratio": 0.9895741561072228,3680"dm_stat": -0.37690851676112685,3681"dm_p": 0.7062712109777967,3682"own_mean": 0.27356196623148593,3683"own_n": 27013684},3685"realgarch11__normal__w1000_r5": {3686"n_pair": 2701,3687"coverage": 1.0,3688"mean": 0.26043171656843994,3689"mean_bench": 0.2764441295714728,3690"ratio": 0.9420772181783916,3691"dm_stat": -0.8255000657876521,3692"dm_p": 0.40916067560509306,3693"own_mean": 0.26043171656843994,3694"own_n": 27013695},3696"realgarch11__t__w1000_r5": {3697"n_pair": 2701,3698"coverage": 1.0,3699"mean": 0.28783740057712903,3700"mean_bench": 0.2764441295714728,3701"ratio": 1.0412136478474598,3702"dm_stat": 0.4141579748449342,3703"dm_p": 0.6787913145309914,3704"own_mean": 0.28783740057712903,3705"own_n": 27013706},3707"rm2006__normal__w1000_r5": {3708"n_pair": 2701,3709"coverage": 1.0,3710"mean": 0.27287354044642576,3711"mean_bench": 0.2764441295714728,3712"ratio": 0.9870838670707822,3713"dm_stat": -0.23570535712880786,3714"dm_p": 0.8136791891199651,3715"own_mean": 0.2728735404464258,3716"own_n": 27013717},3718"rm_rw__empirical__w1000_r5": {3719"n_pair": 2701,3720"coverage": 1.0,3721"mean": 1.0585717823411454,3722"mean_bench": 0.2764441295714728,3723"ratio": 3.8292431240340687,3724"dm_stat": 8.78081292056936,3725"dm_p": 2.8248090161793015e-18,3726"own_mean": 1.0585717823411454,3727"own_n": 27013728},3729"tarch11__ged__w1000_r5": {3730"n_pair": 2701,3731"coverage": 1.0,3732"mean": 0.2733137945065338,3733"mean_bench": 0.2764441295714728,3734"ratio": 0.9886764277838295,3735"dm_stat": -0.26229078759084096,3736"dm_p": 0.7931172733190077,3737"own_mean": 0.27331379450653387,3738"own_n": 27013739},3740"tarch11__normal__w1000_r5": {3741"n_pair": 2701,3742"coverage": 1.0,3743"mean": 0.26748706978301107,3744"mean_bench": 0.2764441295714728,3745"ratio": 0.9675990233457067,3746"dm_stat": -0.7886559182302856,3747"dm_p": 0.43038237849726024,3748"own_mean": 0.26748706978301107,3749"own_n": 27013750},3751"tarch11__skewt__w1000_r5": {3752"n_pair": 2701,3753"coverage": 1.0,3754"mean": 0.26737655098575563,3755"mean_bench": 0.2764441295714728,3756"ratio": 0.9671992362443247,3757"dm_stat": -0.6942394419507849,3758"dm_p": 0.4875917891024328,3759"own_mean": 0.26737655098575563,3760"own_n": 27013761},3762"tarch11__t__w1000_r5": {3763"n_pair": 2701,3764"coverage": 1.0,3765"mean": 0.2717019094021816,3766"mean_bench": 0.2764441295714728,3767"ratio": 0.9828456470512059,3768"dm_stat": -0.3940008312194884,3769"dm_p": 0.6936115392987472,3770"own_mean": 0.2717019094021816,3771"own_n": 27013772}3773},3774"common_sample_A": {3775"n": 2686,3776"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": 0.31238120867028724,3849"aparch11__normal__w1000_r5": 0.3140541447039655,3850"aparch11__skewt__w1000_r5": 0.7296871624826059,3851"aparch11__t__w1000_r5": 0.6605549375450611,3852"arch5__ged__w1000_r5": 0.3185473140297575,3853"arch5__normal__w1000_r5": 0.31740787264460685,3854"arch5__skewt__w1000_r5": 0.3213719966093196,3855"arch5__t__w1000_r5": 0.31826773321408014,3856"avgarch11__ged__w1000_r5": 0.28043385081678257,3857"avgarch11__normal__w1000_r5": 0.27759847903462415,3858"avgarch11__skewt__w1000_r5": 0.27750340739497664,3859"avgarch11__t__w1000_r5": 0.2786980970115405,3860"cgarch11__ged__w1000_r5": 0.30782553480197594,3861"cgarch11__normal__w1000_r5": 0.302303333156797,3862"cgarch11__skewt__w1000_r5": 0.3113559273389857,3863"cgarch11__t__w1000_r5": 0.3094693697797271,3864"constvar__normal__w1000_r5": 0.43078954995819924,3865"egarch11__ged__w1000_r5": 0.2987805814456433,3866"egarch11__normal__w1000_r5": 8.784438510111459,3867"egarch11__skewt__w1000_r5": 0.2889439166744336,3868"egarch11__t__w1000_r5": 0.29716373838021265,3869"ewma094__normal__w1000_r5": 0.2831842481458101,3870"figarch11__ged__w1000_r5": 0.2903375160521704,3871"figarch11__normal__w1000_r5": 0.28916154677794453,3872"figarch11__skewt__w1000_r5": 0.29456826368381583,3873"figarch11__t__w1000_r5": 0.29052789575587495,3874"garch11__ged__w1000_r5": 0.2764299026129135,3875"garch11__normal__w1000_r5": 0.2760286367316728,3876"garch11__skewt__w1000_r5": 0.2786468502738336,3877"garch11__t__w1000_r5": 0.2761975785967344,3878"garch12__ged__w1000_r5": 0.2761170715015628,3879"garch12__normal__w1000_r5": 0.2753735139816575,3880"garch12__skewt__w1000_r5": 0.27862737038505525,3881"garch12__t__w1000_r5": 0.27613195578359806,3882"garch21__ged__w1000_r5": 0.27812950393242925,3883"garch21__normal__w1000_r5": 0.27682653069772406,3884"garch21__skewt__w1000_r5": 0.280703521094578,3885"garch21__t__w1000_r5": 0.2789710019314292,3886"garchm11__ged__w1000_r5": 0.27482858577207303,3887"garchm11__normal__w1000_r5": 0.2747415363519534,3888"garchm11__skewt__w1000_r5": 0.2780441096925104,3889"garchm11__t__w1000_r5": 0.2748417374771377,3890"gas_t11__t__w1000_r5": 0.27557248890432684,3891"gjr11__ged__w1000_r5": 0.2674308426221985,3892"gjr11__normal__w1000_r5": 0.265983920159276,3893"gjr11__skewt__w1000_r5": 0.2720287241576573,3894"gjr11__t__w1000_r5": 0.27118220811106697,3895"histvar22__empirical__w1000_r5": 0.33265750986827164,3896"histvar252__empirical__w1000_r5": 0.4524843006402259,3897"histvar66__empirical__w1000_r5": 0.3741753459716297,3898"igarch11__ged__w1000_r5": 0.25346677916849486,3899"igarch11__normal__w1000_r5": 0.25469691388389565,3900"igarch11__skewt__w1000_r5": 0.252633499264001,3901"igarch11__t__w1000_r5": 0.2572146454279027,3902"msgarch2__normal__w1000_r5": 0.3079783968047816,3903"msgarch2__t__w1000_r5": 0.2891605467950933,3904"nagarch11__ged__w1000_r5": 0.278526079157018,3905"nagarch11__normal__w1000_r5": 0.2720089106401389,3906"nagarch11__skewt__w1000_r5": 0.27130010627811224,3907"nagarch11__t__w1000_r5": 0.2745160175958245,3908"qgarch11__ged__w1000_r5": 0.27205390544633723,3909"qgarch11__normal__w1000_r5": 0.269365916027347,3910"qgarch11__skewt__w1000_r5": 0.27462264372017614,3911"qgarch11__t__w1000_r5": 0.2734986739983272,3912"rm2006__normal__w1000_r5": 0.27260986920603364,3913"tarch11__ged__w1000_r5": 0.27348835430969154,3914"tarch11__normal__w1000_r5": 0.26764388295095337,3915"tarch11__skewt__w1000_r5": 0.26746177206153915,3916"tarch11__t__w1000_r5": 0.27183037872581133917},3918"ratio": {3919"aparch11__ged__w1000_r5": 1.1316985526177588,3920"aparch11__normal__w1000_r5": 1.1377592862194845,3921"aparch11__skewt__w1000_r5": 2.6435197852023378,3922"aparch11__t__w1000_r5": 2.39306669542112,3923"arch5__ged__w1000_r5": 1.154037196290677,3924"arch5__normal__w1000_r5": 1.149909213778999,3925"arch5__skewt__w1000_r5": 1.1642704916943998,3926"arch5__t__w1000_r5": 1.1530243274123326,3927"avgarch11__ged__w1000_r5": 1.0159592647243774,3928"avgarch11__normal__w1000_r5": 1.0056872443436995,3929"avgarch11__skewt__w1000_r5": 1.0053428176176424,3930"avgarch11__t__w1000_r5": 1.009670954113586,3931"cgarch11__ged__w1000_r5": 1.1151942003076039,3932"cgarch11__normal__w1000_r5": 1.0951882990700919,3933"cgarch11__skewt__w1000_r5": 1.1279841505780233,3934"cgarch11__t__w1000_r5": 1.1211495062396803,3935"constvar__normal__w1000_r5": 1.5606697734661834,3936"egarch11__ged__w1000_r5": 1.0824260300792181,3937"egarch11__normal__w1000_r5": 31.82437378282168,3938"egarch11__skewt__w1000_r5": 1.0467896378277435,3939"egarch11__t__w1000_r5": 1.0765685107849343,3940"ewma094__normal__w1000_r5": 1.0259234385926894,3941"figarch11__ged__w1000_r5": 1.0518383870960724,3942"figarch11__normal__w1000_r5": 1.0475780708906597,3943"figarch11__skewt__w1000_r5": 1.06716559256917,3944"figarch11__t__w1000_r5": 1.0525280970694966,3945"garch11__ged__w1000_r5": 1.0014537110569102,3946"garch11__normal__w1000_r5": 1.0,3947"garch11__skewt__w1000_r5": 1.0094852967908035,3948"garch11__t__w1000_r5": 1.0006120447032667,3949"garch12__ged__w1000_r5": 1.0003203825912306,3950"garch12__normal__w1000_r5": 0.9976266131015523,3951"garch12__skewt__w1000_r5": 1.0094147248059218,3952"garch12__t__w1000_r5": 1.0003743055544838,3953"garch21__ged__w1000_r5": 1.007611047989918,3954"garch21__normal__w1000_r5": 1.0028906202468655,3955"garch21__skewt__w1000_r5": 1.0169362295820403,3956"garch21__t__w1000_r5": 1.0106596374731098,3957"garchm11__ged__w1000_r5": 0.995652440363402,3958"garchm11__normal__w1000_r5": 0.9953370766346588,3959"garchm11__skewt__w1000_r5": 1.007301680668723,3960"garchm11__t__w1000_r5": 0.9957000865251205,3961"gas_t11__t__w1000_r5": 0.9983474619418223,3962"gjr11__ged__w1000_r5": 0.9688518038878979,3963"gjr11__normal__w1000_r5": 0.9636098750791525,3964"gjr11__skewt__w1000_r5": 0.9855090666628772,3965"gjr11__t__w1000_r5": 0.9824422977340679,3966"histvar22__empirical__w1000_r5": 1.205155790381444,3967"histvar252__empirical__w1000_r5": 1.6392657877743513,3968"histvar66__empirical__w1000_r5": 1.3555671266650684,3969"igarch11__ged__w1000_r5": 0.9182626200298546,3970"igarch11__normal__w1000_r5": 0.9227191674735048,3971"igarch11__skewt__w1000_r5": 0.9152438031622995,3972"igarch11__t__w1000_r5": 0.9318404368237372,3973"msgarch2__normal__w1000_r5": 1.11574799068463,3974"msgarch2__t__w1000_r5": 1.0475744481402702,3975"nagarch11__ged__w1000_r5": 1.0090477656772001,3976"nagarch11__normal__w1000_r5": 0.9854372860036202,3977"nagarch11__skewt__w1000_r5": 0.9828694206892845,3978"nagarch11__t__w1000_r5": 0.9945200644623017,3979"qgarch11__ged__w1000_r5": 0.9856002937506827,3980"qgarch11__normal__w1000_r5": 0.9758622120399679,3981"qgarch11__skewt__w1000_r5": 0.994906350920164,3982"qgarch11__t__w1000_r5": 0.990834419343943,3983"rm2006__normal__w1000_r5": 0.9876144462179025,3984"tarch11__ged__w1000_r5": 0.9907970330467897,3985"tarch11__normal__w1000_r5": 0.969623609057381,3986"tarch11__skewt__w1000_r5": 0.9689638554478623,3987"tarch11__t__w1000_r5": 0.98479049834984093988}3989},3990"mcs_A": {3991"egarch11__normal__w1000_r5": {3992"p": 0.591,3993"in": true3994},3995"constvar__normal__w1000_r5": {3996"p": 0.591,3997"in": true3998},3999"histvar252__empirical__w1000_r5": {4000"p": 0.591,4001"in": true4002},4003"histvar66__empirical__w1000_r5": {4004"p": 0.591,4005"in": true4006},4007"arch5__ged__w1000_r5": {4008"p": 0.8145,4009"in": true4010},4011"aparch11__skewt__w1000_r5": {4012"p": 0.82,4013"in": true4014},4015"arch5__normal__w1000_r5": {4016"p": 0.82,4017"in": true4018},4019"arch5__t__w1000_r5": {4020"p": 0.82,4021"in": true4022},4023"arch5__skewt__w1000_r5": {4024"p": 0.82,4025"in": true4026},4027"aparch11__ged__w1000_r5": {4028"p": 0.82,4029"in": true4030},4031"histvar22__empirical__w1000_r5": {4032"p": 0.82,4033"in": true4034},4035"cgarch11__t__w1000_r5": {4036"p": 0.82,4037"in": true4038},4039"msgarch2__normal__w1000_r5": {4040"p": 0.82,4041"in": true4042},4043"cgarch11__ged__w1000_r5": {4044"p": 0.82,4045"in": true4046},4047"cgarch11__skewt__w1000_r5": {4048"p": 0.82,4049"in": true4050},4051"aparch11__t__w1000_r5": {4052"p": 0.8375,4053"in": true4054},4055"figarch11__skewt__w1000_r5": {4056"p": 0.8375,4057"in": true4058},4059"figarch11__t__w1000_r5": {4060"p": 0.8375,4061"in": true4062},4063"figarch11__ged__w1000_r5": {4064"p": 0.8375,4065"in": true4066},4067"figarch11__normal__w1000_r5": {4068"p": 0.8375,4069"in": true4070},4071"cgarch11__normal__w1000_r5": {4072"p": 0.8375,4073"in": true4074},4075"egarch11__ged__w1000_r5": {4076"p": 0.8375,4077"in": true4078},4079"egarch11__t__w1000_r5": {4080"p": 0.8375,4081"in": true4082},4083"msgarch2__t__w1000_r5": {4084"p": 0.8375,4085"in": true4086},4087"aparch11__normal__w1000_r5": {4088"p": 0.8375,4089"in": true4090},4091"egarch11__skewt__w1000_r5": {4092"p": 0.8375,4093"in": true4094},4095"garch21__t__w1000_r5": {4096"p": 0.8835,4097"in": true4098},4099"garch21__skewt__w1000_r5": {4100"p": 0.905,4101"in": true4102},4103"garch21__ged__w1000_r5": {4104"p": 0.9175,4105"in": true4106},4107"garch11__skewt__w1000_r5": {4108"p": 0.958,4109"in": true4110},4111"ewma094__normal__w1000_r5": {4112"p": 0.958,4113"in": true4114},4115"garch12__skewt__w1000_r5": {4116"p": 0.958,4117"in": true4118},4119"garch11__ged__w1000_r5": {4120"p": 0.958,4121"in": true4122},4123"garch21__normal__w1000_r5": {4124"p": 0.958,4125"in": true4126},4127"garch11__t__w1000_r5": {4128"p": 0.958,4129"in": true4130},4131"garch12__t__w1000_r5": {4132"p": 0.958,4133"in": true4134},4135"garch12__ged__w1000_r5": {4136"p": 0.958,4137"in": true4138},4139"qgarch11__skewt__w1000_r5": {4140"p": 0.958,4141"in": true4142},4143"garchm11__skewt__w1000_r5": {4144"p": 0.958,4145"in": true4146},4147"garch11__normal__w1000_r5": {4148"p": 0.9605,4149"in": true4150},4151"avgarch11__ged__w1000_r5": {4152"p": 0.9605,4153"in": true4154},4155"nagarch11__ged__w1000_r5": {4156"p": 0.964,4157"in": true4158},4159"garch12__normal__w1000_r5": {4160"p": 0.964,4161"in": true4162},4163"garchm11__t__w1000_r5": {4164"p": 0.964,4165"in": true4166},4167"qgarch11__t__w1000_r5": {4168"p": 0.964,4169"in": true4170},4171"avgarch11__normal__w1000_r5": {4172"p": 0.964,4173"in": true4174},4175"garchm11__ged__w1000_r5": {4176"p": 0.964,4177"in": true4178},4179"avgarch11__t__w1000_r5": {4180"p": 0.964,4181"in": true4182},4183"nagarch11__t__w1000_r5": {4184"p": 0.964,4185"in": true4186},4187"garchm11__normal__w1000_r5": {4188"p": 0.964,4189"in": true4190},4191"qgarch11__ged__w1000_r5": {4192"p": 0.964,4193"in": true4194},4195"gas_t11__t__w1000_r5": {4196"p": 0.964,4197"in": true4198},4199"rm2006__normal__w1000_r5": {4200"p": 0.964,4201"in": true4202},4203"avgarch11__skewt__w1000_r5": {4204"p": 0.964,4205"in": true4206},4207"nagarch11__skewt__w1000_r5": {4208"p": 0.964,4209"in": true4210},4211"tarch11__ged__w1000_r5": {4212"p": 0.964,4213"in": true4214},4215"nagarch11__normal__w1000_r5": {4216"p": 0.964,4217"in": true4218},4219"gjr11__skewt__w1000_r5": {4220"p": 0.964,4221"in": true4222},4223"tarch11__t__w1000_r5": {4224"p": 0.964,4225"in": true4226},4227"gjr11__t__w1000_r5": {4228"p": 0.964,4229"in": true4230},4231"qgarch11__normal__w1000_r5": {4232"p": 0.964,4233"in": true4234},4235"tarch11__skewt__w1000_r5": {4236"p": 0.964,4237"in": true4238},4239"tarch11__normal__w1000_r5": {4240"p": 0.964,4241"in": true4242},4243"gjr11__ged__w1000_r5": {4244"p": 0.964,4245"in": true4246},4247"gjr11__normal__w1000_r5": {4248"p": 0.964,4249"in": true4250},4251"igarch11__t__w1000_r5": {4252"p": 0.964,4253"in": true4254},4255"igarch11__normal__w1000_r5": {4256"p": 0.964,4257"in": true4258},4259"igarch11__ged__w1000_r5": {4260"p": 0.964,4261"in": true4262},4263"igarch11__skewt__w1000_r5": {4264"p": 1.0,4265"in": true4266}4267},4268"spa_A": {4269"lower": 0.3535,4270"consistent": 0.9275,4271"upper": 0.975,4272"n": 26864273},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": 0.25390038583708086,4290"garchx_rv11__t__w1000_r5": 0.25285670442771235,4291"har_rv__empirical__w1000_r5": 0.2980553858819448,4292"heavy11__normal__w1000_r5": 0.2526220011974198,4293"heavy11__t__w1000_r5": 0.2517399236156456,4294"loghar_rv__empirical__w1000_r5": 0.2660441952847447,4295"realgarch11__normal__w1000_r5": 0.26043171656843994,4296"realgarch11__t__w1000_r5": 0.28783740057712903,4297"rm_rw__empirical__w1000_r5": 1.0585717823411454,4298"garch11__normal__w1000_r5": 0.27644412957147284299},4300"ratio": {4301"garchx_rv11__normal__w1000_r5": 0.9184509948923932,4302"garchx_rv11__t__w1000_r5": 0.9146756157190813,4303"har_rv__empirical__w1000_r5": 1.0781758554394787,4304"heavy11__normal__w1000_r5": 0.9138266078900621,4305"heavy11__t__w1000_r5": 0.9106358091447911,4306"loghar_rv__empirical__w1000_r5": 0.9623796160806546,4307"realgarch11__normal__w1000_r5": 0.9420772181783916,4308"realgarch11__t__w1000_r5": 1.0412136478474598,4309"rm_rw__empirical__w1000_r5": 3.8292431240340687,4310"garch11__normal__w1000_r5": 1.04311}4312},4313"mcs_B": {4314"rm_rw__empirical__w1000_r5": {4315"p": 0.0,4316"in": false4317},4318"har_rv__empirical__w1000_r5": {4319"p": 0.143,4320"in": true4321},4322"realgarch11__t__w1000_r5": {4323"p": 0.254,4324"in": true4325},4326"garch11__normal__w1000_r5": {4327"p": 0.5565,4328"in": true4329},4330"loghar_rv__empirical__w1000_r5": {4331"p": 0.758,4332"in": true4333},4334"realgarch11__normal__w1000_r5": {4335"p": 0.758,4336"in": true4337},4338"garchx_rv11__normal__w1000_r5": {4339"p": 0.758,4340"in": true4341},4342"garchx_rv11__t__w1000_r5": {4343"p": 0.786,4344"in": true4345},4346"heavy11__normal__w1000_r5": {4347"p": 0.786,4348"in": true4349},4350"heavy11__t__w1000_r5": {4351"p": 1.0,4352"in": true4353}4354},4355"spa_B": {4356"lower": 0.2105,4357"consistent": 0.2635,4358"upper": 0.592,4359"n": 27014360}4361}4362},4363"regimes": {4364"1": {4365"vol_tercile=high": {4366"aparch11__ged__w1000_r5": {4367"n": 816,4368"ratio": 0.9690340577254055,4369"dm_p": 0.2695861633012203,4370"dm_stat": -1.10476802210101484371},4372"aparch11__normal__w1000_r5": {4373"n": 816,4374"ratio": 0.9654235657811109,4375"dm_p": 0.20835907340828747,4376"dm_stat": -1.2590879264266394377},4378"aparch11__skewt__w1000_r5": {4379"n": 816,4380"ratio": 0.969561425191319,4381"dm_p": 0.297337708219776,4382"dm_stat": -1.0428268756401784383},4384"aparch11__t__w1000_r5": {4385"n": 816,4386"ratio": 0.9676523622361889,4387"dm_p": 0.2655440233353618,4388"dm_stat": -1.11414831037034164389},4390"arch5__ged__w1000_r5": {4391"n": 816,4392"ratio": 1.1654960025026881,4393"dm_p": 0.0002815083845235788,4394"dm_stat": 3.64761718511483274395},4396"arch5__normal__w1000_r5": {4397"n": 816,4398"ratio": 1.160926146815974,4399"dm_p": 0.00022800846246538056,4400"dm_stat": 3.70233025740404864401},4402"arch5__skewt__w1000_r5": {4403"n": 816,4404"ratio": 1.175518501524209,4405"dm_p": 0.0003423868866467885,4406"dm_stat": 3.59616146350196344407},4408"arch5__t__w1000_r5": {4409"n": 816,4410"ratio": 1.1671750937248,4411"dm_p": 0.0005103607945257857,4412"dm_stat": 3.48925027287342764413},4414"avgarch11__ged__w1000_r5": {4415"n": 816,4416"ratio": 0.9940801171727897,4417"dm_p": 0.8146481435250905,4418"dm_stat": -0.23450977863817854419},4420"avgarch11__normal__w1000_r5": {4421"n": 816,4422"ratio": 0.9913253125573149,4423"dm_p": 0.7227753234781202,4424"dm_stat": -0.354874632777298754425},4426"avgarch11__skewt__w1000_r5": {4427"n": 816,4428"ratio": 0.9986595441399393,4429"dm_p": 0.9626365849001632,4430"dm_stat": -0.0468596276314115354431},4432"avgarch11__t__w1000_r5": {4433"n": 816,4434"ratio": 0.9935555805284099,4435"dm_p": 0.811582231217428,4436"dm_stat": -0.2384626415660574437},4438"cgarch11__ged__w1000_r5": {4439"n": 816,4440"ratio": 1.0221526669800372,4441"dm_p": 0.3365098771204894,4442"dm_stat": 0.96165156820640244443},4444"cgarch11__normal__w1000_r5": {4445"n": 816,4446"ratio": 1.0122977605138308,4447"dm_p": 0.5090154186195006,4448"dm_stat": 0.66066257857000934449},4450"cgarch11__skewt__w1000_r5": {4451"n": 816,4452"ratio": 1.0332436461605976,4453"dm_p": 0.20544646288326718,4454"dm_stat": 1.26719801940992154455},4456"cgarch11__t__w1000_r5": {4457"n": 816,4458"ratio": 1.0265140358692477,4459"dm_p": 0.29125326628038706,4460"dm_stat": 1.05606104595764584461},4462"constvar__normal__w1000_r5": {4463"n": 816,4464"ratio": 2.287084866262973,4465"dm_p": 0.07135863511331814,4466"dm_stat": 1.80554303719384284467},4468"egarch11__ged__w1000_r5": {4469"n": 816,4470"ratio": 0.9900547594435967,4471"dm_p": 0.7904455430794991,4472"dm_stat": -0.26581938171905044473},4474"egarch11__normal__w1000_r5": {4475"n": 816,4476"ratio": 1.1024364604659687,4477"dm_p": 0.25708319440306937,4478"dm_stat": 1.13410685943493024479},4480"egarch11__skewt__w1000_r5": {4481"n": 811,4482"ratio": 0.9829293815177815,4483"dm_p": 0.6293924274796623,4484"dm_stat": -0.48276587576989214485},4486"egarch11__t__w1000_r5": {4487"n": 816,4488"ratio": 0.9779324071159119,4489"dm_p": 0.5336810533446932,4490"dm_stat": -0.62266166879889114491},4492"ewma094__normal__w1000_r5": {4493"n": 816,4494"ratio": 1.0771884636268936,4495"dm_p": 0.08137022545995869,4496"dm_stat": 1.7449514649497544497},4498"figarch11__ged__w1000_r5": {4499"n": 816,4500"ratio": 1.0413712830737107,4501"dm_p": 0.2939972190432844,4502"dm_stat": 1.05006995281996884503},4504"figarch11__normal__w1000_r5": {4505"n": 816,4506"ratio": 1.0377355649478177,4507"dm_p": 0.3032885063519963,4508"dm_stat": 1.0300576992336794509},4510"figarch11__skewt__w1000_r5": {4511"n": 816,4512"ratio": 1.0521043894005018,4513"dm_p": 0.2089719573896473,4514"dm_stat": 1.2573918718639384515},4516"figarch11__t__w1000_r5": {4517"n": 816,4518"ratio": 1.042316758564604,4519"dm_p": 0.2993769192536092,4520"dm_stat": 1.03843208281648154521},4522"garch11__ged__w1000_r5": {4523"n": 816,4524"ratio": 1.0025135246571384,4525"dm_p": 0.4014459300441705,4526"dm_stat": 0.83948044829766714527},4528"garch11__normal__w1000_r5": {4529"n": 816,4530"ratio": 1.0,4531"dm_p": 1.0,4532"dm_stat": 0.04533},4534"garch11__skewt__w1000_r5": {4535"n": 816,4536"ratio": 1.0078619527792003,4537"dm_p": 0.35133484375490204,4538"dm_stat": 0.93253777994524564539},4540"garch11__t__w1000_r5": {4541"n": 816,4542"ratio": 1.0026910552497033,4543"dm_p": 0.642806360098805,4544"dm_stat": 0.463951534984818564545},4546"garch12__ged__w1000_r5": {4547"n": 816,4548"ratio": 1.004608666136135,4549"dm_p": 0.14706563291625258,4550"dm_stat": 1.45135571640936254551},4552"garch12__normal__w1000_r5": {4553"n": 816,4554"ratio": 1.0092574208982756,4555"dm_p": 0.00778410492725779,4556"dm_stat": 2.66790706393284174557},4558"garch12__skewt__w1000_r5": {4559"n": 816,4560"ratio": 1.0087374454713922,4561"dm_p": 0.30429978480949443,4562"dm_stat": 1.02790435958415824563},4564"garch12__t__w1000_r5": {4565"n": 816,4566"ratio": 1.0036549095606007,4567"dm_p": 0.5344313379760961,4568"dm_stat": 0.62152000640272954569},4570"garch21__ged__w1000_r5": {4571"n": 816,4572"ratio": 1.034172514222983,4573"dm_p": 0.2676208628513541,4574"dm_stat": 1.10931655797664064575},4576"garch21__normal__w1000_r5": {4577"n": 816,4578"ratio": 1.03131326829261,4579"dm_p": 0.3086407290475122,4580"dm_stat": 1.01871471772686054581},4582"garch21__skewt__w1000_r5": {4583"n": 816,4584"ratio": 1.0426210699072505,4585"dm_p": 0.18487608769943395,4586"dm_stat": 1.32701282744991514587},4588"garch21__t__w1000_r5": {4589"n": 816,4590"ratio": 1.0353139388224362,4591"dm_p": 0.2584910368107333,4592"dm_stat": 1.13075458798648494593},4594"garchm11__ged__w1000_r5": {4595"n": 816,4596"ratio": 0.996325366359553,4597"dm_p": 0.2827916031434869,4598"dm_stat": -1.07477937064543634599},4600"garchm11__normal__w1000_r5": {4601"n": 816,4602"ratio": 0.9957249267587198,4603"dm_p": 0.2250294645753914,4604"dm_stat": -1.21418323745812984605},4606"garchm11__skewt__w1000_r5": {4607"n": 816,4608"ratio": 1.0033718615394132,4609"dm_p": 0.6733045271928606,4610"dm_stat": 0.42176945387756374611},4612"garchm11__t__w1000_r5": {4613"n": 816,4614"ratio": 0.9978855236973799,4615"dm_p": 0.6833440216842829,4616"dm_stat": -0.40805016285266554617},4618"garchx_rv11__normal__w1000_r5": {4619"n": 816,4620"ratio": 0.9545931048291674,4621"dm_p": 0.2732533651206549,4622"dm_stat": -1.09634111738255614623},4624"garchx_rv11__t__w1000_r5": {4625"n": 816,4626"ratio": 0.9439828410115682,4627"dm_p": 0.18319450793221093,4628"dm_stat": -1.3321158231260914629},4630"gas_t11__t__w1000_r5": {4631"n": 816,4632"ratio": 1.0013193832344838,4633"dm_p": 0.9601149483622841,4634"dm_stat": 0.050024717306347634635},4636"gjr11__ged__w1000_r5": {4637"n": 816,4638"ratio": 0.9578839908138468,4639"dm_p": 0.033805133287966374,4640"dm_stat": -2.12597797687898334641},4642"gjr11__normal__w1000_r5": {4643"n": 816,4644"ratio": 0.9568492791730763,4645"dm_p": 0.02751811685006926,4646"dm_stat": -2.20805603650528334647},4648"gjr11__skewt__w1000_r5": {4649"n": 816,4650"ratio": 0.9598817420786028,4651"dm_p": 0.05651383384477313,4652"dm_stat": -1.90976845639852984653},4654"gjr11__t__w1000_r5": {4655"n": 816,4656"ratio": 0.9554092047549017,4657"dm_p": 0.029739587130548015,4658"dm_stat": -2.17736452861438944659},4660"har_rv__empirical__w1000_r5": {4661"n": 816,4662"ratio": 8203029.446412742,4663"dm_p": 0.25991253494428845,4664"dm_stat": 1.1273826394797054665},4666"heavy11__normal__w1000_r5": {4667"n": 816,4668"ratio": 0.9528962992980522,4669"dm_p": 0.28893301658190573,4670"dm_stat": -1.06115676787919894671},4672"heavy11__t__w1000_r5": {4673"n": 816,4674"ratio": 0.9447959407832922,4675"dm_p": 0.20339467552952026,4676"dm_stat": -1.2729615566667324677},4678"histvar22__empirical__w1000_r5": {4679"n": 816,4680"ratio": 1.159746758949491,4681"dm_p": 0.01695773937793323,4682"dm_stat": 2.39253998360909264683},4684"histvar252__empirical__w1000_r5": {4685"n": 816,4686"ratio": 2.0124132233799763,4687"dm_p": 0.04625484647789615,4688"dm_stat": 1.99610473313657494689},4690"histvar66__empirical__w1000_r5": {4691"n": 816,4692"ratio": 1.4691549847305134,4693"dm_p": 0.0127284137097775,4694"dm_stat": 2.49679766289308174695},4696"igarch11__ged__w1000_r5": {4697"n": 816,4698"ratio": 0.9815448793605913,4699"dm_p": 0.5088063221374792,4700"dm_stat": -0.66098875829346684701},4702"igarch11__normal__w1000_r5": {4703"n": 816,4704"ratio": 0.9817462698096703,4705"dm_p": 0.5116788364536986,4706"dm_stat": -0.65651391486962334707},4708"igarch11__skewt__w1000_r5": {4709"n": 816,4710"ratio": 0.9852610719963285,4711"dm_p": 0.608201405164329,4712"dm_stat": -0.51284115800437024713},4714"igarch11__t__w1000_r5": {4715"n": 816,4716"ratio": 0.9825180021081337,4717"dm_p": 0.5558149936098165,4718"dm_stat": -0.58931247389650114719},4720"loghar_rv__empirical__w1000_r5": {4721"n": 816,4722"ratio": 0.9694106097279339,4723"dm_p": 0.5281304292976476,4724"dm_stat": -0.63113313956940924725},4726"msgarch2__normal__w1000_r5": {4727"n": 816,4728"ratio": 1.0493032057287934,4729"dm_p": 0.17678639695705592,4730"dm_stat": 1.35188737032193834731},4732"msgarch2__t__w1000_r5": {4733"n": 816,4734"ratio": 1.0182825279167096,4735"dm_p": 0.419980673991426,4736"dm_stat": 0.80686323877200954737},4738"nagarch11__ged__w1000_r5": {4739"n": 816,4740"ratio": 0.9676511069862415,4741"dm_p": 0.29417179783261266,4742"dm_stat": -1.04969005524125874743},4744"nagarch11__normal__w1000_r5": {4745"n": 816,4746"ratio": 0.9465785396470642,4747"dm_p": 0.02667276114224413,4748"dm_stat": -2.22029988307032644749},4750"nagarch11__skewt__w1000_r5": {4751"n": 816,4752"ratio": 0.9588100649834029,4753"dm_p": 0.131892701526615,4754"dm_stat": -1.50819287559231044755},4756"nagarch11__t__w1000_r5": {4757"n": 816,4758"ratio": 0.9530651573228215,4759"dm_p": 0.07188247720453979,4760"dm_stat": -1.80220538988717644761},4762"qgarch11__ged__w1000_r5": {4763"n": 816,4764"ratio": 0.9666351428977163,4765"dm_p": 0.033872380531529314,4766"dm_stat": -2.12517362579551254767},4768"qgarch11__normal__w1000_r5": {4769"n": 816,4770"ratio": 0.9634693448654853,4771"dm_p": 0.014701553025711831,4772"dm_stat": -2.44486169753336574773},4774"qgarch11__skewt__w1000_r5": {4775"n": 816,4776"ratio": 0.9708336901984701,4777"dm_p": 0.11441152515390679,4778"dm_stat": -1.58036401228507934779},4780"qgarch11__t__w1000_r5": {4781"n": 816,4782"ratio": 0.9654732959721566,4783"dm_p": 0.036985451019506774,4784"dm_stat": -2.08935401857655644785},4786"realgarch11__normal__w1000_r5": {4787"n": 816,4788"ratio": 0.9804159025631829,4789"dm_p": 0.648122981426637,4790"dm_stat": -0.45654052079858924791},4792"realgarch11__t__w1000_r5": {4793"n": 816,4794"ratio": 0.9790230976117325,4795"dm_p": 0.6257570811777523,4796"dm_stat": -0.48789268209945064797},4798"rm2006__normal__w1000_r5": {4799"n": 816,4800"ratio": 1.0488681130536073,4801"dm_p": 0.20799392755079005,4802"dm_stat": 1.26010012978453274803},4804"rm_rw__empirical__w1000_r5": {4805"n": 816,4806"ratio": 1.816905867883223,4807"dm_p": 4.4300584639008416e-09,4808"dm_stat": 5.9316360267733644809},4810"tarch11__ged__w1000_r5": {4811"n": 816,4812"ratio": 0.9498106004057377,4813"dm_p": 0.06035485356372732,4814"dm_stat": -1.88080445919115174815},4816"tarch11__normal__w1000_r5": {4817"n": 816,4818"ratio": 0.9463654600269602,4819"dm_p": 0.03527702403957347,4820"dm_stat": -2.10867737482879664821},4822"tarch11__skewt__w1000_r5": {4823"n": 816,4824"ratio": 0.953078375751087,4825"dm_p": 0.10873270925005728,4826"dm_stat": -1.60567499768577474827},4828"tarch11__t__w1000_r5": {4829"n": 816,4830"ratio": 0.9484780019547576,4831"dm_p": 0.06435594900442244,4832"dm_stat": -1.85221796556340084833}4834},4835"vol_tercile=low": {4836"aparch11__ged__w1000_r5": {4837"n": 1174,4838"ratio": 1.157479818432175,4839"dm_p": 0.08728589909514353,4840"dm_stat": 1.71132282493087744841},4842"aparch11__normal__w1000_r5": {4843"n": 1174,4844"ratio": 1.1557875662917112,4845"dm_p": 0.22551113771908246,4846"dm_stat": 1.2126413509328424847},4848"aparch11__skewt__w1000_r5": {4849"n": 1174,4850"ratio": 2.275080149221902,4851"dm_p": 0.13771880504650472,4852"dm_stat": 1.48535384153394674853},4854"aparch11__t__w1000_r5": {4855"n": 1174,4856"ratio": 1.9741294260902256,4857"dm_p": 0.2387500939808126,4858"dm_stat": 1.17871658263283854859},4860"arch5__ged__w1000_r5": {4861"n": 1174,4862"ratio": 1.0512726955331562,4863"dm_p": 0.006927909860613597,4864"dm_stat": 2.70506957022839874865},4866"arch5__normal__w1000_r5": {4867"n": 1174,4868"ratio": 1.052250075009845,4869"dm_p": 0.006871535028913386,4870"dm_stat": 2.70779981006904264871},4872"arch5__skewt__w1000_r5": {4873"n": 1174,4874"ratio": 1.0534456047862855,4875"dm_p": 0.004135895868988608,4876"dm_stat": 2.87325368663506134877},4878"arch5__t__w1000_r5": {4879"n": 1174,4880"ratio": 1.053886235693111,4881"dm_p": 0.004258516071144483,4882"dm_stat": 2.86394565272363674883},4884"avgarch11__ged__w1000_r5": {4885"n": 1174,4886"ratio": 1.0028935881353853,4887"dm_p": 0.6784720055533469,4888"dm_stat": 0.41465266880507464889},4890"avgarch11__normal__w1000_r5": {4891"n": 1174,4892"ratio": 1.005628010974971,4893"dm_p": 0.4258060943704858,4894"dm_stat": 0.79666626121737184895},4896"avgarch11__skewt__w1000_r5": {4897"n": 1174,4898"ratio": 1.0035144813102652,4899"dm_p": 0.6666335005745038,4900"dm_stat": 0.430881774577351054901},4902"avgarch11__t__w1000_r5": {4903"n": 1174,4904"ratio": 1.0041631516178104,4905"dm_p": 0.5657140588505606,4906"dm_stat": 0.57453785145978354907},4908"cgarch11__ged__w1000_r5": {4909"n": 1174,4910"ratio": 0.9950084866838106,4911"dm_p": 0.5108638463336878,4912"dm_stat": -0.65769395596526144913},4914"cgarch11__normal__w1000_r5": {4915"n": 1174,4916"ratio": 0.9961721847277153,4917"dm_p": 0.6134252835703917,4918"dm_stat": -0.50532533442678084919},4920"cgarch11__skewt__w1000_r5": {4921"n": 1174,4922"ratio": 0.9972468810489186,4923"dm_p": 0.7342522340525025,4924"dm_stat": -0.33955529506870324925},4926"cgarch11__t__w1000_r5": {4927"n": 1174,4928"ratio": 0.9983601995131115,4929"dm_p": 0.8327825595178151,4930"dm_stat": -0.21118120352974114931},4932"constvar__normal__w1000_r5": {4933"n": 1174,4934"ratio": 1.4028481049400345,4935"dm_p": 1.8870118755765032e-33,4936"dm_stat": 12.437976695392034937},4938"egarch11__ged__w1000_r5": {4939"n": 1174,4940"ratio": 1.064919560778263,4941"dm_p": 0.32900733813545635,4942"dm_stat": 0.97652170961368924943},4944"egarch11__normal__w1000_r5": {4945"n": 1174,4946"ratio": 16.887583819355118,4947"dm_p": 0.30843051971357616,4948"dm_stat": 1.0189632630779224949},4950"egarch11__skewt__w1000_r5": {4951"n": 1166,4952"ratio": 0.9494490939408706,4953"dm_p": 0.09451287940384791,4954"dm_stat": -1.67342111190903124955},4956"egarch11__t__w1000_r5": {4957"n": 1166,4958"ratio": 0.9494462489818616,4959"dm_p": 0.08817964540286338,4960"dm_stat": -1.70651011659257314961},4962"ewma094__normal__w1000_r5": {4963"n": 1174,4964"ratio": 1.0008787567646331,4965"dm_p": 0.9726369693376895,4966"dm_stat": 0.0343085182433599954967},4968"figarch11__ged__w1000_r5": {4969"n": 1174,4970"ratio": 0.9905843707249916,4971"dm_p": 0.3923428785117894,4972"dm_stat": -0.85569207087829284973},4974"figarch11__normal__w1000_r5": {4975"n": 1174,4976"ratio": 0.9920488835287518,4977"dm_p": 0.4783354744599825,4978"dm_stat": -0.7092094021453594979},4980"figarch11__skewt__w1000_r5": {4981"n": 1174,4982"ratio": 0.9928206263168886,4983"dm_p": 0.5168139283806799,4984"dm_stat": -0.64846072037235064985},4986"figarch11__t__w1000_r5": {4987"n": 1174,4988"ratio": 0.9926732181588505,4989"dm_p": 0.4924388769097475,4990"dm_stat": -0.68665023594637794991},4992"garch11__ged__w1000_r5": {4993"n": 1174,4994"ratio": 0.9986608137249494,4995"dm_p": 0.2023483689697833,4996"dm_stat": -1.27560321772938034997},4998"garch11__normal__w1000_r5": {4999"n": 1174,5000"ratio": 1.0,5001"dm_p": 1.0,5002"dm_stat": 0.05003},5004"garch11__skewt__w1000_r5": {5005"n": 1174,5006"ratio": 1.000381565608991,5007"dm_p": 0.8899430235211371,5008"dm_stat": 0.138406364125901155009},5010"garch11__t__w1000_r5": {5011"n": 1174,5012"ratio": 1.001664392077693,5013"dm_p": 0.48670590583197526,5014"dm_stat": 0.69577766022017385015},5016"garch12__ged__w1000_r5": {5017"n": 1174,5018"ratio": 0.9982745847624406,5019"dm_p": 0.22318317899393056,5020"dm_stat": -1.21875252862233425021},5022"garch12__normal__w1000_r5": {5023"n": 1174,5024"ratio": 0.9992856275757636,5025"dm_p": 0.4929174837514329,5026"dm_stat": -0.68589084172189295027},5028"garch12__skewt__w1000_r5": {5029"n": 1174,5030"ratio": 1.001036658935273,5031"dm_p": 0.718593849364043,5032"dm_stat": 0.360425501288829445033},5034"garch12__t__w1000_r5": {5035"n": 1174,5036"ratio": 1.0021937859096912,5037"dm_p": 0.37963916130493036,5038"dm_stat": 0.8788932457873995039},5040"garch21__ged__w1000_r5": {5041"n": 1174,5042"ratio": 1.0009792678819152,5043"dm_p": 0.9039006769420199,5044"dm_stat": 0.120761436991659195045},5046"garch21__normal__w1000_r5": {5047"n": 1174,5048"ratio": 1.001431206616009,5049"dm_p": 0.8600954579243524,5050"dm_stat": 0.176291388030938475051},5052"garch21__skewt__w1000_r5": {5053"n": 1174,5054"ratio": 1.0028016011144538,5055"dm_p": 0.7370507262679611,5056"dm_stat": 0.335841138390977075057},5058"garch21__t__w1000_r5": {5059"n": 1174,5060"ratio": 1.0040131088377555,5061"dm_p": 0.6329465275812508,5062"dm_stat": 0.47770873783132985063},5064"garchm11__ged__w1000_r5": {5065"n": 1174,5066"ratio": 0.9981697309420228,5067"dm_p": 0.47028171883814884,5068"dm_stat": -0.7222549265485175069},5070"garchm11__normal__w1000_r5": {5071"n": 1174,5072"ratio": 0.9993477696268595,5073"dm_p": 0.8268747857166542,5074"dm_stat": -0.218760355406142055075},5076"garchm11__skewt__w1000_r5": {5077"n": 1174,5078"ratio": 1.0017076416742232,5079"dm_p": 0.5761698039910329,5080"dm_stat": 0.55914455381078665081},5082"garchm11__t__w1000_r5": {5083"n": 1174,5084"ratio": 1.0013283326608242,5085"dm_p": 0.5767023830851499,5086"dm_stat": 0.5583640408127425087},5088"garchx_rv11__normal__w1000_r5": {5089"n": 1174,5090"ratio": 0.967607151479983,5091"dm_p": 0.01146492786865362,5092"dm_stat": -2.53218807518266735093},5094"garchx_rv11__t__w1000_r5": {5095"n": 1174,5096"ratio": 0.9685552218422454,5097"dm_p": 0.01302177566173292,5098"dm_stat": -2.48697127084866135099},5100"gas_t11__t__w1000_r5": {5101"n": 1174,5102"ratio": 1.0017559122270947,5103"dm_p": 0.7812977338373377,5104"dm_stat": 0.277692003418659135105},5106"gjr11__ged__w1000_r5": {5107"n": 1174,5108"ratio": 0.9584510301632114,5109"dm_p": 0.005158514513116793,5110"dm_stat": -2.80223357238271165111},5112"gjr11__normal__w1000_r5": {5113"n": 1174,5114"ratio": 0.9619188853283079,5115"dm_p": 0.009422906730381549,5116"dm_stat": -2.6006071229188785117},5118"gjr11__skewt__w1000_r5": {5119"n": 1174,5120"ratio": 0.9549507196919269,5121"dm_p": 0.0049138374020720795,5122"dm_stat": -2.8179796543233585123},5124"gjr11__t__w1000_r5": {5125"n": 1174,5126"ratio": 0.957686117131549,5127"dm_p": 0.006582894027596339,5128"dm_stat": -2.72210267880582145129},5130"har_rv__empirical__w1000_r5": {5131"n": 1174,5132"ratio": 1.0098105965212612,5133"dm_p": 0.5018152645910244,5134"dm_stat": 0.67184407176547675135},5136"heavy11__normal__w1000_r5": {5137"n": 1174,5138"ratio": 0.9669723763070012,5139"dm_p": 0.011826591533819741,5140"dm_stat": -2.5212186638267675141},5142"heavy11__t__w1000_r5": {5143"n": 1174,5144"ratio": 0.9682677299166665,5145"dm_p": 0.014328796028203254,5146"dm_stat": -2.45257047095550455147},5148"histvar22__empirical__w1000_r5": {5149"n": 1174,5150"ratio": 1.0979572725835614,5151"dm_p": 0.07735704090428375,5152"dm_stat": 1.76778347475668165153},5154"histvar252__empirical__w1000_r5": {5155"n": 1174,5156"ratio": 1.2354326072514823,5157"dm_p": 1.6783730626839408e-07,5158"dm_stat": 5.2636359333171365159},5160"histvar66__empirical__w1000_r5": {5161"n": 1174,5162"ratio": 1.1091495058104877,5163"dm_p": 0.03524982575449363,5164"dm_stat": 2.10791754127939025165},5166"igarch11__ged__w1000_r5": {5167"n": 1174,5168"ratio": 0.9983983598724535,5169"dm_p": 0.9007178520079314,5170"dm_stat": -0.124781578445891485171},5172"igarch11__normal__w1000_r5": {5173"n": 1174,5174"ratio": 0.9997093413672676,5175"dm_p": 0.980938357664463,5176"dm_stat": -0.0238975944315895535177},5178"igarch11__skewt__w1000_r5": {5179"n": 1174,5180"ratio": 1.0053684275203203,5181"dm_p": 0.6846148391399479,5182"dm_stat": 0.40627475414321435183},5184"igarch11__t__w1000_r5": {5185"n": 1174,5186"ratio": 1.005202094936684,5187"dm_p": 0.7085803299768757,5188"dm_stat": 0.37385423240645115189},5190"loghar_rv__empirical__w1000_r5": {5191"n": 1174,5192"ratio": 0.9568816552408755,5193"dm_p": 0.07859963678408922,5194"dm_stat": -1.76040563073576745195},5196"msgarch2__normal__w1000_r5": {5197"n": 1174,5198"ratio": 1.0084766163205157,5199"dm_p": 0.4033144640426038,5200"dm_stat": 0.8360190248782195201},5202"msgarch2__t__w1000_r5": {5203"n": 1174,5204"ratio": 0.9996824078525017,5205"dm_p": 0.9759232532306366,5206"dm_stat": -0.0301867469456329475207},5208"nagarch11__ged__w1000_r5": {5209"n": 1174,5210"ratio": 0.9562547393415769,5211"dm_p": 0.1950683061598762,5212"dm_stat": -1.29647086044820235213},5214"nagarch11__normal__w1000_r5": {5215"n": 1174,5216"ratio": 0.9459419441949348,5217"dm_p": 0.06723374449621912,5218"dm_stat": -1.83180631002526865219},5220"nagarch11__skewt__w1000_r5": {5221"n": 1174,5222"ratio": 0.9462616901850389,5223"dm_p": 0.041889956757235294,5224"dm_stat": -2.036842838119555225},5226"nagarch11__t__w1000_r5": {5227"n": 1174,5228"ratio": 0.9516625856152406,5229"dm_p": 0.09995195799312627,5230"dm_stat": -1.64638710045075585231},5232"qgarch11__ged__w1000_r5": {5233"n": 1174,5234"ratio": 0.9479696403717766,5235"dm_p": 0.002752546206455867,5236"dm_stat": -3.0004723835149525237},5238"qgarch11__normal__w1000_r5": {5239"n": 1174,5240"ratio": 0.9474031309088071,5241"dm_p": 0.00224068997073454,5242"dm_stat": -3.06307373078513035243},5244"qgarch11__skewt__w1000_r5": {5245"n": 1174,5246"ratio": 0.9504197139587989,5247"dm_p": 0.006266751171621191,5248"dm_stat": -2.7384314031242815249},5250"qgarch11__t__w1000_r5": {5251"n": 1174,5252"ratio": 0.9500296587839692,5253"dm_p": 0.005294164844845232,5254"dm_stat": -2.79379283650318975255},5256"realgarch11__normal__w1000_r5": {5257"n": 1174,5258"ratio": 0.9578793513490889,5259"dm_p": 0.025164935312772394,5260"dm_stat": -2.24173390794823045261},5262"realgarch11__t__w1000_r5": {5263"n": 1174,5264"ratio": 0.9579085062689813,5265"dm_p": 0.025561867308316916,5266"dm_stat": -2.2356558872502345267},5268"rm2006__normal__w1000_r5": {5269"n": 1174,5270"ratio": 0.9869672543869482,5271"dm_p": 0.33025043374084645,5272"dm_stat": -0.97401393577867985273},5274"rm_rw__empirical__w1000_r5": {5275"n": 1174,5276"ratio": 2.0366160294897173,5277"dm_p": 2.6191590664573053e-14,5278"dm_stat": 7.7126731452213565279},5280"tarch11__ged__w1000_r5": {5281"n": 1174,5282"ratio": 0.9423169699798042,5283"dm_p": 0.009313139040507503,5284"dm_stat": -2.6046484975549355285},5286"tarch11__normal__w1000_r5": {5287"n": 1174,5288"ratio": 0.9443897746349299,5289"dm_p": 0.011326503382443039,5290"dm_stat": -2.53646806050550485291},5292"tarch11__skewt__w1000_r5": {5293"n": 1174,5294"ratio": 0.9392912349205329,5295"dm_p": 0.008210527688454799,5296"dm_stat": -2.6477942695842875297},5298"tarch11__t__w1000_r5": {5299"n": 1174,5300"ratio": 0.9398882157729171,5301"dm_p": 0.007799919044962626,5302"dm_stat": -2.6651987615888645303}5304},5305"vol_tercile=mid": {5306"aparch11__ged__w1000_r5": {5307"n": 732,5308"ratio": 1.02514721745571,5309"dm_p": 0.5454048993847029,5310"dm_stat": 0.60494255797045985311},5312"aparch11__normal__w1000_r5": {5313"n": 732,5314"ratio": 1.0269741803670287,5315"dm_p": 0.5190018562734309,5316"dm_stat": 0.6451971810206685317},5318"aparch11__skewt__w1000_r5": {5319"n": 732,5320"ratio": 1.0568784081412512,5321"dm_p": 0.2667286052507154,5322"dm_stat": 1.11147677699274855323},5324"aparch11__t__w1000_r5": {5325"n": 732,5326"ratio": 1.0325236953589245,5327"dm_p": 0.4628811540790475,5328"dm_stat": 0.73449744882459345329},5330"arch5__ged__w1000_r5": {5331"n": 732,5332"ratio": 0.9890723018406407,5333"dm_p": 0.6221052474065071,5334"dm_stat": -0.49307844108708585335},5336"arch5__normal__w1000_r5": {5337"n": 732,5338"ratio": 0.9930304680290719,5339"dm_p": 0.7500607531855733,5340"dm_stat": -0.31867928821204655341},5342"arch5__skewt__w1000_r5": {5343"n": 732,5344"ratio": 0.9874823792240487,5345"dm_p": 0.578103032374317,5346"dm_stat": -0.55640685877520245347},5348"arch5__t__w1000_r5": {5349"n": 732,5350"ratio": 0.9867090425329466,5351"dm_p": 0.556831697493376,5352"dm_stat": -0.58782441119073485353},5354"avgarch11__ged__w1000_r5": {5355"n": 732,5356"ratio": 1.0087636324984348,5357"dm_p": 0.32929085978545813,5358"dm_stat": 0.9761948278920275359},5360"avgarch11__normal__w1000_r5": {5361"n": 732,5362"ratio": 1.0106830131668407,5363"dm_p": 0.2231614724066495,5364"dm_stat": 1.21920020820637425365},5366"avgarch11__skewt__w1000_r5": {5367"n": 732,5368"ratio": 1.0090512750002856,5369"dm_p": 0.31163027153311695,5370"dm_stat": 1.01250792410184755371},5372"avgarch11__t__w1000_r5": {5373"n": 732,5374"ratio": 1.0083754980628847,5375"dm_p": 0.3619760459993022,5376"dm_stat": 0.91217742591164055377},5378"cgarch11__ged__w1000_r5": {5379"n": 732,5380"ratio": 0.9884770816936288,5381"dm_p": 0.14832970794803024,5382"dm_stat": -1.44698531884960185383},5384"cgarch11__normal__w1000_r5": {5385"n": 732,5386"ratio": 0.9883883760362884,5387"dm_p": 0.11441344714838836,5388"dm_stat": -1.58055038634558655389},5390"cgarch11__skewt__w1000_r5": {5391"n": 732,5392"ratio": 0.9866741427660793,5393"dm_p": 0.11639405269118996,5394"dm_stat": -1.57195344396699045395},5396"cgarch11__t__w1000_r5": {5397"n": 732,5398"ratio": 0.9869064947639241,5399"dm_p": 0.1156660970548791,5400"dm_stat": -1.5750996877821015401},5402"constvar__normal__w1000_r5": {5403"n": 732,5404"ratio": 1.1631983388705556,5405"dm_p": 2.9463211494065054e-05,5406"dm_stat": 4.2040866443436715407},5408"egarch11__ged__w1000_r5": {5409"n": 732,5410"ratio": 1.0668256754388372,5411"dm_p": 0.2583768016808809,5412"dm_stat": 1.13111699232250845413},5414"egarch11__normal__w1000_r5": {5415"n": 732,5416"ratio": 1.1816518367069262,5417"dm_p": 0.10881013479911734,5418"dm_stat": 1.60552528986886215419},5420"egarch11__skewt__w1000_r5": {5421"n": 730,5422"ratio": 1.063705411850685,5423"dm_p": 0.2974025462951526,5424"dm_stat": 1.04276558836446135425},5426"egarch11__t__w1000_r5": {5427"n": 730,5428"ratio": 1.0790522564550544,5429"dm_p": 0.2453548289990044,5430"dm_stat": 1.16264300388164385431},5432"ewma094__normal__w1000_r5": {5433"n": 732,5434"ratio": 1.0100389458897625,5435"dm_p": 0.5852434269266681,5436"dm_stat": 0.54598412900703575437},5438"figarch11__ged__w1000_r5": {5439"n": 732,5440"ratio": 0.9857556120287813,5441"dm_p": 0.46020174034512645,5442"dm_stat": -0.73890520852501545443},5444"figarch11__normal__w1000_r5": {5445"n": 732,5446"ratio": 0.9878905167417086,5447"dm_p": 0.5307265160502791,5448"dm_stat": -0.62719614111084965449},5450"figarch11__skewt__w1000_r5": {5451"n": 732,5452"ratio": 0.9878997838692217,5453"dm_p": 0.5248158993040253,5454"dm_stat": -0.6362450072659035455},5456"figarch11__t__w1000_r5": {5457"n": 732,5458"ratio": 0.984930556587831,5459"dm_p": 0.42779149781980647,5460"dm_stat": -0.79341848808903165461},5462"garch11__ged__w1000_r5": {5463"n": 732,5464"ratio": 0.9988005029428674,5465"dm_p": 0.22301725889688812,5466"dm_stat": -1.21958057864893185467},5468"garch11__normal__w1000_r5": {5469"n": 732,5470"ratio": 1.0,5471"dm_p": 1.0,5472"dm_stat": 0.05473},5474"garch11__skewt__w1000_r5": {5475"n": 732,5476"ratio": 1.000732778212072,5477"dm_p": 0.7411398885365138,5478"dm_stat": 0.330469550317850645479},5480"garch11__t__w1000_r5": {5481"n": 732,5482"ratio": 0.9991402955737296,5483"dm_p": 0.5966652506767076,5484"dm_stat": -0.52943386632701935485},5486"garch12__ged__w1000_r5": {5487"n": 732,5488"ratio": 0.9973519510702189,5489"dm_p": 0.6478006375703921,5490"dm_stat": -0.457008602492049835491},5492"garch12__normal__w1000_r5": {5493"n": 732,5494"ratio": 0.9998053275748497,5495"dm_p": 0.9741631350339031,5496"dm_stat": -0.0323984592237362155497},5498"garch12__skewt__w1000_r5": {5499"n": 732,5500"ratio": 0.9981872279620851,5501"dm_p": 0.7630444959111806,5502"dm_stat": -0.301597755255304475503},5504"garch12__t__w1000_r5": {5505"n": 732,5506"ratio": 0.9969043878650709,5507"dm_p": 0.5821394997117904,5508"dm_stat": -0.55050752710161485509},5510"garch21__ged__w1000_r5": {5511"n": 732,5512"ratio": 1.0064686423175706,5513"dm_p": 0.6871911186053675,5514"dm_stat": 0.40282993334217715515},5516"garch21__normal__w1000_r5": {5517"n": 732,5518"ratio": 1.0078922418480007,5519"dm_p": 0.6257692579102819,5520"dm_stat": 0.487896776790768045521},5522"garch21__skewt__w1000_r5": {5523"n": 732,5524"ratio": 1.0070556601753988,5525"dm_p": 0.6393880698171474,5526"dm_stat": 0.468750037947362865527},5528"garch21__t__w1000_r5": {5529"n": 732,5530"ratio": 1.0053267330183908,5531"dm_p": 0.7257834605765172,5532"dm_stat": 0.350874680670224155533},5534"garchm11__ged__w1000_r5": {5535"n": 732,5536"ratio": 0.9954572707951239,5537"dm_p": 0.008350157066521069,5538"dm_stat": -2.64476904987879955539},5540"garchm11__normal__w1000_r5": {5541"n": 732,5542"ratio": 0.9973498009806335,5543"dm_p": 0.06486223736782012,5544"dm_stat": -1.8489941005074245545},5546"garchm11__skewt__w1000_r5": {5547"n": 732,5548"ratio": 0.997818147745618,5549"dm_p": 0.34838658385379667,5550"dm_stat": -0.93832646327348555551},5552"garchm11__t__w1000_r5": {5553"n": 732,5554"ratio": 0.9961206901655074,5555"dm_p": 0.03005010124822868,5556"dm_stat": -2.17367119400701465557},5558"garchx_rv11__normal__w1000_r5": {5559"n": 732,5560"ratio": 0.9829715985670064,5561"dm_p": 0.4408427405084345,5562"dm_stat": -0.77119131524799075563},5564"garchx_rv11__t__w1000_r5": {5565"n": 732,5566"ratio": 0.9789180237679528,5567"dm_p": 0.34810312002290517,5568"dm_stat": -0.93887873617351975569},5570"gas_t11__t__w1000_r5": {5571"n": 732,5572"ratio": 0.9971024358313814,5573"dm_p": 0.6243829665482928,5574"dm_stat": -0.4898557284848915575},5576"gjr11__ged__w1000_r5": {5577"n": 732,5578"ratio": 1.0070767189291563,5579"dm_p": 0.7863969232991548,5580"dm_stat": 0.27109184736446085581},5582"gjr11__normal__w1000_r5": {5583"n": 732,5584"ratio": 1.0071395162196617,5585"dm_p": 0.7825243253373957,5586"dm_stat": 0.27613252750525325587},5588"gjr11__skewt__w1000_r5": {5589"n": 732,5590"ratio": 1.0068383336323552,5591"dm_p": 0.7972201673396668,5592"dm_stat": 0.25704007542539015593},5594"gjr11__t__w1000_r5": {5595"n": 732,5596"ratio": 1.008028680471944,5597"dm_p": 0.7651613000645985,5598"dm_stat": 0.298821333755755545599},5600"har_rv__empirical__w1000_r5": {5601"n": 732,5602"ratio": 1.0281527757350093,5603"dm_p": 0.18411726318906976,5604"dm_stat": 1.32944095051263465605},5606"heavy11__normal__w1000_r5": {5607"n": 732,5608"ratio": 0.9846744602116279,5609"dm_p": 0.5379275043609881,5610"dm_stat": -0.61624071536768755611},5612"heavy11__t__w1000_r5": {5613"n": 732,5614"ratio": 0.9809705239338373,5615"dm_p": 0.4431791157969709,5616"dm_stat": -0.76725253777176845617},5618"histvar22__empirical__w1000_r5": {5619"n": 732,5620"ratio": 1.1052080408852305,5621"dm_p": 0.010255147181065063,5622"dm_stat": 2.5737852139643745623},5624"histvar252__empirical__w1000_r5": {5625"n": 732,5626"ratio": 1.2336800622617428,5627"dm_p": 0.00021294803629984155,5628"dm_stat": 3.7218571044407835629},5630"histvar66__empirical__w1000_r5": {5631"n": 732,5632"ratio": 1.1078207435558753,5633"dm_p": 0.0034228532111398617,5634"dm_stat": 2.93657272780451355635},5636"igarch11__ged__w1000_r5": {5637"n": 732,5638"ratio": 1.017076092127651,5639"dm_p": 0.12417775143635995,5640"dm_stat": 1.53924285923590695641},5642"igarch11__normal__w1000_r5": {5643"n": 732,5644"ratio": 1.019230430715496,5645"dm_p": 0.07088321545023299,5646"dm_stat": 1.80886174816196955647},5648"igarch11__skewt__w1000_r5": {5649"n": 732,5650"ratio": 1.0186766390008979,5651"dm_p": 0.1145363612195042,5652"dm_stat": 1.58001347041131565653},5654"igarch11__t__w1000_r5": {5655"n": 732,5656"ratio": 1.018348391285745,5657"dm_p": 0.12812731436994684,5658"dm_stat": 1.52325530047843845659},5660"loghar_rv__empirical__w1000_r5": {5661"n": 732,5662"ratio": 0.9576374071578995,5663"dm_p": 0.08118403184955554,5664"dm_stat": -1.74627036241092265665},5666"msgarch2__normal__w1000_r5": {5667"n": 732,5668"ratio": 1.0040500057461548,5669"dm_p": 0.7475910095700623,5670"dm_stat": 0.321938917996522975671},5672"msgarch2__t__w1000_r5": {5673"n": 732,5674"ratio": 1.015256182312128,5675"dm_p": 0.2383836745186834,5676"dm_stat": 1.18000098523556775677},5678"nagarch11__ged__w1000_r5": {5679"n": 732,5680"ratio": 1.0276182663268794,5681"dm_p": 0.5935057592880985,5682"dm_stat": 0.53399728372934535683},5684"nagarch11__normal__w1000_r5": {5685"n": 732,5686"ratio": 1.0204877486199675,5687"dm_p": 0.6904850924796024,5688"dm_stat": 0.398354662866757365689},5690"nagarch11__skewt__w1000_r5": {5691"n": 732,5692"ratio": 1.0326708554383246,5693"dm_p": 0.5970042568796352,5694"dm_stat": 0.52894487871574565695},5696"nagarch11__t__w1000_r5": {5697"n": 732,5698"ratio": 1.0241815900594076,5699"dm_p": 0.6426410000761225,5700"dm_stat": 0.46420233220781085701},5702"qgarch11__ged__w1000_r5": {5703"n": 732,5704"ratio": 0.996942616907396,5705"dm_p": 0.9170692529681211,5706"dm_stat": -0.104162135726864075707},5708"qgarch11__normal__w1000_r5": {5709"n": 732,5710"ratio": 0.9978122798393166,5711"dm_p": 0.9400540077043499,5712"dm_stat": -0.075227850479442765713},5714"qgarch11__skewt__w1000_r5": {5715"n": 732,5716"ratio": 0.9932597120426362,5717"dm_p": 0.8179131237158827,5718"dm_stat": -0.230312835678182565719},5720"qgarch11__t__w1000_r5": {5721"n": 732,5722"ratio": 0.9952728110499804,5723"dm_p": 0.8751539299393358,5724"dm_stat": -0.157170432946335565725},5726"realgarch11__normal__w1000_r5": {5727"n": 732,5728"ratio": 0.9621160666635465,5729"dm_p": 0.1442484187838143,5730"dm_stat": -1.46171732804606965731},5732"realgarch11__t__w1000_r5": {5733"n": 732,5734"ratio": 0.9615599602282248,5735"dm_p": 0.13879552468607914,5736"dm_stat": -1.48190868432074055737},5738"rm2006__normal__w1000_r5": {5739"n": 732,5740"ratio": 0.9952939002125547,5741"dm_p": 0.80567058927465,5742"dm_stat": -0.24610428873288865743},5744"rm_rw__empirical__w1000_r5": {5745"n": 732,5746"ratio": 2.0135043192166004,5747"dm_p": 2.6863618562888456e-10,5748"dm_stat": 6.4052669421687775749},5750"tarch11__ged__w1000_r5": {5751"n": 732,5752"ratio": 1.0114926326674407,5753"dm_p": 0.7508800600981169,5754"dm_stat": 0.317598696471588955755},5756"tarch11__normal__w1000_r5": {5757"n": 732,5758"ratio": 1.01223363504785,5759"dm_p": 0.732629232519253,5760"dm_stat": 0.34176067148140935761},5762"tarch11__skewt__w1000_r5": {5763"n": 732,5764"ratio": 1.0082158513753119,5765"dm_p": 0.8236459439617346,5766"dm_stat": 0.222938123453935385767},5768"tarch11__t__w1000_r5": {5769"n": 732,5770"ratio": 1.0100930296286714,5771"dm_p": 0.7865560907791386,5772"dm_stat": 0.270884818949716335773}5774},5775"vol_tercile66=high": {5776"aparch11__ged__w1000_r5": {5777"n": 870,5778"ratio": 0.9570994981736141,5779"dm_p": 0.03273383991730805,5780"dm_stat": -2.1387533835625695781},5782"aparch11__normal__w1000_r5": {5783"n": 870,5784"ratio": 0.9544923383086968,5785"dm_p": 0.01728725397346401,5786"dm_stat": -2.3851148829632485787},5788"aparch11__skewt__w1000_r5": {5789"n": 870,5790"ratio": 0.9908007954900129,5791"dm_p": 0.8016519197257246,5792"dm_stat": -0.25128662945583985793},5794"aparch11__t__w1000_r5": {5795"n": 870,5796"ratio": 0.9566846179750126,5797"dm_p": 0.046651740189312195,5798"dm_stat": -1.99228989795975765799},5800"arch5__ged__w1000_r5": {5801"n": 870,5802"ratio": 1.1365674507294627,5803"dm_p": 0.00024581067391536823,5804"dm_stat": 3.68187827231935665805},5806"arch5__normal__w1000_r5": {5807"n": 870,5808"ratio": 1.1359499558325747,5809"dm_p": 0.00011805794697773462,5810"dm_stat": 3.86772205929594165811},5812"arch5__skewt__w1000_r5": {5813"n": 870,5814"ratio": 1.1392779860718987,5815"dm_p": 0.0005773954045718392,5816"dm_stat": 3.45478076664851575817},5818"arch5__t__w1000_r5": {5819"n": 870,5820"ratio": 1.135490142822609,5821"dm_p": 0.0007411743630832638,5822"dm_stat": 3.3859352556235485823},5824"avgarch11__ged__w1000_r5": {5825"n": 870,5826"ratio": 0.997767836186835,5827"dm_p": 0.8901138496986991,5828"dm_stat": -0.138200660597157855829},5830"avgarch11__normal__w1000_r5": {5831"n": 870,5832"ratio": 0.9960881527437524,5833"dm_p": 0.7969760452585368,5834"dm_stat": -0.257341545444147455835},5836"avgarch11__skewt__w1000_r5": {5837"n": 870,5838"ratio": 0.9980155784427943,5839"dm_p": 0.9226670637148416,5840"dm_stat": -0.097102905488792335841},5842"avgarch11__t__w1000_r5": {5843"n": 870,5844"ratio": 0.9958261559401221,5845"dm_p": 0.8169673205869126,5846"dm_stat": -0.231517465879076045847},5848"cgarch11__ged__w1000_r5": {5849"n": 870,5850"ratio": 1.0204082471386664,5851"dm_p": 0.24393108897579682,5852"dm_stat": 1.1660080896179265853},5854"cgarch11__normal__w1000_r5": {5855"n": 870,5856"ratio": 1.010283462048896,5857"dm_p": 0.47113460469274077,5858"dm_stat": 0.72094930792475545859},5860"cgarch11__skewt__w1000_r5": {5861"n": 870,5862"ratio": 1.0247988222358142,5863"dm_p": 0.19761225348265488,5864"dm_stat": 1.28937088586922545865},5866"cgarch11__t__w1000_r5": {5867"n": 870,5868"ratio": 1.0233598470781056,5869"dm_p": 0.21743413218140045,5870"dm_stat": 1.23427496976483995871},5872"constvar__normal__w1000_r5": {5873"n": 870,5874"ratio": 2.301243657015817,5875"dm_p": 0.07730088987801675,5876"dm_stat": 1.76866301654456385877},5878"egarch11__ged__w1000_r5": {5879"n": 870,5880"ratio": 0.9617116105037634,5881"dm_p": 0.15447108749888352,5882"dm_stat": -1.42515627600161685883},5884"egarch11__normal__w1000_r5": {5885"n": 870,5886"ratio": 0.9575241421224505,5887"dm_p": 0.08879232094352528,5888"dm_stat": -1.7037125482875795889},5890"egarch11__skewt__w1000_r5": {5891"n": 870,5892"ratio": 0.9632915178721342,5893"dm_p": 0.24354565278475399,5894"dm_stat": -1.1669624571320685895},5896"egarch11__t__w1000_r5": {5897"n": 870,5898"ratio": 0.9603535428235347,5899"dm_p": 0.16638559220184512,5900"dm_stat": -1.38507301403720235901},5902"ewma094__normal__w1000_r5": {5903"n": 870,5904"ratio": 1.082669999861273,5905"dm_p": 0.07231629567847103,5906"dm_stat": 1.79931115036337995907},5908"figarch11__ged__w1000_r5": {5909"n": 870,5910"ratio": 0.9995454422201506,5911"dm_p": 0.9770614265385157,5912"dm_stat": -0.028761479806303395913},5914"figarch11__normal__w1000_r5": {5915"n": 870,5916"ratio": 1.0010589814286417,5917"dm_p": 0.9448752056170018,5918"dm_stat": 0.069163728798068595919},5920"figarch11__skewt__w1000_r5": {5921"n": 870,5922"ratio": 1.0030952224212617,5923"dm_p": 0.858267204047459,5924"dm_stat": 0.17863339883103355925},5926"figarch11__t__w1000_r5": {5927"n": 870,5928"ratio": 0.998835721286504,5929"dm_p": 0.9437161206553126,5930"dm_stat": -0.070620402062133955931},5932"garch11__ged__w1000_r5": {5933"n": 870,5934"ratio": 1.0013700723836654,5935"dm_p": 0.5969466787733448,5936"dm_stat": 0.52899114795053255937},5938"garch11__normal__w1000_r5": {5939"n": 870,5940"ratio": 1.0,5941"dm_p": 1.0,5942"dm_stat": 0.05943},5944"garch11__skewt__w1000_r5": {5945"n": 870,5946"ratio": 1.0007790273241752,5947"dm_p": 0.8957888519325505,5948"dm_stat": 0.13102121266097195949},5950"garch11__t__w1000_r5": {5951"n": 870,5952"ratio": 0.9995638557294512,5953"dm_p": 0.9107139566179986,5954"dm_stat": -0.112170710585836865955},5956"garch12__ged__w1000_r5": {5957"n": 870,5958"ratio": 1.0029562076494034,5959"dm_p": 0.28418264199447035,5960"dm_stat": 1.07163252202419275961},5962"garch12__normal__w1000_r5": {5963"n": 870,5964"ratio": 1.0076632373808938,5965"dm_p": 0.023129187757882322,5966"dm_stat": 2.27532511067061055967},5968"garch12__skewt__w1000_r5": {5969"n": 870,5970"ratio": 1.0014934982158012,5971"dm_p": 0.80325595482776,5972"dm_stat": 0.24921165504635935973},5974"garch12__t__w1000_r5": {5975"n": 870,5976"ratio": 1.000543627809423,5977"dm_p": 0.8907192167123729,5978"dm_stat": 0.137434477142824585979},5980"garch21__ged__w1000_r5": {5981"n": 870,5982"ratio": 1.0036590586649536,5983"dm_p": 0.7044802590071788,5984"dm_stat": 0.379404421995233835985},5986"garch21__normal__w1000_r5": {5987"n": 870,5988"ratio": 1.0022784775214035,5989"dm_p": 0.8083440152440328,5990"dm_stat": 0.24263681307870555991},5992"garch21__skewt__w1000_r5": {5993"n": 870,5994"ratio": 1.0057303870335312,5995"dm_p": 0.5668705969263982,5996"dm_stat": 0.5728852391482015997},5998"garch21__t__w1000_r5": {5999"n": 870,6000"ratio": 1.0037738572433308,6001"dm_p": 0.7054407235792142,6002"dm_stat": 0.37811067045155976003},6004"garchm11__ged__w1000_r5": {6005"n": 870,6006"ratio": 0.9973203460049181,6007"dm_p": 0.41578568775450647,6008"dm_stat": -0.81414366485863096009},6010"garchm11__normal__w1000_r5": {6011"n": 870,6012"ratio": 0.9968389234885097,6013"dm_p": 0.2610762981262634,6014"dm_stat": -1.12458303040607556015},6016"garchm11__skewt__w1000_r5": {6017"n": 870,6018"ratio": 0.9976428150036597,6019"dm_p": 0.684966977964208,6020"dm_stat": -0.405830599171116021},6022"garchm11__t__w1000_r5": {6023"n": 870,6024"ratio": 0.9961731667051382,6025"dm_p": 0.3501755266911468,6026"dm_stat": -0.93475250888070246027},6028"garchx_rv11__normal__w1000_r5": {6029"n": 870,6030"ratio": 0.990932119700153,6031"dm_p": 0.6933394250984299,6032"dm_stat": -0.3944583929174186033},6034"garchx_rv11__t__w1000_r5": {6035"n": 870,6036"ratio": 0.9831262537178669,6037"dm_p": 0.4387461804238311,6038"dm_stat": -0.77466868839640586039},6040"gas_t11__t__w1000_r5": {6041"n": 870,6042"ratio": 0.9928912402210871,6043"dm_p": 0.6294723194819397,6044"dm_stat": -0.48264085412330186045},6046"gjr11__ged__w1000_r5": {6047"n": 870,6048"ratio": 0.9592658457050591,6049"dm_p": 0.012019095381316892,6050"dm_stat": -2.5168741292596596051},6052"gjr11__normal__w1000_r5": {6053"n": 870,6054"ratio": 0.9576056374595443,6055"dm_p": 0.006939935922090766,6056"dm_stat": -2.7061645685601396057},6058"gjr11__skewt__w1000_r5": {6059"n": 870,6060"ratio": 0.9581554069909729,6061"dm_p": 0.022234400930908973,6062"dm_stat": -2.2904426551563946063},6064"gjr11__t__w1000_r5": {6065"n": 870,6066"ratio": 0.9566202722556658,6067"dm_p": 0.012437533784368432,6068"dm_stat": -2.5047027596009026069},6070"har_rv__empirical__w1000_r5": {6071"n": 870,6072"ratio": 8823867.926339779,6073"dm_p": 0.2600359435793617,6074"dm_stat": 1.12704173426178496075},6076"heavy11__normal__w1000_r5": {6077"n": 870,6078"ratio": 0.9926036679577568,6079"dm_p": 0.7610386800592945,6080"dm_stat": -0.304212700582133846081},6082"heavy11__t__w1000_r5": {6083"n": 870,6084"ratio": 0.9844346175465192,6085"dm_p": 0.49777284577035424,6086"dm_stat": -0.67828300166378276087},6088"histvar22__empirical__w1000_r5": {6089"n": 870,6090"ratio": 1.1404624967307713,6091"dm_p": 0.03123349453883984,6092"dm_stat": 2.15758582710192976093},6094"histvar252__empirical__w1000_r5": {6095"n": 870,6096"ratio": 1.9316878805378914,6097"dm_p": 0.061405903665695656,6098"dm_stat": 1.87298554574438986099},6100"histvar66__empirical__w1000_r5": {6101"n": 870,6102"ratio": 1.4577982766670223,6103"dm_p": 0.008422570803603388,6104"dm_stat": 2.64067552606448436105},6106"igarch11__ged__w1000_r5": {6107"n": 870,6108"ratio": 1.0150676096764095,6109"dm_p": 0.48264716747795655,6110"dm_stat": 0.70235294159062826111},6112"igarch11__normal__w1000_r5": {6113"n": 870,6114"ratio": 1.0153618976001324,6115"dm_p": 0.46318516178063773,6116"dm_stat": 0.73393690436125986117},6118"igarch11__skewt__w1000_r5": {6119"n": 870,6120"ratio": 1.0197504725039583,6121"dm_p": 0.40240138782727813,6122"dm_stat": 0.83775014943633826123},6124"igarch11__t__w1000_r5": {6125"n": 870,6126"ratio": 1.0186238971886354,6127"dm_p": 0.4236070624226245,6128"dm_stat": 0.8005568208702046129},6130"loghar_rv__empirical__w1000_r5": {6131"n": 870,6132"ratio": 0.9950280350305079,6133"dm_p": 0.8983921749139002,6134"dm_stat": -0.127730030702148336135},6136"msgarch2__normal__w1000_r5": {6137"n": 870,6138"ratio": 1.0469600169058264,6139"dm_p": 0.12756888407164663,6140"dm_stat": 1.52521675668310946141},6142"msgarch2__t__w1000_r5": {6143"n": 870,6144"ratio": 1.0052743655601097,6145"dm_p": 0.8062507989388294,6146"dm_stat": 0.24534040049303336147},6148"nagarch11__ged__w1000_r5": {6149"n": 870,6150"ratio": 0.9641581149976713,6151"dm_p": 0.07128343405969684,6152"dm_stat": -1.80587723246681786153},6154"nagarch11__normal__w1000_r5": {6155"n": 870,6156"ratio": 0.961043747360889,6157"dm_p": 0.03703429141478146,6158"dm_stat": -2.08859962126826746159},6160"nagarch11__skewt__w1000_r5": {6161"n": 870,6162"ratio": 0.9657151147785216,6163"dm_p": 0.1483965094385971,6164"dm_stat": -1.44650387740536136165},6166"nagarch11__t__w1000_r5": {6167"n": 870,6168"ratio": 0.962484001298353,6169"dm_p": 0.07658305530141994,6170"dm_stat": -1.77297518241811376171},6172"qgarch11__ged__w1000_r5": {6173"n": 870,6174"ratio": 0.9752027878615374,6175"dm_p": 0.10555129680628474,6176"dm_stat": -1.62020382101192326177},6178"qgarch11__normal__w1000_r5": {6179"n": 870,6180"ratio": 0.9724792780889413,6181"dm_p": 0.05234951436569624,6182"dm_stat": -1.9429114527536286183},6184"qgarch11__skewt__w1000_r5": {6185"n": 870,6186"ratio": 0.974528871419059,6187"dm_p": 0.17895727075939524,6188"dm_stat": -1.34505844485824286189},6190"qgarch11__t__w1000_r5": {6191"n": 870,6192"ratio": 0.9726645106349195,6193"dm_p": 0.09783354543515754,6194"dm_stat": -1.6572318968942356195},6196"realgarch11__normal__w1000_r5": {6197"n": 870,6198"ratio": 1.0167852623240783,6199"dm_p": 0.6287069574346122,6200"dm_stat": 0.48371930205900586201},6202"realgarch11__t__w1000_r5": {6203"n": 870,6204"ratio": 1.0158619299367158,6205"dm_p": 0.6502250350742181,6206"dm_stat": 0.453606904621492836207},6208"rm2006__normal__w1000_r5": {6209"n": 870,6210"ratio": 1.0563262330714314,6211"dm_p": 0.12444555990801347,6212"dm_stat": 1.53786533382793246213},6214"rm_rw__empirical__w1000_r5": {6215"n": 870,6216"ratio": 2.1411764876266157,6217"dm_p": 5.254251072588964e-15,6218"dm_stat": 7.9626790446698556219},6220"tarch11__ged__w1000_r5": {6221"n": 870,6222"ratio": 0.9607613655878038,6223"dm_p": 0.09659872488133632,6224"dm_stat": -1.66337115935462796225},6226"tarch11__normal__w1000_r5": {6227"n": 870,6228"ratio": 0.9563969762306316,6229"dm_p": 0.04599572977773677,6230"dm_stat": -1.99829634133250726231},6232"tarch11__skewt__w1000_r5": {6233"n": 870,6234"ratio": 0.9625515562874649,6235"dm_p": 0.17610667255590967,6236"dm_stat": -1.35394265004980046237},6238"tarch11__t__w1000_r5": {6239"n": 870,6240"ratio": 0.959464873846645,6241"dm_p": 0.1076228581193507,6242"dm_stat": -1.61063310597832256243}6244},6245"vol_tercile66=low": {6246"aparch11__ged__w1000_r5": {6247"n": 1385,6248"ratio": 1.1497732371905192,6249"dm_p": 0.055590440614465615,6250"dm_stat": 1.9158467648846416251},6252"aparch11__normal__w1000_r5": {6253"n": 1385,6254"ratio": 1.1481329290119981,6255"dm_p": 0.17360826135520738,6256"dm_stat": 1.36140204507106826257},6258"aparch11__skewt__w1000_r5": {6259"n": 1385,6260"ratio": 2.0149857845694914,6261"dm_p": 0.1554404466481885,6262"dm_stat": 1.4213495473476776263},6264"aparch11__t__w1000_r5": {6265"n": 1385,6266"ratio": 1.8053537896090477,6267"dm_p": 0.24164549377048303,6268"dm_stat": 1.17138547184480986269},6270"arch5__ged__w1000_r5": {6271"n": 1385,6272"ratio": 1.0586466402902213,6273"dm_p": 0.0330680198608903,6274"dm_stat": 2.1333921991900596275},6276"arch5__normal__w1000_r5": {6277"n": 1385,6278"ratio": 1.0579372576642112,6279"dm_p": 0.03189919233221002,6280"dm_stat": 2.1478456764643956281},6282"arch5__skewt__w1000_r5": {6283"n": 1385,6284"ratio": 1.0618100001373325,6285"dm_p": 0.027161973661104746,6286"dm_stat": 2.2115312126723976287},6288"arch5__t__w1000_r5": {6289"n": 1385,6290"ratio": 1.0615439974528365,6291"dm_p": 0.027873712480213586,6292"dm_stat": 2.20137974341024256293},6294"avgarch11__ged__w1000_r5": {6295"n": 1385,6296"ratio": 1.00970724226703,6297"dm_p": 0.3926822322509898,6298"dm_stat": 0.85503053048068056299},6300"avgarch11__normal__w1000_r5": {6301"n": 1385,6302"ratio": 1.011550969696567,6303"dm_p": 0.3051814582007186,6304"dm_stat": 1.02576532939527186305},6306"avgarch11__skewt__w1000_r5": {6307"n": 1385,6308"ratio": 1.0105714836154396,6309"dm_p": 0.384609838470409,6310"dm_stat": 0.86970976995058176311},6312"avgarch11__t__w1000_r5": {6313"n": 1385,6314"ratio": 1.0108466030761447,6315"dm_p": 0.3594002203042793,6316"dm_stat": 0.91681327657034746317},6318"cgarch11__ged__w1000_r5": {6319"n": 1385,6320"ratio": 0.99379953524037,6321"dm_p": 0.5578573171448528,6322"dm_stat": -0.58616932075659946323},6324"cgarch11__normal__w1000_r5": {6325"n": 1385,6326"ratio": 0.9926833993939399,6327"dm_p": 0.42398299085604807,6328"dm_stat": -0.79976710206323116329},6330"cgarch11__skewt__w1000_r5": {6331"n": 1385,6332"ratio": 0.9964423092620383,6333"dm_p": 0.7599067097638977,6334"dm_stat": -0.30566366316481636335},6336"cgarch11__t__w1000_r5": {6337"n": 1385,6338"ratio": 0.9969428319182458,6339"dm_p": 0.788452290013664,6340"dm_stat": -0.26837290297548516341},6342"constvar__normal__w1000_r5": {6343"n": 1385,6344"ratio": 1.3513580562757068,6345"dm_p": 1.0177358215258974e-21,6346"dm_stat": 9.7376769673947276347},6348"egarch11__ged__w1000_r5": {6349"n": 1385,6350"ratio": 1.0326191678091863,6351"dm_p": 0.499811876896471,6352"dm_stat": 0.67496321191691736353},6354"egarch11__normal__w1000_r5": {6355"n": 1385,6356"ratio": 13.99124495898428,6357"dm_p": 0.3075567926545904,6358"dm_stat": 1.0207383838031546359},6360"egarch11__skewt__w1000_r5": {6361"n": 1381,6362"ratio": 0.9726315529697562,6363"dm_p": 0.3349553652194861,6364"dm_stat": -0.96451781608668916365},6366"egarch11__t__w1000_r5": {6367"n": 1381,6368"ratio": 0.9711533802090829,6369"dm_p": 0.29338643769017425,6370"dm_stat": -1.05112232517166176371},6372"ewma094__normal__w1000_r5": {6373"n": 1385,6374"ratio": 0.9900326559385275,6375"dm_p": 0.6524868800485725,6376"dm_stat": -0.450407920943794566377},6378"figarch11__ged__w1000_r5": {6379"n": 1385,6380"ratio": 1.011756987350874,6381"dm_p": 0.676801065187037,6382"dm_stat": 0.416920704142173756383},6384"figarch11__normal__w1000_r5": {6385"n": 1385,6386"ratio": 1.01114591212826,6387"dm_p": 0.6813730239060076,6388"dm_stat": 0.410676920565247576389},6390"figarch11__skewt__w1000_r5": {6391"n": 1385,6392"ratio": 1.0140191206830413,6393"dm_p": 0.6243790835992465,6394"dm_stat": 0.48976321411062266395},6396"figarch11__t__w1000_r5": {6397"n": 1385,6398"ratio": 1.013456227583383,6399"dm_p": 0.6358932328698433,6400"dm_stat": 0.473553212271505936401},6402"garch11__ged__w1000_r5": {6403"n": 1385,6404"ratio": 0.9996351553670875,6405"dm_p": 0.7892453786814098,6406"dm_stat": -0.267342396269169846407},6408"garch11__normal__w1000_r5": {6409"n": 1385,6410"ratio": 1.0,6411"dm_p": 1.0,6412"dm_stat": 0.06413},6414"garch11__skewt__w1000_r5": {6415"n": 1385,6416"ratio": 1.001523023833998,6417"dm_p": 0.6367923280863451,6418"dm_stat": 0.472292715977139956419},6420"garch11__t__w1000_r5": {6421"n": 1385,6422"ratio": 1.002727932653472,6423"dm_p": 0.37481521838477255,6424"dm_stat": 0.8877765396758446425},6426"garch12__ged__w1000_r5": {6427"n": 1385,6428"ratio": 0.998672294124249,6429"dm_p": 0.38368403217953456,6430"dm_stat": -0.87140528570643686431},6432"garch12__normal__w1000_r5": {6433"n": 1385,6434"ratio": 0.9988892165309109,6435"dm_p": 0.15861903608931804,6436"dm_stat": -1.41049244848961866437},6438"garch12__skewt__w1000_r5": {6439"n": 1385,6440"ratio": 1.0013134788329965,6441"dm_p": 0.6854044838806834,6442"dm_stat": 0.40518454714974686443},6444"garch12__t__w1000_r5": {6445"n": 1385,6446"ratio": 1.0024704540412321,6447"dm_p": 0.42416669776557187,6448"dm_stat": 0.79945002094528676449},6450"garch21__ged__w1000_r5": {6451"n": 1385,6452"ratio": 1.023671624582173,6453"dm_p": 0.34417945435663216,6454"dm_stat": 0.94626335725712146455},6456"garch21__normal__w1000_r5": {6457"n": 1385,6458"ratio": 1.0234032820115715,6459"dm_p": 0.34743523736965326,6460"dm_stat": 0.93989537472005486461},6462"garch21__skewt__w1000_r5": {6463"n": 1385,6464"ratio": 1.0244065111248166,6465"dm_p": 0.33012352331019096,6466"dm_stat": 0.9742079771164676467},6468"garch21__t__w1000_r5": {6469"n": 1385,6470"ratio": 1.0254482331109263,6471"dm_p": 0.30711104397246874,6472"dm_stat": 1.02167975876445286473},6474"garchm11__ged__w1000_r5": {6475"n": 1385,6476"ratio": 0.9981209826655334,6477"dm_p": 0.4078483638539936,6478"dm_stat": -0.82793798199665016479},6480"garchm11__normal__w1000_r5": {6481"n": 1385,6482"ratio": 0.9983053676685608,6483"dm_p": 0.5313099833555233,6484"dm_stat": -0.62616498666454366485},6486"garchm11__skewt__w1000_r5": {6487"n": 1385,6488"ratio": 1.0020455561932025,6489"dm_p": 0.5163048145313827,6490"dm_stat": 0.6492185945483736491},6492"garchm11__t__w1000_r5": {6493"n": 1385,6494"ratio": 1.0018994376653843,6495"dm_p": 0.48215844009553444,6496"dm_stat": 0.70302494622148256497},6498"garchx_rv11__normal__w1000_r5": {6499"n": 1385,6500"ratio": 0.9548822717795484,6501"dm_p": 0.04742016791916807,6502"dm_stat": -1.98429528279282866503},6504"garchx_rv11__t__w1000_r5": {6505"n": 1385,6506"ratio": 0.9541011814027268,6507"dm_p": 0.04912122026652722,6508"dm_stat": -1.96927075586282626509},6510"gas_t11__t__w1000_r5": {6511"n": 1385,6512"ratio": 1.0090751446702022,6513"dm_p": 0.4401924958250969,6514"dm_stat": 0.77209075091749536515},6516"gjr11__ged__w1000_r5": {6517"n": 1385,6518"ratio": 0.9577471277631014,6519"dm_p": 0.003736150382463605,6520"dm_stat": -2.90455554482991566521},6522"gjr11__normal__w1000_r5": {6523"n": 1385,6524"ratio": 0.959867396341464,6525"dm_p": 0.00534571320659124,6526"dm_stat": -2.7898412385263246527},6528"gjr11__skewt__w1000_r5": {6529"n": 1385,6530"ratio": 0.9557092518305111,6531"dm_p": 0.004773274087520504,6532"dm_stat": -2.8265251017602666533},6534"gjr11__t__w1000_r5": {6535"n": 1385,6536"ratio": 0.958493624556072,6537"dm_p": 0.006412478159704621,6538"dm_stat": -2.73006554528590336539},6540"har_rv__empirical__w1000_r5": {6541"n": 1385,6542"ratio": 1.0034259230521219,6543"dm_p": 0.8926098002430691,6544"dm_stat": 0.135027456466244846545},6546"heavy11__normal__w1000_r5": {6547"n": 1385,6548"ratio": 0.9529403667300103,6549"dm_p": 0.05154066009926991,6550"dm_stat": -1.94863682065799746551},6552"heavy11__t__w1000_r5": {6553"n": 1385,6554"ratio": 0.9534260707076402,6555"dm_p": 0.05097316297601218,6556"dm_stat": -1.95340254450265486557},6558"histvar22__empirical__w1000_r5": {6559"n": 1385,6560"ratio": 1.085934880380856,6561"dm_p": 0.07380746529372229,6562"dm_stat": 1.78916121999057336563},6564"histvar252__empirical__w1000_r5": {6565"n": 1385,6566"ratio": 1.222191690513651,6567"dm_p": 1.6299128622875572e-05,6568"dm_stat": 4.3256489335982716569},6570"histvar66__empirical__w1000_r5": {6571"n": 1385,6572"ratio": 1.1010499766165822,6573"dm_p": 0.053393455473753924,6574"dm_stat": 1.93337743178173326575},6576"igarch11__ged__w1000_r5": {6577"n": 1385,6578"ratio": 0.9888797239932904,6579"dm_p": 0.38617051841168787,6580"dm_stat": -0.86685719687210096581},6582"igarch11__normal__w1000_r5": {6583"n": 1385,6584"ratio": 0.9903567374919406,6585"dm_p": 0.4361446320992293,6586"dm_stat": -0.77894609398236356587},6588"igarch11__skewt__w1000_r5": {6589"n": 1385,6590"ratio": 0.9929460198903696,6591"dm_p": 0.6019021132263231,6592"dm_stat": -0.52178702943182946593},6594"igarch11__t__w1000_r5": {6595"n": 1385,6596"ratio": 0.9933907249148664,6597"dm_p": 0.6391298692561405,6598"dm_stat": -0.46901907905203196599},6600"loghar_rv__empirical__w1000_r5": {6601"n": 1385,6602"ratio": 0.9443139957532886,6603"dm_p": 0.04818620442433468,6604"dm_stat": -1.97747410231717676605},6606"msgarch2__normal__w1000_r5": {6607"n": 1385,6608"ratio": 1.0058953162859732,6609"dm_p": 0.6150768366342143,6610"dm_stat": 0.50295372015170186611},6612"msgarch2__t__w1000_r5": {6613"n": 1385,6614"ratio": 1.0065622250222728,6615"dm_p": 0.5539908515197296,6616"dm_stat": 0.5919349165854056617},6618"nagarch11__ged__w1000_r5": {6619"n": 1385,6620"ratio": 0.9763811062351027,6621"dm_p": 0.5141030006802122,6622"dm_stat": -0.65263034580897026623},6624"nagarch11__normal__w1000_r5": {6625"n": 1385,6626"ratio": 0.953553452717937,6627"dm_p": 0.07078511452366792,6628"dm_stat": -1.80824656042293546629},6630"nagarch11__skewt__w1000_r5": {6631"n": 1385,6632"ratio": 0.9573846863671411,6633"dm_p": 0.07921251109814553,6634"dm_stat": -1.75656854342082746635},6636"nagarch11__t__w1000_r5": {6637"n": 1385,6638"ratio": 0.9620462592296343,6639"dm_p": 0.15170039867662477,6640"dm_stat": -1.43434268450095486641},6642"qgarch11__ged__w1000_r5": {6643"n": 1385,6644"ratio": 0.9518018184786157,6645"dm_p": 0.0022150549749480075,6646"dm_stat": -3.06550915385354246647},6648"qgarch11__normal__w1000_r5": {6649"n": 1385,6650"ratio": 0.9506107836541622,6651"dm_p": 0.0014657918031103444,6652"dm_stat": -3.18777490538137666653},6654"qgarch11__skewt__w1000_r5": {6655"n": 1385,6656"ratio": 0.9548419226890648,6657"dm_p": 0.006710173691190451,6658"dm_stat": -2.71498978766836756659},6660"qgarch11__t__w1000_r5": {6661"n": 1385,6662"ratio": 0.9547140784154702,6663"dm_p": 0.005650737702319692,6664"dm_stat": -2.7717230398500686665},6666"realgarch11__normal__w1000_r5": {6667"n": 1385,6668"ratio": 0.9476498214312504,6669"dm_p": 0.025543398819584506,6670"dm_stat": -2.2355014898207596671},6672"realgarch11__t__w1000_r5": {6673"n": 1385,6674"ratio": 0.9478057265856678,6675"dm_p": 0.02576413433604053,6676"dm_stat": -2.2321564171171096677},6678"rm2006__normal__w1000_r5": {6679"n": 1385,6680"ratio": 0.9723436379344138,6681"dm_p": 0.022799475507904565,6682"dm_stat": -2.27932406807456683},6684"rm_rw__empirical__w1000_r5": {6685"n": 1385,6686"ratio": 1.8811965748102608,6687"dm_p": 1.158980211411455e-12,6688"dm_stat": 7.1769152452702156689},6690"tarch11__ged__w1000_r5": {6691"n": 1385,6692"ratio": 0.9578332447054608,6693"dm_p": 0.03906293428539053,6694"dm_stat": -2.06548508701514336695},6696"tarch11__normal__w1000_r5": {6697"n": 1385,6698"ratio": 0.9593049692837685,6699"dm_p": 0.04480061560490601,6700"dm_stat": -2.0083450432649536701},6702"tarch11__skewt__w1000_r5": {6703"n": 1385,6704"ratio": 0.9549694400762619,6705"dm_p": 0.03185794708691413,6706"dm_stat": -2.14836395436277046707},6708"tarch11__t__w1000_r5": {6709"n": 1385,6710"ratio": 0.95605078998128,6711"dm_p": 0.03380468979136464,6712"dm_stat": -2.12450608936863676713}6714},6715"vol_tercile66=mid": {6716"aparch11__ged__w1000_r5": {6717"n": 467,6718"ratio": 0.9869026226411619,6719"dm_p": 0.8471390889939229,6720"dm_stat": -0.192877306822856846721},6722"aparch11__normal__w1000_r5": {6723"n": 467,6724"ratio": 0.9883590828341116,6725"dm_p": 0.8650580399547615,6726"dm_stat": -0.170032918709174096727},6728"aparch11__skewt__w1000_r5": {6729"n": 467,6730"ratio": 1.1225713410390301,6731"dm_p": 0.3344749518083496,6732"dm_stat": 0.96614060275889326733},6734"aparch11__t__w1000_r5": {6735"n": 467,6736"ratio": 1.0284670255524067,6737"dm_p": 0.7277537103947785,6738"dm_stat": 0.34832461815950596739},6740"arch5__ged__w1000_r5": {6741"n": 467,6742"ratio": 0.9970713832286004,6743"dm_p": 0.9333497906155384,6744"dm_stat": -0.083676228178104476745},6746"arch5__normal__w1000_r5": {6747"n": 467,6748"ratio": 1.0007275286878374,6749"dm_p": 0.9833391411289524,6750"dm_stat": 0.0208940187793663746751},6752"arch5__skewt__w1000_r5": {6753"n": 467,6754"ratio": 1.0029265946632488,6755"dm_p": 0.9369941150188017,6756"dm_stat": 0.079091098274658816757},6758"arch5__t__w1000_r5": {6759"n": 467,6760"ratio": 0.9957786584479593,6761"dm_p": 0.9053382783656789,6762"dm_stat": -0.118985297453701226763},6764"avgarch11__ged__w1000_r5": {6765"n": 467,6766"ratio": 0.9842136434229485,6767"dm_p": 0.35028336837246005,6768"dm_stat": -0.93497898482049216769},6770"avgarch11__normal__w1000_r5": {6771"n": 467,6772"ratio": 0.9861778714372988,6773"dm_p": 0.39543824281636114,6774"dm_stat": -0.85058231630234436775},6776"avgarch11__skewt__w1000_r5": {6777"n": 467,6778"ratio": 0.9906923821286013,6779"dm_p": 0.5602662094526928,6780"dm_stat": -0.58286486770423076781},6782"avgarch11__t__w1000_r5": {6783"n": 467,6784"ratio": 0.9854475604353733,6785"dm_p": 0.388268436037554,6786"dm_stat": -0.86356993495869856787},6788"cgarch11__ged__w1000_r5": {6789"n": 467,6790"ratio": 0.9950515004458081,6791"dm_p": 0.6585303279293012,6792"dm_stat": -0.442226708884892746793},6794"cgarch11__normal__w1000_r5": {6795"n": 467,6796"ratio": 1.0004037708494673,6797"dm_p": 0.9701771724331449,6798"dm_stat": 0.037406169132267296799},6800"cgarch11__skewt__w1000_r5": {6801"n": 467,6802"ratio": 1.0015152126462643,6803"dm_p": 0.9140877514095348,6804"dm_stat": 0.107942514514604226805},6806"cgarch11__t__w1000_r5": {6807"n": 467,6808"ratio": 0.9942235130413702,6809"dm_p": 0.6200159749025683,6810"dm_stat": -0.49615927614144016811},6812"constvar__normal__w1000_r5": {6813"n": 467,6814"ratio": 1.2936567727547632,6815"dm_p": 0.012745812910377127,6816"dm_stat": 2.50045544643758656817},6818"egarch11__ged__w1000_r5": {6819"n": 467,6820"ratio": 1.1993056208030684,6821"dm_p": 0.10174310667268859,6822"dm_stat": 1.6396966205056466823},6824"egarch11__normal__w1000_r5": {6825"n": 467,6826"ratio": 1.4156378284760367,6827"dm_p": 0.027377935166193204,6828"dm_stat": 2.21305127581660836829},6830"egarch11__skewt__w1000_r5": {6831"n": 456,6832"ratio": 1.0798300609813172,6833"dm_p": 0.38561315937446033,6834"dm_stat": 0.86843665490524166835},6836"egarch11__t__w1000_r5": {6837"n": 461,6838"ratio": 1.1011436680730369,6839"dm_p": 0.33935188160842383,6840"dm_stat": 0.95644094619055546841},6842"ewma094__normal__w1000_r5": {6843"n": 467,6844"ratio": 1.0470761187045348,6845"dm_p": 0.01420190186749697,6846"dm_stat": 2.4613741687867126847},6848"figarch11__ged__w1000_r5": {6849"n": 467,6850"ratio": 0.9897335264140317,6851"dm_p": 0.4664200045560511,6852"dm_stat": -0.72891470807203586853},6854"figarch11__normal__w1000_r5": {6855"n": 467,6856"ratio": 0.9899496693002083,6857"dm_p": 0.47469169927513666,6858"dm_stat": -0.71544616798579126859},6860"figarch11__skewt__w1000_r5": {6861"n": 467,6862"ratio": 1.0037036573334508,6863"dm_p": 0.8047248202169459,6864"dm_stat": 0.247377782292594476865},6866"figarch11__t__w1000_r5": {6867"n": 467,6868"ratio": 0.9911991904578602,6869"dm_p": 0.5398324072383351,6870"dm_stat": -0.61351924402242166871},6872"garch11__ged__w1000_r5": {6873"n": 467,6874"ratio": 0.9981244114285807,6875"dm_p": 0.06787893130463439,6876"dm_stat": -1.83006431329711086877},6878"garch11__normal__w1000_r5": {6879"n": 467,6880"ratio": 1.0,6881"dm_p": 1.0,6882"dm_stat": 0.06883},6884"garch11__skewt__w1000_r5": {6885"n": 467,6886"ratio": 1.009130380758943,6887"dm_p": 0.09700581601021545,6888"dm_stat": 1.6628951156860496889},6890"garch11__t__w1000_r5": {6891"n": 467,6892"ratio": 0.9997328441299442,6893"dm_p": 0.895521449495554,6894"dm_stat": -0.13139259887862796895},6896"garch12__ged__w1000_r5": {6897"n": 467,6898"ratio": 0.9990072618005005,6899"dm_p": 0.9034543445605817,6900"dm_stat": -0.121364883437033286901},6902"garch12__normal__w1000_r5": {6903"n": 467,6904"ratio": 1.0048080864086955,6905"dm_p": 0.5851219783960369,6906"dm_stat": 0.54629884888344296907},6908"garch12__skewt__w1000_r5": {6909"n": 467,6910"ratio": 1.0080545746925043,6911"dm_p": 0.41370133444723095,6912"dm_stat": 0.8181295796895686913},6914"garch12__t__w1000_r5": {6915"n": 467,6916"ratio": 0.9986780415243868,6917"dm_p": 0.8692118565735522,6918"dm_stat": -0.1647504361278936919},6920"garch21__ged__w1000_r5": {6921"n": 467,6922"ratio": 0.9910950213464679,6923"dm_p": 0.05529204362024703,6924"dm_stat": -1.92139120688125226925},6926"garch21__normal__w1000_r5": {6927"n": 467,6928"ratio": 0.9924682128598391,6929"dm_p": 0.07648613472652493,6930"dm_stat": -1.77538987708402846931},6932"garch21__skewt__w1000_r5": {6933"n": 467,6934"ratio": 1.0049067398404503,6935"dm_p": 0.5184898341832394,6936"dm_stat": 0.64616615932870646937},6938"garch21__t__w1000_r5": {6939"n": 467,6940"ratio": 0.9932530513754552,6941"dm_p": 0.2095467971236853,6942"dm_stat": -1.25654819207991246943},6944"garchm11__ged__w1000_r5": {6945"n": 467,6946"ratio": 0.9926865852458661,6947"dm_p": 0.014109836457229394,6948"dm_stat": -2.4637374872747686949},6950"garchm11__normal__w1000_r5": {6951"n": 467,6952"ratio": 0.9974895817794888,6953"dm_p": 0.2915429162883851,6954"dm_stat": -1.05593963341214946955},6956"garchm11__skewt__w1000_r5": {6957"n": 467,6958"ratio": 1.0040381783999908,6959"dm_p": 0.4906006034558176,6960"dm_stat": 0.6898998300900916961},6962"garchm11__t__w1000_r5": {6963"n": 467,6964"ratio": 0.9943441845448441,6965"dm_p": 0.04828667264587299,6966"dm_stat": -1.98004155676280226967},6968"garchx_rv11__normal__w1000_r5": {6969"n": 467,6970"ratio": 0.9709560979151042,6971"dm_p": 0.3589962866707287,6972"dm_stat": -0.91818636743936276973},6974"garchx_rv11__t__w1000_r5": {6975"n": 467,6976"ratio": 0.9642962485538674,6977"dm_p": 0.2730194998807262,6978"dm_stat": -1.09743161796950346979},6980"gas_t11__t__w1000_r5": {6981"n": 467,6982"ratio": 0.9858912472136363,6983"dm_p": 0.21025330095163816,6984"dm_stat": -1.25459885011390916985},6986"gjr11__ged__w1000_r5": {6987"n": 467,6988"ratio": 1.0282721691163719,6989"dm_p": 0.4261651710492367,6990"dm_stat": 0.79646880323265516991},6992"gjr11__normal__w1000_r5": {6993"n": 467,6994"ratio": 1.0313295902851543,6995"dm_p": 0.37363531982620907,6996"dm_stat": 0.89054039985997696997},6998"gjr11__skewt__w1000_r5": {6999"n": 467,7000"ratio": 1.0304445601674779,7001"dm_p": 0.3882423671335099,7002"dm_stat": 0.8636174226018657003},7004"gjr11__t__w1000_r5": {7005"n": 467,7006"ratio": 1.0254970716142995,7007"dm_p": 0.48145513667331685,7008"dm_stat": 0.70452932109006877009},7010"har_rv__empirical__w1000_r5": {7011"n": 467,7012"ratio": 1.0415085928595005,7013"dm_p": 0.2404393173543252,7014"dm_stat": 1.17538897620492887015},7016"heavy11__normal__w1000_r5": {7017"n": 467,7018"ratio": 0.9723446008133254,7019"dm_p": 0.43383821486107377,7020"dm_stat": -0.78331816739275717021},7022"heavy11__t__w1000_r5": {7023"n": 467,7024"ratio": 0.9679074018407602,7025"dm_p": 0.365900441014599,7026"dm_stat": -0.905061584389527027},7028"histvar22__empirical__w1000_r5": {7029"n": 467,7030"ratio": 1.181062693694331,7031"dm_p": 0.00046139606652298123,7032"dm_stat": 3.5273063121943427033},7034"histvar252__empirical__w1000_r5": {7035"n": 467,7036"ratio": 1.485632033860438,7037"dm_p": 0.002178254405860758,7038"dm_stat": 3.08196223751412337039},7040"histvar66__empirical__w1000_r5": {7041"n": 467,7042"ratio": 1.1904860989790191,7043"dm_p": 0.0075835935687591175,7044"dm_stat": 2.68176015478677647045},7046"igarch11__ged__w1000_r5": {7047"n": 467,7048"ratio": 1.0007309667708753,7049"dm_p": 0.9765490620826689,7050"dm_stat": 0.0294114130003818837051},7052"igarch11__normal__w1000_r5": {7053"n": 467,7054"ratio": 1.0024852141263854,7055"dm_p": 0.9203626119986043,7056"dm_stat": 0.100031153290685837057},7058"igarch11__skewt__w1000_r5": {7059"n": 467,7060"ratio": 1.0068570393138134,7061"dm_p": 0.7616862979174701,7062"dm_stat": 0.3034448505085557063},7064"igarch11__t__w1000_r5": {7065"n": 467,7066"ratio": 1.0018577271362539,7067"dm_p": 0.9407575213442225,7068"dm_stat": 0.074357891824273957069},7070"loghar_rv__empirical__w1000_r5": {7071"n": 467,7072"ratio": 0.9580764746916021,7073"dm_p": 0.18439178949038101,7074"dm_stat": -1.32932315456470867075},7076"msgarch2__normal__w1000_r5": {7077"n": 467,7078"ratio": 1.0181615039747616,7079"dm_p": 0.36895026061181324,7080"dm_stat": 0.89931331300282947081},7082"msgarch2__t__w1000_r5": {7083"n": 467,7084"ratio": 1.0233951728501571,7085"dm_p": 0.11147031391525448,7086"dm_stat": 1.59464183752021967087},7088"nagarch11__ged__w1000_r5": {7089"n": 467,7090"ratio": 1.0049944529476034,7091"dm_p": 0.9514611620400211,7092"dm_stat": 0.0609047699894543567093},7094"nagarch11__normal__w1000_r5": {7095"n": 467,7096"ratio": 1.0082039729123176,7097"dm_p": 0.9197082765064931,7098"dm_stat": 0.100855839765935587099},7100"nagarch11__skewt__w1000_r5": {7101"n": 467,7102"ratio": 1.0279367757565554,7103"dm_p": 0.7740697379968907,7104"dm_stat": 0.28722236257369357105},7106"nagarch11__t__w1000_r5": {7107"n": 467,7108"ratio": 1.0104733206367873,7109"dm_p": 0.9010080652392349,7110"dm_stat": 0.124455794883418677111},7112"qgarch11__ged__w1000_r5": {7113"n": 467,7114"ratio": 0.9959173645001378,7115"dm_p": 0.9224380010187285,7116"dm_stat": -0.097415901695478627117},7118"qgarch11__normal__w1000_r5": {7119"n": 467,7120"ratio": 0.9983158392718133,7121"dm_p": 0.9678620609801467,7122"dm_stat": -0.040311486514940377123},7124"qgarch11__skewt__w1000_r5": {7125"n": 467,7126"ratio": 0.9954188932413041,7127"dm_p": 0.9106092588935113,7128"dm_stat": -0.112331094179757067129},7130"qgarch11__t__w1000_r5": {7131"n": 467,7132"ratio": 0.9917852808095767,7133"dm_p": 0.8471875986294293,7134"dm_stat": -0.192815332243377667135},7136"realgarch11__normal__w1000_r5": {7137"n": 467,7138"ratio": 0.9417996144453001,7139"dm_p": 0.12214504407261009,7140"dm_stat": -1.54864863072347617141},7142"realgarch11__t__w1000_r5": {7143"n": 467,7144"ratio": 0.9397261824051908,7145"dm_p": 0.1140632824862621,7146"dm_stat": -1.5831605240446947147},7148"rm2006__normal__w1000_r5": {7149"n": 467,7150"ratio": 1.0386346463953728,7151"dm_p": 0.14153492608245763,7152"dm_stat": 1.472596532825027153},7154"rm_rw__empirical__w1000_r5": {7155"n": 467,7156"ratio": 1.9500736678980868,7157"dm_p": 2.006878830721397e-06,7158"dm_stat": 4.8135451815570157159},7160"tarch11__ged__w1000_r5": {7161"n": 467,7162"ratio": 0.9792688752153712,7163"dm_p": 0.7227355862651286,7164"dm_stat": -0.355019522917737867165},7166"tarch11__normal__w1000_r5": {7167"n": 467,7168"ratio": 0.9819990706574618,7169"dm_p": 0.756201790678335,7170"dm_stat": -0.31065502578836997171},7172"tarch11__skewt__w1000_r5": {7173"n": 467,7174"ratio": 0.9783777468892334,7175"dm_p": 0.7138602478847662,7176"dm_stat": -0.366899876066467467177},7178"tarch11__t__w1000_r5": {7179"n": 467,7180"ratio": 0.9764489801958373,7181"dm_p": 0.6938558519744842,7182"dm_stat": -0.39387180117061987183}7184},7185"prev_sign=neg": {7186"aparch11__ged__w1000_r5": {7187"n": 1259,7188"ratio": 1.0816367499899517,7189"dm_p": 0.10705034935854114,7190"dm_stat": 1.61274676608628757191},7192"aparch11__normal__w1000_r5": {7193"n": 1259,7194"ratio": 1.10324746933315,7195"dm_p": 0.1773685997566583,7196"dm_stat": 1.3496577707243747197},7198"aparch11__skewt__w1000_r5": {7199"n": 1259,7200"ratio": 1.3664947258762281,7201"dm_p": 0.11549272049758601,7202"dm_stat": 1.5750656701183247203},7204"aparch11__t__w1000_r5": {7205"n": 1259,7206"ratio": 1.5593463833776546,7207"dm_p": 0.2739047703769252,7208"dm_stat": 1.0945924115623647209},7210"arch5__ged__w1000_r5": {7211"n": 1259,7212"ratio": 1.0511152050327335,7213"dm_p": 0.09474233558232854,7214"dm_stat": 1.67215548975898327215},7216"arch5__normal__w1000_r5": {7217"n": 1259,7218"ratio": 1.0520128675998677,7219"dm_p": 0.08582970838734758,7220"dm_stat": 1.71916841152113057221},7222"arch5__skewt__w1000_r5": {7223"n": 1259,7224"ratio": 1.0552789568338228,7225"dm_p": 0.07808462665264533,7226"dm_stat": 1.76334754115290127227},7228"arch5__t__w1000_r5": {7229"n": 1259,7230"ratio": 1.0504685950086934,7231"dm_p": 0.10109940086569467,7232"dm_stat": 1.6407495145772557233},7234"avgarch11__ged__w1000_r5": {7235"n": 1259,7236"ratio": 1.004896767107574,7237"dm_p": 0.76345166968683,7238"dm_stat": 0.301016482248443247239},7240"avgarch11__normal__w1000_r5": {7241"n": 1259,7242"ratio": 1.0051692501243337,7243"dm_p": 0.746263328769798,7244"dm_stat": 0.32364140786841597245},7246"avgarch11__skewt__w1000_r5": {7247"n": 1259,7248"ratio": 1.0103626172814384,7249"dm_p": 0.5641651980451766,7250"dm_stat": 0.57681860465476597251},7252"avgarch11__t__w1000_r5": {7253"n": 1259,7254"ratio": 1.006429882677412,7255"dm_p": 0.7075052847743293,7256"dm_stat": 0.37529374228051697257},7258"cgarch11__ged__w1000_r5": {7259"n": 1259,7260"ratio": 1.0131376729871773,7261"dm_p": 0.33544465179320543,7262"dm_stat": 0.96357415440067757263},7264"cgarch11__normal__w1000_r5": {7265"n": 1259,7266"ratio": 1.0083425570693902,7267"dm_p": 0.4755865452683193,7268"dm_stat": 0.71363295242695337269},7270"cgarch11__skewt__w1000_r5": {7271"n": 1259,7272"ratio": 1.0229320211977122,7273"dm_p": 0.14599601865925152,7274"dm_stat": 1.45472084614425717275},7276"cgarch11__t__w1000_r5": {7277"n": 1259,7278"ratio": 1.0179384508834004,7279"dm_p": 0.22580266186272868,7280"dm_stat": 1.21183617115597667281},7282"constvar__normal__w1000_r5": {7283"n": 1259,7284"ratio": 1.6101639579276943,7285"dm_p": 0.02433453835229905,7286"dm_stat": 2.2545256820111927287},7288"egarch11__ged__w1000_r5": {7289"n": 1259,7290"ratio": 1.062145956445341,7291"dm_p": 0.2142335237220444,7292"dm_stat": 1.24263612435239117293},7294"egarch11__normal__w1000_r5": {7295"n": 1259,7296"ratio": 16.015877881381172,7297"dm_p": 0.3119247878888433,7298"dm_stat": 1.01159808149557387299},7300"egarch11__skewt__w1000_r5": {7301"n": 1252,7302"ratio": 1.0119667241777477,7303"dm_p": 0.6877989899115883,7304"dm_stat": 0.40193708089775357305},7306"egarch11__t__w1000_r5": {7307"n": 1253,7308"ratio": 1.0127690226402677,7309"dm_p": 0.6731596524959194,7310"dm_stat": 0.421914784775631937311},7312"ewma094__normal__w1000_r5": {7313"n": 1259,7314"ratio": 1.0614886363613867,7315"dm_p": 0.029806730369522343,7316"dm_stat": 2.1751217914507177317},7318"figarch11__ged__w1000_r5": {7319"n": 1259,7320"ratio": 1.0317174838033751,7321"dm_p": 0.31182225759967896,7322"dm_stat": 1.01181254095570847323},7324"figarch11__normal__w1000_r5": {7325"n": 1259,7326"ratio": 1.029258319104957,7327"dm_p": 0.32879833046977375,7328"dm_stat": 0.97691646179168637329},7330"figarch11__skewt__w1000_r5": {7331"n": 1259,7332"ratio": 1.039160004235654,7333"dm_p": 0.224520974634023,7334"dm_stat": 1.21519176791284947335},7336"figarch11__t__w1000_r5": {7337"n": 1259,7338"ratio": 1.0332308658341995,7339"dm_p": 0.295496229284454,7340"dm_stat": 1.0465759743364697341},7342"garch11__ged__w1000_r5": {7343"n": 1259,7344"ratio": 1.0007276432046668,7345"dm_p": 0.6889305162888612,7346"dm_stat": 0.4003991746003547347},7348"garch11__normal__w1000_r5": {7349"n": 1259,7350"ratio": 1.0,7351"dm_p": 1.0,7352"dm_stat": 0.07353},7354"garch11__skewt__w1000_r5": {7355"n": 1259,7356"ratio": 1.0076150686220282,7357"dm_p": 0.14918208232648356,7358"dm_stat": 1.4433101410623937359},7360"garch11__t__w1000_r5": {7361"n": 1259,7362"ratio": 1.0040129217529405,7363"dm_p": 0.3104049057510002,7364"dm_stat": 1.0147819545636577365},7366"garch12__ged__w1000_r5": {7367"n": 1259,7368"ratio": 1.0004979174920796,7369"dm_p": 0.8096762581186101,7370"dm_stat": 0.24089434561113337371},7372"garch12__normal__w1000_r5": {7373"n": 1259,7374"ratio": 1.0006151280630047,7375"dm_p": 0.695126243536614,7376"dm_stat": 0.39199778962790577377},7378"garch12__skewt__w1000_r5": {7379"n": 1259,7380"ratio": 1.007414714074509,7381"dm_p": 0.1652690133701959,7382"dm_stat": 1.38837388294902337383},7384"garch12__t__w1000_r5": {7385"n": 1259,7386"ratio": 1.0038669479044016,7387"dm_p": 0.3374540198061253,7388"dm_stat": 0.95957405062058617389},7390"garch21__ged__w1000_r5": {7391"n": 1259,7392"ratio": 1.0261292708119123,7393"dm_p": 0.34574847783451346,7394"dm_stat": 0.9432219775108587395},7396"garch21__normal__w1000_r5": {7397"n": 1259,7398"ratio": 1.0246343485184282,7399"dm_p": 0.3767949714543749,7400"dm_stat": 0.88413001235404567401},7402"garch21__skewt__w1000_r5": {7403"n": 1259,7404"ratio": 1.0338529532470568,7405"dm_p": 0.2246467307561574,7406"dm_stat": 1.21486191945593627407},7408"garch21__t__w1000_r5": {7409"n": 1259,7410"ratio": 1.0281695384955378,7411"dm_p": 0.3039842604344491,7412"dm_stat": 1.02834710048806027413},7414"garchm11__ged__w1000_r5": {7415"n": 1259,7416"ratio": 0.9961591276008823,7417"dm_p": 0.15876467747799386,7418"dm_stat": -1.41007516875813797419},7420"garchm11__normal__w1000_r5": {7421"n": 1259,7422"ratio": 0.9966685311517397,7423"dm_p": 0.33218227777080767,7424"dm_stat": -0.97010169976479557425},7426"garchm11__skewt__w1000_r5": {7427"n": 1259,7428"ratio": 1.005401369960659,7429"dm_p": 0.290786120227088,7430"dm_stat": 1.0568430636407337431},7432"garchm11__t__w1000_r5": {7433"n": 1259,7434"ratio": 1.0005309498726782,7435"dm_p": 0.8725617987712294,7436"dm_stat": 0.160438021301311437437},7438"garchx_rv11__normal__w1000_r5": {7439"n": 1259,7440"ratio": 0.9800231135568799,7441"dm_p": 0.4768367047166134,7442"dm_stat": -0.71161248799846017443},7444"garchx_rv11__t__w1000_r5": {7445"n": 1259,7446"ratio": 0.9756608518719314,7447"dm_p": 0.3936389977395695,7448"dm_stat": -0.85332959446761147449},7450"gas_t11__t__w1000_r5": {7451"n": 1259,7452"ratio": 1.0088953124641111,7453"dm_p": 0.5921061531482146,7454"dm_stat": 0.535923512235887455},7456"gjr11__ged__w1000_r5": {7457"n": 1259,7458"ratio": 0.9778194215132144,7459"dm_p": 0.18321401083071379,7460"dm_stat": -1.33165744039205117461},7462"gjr11__normal__w1000_r5": {7463"n": 1259,7464"ratio": 0.9793723257957435,7465"dm_p": 0.21694903476308897,7466"dm_stat": -1.2353013061408747467},7468"gjr11__skewt__w1000_r5": {7469"n": 1259,7470"ratio": 0.9782251030482036,7471"dm_p": 0.19939590176799496,7472"dm_stat": -1.28394991640981057473},7474"gjr11__t__w1000_r5": {7475"n": 1259,7476"ratio": 0.9774652008184409,7477"dm_p": 0.1806363353124693,7478"dm_stat": -1.33954168093712237479},7480"har_rv__empirical__w1000_r5": {7481"n": 1259,7482"ratio": 3517629.434217532,7483"dm_p": 0.303382907858737,7484"dm_stat": 1.02962730716348587485},7486"heavy11__normal__w1000_r5": {7487"n": 1259,7488"ratio": 0.9815163474250836,7489"dm_p": 0.5354915722928709,7490"dm_stat": -0.61981540307503997491},7492"heavy11__t__w1000_r5": {7493"n": 1259,7494"ratio": 0.9784373605807759,7495"dm_p": 0.4625484903454048,7496"dm_stat": -0.73488173319966857497},7498"histvar22__empirical__w1000_r5": {7499"n": 1259,7500"ratio": 1.1652792481664518,7501"dm_p": 0.0024407959014571268,7502"dm_stat": 3.03673123043788977503},7504"histvar252__empirical__w1000_r5": {7505"n": 1259,7506"ratio": 1.5486271226745125,7507"dm_p": 0.016097901168179805,7508"dm_stat": 2.40994104153994167509},7510"histvar66__empirical__w1000_r5": {7511"n": 1259,7512"ratio": 1.3041323107962934,7513"dm_p": 0.0025856091024147113,7514"dm_stat": 3.0191848620481647515},7516"igarch11__ged__w1000_r5": {7517"n": 1259,7518"ratio": 0.9893558465528125,7519"dm_p": 0.5864049786841038,7520"dm_stat": -0.54419318397549337521},7522"igarch11__normal__w1000_r5": {7523"n": 1259,7524"ratio": 0.9890737092408689,7525"dm_p": 0.5687164657677752,7526"dm_stat": -0.57009293082625917527},7528"igarch11__skewt__w1000_r5": {7529"n": 1259,7530"ratio": 0.9943298294369888,7531"dm_p": 0.7748449487019886,7532"dm_stat": -0.28610481601491617533},7534"igarch11__t__w1000_r5": {7535"n": 1259,7536"ratio": 0.992932406704867,7537"dm_p": 0.7369884593183642,7538"dm_stat": -0.33591834496937497539},7540"loghar_rv__empirical__w1000_r5": {7541"n": 1259,7542"ratio": 0.998996281010462,7543"dm_p": 0.9752833966440142,7544"dm_stat": -0.0309887881652841167545},7546"msgarch2__normal__w1000_r5": {7547"n": 1259,7548"ratio": 1.033394676190337,7549"dm_p": 0.13275983896286697,7550"dm_stat": 1.504281764279687551},7552"msgarch2__t__w1000_r5": {7553"n": 1259,7554"ratio": 1.0297143427690327,7555"dm_p": 0.041499305880201384,7556"dm_stat": 2.04059712836214767557},7558"nagarch11__ged__w1000_r5": {7559"n": 1259,7560"ratio": 0.9963698260488418,7561"dm_p": 0.9104347012177032,7562"dm_stat": -0.112512888754269627563},7564"nagarch11__normal__w1000_r5": {7565"n": 1259,7566"ratio": 0.9760988961839021,7567"dm_p": 0.3107178423896282,7568"dm_stat": -1.01412556954031497569},7570"nagarch11__skewt__w1000_r5": {7571"n": 1259,7572"ratio": 0.9857145794156431,7573"dm_p": 0.5538790918705906,7574"dm_stat": -0.59211633149593557575},7576"nagarch11__t__w1000_r5": {7577"n": 1259,7578"ratio": 0.9880221664947252,7579"dm_p": 0.6365173920891606,7580"dm_stat": -0.47268854875677527581},7582"qgarch11__ged__w1000_r5": {7583"n": 1259,7584"ratio": 0.9711069467735108,7585"dm_p": 0.0721790303384447,7586"dm_stat": -1.79950091344359357587},7588"qgarch11__normal__w1000_r5": {7589"n": 1259,7590"ratio": 0.9694735911744246,7591"dm_p": 0.05424512432295583,7592"dm_stat": -1.9266754934784667593},7594"qgarch11__skewt__w1000_r5": {7595"n": 1259,7596"ratio": 0.9757225942016343,7597"dm_p": 0.15296468644190644,7598"dm_stat": -1.43000222012931197599},7600"qgarch11__t__w1000_r5": {7601"n": 1259,7602"ratio": 0.9732151025922049,7603"dm_p": 0.10598815204815132,7604"dm_stat": -1.61765271428416927605},7606"realgarch11__normal__w1000_r5": {7607"n": 1259,7608"ratio": 0.9892969439298167,7609"dm_p": 0.6953202568570305,7610"dm_stat": -0.39173515786444297611},7612"realgarch11__t__w1000_r5": {7613"n": 1259,7614"ratio": 0.9882707493705636,7615"dm_p": 0.6679910805136403,7616"dm_stat": -0.42900769314037847617},7618"rm2006__normal__w1000_r5": {7619"n": 1259,7620"ratio": 1.0252900359277426,7621"dm_p": 0.25967779184169004,7622"dm_stat": 1.12766182733030037623},7624"rm_rw__empirical__w1000_r5": {7625"n": 1259,7626"ratio": 2.0331194361792178,7627"dm_p": 4.153254736642906e-14,7628"dm_stat": 7.6442008283739397629},7630"tarch11__ged__w1000_r5": {7631"n": 1259,7632"ratio": 0.9756550943849359,7633"dm_p": 0.26785327670640235,7634"dm_stat": -1.10851052230892757635},7636"tarch11__normal__w1000_r5": {7637"n": 1259,7638"ratio": 0.9766886045828379,7639"dm_p": 0.28312447661369783,7640"dm_stat": -1.07378611206259447641},7642"tarch11__skewt__w1000_r5": {7643"n": 1259,7644"ratio": 0.9743598490870994,7645"dm_p": 0.25358801168548456,7646"dm_stat": -1.14220055723326127647},7648"tarch11__t__w1000_r5": {7649"n": 1259,7650"ratio": 0.973483439940924,7651"dm_p": 0.23389005787143713,7652"dm_stat": -1.19096991953719347653}7654},7655"prev_sign=pos": {7656"aparch11__ged__w1000_r5": {7657"n": 1463,7658"ratio": 1.0545511903281324,7659"dm_p": 0.317528173291616,7660"dm_stat": 0.99989213134089987661},7662"aparch11__normal__w1000_r5": {7663"n": 1463,7664"ratio": 1.0332242852080238,7665"dm_p": 0.5881580886725802,7666"dm_stat": 0.54162689462800447667},7668"aparch11__skewt__w1000_r5": {7669"n": 1463,7670"ratio": 1.7489682814433478,7671"dm_p": 0.19854774988392593,7672"dm_stat": 1.28628363537186767673},7674"aparch11__t__w1000_r5": {7675"n": 1463,7676"ratio": 1.3187172682289168,7677"dm_p": 0.30141305963076426,7678"dm_stat": 1.03377343845704477679},7680"arch5__ged__w1000_r5": {7681"n": 1463,7682"ratio": 1.084592659890078,7683"dm_p": 0.00018097127708861815,7684"dm_stat": 3.7538355608396857685},7686"arch5__normal__w1000_r5": {7687"n": 1463,7688"ratio": 1.0840084701634225,7689"dm_p": 8.262452508898502e-05,7690"dm_stat": 3.94779039133445287691},7692"arch5__skewt__w1000_r5": {7693"n": 1463,7694"ratio": 1.087562033129886,7695"dm_p": 0.00026726412104693275,7696"dm_stat": 3.65404756797649857697},7698"arch5__t__w1000_r5": {7699"n": 1463,7700"ratio": 1.087105900985182,7701"dm_p": 0.00029774409133000726,7702"dm_stat": 3.6259856570487187703},7704"avgarch11__ged__w1000_r5": {7705"n": 1463,7706"ratio": 0.9991102213327901,7707"dm_p": 0.8931733013170651,7708"dm_stat": -0.13431332799804287709},7710"avgarch11__normal__w1000_r5": {7711"n": 1463,7712"ratio": 1.0005436731100306,7713"dm_p": 0.9323207904277223,7714"dm_stat": 0.084939912441522747715},7716"avgarch11__skewt__w1000_r5": {7717"n": 1463,7718"ratio": 0.9975503290243675,7719"dm_p": 0.7450035149841217,7720"dm_stat": -0.325296116733452277721},7722"avgarch11__t__w1000_r5": {7723"n": 1463,7724"ratio": 0.9983487445430868,7725"dm_p": 0.8158211050557949,7726"dm_stat": -0.232965114724829647727},7728"cgarch11__ged__w1000_r5": {7729"n": 1463,7730"ratio": 0.9911262288381344,7731"dm_p": 0.3374611024584399,7732"dm_stat": -0.95950887264703727733},7734"cgarch11__normal__w1000_r5": {7735"n": 1463,7736"ratio": 0.9907499322625676,7737"dm_p": 0.21409139610992023,7738"dm_stat": -1.2429341541523587739},7740"cgarch11__skewt__w1000_r5": {7741"n": 1463,7742"ratio": 0.9897393632124436,7743"dm_p": 0.29531734423708283,7744"dm_stat": -1.04690304221124467745},7746"cgarch11__t__w1000_r5": {7747"n": 1463,7748"ratio": 0.9913850994375273,7749"dm_p": 0.38679912596282795,7750"dm_stat": -0.8656956387150917751},7752"constvar__normal__w1000_r5": {7753"n": 1463,7754"ratio": 1.5968512357136528,7755"dm_p": 0.014828303348575154,7756"dm_stat": 2.43943894099956637757},7758"egarch11__ged__w1000_r5": {7759"n": 1463,7760"ratio": 1.0266974280346375,7761"dm_p": 0.5688197939313262,7762"dm_stat": 0.56991959890840537763},7764"egarch11__normal__w1000_r5": {7765"n": 1463,7766"ratio": 1.2496369140471102,7767"dm_p": 0.13529313513164404,7768"dm_stat": 1.49437610610787157769},7770"egarch11__skewt__w1000_r5": {7771"n": 1455,7772"ratio": 0.9690380199071745,7773"dm_p": 0.35489962193704816,7774"dm_stat": -0.92542273554594767775},7776"egarch11__t__w1000_r5": {7777"n": 1459,7778"ratio": 0.97306628567088,7779"dm_p": 0.45383545786839846,7780"dm_stat": -0.74923662715010117781},7782"ewma094__normal__w1000_r5": {7783"n": 1463,7784"ratio": 0.9949476846083496,7785"dm_p": 0.8146264249054372,7786"dm_stat": -0.234504179669864877787},7788"figarch11__ged__w1000_r5": {7789"n": 1463,7790"ratio": 0.9806354058016049,7791"dm_p": 0.030145889335105393,7792"dm_stat": -2.1702838722651487793},7794"figarch11__normal__w1000_r5": {7795"n": 1463,7796"ratio": 0.9830089570604482,7797"dm_p": 0.05645462315041312,7798"dm_stat": -1.90902385446219917799},7800"figarch11__skewt__w1000_r5": {7801"n": 1463,7802"ratio": 0.9830131618763321,7803"dm_p": 0.06221874456108644,7804"dm_stat": -1.8661623955085237805},7806"figarch11__t__w1000_r5": {7807"n": 1463,7808"ratio": 0.9811741278433674,7809"dm_p": 0.035375436663527764,7810"dm_stat": -2.1059888247052627811},7812"garch11__ged__w1000_r5": {7813"n": 1463,7814"ratio": 0.9990688769551938,7815"dm_p": 0.45823472166754886,7816"dm_stat": -0.74195343738510467817},7818"garch11__normal__w1000_r5": {7819"n": 1463,7820"ratio": 1.0,7821"dm_p": 1.0,7822"dm_stat": 0.07823},7824"garch11__skewt__w1000_r5": {7825"n": 1463,7826"ratio": 0.9984099443289871,7827"dm_p": 0.5390637694143398,7828"dm_stat": -0.61437405572604567829},7830"garch11__t__w1000_r5": {7831"n": 1463,7832"ratio": 0.9989637529280505,7833"dm_p": 0.5912876478643956,7834"dm_stat": -0.53708931515653257835},7836"garch12__ged__w1000_r5": {7837"n": 1463,7838"ratio": 0.9994077193919314,7839"dm_p": 0.8664787899149993,7840"dm_stat": -0.168162386455230637841},7842"garch12__normal__w1000_r5": {7843"n": 1463,7844"ratio": 1.0039171621576743,7845"dm_p": 0.2967607202861514,7846"dm_stat": 1.04377788373924757847},7848"garch12__skewt__w1000_r5": {7849"n": 1463,7850"ratio": 0.998376335047412,7851"dm_p": 0.6988185829793838,7852"dm_stat": -0.38699182412616787853},7854"garch12__t__w1000_r5": {7855"n": 1463,7856"ratio": 0.9989781432223888,7857"dm_p": 0.782034747221959,7858"dm_stat": -0.27671932522279897859},7860"garch21__ged__w1000_r5": {7861"n": 1463,7862"ratio": 1.0001873696939438,7863"dm_p": 0.9676485929880583,7864"dm_stat": 0.040564539312929637865},7866"garch21__normal__w1000_r5": {7867"n": 1463,7868"ratio": 1.0009676008388564,7869"dm_p": 0.8300016407566991,7870"dm_stat": 0.214737873237534247871},7872"garch21__skewt__w1000_r5": {7873"n": 1463,7874"ratio": 0.9999521588082165,7875"dm_p": 0.9920977095172329,7876"dm_stat": -0.0099059082179353667877},7878"garch21__t__w1000_r5": {7879"n": 1463,7880"ratio": 1.0010058442231633,7881"dm_p": 0.838491832252535,7882"dm_stat": 0.203859287719519587883},7884"garchm11__ged__w1000_r5": {7885"n": 1463,7886"ratio": 0.997577311669262,7887"dm_p": 0.18893310456267273,7888"dm_stat": -1.31435447718374037889},7890"garchm11__normal__w1000_r5": {7891"n": 1463,7892"ratio": 0.9986971487784244,7893"dm_p": 0.3625013203291302,7894"dm_stat": -0.91089412086486427895},7896"garchm11__skewt__w1000_r5": {7897"n": 1463,7898"ratio": 0.9975266598388465,7899"dm_p": 0.35682813056596346,7900"dm_stat": -0.92171729180798037901},7902"garchm11__t__w1000_r5": {7903"n": 1463,7904"ratio": 0.9975799938882624,7905"dm_p": 0.28579787148948294,7906"dm_stat": -1.0677759414408947907},7908"garchx_rv11__normal__w1000_r5": {7909"n": 1463,7910"ratio": 0.957044104630857,7911"dm_p": 0.001535044839379899,7912"dm_stat": -3.1739642144125547913},7914"garchx_rv11__t__w1000_r5": {7915"n": 1463,7916"ratio": 0.9537660195066046,7917"dm_p": 0.0006331344455225672,7918"dm_stat": -3.4244290239256267919},7920"gas_t11__t__w1000_r5": {7921"n": 1463,7922"ratio": 0.9930386711928918,7923"dm_p": 0.2309889263067957,7924"dm_stat": -1.19831421931829837925},7926"gjr11__ged__w1000_r5": {7927"n": 1463,7928"ratio": 0.9649128099608213,7929"dm_p": 0.02600888364321501,7930"dm_stat": -2.22834829802002157931},7932"gjr11__normal__w1000_r5": {7933"n": 1463,7934"ratio": 0.9658926522026868,7935"dm_p": 0.027087597511929292,7936"dm_stat": -2.2124796400717297937},7938"gjr11__skewt__w1000_r5": {7939"n": 1463,7940"ratio": 0.9626508521369482,7941"dm_p": 0.026137861005680066,7942"dm_stat": -2.2264213078186397943},7944"gjr11__t__w1000_r5": {7945"n": 1463,7946"ratio": 0.9636756331774518,7947"dm_p": 0.027491879989174337,7948"dm_stat": -2.2066728432908847949},7950"har_rv__empirical__w1000_r5": {7951"n": 1463,7952"ratio": 1492719.385785665,7953"dm_p": 0.3163126703192601,7954"dm_stat": 1.00240755633775157955},7956"heavy11__normal__w1000_r5": {7957"n": 1463,7958"ratio": 0.95510387668434,7959"dm_p": 0.0023852846071737654,7960"dm_stat": -3.04284681372040177961},7962"heavy11__t__w1000_r5": {7963"n": 1463,7964"ratio": 0.952560258326354,7965"dm_p": 0.0010956217767923364,7966"dm_stat": -3.27126666828008937967},7968"histvar22__empirical__w1000_r5": {7969"n": 1463,7970"ratio": 1.0771956917274046,7971"dm_p": 0.053202714412898075,7972"dm_stat": 1.93483929550560467973},7974"histvar252__empirical__w1000_r5": {7975"n": 1463,7976"ratio": 1.3933668960684562,7977"dm_p": 0.007797286527810769,7978"dm_stat": 2.66440465652832577979},7980"histvar66__empirical__w1000_r5": {7981"n": 1463,7982"ratio": 1.1386768271853531,7983"dm_p": 0.008490031087193246,7984"dm_stat": 2.63550635238170067985},7986"igarch11__ged__w1000_r5": {7987"n": 1463,7988"ratio": 1.0059889310583594,7989"dm_p": 0.5735311210903117,7990"dm_stat": 0.56298544041702077991},7992"igarch11__normal__w1000_r5": {7993"n": 1463,7994"ratio": 1.0084802420514534,7995"dm_p": 0.41888804955138603,7996"dm_stat": 0.8085804821750347997},7998"igarch11__skewt__w1000_r5": {7999"n": 1463,8000"ratio": 1.0102800801410878,8001"dm_p": 0.35999199038154694,8002"dm_stat": 0.91566812661635998003},8004"igarch11__t__w1000_r5": {8005"n": 1463,8006"ratio": 1.0096759322912152,8007"dm_p": 0.3786293449123504,8008"dm_stat": 0.88069191132159198009},8010"loghar_rv__empirical__w1000_r5": {8011"n": 1463,8012"ratio": 0.927553133198037,8013"dm_p": 0.0002503581414157291,8014"dm_stat": -3.6709361554759028015},8016"msgarch2__normal__w1000_r5": {8017"n": 1463,8018"ratio": 1.007305090170067,8019"dm_p": 0.5713898394793226,8020"dm_stat": 0.56613361415542158021},8022"msgarch2__t__w1000_r5": {8023"n": 1463,8024"ratio": 0.9914413731914279,8025"dm_p": 0.41797128952144813,8026"dm_stat": -0.81017528445085468027},8028"nagarch11__ged__w1000_r5": {8029"n": 1463,8030"ratio": 0.9623535521260264,8031"dm_p": 0.24945261465899668,8032"dm_stat": -1.15213827908736498033},8034"nagarch11__normal__w1000_r5": {8035"n": 1463,8036"ratio": 0.9562802717805566,8037"dm_p": 0.14795219508353416,8038"dm_stat": -1.44756836613019818039},8040"nagarch11__skewt__w1000_r5": {8041"n": 1463,8042"ratio": 0.9608886557778303,8043"dm_p": 0.2630921281975276,8044"dm_stat": -1.11954375126687048045},8046"nagarch11__t__w1000_r5": {8047"n": 1463,8048"ratio": 0.9560430993795728,8049"dm_p": 0.15588061476131468,8050"dm_stat": -1.4197948116675798051},8052"qgarch11__ged__w1000_r5": {8053"n": 1463,8054"ratio": 0.9619974353003682,8055"dm_p": 0.026212106304715647,8056"dm_stat": -2.2253157718795478057},8058"qgarch11__normal__w1000_r5": {8059"n": 1463,8060"ratio": 0.9616143363240237,8061"dm_p": 0.022638105798872103,8062"dm_stat": -2.28190505633561058063},8064"qgarch11__skewt__w1000_r5": {8065"n": 1463,8066"ratio": 0.9605528704718962,8067"dm_p": 0.02282984626651614,8068"dm_stat": -2.27867862662062858069},8070"qgarch11__t__w1000_r5": {8071"n": 1463,8072"ratio": 0.9604141685526462,8073"dm_p": 0.02363487426285282,8074"dm_stat": -2.26538435163903938075},8076"realgarch11__normal__w1000_r5": {8077"n": 1463,8078"ratio": 0.9451078750238818,8079"dm_p": 0.004347354044331288,8080"dm_stat": -2.85625202247895568081},8082"realgarch11__t__w1000_r5": {8083"n": 1463,8084"ratio": 0.9449816138035486,8085"dm_p": 0.0043609018992205656,8086"dm_stat": -2.8552584473342458087},8088"rm2006__normal__w1000_r5": {8089"n": 1463,8090"ratio": 0.992027770160361,8091"dm_p": 0.5948821961091839,8092"dm_stat": -0.53189115306102358093},8094"rm_rw__empirical__w1000_r5": {8095"n": 1463,8096"ratio": 1.9064511365360324,8097"dm_p": 8.2887809665102e-17,8098"dm_stat": 8.4282271429710368099},8100"tarch11__ged__w1000_r5": {8101"n": 1463,8102"ratio": 0.9510836453378212,8103"dm_p": 0.02875111540927576,8104"dm_stat": -2.18904676595704968105},8106"tarch11__normal__w1000_r5": {8107"n": 1463,8108"ratio": 0.9503502883459399,8109"dm_p": 0.023267250227010674,8110"dm_stat": -2.27140568844703648111},8112"tarch11__skewt__w1000_r5": {8113"n": 1463,8114"ratio": 0.949923829017836,8115"dm_p": 0.031276864780288405,8116"dm_stat": -2.15561037636838038117},8118"tarch11__t__w1000_r5": {8119"n": 1463,8120"ratio": 0.9495398659685429,8121"dm_p": 0.02867709098600969,8122"dm_stat": -2.1900643120937438123}8124},8125"episode=covid": {8126"aparch11__ged__w1000_r5": {8127"n": 92,8128"ratio": 0.9540124126239694,8129"dm_p": 0.3822536027106695,8130"dm_stat": -0.8780044423239998131},8132"aparch11__normal__w1000_r5": {8133"n": 92,8134"ratio": 0.9606150585546632,8135"dm_p": 0.38614350920714247,8136"dm_stat": -0.87082078054623868137},8138"aparch11__skewt__w1000_r5": {8139"n": 92,8140"ratio": 0.9706318332353008,8141"dm_p": 0.735231051905226,8142"dm_stat": -0.3392127176079068143},8144"aparch11__t__w1000_r5": {8145"n": 92,8146"ratio": 0.9479004008995341,8147"dm_p": 0.44711479468248183,8148"dm_stat": -0.76354284349452768149},8150"arch5__ged__w1000_r5": {8151"n": 92,8152"ratio": 1.1332731634209525,8153"dm_p": 0.04219788960914315,8154"dm_stat": 2.06057779796084268155},8156"arch5__normal__w1000_r5": {8157"n": 92,8158"ratio": 1.1348756255001904,8159"dm_p": 0.0399682758923403,8160"dm_stat": 2.0839456991360968161},8162"arch5__skewt__w1000_r5": {8163"n": 92,8164"ratio": 1.1664211530601527,8165"dm_p": 0.03794244892485375,8166"dm_stat": 2.10617377805587678167},8168"arch5__t__w1000_r5": {8169"n": 92,8170"ratio": 1.1379019147123783,8171"dm_p": 0.044630667948254106,8172"dm_stat": 2.03626223136236248173},8174"avgarch11__ged__w1000_r5": {8175"n": 92,8176"ratio": 1.0265587469795767,8177"dm_p": 0.6636974545937925,8178"dm_stat": 0.436237747377132568179},8180"avgarch11__normal__w1000_r5": {8181"n": 92,8182"ratio": 1.029516390587787,8183"dm_p": 0.596174285841191,8184"dm_stat": 0.53177990009602798185},8186"avgarch11__skewt__w1000_r5": {8187"n": 92,8188"ratio": 1.056764410468689,8189"dm_p": 0.4879210080449865,8190"dm_stat": 0.69645192573971588191},8192"avgarch11__t__w1000_r5": {8193"n": 92,8194"ratio": 1.0312631671160901,8195"dm_p": 0.6463820247696682,8196"dm_stat": 0.46032362858509748197},8198"cgarch11__ged__w1000_r5": {8199"n": 92,8200"ratio": 1.0222436314112107,8201"dm_p": 0.6378987727990194,8202"dm_stat": 0.47222204955006288203},8204"cgarch11__normal__w1000_r5": {8205"n": 92,8206"ratio": 1.021169013899413,8207"dm_p": 0.6384049967731182,8208"dm_stat": 0.471510153071702358209},8210"cgarch11__skewt__w1000_r5": {8211"n": 92,8212"ratio": 1.0580756397541669,8213"dm_p": 0.36235689805995575,8214"dm_stat": 0.91548458486932298215},8216"cgarch11__t__w1000_r5": {8217"n": 92,8218"ratio": 1.029122636443484,8219"dm_p": 0.5661473607860167,8220"dm_stat": 0.57583604877936528221},8222"constvar__normal__w1000_r5": {8223"n": 92,8224"ratio": 6.339909126867233,8225"dm_p": 0.0816772701731488,8226"dm_stat": 1.7605326970573398227},8228"egarch11__ged__w1000_r5": {8229"n": 92,8230"ratio": 0.9911875378769689,8231"dm_p": 0.919163488778904,8232"dm_stat": -0.101769571128150178233},8234"egarch11__normal__w1000_r5": {8235"n": 92,8236"ratio": 0.9965535738601203,8237"dm_p": 0.9641366831997804,8238"dm_stat": -0.045087091616821038239},8240"egarch11__skewt__w1000_r5": {8241"n": 92,8242"ratio": 1.013910480145298,8243"dm_p": 0.9044229500352883,8244"dm_stat": 0.120411109804287398245},8246"egarch11__t__w1000_r5": {8247"n": 92,8248"ratio": 0.9897749829706018,8249"dm_p": 0.9181614763224396,8250"dm_stat": -0.103035554899859738251},8252"ewma094__normal__w1000_r5": {8253"n": 92,8254"ratio": 1.3787715176945408,8255"dm_p": 0.03131195891769471,8256"dm_stat": 2.1869273400130498257},8258"figarch11__ged__w1000_r5": {8259"n": 92,8260"ratio": 1.0077047566451722,8261"dm_p": 0.8871779744225158,8262"dm_stat": 0.1422741720696798263},8264"figarch11__normal__w1000_r5": {8265"n": 92,8266"ratio": 1.004658770736373,8267"dm_p": 0.9283018009076697,8268"dm_stat": 0.09023119836249998269},8270"figarch11__skewt__w1000_r5": {8271"n": 92,8272"ratio": 1.0545509020504844,8273"dm_p": 0.41314526093228193,8274"dm_stat": 0.82214165669674288275},8276"figarch11__t__w1000_r5": {8277"n": 92,8278"ratio": 1.0154797361179158,8279"dm_p": 0.7874335166385149,8280"dm_stat": 0.27044087059914848281},8282"garch11__ged__w1000_r5": {8283"n": 92,8284"ratio": 0.9974277450415211,8285"dm_p": 0.6760168665643527,8286"dm_stat": -0.419256309910319658287},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": 1.028774631392281,8297"dm_p": 0.34482152600784355,8298"dm_stat": 0.94961814483673728299},8300"garch11__t__w1000_r5": {8301"n": 92,8302"ratio": 1.0020796457916497,8303"dm_p": 0.8798061936002773,8304"dm_stat": 0.15164046197923618305},8306"garch12__ged__w1000_r5": {8307"n": 92,8308"ratio": 0.9974420172036585,8309"dm_p": 0.6777861980485987,8310"dm_stat": -0.41682751417064168311},8312"garch12__normal__w1000_r5": {8313"n": 92,8314"ratio": 1.000007339537087,8315"dm_p": 0.5405263883142938,8316"dm_stat": 0.6143357817772448317},8318"garch12__skewt__w1000_r5": {8319"n": 92,8320"ratio": 1.0287885682648035,8321"dm_p": 0.3447450703057008,8322"dm_stat": 0.94976939274665378323},8324"garch12__t__w1000_r5": {8325"n": 92,8326"ratio": 1.0020764626893466,8327"dm_p": 0.8799809498397783,8328"dm_stat": 0.151418271304489548329},8330"garch21__ged__w1000_r5": {8331"n": 92,8332"ratio": 0.9995297101460331,8333"dm_p": 0.9569183359346671,8334"dm_stat": -0.0541701689558564068335},8336"garch21__normal__w1000_r5": {8337"n": 92,8338"ratio": 1.0017589313870483,8339"dm_p": 0.8241135931476196,8340"dm_stat": 0.22289910817344088341},8342"garch21__skewt__w1000_r5": {8343"n": 92,8344"ratio": 1.0363380915484723,8345"dm_p": 0.3061153225763621,8346"dm_stat": 1.02919614280029718347},8348"garch21__t__w1000_r5": {8349"n": 92,8350"ratio": 1.0073972846030705,8351"dm_p": 0.6711778767944409,8352"dm_stat": 0.425911702231645268353},8354"garchm11__ged__w1000_r5": {8355"n": 92,8356"ratio": 0.9911058845259462,8357"dm_p": 0.18495083107618468,8358"dm_stat": -1.33578483921898958359},8360"garchm11__normal__w1000_r5": {8361"n": 92,8362"ratio": 1.0034492905070236,8363"dm_p": 0.38418812961193194,8364"dm_stat": 0.8744262113384048365},8366"garchm11__skewt__w1000_r5": {8367"n": 92,8368"ratio": 1.028075687500351,8369"dm_p": 0.34596296898472456,8370"dm_stat": 0.94736267415755778371},8372"garchm11__t__w1000_r5": {8373"n": 92,8374"ratio": 0.9979255421240777,8375"dm_p": 0.8698405904917804,8376"dm_stat": -0.164323927475082658377},8378"garchx_rv11__normal__w1000_r5": {8379"n": 92,8380"ratio": 0.9286692240444332,8381"dm_p": 0.3719847814712808,8382"dm_stat": -0.89719048591291358383},8384"garchx_rv11__t__w1000_r5": {8385"n": 92,8386"ratio": 0.9277748564258782,8387"dm_p": 0.35410305875646525,8388"dm_stat": -0.9314157415655498389},8390"gas_t11__t__w1000_r5": {8391"n": 92,8392"ratio": 1.017735479194405,8393"dm_p": 0.6506790744041627,8394"dm_stat": 0.454321775551080668395},8396"gjr11__ged__w1000_r5": {8397"n": 92,8398"ratio": 0.96728111712431,8399"dm_p": 0.36992464157801114,8400"dm_stat": -0.90107956285404058401},8402"gjr11__normal__w1000_r5": {8403"n": 92,8404"ratio": 0.9733770687748633,8405"dm_p": 0.4024817124527719,8406"dm_stat": -0.84112686540925378407},8408"gjr11__skewt__w1000_r5": {8409"n": 92,8410"ratio": 0.9839130120969152,8411"dm_p": 0.7516274478528236,8412"dm_stat": -0.31745259529414968413},8414"gjr11__t__w1000_r5": {8415"n": 92,8416"ratio": 0.9619683718450975,8417"dm_p": 0.39980274448967085,8418"dm_stat": -0.84594437587893568419},8420"har_rv__empirical__w1000_r5": {8421"n": 92,8422"ratio": 44076303.55974972,8423"dm_p": 0.20098710290564906,8424"dm_stat": 1.28807058747453268425},8426"heavy11__normal__w1000_r5": {8427"n": 92,8428"ratio": 0.9339866183377765,8429"dm_p": 0.47333917593734615,8430"dm_stat": -0.72005073018446298431},8432"heavy11__t__w1000_r5": {8433"n": 92,8434"ratio": 0.9336371982506778,8435"dm_p": 0.4529760084602377,8436"dm_stat": -0.75369851345022828437},8438"histvar22__empirical__w1000_r5": {8439"n": 92,8440"ratio": 1.4803811898887889,8441"dm_p": 0.08188099774791706,8442"dm_stat": 1.75933880824482768443},8444"histvar252__empirical__w1000_r5": {8445"n": 92,8446"ratio": 4.70270389861757,8447"dm_p": 0.09099788344415516,8448"dm_stat": 1.70825647356708138449},8450"histvar66__empirical__w1000_r5": {8451"n": 92,8452"ratio": 2.6357969097964347,8453"dm_p": 0.032962814510087646,8454"dm_stat": 2.16552392758501848455},8456"igarch11__ged__w1000_r5": {8457"n": 92,8458"ratio": 0.8823762312328429,8459"dm_p": 0.17543730120231574,8460"dm_stat": -1.36557846782052348461},8462"igarch11__normal__w1000_r5": {8463"n": 92,8464"ratio": 0.8835462704631697,8465"dm_p": 0.17910106682069696,8466"dm_stat": -1.3539633875570018467},8468"igarch11__skewt__w1000_r5": {8469"n": 92,8470"ratio": 0.8986304314097108,8471"dm_p": 0.2198639935007366,8472"dm_stat": -1.2353935719384778473},8474"igarch11__t__w1000_r5": {8475"n": 92,8476"ratio": 0.8826526405966365,8477"dm_p": 0.17843158857691105,8478"dm_stat": -1.35607228995377638479},8480"loghar_rv__empirical__w1000_r5": {8481"n": 92,8482"ratio": 1.0866345955781953,8483"dm_p": 0.5339315152738121,8484"dm_stat": 0.62439349791205338485},8486"msgarch2__normal__w1000_r5": {8487"n": 92,8488"ratio": 1.1430584474213006,8489"dm_p": 0.25712926454391505,8490"dm_stat": 1.14035889025577648491},8492"msgarch2__t__w1000_r5": {8493"n": 92,8494"ratio": 1.0527596689271337,8495"dm_p": 0.36961621160307506,8496"dm_stat": 0.90166298441936918497},8498"nagarch11__ged__w1000_r5": {8499"n": 92,8500"ratio": 0.9340551459736074,8501"dm_p": 0.25181102896017743,8502"dm_stat": -1.15329146952504988503},8504"nagarch11__normal__w1000_r5": {8505"n": 92,8506"ratio": 0.9332313574742098,8507"dm_p": 0.2186484457833978,8508"dm_stat": -1.2386834196787658509},8510"nagarch11__skewt__w1000_r5": {8511"n": 92,8512"ratio": 0.967005562226516,8513"dm_p": 0.6762561268356564,8514"dm_stat": -0.41892772704867918515},8516"nagarch11__t__w1000_r5": {8517"n": 92,8518"ratio": 0.9362313647010341,8519"dm_p": 0.33011705553004583,8520"dm_stat": -0.97911899814324788521},8522"qgarch11__ged__w1000_r5": {8523"n": 92,8524"ratio": 0.9597486159712266,8525"dm_p": 0.33276113363392973,8526"dm_stat": -0.9737518030875368527},8528"qgarch11__normal__w1000_r5": {8529"n": 92,8530"ratio": 0.9567233759821574,8531"dm_p": 0.2424270028264303,8532"dm_stat": -1.17659197609821648533},8534"qgarch11__skewt__w1000_r5": {8535"n": 92,8536"ratio": 0.9969069419167947,8537"dm_p": 0.9623251682850037,8538"dm_stat": -0.047366195684490568539},8540"qgarch11__t__w1000_r5": {8541"n": 92,8542"ratio": 0.9672972601341976,8543"dm_p": 0.5174719856880564,8544"dm_stat": -0.64977884741485498545},8546"realgarch11__normal__w1000_r5": {8547"n": 92,8548"ratio": 0.9795643943769775,8549"dm_p": 0.86101090577674,8550"dm_stat": -0.17558398351826028551},8552"realgarch11__t__w1000_r5": {8553"n": 92,8554"ratio": 0.9783585761701846,8555"dm_p": 0.8578179244402252,8556"dm_stat": -0.179661303006046888557},8558"rm2006__normal__w1000_r5": {8559"n": 92,8560"ratio": 1.3039176146260796,8561"dm_p": 0.04861095176800997,8562"dm_stat": 1.99882606971835538563},8564"rm_rw__empirical__w1000_r5": {8565"n": 92,8566"ratio": 1.785594824023943,8567"dm_p": 0.05046151765434725,8568"dm_stat": 1.9823061798157598569},8570"tarch11__ged__w1000_r5": {8571"n": 92,8572"ratio": 0.9460571017211103,8573"dm_p": 0.4863977563771659,8574"dm_stat": -0.69889872354867688575},8576"tarch11__normal__w1000_r5": {8577"n": 92,8578"ratio": 0.9488025814118837,8579"dm_p": 0.4504486588810506,8580"dm_stat": -0.7579343270627318581},8582"tarch11__skewt__w1000_r5": {8583"n": 92,8584"ratio": 0.9681294777643665,8585"dm_p": 0.7568357207211008,8586"dm_stat": -0.31057268645913518587},8588"tarch11__t__w1000_r5": {8589"n": 92,8590"ratio": 0.9446423667844774,8591"dm_p": 0.5366176887245446,8592"dm_stat": -0.62028924534231188593}8594},8595"episode=none": {8596"aparch11__ged__w1000_r5": {8597"n": 2338,8598"ratio": 1.094478749177601,8599"dm_p": 0.08229024537127785,8600"dm_stat": 1.73829674579712958601},8602"aparch11__normal__w1000_r5": {8603"n": 2338,8604"ratio": 1.0930674387811974,8605"dm_p": 0.2118987273404011,8606"dm_stat": 1.24870318244209478607},8608"aparch11__skewt__w1000_r5": {8609"n": 2338,8610"ratio": 1.7024661247036812,8611"dm_p": 0.14136956828002833,8612"dm_stat": 1.47120777220333838613},8614"aparch11__t__w1000_r5": {8615"n": 2338,8616"ratio": 1.533428245831074,8617"dm_p": 0.24509010150716132,8618"dm_stat": 1.16265035202710488619},8620"arch5__ged__w1000_r5": {8621"n": 2338,8622"ratio": 1.0527573404989368,8623"dm_p": 0.0029039465537427475,8624"dm_stat": 2.9808729144782788625},8626"arch5__normal__w1000_r5": {8627"n": 2338,8628"ratio": 1.0515632959244698,8629"dm_p": 0.002714811830268763,8630"dm_stat": 3.0015175513588418631},8632"arch5__skewt__w1000_r5": {8633"n": 2338,8634"ratio": 1.0547754531680875,8635"dm_p": 0.002912027852455949,8636"dm_stat": 2.9800184662177188637},8638"arch5__t__w1000_r5": {8639"n": 2338,8640"ratio": 1.0548105490603046,8641"dm_p": 0.002994816315775971,8642"dm_stat": 2.97138767390030938643},8644"avgarch11__ged__w1000_r5": {8645"n": 2338,8646"ratio": 1.001769723640877,8647"dm_p": 0.7647692967456549,8648"dm_stat": 0.299258670299980548649},8650"avgarch11__normal__w1000_r5": {8651"n": 2338,8652"ratio": 1.0019901065820724,8653"dm_p": 0.7465530458333204,8654"dm_stat": 0.323225952563378558655},8656"avgarch11__skewt__w1000_r5": {8657"n": 2338,8658"ratio": 1.001689111410354,8659"dm_p": 0.7907423398974913,8660"dm_stat": 0.265377153752378258661},8662"avgarch11__t__w1000_r5": {8663"n": 2338,8664"ratio": 1.0018923236440291,8665"dm_p": 0.7537454973673625,8666"dm_stat": 0.31374134439655178667},8668"cgarch11__ged__w1000_r5": {8669"n": 2338,8670"ratio": 1.0002538669726606,8671"dm_p": 0.9775128918565397,8672"dm_stat": 0.0281901604869659078673},8674"cgarch11__normal__w1000_r5": {8675"n": 2338,8676"ratio": 0.9969414910763065,8677"dm_p": 0.6827452134793002,8678"dm_stat": -0.408770951217854238679},8680"cgarch11__skewt__w1000_r5": {8681"n": 2338,8682"ratio": 1.0012815033618498,8683"dm_p": 0.8941693209768646,8684"dm_stat": 0.133044905658226448685},8686"cgarch11__t__w1000_r5": {8687"n": 2338,8688"ratio": 1.0024165841809778,8689"dm_p": 0.802461963053662,8690"dm_stat": 0.25019057689107568691},8692"constvar__normal__w1000_r5": {8693"n": 2338,8694"ratio": 1.3513256141987284,8695"dm_p": 3.793697725249762e-20,8696"dm_stat": 9.2785205162339798697},8698"egarch11__ged__w1000_r5": {8699"n": 2338,8700"ratio": 1.066568656078528,8701"dm_p": 0.1457482018411325,8702"dm_stat": 1.4552000143995298703},8704"egarch11__normal__w1000_r5": {8705"n": 2338,8706"ratio": 9.617500222000986,8707"dm_p": 0.3028612072234622,8708"dm_stat": 1.03054430052499158709},8710"egarch11__skewt__w1000_r5": {8711"n": 2323,8712"ratio": 0.9997626036762615,8713"dm_p": 0.9935557932390268,8714"dm_stat": -0.008077572936187468715},8716"egarch11__t__w1000_r5": {8717"n": 2328,8718"ratio": 1.00405402403627,8719"dm_p": 0.8982049589027491,8720"dm_stat": 0.127943225019413968721},8722"ewma094__normal__w1000_r5": {8723"n": 2338,8724"ratio": 0.9993349985429395,8725"dm_p": 0.9678221310395603,8726"dm_stat": -0.0403442389315510148727},8728"figarch11__ged__w1000_r5": {8729"n": 2338,8730"ratio": 0.9914820841050805,8731"dm_p": 0.4508483299629244,8732"dm_stat": -0.75412802017609968733},8734"figarch11__normal__w1000_r5": {8735"n": 2338,8736"ratio": 0.9914305901714199,8737"dm_p": 0.40017174976017056,8738"dm_stat": -0.84146826436018739},8740"figarch11__skewt__w1000_r5": {8741"n": 2338,8742"ratio": 0.9930540987360886,8743"dm_p": 0.5581076474663682,8744"dm_stat": -0.58573875100633978745},8746"figarch11__t__w1000_r5": {8747"n": 2338,8748"ratio": 0.9923231219524106,8749"dm_p": 0.511017776585458,8750"dm_stat": -0.65735443490444318751},8752"garch11__ged__w1000_r5": {8753"n": 2338,8754"ratio": 1.0003023930482877,8755"dm_p": 0.7573232696250277,8756"dm_stat": 0.309033922633540078757},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": 1.0008378748288291,8767"dm_p": 0.6466495950895895,8768"dm_stat": 0.45848092480036868769},8770"garch11__t__w1000_r5": {8771"n": 2338,8772"ratio": 1.0011476329020266,8773"dm_p": 0.4617644224883475,8774"dm_stat": 0.73606597091763648775},8776"garch12__ged__w1000_r5": {8777"n": 2338,8778"ratio": 1.000391990812587,8779"dm_p": 0.8509733273040686,8780"dm_stat": 0.187897484361512748781},8782"garch12__normal__w1000_r5": {8783"n": 2338,8784"ratio": 1.0028751700099323,8785"dm_p": 0.2135011447745294,8786"dm_stat": 1.24433481111595738787},8788"garch12__skewt__w1000_r5": {8789"n": 2338,8790"ratio": 1.00070195432775,8791"dm_p": 0.7844565557313791,8792"dm_stat": 0.273547501348618793},8794"garch12__t__w1000_r5": {8795"n": 2338,8796"ratio": 1.0010755768633002,8797"dm_p": 0.6435582117164655,8798"dm_stat": 0.46278968688032468799},8800"garch21__ged__w1000_r5": {8801"n": 2338,8802"ratio": 1.0014372390120696,8803"dm_p": 0.7895069836831909,8804"dm_stat": 0.26698147075541448805},8806"garch21__normal__w1000_r5": {8807"n": 2338,8808"ratio": 1.0000326377636086,8809"dm_p": 0.9950437333165594,8810"dm_stat": 0.0062124636178206298811},8812"garch21__skewt__w1000_r5": {8813"n": 2338,8814"ratio": 1.0030871608161243,8815"dm_p": 0.5764280419995734,8816"dm_stat": 0.55868822526706068817},8818"garch21__t__w1000_r5": {8819"n": 2338,8820"ratio": 1.0033334579773592,8821"dm_p": 0.551293109204793,8822"dm_stat": 0.59590992648385758823},8824"garchm11__ged__w1000_r5": {8825"n": 2338,8826"ratio": 0.9983626503338353,8827"dm_p": 0.3721521901347294,8828"dm_stat": -0.89262077696598918829},8830"garchm11__normal__w1000_r5": {8831"n": 2338,8832"ratio": 0.9981556310502961,8833"dm_p": 0.3220119380741082,8834"dm_stat": -0.99054174851513498835},8836"garchm11__skewt__w1000_r5": {8837"n": 2338,8838"ratio": 0.9997179180177961,8839"dm_p": 0.894195441227626,8840"dm_stat": -0.13301187417112718841},8842"garchm11__t__w1000_r5": {8843"n": 2338,8844"ratio": 0.9994309863557067,8845"dm_p": 0.7465545408561566,8846"dm_stat": -0.323223978096982678847},8848"garchx_rv11__normal__w1000_r5": {8849"n": 2338,8850"ratio": 0.9689741608965395,8851"dm_p": 0.04506478953562863,8852"dm_stat": -2.00512516231997178853},8854"garchx_rv11__t__w1000_r5": {8855"n": 2338,8856"ratio": 0.9651414555493364,8857"dm_p": 0.02775123993161408,8858"dm_stat": -2.20216165989757648859},8860"gas_t11__t__w1000_r5": {8861"n": 2338,8862"ratio": 0.9977551726321781,8863"dm_p": 0.651560328168045,8864"dm_stat": -0.45165378397184148865},8866"gjr11__ged__w1000_r5": {8867"n": 2338,8868"ratio": 0.980314166783402,8869"dm_p": 0.11398447474967709,8870"dm_stat": -1.58112633633602068871},8872"gjr11__normal__w1000_r5": {8873"n": 2338,8874"ratio": 0.9812258773093068,8875"dm_p": 0.12662242964412784,8876"dm_stat": -1.5281024575325558877},8878"gjr11__skewt__w1000_r5": {8879"n": 2338,8880"ratio": 0.978112805076475,8881"dm_p": 0.09476171409591365,8882"dm_stat": -1.6714752944171518883},8884"gjr11__t__w1000_r5": {8885"n": 2338,8886"ratio": 0.9796029541319573,8887"dm_p": 0.11449454891506435,8888"dm_stat": -1.57889904424334448889},8890"har_rv__empirical__w1000_r5": {8891"n": 2338,8892"ratio": 1.0111174076036649,8893"dm_p": 0.5285556878881749,8894"dm_stat": 0.63030651236449588895},8896"heavy11__normal__w1000_r5": {8897"n": 2338,8898"ratio": 0.9681198476855563,8899"dm_p": 0.05619081559855682,8900"dm_stat": -1.91050241569993068901},8902"heavy11__t__w1000_r5": {8903"n": 2338,8904"ratio": 0.9654104211140092,8905"dm_p": 0.035609336258438755,8906"dm_stat": -2.10257855689546748907},8908"histvar22__empirical__w1000_r5": {8909"n": 2338,8910"ratio": 1.1008593823345514,8911"dm_p": 0.003620196829600322,8912"dm_stat": 2.91243808583311748913},8914"histvar252__empirical__w1000_r5": {8915"n": 2338,8916"ratio": 1.2721424978555405,8917"dm_p": 3.646646993477359e-11,8918"dm_stat": 6.6496093064607838919},8920"histvar66__empirical__w1000_r5": {8921"n": 2338,8922"ratio": 1.1123080642192238,8923"dm_p": 0.0026762215587712523,8924"dm_stat": 3.0058907615685058925},8926"igarch11__ged__w1000_r5": {8927"n": 2338,8928"ratio": 1.0028604683802114,8929"dm_p": 0.7679584743133923,8930"dm_stat": 0.29508066044159958931},8932"igarch11__normal__w1000_r5": {8933"n": 2338,8934"ratio": 1.0047123441934946,8935"dm_p": 0.6179789392236298,8936"dm_stat": 0.498783381269855668937},8938"igarch11__skewt__w1000_r5": {8939"n": 2338,8940"ratio": 1.0052722947705126,8941"dm_p": 0.604933936729982,8942"dm_stat": 0.5173885215671328943},8944"igarch11__t__w1000_r5": {8945"n": 2338,8946"ratio": 1.0052462024257183,8947"dm_p": 0.6162548216120295,8948"dm_stat": 0.5012323441889898949},8950"loghar_rv__empirical__w1000_r5": {8951"n": 2338,8952"ratio": 0.9507029215182613,8953"dm_p": 0.016239852653952877,8954"dm_stat": -2.405223635935478955},8956"msgarch2__normal__w1000_r5": {8957"n": 2338,8958"ratio": 1.0161014368080814,8959"dm_p": 0.13935860061908367,8960"dm_stat": 1.47868757327483358961},8962"msgarch2__t__w1000_r5": {8963"n": 2338,8964"ratio": 1.000690175590183,8965"dm_p": 0.9405624560400259,8966"dm_stat": 0.074570968127994488967},8968"nagarch11__ged__w1000_r5": {8969"n": 2338,8970"ratio": 0.9903077576927574,8971"dm_p": 0.7500744711146887,8972"dm_stat": -0.318578705561727248973},8974"nagarch11__normal__w1000_r5": {8975"n": 2338,8976"ratio": 0.9751858452170925,8977"dm_p": 0.3133461828916953,8978"dm_stat": -1.00844311269317178979},8980"nagarch11__skewt__w1000_r5": {8981"n": 2338,8982"ratio": 0.9811469001561656,8983"dm_p": 0.48305951168050437,8984"dm_stat": -0.70150219788474018985},8986"nagarch11__t__w1000_r5": {8987"n": 2338,8988"ratio": 0.9811301600418888,8989"dm_p": 0.46240514001227195,8990"dm_stat": -0.73501330548043128991},8992"qgarch11__ged__w1000_r5": {8993"n": 2338,8994"ratio": 0.9724437479879636,8995"dm_p": 0.04578302419984584,8996"dm_stat": -1.9984549190000868997},8998"qgarch11__normal__w1000_r5": {8999"n": 2338,9000"ratio": 0.9714463754497913,9001"dm_p": 0.03561537921347199,9002"dm_stat": -2.10250956464301059003},9004"qgarch11__skewt__w1000_r5": {9005"n": 2338,9006"ratio": 0.9717251642922813,9007"dm_p": 0.045092941889707985,9008"dm_stat": -2.0048620288170979009},9010"qgarch11__t__w1000_r5": {9011"n": 2338,9012"ratio": 0.9720286328012154,9013"dm_p": 0.048565444246557885,9014"dm_stat": -1.97341936868253549015},9016"realgarch11__normal__w1000_r5": {9017"n": 2338,9018"ratio": 0.9626756296260236,9019"dm_p": 0.0417043765808051,9020"dm_stat": -2.0375800090129569021},9022"realgarch11__t__w1000_r5": {9023"n": 2338,9024"ratio": 0.9622666735150304,9025"dm_p": 0.03920559902806372,9026"dm_stat": -2.063181576150799027},9028"rm2006__normal__w1000_r5": {9029"n": 2338,9030"ratio": 0.9878696554855722,9031"dm_p": 0.28188416929897325,9032"dm_stat": -1.07634482137876289033},9034"rm_rw__empirical__w1000_r5": {9035"n": 2338,9036"ratio": 1.9982235658168126,9037"dm_p": 1.3792680872674685e-25,9038"dm_stat": 10.5803649089243029039},9040"tarch11__ged__w1000_r5": {9041"n": 2338,9042"ratio": 0.9717698486356867,9043"dm_p": 0.12408886841079445,9044"dm_stat": -1.53838915499071589045},9046"tarch11__normal__w1000_r5": {9047"n": 2338,9048"ratio": 0.9717639931008414,9049"dm_p": 0.12107378324857569,9050"dm_stat": -1.55084688775425239051},9052"tarch11__skewt__w1000_r5": {9053"n": 2338,9054"ratio": 0.9691432163147046,9055"dm_p": 0.09778551897692395,9056"dm_stat": -1.6563484427536559057},9058"tarch11__t__w1000_r5": {9059"n": 2338,9060"ratio": 0.9696318107232634,9061"dm_p": 0.10220114751678201,9062"dm_stat": -1.63491688685180169063}9064},9065"episode=rate_shock_2022": {9066"aparch11__ged__w1000_r5": {9067"n": 251,9068"ratio": 0.9141501245815604,9069"dm_p": 0.06973866424052229,9070"dm_stat": -1.82141643608750659071},9072"aparch11__normal__w1000_r5": {9073"n": 251,9074"ratio": 0.9123236067973065,9075"dm_p": 0.07741766118965111,9076"dm_stat": -1.77317234608587179077},9078"aparch11__skewt__w1000_r5": {9079"n": 251,9080"ratio": 0.9087921660144954,9081"dm_p": 0.07120446960707358,9082"dm_stat": -1.81188062546060849083},9084"aparch11__t__w1000_r5": {9085"n": 251,9086"ratio": 0.914992100766126,9087"dm_p": 0.06967548609875521,9088"dm_stat": -1.82183114820144849089},9090"arch5__ged__w1000_r5": {9091"n": 251,9092"ratio": 1.0690675647550574,9093"dm_p": 0.18330925386954397,9094"dm_stat": 1.33433174043161869095},9096"arch5__normal__w1000_r5": {9097"n": 251,9098"ratio": 1.0799941322973452,9099"dm_p": 0.14644316655204134,9100"dm_stat": 1.45673930803410119101},9102"arch5__skewt__w1000_r5": {9103"n": 251,9104"ratio": 1.0739626719063413,9105"dm_p": 0.14022436850646988,9106"dm_stat": 1.47965487973910879107},9108"arch5__t__w1000_r5": {9109"n": 251,9110"ratio": 1.0632977523489129,9111"dm_p": 0.20034462394202798,9112"dm_stat": 1.2839599919368059113},9114"avgarch11__ged__w1000_r5": {9115"n": 251,9116"ratio": 0.9383892014357627,9117"dm_p": 0.07401745512032551,9118"dm_stat": -1.79402513382981749119},9120"avgarch11__normal__w1000_r5": {9121"n": 251,9122"ratio": 0.9456385220927939,9123"dm_p": 0.10439477654322,9124"dm_stat": -1.62983913931438079125},9126"avgarch11__skewt__w1000_r5": {9127"n": 251,9128"ratio": 0.938226996345091,9129"dm_p": 0.055518356726194706,9130"dm_stat": -1.9237738942104119131},9132"avgarch11__t__w1000_r5": {9133"n": 251,9134"ratio": 0.9361813939358026,9135"dm_p": 0.06180574159185173,9136"dm_stat": -1.87610680931136649137},9138"cgarch11__ged__w1000_r5": {9139"n": 251,9140"ratio": 1.0127512195318777,9141"dm_p": 0.15704848956300133,9142"dm_stat": 1.41932988511989639143},9144"cgarch11__normal__w1000_r5": {9145"n": 251,9146"ratio": 1.0195596289795326,9147"dm_p": 0.06425859288024584,9148"dm_stat": 1.8586033747815169149},9150"cgarch11__skewt__w1000_r5": {9151"n": 251,9152"ratio": 1.0198665024558544,9153"dm_p": 0.15346144565148587,9154"dm_stat": 1.43176025819455529155},9156"cgarch11__t__w1000_r5": {9157"n": 251,9158"ratio": 1.0111583405313531,9159"dm_p": 0.24307490660514416,9160"dm_stat": 1.17010017550000189161},9162"constvar__normal__w1000_r5": {9163"n": 251,9164"ratio": 1.0457263187040238,9165"dm_p": 0.55125195594296,9166"dm_stat": 0.5966935432593739167},9168"egarch11__ged__w1000_r5": {9169"n": 251,9170"ratio": 0.8991366380436756,9171"dm_p": 0.07771699927886813,9172"dm_stat": -1.77137278366735169173},9174"egarch11__normal__w1000_r5": {9175"n": 251,9176"ratio": 0.9004632591078882,9177"dm_p": 0.0775860857791206,9178"dm_stat": -1.77215911011016159179},9180"egarch11__skewt__w1000_r5": {9181"n": 251,9182"ratio": 0.8983720657371637,9183"dm_p": 0.07819623129132608,9184"dm_stat": -1.76850352214387929185},9186"egarch11__t__w1000_r5": {9187"n": 251,9188"ratio": 0.8982518099970034,9189"dm_p": 0.08088763335968029,9190"dm_stat": -1.75265175866039919191},9192"ewma094__normal__w1000_r5": {9193"n": 251,9194"ratio": 1.0329123940327318,9195"dm_p": 0.4262981731554457,9196"dm_stat": 0.79684323787113489197},9198"figarch11__ged__w1000_r5": {9199"n": 251,9200"ratio": 0.9891998206240226,9201"dm_p": 0.548881499864197,9202"dm_stat": -0.60025278237346349203},9204"figarch11__normal__w1000_r5": {9205"n": 251,9206"ratio": 0.9935821158853013,9207"dm_p": 0.7107089057729767,9208"dm_stat": -0.371326430555593069209},9210"figarch11__skewt__w1000_r5": {9211"n": 251,9212"ratio": 1.0003803702567136,9213"dm_p": 0.9810303532856255,9214"dm_stat": 0.0238009691091411949215},9216"figarch11__t__w1000_r5": {9217"n": 251,9218"ratio": 0.9894124240057509,9219"dm_p": 0.5626689904175873,9220"dm_stat": -0.57965544014562269221},9222"garch11__ged__w1000_r5": {9223"n": 251,9224"ratio": 0.9930611344029867,9225"dm_p": 0.012611457306101312,9226"dm_stat": -2.51269821221991449227},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": 0.9934347359328476,9237"dm_p": 0.26935956652403287,9238"dm_stat": -1.10699621036823369239},9240"garch11__t__w1000_r5": {9241"n": 251,9242"ratio": 0.9906584858743295,9243"dm_p": 0.023490228875317883,9244"dm_stat": -2.27933918346243449245},9246"garch12__ged__w1000_r5": {9247"n": 251,9248"ratio": 0.9930601932485876,9249"dm_p": 0.012562850206172937,9250"dm_stat": -2.5140956184677839251},9252"garch12__normal__w1000_r5": {9253"n": 251,9254"ratio": 1.0000048289761059,9255"dm_p": 0.3328743507628668,9256"dm_stat": 0.97022044279754839257},9258"garch12__skewt__w1000_r5": {9259"n": 251,9260"ratio": 0.993441713423944,9261"dm_p": 0.27000423585560185,9262"dm_stat": -1.105503465319599263},9264"garch12__t__w1000_r5": {9265"n": 251,9266"ratio": 0.9906536216317223,9267"dm_p": 0.023451581639957624,9268"dm_stat": -2.27998038211840379269},9270"garch21__ged__w1000_r5": {9271"n": 251,9272"ratio": 0.972909540025096,9273"dm_p": 0.09245694655245108,9274"dm_stat": -1.68904823204847239275},9276"garch21__normal__w1000_r5": {9277"n": 251,9278"ratio": 0.980055495463954,9279"dm_p": 0.23148235284093965,9280"dm_stat": -1.19946599852115389281},9282"garch21__skewt__w1000_r5": {9283"n": 251,9284"ratio": 0.9775856576492645,9285"dm_p": 0.04302598740597589,9286"dm_stat": -2.03381746449616649287},9288"garch21__t__w1000_r5": {9289"n": 251,9290"ratio": 0.9714369825970185,9291"dm_p": 0.06482807397981977,9292"dm_stat": -1.8546191771207069293},9294"garchm11__ged__w1000_r5": {9295"n": 251,9296"ratio": 0.989775324300162,9297"dm_p": 0.020694209957312602,9298"dm_stat": -2.3283035145870559299},9300"garchm11__normal__w1000_r5": {9301"n": 251,9302"ratio": 0.9979460388893228,9303"dm_p": 0.23844079803749177,9304"dm_stat": -1.18171713999284929305},9306"garchm11__skewt__w1000_r5": {9307"n": 251,9308"ratio": 0.9912719939786998,9309"dm_p": 0.1256062151261268,9310"dm_stat": -1.5368029062792089311},9312"garchm11__t__w1000_r5": {9313"n": 251,9314"ratio": 0.9871588986760741,9315"dm_p": 0.015654429686867536,9316"dm_stat": -2.43351675099797239317},9318"garchx_rv11__normal__w1000_r5": {9319"n": 251,9320"ratio": 1.017356310471324,9321"dm_p": 0.707416829668322,9322"dm_stat": 0.375756151231897939323},9324"garchx_rv11__t__w1000_r5": {9325"n": 251,9326"ratio": 1.0140724365566527,9327"dm_p": 0.7598739645024571,9328"dm_stat": 0.30598072958781539329},9330"gas_t11__t__w1000_r5": {9331"n": 251,9332"ratio": 0.9563329639437222,9333"dm_p": 0.042285479800069165,9334"dm_stat": -2.04115667324928349335},9336"gjr11__ged__w1000_r5": {9337"n": 251,9338"ratio": 0.9449300809697277,9339"dm_p": 0.09536224619182507,9340"dm_stat": -1.67409628985536869341},9342"gjr11__normal__w1000_r5": {9343"n": 251,9344"ratio": 0.9482430446037818,9345"dm_p": 0.11094502368267264,9346"dm_stat": -1.59962383943618269347},9348"gjr11__skewt__w1000_r5": {9349"n": 251,9350"ratio": 0.9411150811666952,9351"dm_p": 0.07548880192817373,9352"dm_stat": -1.78490711179285659353},9354"gjr11__t__w1000_r5": {9355"n": 251,9356"ratio": 0.9425234016651564,9357"dm_p": 0.09532944899672241,9358"dm_stat": -1.67426301552590159359},9360"har_rv__empirical__w1000_r5": {9361"n": 251,9362"ratio": 1.057965986478908,9363"dm_p": 0.24726526437468574,9364"dm_stat": 1.15972971865496849365},9366"heavy11__normal__w1000_r5": {9367"n": 251,9368"ratio": 1.0182387556880574,9369"dm_p": 0.693999464177862,9370"dm_stat": 0.393888018667843239371},9372"heavy11__t__w1000_r5": {9373"n": 251,9374"ratio": 1.015340744952503,9375"dm_p": 0.7398173632700028,9376"dm_stat": 0.33246420231514139377},9378"histvar22__empirical__w1000_r5": {9379"n": 251,9380"ratio": 1.0986751076013297,9381"dm_p": 0.05795261977598674,9382"dm_stat": 1.90480826786900759383},9384"histvar252__empirical__w1000_r5": {9385"n": 251,9386"ratio": 1.218997057723458,9387"dm_p": 0.07231341690966865,9388"dm_stat": 1.80477335767715259389},9390"histvar66__empirical__w1000_r5": {9391"n": 251,9392"ratio": 1.2216291117967766,9393"dm_p": 0.007359485673193561,9394"dm_stat": 2.702224694813769395},9396"igarch11__ged__w1000_r5": {9397"n": 251,9398"ratio": 0.9879925644440862,9399"dm_p": 0.7214889611315224,9400"dm_stat": -0.356871607114491239401},9402"igarch11__normal__w1000_r5": {9403"n": 251,9404"ratio": 0.9929986629128286,9405"dm_p": 0.8260349319140379,9406"dm_stat": -0.220020257905625169407},9408"igarch11__skewt__w1000_r5": {9409"n": 251,9410"ratio": 0.9903876173064271,9411"dm_p": 0.7739127642557896,9412"dm_stat": -0.287571804459369649413},9414"igarch11__t__w1000_r5": {9415"n": 251,9416"ratio": 0.9878046303313095,9417"dm_p": 0.7335846662682616,9418"dm_stat": -0.340741093360250779419},9420"loghar_rv__empirical__w1000_r5": {9421"n": 251,9422"ratio": 0.9835488811067133,9423"dm_p": 0.7129465658472383,9424"dm_stat": -0.36831967473992139425},9426"msgarch2__normal__w1000_r5": {9427"n": 251,9428"ratio": 1.000463853414349,9429"dm_p": 0.9793515894063929,9430"dm_stat": 0.0259077462883567449431},9432"msgarch2__t__w1000_r5": {9433"n": 251,9434"ratio": 1.0325245330671924,9435"dm_p": 0.12407354771477916,9436"dm_stat": 1.54309094431225479437},9438"nagarch11__ged__w1000_r5": {9439"n": 251,9440"ratio": 0.9405732706162371,9441"dm_p": 0.19473410712795708,9442"dm_stat": -1.30018748845591959443},9444"nagarch11__normal__w1000_r5": {9445"n": 251,9446"ratio": 0.9427328048771633,9447"dm_p": 0.2030670827829908,9448"dm_stat": -1.2762058704936499449},9450"nagarch11__skewt__w1000_r5": {9451"n": 251,9452"ratio": 0.9382969851544586,9453"dm_p": 0.19909133976265347,9454"dm_stat": -1.28755562288529989455},9456"nagarch11__t__w1000_r5": {9457"n": 251,9458"ratio": 0.93875435628786,9459"dm_p": 0.20118581157845003,9460"dm_stat": -1.28155590771692059461},9462"qgarch11__ged__w1000_r5": {9463"n": 251,9464"ratio": 0.9466041463492155,9465"dm_p": 0.1281666430689261,9466"dm_stat": -1.5264311529009429467},9468"qgarch11__normal__w1000_r5": {9469"n": 251,9470"ratio": 0.9488109184298406,9471"dm_p": 0.13883267025529364,9472"dm_stat": -1.48489034949685429473},9474"qgarch11__skewt__w1000_r5": {9475"n": 251,9476"ratio": 0.9440380020559825,9477"dm_p": 0.12262225515293568,9478"dm_stat": -1.54910158214663789479},9480"qgarch11__t__w1000_r5": {9481"n": 251,9482"ratio": 0.9445240033800061,9483"dm_p": 0.12807032160026596,9484"dm_stat": -1.52681838166482049485},9486"realgarch11__normal__w1000_r5": {9487"n": 251,9488"ratio": 0.9665392130674947,9489"dm_p": 0.4229678361524533,9490"dm_stat": -0.80260078842318639491},9492"realgarch11__t__w1000_r5": {9493"n": 251,9494"ratio": 0.9644609704047967,9495"dm_p": 0.3936487682400748,9496"dm_stat": -0.8544951694527089497},9498"rm2006__normal__w1000_r5": {9499"n": 251,9500"ratio": 1.0168232683257095,9501"dm_p": 0.5913477551255941,9502"dm_stat": 0.53757633873607959503},9504"rm_rw__empirical__w1000_r5": {9505"n": 251,9506"ratio": 2.176817928055895,9507"dm_p": 1.69797741852791e-05,9508"dm_stat": 4.3866421135590049509},9510"tarch11__ged__w1000_r5": {9511"n": 251,9512"ratio": 0.9024561773485473,9513"dm_p": 0.11482369904233086,9514"dm_stat": -1.58239483833628629515},9516"tarch11__normal__w1000_r5": {9517"n": 251,9518"ratio": 0.9038570702804549,9519"dm_p": 0.11636404298300118,9520"dm_stat": -1.57568039865318899521},9522"tarch11__skewt__w1000_r5": {9523"n": 251,9524"ratio": 0.9006543002844074,9525"dm_p": 0.11132124665635489,9526"dm_stat": -1.59793192608688839527},9528"tarch11__t__w1000_r5": {9529"n": 251,9530"ratio": 0.9018890798001761,9531"dm_p": 0.11925234884252237,9532"dm_stat": -1.56327715232549749533}9534}9535},9536"5": {9537"vol_tercile=high": {9538"aparch11__ged__w1000_r5": {9539"n": 814,9540"ratio": 0.9999890884042202,9541"dm_p": 0.9998317495081133,9542"dm_stat": -0.000210935575007335769543},9544"aparch11__normal__w1000_r5": {9545"n": 814,9546"ratio": 0.9886825283394722,9547"dm_p": 0.8206184271587958,9548"dm_stat": -0.226822962304222669549},9550"aparch11__skewt__w1000_r5": {9551"n": 814,9552"ratio": 1.0059464205315707,9553"dm_p": 0.9146474775419415,9554"dm_stat": 0.107211708200683329555},9556"aparch11__t__w1000_r5": {9557"n": 814,9558"ratio": 0.9998910961228298,9559"dm_p": 0.998381024569867,9560"dm_stat": -0.00202971023550576569561},9562"arch5__ged__w1000_r5": {9563"n": 814,9564"ratio": 1.1388364375759314,9565"dm_p": 0.012668277977611527,9566"dm_stat": 2.49850343327994839567},9568"arch5__normal__w1000_r5": {9569"n": 814,9570"ratio": 1.1268300330671333,9571"dm_p": 0.01678199242538343,9572"dm_stat": 2.3964002689473799573},9574"arch5__skewt__w1000_r5": {9575"n": 814,9576"ratio": 1.1533623798259778,9577"dm_p": 0.012890378866439837,9578"dm_stat": 2.49228871889793049579},9580"arch5__t__w1000_r5": {9581"n": 814,9582"ratio": 1.136063262598288,9583"dm_p": 0.015676872956659052,9584"dm_stat": 2.4214442018157199585},9586"avgarch11__ged__w1000_r5": {9587"n": 814,9588"ratio": 1.014247187143219,9589"dm_p": 0.8106031588167598,9590"dm_stat": 0.239725928500817929591},9592"avgarch11__normal__w1000_r5": {9593"n": 814,9594"ratio": 0.999511411864729,9595"dm_p": 0.9932761423231309,9596"dm_stat": -0.0084297976032300389597},9598"avgarch11__skewt__w1000_r5": {9599"n": 814,9600"ratio": 1.0241062980678108,9601"dm_p": 0.7310014039348649,9602"dm_stat": 0.34391198557871969603},9604"avgarch11__t__w1000_r5": {9605"n": 814,9606"ratio": 1.0133382380461275,9607"dm_p": 0.8266143134319953,9608"dm_stat": 0.219116475744037989609},9610"cgarch11__ged__w1000_r5": {9611"n": 814,9612"ratio": 1.0865476354643115,9613"dm_p": 0.10767053349434319,9614"dm_stat": 1.6105292027325829615},9616"cgarch11__normal__w1000_r5": {9617"n": 814,9618"ratio": 1.0616225756564406,9619"dm_p": 0.1687866652998813,9620"dm_stat": 1.37733855625803239621},9622"cgarch11__skewt__w1000_r5": {9623"n": 814,9624"ratio": 1.1157805922143995,9625"dm_p": 0.0835520657870487,9626"dm_stat": 1.7325660104067449627},9628"cgarch11__t__w1000_r5": {9629"n": 814,9630"ratio": 1.0977566007065378,9631"dm_p": 0.09545144147510248,9632"dm_stat": 1.66925699289298529633},9634"constvar__normal__w1000_r5": {9635"n": 814,9636"ratio": 3.0076835877569432,9637"dm_p": 0.11186295079772758,9638"dm_stat": 1.59160170125829819639},9640"egarch11__ged__w1000_r5": {9641"n": 814,9642"ratio": 1.0715308579984881,9643"dm_p": 0.35601171464739584,9644"dm_stat": 0.92351725655549719645},9646"egarch11__normal__w1000_r5": {9647"n": 814,9648"ratio": 1.2068579748671833,9649"dm_p": 0.11538042868897545,9650"dm_stat": 1.57614924388627999651},9652"egarch11__skewt__w1000_r5": {9653"n": 809,9654"ratio": 1.0631634240452523,9655"dm_p": 0.4172580274365373,9656"dm_stat": 0.81160380186588439657},9658"egarch11__t__w1000_r5": {9659"n": 814,9660"ratio": 1.0500733724238145,9661"dm_p": 0.4986387245943018,9662"dm_stat": 0.67693662328170359663},9664"ewma094__normal__w1000_r5": {9665"n": 814,9666"ratio": 1.152606456707835,9667"dm_p": 0.042610715876440275,9668"dm_stat": 2.0306970524498649669},9670"figarch11__ged__w1000_r5": {9671"n": 814,9672"ratio": 1.05655486295688,9673"dm_p": 0.26678073861753593,9674"dm_stat": 1.11126985151107779675},9676"figarch11__normal__w1000_r5": {9677"n": 814,9678"ratio": 1.0444376849756176,9679"dm_p": 0.3251549377110358,9680"dm_stat": 0.98451564397220659681},9682"figarch11__skewt__w1000_r5": {9683"n": 814,9684"ratio": 1.0784364621637934,9685"dm_p": 0.1438443095117333,9686"dm_stat": 1.46303489527398319687},9688"figarch11__t__w1000_r5": {9689"n": 814,9690"ratio": 1.0565172933643385,9691"dm_p": 0.2636187590238371,9692"dm_stat": 1.11865266732355249693},9694"garch11__ged__w1000_r5": {9695"n": 814,9696"ratio": 1.0072468522910123,9697"dm_p": 0.10388538470436391,9698"dm_stat": 1.62812702450867839699},9700"garch11__normal__w1000_r5": {9701"n": 814,9702"ratio": 1.0,9703"dm_p": 1.0,9704"dm_stat": 0.09705},9706"garch11__skewt__w1000_r5": {9707"n": 814,9708"ratio": 1.0250573979225952,9709"dm_p": 0.2264407619894281,9710"dm_stat": 1.21049511412383679711},9712"garch11__t__w1000_r5": {9713"n": 814,9714"ratio": 1.0078225311196702,9715"dm_p": 0.261151127150558,9716"dm_stat": 1.12445689722958859717},9718"garch12__ged__w1000_r5": {9719"n": 814,9720"ratio": 1.0082933916518952,9721"dm_p": 0.07776169866113512,9722"dm_stat": 1.76605608981523629723},9724"garch12__normal__w1000_r5": {9725"n": 814,9726"ratio": 1.0009479523740583,9727"dm_p": 0.6216531656653822,9728"dm_stat": 0.493697511807419059729},9730"garch12__skewt__w1000_r5": {9731"n": 814,9732"ratio": 1.0256427420803165,9733"dm_p": 0.21704601725027886,9734"dm_stat": 1.23537989780348259735},9736"garch12__t__w1000_r5": {9737"n": 814,9738"ratio": 1.008389741286597,9739"dm_p": 0.23695767809374288,9740"dm_stat": 1.18349824108476489741},9742"garch21__ged__w1000_r5": {9743"n": 814,9744"ratio": 1.0097444714651251,9745"dm_p": 0.30361401215452805,9746"dm_stat": 1.02936567079025149747},9748"garch21__normal__w1000_r5": {9749"n": 814,9750"ratio": 0.9998583544561667,9751"dm_p": 0.9864134370862199,9752"dm_stat": -0.0170342931906723529753},9754"garch21__skewt__w1000_r5": {9755"n": 814,9756"ratio": 1.0263715728144802,9757"dm_p": 0.12683829342889516,9758"dm_stat": 1.52825458140972959759},9760"garch21__t__w1000_r5": {9761"n": 814,9762"ratio": 1.0121192141832531,9763"dm_p": 0.2547679795788903,9764"dm_stat": 1.13964956219902529765},9766"garchm11__ged__w1000_r5": {9767"n": 814,9768"ratio": 0.9999230498871988,9769"dm_p": 0.9895749526487895,9770"dm_stat": -0.0130702502192316479771},9772"garchm11__normal__w1000_r5": {9773"n": 814,9774"ratio": 0.9966491414861139,9775"dm_p": 0.35797209722957574,9776"dm_stat": -0.91975790336590279777},9778"garchm11__skewt__w1000_r5": {9779"n": 814,9780"ratio": 1.0199561642748873,9781"dm_p": 0.3631949978718598,9782"dm_stat": 0.90980500106295659783},9784"garchm11__t__w1000_r5": {9785"n": 814,9786"ratio": 1.0017476120292745,9787"dm_p": 0.8145201822976696,9788"dm_stat": 0.234674871380673869789},9790"garchx_rv11__normal__w1000_r5": {9791"n": 814,9792"ratio": 0.9313229858312734,9793"dm_p": 0.4708759952012046,9794"dm_stat": -0.7213916318135259795},9796"garchx_rv11__t__w1000_r5": {9797"n": 814,9798"ratio": 0.9199354527633451,9799"dm_p": 0.39420138311059333,9800"dm_stat": -0.85247532636654119801},9802"gas_t11__t__w1000_r5": {9803"n": 814,9804"ratio": 1.0031590639696186,9805"dm_p": 0.9312992471825046,9806"dm_stat": 0.086237005900168519807},9808"gjr11__ged__w1000_r5": {9809"n": 814,9810"ratio": 1.002107373424534,9811"dm_p": 0.9638760867247406,9812"dm_stat": 0.045304047123402099813},9814"gjr11__normal__w1000_r5": {9815"n": 814,9816"ratio": 0.9956973822454999,9817"dm_p": 0.9252870797400349,9818"dm_stat": -0.093805116213181849819},9820"gjr11__skewt__w1000_r5": {9821"n": 814,9822"ratio": 1.0174929290998966,9823"dm_p": 0.7146876910748668,9824"dm_stat": 0.365695152447393379825},9826"gjr11__t__w1000_r5": {9827"n": 814,9828"ratio": 1.0018155462041147,9829"dm_p": 0.9690846729896316,9830"dm_stat": 0.038768253982209199831},9832"har_rv__empirical__w1000_r5": {9833"n": 814,9834"ratio": 1.0187444965362895,9835"dm_p": 0.7035611915943887,9836"dm_stat": 0.380651642951997059837},9838"heavy11__normal__w1000_r5": {9839"n": 814,9840"ratio": 0.9257390710699233,9841"dm_p": 0.46861651972347634,9842"dm_stat": -0.72507195814111599843},9844"heavy11__t__w1000_r5": {9845"n": 814,9846"ratio": 0.9146555121427192,9847"dm_p": 0.3936825281240241,9848"dm_stat": -0.8534114654760959849},9850"histvar22__empirical__w1000_r5": {9851"n": 814,9852"ratio": 1.2833019345878565,9853"dm_p": 0.028371761752894468,9854"dm_stat": 2.1960272880821569855},9856"histvar252__empirical__w1000_r5": {9857"n": 814,9858"ratio": 2.7454065090823474,9859"dm_p": 0.09438160497280643,9860"dm_stat": 1.67468005491359129861},9862"histvar66__empirical__w1000_r5": {9863"n": 814,9864"ratio": 1.851109891443792,9865"dm_p": 0.03641297154062592,9866"dm_stat": 2.095751115763379867},9868"igarch11__ged__w1000_r5": {9869"n": 814,9870"ratio": 0.9321874476619227,9871"dm_p": 0.49884555342792936,9872"dm_stat": -0.67661051849092859873},9874"igarch11__normal__w1000_r5": {9875"n": 814,9876"ratio": 0.9316169075842332,9877"dm_p": 0.5030705837315271,9878"dm_stat": -0.66996461986832899879},9880"igarch11__skewt__w1000_r5": {9881"n": 814,9882"ratio": 0.9369003673034881,9883"dm_p": 0.5077840366089211,9884"dm_stat": -0.66258520504858169885},9886"igarch11__t__w1000_r5": {9887"n": 814,9888"ratio": 0.9317947919073976,9889"dm_p": 0.49667080875453057,9890"dm_stat": -0.68004302863531789891},9892"loghar_rv__empirical__w1000_r5": {9893"n": 814,9894"ratio": 0.9516750171998091,9895"dm_p": 0.49778980962688496,9896"dm_stat": -0.67827585385073499897},9898"msgarch2__normal__w1000_r5": {9899"n": 814,9900"ratio": 1.1759506319248347,9901"dm_p": 0.185584143288024,9902"dm_stat": 1.32487717879190389903},9904"msgarch2__t__w1000_r5": {9905"n": 814,9906"ratio": 1.077211040246256,9907"dm_p": 0.22061227005775336,9908"dm_stat": 1.22584420912221069909},9910"nagarch11__ged__w1000_r5": {9911"n": 814,9912"ratio": 1.0013694215771771,9913"dm_p": 0.9828028425755712,9914"dm_stat": 0.0215617419332448669915},9916"nagarch11__normal__w1000_r5": {9917"n": 814,9918"ratio": 0.9661457949685807,9919"dm_p": 0.5540531855249394,9920"dm_stat": -0.59194321427558299921},9922"nagarch11__skewt__w1000_r5": {9923"n": 814,9924"ratio": 0.9972966625240712,9925"dm_p": 0.9636525543875869,9926"dm_stat": -0.0455845794064305569927},9928"nagarch11__t__w1000_r5": {9929"n": 814,9930"ratio": 0.9805949571002343,9931"dm_p": 0.7384185170228383,9932"dm_stat": -0.33406254032483079933},9934"qgarch11__ged__w1000_r5": {9935"n": 814,9936"ratio": 1.0007832600982443,9937"dm_p": 0.9838696310085083,9938"dm_stat": 0.0202240173139148159939},9940"qgarch11__normal__w1000_r5": {9941"n": 814,9942"ratio": 0.9896078361900648,9943"dm_p": 0.7855248312276012,9944"dm_stat": -0.272216294152455639945},9946"qgarch11__skewt__w1000_r5": {9947"n": 814,9948"ratio": 1.022317620613417,9949"dm_p": 0.6197542869123055,9950"dm_stat": 0.496388823695618049951},9952"qgarch11__t__w1000_r5": {9953"n": 814,9954"ratio": 1.0044320709945844,9955"dm_p": 0.9100275593708794,9956"dm_stat": 0.113038977231878319957},9958"realgarch11__normal__w1000_r5": {9959"n": 814,9960"ratio": 0.9922415902070181,9961"dm_p": 0.9102057389491734,9962"dm_stat": -0.112814162923777629963},9964"realgarch11__t__w1000_r5": {9965"n": 814,9966"ratio": 1.0760237365376628,9967"dm_p": 0.4688212753992511,9968"dm_stat": 0.72473803924870239969},9970"rm2006__normal__w1000_r5": {9971"n": 814,9972"ratio": 1.108337904935662,9973"dm_p": 0.10827946656058048,9974"dm_stat": 1.60774421214354579975},9976"rm_rw__empirical__w1000_r5": {9977"n": 814,9978"ratio": 2.4135073630269566,9979"dm_p": 1.933738745281552e-12,9980"dm_stat": 7.1500638282080159981},9982"tarch11__ged__w1000_r5": {9983"n": 814,9984"ratio": 0.9873060440654793,9985"dm_p": 0.8039199394278764,9986"dm_stat": -0.24835826666255729987},9988"tarch11__normal__w1000_r5": {9989"n": 814,9990"ratio": 0.9721755272912143,9991"dm_p": 0.557308670618164,9992"dm_stat": -0.58708640737857439993},9994"tarch11__skewt__w1000_r5": {9995"n": 814,9996"ratio": 0.9907204586387186,9997"dm_p": 0.8672310697200917,9998"dm_stat": -0.167229486282014929999},10000"tarch11__t__w1000_r5": {10001"n": 814,10002"ratio": 0.9852722802129876,10003"dm_p": 0.7780668934186198,10004"dm_stat": -0.2819326629319014510005}10006},10007"vol_tercile=low": {10008"aparch11__ged__w1000_r5": {10009"n": 1174,10010"ratio": 1.2903278853543971,10011"dm_p": 0.11307431957976792,10012"dm_stat": 1.585711394948223310013},10014"aparch11__normal__w1000_r5": {10015"n": 1174,10016"ratio": 1.3325369116746348,10017"dm_p": 0.22427421126052877,10018"dm_stat": 1.215882783059066610019},10020"aparch11__skewt__w1000_r5": {10021"n": 1174,10022"ratio": 4.344277576092409,10023"dm_p": 0.1829356913740818,10024"dm_stat": 1.332557999323711610025},10026"aparch11__t__w1000_r5": {10027"n": 1174,10028"ratio": 3.7165145125490864,10029"dm_p": 0.2696025366630476,10030"dm_stat": 1.104500636101882810031},10032"arch5__ged__w1000_r5": {10033"n": 1174,10034"ratio": 1.1413427705774133,10035"dm_p": 0.00028168493049425184,10036"dm_stat": 3.64259746105659510037},10038"arch5__normal__w1000_r5": {10039"n": 1174,10040"ratio": 1.1483411497397977,10041"dm_p": 0.00017799606754953314,10042"dm_stat": 3.76041588275221410043},10044"arch5__skewt__w1000_r5": {10045"n": 1174,10046"ratio": 1.1379471395652663,10047"dm_p": 0.00024799766033093594,10048"dm_stat": 3.675617252740634610049},10050"arch5__t__w1000_r5": {10051"n": 1174,10052"ratio": 1.1426288757999956,10053"dm_p": 0.00021807220821946292,10054"dm_stat": 3.70869561225219310055},10056"avgarch11__ged__w1000_r5": {10057"n": 1174,10058"ratio": 0.9930329959936179,10059"dm_p": 0.621908421213147,10060"dm_stat": -0.4932781192777399610061},10062"avgarch11__normal__w1000_r5": {10063"n": 1174,10064"ratio": 1.0018546302536881,10065"dm_p": 0.8848119417644301,10066"dm_stat": 0.1449035181632095710067},10068"avgarch11__skewt__w1000_r5": {10069"n": 1174,10070"ratio": 0.9898379359674538,10071"dm_p": 0.5785922772884472,10072"dm_stat": -0.55559707613800910073},10074"avgarch11__t__w1000_r5": {10075"n": 1174,10076"ratio": 0.9931796834670227,10077"dm_p": 0.6633102855655085,10078"dm_stat": -0.4354577888938684410079},10080"cgarch11__ged__w1000_r5": {10081"n": 1174,10082"ratio": 0.9973795862331968,10083"dm_p": 0.8964668545797834,10084"dm_stat": -0.1301540615351431410085},10086"cgarch11__normal__w1000_r5": {10087"n": 1174,10088"ratio": 0.9998663349388778,10089"dm_p": 0.9945153717682108,10090"dm_stat": -0.00687548151129070310091},10092"cgarch11__skewt__w1000_r5": {10093"n": 1174,10094"ratio": 0.996278333133683,10095"dm_p": 0.8654148420264091,10096"dm_stat": -0.169522581206789310097},10098"cgarch11__t__w1000_r5": {10099"n": 1174,10100"ratio": 1.0018725169301983,10101"dm_p": 0.9287632236500225,10102"dm_stat": 0.0894202147702410110103},10104"constvar__normal__w1000_r5": {10105"n": 1174,10106"ratio": 1.6190678236977172,10107"dm_p": 4.15063413458583e-19,10108"dm_stat": 9.08896692538532510109},10110"egarch11__ged__w1000_r5": {10111"n": 1174,10112"ratio": 1.1314929847935924,10113"dm_p": 0.3478293748172912,10114"dm_stat": 0.939184499030205110115},10116"egarch11__normal__w1000_r5": {10117"n": 1174,10118"ratio": 67.43450975213378,10119"dm_p": 0.31370225788156075,10120"dm_stat": 1.007916828186683310121},10122"egarch11__skewt__w1000_r5": {10123"n": 1166,10124"ratio": 0.9546451531838956,10125"dm_p": 0.6104894857993661,10126"dm_stat": -0.509512570954948310127},10128"egarch11__t__w1000_r5": {10129"n": 1166,10130"ratio": 0.9545447999121267,10131"dm_p": 0.6055769014237182,10132"dm_stat": -0.516537766904237710133},10134"ewma094__normal__w1000_r5": {10135"n": 1174,10136"ratio": 1.0531531433357286,10137"dm_p": 0.4919201995588572,10138"dm_stat": 0.687473656661312510139},10140"figarch11__ged__w1000_r5": {10141"n": 1174,10142"ratio": 0.990865568970629,10143"dm_p": 0.6908098169175683,10144"dm_stat": -0.3978545236141145510145},10146"figarch11__normal__w1000_r5": {10147"n": 1174,10148"ratio": 0.9973411985401639,10149"dm_p": 0.908094273817717,10150"dm_stat": -0.1154675864782935810151},10152"figarch11__skewt__w1000_r5": {10153"n": 1174,10154"ratio": 0.9890421496964041,10155"dm_p": 0.6478672840051454,10156"dm_stat": -0.456844666325727610157},10158"figarch11__t__w1000_r5": {10159"n": 1174,10160"ratio": 0.991287555828083,10161"dm_p": 0.6965008015792673,10162"dm_stat": -0.390144134732009810163},10164"garch11__ged__w1000_r5": {10165"n": 1174,10166"ratio": 0.9957433134272226,10167"dm_p": 0.0994923238739239,10168"dm_stat": -1.648624703786951310169},10170"garch11__normal__w1000_r5": {10171"n": 1174,10172"ratio": 1.0,10173"dm_p": 1.0,10174"dm_stat": 0.010175},10176"garch11__skewt__w1000_r5": {10177"n": 1174,10178"ratio": 0.9938482704761388,10179"dm_p": 0.42019197160684,10180"dm_stat": -0.806371767932598310181},10182"garch11__t__w1000_r5": {10183"n": 1174,10184"ratio": 0.9991183887306581,10185"dm_p": 0.8762570834815163,10186"dm_stat": -0.155749744207586110187},10188"garch12__ged__w1000_r5": {10189"n": 1174,10190"ratio": 0.9955055250385336,10191"dm_p": 0.16797656789469342,10192"dm_stat": -1.379587659694309510193},10194"garch12__normal__w1000_r5": {10195"n": 1174,10196"ratio": 0.9996859311290857,10197"dm_p": 0.8356631874814241,10198"dm_stat": -0.2074900378575882710199},10200"garch12__skewt__w1000_r5": {10201"n": 1174,10202"ratio": 0.9949223503641328,10203"dm_p": 0.5180808230852628,10204"dm_stat": -0.646501923163048110205},10206"garch12__t__w1000_r5": {10207"n": 1174,10208"ratio": 0.9998341091678687,10209"dm_p": 0.9776121565436712,10210"dm_stat": -0.0280686698799947510211},10212"garch21__ged__w1000_r5": {10213"n": 1174,10214"ratio": 0.994226589092876,10215"dm_p": 0.6794350808103334,10216"dm_stat": -0.413337265220022110217},10218"garch21__normal__w1000_r5": {10219"n": 1174,10220"ratio": 0.9986732251663326,10221"dm_p": 0.924195090464883,10222"dm_stat": -0.0951712124071416610223},10224"garch21__skewt__w1000_r5": {10225"n": 1174,10226"ratio": 0.9894573104920144,10227"dm_p": 0.47643767937622306,10228"dm_stat": -0.712272524188056310229},10230"garch21__t__w1000_r5": {10231"n": 1174,10232"ratio": 0.9958984347477958,10233"dm_p": 0.7795826602591429,10234"dm_stat": -0.2799272686853998510235},10236"garchm11__ged__w1000_r5": {10237"n": 1174,10238"ratio": 0.9945871505922899,10239"dm_p": 0.3324752698955593,10240"dm_stat": -0.969540861787476610241},10242"garchm11__normal__w1000_r5": {10243"n": 1174,10244"ratio": 0.9978200375994665,10245"dm_p": 0.722571101033284,10246"dm_stat": -0.3551098981565571410247},10248"garchm11__skewt__w1000_r5": {10249"n": 1174,10250"ratio": 0.9955196681964755,10251"dm_p": 0.5842860568652001,10252"dm_stat": -0.547286452373420110253},10254"garchm11__t__w1000_r5": {10255"n": 1174,10256"ratio": 0.9981490919861491,10257"dm_p": 0.7560808561637009,10258"dm_stat": -0.3107039999991431710259},10260"garchx_rv11__normal__w1000_r5": {10261"n": 1174,10262"ratio": 0.9487392000326749,10263"dm_p": 0.00929335747562709,10264"dm_stat": -2.60538132721540510265},10266"garchx_rv11__t__w1000_r5": {10267"n": 1174,10268"ratio": 0.9506269713068298,10269"dm_p": 0.009887726440921044,10270"dm_stat": -2.583946446135156410271},10272"gas_t11__t__w1000_r5": {10273"n": 1174,10274"ratio": 0.9898774668423833,10275"dm_p": 0.30996098899350233,10276"dm_stat": -1.015743539046665610277},10278"gjr11__ged__w1000_r5": {10279"n": 1174,10280"ratio": 0.9188779651810792,10281"dm_p": 0.0009458736792467606,10282"dm_stat": -3.31457639035499910283},10284"gjr11__normal__w1000_r5": {10285"n": 1174,10286"ratio": 0.927822472461056,10287"dm_p": 0.0025675651811061205,10288"dm_stat": -3.021761228399572310289},10290"gjr11__skewt__w1000_r5": {10291"n": 1174,10292"ratio": 0.9183566314402977,10293"dm_p": 0.010025166869795566,10294"dm_stat": -2.579154015776760710295},10296"gjr11__t__w1000_r5": {10297"n": 1174,10298"ratio": 0.9232578351582762,10299"dm_p": 0.009904532947781713,10300"dm_stat": -2.58335724045656510301},10302"har_rv__empirical__w1000_r5": {10303"n": 1174,10304"ratio": 1.0642431902045288,10305"dm_p": 0.013180800533092882,10306"dm_stat": 2.48262661183163710307},10308"heavy11__normal__w1000_r5": {10309"n": 1174,10310"ratio": 0.9487706269006588,10311"dm_p": 0.010401634700903151,10312"dm_stat": -2.566320714870207610313},10314"heavy11__t__w1000_r5": {10315"n": 1174,10316"ratio": 0.9509031858358651,10317"dm_p": 0.01144381911006243,10318"dm_stat": -2.53283776468873510319},10320"histvar22__empirical__w1000_r5": {10321"n": 1174,10322"ratio": 1.3097809696909384,10323"dm_p": 0.045599557765022225,10324"dm_stat": 2.001212269260980410325},10326"histvar252__empirical__w1000_r5": {10327"n": 1174,10328"ratio": 1.317493854367046,10329"dm_p": 0.00015319050611542045,10330"dm_stat": 3.79824713217156610331},10332"histvar66__empirical__w1000_r5": {10333"n": 1174,10334"ratio": 1.1704676375958787,10335"dm_p": 0.13421385241623746,10336"dm_stat": 1.498725759759302210337},10338"igarch11__ged__w1000_r5": {10339"n": 1174,10340"ratio": 1.0268423717558637,10341"dm_p": 0.435702156542793,10342"dm_stat": 0.779738416424242510343},10344"igarch11__normal__w1000_r5": {10345"n": 1174,10346"ratio": 1.0294351691997918,10347"dm_p": 0.37240710577705133,10348"dm_stat": 0.892315041066923510349},10350"igarch11__skewt__w1000_r5": {10351"n": 1174,10352"ratio": 1.0357854785520983,10353"dm_p": 0.30508908930774264,10354"dm_stat": 1.026029764799623510355},10356"igarch11__t__w1000_r5": {10357"n": 1174,10358"ratio": 1.0389054510591658,10359"dm_p": 0.2771284310752123,10360"dm_stat": 1.087298151104786810361},10362"loghar_rv__empirical__w1000_r5": {10363"n": 1174,10364"ratio": 0.9264031803502893,10365"dm_p": 0.09850491780045043,10366"dm_stat": -1.653459690668063610367},10368"msgarch2__normal__w1000_r5": {10369"n": 1174,10370"ratio": 1.0418817181391762,10371"dm_p": 0.1496287399911283,10372"dm_stat": 1.441789304235205510373},10374"msgarch2__t__w1000_r5": {10375"n": 1174,10376"ratio": 0.9990254600388635,10377"dm_p": 0.9722377350186361,10378"dm_stat": -0.03480929012424678610379},10380"nagarch11__ged__w1000_r5": {10381"n": 1174,10382"ratio": 0.9767665473289645,10383"dm_p": 0.8304231978863315,10384"dm_stat": -0.214206575729532210385},10386"nagarch11__normal__w1000_r5": {10387"n": 1174,10388"ratio": 0.9454646944045589,10389"dm_p": 0.5486443901979101,10390"dm_stat": -0.599966577083297410391},10392"nagarch11__skewt__w1000_r5": {10393"n": 1174,10394"ratio": 0.9436979535037571,10395"dm_p": 0.45635782282988696,10396"dm_stat": -0.745104481050521410397},10398"nagarch11__t__w1000_r5": {10399"n": 1174,10400"ratio": 0.9623494887940637,10401"dm_p": 0.6731782076700328,10402"dm_stat": -0.42189604175378610403},10404"qgarch11__ged__w1000_r5": {10405"n": 1174,10406"ratio": 0.9241829950964053,10407"dm_p": 0.043389608087987024,10408"dm_stat": -2.022129397015509410409},10410"qgarch11__normal__w1000_r5": {10411"n": 1174,10412"ratio": 0.9250794168166544,10413"dm_p": 0.04598068156414843,10414"dm_stat": -1.997691854605709610415},10416"qgarch11__skewt__w1000_r5": {10417"n": 1174,10418"ratio": 0.93017606536468,10419"dm_p": 0.07690875829798485,10420"dm_stat": -1.77046886055146310421},10422"qgarch11__t__w1000_r5": {10423"n": 1174,10424"ratio": 0.9279382401520209,10425"dm_p": 0.05946719721849135,10426"dm_stat": -1.886553672379253510427},10428"realgarch11__normal__w1000_r5": {10429"n": 1174,10430"ratio": 0.9367558715885695,10431"dm_p": 0.042167597309441064,10432"dm_stat": -2.034085554961112310433},10434"realgarch11__t__w1000_r5": {10435"n": 1174,10436"ratio": 0.9415971121738425,10437"dm_p": 0.05971881912500911,10438"dm_stat": -1.884689559630218410439},10440"rm2006__normal__w1000_r5": {10441"n": 1174,10442"ratio": 0.9719340189266004,10443"dm_p": 0.4551079975549084,10444"dm_stat": -0.747174466532939310445},10446"rm_rw__empirical__w1000_r5": {10447"n": 1174,10448"ratio": 3.510880543372511,10449"dm_p": 6.273200763289872e-16,10450"dm_stat": 8.19958866085957210451},10452"tarch11__ged__w1000_r5": {10453"n": 1174,10454"ratio": 0.9106360589087186,10455"dm_p": 0.08284758147076296,10456"dm_stat": -1.735880355393763210457},10458"tarch11__normal__w1000_r5": {10459"n": 1174,10460"ratio": 0.9167324486293369,10461"dm_p": 0.10416726792207191,10462"dm_stat": -1.626239716911113410463},10464"tarch11__skewt__w1000_r5": {10465"n": 1174,10466"ratio": 0.9044665555072137,10467"dm_p": 0.06915155165541086,10468"dm_stat": -1.819096628126741810469},10470"tarch11__t__w1000_r5": {10471"n": 1174,10472"ratio": 0.9057198479202804,10473"dm_p": 0.06800469435905215,10474"dm_stat": -1.826661641386940510475}10476},10477"vol_tercile=mid": {10478"aparch11__ged__w1000_r5": {10479"n": 730,10480"ratio": 1.023541806235067,10481"dm_p": 0.6175328280039492,10482"dm_stat": 0.4995640286467112310483},10484"aparch11__normal__w1000_r5": {10485"n": 730,10486"ratio": 1.0263323300647558,10487"dm_p": 0.5710044593690224,10488"dm_stat": 0.566829564242575210489},10490"aparch11__skewt__w1000_r5": {10491"n": 730,10492"ratio": 1.073924027395721,10493"dm_p": 0.30920597400789596,10494"dm_stat": 1.017599382922536510495},10496"aparch11__t__w1000_r5": {10497"n": 730,10498"ratio": 1.0389031903348078,10499"dm_p": 0.47193442349560716,10500"dm_stat": 0.719709691467684210501},10502"arch5__ged__w1000_r5": {10503"n": 730,10504"ratio": 0.9603896064652949,10505"dm_p": 0.11210266100692394,10506"dm_stat": -1.59073541810006710507},10508"arch5__normal__w1000_r5": {10509"n": 730,10510"ratio": 0.962657939441226,10511"dm_p": 0.13999507981325943,10512"dm_stat": -1.477419549274829410513},10514"arch5__skewt__w1000_r5": {10515"n": 730,10516"ratio": 0.9591064652480027,10517"dm_p": 0.1063285902843078,10518"dm_stat": -1.616917996265953710519},10520"arch5__t__w1000_r5": {10521"n": 730,10522"ratio": 0.9595239810363283,10523"dm_p": 0.11105567384839239,10524"dm_stat": -1.595402424433580510525},10526"avgarch11__ged__w1000_r5": {10527"n": 730,10528"ratio": 1.0101124705728663,10529"dm_p": 0.48946073538462526,10530"dm_stat": 0.691517198786473610531},10532"avgarch11__normal__w1000_r5": {10533"n": 730,10534"ratio": 1.0155792596704374,10535"dm_p": 0.27647913272665636,10536"dm_stat": 1.089078557123075710537},10538"avgarch11__skewt__w1000_r5": {10539"n": 730,10540"ratio": 1.007175297293821,10541"dm_p": 0.617328869635747,10542"dm_stat": 0.4998537890955670510543},10544"avgarch11__t__w1000_r5": {10545"n": 730,10546"ratio": 1.0066185129240897,10547"dm_p": 0.6550560908375576,10548"dm_stat": 0.4469331270604535710549},10550"cgarch11__ged__w1000_r5": {10551"n": 730,10552"ratio": 0.9947982260099798,10553"dm_p": 0.7678935093861041,10554"dm_stat": -0.295241444988288710555},10556"cgarch11__normal__w1000_r5": {10557"n": 730,10558"ratio": 0.9936400160779413,10559"dm_p": 0.6964925849961636,10560"dm_stat": -0.390213612004363910561},10562"cgarch11__skewt__w1000_r5": {10563"n": 730,10564"ratio": 0.9860226469841434,10565"dm_p": 0.44466987979904615,10566"dm_stat": -0.76474668469534110567},10568"cgarch11__t__w1000_r5": {10569"n": 730,10570"ratio": 0.9879463489722922,10571"dm_p": 0.49741645053490946,10572"dm_stat": -0.678900386207833810573},10574"constvar__normal__w1000_r5": {10575"n": 730,10576"ratio": 1.2003555339599774,10577"dm_p": 0.005482484068773849,10578"dm_stat": 2.785548661834004410579},10580"egarch11__ged__w1000_r5": {10581"n": 730,10582"ratio": 1.0694648526120072,10583"dm_p": 0.3142045306366422,10584"dm_stat": 1.00713404020338610585},10586"egarch11__normal__w1000_r5": {10587"n": 730,10588"ratio": 1.2663165369506397,10589"dm_p": 0.1854837465284193,10590"dm_stat": 1.325309419162878710591},10592"egarch11__skewt__w1000_r5": {10593"n": 728,10594"ratio": 1.0583307173395096,10595"dm_p": 0.3874923853427277,10596"dm_stat": 0.864693267574728410597},10598"egarch11__t__w1000_r5": {10599"n": 728,10600"ratio": 1.0862590789875803,10601"dm_p": 0.3119832945516726,10602"dm_stat": 1.011772834146674710603},10604"ewma094__normal__w1000_r5": {10605"n": 730,10606"ratio": 0.9994520267561928,10607"dm_p": 0.9864046772342134,10608"dm_stat": -0.0170458811517539210609},10610"figarch11__ged__w1000_r5": {10611"n": 730,10612"ratio": 0.9714159835129451,10613"dm_p": 0.28284301269545525,10614"dm_stat": -1.07474831389549810615},10616"figarch11__normal__w1000_r5": {10617"n": 730,10618"ratio": 0.9742181967489458,10619"dm_p": 0.3291099472630782,10620"dm_stat": -0.976562073542852210621},10622"figarch11__skewt__w1000_r5": {10623"n": 730,10624"ratio": 0.9747713688691316,10625"dm_p": 0.34097569031745834,10626"dm_stat": -0.95286225772206710627},10628"figarch11__t__w1000_r5": {10629"n": 730,10630"ratio": 0.9717023458725683,10631"dm_p": 0.28326030534974805,10632"dm_stat": -1.07381634636211910633},10634"garch11__ged__w1000_r5": {10635"n": 730,10636"ratio": 0.9969950701273246,10637"dm_p": 0.04057621116979818,10638"dm_stat": -2.051488282903041410639},10640"garch11__normal__w1000_r5": {10641"n": 730,10642"ratio": 1.0,10643"dm_p": 1.0,10644"dm_stat": 0.010645},10646"garch11__skewt__w1000_r5": {10647"n": 730,10648"ratio": 0.995845060418903,10649"dm_p": 0.31232446523144575,10650"dm_stat": -1.011057290769868710651},10652"garch11__t__w1000_r5": {10653"n": 730,10654"ratio": 0.9942393152364846,10655"dm_p": 0.06046229648116643,10656"dm_stat": -1.88032485103195410657},10658"garch12__ged__w1000_r5": {10659"n": 730,10660"ratio": 0.9978650016037869,10661"dm_p": 0.35132835560838543,10662"dm_stat": -0.932613447903470810663},10664"garch12__normal__w1000_r5": {10665"n": 730,10666"ratio": 1.0001524206363481,10667"dm_p": 0.93209890903399,10668"dm_stat": 0.085233816274251110669},10670"garch12__skewt__w1000_r5": {10671"n": 730,10672"ratio": 0.9961970642407495,10673"dm_p": 0.40578645300750144,10674"dm_stat": -0.831813770636249110675},10676"garch12__t__w1000_r5": {10677"n": 730,10678"ratio": 0.9949882597438259,10679"dm_p": 0.16052678378838753,10680"dm_stat": -1.404732476345117210681},10682"garch21__ged__w1000_r5": {10683"n": 730,10684"ratio": 1.0130821537264507,10685"dm_p": 0.37724673207824144,10686"dm_stat": 0.883519849033002410687},10688"garch21__normal__w1000_r5": {10689"n": 730,10690"ratio": 1.014951177647459,10691"dm_p": 0.3200290844137273,10692"dm_stat": 0.995076798420661310693},10694"garch21__skewt__w1000_r5": {10695"n": 730,10696"ratio": 1.0126806329613112,10697"dm_p": 0.35765810732099035,10698"dm_stat": 0.920419394401706810699},10700"garch21__t__w1000_r5": {10701"n": 730,10702"ratio": 1.0112822529433771,10703"dm_p": 0.3857873353570531,10704"dm_stat": 0.867803771066003710705},10706"garchm11__ged__w1000_r5": {10707"n": 730,10708"ratio": 0.9949295560264357,10709"dm_p": 0.09430772664421457,10710"dm_stat": -1.675282154325966410711},10712"garchm11__normal__w1000_r5": {10713"n": 730,10714"ratio": 0.9994143882591764,10715"dm_p": 0.8675267707854291,10716"dm_stat": -0.166859628088909710717},10718"garchm11__skewt__w1000_r5": {10719"n": 730,10720"ratio": 0.9924629255852316,10721"dm_p": 0.05143676002958891,10722"dm_stat": -1.951025327127829310723},10724"garchm11__t__w1000_r5": {10725"n": 730,10726"ratio": 0.9916016823357809,10727"dm_p": 0.004902966790505667,10728"dm_stat": -2.82196623759978810729},10730"garchx_rv11__normal__w1000_r5": {10731"n": 730,10732"ratio": 0.9981759082423928,10733"dm_p": 0.9714762691911487,10734"dm_stat": -0.0357690931605011610735},10736"garchx_rv11__t__w1000_r5": {10737"n": 730,10738"ratio": 0.988166730546266,10739"dm_p": 0.8238755368255389,10740"dm_stat": -0.2226432493269497310741},10742"gas_t11__t__w1000_r5": {10743"n": 730,10744"ratio": 0.9956874574129985,10745"dm_p": 0.5951276355635728,10746"dm_stat": -0.5316539791230410747},10748"gjr11__ged__w1000_r5": {10749"n": 730,10750"ratio": 1.0033200913078704,10751"dm_p": 0.9228294702508455,10752"dm_stat": 0.0969037432105045610753},10754"gjr11__normal__w1000_r5": {10755"n": 730,10756"ratio": 1.0037121066251573,10757"dm_p": 0.913562501153006,10758"dm_stat": 0.1085837858759048510759},10760"gjr11__skewt__w1000_r5": {10761"n": 730,10762"ratio": 1.0018622221306581,10763"dm_p": 0.9579657659146148,10764"dm_stat": 0.0527246208264753810765},10766"gjr11__t__w1000_r5": {10767"n": 730,10768"ratio": 1.0039151842487446,10769"dm_p": 0.9109452824743359,10770"dm_stat": 0.1118851343713229310771},10772"har_rv__empirical__w1000_r5": {10773"n": 730,10774"ratio": 1.0222760831676472,10775"dm_p": 0.5209936662045579,10776"dm_stat": 0.642125347594818910777},10778"heavy11__normal__w1000_r5": {10779"n": 730,10780"ratio": 0.9937186540894265,10781"dm_p": 0.9110295278516489,10782"dm_stat": -0.1117788487821326410783},10784"heavy11__t__w1000_r5": {10785"n": 730,10786"ratio": 0.9861639373913144,10787"dm_p": 0.8067427267022116,10788"dm_stat": -0.244719198383419710789},10790"histvar22__empirical__w1000_r5": {10791"n": 730,10792"ratio": 1.1445890481283345,10793"dm_p": 0.08586547601818645,10794"dm_stat": 1.719952572357573310795},10796"histvar252__empirical__w1000_r5": {10797"n": 730,10798"ratio": 1.380512592400522,10799"dm_p": 0.002497742927466639,10800"dm_stat": 3.03416498040894710801},10802"histvar66__empirical__w1000_r5": {10803"n": 730,10804"ratio": 1.146592075219287,10805"dm_p": 0.019421764385232222,10806"dm_stat": 2.342526703857121410807},10808"igarch11__ged__w1000_r5": {10809"n": 730,10810"ratio": 1.0238914890335113,10811"dm_p": 0.37091802708744026,10812"dm_stat": 0.895307912717885710813},10814"igarch11__normal__w1000_r5": {10815"n": 730,10816"ratio": 1.0284365449322408,10817"dm_p": 0.28720412551527796,10818"dm_stat": 1.065053987416155510819},10820"igarch11__skewt__w1000_r5": {10821"n": 730,10822"ratio": 1.0215214837654432,10823"dm_p": 0.43587345232929353,10824"dm_stat": 0.779610062360104810825},10826"igarch11__t__w1000_r5": {10827"n": 730,10828"ratio": 1.0261682589368377,10829"dm_p": 0.3522871874890087,10830"dm_stat": 0.93075739811750310831},10832"loghar_rv__empirical__w1000_r5": {10833"n": 730,10834"ratio": 0.9364791967311558,10835"dm_p": 0.1423858311029829,10836"dm_stat": -1.46855148964368310837},10838"msgarch2__normal__w1000_r5": {10839"n": 730,10840"ratio": 1.0141908653656215,10841"dm_p": 0.5330030443516202,10842"dm_stat": 0.623725405431399410843},10844"msgarch2__t__w1000_r5": {10845"n": 730,10846"ratio": 1.0504185685696454,10847"dm_p": 0.11196848233907959,10848"dm_stat": 1.591331597183783410849},10850"nagarch11__ged__w1000_r5": {10851"n": 730,10852"ratio": 1.0148738930607093,10853"dm_p": 0.7687979717642565,10854"dm_stat": 0.2940571047863733710855},10856"nagarch11__normal__w1000_r5": {10857"n": 730,10858"ratio": 0.9997401113874361,10859"dm_p": 0.9956322073563619,10860"dm_stat": -0.00547612130071367510861},10862"nagarch11__skewt__w1000_r5": {10863"n": 730,10864"ratio": 1.017762146084575,10865"dm_p": 0.7591668141260934,10866"dm_stat": 0.306690137360248610867},10868"nagarch11__t__w1000_r5": {10869"n": 730,10870"ratio": 1.00939928546069,10871"dm_p": 0.8546973286205979,10872"dm_stat": 0.1831932485936854410873},10874"qgarch11__ged__w1000_r5": {10875"n": 730,10876"ratio": 0.9887400570993631,10877"dm_p": 0.7729396772383978,10878"dm_stat": -0.2886390294147545610879},10880"qgarch11__normal__w1000_r5": {10881"n": 730,10882"ratio": 0.98995655968058,10883"dm_p": 0.7952617491063789,10884"dm_stat": -0.259579097816747810885},10886"qgarch11__skewt__w1000_r5": {10887"n": 730,10888"ratio": 0.9839114162219365,10889"dm_p": 0.6846879219113412,10890"dm_stat": -0.4062366841061455510891},10892"qgarch11__t__w1000_r5": {10893"n": 730,10894"ratio": 0.9860815478878979,10895"dm_p": 0.7271163117374697,10896"dm_stat": -0.349098312639408310897},10898"realgarch11__normal__w1000_r5": {10899"n": 730,10900"ratio": 0.9664425258801895,10901"dm_p": 0.5988358326319125,10902"dm_stat": -0.526305801669141310903},10904"realgarch11__t__w1000_r5": {10905"n": 730,10906"ratio": 0.9606890331867621,10907"dm_p": 0.5355453690829066,10908"dm_stat": -0.61985739716329710909},10910"rm2006__normal__w1000_r5": {10911"n": 730,10912"ratio": 0.9924410703409179,10913"dm_p": 0.8510061454843477,10914"dm_stat": -0.1879015129678229310915},10916"rm_rw__empirical__w1000_r5": {10917"n": 730,10918"ratio": 3.0153804391441037,10919"dm_p": 1.2729571528676766e-11,10920"dm_stat": 6.88199860613873910921},10922"tarch11__ged__w1000_r5": {10923"n": 730,10924"ratio": 1.0104962740193857,10925"dm_p": 0.8092930172698053,10926"dm_stat": 0.2414257885273976610927},10928"tarch11__normal__w1000_r5": {10929"n": 730,10930"ratio": 1.0121992158670072,10931"dm_p": 0.7733983657906074,10932"dm_stat": 0.2880395089185971410933},10934"tarch11__skewt__w1000_r5": {10935"n": 730,10936"ratio": 1.0050651406095352,10937"dm_p": 0.9102691840267177,10938"dm_stat": 0.11273815912440410939},10940"tarch11__t__w1000_r5": {10941"n": 730,10942"ratio": 1.0064255708961873,10943"dm_p": 0.8862110843894317,10944"dm_stat": 0.143150241020551410945}10946},10947"vol_tercile66=high": {10948"aparch11__ged__w1000_r5": {10949"n": 866,10950"ratio": 0.973072818347637,10951"dm_p": 0.6259079412043845,10952"dm_stat": -0.487668923742012710953},10954"aparch11__normal__w1000_r5": {10955"n": 866,10956"ratio": 0.960053308453789,10957"dm_p": 0.42918833850165705,10958"dm_stat": -0.790952809382614710959},10960"aparch11__skewt__w1000_r5": {10961"n": 866,10962"ratio": 1.0698121439463268,10963"dm_p": 0.493109937653109,10964"dm_stat": 0.685662085286616810965},10966"aparch11__t__w1000_r5": {10967"n": 866,10968"ratio": 0.9806938905156194,10969"dm_p": 0.7581304028674325,10970"dm_stat": -0.3080342845971974510971},10972"arch5__ged__w1000_r5": {10973"n": 866,10974"ratio": 1.208299068494123,10975"dm_p": 0.001618623701849842,10976"dm_stat": 3.16252492785267310977},10978"arch5__normal__w1000_r5": {10979"n": 866,10980"ratio": 1.194706762892716,10981"dm_p": 0.0014265660909968546,10982"dm_stat": 3.199548603087138510983},10984"arch5__skewt__w1000_r5": {10985"n": 866,10986"ratio": 1.2148743199316967,10987"dm_p": 0.0010613906747096397,10988"dm_stat": 3.28484777069825710989},10990"arch5__t__w1000_r5": {10991"n": 866,10992"ratio": 1.2046794631505515,10993"dm_p": 0.0019138142506243002,10994"dm_stat": 3.112852244520315710995},10996"avgarch11__ged__w1000_r5": {10997"n": 866,10998"ratio": 1.0433128297084213,10999"dm_p": 0.5899837467961739,11000"dm_stat": 0.539060605804033611001},11002"avgarch11__normal__w1000_r5": {11003"n": 866,11004"ratio": 1.03158450087675,11005"dm_p": 0.6790063275099242,11006"dm_stat": 0.41395958121883311007},11008"avgarch11__skewt__w1000_r5": {11009"n": 866,11010"ratio": 1.0494257782582193,11011"dm_p": 0.5961880136031873,11012"dm_stat": 0.530086475650929611013},11014"avgarch11__t__w1000_r5": {11015"n": 866,11016"ratio": 1.0410897399486392,11017"dm_p": 0.6206746581058098,11018"dm_stat": 0.495072522639171711019},11020"cgarch11__ged__w1000_r5": {11021"n": 866,11022"ratio": 1.08707642520748,11023"dm_p": 0.05765145345477767,11024"dm_stat": 1.900868045138487611025},11026"cgarch11__normal__w1000_r5": {11027"n": 866,11028"ratio": 1.0499761906136538,11029"dm_p": 0.184212340742226,11030"dm_stat": 1.328957761760911811031},11032"cgarch11__skewt__w1000_r5": {11033"n": 866,11034"ratio": 1.1063710834700267,11035"dm_p": 0.05543670602990223,11036"dm_stat": 1.918025831511932511037},11038"cgarch11__t__w1000_r5": {11039"n": 866,11040"ratio": 1.1004096189920962,11041"dm_p": 0.05117129493226627,11042"dm_stat": 1.95275093223034911043},11044"constvar__normal__w1000_r5": {11045"n": 866,11046"ratio": 3.754234018892898,11047"dm_p": 0.10536859349361337,11048"dm_stat": 1.621062878358112211049},11050"egarch11__ged__w1000_r5": {11051"n": 866,11052"ratio": 1.0163358418550488,11053"dm_p": 0.8667609455335118,11054"dm_stat": 0.1678240303773981811055},11056"egarch11__normal__w1000_r5": {11057"n": 866,11058"ratio": 0.997394041939784,11059"dm_p": 0.9771565791662493,11060"dm_stat": -0.02864217829247514211061},11062"egarch11__skewt__w1000_r5": {11063"n": 866,11064"ratio": 1.0245400567048208,11065"dm_p": 0.8226364074394473,11066"dm_stat": 0.2242234243818714611067},11068"egarch11__t__w1000_r5": {11069"n": 866,11070"ratio": 1.015504513053814,11071"dm_p": 0.8783516587637663,11072"dm_stat": 0.1531043935383015511073},11074"ewma094__normal__w1000_r5": {11075"n": 866,11076"ratio": 1.2352474140171448,11077"dm_p": 0.048379432287371016,11078"dm_stat": 1.976817935335683211079},11080"figarch11__ged__w1000_r5": {11081"n": 866,11082"ratio": 1.0516181278992034,11083"dm_p": 0.20103337709661206,11084"dm_stat": 1.27958742294765911085},11086"figarch11__normal__w1000_r5": {11087"n": 866,11088"ratio": 1.0459038057399161,11089"dm_p": 0.2508346925805206,11090"dm_stat": 1.149094395827823211091},11092"figarch11__skewt__w1000_r5": {11093"n": 866,11094"ratio": 1.0650453329018539,11095"dm_p": 0.14289023990277566,11096"dm_stat": 1.466446070718360611097},11098"figarch11__t__w1000_r5": {11099"n": 866,11100"ratio": 1.0542338210800017,11101"dm_p": 0.18952564352047183,11102"dm_stat": 1.313016381106477211103},11104"garch11__ged__w1000_r5": {11105"n": 866,11106"ratio": 1.0082901668521171,11107"dm_p": 0.1841447131767106,11108"dm_stat": 1.329162845038561711109},11110"garch11__normal__w1000_r5": {11111"n": 866,11112"ratio": 1.0,11113"dm_p": 1.0,11114"dm_stat": 0.011115},11116"garch11__skewt__w1000_r5": {11117"n": 866,11118"ratio": 1.0167046287603694,11119"dm_p": 0.37794556590978207,11120"dm_stat": 0.882141116904332711121},11122"garch11__t__w1000_r5": {11123"n": 866,11124"ratio": 1.0079895235818277,11125"dm_p": 0.4006019530931805,11126"dm_stat": 0.840961422555956111127},11128"garch12__ged__w1000_r5": {11129"n": 866,11130"ratio": 1.0085775953381695,11131"dm_p": 0.18776090824865654,11132"dm_stat": 1.318273988778058311133},11134"garch12__normal__w1000_r5": {11135"n": 866,11136"ratio": 0.9982270847121776,11137"dm_p": 0.5236457189771808,11138"dm_stat": -0.637995107024494811139},11140"garch12__skewt__w1000_r5": {11141"n": 866,11142"ratio": 1.0173113317929448,11143"dm_p": 0.36150795748271636,11144"dm_stat": 0.912979031914583811145},11146"garch12__t__w1000_r5": {11147"n": 866,11148"ratio": 1.008428506459289,11149"dm_p": 0.37932048877190355,11150"dm_stat": 0.879599707500975511151},11152"garch21__ged__w1000_r5": {11153"n": 866,11154"ratio": 1.0221736780284019,11155"dm_p": 0.10399435187710912,11156"dm_stat": 1.627503613276246811157},11158"garch21__normal__w1000_r5": {11159"n": 866,11160"ratio": 1.005625683915208,11161"dm_p": 0.6295886249991632,11162"dm_stat": 0.482477812139561711163},11164"garch21__skewt__w1000_r5": {11165"n": 866,11166"ratio": 1.032514406996189,11167"dm_p": 0.05306210997135002,11168"dm_stat": 1.937069827371597811169},11170"garch21__t__w1000_r5": {11171"n": 866,11172"ratio": 1.0281045229302723,11173"dm_p": 0.06667957553645268,11174"dm_stat": 1.8361429745679311175},11176"garchm11__ged__w1000_r5": {11177"n": 866,11178"ratio": 1.0023595352796977,11179"dm_p": 0.764483063076362,11180"dm_stat": 0.2996933591517768611181},11182"garchm11__normal__w1000_r5": {11183"n": 866,11184"ratio": 0.9955127231923374,11185"dm_p": 0.2768183665688527,11186"dm_stat": -1.08818086587696511187},11188"garchm11__skewt__w1000_r5": {11189"n": 866,11190"ratio": 1.0116552164431412,11191"dm_p": 0.56362660058516,11192"dm_stat": 0.577685808595837511193},11194"garchm11__t__w1000_r5": {11195"n": 866,11196"ratio": 1.00255723594223,11197"dm_p": 0.8092524740513887,11198"dm_stat": 0.2414643457387304311199},11200"garchx_rv11__normal__w1000_r5": {11201"n": 866,11202"ratio": 1.0134023334309599,11203"dm_p": 0.8173290685739442,11204"dm_stat": 0.2310519679107553811205},11206"garchx_rv11__t__w1000_r5": {11207"n": 866,11208"ratio": 0.9991921971385587,11209"dm_p": 0.9881879718684546,11210"dm_stat": -0.0148090030234715711211},11212"gas_t11__t__w1000_r5": {11213"n": 866,11214"ratio": 1.0190255381611564,11215"dm_p": 0.7435350535558385,11216"dm_stat": 0.3272803309815171511217},11218"gjr11__ged__w1000_r5": {11219"n": 866,11220"ratio": 0.9603450296736534,11221"dm_p": 0.32083743223233396,11222"dm_stat": -0.99330846140387211223},11224"gjr11__normal__w1000_r5": {11225"n": 866,11226"ratio": 0.9490414097024895,11227"dm_p": 0.17337708780516994,11228"dm_stat": -1.36255611703261511229},11230"gjr11__skewt__w1000_r5": {11231"n": 866,11232"ratio": 0.9757211938922319,11233"dm_p": 0.6129730163769211,11234"dm_stat": -0.506017898221269211235},11236"gjr11__t__w1000_r5": {11237"n": 866,11238"ratio": 0.9613467377961219,11239"dm_p": 0.36070451905043993,11240"dm_stat": -0.914508577324606311241},11242"har_rv__empirical__w1000_r5": {11243"n": 866,11244"ratio": 1.0749259626105556,11245"dm_p": 0.22391999311728603,11246"dm_stat": 1.217042478856274811247},11248"heavy11__normal__w1000_r5": {11249"n": 866,11250"ratio": 1.0167375987311982,11251"dm_p": 0.7808960633927052,11252"dm_stat": 0.278238127095572811253},11254"heavy11__t__w1000_r5": {11255"n": 866,11256"ratio": 1.0003614573052837,11257"dm_p": 0.9949010464478321,11258"dm_stat": 0.00639248141739302711259},11260"histvar22__empirical__w1000_r5": {11261"n": 866,11262"ratio": 1.3729171028814375,11263"dm_p": 0.039186419502564955,11264"dm_stat": 2.065359338099596711265},11266"histvar252__empirical__w1000_r5": {11267"n": 866,11268"ratio": 3.1464654484438976,11269"dm_p": 0.09231261467938244,11270"dm_stat": 1.685189968535153211271},11272"histvar66__empirical__w1000_r5": {11273"n": 866,11274"ratio": 2.1081441951373807,11275"dm_p": 0.02104659244145564,11276"dm_stat": 2.311371169971921311277},11278"igarch11__ged__w1000_r5": {11279"n": 866,11280"ratio": 1.0668605440851766,11281"dm_p": 0.31105463814778467,11282"dm_stat": 1.013605135064871811283},11284"igarch11__normal__w1000_r5": {11285"n": 866,11286"ratio": 1.066183174405733,11287"dm_p": 0.3193183560977427,11288"dm_stat": 0.996433215483048511289},11290"igarch11__skewt__w1000_r5": {11291"n": 866,11292"ratio": 1.0816500248208594,11293"dm_p": 0.22315981069939797,11294"dm_stat": 1.219044024147687611295},11296"igarch11__t__w1000_r5": {11297"n": 866,11298"ratio": 1.0793955091366465,11299"dm_p": 0.24465503568024197,11300"dm_stat": 1.164222057487720511301},11302"loghar_rv__empirical__w1000_r5": {11303"n": 866,11304"ratio": 1.0571399145194251,11305"dm_p": 0.6611144874393057,11306"dm_stat": 0.438526054486337911307},11308"msgarch2__normal__w1000_r5": {11309"n": 866,11310"ratio": 1.1477639923321232,11311"dm_p": 0.29387245610784274,11312"dm_stat": 1.050302372523238511313},11314"msgarch2__t__w1000_r5": {11315"n": 866,11316"ratio": 1.0606023177129267,11317"dm_p": 0.4083111402773513,11318"dm_stat": 0.827271869965978311319},11320"nagarch11__ged__w1000_r5": {11321"n": 866,11322"ratio": 0.9804339596289469,11323"dm_p": 0.6683728515912045,11324"dm_stat": -0.428528808347107911325},11326"nagarch11__normal__w1000_r5": {11327"n": 866,11328"ratio": 0.9657884887929878,11329"dm_p": 0.4101540597581363,11330"dm_stat": -0.824022251216138711331},11332"nagarch11__skewt__w1000_r5": {11333"n": 866,11334"ratio": 1.003780311257556,11335"dm_p": 0.9503520465024878,11336"dm_stat": 0.0622827588586691611337},11338"nagarch11__t__w1000_r5": {11339"n": 866,11340"ratio": 0.9845448202189996,11341"dm_p": 0.7543228607594257,11342"dm_stat": -0.3130437814308675311343},11344"qgarch11__ged__w1000_r5": {11345"n": 866,11346"ratio": 0.984077559719995,11347"dm_p": 0.6532665770917097,11348"dm_stat": -0.449384927582774211349},11350"qgarch11__normal__w1000_r5": {11351"n": 866,11352"ratio": 0.9698307840679176,11353"dm_p": 0.32420136311158304,11354"dm_stat": -0.9864231075605211355},11356"qgarch11__skewt__w1000_r5": {11357"n": 866,11358"ratio": 1.0009835481977267,11359"dm_p": 0.9851798658208901,11360"dm_stat": 0.0185807230736324911361},11362"qgarch11__t__w1000_r5": {11363"n": 866,11364"ratio": 0.9860422671781742,11365"dm_p": 0.7313810839345148,11366"dm_stat": -0.3433998944677862411367},11368"realgarch11__normal__w1000_r5": {11369"n": 866,11370"ratio": 1.140181746317096,11371"dm_p": 0.1566624928533178,11372"dm_stat": 1.417617782327126311373},11374"realgarch11__t__w1000_r5": {11375"n": 866,11376"ratio": 1.2731041754177832,11377"dm_p": 0.06657489270997098,11378"dm_stat": 1.83685069018585111379},11380"rm2006__normal__w1000_r5": {11381"n": 866,11382"ratio": 1.153237888303473,11383"dm_p": 0.08145121851861889,11384"dm_stat": 1.7443617322867211385},11386"rm_rw__empirical__w1000_r5": {11387"n": 866,11388"ratio": 3.6674827705794413,11389"dm_p": 4.9099354673613654e-21,11390"dm_stat": 9.66013000690607611391},11392"tarch11__ged__w1000_r5": {11393"n": 866,11394"ratio": 0.9964295519170464,11395"dm_p": 0.9628277944783871,11396"dm_stat": -0.046618817724128311397},11398"tarch11__normal__w1000_r5": {11399"n": 866,11400"ratio": 0.9760671567788793,11401"dm_p": 0.7319137457714131,11402"dm_stat": -0.3426915918940934311403},11404"tarch11__skewt__w1000_r5": {11405"n": 866,11406"ratio": 1.0062043084206154,11407"dm_p": 0.9432124321438325,11408"dm_stat": 0.0712535515161873811409},11410"tarch11__t__w1000_r5": {11411"n": 866,11412"ratio": 0.9956431817364891,11413"dm_p": 0.9562428942419059,11414"dm_stat": -0.0548848263400634411415}11416},11417"vol_tercile66=low": {11418"aparch11__ged__w1000_r5": {11419"n": 1385,11420"ratio": 1.269378987028524,11421"dm_p": 0.05408665950631466,11422"dm_stat": 1.927782022667757811423},11424"aparch11__normal__w1000_r5": {11425"n": 1385,11426"ratio": 1.298800815447647,11427"dm_p": 0.14446214843155783,11428"dm_stat": 1.460199710882079411429},11430"aparch11__skewt__w1000_r5": {11431"n": 1385,11432"ratio": 3.408226620780643,11433"dm_p": 0.19077049452280823,11434"dm_stat": 1.308944344084097811435},11436"aparch11__t__w1000_r5": {11437"n": 1385,11438"ratio": 3.0145061334256535,11439"dm_p": 0.2639517346148533,11440"dm_stat": 1.117553405117622111441},11442"arch5__ged__w1000_r5": {11443"n": 1385,11444"ratio": 1.0882051768505474,11445"dm_p": 0.003987957099471084,11446"dm_stat": 2.883951367955045311447},11448"arch5__normal__w1000_r5": {11449"n": 1385,11450"ratio": 1.0921964441962975,11451"dm_p": 0.003230759118742297,11452"dm_stat": 2.950037378219189311453},11454"arch5__skewt__w1000_r5": {11455"n": 1385,11456"ratio": 1.0858982464427704,11457"dm_p": 0.004125612985167894,11458"dm_stat": 2.87318266271454311459},11460"arch5__t__w1000_r5": {11461"n": 1385,11462"ratio": 1.0879841898386275,11463"dm_p": 0.0039447922980538055,11464"dm_stat": 2.88739773696016211465},11466"avgarch11__ged__w1000_r5": {11467"n": 1385,11468"ratio": 1.0049983102027056,11469"dm_p": 0.7378725371690603,11470"dm_stat": 0.3347392180813394411471},11472"avgarch11__normal__w1000_r5": {11473"n": 1385,11474"ratio": 1.008696972140341,11475"dm_p": 0.569105581286884,11476"dm_stat": 0.569505465569005411477},11478"avgarch11__skewt__w1000_r5": {11479"n": 1385,11480"ratio": 1.0011744059529861,11481"dm_p": 0.9446030264924502,11482"dm_stat": 0.069498298789089611483},11484"avgarch11__t__w1000_r5": {11485"n": 1385,11486"ratio": 1.0035934238971909,11487"dm_p": 0.8154099073429054,11488"dm_stat": 0.2334971569139641711489},11490"cgarch11__ged__w1000_r5": {11491"n": 1385,11492"ratio": 1.0049928389017668,11493"dm_p": 0.8502966339623,11494"dm_stat": 0.1887752674093213511495},11496"cgarch11__normal__w1000_r5": {11497"n": 1385,11498"ratio": 1.0034463756749339,11499"dm_p": 0.879376864538224,11500"dm_stat": 0.151787245335093811501},11502"cgarch11__skewt__w1000_r5": {11503"n": 1385,11504"ratio": 1.004525313967009,11505"dm_p": 0.8750301597702842,11506"dm_stat": 0.1573015290713238311507},11508"cgarch11__t__w1000_r5": {11509"n": 1385,11510"ratio": 1.0073496848408448,11511"dm_p": 0.7928231691117713,11512"dm_stat": 0.2626970753962256711513},11514"constvar__normal__w1000_r5": {11515"n": 1385,11516"ratio": 1.4762275593380487,11517"dm_p": 5.884887693549506e-15,11518"dm_stat": 7.89456854733870411519},11520"egarch11__ged__w1000_r5": {11521"n": 1385,11522"ratio": 1.0846289869701689,11523"dm_p": 0.32664926916940945,11524"dm_stat": 0.981233157499361411525},11526"egarch11__normal__w1000_r5": {11527"n": 1385,11528"ratio": 49.392461329497834,11529"dm_p": 0.3132244500370222,11530"dm_stat": 1.008846809404369211531},11532"egarch11__skewt__w1000_r5": {11533"n": 1381,11534"ratio": 1.0075418470157242,11535"dm_p": 0.9160475616610959,11536"dm_stat": 0.1054329904780009511537},11538"egarch11__t__w1000_r5": {11539"n": 1381,11540"ratio": 1.0050780599291644,11541"dm_p": 0.9426148078038945,11542"dm_stat": 0.0719968996835931911543},11544"ewma094__normal__w1000_r5": {11545"n": 1385,11546"ratio": 1.023597254044579,11547"dm_p": 0.6819656317360101,11548"dm_stat": 0.4098687909531960611549},11550"figarch11__ged__w1000_r5": {11551"n": 1385,11552"ratio": 0.9973029746644871,11553"dm_p": 0.9288490691634086,11554"dm_stat": -0.0893092443794208411555},11556"figarch11__normal__w1000_r5": {11557"n": 1385,11558"ratio": 0.9988873810945129,11559"dm_p": 0.9677387012685169,11560"dm_stat": -0.0404518837231909611561},11562"figarch11__skewt__w1000_r5": {11563"n": 1385,11564"ratio": 0.9958836711463186,11565"dm_p": 0.8919213992436612,11566"dm_stat": -0.13589835476265211567},11568"figarch11__t__w1000_r5": {11569"n": 1385,11570"ratio": 0.9961226995947955,11571"dm_p": 0.8954203830334904,11572"dm_stat": -0.1314728351902944611573},11574"garch11__ged__w1000_r5": {11575"n": 1385,11576"ratio": 0.9976221230221255,11577"dm_p": 0.311150985692145,11578"dm_stat": -1.013180621929313411579},11580"garch11__normal__w1000_r5": {11581"n": 1385,11582"ratio": 1.0,11583"dm_p": 1.0,11584"dm_stat": 0.011585},11586"garch11__skewt__w1000_r5": {11587"n": 1385,11588"ratio": 0.9946450656939134,11589"dm_p": 0.36534358148491675,11590"dm_stat": -0.905527549214889111591},11592"garch11__t__w1000_r5": {11593"n": 1385,11594"ratio": 0.9984878957330193,11595"dm_p": 0.7299302206758932,11596"dm_stat": -0.3452881548754251411597},11598"garch12__ged__w1000_r5": {11599"n": 1385,11600"ratio": 0.9966095963416235,11601"dm_p": 0.19659783422168148,11602"dm_stat": -1.291927807489288811603},11604"garch12__normal__w1000_r5": {11605"n": 1385,11606"ratio": 0.9990062625071288,11607"dm_p": 0.19806546011897866,11608"dm_stat": -1.287700653074078411609},11610"garch12__skewt__w1000_r5": {11611"n": 1385,11612"ratio": 0.99447309671605,11613"dm_p": 0.35360428302717983,11614"dm_stat": -0.927932689412241311615},11616"garch12__t__w1000_r5": {11617"n": 1385,11618"ratio": 0.9981644278852551,11619"dm_p": 0.679365031895869,11620"dm_stat": -0.413417186536736411621},11622"garch21__ged__w1000_r5": {11623"n": 1385,11624"ratio": 1.0009911249084633,11625"dm_p": 0.9324931942195716,11626"dm_stat": 0.0847238421906035511627},11628"garch21__normal__w1000_r5": {11629"n": 1385,11630"ratio": 1.0046115149796582,11631"dm_p": 0.6909949269525111,11632"dm_stat": 0.397588396585017911633},11634"garch21__skewt__w1000_r5": {11635"n": 1385,11636"ratio": 0.9950663919479814,11637"dm_p": 0.6854340285394042,11638"dm_stat": -0.405144341460451211639},11640"garch21__t__w1000_r5": {11641"n": 1385,11642"ratio": 0.9997270906924692,11643"dm_p": 0.9816467755266765,11644"dm_stat": -0.0230085425213152511645},11646"garchm11__ged__w1000_r5": {11647"n": 1385,11648"ratio": 0.9971678934774919,11649"dm_p": 0.5135942343628342,11650"dm_stat": -0.653419769260782411651},11652"garchm11__normal__w1000_r5": {11653"n": 1385,11654"ratio": 0.9993512727195573,11655"dm_p": 0.8862959555685771,11656"dm_stat": -0.1430190488484969811657},11658"garchm11__skewt__w1000_r5": {11659"n": 1385,11660"ratio": 0.9963822627443301,11661"dm_p": 0.5673100330885986,11662"dm_stat": -0.572154789826625611663},11664"garchm11__t__w1000_r5": {11665"n": 1385,11666"ratio": 0.9982672531225892,11667"dm_p": 0.7070169091951378,11668"dm_stat": -0.375942971751144311669},11670"garchx_rv11__normal__w1000_r5": {11671"n": 1385,11672"ratio": 0.9751628113234616,11673"dm_p": 0.2123727080415582,11674"dm_stat": -1.24764347377717911675},11676"garchx_rv11__t__w1000_r5": {11677"n": 1385,11678"ratio": 0.9750660260564282,11679"dm_p": 0.19363043931111593,11680"dm_stat": -1.300545922768504111681},11682"gas_t11__t__w1000_r5": {11683"n": 1385,11684"ratio": 0.998771200305009,11685"dm_p": 0.9098155942007137,11686"dm_stat": -0.1132918687296572411687},11688"gjr11__ged__w1000_r5": {11689"n": 1385,11690"ratio": 0.9590743806574887,11691"dm_p": 0.17591111079643526,11692"dm_stat": -1.354145207119750411693},11694"gjr11__normal__w1000_r5": {11695"n": 1385,11696"ratio": 0.9646929007569951,11697"dm_p": 0.23925309360731578,11698"dm_stat": -1.177362960868527211699},11700"gjr11__skewt__w1000_r5": {11701"n": 1385,11702"ratio": 0.9586812360367241,11703"dm_p": 0.2205308103677283,11704"dm_stat": -1.225671585067804811705},11706"gjr11__t__w1000_r5": {11707"n": 1385,11708"ratio": 0.9630834661807075,11709"dm_p": 0.25715360579818597,11710"dm_stat": -1.133612133423393711711},11712"har_rv__empirical__w1000_r5": {11713"n": 1385,11714"ratio": 1.0574726440497961,11715"dm_p": 0.0135729805991922,11716"dm_stat": 2.471536739301952511717},11718"heavy11__normal__w1000_r5": {11719"n": 1385,11720"ratio": 0.9748003680314081,11721"dm_p": 0.21549532566429674,11722"dm_stat": -1.239162761671534811723},11724"heavy11__t__w1000_r5": {11725"n": 1385,11726"ratio": 0.9743934032764378,11727"dm_p": 0.1904083713984172,11728"dm_stat": -1.310014342791750811729},11730"histvar22__empirical__w1000_r5": {11731"n": 1385,11732"ratio": 1.2199284830898693,11733"dm_p": 0.06329151283914897,11734"dm_stat": 1.858631735136701911735},11736"histvar252__empirical__w1000_r5": {11737"n": 1385,11738"ratio": 1.2929692878107888,11739"dm_p": 0.0007154055743796874,11740"dm_stat": 3.39123032507806811741},11742"histvar66__empirical__w1000_r5": {11743"n": 1385,11744"ratio": 1.1495013660162994,11745"dm_p": 0.1205053575658498,11746"dm_stat": 1.553613114774559811747},11748"igarch11__ged__w1000_r5": {11749"n": 1385,11750"ratio": 0.9891417596886836,11751"dm_p": 0.7343231160132454,11752"dm_stat": -0.339448861780835111753},11754"igarch11__normal__w1000_r5": {11755"n": 1385,11756"ratio": 0.992217928032693,11757"dm_p": 0.8049290873349302,11758"dm_stat": -0.2470203806354685811759},11760"igarch11__skewt__w1000_r5": {11761"n": 1385,11762"ratio": 0.9894909942513899,11763"dm_p": 0.7482763245315455,11764"dm_stat": -0.320976943133573511765},11766"igarch11__t__w1000_r5": {11767"n": 1385,11768"ratio": 0.9935629651313214,11769"dm_p": 0.8466107213291346,11770"dm_stat": -0.1934809411838362411771},11772"loghar_rv__empirical__w1000_r5": {11773"n": 1385,11774"ratio": 0.9376911363381654,11775"dm_p": 0.10164629280149769,11776"dm_stat": -1.638012991672401611777},11778"msgarch2__normal__w1000_r5": {11779"n": 1385,11780"ratio": 1.0611858245673278,11781"dm_p": 0.07747050588341466,11782"dm_stat": 1.766869212758568811783},11784"msgarch2__t__w1000_r5": {11785"n": 1385,11786"ratio": 1.0275310811746672,11787"dm_p": 0.3233078408919127,11788"dm_stat": 0.988035746769689211789},11790"nagarch11__ged__w1000_r5": {11791"n": 1385,11792"ratio": 1.0310858570473551,11793"dm_p": 0.7492750681666646,11794"dm_stat": 0.31965902691194111795},11796"nagarch11__normal__w1000_r5": {11797"n": 1385,11798"ratio": 0.9852210806695925,11799"dm_p": 0.8359451406324209,11800"dm_stat": -0.2071218839217173811801},11802"nagarch11__skewt__w1000_r5": {11803"n": 1385,11804"ratio": 0.9883642604541094,11805"dm_p": 0.8538691930777341,11806"dm_stat": -0.1842182976604876711807},11808"nagarch11__t__w1000_r5": {11809"n": 1385,11810"ratio": 1.0024783970250541,11811"dm_p": 0.9726042866244083,11812"dm_stat": 0.0343483954364828611813},11814"qgarch11__ged__w1000_r5": {11815"n": 1385,11816"ratio": 0.9604815717254938,11817"dm_p": 0.25990666872520596,11818"dm_stat": -1.127073750767103411819},11820"qgarch11__normal__w1000_r5": {11821"n": 1385,11822"ratio": 0.9600683380547511,11823"dm_p": 0.2537089155986594,11824"dm_stat": -1.141861965650291711825},11826"qgarch11__skewt__w1000_r5": {11827"n": 1385,11828"ratio": 0.9658951051790947,11829"dm_p": 0.3510396507027683,11830"dm_stat": -0.932889671307694211831},11832"qgarch11__t__w1000_r5": {11833"n": 1385,11834"ratio": 0.9643036369318748,11835"dm_p": 0.31579970448690825,11836"dm_stat": -1.00349042858746811837},11838"realgarch11__normal__w1000_r5": {11839"n": 1385,11840"ratio": 0.9638267308691767,11841"dm_p": 0.2724913988099927,11842"dm_stat": -1.097780270819558811843},11844"realgarch11__t__w1000_r5": {11845"n": 1385,11846"ratio": 0.9639792880697274,11847"dm_p": 0.28666415832567815,11848"dm_stat": -1.065879198582451211849},11850"rm2006__normal__w1000_r5": {11851"n": 1385,11852"ratio": 0.9706925514275897,11853"dm_p": 0.34195368562209905,11854"dm_stat": -0.950638910512018311855},11856"rm_rw__empirical__w1000_r5": {11857"n": 1385,11858"ratio": 3.1141867218832116,11859"dm_p": 6.698703172953234e-17,11860"dm_stat": 8.46014950987633311861},11862"tarch11__ged__w1000_r5": {11863"n": 1385,11864"ratio": 0.9712240677706161,11865"dm_p": 0.5178936911981932,11866"dm_stat": -0.646761290790696811867},11868"tarch11__normal__w1000_r5": {11869"n": 1385,11870"ratio": 0.9736456751693042,11871"dm_p": 0.5510247249205817,11872"dm_stat": -0.596371317398465311873},11874"tarch11__skewt__w1000_r5": {11875"n": 1385,11876"ratio": 0.9642903339823367,11877"dm_p": 0.42700475438225355,11878"dm_stat": -0.794561657363637811879},11880"tarch11__t__w1000_r5": {11881"n": 1385,11882"ratio": 0.9662200937892003,11883"dm_p": 0.4459916471475421,11884"dm_stat": -0.762332219013493111885}11886},11887"vol_tercile66=mid": {11888"aparch11__ged__w1000_r5": {11889"n": 467,11890"ratio": 0.9062465889761478,11891"dm_p": 0.09615689413846906,11892"dm_stat": -1.667147778937997411893},11894"aparch11__normal__w1000_r5": {11895"n": 467,11896"ratio": 0.9090279969487438,11897"dm_p": 0.09676044079936402,11898"dm_stat": -1.664121240988836611899},11900"aparch11__skewt__w1000_r5": {11901"n": 467,11902"ratio": 1.0974280647417065,11903"dm_p": 0.6038631359162128,11904"dm_stat": 0.519206651998449711905},11906"aparch11__t__w1000_r5": {11907"n": 467,11908"ratio": 0.9700869082489977,11909"dm_p": 0.7526471596226374,11910"dm_stat": -0.3153367342504131411911},11912"arch5__ged__w1000_r5": {11913"n": 467,11914"ratio": 0.9915347351870939,11915"dm_p": 0.882258915529873,11916"dm_stat": -0.1481874747576083211917},11918"arch5__normal__w1000_r5": {11919"n": 467,11920"ratio": 0.9927267971437962,11921"dm_p": 0.898202447015163,11922"dm_stat": -0.128002205879803211923},11924"arch5__skewt__w1000_r5": {11925"n": 467,11926"ratio": 1.0041261492690583,11927"dm_p": 0.9492916046215559,11928"dm_stat": 0.0636306576451155711929},11930"arch5__t__w1000_r5": {11931"n": 467,11932"ratio": 0.9928801165523595,11933"dm_p": 0.902091320304759,11934"dm_stat": -0.1230869402523871611935},11936"avgarch11__ged__w1000_r5": {11937"n": 467,11938"ratio": 0.9661406776019001,11939"dm_p": 0.09997155840162936,11940"dm_stat": -1.648268644232041111941},11942"avgarch11__normal__w1000_r5": {11943"n": 467,11944"ratio": 0.9696446603285345,11945"dm_p": 0.1529515886343472,11946"dm_stat": -1.43151989137570911947},11948"avgarch11__skewt__w1000_r5": {11949"n": 467,11950"ratio": 0.9747306507504235,11951"dm_p": 0.22840679834615663,11952"dm_stat": -1.20605877938699711953},11954"avgarch11__t__w1000_r5": {11955"n": 467,11956"ratio": 0.966566212971322,11957"dm_p": 0.11110029082387855,11958"dm_stat": -1.59629743119888511959},11960"cgarch11__ged__w1000_r5": {11961"n": 467,11962"ratio": 1.0177791004465422,11963"dm_p": 0.5010118511125167,11964"dm_stat": 0.67342334177615111965},11966"cgarch11__normal__w1000_r5": {11967"n": 467,11968"ratio": 1.024268206615299,11969"dm_p": 0.35358735523244944,11970"dm_stat": 0.928580306977144111971},11972"cgarch11__skewt__w1000_r5": {11973"n": 467,11974"ratio": 1.029933225603487,11975"dm_p": 0.4144704519083427,11976"dm_stat": 0.816781864970966511977},11978"cgarch11__t__w1000_r5": {11979"n": 467,11980"ratio": 1.015287567854423,11981"dm_p": 0.5719109552559983,11982"dm_stat": 0.565639736682994911983},11984"constvar__normal__w1000_r5": {11985"n": 467,11986"ratio": 1.4485778991499019,11987"dm_p": 0.10085411853778359,11988"dm_stat": 1.643983139053042611989},11990"egarch11__ged__w1000_r5": {11991"n": 467,11992"ratio": 1.1986485036592442,11993"dm_p": 0.21614890569801964,11994"dm_stat": 1.238514405558167411995},11996"egarch11__normal__w1000_r5": {11997"n": 467,11998"ratio": 1.5191479391026272,11999"dm_p": 0.06356804249002765,12000"dm_stat": 1.859628641028792312001},12002"egarch11__skewt__w1000_r5": {12003"n": 456,12004"ratio": 1.0338635795687736,12005"dm_p": 0.7067665513512995,12006"dm_stat": 0.376438298976035312007},12008"egarch11__t__w1000_r5": {12009"n": 461,12010"ratio": 1.0640704623300665,12011"dm_p": 0.5865458525574176,12012"dm_stat": 0.544231532281397812013},12014"ewma094__normal__w1000_r5": {12015"n": 467,12016"ratio": 1.0339520155103086,12017"dm_p": 0.22752304787990613,12018"dm_stat": 1.208356336506821712019},12020"figarch11__ged__w1000_r5": {12021"n": 467,12022"ratio": 0.9876609767122363,12023"dm_p": 0.6274453277845428,12024"dm_stat": -0.485647559286871212025},12026"figarch11__normal__w1000_r5": {12027"n": 467,12028"ratio": 0.9870592327479226,12029"dm_p": 0.6103605175921959,12030"dm_stat": -0.509903440921891112031},12032"figarch11__skewt__w1000_r5": {12033"n": 467,12034"ratio": 1.0105450625056174,12035"dm_p": 0.6913430694691389,12036"dm_stat": 0.397279760869101512037},12038"figarch11__t__w1000_r5": {12039"n": 467,12040"ratio": 0.9892647675955053,12041"dm_p": 0.6743570830321496,12042"dm_stat": -0.4204410635255041412043},12044"garch11__ged__w1000_r5": {12045"n": 467,12046"ratio": 0.9970884720070976,12047"dm_p": 0.02451070483472484,12048"dm_stat": -2.25636056075611112049},12050"garch11__normal__w1000_r5": {12051"n": 467,12052"ratio": 1.0,12053"dm_p": 1.0,12054"dm_stat": 0.012055},12056"garch11__skewt__w1000_r5": {12057"n": 467,12058"ratio": 1.0172756035492116,12059"dm_p": 0.1788443043726086,12060"dm_stat": 1.34634961412271412061},12062"garch11__t__w1000_r5": {12063"n": 467,12064"ratio": 0.9989135000714462,12065"dm_p": 0.6623137957869499,12066"dm_stat": -0.436999972873466412067},12068"garch12__ged__w1000_r5": {12069"n": 467,12070"ratio": 1.0014933365684144,12071"dm_p": 0.712727783997838,12072"dm_stat": 0.368419473781790212073},12074"garch12__normal__w1000_r5": {12075"n": 467,12076"ratio": 1.0051526439311171,12077"dm_p": 0.13584495364835789,12078"dm_stat": 1.494028520130140612079},12080"garch12__skewt__w1000_r5": {12081"n": 467,12082"ratio": 1.0203866230905174,12083"dm_p": 0.13462712209455113,12084"dm_stat": 1.498705587780378312085},12086"garch12__t__w1000_r5": {12087"n": 467,12088"ratio": 1.0023574047149042,12089"dm_p": 0.6280014294631305,12090"dm_stat": 0.484862908956794112091},12092"garch21__ged__w1000_r5": {12093"n": 467,12094"ratio": 0.9955969511473597,12095"dm_p": 0.10798407361445454,12096"dm_stat": -1.610416548370780212097},12098"garch21__normal__w1000_r5": {12099"n": 467,12100"ratio": 0.9983478745267438,12101"dm_p": 0.5584943805778412,12102"dm_stat": -0.585500910119752712103},12104"garch21__skewt__w1000_r5": {12105"n": 467,12106"ratio": 1.015353069347939,12107"dm_p": 0.21102284451973632,12108"dm_stat": 1.252480976333074612109},12110"garch21__t__w1000_r5": {12111"n": 467,12112"ratio": 0.9975313670836168,12113"dm_p": 0.47502893032614635,12114"dm_stat": -0.714899828473055312115},12116"garchm11__ged__w1000_r5": {12117"n": 467,12118"ratio": 0.9887421144705681,12119"dm_p": 0.03494468147054368,12120"dm_stat": -2.115180321020245612121},12122"garchm11__normal__w1000_r5": {12123"n": 467,12124"ratio": 0.9963542728034597,12125"dm_p": 0.4084361807289142,12126"dm_stat": -0.827395922574075712127},12128"garchm11__skewt__w1000_r5": {12129"n": 467,12130"ratio": 1.0093483642594014,12131"dm_p": 0.4979894867759485,12132"dm_stat": 0.678187410999846712133},12134"garchm11__t__w1000_r5": {12135"n": 467,12136"ratio": 0.9909443622897677,12137"dm_p": 0.04568485201518395,12138"dm_stat": -2.00366047631202512139},12140"garchx_rv11__normal__w1000_r5": {12141"n": 467,12142"ratio": 0.8553697848025931,12143"dm_p": 0.1589552784457729,12144"dm_stat": -1.41085266224169612145},12146"garchx_rv11__t__w1000_r5": {12147"n": 467,12148"ratio": 0.8441675903949267,12149"dm_p": 0.13663959110492593,12150"dm_stat": -1.490994210506814112151},12152"gas_t11__t__w1000_r5": {12153"n": 467,12154"ratio": 0.965790564020761,12155"dm_p": 0.0266510446204911,12156"dm_stat": -2.223644508136047612157},12158"gjr11__ged__w1000_r5": {12159"n": 467,12160"ratio": 0.9983737187816237,12161"dm_p": 0.962901506230109,12162"dm_stat": -0.0465378465628241512163},12164"gjr11__normal__w1000_r5": {12165"n": 467,12166"ratio": 1.002607482025949,12167"dm_p": 0.9400399456149925,12168"dm_stat": 0.075260249106034312169},12170"gjr11__skewt__w1000_r5": {12171"n": 467,12172"ratio": 1.004139566693193,12173"dm_p": 0.9048033222307732,12174"dm_stat": 0.1196609282549740112175},12176"gjr11__t__w1000_r5": {12177"n": 467,12178"ratio": 0.9956437640471288,12179"dm_p": 0.9016425314464397,12180"dm_stat": -0.1236540238428344312181},12182"har_rv__empirical__w1000_r5": {12183"n": 467,12184"ratio": 0.955787609434826,12185"dm_p": 0.44090891647824176,12186"dm_stat": -0.771318797825660912187},12188"heavy11__normal__w1000_r5": {12189"n": 467,12190"ratio": 0.8398549868153662,12191"dm_p": 0.15649672660115152,12192"dm_stat": -1.41924296447577412193},12194"heavy11__t__w1000_r5": {12195"n": 467,12196"ratio": 0.8353271875337684,12197"dm_p": 0.14326439212654962,12198"dm_stat": -1.466214206584820712199},12200"histvar22__empirical__w1000_r5": {12201"n": 467,12202"ratio": 1.2415718448079331,12203"dm_p": 0.0008330700872850391,12204"dm_stat": 3.363506226545353712205},12206"histvar252__empirical__w1000_r5": {12207"n": 467,12208"ratio": 1.7718242424878055,12209"dm_p": 0.036748605423119404,12210"dm_stat": 2.094570874854076312211},12212"histvar66__empirical__w1000_r5": {12213"n": 467,12214"ratio": 1.2835356244672438,12215"dm_p": 0.04997663607867507,12216"dm_stat": 1.965268985414068812217},12218"igarch11__ged__w1000_r5": {12219"n": 467,12220"ratio": 0.946085867267198,12221"dm_p": 0.5635425648609097,12222"dm_stat": -0.578001107465645112223},12224"igarch11__normal__w1000_r5": {12225"n": 467,12226"ratio": 0.9483666880174605,12227"dm_p": 0.5832539890583196,12228"dm_stat": -0.549021020236903112229},12230"igarch11__skewt__w1000_r5": {12231"n": 467,12232"ratio": 0.9516679874926167,12233"dm_p": 0.5866945632382163,12234"dm_stat": -0.544010302577176312235},12236"igarch11__t__w1000_r5": {12237"n": 467,12238"ratio": 0.9475239992658981,12239"dm_p": 0.5752847993697886,12240"dm_stat": -0.560680547669392812241},12242"loghar_rv__empirical__w1000_r5": {12243"n": 467,12244"ratio": 0.8227489186105865,12245"dm_p": 0.03172427845068417,12246"dm_stat": -2.154354662517533412247},12248"msgarch2__normal__w1000_r5": {12249"n": 467,12250"ratio": 1.051220443210018,12251"dm_p": 0.35182249366232743,12252"dm_stat": 0.931993483565562912253},12254"msgarch2__t__w1000_r5": {12255"n": 467,12256"ratio": 1.0422234328357909,12257"dm_p": 0.1836229243426707,12258"dm_stat": 1.33166002071618312259},12260"nagarch11__ged__w1000_r5": {12261"n": 467,12262"ratio": 0.9164188125350199,12263"dm_p": 0.22827078673866938,12264"dm_stat": -1.20641196554900612265},12266"nagarch11__normal__w1000_r5": {12267"n": 467,12268"ratio": 0.9202875485178686,12269"dm_p": 0.23206660476412097,12270"dm_stat": -1.196611089611574712271},12272"nagarch11__skewt__w1000_r5": {12273"n": 467,12274"ratio": 0.9394522753179271,12275"dm_p": 0.46639556287330386,12276"dm_stat": -0.728954701260809712277},12278"nagarch11__t__w1000_r5": {12279"n": 467,12280"ratio": 0.9222740779599885,12281"dm_p": 0.31334798134322683,12282"dm_stat": -1.009313723703179512283},12284"qgarch11__ged__w1000_r5": {12285"n": 467,12286"ratio": 0.9627729674358605,12287"dm_p": 0.34038418508346907,12288"dm_stat": -0.95438383609387712289},12290"qgarch11__normal__w1000_r5": {12291"n": 467,12292"ratio": 0.9644083303785809,12293"dm_p": 0.36801125429047343,12294"dm_stat": -0.901079969232660612295},12296"qgarch11__skewt__w1000_r5": {12297"n": 467,12298"ratio": 0.9691136250108686,12299"dm_p": 0.3937305717837613,12300"dm_stat": -0.853662565999710612301},12302"qgarch11__t__w1000_r5": {12303"n": 467,12304"ratio": 0.9601645285558226,12305"dm_p": 0.3028900640842751,12306"dm_stat": -1.031396181749980212307},12308"realgarch11__normal__w1000_r5": {12309"n": 467,12310"ratio": 0.7912982528184767,12311"dm_p": 0.05281106245917194,12312"dm_stat": -1.94140959755511412313},12314"realgarch11__t__w1000_r5": {12315"n": 467,12316"ratio": 0.7873344704629623,12317"dm_p": 0.0561243393795549,12318"dm_stat": -1.914843916490423612319},12320"rm2006__normal__w1000_r5": {12321"n": 467,12322"ratio": 1.0237869449995638,12323"dm_p": 0.5129980853899122,12324"dm_stat": 0.654678002524716912325},12326"rm_rw__empirical__w1000_r5": {12327"n": 467,12328"ratio": 2.205835530632135,12329"dm_p": 2.1023834478968687e-08,12330"dm_stat": 5.70222527602770212331},12332"tarch11__ged__w1000_r5": {12333"n": 467,12334"ratio": 0.9057659390546098,12335"dm_p": 0.06524449702263659,12336"dm_stat": -1.84793994327772812337},12338"tarch11__normal__w1000_r5": {12339"n": 467,12340"ratio": 0.9105140229051866,12341"dm_p": 0.07681173273943893,12342"dm_stat": -1.773422763809446912343},12344"tarch11__skewt__w1000_r5": {12345"n": 467,12346"ratio": 0.9010909903770596,12347"dm_p": 0.0746195893267093,12348"dm_stat": -1.786800828101661912349},12350"tarch11__t__w1000_r5": {12351"n": 467,12352"ratio": 0.9023170257409792,12353"dm_p": 0.0689237543440323,12354"dm_stat": -1.82313316436122112355}12356},12357"prev_sign=neg": {12358"aparch11__ged__w1000_r5": {12359"n": 1257,12360"ratio": 1.1317730232454681,12361"dm_p": 0.13443643311877854,12362"dm_stat": 1.497800191732807212363},12364"aparch11__normal__w1000_r5": {12365"n": 1257,12366"ratio": 1.1737573073529133,12367"dm_p": 0.21188648071179586,12368"dm_stat": 1.24903096654571212369},12370"aparch11__skewt__w1000_r5": {12371"n": 1257,12372"ratio": 1.7870482509093586,12373"dm_p": 0.1468658360320659,12374"dm_stat": 1.451588307636728412375},12376"aparch11__t__w1000_r5": {12377"n": 1257,12378"ratio": 2.424599018977676,12379"dm_p": 0.2893490462259997,12380"dm_stat": 1.059998565754848712381},12382"arch5__ged__w1000_r5": {12383"n": 1257,12384"ratio": 1.0528517577023377,12385"dm_p": 0.11783793109674673,12386"dm_stat": 1.564986688047798312387},12388"arch5__normal__w1000_r5": {12389"n": 1257,12390"ratio": 1.051144369204111,12391"dm_p": 0.12959868522037923,12392"dm_stat": 1.516681756026313312393},12394"arch5__skewt__w1000_r5": {12395"n": 1257,12396"ratio": 1.0606222682365716,12397"dm_p": 0.09317380724410328,12398"dm_stat": 1.680165412437194312399},12400"arch5__t__w1000_r5": {12401"n": 1257,12402"ratio": 1.0533699429459003,12403"dm_p": 0.11291294253917984,12404"dm_stat": 1.586344276982160712405},12406"avgarch11__ged__w1000_r5": {12407"n": 1257,12408"ratio": 1.0178020999623814,12409"dm_p": 0.5519590033803023,12410"dm_stat": 0.594987495667184212411},12412"avgarch11__normal__w1000_r5": {12413"n": 1257,12414"ratio": 1.0138789252977551,12415"dm_p": 0.6338581773454112,12416"dm_stat": 0.4764198282267131412417},12418"avgarch11__skewt__w1000_r5": {12419"n": 1257,12420"ratio": 1.0260972790111473,12421"dm_p": 0.4677230949789294,12422"dm_stat": 0.726409536142856612423},12424"avgarch11__t__w1000_r5": {12425"n": 1257,12426"ratio": 1.0193099577976352,12427"dm_p": 0.5333752753080823,12428"dm_stat": 0.623034018659071612429},12430"cgarch11__ged__w1000_r5": {12431"n": 1257,12432"ratio": 1.04063393332918,12433"dm_p": 0.1415987735276559,12434"dm_stat": 1.470788580707973712435},12436"cgarch11__normal__w1000_r5": {12437"n": 1257,12438"ratio": 1.0305217165595961,12439"dm_p": 0.20287038413732048,12440"dm_stat": 1.27408106084730312441},12442"cgarch11__skewt__w1000_r5": {12443"n": 1257,12444"ratio": 1.058123351736835,12445"dm_p": 0.1014057811970639,12446"dm_stat": 1.639278111236734712447},12448"cgarch11__t__w1000_r5": {12449"n": 1257,12450"ratio": 1.0473473139164746,12451"dm_p": 0.11489579451205308,12452"dm_stat": 1.577658936153144612453},12454"constvar__normal__w1000_r5": {12455"n": 1257,12456"ratio": 2.0844318492892597,12457"dm_p": 0.07154304303624717,12458"dm_stat": 1.803539710617835712459},12460"egarch11__ged__w1000_r5": {12461"n": 1257,12462"ratio": 1.1028082930167287,12463"dm_p": 0.23807539079404108,12464"dm_stat": 1.180372993865896712465},12466"egarch11__normal__w1000_r5": {12467"n": 1257,12468"ratio": 59.00847208809975,12469"dm_p": 0.3150121652709806,12470"dm_stat": 1.0051626014924312471},12472"egarch11__skewt__w1000_r5": {12473"n": 1250,12474"ratio": 1.0320006747323889,12475"dm_p": 0.5773822862464402,12476"dm_stat": 0.55735863948278412477},12478"egarch11__t__w1000_r5": {12479"n": 1251,12480"ratio": 1.035682587866587,12481"dm_p": 0.537050973851075,12482"dm_stat": 0.617449145484478512483},12484"ewma094__normal__w1000_r5": {12485"n": 1257,12486"ratio": 1.1397525375004627,12487"dm_p": 0.011526748908505205,12488"dm_stat": 2.53002800891277312489},12490"figarch11__ged__w1000_r5": {12491"n": 1257,12492"ratio": 1.0158539409247933,12493"dm_p": 0.5446265397874809,12494"dm_stat": 0.605996551223317612495},12496"figarch11__normal__w1000_r5": {12497"n": 1257,12498"ratio": 1.0137188555759349,12499"dm_p": 0.5633684021257392,12500"dm_stat": 0.577999001836732512501},12502"figarch11__skewt__w1000_r5": {12503"n": 1257,12504"ratio": 1.0304187672206893,12505"dm_p": 0.2821603124748214,12506"dm_stat": 1.075940909174321712507},12508"figarch11__t__w1000_r5": {12509"n": 1257,12510"ratio": 1.016009806786188,12511"dm_p": 0.5373728567643432,12512"dm_stat": 0.616960107986460112513},12514"garch11__ged__w1000_r5": {12515"n": 1257,12516"ratio": 1.0019344579892442,12517"dm_p": 0.4124493086843673,12518"dm_stat": 0.819863799752546112519},12520"garch11__normal__w1000_r5": {12521"n": 1257,12522"ratio": 1.0,12523"dm_p": 1.0,12524"dm_stat": 0.012525},12526"garch11__skewt__w1000_r5": {12527"n": 1257,12528"ratio": 1.0156743486805293,12529"dm_p": 0.18822919553098655,12530"dm_stat": 1.316551479973635812531},12532"garch11__t__w1000_r5": {12533"n": 1257,12534"ratio": 1.0057314993619013,12535"dm_p": 0.19273394466827248,12536"dm_stat": 1.30323338657512612537},12538"garch12__ged__w1000_r5": {12539"n": 1257,12540"ratio": 1.001887301296411,12541"dm_p": 0.48243796162433444,12542"dm_stat": 0.702595656943702312543},12544"garch12__normal__w1000_r5": {12545"n": 1257,12546"ratio": 0.9993304437019203,12547"dm_p": 0.5711619775124517,12548"dm_stat": -0.566489940093148712549},12550"garch12__skewt__w1000_r5": {12551"n": 1257,12552"ratio": 1.0156636741737046,12553"dm_p": 0.1907658444425145,12554"dm_stat": 1.309023452998165512555},12556"garch12__t__w1000_r5": {12557"n": 1257,12558"ratio": 1.0056565525238947,12559"dm_p": 0.21371967065989542,12560"dm_stat": 1.24403262497467512561},12562"garch21__ged__w1000_r5": {12563"n": 1257,12564"ratio": 0.9947180197024158,12565"dm_p": 0.6108462890371533,12566"dm_stat": -0.508993346287206812567},12568"garch21__normal__w1000_r5": {12569"n": 1257,12570"ratio": 0.9930371206194951,12571"dm_p": 0.4959517970944765,12572"dm_stat": -0.681071492747773612573},12574"garch21__skewt__w1000_r5": {12575"n": 1257,12576"ratio": 1.0056923008268612,12577"dm_p": 0.6730039599416464,12578"dm_stat": 0.4221278304647559412579},12580"garch21__t__w1000_r5": {12581"n": 1257,12582"ratio": 0.9966123500402909,12583"dm_p": 0.7521889424672479,12584"dm_stat": -0.315823511381656712585},12586"garchm11__ged__w1000_r5": {12587"n": 1257,12588"ratio": 0.9954565767476231,12589"dm_p": 0.3046078214254076,12590"dm_stat": -1.027022059977641412591},12592"garchm11__normal__w1000_r5": {12593"n": 1257,12594"ratio": 0.9959332347166249,12595"dm_p": 0.3431003743959861,12596"dm_stat": -0.948415574133634112597},12598"garchm11__skewt__w1000_r5": {12599"n": 1257,12600"ratio": 1.0127646749636374,12601"dm_p": 0.305778240142136,12602"dm_stat": 1.024538574458707212603},12604"garchm11__t__w1000_r5": {12605"n": 1257,12606"ratio": 1.0005407028890576,12607"dm_p": 0.90193092883496,12608"dm_stat": 0.1232473766611805312609},12610"garchx_rv11__normal__w1000_r5": {12611"n": 1257,12612"ratio": 0.9469426107082151,12613"dm_p": 0.2558065199063548,12614"dm_stat": -1.136877090720926512615},12616"garchx_rv11__t__w1000_r5": {12617"n": 1257,12618"ratio": 0.9424820953503651,12619"dm_p": 0.21256303275365926,12620"dm_stat": -1.247182665509297512621},12622"gas_t11__t__w1000_r5": {12623"n": 1257,12624"ratio": 1.0074870549682573,12625"dm_p": 0.6841567427998296,12626"dm_stat": 0.40689185887322712627},12628"gjr11__ged__w1000_r5": {12629"n": 1257,12630"ratio": 0.9604063442196651,12631"dm_p": 0.13214216118496008,12632"dm_stat": -1.506687777012824212633},12634"gjr11__normal__w1000_r5": {12635"n": 1257,12636"ratio": 0.9619797195762273,12637"dm_p": 0.14399571720967183,12638"dm_stat": -1.461984092827768812639},12640"gjr11__skewt__w1000_r5": {12641"n": 1257,12642"ratio": 0.9659928690309233,12643"dm_p": 0.20820834512394734,12644"dm_stat": -1.259154899760724712645},12646"gjr11__t__w1000_r5": {12647"n": 1257,12648"ratio": 0.9624327084026902,12649"dm_p": 0.16736653001729293,12650"dm_stat": -1.381514463977536712651},12652"har_rv__empirical__w1000_r5": {12653"n": 1257,12654"ratio": 1.0444861169874364,12655"dm_p": 0.07565071513295851,12656"dm_stat": 1.777969714392746612657},12658"heavy11__normal__w1000_r5": {12659"n": 1257,12660"ratio": 0.9438837905563628,12661"dm_p": 0.26020669452464923,12662"dm_stat": -1.12641115383939912663},12664"heavy11__t__w1000_r5": {12665"n": 1257,12666"ratio": 0.940521644217057,12667"dm_p": 0.22290419614287288,12668"dm_stat": -1.219445237853251912669},12670"histvar22__empirical__w1000_r5": {12671"n": 1257,12672"ratio": 1.3694130936106095,12673"dm_p": 0.0016762981693101931,12674"dm_stat": 3.149108357939111312675},12676"histvar252__empirical__w1000_r5": {12677"n": 1257,12678"ratio": 2.00627490984278,12679"dm_p": 0.05612137444164856,12680"dm_stat": 1.911860882170135512681},12682"histvar66__empirical__w1000_r5": {12683"n": 1257,12684"ratio": 1.5429671633614728,12685"dm_p": 0.012835915170727158,12686"dm_stat": 2.491856313698382212687},12688"igarch11__ged__w1000_r5": {12689"n": 1257,12690"ratio": 0.9714471310518129,12691"dm_p": 0.625723322595831,12692"dm_stat": -0.487875298789437212693},12694"igarch11__normal__w1000_r5": {12695"n": 1257,12696"ratio": 0.9699740194033887,12697"dm_p": 0.6105513433701594,12698"dm_stat": -0.509414296958974912699},12700"igarch11__skewt__w1000_r5": {12701"n": 1257,12702"ratio": 0.9798662531799588,12703"dm_p": 0.718752537625167,12704"dm_stat": -0.360207488184105212705},12706"igarch11__t__w1000_r5": {12707"n": 1257,12708"ratio": 0.9776110741364907,12709"dm_p": 0.7050962351695501,12710"dm_stat": -0.37853625932392412711},12712"loghar_rv__empirical__w1000_r5": {12713"n": 1257,12714"ratio": 0.9648250798779049,12715"dm_p": 0.37419175644149144,12716"dm_stat": -0.888965657506356812717},12718"msgarch2__normal__w1000_r5": {12719"n": 1257,12720"ratio": 1.1097866004913908,12721"dm_p": 0.10520341411394434,12722"dm_stat": 1.621304161156016812723},12724"msgarch2__t__w1000_r5": {12725"n": 1257,12726"ratio": 1.062439746403188,12727"dm_p": 0.06763839977178888,12728"dm_stat": 1.828988074152054312729},12730"nagarch11__ged__w1000_r5": {12731"n": 1257,12732"ratio": 0.9990178261234481,12733"dm_p": 0.9896271848935706,12734"dm_stat": -0.01300335046461369312735},12736"nagarch11__normal__w1000_r5": {12737"n": 1257,12738"ratio": 0.954033471025808,12739"dm_p": 0.34567070039593956,12740"dm_stat": -0.943374703358140112741},12742"nagarch11__skewt__w1000_r5": {12743"n": 1257,12744"ratio": 0.9726272132411778,12745"dm_p": 0.5713147171273253,12746"dm_stat": -0.566265137203933712747},12748"nagarch11__t__w1000_r5": {12749"n": 1257,12750"ratio": 0.9770620958706513,12751"dm_p": 0.6715638612031897,12752"dm_stat": -0.424102261484879612753},12754"qgarch11__ged__w1000_r5": {12755"n": 1257,12756"ratio": 0.9550349631918904,12757"dm_p": 0.08601679674334628,12758"dm_stat": -1.718144069649419212759},12760"qgarch11__normal__w1000_r5": {12761"n": 1257,12762"ratio": 0.9507616842590788,12763"dm_p": 0.06215317108333838,12764"dm_stat": -1.866865785160629412765},12766"qgarch11__skewt__w1000_r5": {12767"n": 1257,12768"ratio": 0.9694671914545746,12769"dm_p": 0.27190552669702256,12770"dm_stat": -1.099167791618477712771},12772"qgarch11__t__w1000_r5": {12773"n": 1257,12774"ratio": 0.9599391541663064,12775"dm_p": 0.12711417812039483,12776"dm_stat": -1.526592347959781412777},12778"realgarch11__normal__w1000_r5": {12779"n": 1257,12780"ratio": 0.9760224035510069,12781"dm_p": 0.48768843258050515,12782"dm_stat": -0.694194794131223312783},12784"realgarch11__t__w1000_r5": {12785"n": 1257,12786"ratio": 0.977138217871899,12787"dm_p": 0.5338471720721979,12788"dm_stat": -0.622315826553136812789},12790"rm2006__normal__w1000_r5": {12791"n": 1257,12792"ratio": 1.0621216055457525,12793"dm_p": 0.11443238854349558,12794"dm_stat": 1.579678117203089812795},12796"rm_rw__empirical__w1000_r5": {12797"n": 1257,12798"ratio": 2.931224897895713,12799"dm_p": 5.896036284594485e-18,12800"dm_stat": 8.76606893926215312801},12802"tarch11__ged__w1000_r5": {12803"n": 1257,12804"ratio": 0.9630284334905154,12805"dm_p": 0.30958201040152966,12806"dm_stat": -1.01651072275140212807},12808"tarch11__normal__w1000_r5": {12809"n": 1257,12810"ratio": 0.962488559206715,12811"dm_p": 0.306051852683994,12812"dm_stat": -1.023958912746649312813},12814"tarch11__skewt__w1000_r5": {12815"n": 1257,12816"ratio": 0.9554576661493204,12817"dm_p": 0.22187958418283135,12818"dm_stat": -1.22215166623756912819},12820"tarch11__t__w1000_r5": {12821"n": 1257,12822"ratio": 0.9559031155580932,12823"dm_p": 0.21626657323723728,12824"dm_stat": -1.23713942557450312825}12826},12827"prev_sign=pos": {12828"aparch11__ged__w1000_r5": {12829"n": 1461,12830"ratio": 1.1209801703128055,12831"dm_p": 0.18225504646355256,12832"dm_stat": 1.334478878170723712833},12834"aparch11__normal__w1000_r5": {12835"n": 1461,12836"ratio": 1.1111431774918479,12837"dm_p": 0.320610657673836,12838"dm_stat": 0.993541727121323612839},12840"aparch11__skewt__w1000_r5": {12841"n": 1461,12842"ratio": 2.946892719054585,12843"dm_p": 0.21867931860234216,12844"dm_stat": 1.230577033922311212845},12846"aparch11__t__w1000_r5": {12847"n": 1461,12848"ratio": 1.8694470450950753,12849"dm_p": 0.2855407736896506,12850"dm_stat": 1.06834666391277512851},12852"arch5__ged__w1000_r5": {12853"n": 1461,12854"ratio": 1.1266083314813353,12855"dm_p": 4.5988941628818166e-05,12856"dm_stat": 4.08744726055908212857},12858"arch5__normal__w1000_r5": {12859"n": 1461,12860"ratio": 1.127501683803984,12861"dm_p": 2.3560677528661892e-05,12862"dm_stat": 4.24186958988254612863},12864"arch5__skewt__w1000_r5": {12865"n": 1461,12866"ratio": 1.1251481981425766,12867"dm_p": 6.421521707555537e-05,12868"dm_stat": 4.00840717921061412869},12870"arch5__t__w1000_r5": {12871"n": 1461,12872"ratio": 1.1250400703472165,12873"dm_p": 6.22447905679563e-05,12874"dm_stat": 4.01584394028155212875},12876"avgarch11__ged__w1000_r5": {12877"n": 1461,12878"ratio": 0.9924575795490908,12879"dm_p": 0.6213029758894463,12880"dm_stat": -0.494109786717001112881},12882"avgarch11__normal__w1000_r5": {12883"n": 1461,12884"ratio": 0.9967228434803445,12885"dm_p": 0.8237349321162076,12886"dm_stat": -0.2227838093218775212887},12888"avgarch11__skewt__w1000_r5": {12889"n": 1461,12890"ratio": 0.9870369471171272,12891"dm_p": 0.45215816867679476,12892"dm_stat": -0.752023455747069412893},12894"avgarch11__t__w1000_r5": {12895"n": 1461,12896"ratio": 0.9889090929180112,12897"dm_p": 0.47890365750871,12898"dm_stat": -0.708249063974277912899},12900"cgarch11__ged__w1000_r5": {12901"n": 1461,12902"ratio": 1.011298979208727,12903"dm_p": 0.5810295792101469,12904"dm_stat": 0.552004753723534312905},12906"cgarch11__normal__w1000_r5": {12907"n": 1461,12908"ratio": 1.0066314114827881,12909"dm_p": 0.6960845019371396,12910"dm_stat": 0.390688495784894812911},12912"cgarch11__skewt__w1000_r5": {12913"n": 1461,12914"ratio": 1.0080345857552795,12915"dm_p": 0.726648562922716,12916"dm_stat": 0.3496543258122946612917},12918"cgarch11__t__w1000_r5": {12919"n": 1461,12920"ratio": 1.0120991873276328,12921"dm_p": 0.5871485058428132,12922"dm_stat": 0.543093242619977412923},12924"constvar__normal__w1000_r5": {12925"n": 1461,12926"ratio": 1.8287409899679383,12927"dm_p": 0.013521218545432572,12928"dm_stat": 2.47274350572047212929},12930"egarch11__ged__w1000_r5": {12931"n": 1461,12932"ratio": 1.0893876116585073,12933"dm_p": 0.24501885844592836,12934"dm_stat": 1.163001705602862812935},12936"egarch11__normal__w1000_r5": {12937"n": 1461,12938"ratio": 1.4396430640838471,12939"dm_p": 0.11153478159676075,12940"dm_stat": 1.592295541817735412941},12942"egarch11__skewt__w1000_r5": {12943"n": 1453,12944"ratio": 1.0033946963163813,12945"dm_p": 0.9490937441417431,12946"dm_stat": 0.0638559157319689812947},12948"egarch11__t__w1000_r5": {12949"n": 1457,12950"ratio": 1.0068246012616509,12951"dm_p": 0.9016158884472906,12952"dm_stat": 0.1236418905725476212953},12954"ewma094__normal__w1000_r5": {12955"n": 1461,12956"ratio": 1.0087584522108055,12957"dm_p": 0.8254822495734293,12958"dm_stat": 0.220538983763499212959},12960"figarch11__ged__w1000_r5": {12961"n": 1461,12962"ratio": 0.9983215334521952,12963"dm_p": 0.9341377465187078,12964"dm_stat": -0.0826543091037397512965},12966"figarch11__normal__w1000_r5": {12967"n": 1461,12968"ratio": 0.9993923760003213,12969"dm_p": 0.9746663612423412,12970"dm_stat": -0.03176178800803599512971},12972"figarch11__skewt__w1000_r5": {12973"n": 1461,12974"ratio": 0.9988300798088234,12975"dm_p": 0.9545311383368387,12976"dm_stat": -0.0570274421313875412977},12978"figarch11__t__w1000_r5": {12979"n": 1461,12980"ratio": 0.9986345468369534,12981"dm_p": 0.9456998888384757,12982"dm_stat": -0.0681194325247406812983},12984"garch11__ged__w1000_r5": {12985"n": 1461,12986"ratio": 0.9978007769997334,12987"dm_p": 0.314617786346342,12988"dm_stat": -1.005926136731230712989},12990"garch11__normal__w1000_r5": {12991"n": 1461,12992"ratio": 1.0,12993"dm_p": 1.0,12994"dm_stat": 0.012995},12996"garch11__skewt__w1000_r5": {12997"n": 1461,12998"ratio": 0.9942472721230223,12999"dm_p": 0.30356524718745553,13000"dm_stat": -1.02918067699900813001},13002"garch11__t__w1000_r5": {13003"n": 1461,13004"ratio": 0.996000985339936,13005"dm_p": 0.30090905202494883,13006"dm_stat": -1.034852762877264113007},13008"garch12__ged__w1000_r5": {13009"n": 1461,13010"ratio": 0.9987294721288688,13011"dm_p": 0.6414709457844451,13012"dm_stat": -0.465740194342556813013},13014"garch12__normal__w1000_r5": {13015"n": 1461,13016"ratio": 1.000998890934388,13017"dm_p": 0.47170061843704614,13018"dm_stat": 0.719901909117636113019},13020"garch12__skewt__w1000_r5": {13021"n": 1461,13022"ratio": 0.9956248583427197,13023"dm_p": 0.4575189325576293,13024"dm_stat": -0.743135952936197713025},13026"garch12__t__w1000_r5": {13027"n": 1461,13028"ratio": 0.997347213764558,13029"dm_p": 0.5259459770963627,13030"dm_stat": -0.634358944906756913031},13032"garch21__ged__w1000_r5": {13033"n": 1461,13034"ratio": 1.012710876305071,13035"dm_p": 0.06078158927775024,13036"dm_stat": 1.87653200381054913037},13038"garch21__normal__w1000_r5": {13039"n": 1461,13040"ratio": 1.0126664530538854,13041"dm_p": 0.049867152673778586,13042"dm_stat": 1.96273037959674413043},13044"garch21__skewt__w1000_r5": {13045"n": 1461,13046"ratio": 1.0090447272962384,13047"dm_p": 0.2070588747214343,13048"dm_stat": 1.262254327614971813049},13050"garch21__t__w1000_r5": {13051"n": 1461,13052"ratio": 1.0128447414301596,13053"dm_p": 0.051897547735856156,13054"dm_stat": 1.945574722194508813055},13056"garchm11__ged__w1000_r5": {13057"n": 1461,13058"ratio": 0.9972009624293788,13059"dm_p": 0.3782848948373195,13060"dm_stat": -0.881328892073812813061},13062"garchm11__normal__w1000_r5": {13063"n": 1461,13064"ratio": 0.9996025379006975,13065"dm_p": 0.8725295797002971,13066"dm_stat": -0.16047440765547213067},13068"garchm11__skewt__w1000_r5": {13069"n": 1461,13070"ratio": 0.9933472039554909,13071"dm_p": 0.2488664281302873,13072"dm_stat": -1.153567276025604413073},13074"garchm11__t__w1000_r5": {13075"n": 1461,13076"ratio": 0.9948637072418514,13077"dm_p": 0.22457227481602066,13078"dm_stat": -1.214974476419063313079},13080"garchx_rv11__normal__w1000_r5": {13081"n": 1461,13082"ratio": 0.9649598790033161,13083"dm_p": 0.29211067778069744,13084"dm_stat": -1.053883402404082413085},13086"garchx_rv11__t__w1000_r5": {13087"n": 1461,13088"ratio": 0.9584560755347894,13089"dm_p": 0.21532313775853934,13090"dm_stat": -1.239598522442043213091},13092"gas_t11__t__w1000_r5": {13093"n": 1461,13094"ratio": 0.985167608276216,13095"dm_p": 0.19651747363167096,13096"dm_stat": -1.292127501588700413097},13098"gjr11__ged__w1000_r5": {13099"n": 1461,13100"ratio": 0.974957745676926,13101"dm_p": 0.30947667226836856,13102"dm_stat": -1.016674651901021713103},13104"gjr11__normal__w1000_r5": {13105"n": 1461,13106"ratio": 0.9768669513893097,13107"dm_p": 0.33135205646003224,13108"dm_stat": -0.971717514144657813109},13110"gjr11__skewt__w1000_r5": {13111"n": 1461,13112"ratio": 0.9781078948172651,13113"dm_p": 0.43276556415864637,13114"dm_stat": -0.784685024955972313115},13116"gjr11__t__w1000_r5": {13117"n": 1461,13118"ratio": 0.9766949117994309,13119"dm_p": 0.3769828651238797,13120"dm_stat": -0.883738544971171513121},13122"har_rv__empirical__w1000_r5": {13123"n": 1461,13124"ratio": 1.0330980443044246,13125"dm_p": 0.20766981990134786,13126"dm_stat": 1.260557266203035313127},13128"heavy11__normal__w1000_r5": {13129"n": 1461,13130"ratio": 0.9620779660063035,13131"dm_p": 0.293593977285956,13132"dm_stat": -1.05064839077211613133},13134"heavy11__t__w1000_r5": {13135"n": 1461,13136"ratio": 0.9562179418627583,13137"dm_p": 0.21745601564380682,13138"dm_stat": -1.233853677061163413139},13140"histvar22__empirical__w1000_r5": {13141"n": 1461,13142"ratio": 1.1569067238618793,13143"dm_p": 0.024223803821933544,13144"dm_stat": 2.255908884152088213145},13146"histvar252__empirical__w1000_r5": {13147"n": 1461,13148"ratio": 1.5968524130781647,13149"dm_p": 0.01658373714000694,13150"dm_stat": 2.398576856649480513151},13152"histvar66__empirical__w1000_r5": {13153"n": 1461,13154"ratio": 1.2369611360807016,13155"dm_p": 0.020052845554490755,13156"dm_stat": 2.327911540956565613157},13158"igarch11__ged__w1000_r5": {13159"n": 1461,13160"ratio": 1.0176047294816029,13161"dm_p": 0.5058740405695491,13162"dm_stat": 0.665440274314576813163},13164"igarch11__normal__w1000_r5": {13165"n": 1461,13166"ratio": 1.0228997300563465,13167"dm_p": 0.3863130774783713,13168"dm_stat": 0.866582714295199813169},13170"igarch11__skewt__w1000_r5": {13171"n": 1461,13172"ratio": 1.0187203392226512,13173"dm_p": 0.4826941485711444,13174"dm_stat": 0.702155445971203813175},13176"igarch11__t__w1000_r5": {13177"n": 1461,13178"ratio": 1.0224424022491492,13179"dm_p": 0.4036663859024202,13180"dm_stat": 0.835333940126176613181},13182"loghar_rv__empirical__w1000_r5": {13183"n": 1461,13184"ratio": 0.9125738124500413,13185"dm_p": 0.00841867096502662,13186"dm_stat": -2.638388456893614513187},13188"msgarch2__normal__w1000_r5": {13189"n": 1461,13190"ratio": 1.0481650130141862,13191"dm_p": 0.10812584143645879,13192"dm_stat": 1.60766017566621913193},13194"msgarch2__t__w1000_r5": {13195"n": 1461,13196"ratio": 1.0158207976676321,13197"dm_p": 0.4541954287294705,13198"dm_stat": 0.748638957874715513199},13200"nagarch11__ged__w1000_r5": {13201"n": 1461,13202"ratio": 0.9911510717480735,13203"dm_p": 0.8752495102133776,13204"dm_stat": -0.1570216321847265313205},13206"nagarch11__normal__w1000_r5": {13207"n": 1461,13208"ratio": 0.9778663552545198,13209"dm_p": 0.6620168409216834,13210"dm_stat": -0.437219485411931213211},13212"nagarch11__skewt__w1000_r5": {13213"n": 1461,13214"ratio": 0.9878676003581942,13215"dm_p": 0.7981305640518777,13216"dm_stat": -0.25581391530850313217},13218"nagarch11__t__w1000_r5": {13219"n": 1461,13220"ratio": 0.9841513954832902,13221"dm_p": 0.7452164126379145,13222"dm_stat": -0.325014830727629813223},13224"qgarch11__ged__w1000_r5": {13225"n": 1461,13226"ratio": 0.9756643179538733,13227"dm_p": 0.3874820190531981,13228"dm_stat": -0.864451308827097213229},13230"qgarch11__normal__w1000_r5": {13231"n": 1461,13232"ratio": 0.9740511893657487,13233"dm_p": 0.34790190643023844,13234"dm_stat": -0.938969124656679813235},13236"qgarch11__skewt__w1000_r5": {13237"n": 1461,13238"ratio": 0.9780147993147754,13239"dm_p": 0.44904751850981045,13240"dm_stat": -0.757207869107121913241},13242"qgarch11__t__w1000_r5": {13243"n": 1461,13244"ratio": 0.9750761177984136,13245"dm_p": 0.38354347566340735,13246"dm_stat": -0.871648495317449913247},13248"realgarch11__normal__w1000_r5": {13249"n": 1461,13250"ratio": 0.9503293676888024,13251"dm_p": 0.18869118192216475,13252"dm_stat": -1.315075063307820513253},13254"realgarch11__t__w1000_r5": {13255"n": 1461,13256"ratio": 1.000635743075385,13257"dm_p": 0.991343695152014,13258"dm_stat": 0.01085114020987052613259},13260"rm2006__normal__w1000_r5": {13261"n": 1461,13262"ratio": 0.9842906612347306,13263"dm_p": 0.5748711832268948,13264"dm_stat": -0.561018253510485613265},13266"rm_rw__empirical__w1000_r5": {13267"n": 1461,13268"ratio": 3.1138518544246083,13269"dm_p": 2.0823414306538646e-20,13270"dm_stat": 9.39723358032101313271},13272"tarch11__ged__w1000_r5": {13273"n": 1461,13274"ratio": 0.9609371731889226,13275"dm_p": 0.26836122964584125,13276"dm_stat": -1.107266232847731413277},13278"tarch11__normal__w1000_r5": {13279"n": 1461,13280"ratio": 0.9579212717405347,13281"dm_p": 0.20951596337204567,13282"dm_stat": -1.255451037235460113283},13284"tarch11__skewt__w1000_r5": {13285"n": 1461,13286"ratio": 0.9621596111249177,13287"dm_p": 0.30677309361682925,13288"dm_stat": -1.02237441674161413289},13290"tarch11__t__w1000_r5": {13291"n": 1461,13292"ratio": 0.9601503956851626,13293"dm_p": 0.27374389865275495,13294"dm_stat": -1.094893470556054513295}13296},13297"episode=covid": {13298"aparch11__ged__w1000_r5": {13299"n": 92,13300"ratio": 1.0233084101498102,13301"dm_p": 0.6555553307495411,13302"dm_stat": 0.447530846933473513303},13304"aparch11__normal__w1000_r5": {13305"n": 92,13306"ratio": 1.0171485445843655,13307"dm_p": 0.7055397439376699,13308"dm_stat": 0.379041882728637613309},13310"aparch11__skewt__w1000_r5": {13311"n": 92,13312"ratio": 1.0605699133901263,13313"dm_p": 0.5215881055314264,13314"dm_stat": 0.643391622926376413315},13316"aparch11__t__w1000_r5": {13317"n": 92,13318"ratio": 1.0390536157959427,13319"dm_p": 0.5688723553677263,13320"dm_stat": 0.571792407573179713321},13322"arch5__ged__w1000_r5": {13323"n": 92,13324"ratio": 1.139269664324264,13325"dm_p": 0.06324380231079703,13326"dm_stat": 1.880460398230142913327},13328"arch5__normal__w1000_r5": {13329"n": 92,13330"ratio": 1.1331668730470328,13331"dm_p": 0.06336396049113542,13332"dm_stat": 1.879588921077758813333},13334"arch5__skewt__w1000_r5": {13335"n": 92,13336"ratio": 1.1914604512373983,13337"dm_p": 0.06317386384180311,13338"dm_stat": 1.880968285019299513339},13340"arch5__t__w1000_r5": {13341"n": 92,13342"ratio": 1.14461045832341,13343"dm_p": 0.06435248669146378,13344"dm_stat": 1.872471579062837713345},13346"avgarch11__ged__w1000_r5": {13347"n": 92,13348"ratio": 1.1449815749850878,13349"dm_p": 0.3429793658222648,13350"dm_stat": 0.953268456293458913351},13352"avgarch11__normal__w1000_r5": {13353"n": 92,13354"ratio": 1.135852193101614,13355"dm_p": 0.349292878302115,13356"dm_stat": 0.94081022757483913357},13358"avgarch11__skewt__w1000_r5": {13359"n": 92,13360"ratio": 1.178481789325507,13361"dm_p": 0.33581333752147663,13362"dm_stat": 0.967590846242793213363},13364"avgarch11__t__w1000_r5": {13365"n": 92,13366"ratio": 1.1462468709001208,13367"dm_p": 0.3539826746240672,13368"dm_stat": 0.931649851926811213369},13370"cgarch11__ged__w1000_r5": {13371"n": 92,13372"ratio": 1.0634642825580969,13373"dm_p": 0.4042275537789323,13374"dm_stat": 0.837997883233492613375},13376"cgarch11__normal__w1000_r5": {13377"n": 92,13378"ratio": 1.05951764600097,13379"dm_p": 0.4121270396388369,13380"dm_stat": 0.823941587819167713381},13382"cgarch11__skewt__w1000_r5": {13383"n": 92,13384"ratio": 1.1195164289634079,13385"dm_p": 0.33644473179335355,13386"dm_stat": 0.966320942139852213387},13388"cgarch11__t__w1000_r5": {13389"n": 92,13390"ratio": 1.0711935835221729,13391"dm_p": 0.3896384928684407,13392"dm_stat": 0.86440465533258113393},13394"constvar__normal__w1000_r5": {13395"n": 92,13396"ratio": 5.613992088229916,13397"dm_p": 0.1581161480935466,13398"dm_stat": 1.423135820992749413399},13400"egarch11__ged__w1000_r5": {13401"n": 92,13402"ratio": 1.1313543752721342,13403"dm_p": 0.37714032313368867,13404"dm_stat": 0.887517051570808713405},13406"egarch11__normal__w1000_r5": {13407"n": 92,13408"ratio": 1.126307470179376,13409"dm_p": 0.37583749188692284,13410"dm_stat": 0.889953693202715913411},13412"egarch11__skewt__w1000_r5": {13413"n": 92,13414"ratio": 1.14213709102885,13415"dm_p": 0.39894075869413087,13416"dm_stat": 0.847498651841454113417},13418"egarch11__t__w1000_r5": {13419"n": 92,13420"ratio": 1.1327291012144405,13421"dm_p": 0.391886967361041,13422"dm_stat": 0.860295683055714513423},13424"ewma094__normal__w1000_r5": {13425"n": 92,13426"ratio": 1.3130927769139797,13427"dm_p": 0.07641090387052751,13428"dm_stat": 1.792283169847582713429},13430"figarch11__ged__w1000_r5": {13431"n": 92,13432"ratio": 1.0084845918437952,13433"dm_p": 0.8672313503170466,13434"dm_stat": 0.1676491051094174713435},13436"figarch11__normal__w1000_r5": {13437"n": 92,13438"ratio": 1.0066087199993743,13439"dm_p": 0.8953800023217495,13440"dm_stat": 0.1318677728176695713441},13442"figarch11__skewt__w1000_r5": {13443"n": 92,13444"ratio": 1.0688340260526565,13445"dm_p": 0.33515493720968714,13446"dm_stat": 0.968916731993568913447},13448"figarch11__t__w1000_r5": {13449"n": 92,13450"ratio": 1.0105943701342543,13451"dm_p": 0.8366293037631181,13452"dm_stat": 0.2067984306076460213453},13454"garch11__ged__w1000_r5": {13455"n": 92,13456"ratio": 1.001377764998377,13457"dm_p": 0.7820654789924281,13458"dm_stat": 0.277447959559575513459},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": 1.0590618020851903,13469"dm_p": 0.29822926482873163,13470"dm_stat": 1.046222717632011113471},13472"garch11__t__w1000_r5": {13473"n": 92,13474"ratio": 1.0108971385153602,13475"dm_p": 0.4933410130209053,13476"dm_stat": 0.687779523067688413477},13478"garch12__ged__w1000_r5": {13479"n": 92,13480"ratio": 1.0013958442354303,13481"dm_p": 0.779848526773575,13482"dm_stat": 0.280345825486365813483},13484"garch12__normal__w1000_r5": {13485"n": 92,13486"ratio": 1.0000273000132753,13487"dm_p": 0.38908391013355453,13488"dm_stat": 0.865420378235517813489},13490"garch12__skewt__w1000_r5": {13491"n": 92,13492"ratio": 1.0590988874679266,13493"dm_p": 0.2982047388441855,13494"dm_stat": 1.046276143954678813495},13496"garch12__t__w1000_r5": {13497"n": 92,13498"ratio": 1.0108854829299059,13499"dm_p": 0.4936937622861952,13500"dm_stat": 0.687216904659222613501},13502"garch21__ged__w1000_r5": {13503"n": 92,13504"ratio": 0.9998569449221366,13505"dm_p": 0.9825475152155138,13506"dm_stat": -0.02193539747958417313507},13508"garch21__normal__w1000_r5": {13509"n": 92,13510"ratio": 1.0000086228020992,13511"dm_p": 0.9992761031139484,13512"dm_stat": 0.000909766205283687813513},13514"garch21__skewt__w1000_r5": {13515"n": 92,13516"ratio": 1.0477339900242504,13517"dm_p": 0.2470053903285796,13518"dm_stat": 1.165145130422020813519},13520"garch21__t__w1000_r5": {13521"n": 92,13522"ratio": 1.0064088248714835,13523"dm_p": 0.39020415769267364,13524"dm_stat": 0.863369555903364813525},13526"garchm11__ged__w1000_r5": {13527"n": 92,13528"ratio": 0.9962913745978329,13529"dm_p": 0.46183472558730404,13530"dm_stat": -0.738957268849780213531},13532"garchm11__normal__w1000_r5": {13533"n": 92,13534"ratio": 1.0033475157893164,13535"dm_p": 0.2543571011026294,13536"dm_stat": 1.147076220416081613537},13538"garchm11__skewt__w1000_r5": {13539"n": 92,13540"ratio": 1.0630150586711546,13541"dm_p": 0.2870425869819459,13542"dm_stat": 1.07090873502790313543},13544"garchm11__t__w1000_r5": {13545"n": 92,13546"ratio": 1.0077550903728432,13547"dm_p": 0.5843576962023957,13548"dm_stat": 0.548988813362434213549},13550"garchx_rv11__normal__w1000_r5": {13551"n": 92,13552"ratio": 0.7234265287573709,13553"dm_p": 0.26178487482990215,13554"dm_stat": -1.129191698268166213555},13556"garchx_rv11__t__w1000_r5": {13557"n": 92,13558"ratio": 0.724079366588597,13559"dm_p": 0.25807815208729484,13560"dm_stat": -1.138071353026076413561},13562"gas_t11__t__w1000_r5": {13563"n": 92,13564"ratio": 1.092835435709612,13565"dm_p": 0.28185497943696947,13566"dm_stat": 1.082580444106925613567},13568"gjr11__ged__w1000_r5": {13569"n": 92,13570"ratio": 0.9863208118946756,13571"dm_p": 0.800236602172002,13572"dm_stat": -0.25378186129918613573},13574"gjr11__normal__w1000_r5": {13575"n": 92,13576"ratio": 0.9811433082298847,13577"dm_p": 0.7171835407062476,13578"dm_stat": -0.363353519102183513579},13580"gjr11__skewt__w1000_r5": {13581"n": 92,13582"ratio": 1.0385995516050477,13583"dm_p": 0.5434930776848678,13584"dm_stat": 0.609831724099201213585},13586"gjr11__t__w1000_r5": {13587"n": 92,13588"ratio": 0.995792835967762,13589"dm_p": 0.9436894445648834,13590"dm_stat": -0.0708287903344846113591},13592"har_rv__empirical__w1000_r5": {13593"n": 92,13594"ratio": 1.0312886500121012,13595"dm_p": 0.7540420907172422,13596"dm_stat": 0.3142610869546378413597},13598"heavy11__normal__w1000_r5": {13599"n": 92,13600"ratio": 0.704080167487277,13601"dm_p": 0.2672893832710364,13602"dm_stat": -1.11616681410602113603},13604"heavy11__t__w1000_r5": {13605"n": 92,13606"ratio": 0.707553615117137,13607"dm_p": 0.26320524558004277,13608"dm_stat": -1.125812547108653513609},13610"histvar22__empirical__w1000_r5": {13611"n": 92,13612"ratio": 1.4567542111477818,13613"dm_p": 0.16987457687236723,13614"dm_stat": 1.383570755654456313615},13616"histvar252__empirical__w1000_r5": {13617"n": 92,13618"ratio": 4.6604207888219715,13619"dm_p": 0.18613803964024517,13620"dm_stat": 1.332148519957843813621},13622"histvar66__empirical__w1000_r5": {13623"n": 92,13624"ratio": 2.6750257136409474,13625"dm_p": 0.10778718559025234,13626"dm_stat": 1.624223018448226513627},13628"igarch11__ged__w1000_r5": {13629"n": 92,13630"ratio": 0.7057140355286495,13631"dm_p": 0.25178254273680406,13632"dm_stat": -1.153361258895927913633},13634"igarch11__normal__w1000_r5": {13635"n": 92,13636"ratio": 0.6992803699173145,13637"dm_p": 0.25121925915329185,13638"dm_stat": -1.154742417899918413639},13640"igarch11__skewt__w1000_r5": {13641"n": 92,13642"ratio": 0.7314866074545961,13643"dm_p": 0.26016421322447475,13644"dm_stat": -1.133063124222582413645},13646"igarch11__t__w1000_r5": {13647"n": 92,13648"ratio": 0.7098652885434185,13649"dm_p": 0.2518592618990268,13650"dm_stat": -1.153173314762046713651},13652"loghar_rv__empirical__w1000_r5": {13653"n": 92,13654"ratio": 1.0507091832849427,13655"dm_p": 0.7947819843914846,13656"dm_stat": 0.2608702856440386413657},13658"msgarch2__normal__w1000_r5": {13659"n": 92,13660"ratio": 1.3733972096817537,13661"dm_p": 0.27384026919412435,13662"dm_stat": 1.100907972132106213663},13664"msgarch2__t__w1000_r5": {13665"n": 92,13666"ratio": 1.1256149765787002,13667"dm_p": 0.3776040610627862,13668"dm_stat": 0.88665101178117813669},13670"nagarch11__ged__w1000_r5": {13671"n": 92,13672"ratio": 0.9557017642583087,13673"dm_p": 0.5305665106056688,13674"dm_stat": -0.629549942160460913675},13676"nagarch11__normal__w1000_r5": {13677"n": 92,13678"ratio": 0.9435236463872797,13679"dm_p": 0.4497184948374818,13680"dm_stat": -0.759160619662256513681},13682"nagarch11__skewt__w1000_r5": {13683"n": 92,13684"ratio": 1.01479702148294,13685"dm_p": 0.8536203593678545,13686"dm_stat": 0.1850260464737054613687},13688"nagarch11__t__w1000_r5": {13689"n": 92,13690"ratio": 0.9701063627529375,13691"dm_p": 0.6695909166600658,13692"dm_stat": -0.428098493573451113693},13694"qgarch11__ged__w1000_r5": {13695"n": 92,13696"ratio": 0.9837768176802186,13697"dm_p": 0.6717660279578863,13698"dm_stat": -0.425101766869833313699},13700"qgarch11__normal__w1000_r5": {13701"n": 92,13702"ratio": 0.9671901510435249,13703"dm_p": 0.42779386798865776,13704"dm_stat": -0.796535816800441513705},13706"qgarch11__skewt__w1000_r5": {13707"n": 92,13708"ratio": 1.0605033902790257,13709"dm_p": 0.42092645427166325,13710"dm_stat": 0.808473823260658513711},13712"qgarch11__t__w1000_r5": {13713"n": 92,13714"ratio": 1.0103086495193965,13715"dm_p": 0.8159240865871872,13716"dm_stat": 0.2334658216354025513717},13718"realgarch11__normal__w1000_r5": {13719"n": 92,13720"ratio": 0.888911784471747,13721"dm_p": 0.49243527712576657,13722"dm_stat": -0.68922513314665713723},13724"realgarch11__t__w1000_r5": {13725"n": 92,13726"ratio": 0.872191441629325,13727"dm_p": 0.44520297419601707,13728"dm_stat": -0.76676998155572713729},13730"rm2006__normal__w1000_r5": {13731"n": 92,13732"ratio": 1.2505092097808064,13733"dm_p": 0.12771416223616922,13734"dm_stat": 1.537200393979890613735},13736"rm_rw__empirical__w1000_r5": {13737"n": 92,13738"ratio": 1.5887477818180198,13739"dm_p": 0.05725126588701843,13740"dm_stat": 1.92580060303474713741},13742"tarch11__ged__w1000_r5": {13743"n": 92,13744"ratio": 1.0475342779314458,13745"dm_p": 0.593734491753115,13746"dm_stat": 0.535319911164080213747},13748"tarch11__normal__w1000_r5": {13749"n": 92,13750"ratio": 1.0355713808323068,13751"dm_p": 0.6560529736801126,13752"dm_stat": 0.4468389780897682513753},13754"tarch11__skewt__w1000_r5": {13755"n": 92,13756"ratio": 1.061433597859462,13757"dm_p": 0.5826318061764587,13758"dm_stat": 0.551515932575339513759},13760"tarch11__t__w1000_r5": {13761"n": 92,13762"ratio": 1.0476112231497268,13763"dm_p": 0.6184997157256206,13764"dm_stat": 0.499689631058872313765}13766},13767"episode=none": {13768"aparch11__ged__w1000_r5": {13769"n": 2334,13770"ratio": 1.1729159672487333,13771"dm_p": 0.09582117789738935,13772"dm_stat": 1.666132962077469913773},13774"aparch11__normal__w1000_r5": {13775"n": 2334,13776"ratio": 1.1936436859378219,13777"dm_p": 0.19788581828944102,13778"dm_stat": 1.287965173881579613779},13780"aparch11__skewt__w1000_r5": {13781"n": 2334,13782"ratio": 2.791344833748858,13783"dm_p": 0.18065758709799068,13784"dm_stat": 1.339133749422916713785},13786"aparch11__t__w1000_r5": {13787"n": 2334,13788"ratio": 2.448955809591009,13789"dm_p": 0.26832807192136,13790"dm_stat": 1.107185047745961313791},13792"arch5__ged__w1000_r5": {13793"n": 2334,13794"ratio": 1.0937436308996915,13795"dm_p": 0.0023729225529146836,13796"dm_stat": 3.04242903395395713797},13798"arch5__normal__w1000_r5": {13799"n": 2334,13800"ratio": 1.0934652406470045,13801"dm_p": 0.0021804057007439414,13802"dm_stat": 3.067906999758210713803},13804"arch5__skewt__w1000_r5": {13805"n": 2334,13806"ratio": 1.0898752967725476,13807"dm_p": 0.0030196004645956513,13808"dm_stat": 2.968851593698332613809},13810"arch5__t__w1000_r5": {13811"n": 2334,13812"ratio": 1.0928518350889627,13813"dm_p": 0.0024890101763927106,13814"dm_stat": 3.0279669432158513815},13816"avgarch11__ged__w1000_r5": {13817"n": 2334,13818"ratio": 0.9934108993685004,13819"dm_p": 0.5793453593015228,13820"dm_stat": -0.554418864702582413821},13822"avgarch11__normal__w1000_r5": {13823"n": 2334,13824"ratio": 0.9950505128921341,13825"dm_p": 0.6866789727181373,13826"dm_stat": -0.4034162915606156513827},13828"avgarch11__skewt__w1000_r5": {13829"n": 2334,13830"ratio": 0.9901045842278668,13831"dm_p": 0.45287746351982716,13832"dm_stat": -0.750752283827912413833},13834"avgarch11__t__w1000_r5": {13835"n": 2334,13836"ratio": 0.9921914756106394,13837"dm_p": 0.5268271343312122,13838"dm_stat": -0.632951829386365713839},13840"cgarch11__ged__w1000_r5": {13841"n": 2334,13842"ratio": 1.0193098038499842,13843"dm_p": 0.39876330567740814,13844"dm_stat": 0.843986810936669313845},13846"cgarch11__normal__w1000_r5": {13847"n": 2334,13848"ratio": 1.0099352084588156,13849"dm_p": 0.6012014763076616,13850"dm_stat": 0.522744826277339413851},13852"cgarch11__skewt__w1000_r5": {13853"n": 2334,13854"ratio": 1.0180949462575348,13855"dm_p": 0.46441247473335623,13856"dm_stat": 0.731720824262837413857},13858"cgarch11__t__w1000_r5": {13859"n": 2334,13860"ratio": 1.0228438886006856,13861"dm_p": 0.35410582273133123,13862"dm_stat": 0.926839343543203213863},13864"constvar__normal__w1000_r5": {13865"n": 2334,13866"ratio": 1.5473457216402462,13867"dm_p": 5.284035749304722e-12,13868"dm_stat": 6.93379602806908913869},13870"egarch11__ged__w1000_r5": {13871"n": 2334,13872"ratio": 1.124027295238995,13873"dm_p": 0.15581531671451204,13874"dm_stat": 1.419745752474926213875},13876"egarch11__normal__w1000_r5": {13877"n": 2334,13878"ratio": 36.04756392242062,13879"dm_p": 0.3112135379976232,13880"dm_stat": 1.012898795587496613881},13882"egarch11__skewt__w1000_r5": {13883"n": 2319,13884"ratio": 1.0223814308990766,13885"dm_p": 0.7111021037177253,13886"dm_stat": 0.370421764525925713887},13888"egarch11__t__w1000_r5": {13889"n": 2324,13890"ratio": 1.0277971169087048,13891"dm_p": 0.6614623285444295,13892"dm_stat": 0.437951266820421113893},13894"ewma094__normal__w1000_r5": {13895"n": 2334,13896"ratio": 1.0223926931175116,13897"dm_p": 0.6092434392645338,13898"dm_stat": 0.511222788642639813899},13900"figarch11__ged__w1000_r5": {13901"n": 2334,13902"ratio": 1.0026636591643414,13903"dm_p": 0.914216758912909,13904"dm_stat": 0.1077329954184001313905},13906"figarch11__normal__w1000_r5": {13907"n": 2334,13908"ratio": 1.002157076571089,13909"dm_p": 0.9240160105448588,13910"dm_stat": 0.0953865252042631813911},13912"figarch11__skewt__w1000_r5": {13913"n": 2334,13914"ratio": 1.001748235775863,13915"dm_p": 0.943997308150935,13916"dm_stat": 0.0702542609543049513917},13918"figarch11__t__w1000_r5": {13919"n": 2334,13920"ratio": 1.0027883187526225,13921"dm_p": 0.9091209431763205,13922"dm_stat": 0.114159797967031313923},13924"garch11__ged__w1000_r5": {13925"n": 2334,13926"ratio": 1.0000999352273634,13927"dm_p": 0.9649933975492915,13928"dm_stat": 0.0438930675250168313929},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": 0.9970262812416987,13939"dm_p": 0.5162625712187962,13940"dm_stat": -0.649216163484517513941},13942"garch11__t__w1000_r5": {13943"n": 2334,13944"ratio": 0.9998068635991384,13945"dm_p": 0.9559211931613939,13946"dm_stat": -0.055278663923556713947},13948"garch12__ged__w1000_r5": {13949"n": 2334,13950"ratio": 1.0006945194042438,13951"dm_p": 0.8003186667991341,13952"dm_stat": 0.252963549796203713953},13954"garch12__normal__w1000_r5": {13955"n": 2334,13956"ratio": 1.0002677503504713,13957"dm_p": 0.849125103366536,13958"dm_stat": 0.19025597425767113959},13960"garch12__skewt__w1000_r5": {13961"n": 2334,13962"ratio": 0.9979412483225758,13963"dm_p": 0.6708824806091189,13964"dm_stat": -0.424990928421745513965},13966"garch12__t__w1000_r5": {13967"n": 2334,13968"ratio": 1.000670370461147,13969"dm_p": 0.8589697895941686,13970"dm_stat": 0.177705376800753113971},13972"garch21__ged__w1000_r5": {13973"n": 2334,13974"ratio": 1.004138298762914,13975"dm_p": 0.6048565124433979,13976"dm_stat": 0.517499596669311313977},13978"garch21__normal__w1000_r5": {13979"n": 2334,13980"ratio": 1.002341929922404,13981"dm_p": 0.7578222852307905,13982"dm_stat": 0.308377955701641113983},13984"garch21__skewt__w1000_r5": {13985"n": 2334,13986"ratio": 1.0015869895329563,13987"dm_p": 0.8536452288749037,13988"dm_stat": 0.1844898433376096513989},13990"garch21__t__w1000_r5": {13991"n": 2334,13992"ratio": 1.0051769254987402,13993"dm_p": 0.5425652770961051,13994"dm_stat": 0.609027849612296313995},13996"garchm11__ged__w1000_r5": {13997"n": 2334,13998"ratio": 0.9975077731643671,13999"dm_p": 0.5207915784962117,14000"dm_stat": -0.642222880986809814001},14002"garchm11__normal__w1000_r5": {14003"n": 2334,14004"ratio": 0.997599013646339,14005"dm_p": 0.5012605422345483,14006"dm_stat": -0.672612367831041714007},14008"garchm11__skewt__w1000_r5": {14009"n": 2334,14010"ratio": 0.9947731248031533,14011"dm_p": 0.3005486924744771,14012"dm_stat": -1.03548734071703414013},14014"garchm11__t__w1000_r5": {14015"n": 2334,14016"ratio": 0.9972880675084513,14017"dm_p": 0.49950101725771257,14018"dm_stat": -0.675380446267123914019},14020"garchx_rv11__normal__w1000_r5": {14021"n": 2334,14022"ratio": 0.9790750608077827,14023"dm_p": 0.3578956183819185,14024"dm_stat": -0.919564178593088114025},14026"garchx_rv11__t__w1000_r5": {14027"n": 2334,14028"ratio": 0.9727004672001797,14029"dm_p": 0.2301579468882005,14030"dm_stat": -1.20026590798399114031},14032"gas_t11__t__w1000_r5": {14033"n": 2334,14034"ratio": 0.9869705477647804,14035"dm_p": 0.11183083028813665,14036"dm_stat": -1.590619002461763214037},14038"gjr11__ged__w1000_r5": {14039"n": 2334,14040"ratio": 0.9751785945010284,14041"dm_p": 0.3123324597397912,14042"dm_stat": -1.01055875415179214043},14044"gjr11__normal__w1000_r5": {14045"n": 2334,14046"ratio": 0.9781311251212788,14047"dm_p": 0.3659608185594556,14048"dm_stat": -0.904241314523986814049},14050"gjr11__skewt__w1000_r5": {14051"n": 2334,14052"ratio": 0.9732547902006403,14053"dm_p": 0.31882610512019355,14054"dm_stat": -0.997086135225348614055},14056"gjr11__t__w1000_r5": {14057"n": 2334,14058"ratio": 0.9760565496536442,14059"dm_p": 0.35667041293150625,14060"dm_stat": -0.921910832695487114061},14062"har_rv__empirical__w1000_r5": {14063"n": 2334,14064"ratio": 1.0429058910360218,14065"dm_p": 0.06773820011326499,14066"dm_stat": 1.82759382116488814067},14068"heavy11__normal__w1000_r5": {14069"n": 2334,14070"ratio": 0.9778472363717468,14071"dm_p": 0.36512073325430217,14072"dm_stat": -0.9058274395321814073},14074"heavy11__t__w1000_r5": {14075"n": 2334,14076"ratio": 0.9721145241496147,14077"dm_p": 0.243363554009082,14078"dm_stat": -1.166915996539950314079},14080"histvar22__empirical__w1000_r5": {14081"n": 2334,14082"ratio": 1.238348227450206,14083"dm_p": 0.007151848001100351,14084"dm_stat": 2.692065032108345714085},14086"histvar252__empirical__w1000_r5": {14087"n": 2334,14088"ratio": 1.4333431699513701,14089"dm_p": 6.991652702777563e-08,14090"dm_stat": 5.4088046141612314091},14092"histvar66__empirical__w1000_r5": {14093"n": 2334,14094"ratio": 1.1829632998586102,14095"dm_p": 0.015000991933081163,14096"dm_stat": 2.43415910456460214097},14098"igarch11__ged__w1000_r5": {14099"n": 2334,14100"ratio": 1.0263724948120063,14101"dm_p": 0.27550798156124556,14102"dm_stat": 1.09072172980647214103},14104"igarch11__normal__w1000_r5": {14105"n": 2334,14106"ratio": 1.030334077010161,14107"dm_p": 0.2004050126397126,14108"dm_stat": 1.28076077115694714109},14110"igarch11__skewt__w1000_r5": {14111"n": 2334,14112"ratio": 1.026401388610261,14113"dm_p": 0.2918294511125743,14114"dm_stat": 1.054355313034294214115},14116"igarch11__t__w1000_r5": {14117"n": 2334,14118"ratio": 1.0307799034043488,14119"dm_p": 0.22508993790857867,14120"dm_stat": 1.213425704608930714121},14122"loghar_rv__empirical__w1000_r5": {14123"n": 2334,14124"ratio": 0.9220492999772292,14125"dm_p": 0.017827877272176326,14126"dm_stat": -2.37085374008159114127},14128"msgarch2__normal__w1000_r5": {14129"n": 2334,14130"ratio": 1.0450059753263101,14131"dm_p": 0.10366205287899061,14132"dm_stat": 1.627989898686629214133},14134"msgarch2__t__w1000_r5": {14135"n": 2334,14136"ratio": 1.0194133471854305,14137"dm_p": 0.3990446969213941,14138"dm_stat": 0.843483258829037614139},14140"nagarch11__ged__w1000_r5": {14141"n": 2334,14142"ratio": 1.0137098728269316,14143"dm_p": 0.8532509358805451,14144"dm_stat": 0.1849925790662096714145},14146"nagarch11__normal__w1000_r5": {14147"n": 2334,14148"ratio": 0.9797870468037914,14149"dm_p": 0.7145840908018561,14150"dm_stat": -0.365750939286452914151},14152"nagarch11__skewt__w1000_r5": {14153"n": 2334,14154"ratio": 0.987237156954938,14155"dm_p": 0.8065667449863767,14156"dm_stat": -0.244885345985541114157},14158"nagarch11__t__w1000_r5": {14159"n": 2334,14160"ratio": 0.9935793363778058,14161"dm_p": 0.9109251652515691,14162"dm_stat": -0.1118838015923857714163},14164"qgarch11__ged__w1000_r5": {14165"n": 2334,14166"ratio": 0.9713336694423278,14167"dm_p": 0.3050037293962963,14168"dm_stat": -1.025987735107327714169},14170"qgarch11__normal__w1000_r5": {14171"n": 2334,14172"ratio": 0.9700809263117635,14173"dm_p": 0.27702867946277276,14174"dm_stat": -1.087272577011248114175},14176"qgarch11__skewt__w1000_r5": {14177"n": 2334,14178"ratio": 0.9709184878764392,14179"dm_p": 0.31292573199608537,14180"dm_stat": -1.009320264459324414181},14182"qgarch11__t__w1000_r5": {14183"n": 2334,14184"ratio": 0.9701943679366778,14185"dm_p": 0.2928069904354614,14186"dm_stat": -1.05222131820805814187},14188"realgarch11__normal__w1000_r5": {14189"n": 2334,14190"ratio": 0.966217819663423,14191"dm_p": 0.3072635202918101,14192"dm_stat": -1.02120433282254714193},14194"realgarch11__t__w1000_r5": {14195"n": 2334,14196"ratio": 0.9967005742348161,14197"dm_p": 0.9420289819510568,14198"dm_stat": -0.0727277726416746414199},14200"rm2006__normal__w1000_r5": {14201"n": 2334,14202"ratio": 0.9786096750402697,14203"dm_p": 0.4094168202065255,14204"dm_stat": -0.825068911848038414205},14206"rm_rw__empirical__w1000_r5": {14207"n": 2334,14208"ratio": 3.2047217037311215,14209"dm_p": 5.381722336698239e-30,14210"dm_stat": 11.53895178057223514211},14212"tarch11__ged__w1000_r5": {14213"n": 2334,14214"ratio": 0.9646005595192116,14215"dm_p": 0.33263691639383114,14216"dm_stat": -0.969017472610157114217},14218"tarch11__normal__w1000_r5": {14219"n": 2334,14220"ratio": 0.9646676672713451,14221"dm_p": 0.32455414641245584,14222"dm_stat": -0.985350426810217514223},14224"tarch11__skewt__w1000_r5": {14225"n": 2334,14226"ratio": 0.9594392572445266,14227"dm_p": 0.26884678828494724,14228"dm_stat": -1.105985592220671414229},14230"tarch11__t__w1000_r5": {14231"n": 2334,14232"ratio": 0.9598540639124535,14233"dm_p": 0.2698271730388553,14234"dm_stat": -1.103722930934787814235}14236},14237"episode=rate_shock_2022": {14238"aparch11__ged__w1000_r5": {14239"n": 251,14240"ratio": 0.8771173173610107,14241"dm_p": 0.12320194565984197,14242"dm_stat": -1.546694082410624814243},14244"aparch11__normal__w1000_r5": {14245"n": 251,14246"ratio": 0.8654572759675445,14247"dm_p": 0.10287449957941582,14248"dm_stat": -1.637067442215850714249},14250"aparch11__skewt__w1000_r5": {14251"n": 251,14252"ratio": 0.8689909787643328,14253"dm_p": 0.11414904797644218,14254"dm_stat": -1.585358140423247314255},14256"aparch11__t__w1000_r5": {14257"n": 251,14258"ratio": 0.8826309784049967,14259"dm_p": 0.14762414419936837,14260"dm_stat": -1.452472634522271414261},14262"arch5__ged__w1000_r5": {14263"n": 251,14264"ratio": 1.0942144063044124,14265"dm_p": 0.18877084952973247,14266"dm_stat": 1.317818082093542614267},14268"arch5__normal__w1000_r5": {14269"n": 251,14270"ratio": 1.0989307653862435,14271"dm_p": 0.15965765568551643,14272"dm_stat": 1.410423589863922614273},14274"arch5__skewt__w1000_r5": {14275"n": 251,14276"ratio": 1.1046643933614495,14277"dm_p": 0.1498323930120691,14278"dm_stat": 1.444564497606884514279},14280"arch5__t__w1000_r5": {14281"n": 251,14282"ratio": 1.094232399829857,14283"dm_p": 0.19252598825986475,14284"dm_stat": 1.306668693730533614285},14286"avgarch11__ged__w1000_r5": {14287"n": 251,14288"ratio": 0.8821751069067386,14289"dm_p": 0.07774256883714194,14290"dm_stat": -1.771219327894376614291},14292"avgarch11__normal__w1000_r5": {14293"n": 251,14294"ratio": 0.8857858485591391,14295"dm_p": 0.09939327201844933,14296"dm_stat": -1.653947120642707914297},14298"avgarch11__skewt__w1000_r5": {14299"n": 251,14300"ratio": 0.8832693116373188,14301"dm_p": 0.06719424810420144,14302"dm_stat": -1.838369663358273814303},14304"avgarch11__t__w1000_r5": {14305"n": 251,14306"ratio": 0.8805872291834592,14307"dm_p": 0.07320322691570205,14308"dm_stat": -1.799135184538588614309},14310"cgarch11__ged__w1000_r5": {14311"n": 251,14312"ratio": 1.0276111947145987,14313"dm_p": 0.3160844070908728,14314"dm_stat": 1.004550992985004514315},14316"cgarch11__normal__w1000_r5": {14317"n": 251,14318"ratio": 1.0340243602652874,14319"dm_p": 0.21856198678739458,14320"dm_stat": 1.233461715184581314321},14322"cgarch11__skewt__w1000_r5": {14323"n": 251,14324"ratio": 1.0485713546776148,14325"dm_p": 0.20711718308962232,14326"dm_stat": 1.264810030059743814327},14328"cgarch11__t__w1000_r5": {14329"n": 251,14330"ratio": 1.0282168563069347,14331"dm_p": 0.33245827922815496,14332"dm_stat": 0.971057350525967914333},14334"constvar__normal__w1000_r5": {14335"n": 251,14336"ratio": 1.119187385731958,14337"dm_p": 0.5070899961526674,14338"dm_stat": 0.664332173676691314339},14340"egarch11__ged__w1000_r5": {14341"n": 251,14342"ratio": 0.840304943998274,14343"dm_p": 0.08441943400841209,14344"dm_stat": -1.732491113646409414345},14346"egarch11__normal__w1000_r5": {14347"n": 251,14348"ratio": 0.8365152623464753,14349"dm_p": 0.08097943023880158,14350"dm_stat": -1.752118744853022714351},14352"egarch11__skewt__w1000_r5": {14353"n": 251,14354"ratio": 0.8424971951212993,14355"dm_p": 0.09861692487126518,14356"dm_stat": -1.6577759689109914357},14358"egarch11__t__w1000_r5": {14359"n": 251,14360"ratio": 0.8422685291791439,14361"dm_p": 0.09445181852050186,14362"dm_stat": -1.67874174397005414363},14364"ewma094__normal__w1000_r5": {14365"n": 251,14366"ratio": 1.1519908879918308,14367"dm_p": 0.12079165516404151,14368"dm_stat": 1.556763426757265614369},14370"figarch11__ged__w1000_r5": {14371"n": 251,14372"ratio": 1.029862528561185,14373"dm_p": 0.4203356116915595,14374"dm_stat": 0.807170345875116814375},14376"figarch11__normal__w1000_r5": {14377"n": 251,14378"ratio": 1.0317822730105555,14379"dm_p": 0.3960100325015406,14380"dm_stat": 0.850231311375680414381},14382"figarch11__skewt__w1000_r5": {14383"n": 251,14384"ratio": 1.0514362199027263,14385"dm_p": 0.15946043436568727,14386"dm_stat": 1.411092909591262314387},14388"figarch11__t__w1000_r5": {14389"n": 251,14390"ratio": 1.031271018989009,14391"dm_p": 0.41369130061076065,14392"dm_stat": 0.818780765244495814393},14394"garch11__ged__w1000_r5": {14395"n": 251,14396"ratio": 0.9935101837752214,14397"dm_p": 0.08390095026221954,14398"dm_stat": -1.735407203073828614399},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": 1.0017829934094455,14409"dm_p": 0.858803536629686,14410"dm_stat": 0.178081051670526514411},14412"garch11__t__w1000_r5": {14413"n": 251,14414"ratio": 0.9919849162074053,14415"dm_p": 0.14684641209454977,14416"dm_stat": -1.4552794833237314417},14418"garch12__ged__w1000_r5": {14419"n": 251,14420"ratio": 0.9935064718575545,14421"dm_p": 0.08335780070331351,14422"dm_stat": -1.738477802871180714423},14424"garch12__normal__w1000_r5": {14425"n": 251,14426"ratio": 0.9999988344430372,14427"dm_p": 0.9127820682208707,14428"dm_stat": -0.1096409779103911114429},14430"garch12__skewt__w1000_r5": {14431"n": 251,14432"ratio": 1.0017966379748355,14433"dm_p": 0.8578297899871089,14434"dm_stat": 0.1793224237492477814435},14436"garch12__t__w1000_r5": {14437"n": 251,14438"ratio": 0.9919792479240039,14439"dm_p": 0.1463965253865175,14440"dm_stat": -1.456908357352605614441},14442"garch21__ged__w1000_r5": {14443"n": 251,14444"ratio": 0.9977762971364068,14445"dm_p": 0.9042313246377207,14446"dm_stat": -0.1204400246153057714447},14448"garch21__normal__w1000_r5": {14449"n": 251,14450"ratio": 1.0075834520765783,14451"dm_p": 0.7277165870771477,14452"dm_stat": 0.348555238217210114453},14454"garch21__skewt__w1000_r5": {14455"n": 251,14456"ratio": 1.0008657683968918,14457"dm_p": 0.9377782122628868,14458"dm_stat": 0.0781412350185246414459},14460"garch21__t__w1000_r5": {14461"n": 251,14462"ratio": 0.9946736246449891,14463"dm_p": 0.758170813136618,14464"dm_stat": -0.308221023319777714465},14466"garchm11__ged__w1000_r5": {14467"n": 251,14468"ratio": 0.98812923500404,14469"dm_p": 0.02516102693203267,14470"dm_stat": -2.25246185486763914471},14472"garchm11__normal__w1000_r5": {14473"n": 251,14474"ratio": 0.9964783549617448,14475"dm_p": 0.1877091829558842,14476"dm_stat": -1.32100006380819714477},14478"garchm11__skewt__w1000_r5": {14479"n": 251,14480"ratio": 1.0001519695166317,14481"dm_p": 0.986686850724764,14482"dm_stat": 0.0167030317983888914483},14484"garchm11__t__w1000_r5": {14485"n": 251,14486"ratio": 0.9868735449514404,14487"dm_p": 0.05055154050753859,14488"dm_stat": -1.964742478150667514489},14490"garchx_rv11__normal__w1000_r5": {14491"n": 251,14492"ratio": 1.0693484806154,14493"dm_p": 0.5168898441585982,14494"dm_stat": 0.649068626862575214495},14496"garchx_rv11__t__w1000_r5": {14497"n": 251,14498"ratio": 1.0675560666806978,14499"dm_p": 0.5282011517954233,14500"dm_stat": 0.631637124329140514501},14502"gas_t11__t__w1000_r5": {14503"n": 251,14504"ratio": 0.9165556633083557,14505"dm_p": 0.07938749193508642,14506"dm_stat": -1.761433077923733714507},14508"gjr11__ged__w1000_r5": {14509"n": 251,14510"ratio": 0.929131268103823,14511"dm_p": 0.302117552446801,14512"dm_stat": -1.034038140985389414513},14514"gjr11__normal__w1000_r5": {14515"n": 251,14516"ratio": 0.928465442034869,14517"dm_p": 0.2844610863448235,14518"dm_stat": -1.072653162237353914519},14520"gjr11__skewt__w1000_r5": {14521"n": 251,14522"ratio": 0.9262001150180642,14523"dm_p": 0.2898788866135988,14524"dm_stat": -1.060636123604548714525},14526"gjr11__t__w1000_r5": {14527"n": 251,14528"ratio": 0.9290118026845519,14529"dm_p": 0.33094765586003805,14530"dm_stat": -0.97410163213484414531},14532"har_rv__empirical__w1000_r5": {14533"n": 251,14534"ratio": 1.0935427768559853,14535"dm_p": 0.2909809077714199,14536"dm_stat": 1.058210448607233214537},14538"heavy11__normal__w1000_r5": {14539"n": 251,14540"ratio": 1.071559881680405,14541"dm_p": 0.5044448034446853,14542"dm_stat": 0.668478713420852914543},14544"heavy11__t__w1000_r5": {14545"n": 251,14546"ratio": 1.0705431963097514,14547"dm_p": 0.5111927962846282,14548"dm_stat": 0.657923261634945414549},14550"histvar22__empirical__w1000_r5": {14551"n": 251,14552"ratio": 1.3500370319478059,14553"dm_p": 0.012635330098049284,14554"dm_stat": 2.512013648592251514555},14556"histvar252__empirical__w1000_r5": {14557"n": 251,14558"ratio": 1.5738739390036085,14559"dm_p": 0.050743223541214647,14560"dm_stat": 1.963099842516284414561},14562"histvar66__empirical__w1000_r5": {14563"n": 251,14564"ratio": 1.6129951079986569,14565"dm_p": 0.00460766663995683,14566"dm_stat": 2.859046944049287414567},14568"igarch11__ged__w1000_r5": {14569"n": 251,14570"ratio": 1.0083571909595768,14571"dm_p": 0.9326348446707646,14572"dm_stat": 0.0846154382554953214573},14574"igarch11__normal__w1000_r5": {14575"n": 251,14576"ratio": 1.013485464220552,14577"dm_p": 0.8907800398810088,14578"dm_stat": 0.1374572269420283314579},14580"igarch11__skewt__w1000_r5": {14581"n": 251,14582"ratio": 1.0154310506724311,14583"dm_p": 0.8764512512249135,14584"dm_stat": 0.1556287459463540414585},14586"igarch11__t__w1000_r5": {14587"n": 251,14588"ratio": 1.0120178720444954,14589"dm_p": 0.9079990774693617,14590"dm_stat": 0.1156799287746876214591},14592"loghar_rv__empirical__w1000_r5": {14593"n": 251,14594"ratio": 0.9694193971220685,14595"dm_p": 0.7496425671824477,14596"dm_stat": -0.319462558376647414597},14598"msgarch2__normal__w1000_r5": {14599"n": 251,14600"ratio": 1.0086855230048817,14601"dm_p": 0.7200938787405349,14602"dm_stat": 0.3587379795734592614603},14604"msgarch2__t__w1000_r5": {14605"n": 251,14606"ratio": 1.1025476123456948,14607"dm_p": 0.04113955815384523,14608"dm_stat": 2.05273254043774114609},14610"nagarch11__ged__w1000_r5": {14611"n": 251,14612"ratio": 0.9324448822159888,14613"dm_p": 0.24165175786924753,14614"dm_stat": -1.173650962166386914615},14616"nagarch11__normal__w1000_r5": {14617"n": 251,14618"ratio": 0.9314743853670244,14619"dm_p": 0.22742119175681325,14620"dm_stat": -1.210001448810217314621},14622"nagarch11__skewt__w1000_r5": {14623"n": 251,14624"ratio": 0.9346770245438564,14625"dm_p": 0.3213091342850866,14626"dm_stat": -0.993742419707337514627},14628"nagarch11__t__w1000_r5": {14629"n": 251,14630"ratio": 0.9336137530785393,14631"dm_p": 0.2806451024509849,14632"dm_stat": -1.081211055146176414633},14634"qgarch11__ged__w1000_r5": {14635"n": 251,14636"ratio": 0.9330673151907211,14637"dm_p": 0.11146825759054062,14638"dm_stat": -1.59727203637456514639},14640"qgarch11__normal__w1000_r5": {14641"n": 251,14642"ratio": 0.9322699049871526,14643"dm_p": 0.10385306724656697,14644"dm_stat": -1.632405038580376314645},14646"qgarch11__skewt__w1000_r5": {14647"n": 251,14648"ratio": 0.9315535620141311,14649"dm_p": 0.15210002650523768,14650"dm_stat": -1.436536232650074414651},14652"qgarch11__t__w1000_r5": {14653"n": 251,14654"ratio": 0.9321888614580245,14655"dm_p": 0.12823750403597106,14656"dm_stat": -1.52614642499514914657},14658"realgarch11__normal__w1000_r5": {14659"n": 251,14660"ratio": 0.9652548320171331,14661"dm_p": 0.6942872426694167,14662"dm_stat": -0.39349777733852514663},14664"realgarch11__t__w1000_r5": {14665"n": 251,14666"ratio": 1.048794597791401,14667"dm_p": 0.6944111488947508,14668"dm_stat": 0.3933297731198538414669},14670"rm2006__normal__w1000_r5": {14671"n": 251,14672"ratio": 1.0779437358128874,14673"dm_p": 0.2648107641066999,14674"dm_stat": 1.117599882046761614675},14676"rm_rw__empirical__w1000_r5": {14677"n": 251,14678"ratio": 3.836601519438557,14679"dm_p": 6.986086271734093e-07,14680"dm_stat": 5.09174667710508114681},14682"tarch11__ged__w1000_r5": {14683"n": 251,14684"ratio": 0.8535209640795788,14685"dm_p": 0.13451182859487212,14686"dm_stat": -1.501408722472567414687},14688"tarch11__normal__w1000_r5": {14689"n": 251,14690"ratio": 0.8472302317826977,14691"dm_p": 0.1233782938729714,14692"dm_stat": -1.545963460283802414693},14694"tarch11__skewt__w1000_r5": {14695"n": 251,14696"ratio": 0.8523922796506448,14697"dm_p": 0.13783959835732965,14698"dm_stat": -1.488651127835811214699},14700"tarch11__t__w1000_r5": {14701"n": 251,14702"ratio": 0.85450923068328,14703"dm_p": 0.1446246934257995,14704"dm_stat": -1.4633612364408814705}14706}14707},14708"22": {14709"vol_tercile=high": {14710"aparch11__ged__w1000_r5": {14711"n": 802,14712"ratio": 0.9775544790988712,14713"dm_p": 0.68953565092878,14714"dm_stat": -0.3996299210549435514715},14716"aparch11__normal__w1000_r5": {14717"n": 802,14718"ratio": 0.943361623292137,14719"dm_p": 0.21955307571045957,14720"dm_stat": -1.228678908366122514721},14722"aparch11__skewt__w1000_r5": {14723"n": 802,14724"ratio": 0.9420963742208043,14725"dm_p": 0.2928974046257892,14726"dm_stat": -1.052478623678675214727},14728"aparch11__t__w1000_r5": {14729"n": 802,14730"ratio": 0.9668119577636015,14731"dm_p": 0.5801529709381612,14732"dm_stat": -0.553386840328126514733},14734"arch5__ged__w1000_r5": {14735"n": 802,14736"ratio": 1.159139448872014,14737"dm_p": 0.19599385624526613,14738"dm_stat": 1.294128998806585814739},14740"arch5__normal__w1000_r5": {14741"n": 802,14742"ratio": 1.1331928126875759,14743"dm_p": 0.2484339816214981,14744"dm_stat": 1.155002154935096614745},14746"arch5__skewt__w1000_r5": {14747"n": 802,14748"ratio": 1.1812499672663737,14749"dm_p": 0.19740868000280806,14750"dm_stat": 1.2900411363042414751},14752"arch5__t__w1000_r5": {14753"n": 802,14754"ratio": 1.150997373739443,14755"dm_p": 0.2159803133304946,14756"dm_stat": 1.238265781654728414757},14758"avgarch11__ged__w1000_r5": {14759"n": 802,14760"ratio": 1.028370353655766,14761"dm_p": 0.6772796629350418,14762"dm_stat": 0.4163305598139348514763},14764"avgarch11__normal__w1000_r5": {14765"n": 802,14766"ratio": 0.9750132726003762,14767"dm_p": 0.6664303814669671,14768"dm_stat": -0.431211823063133414769},14770"avgarch11__skewt__w1000_r5": {14771"n": 802,14772"ratio": 1.023578975137161,14773"dm_p": 0.7385749728832247,14774"dm_stat": 0.333856838926435814775},14776"avgarch11__t__w1000_r5": {14777"n": 802,14778"ratio": 1.018477191481374,14779"dm_p": 0.7767853087956541,14780"dm_stat": 0.283606412445921214781},14782"cgarch11__ged__w1000_r5": {14783"n": 802,14784"ratio": 1.2143323710255147,14785"dm_p": 0.039873374156095466,14786"dm_stat": 2.058413857431117514787},14788"cgarch11__normal__w1000_r5": {14789"n": 802,14790"ratio": 1.1632417434717093,14791"dm_p": 0.045676028732925644,14792"dm_stat": 2.00149419155019814793},14794"cgarch11__skewt__w1000_r5": {14795"n": 802,14796"ratio": 1.2499410441121008,14797"dm_p": 0.03727554379638925,14798"dm_stat": 2.086208676176328814799},14800"cgarch11__t__w1000_r5": {14801"n": 802,14802"ratio": 1.2322787640523425,14803"dm_p": 0.04391553072836562,14804"dm_stat": 2.01808303728263914805},14806"constvar__normal__w1000_r5": {14807"n": 802,14808"ratio": 1.9310122193596333,14809"dm_p": 0.1431537999524122,14810"dm_stat": 1.465584992721758114811},14812"egarch11__ged__w1000_r5": {14813"n": 802,14814"ratio": 1.0808195142522583,14815"dm_p": 0.29281845047313965,14816"dm_stat": 1.052650921664256314817},14818"egarch11__normal__w1000_r5": {14819"n": 802,14820"ratio": 1.198343407713575,14821"dm_p": 0.16317448351379524,14822"dm_stat": 1.395756864666672514823},14824"egarch11__skewt__w1000_r5": {14825"n": 797,14826"ratio": 1.038274256330571,14827"dm_p": 0.4934491617938805,14828"dm_stat": 0.685149323892825914829},14830"egarch11__t__w1000_r5": {14831"n": 802,14832"ratio": 1.0548855789703546,14833"dm_p": 0.43092769147807813,14834"dm_stat": 0.788003663247630914835},14836"ewma094__normal__w1000_r5": {14837"n": 802,14838"ratio": 1.0783166833368272,14839"dm_p": 0.5278769639375162,14840"dm_stat": 0.631525799529188414841},14842"figarch11__ged__w1000_r5": {14843"n": 802,14844"ratio": 1.1335597932233819,14845"dm_p": 0.140754534751451,14846"dm_stat": 1.474445703624890614847},14848"figarch11__normal__w1000_r5": {14849"n": 802,14850"ratio": 1.1119979707147873,14851"dm_p": 0.1756141778754495,14852"dm_stat": 1.355582336526751414853},14854"figarch11__skewt__w1000_r5": {14855"n": 802,14856"ratio": 1.1530108421636984,14857"dm_p": 0.06568669230924967,14858"dm_stat": 1.843079651125765414859},14860"figarch11__t__w1000_r5": {14861"n": 802,14862"ratio": 1.1316994260680702,14863"dm_p": 0.14727759177148878,14864"dm_stat": 1.450618506188620814865},14866"garch11__ged__w1000_r5": {14867"n": 802,14868"ratio": 1.0140572869115263,14869"dm_p": 0.20622919067292544,14870"dm_stat": 1.265027991626405814871},14872"garch11__normal__w1000_r5": {14873"n": 802,14874"ratio": 1.0,14875"dm_p": 1.0,14876"dm_stat": 0.014877},14878"garch11__skewt__w1000_r5": {14879"n": 802,14880"ratio": 1.0329534986229707,14881"dm_p": 0.1270688019119955,14882"dm_stat": 1.52734984766635814883},14884"garch11__t__w1000_r5": {14885"n": 802,14886"ratio": 1.0084588909921985,14887"dm_p": 0.3287819524562422,14888"dm_stat": 0.977166092739155814889},14890"garch12__ged__w1000_r5": {14891"n": 802,14892"ratio": 1.0151295473881423,14893"dm_p": 0.17322440388850635,14894"dm_stat": 1.363130567898981814895},14896"garch12__normal__w1000_r5": {14897"n": 802,14898"ratio": 0.9976877212599673,14899"dm_p": 0.4874526622839032,14900"dm_stat": -0.694687418567943914901},14902"garch12__skewt__w1000_r5": {14903"n": 802,14904"ratio": 1.0337208185467872,14905"dm_p": 0.11866033551042099,14906"dm_stat": 1.562096078337185314907},14908"garch12__t__w1000_r5": {14909"n": 802,14910"ratio": 1.0089573992290588,14911"dm_p": 0.30218366925460144,14912"dm_stat": 1.032427162906318614913},14914"garch21__ged__w1000_r5": {14915"n": 802,14916"ratio": 1.015663431077698,14917"dm_p": 0.38394826717364927,14918"dm_stat": 0.871122517076836414919},14920"garch21__normal__w1000_r5": {14921"n": 802,14922"ratio": 0.9923884349701108,14923"dm_p": 0.2910875065903989,14924"dm_stat": -1.05643616190732214925},14926"garch21__skewt__w1000_r5": {14927"n": 802,14928"ratio": 1.042128811978229,14929"dm_p": 0.15199662064660574,14930"dm_stat": 1.433880460383496314931},14932"garch21__t__w1000_r5": {14933"n": 802,14934"ratio": 1.019124477189901,14935"dm_p": 0.3642533930050864,14936"dm_stat": 0.907806692875783314937},14938"garchm11__ged__w1000_r5": {14939"n": 802,14940"ratio": 1.004094127951801,14941"dm_p": 0.7593395067909214,14942"dm_stat": 0.306452858908357914943},14944"garchm11__normal__w1000_r5": {14945"n": 802,14946"ratio": 0.9945686994067013,14947"dm_p": 0.20519436791743023,14948"dm_stat": -1.267921619286652314949},14950"garchm11__skewt__w1000_r5": {14951"n": 802,14952"ratio": 1.0252008118876883,14953"dm_p": 0.29423505242304493,14954"dm_stat": 1.049564271001689314955},14956"garchm11__t__w1000_r5": {14957"n": 802,14958"ratio": 0.9998030577742262,14959"dm_p": 0.9853050622490319,14960"dm_stat": -0.0184241659645570214961},14962"garchx_rv11__normal__w1000_r5": {14963"n": 802,14964"ratio": 0.8429827909415729,14965"dm_p": 0.42070622210894476,14966"dm_stat": -0.805611074593903814967},14968"garchx_rv11__t__w1000_r5": {14969"n": 802,14970"ratio": 0.827977300246187,14971"dm_p": 0.37605774922582663,14972"dm_stat": -0.885676369696133114973},14974"gas_t11__t__w1000_r5": {14975"n": 802,14976"ratio": 0.9947543086246705,14977"dm_p": 0.8512191332803396,14978"dm_stat": -0.1876237379597990614979},14980"gjr11__ged__w1000_r5": {14981"n": 802,14982"ratio": 1.012059332110277,14983"dm_p": 0.7623366648689848,14984"dm_stat": 0.302516802646638514985},14986"gjr11__normal__w1000_r5": {14987"n": 802,14988"ratio": 0.9951485535735837,14989"dm_p": 0.8852473448149181,14990"dm_stat": -0.1443665484939357614991},14992"gjr11__skewt__w1000_r5": {14993"n": 802,14994"ratio": 1.022289219532878,14995"dm_p": 0.5757333810044929,14996"dm_stat": 0.559857182704574114997},14998"gjr11__t__w1000_r5": {14999"n": 802,15000"ratio": 1.0102112125527059,15001"dm_p": 0.7936729683354223,15002"dm_stat": 0.2616313026092061415003},15004"har_rv__empirical__w1000_r5": {15005"n": 802,15006"ratio": 1.0527513641668564,15007"dm_p": 0.6551759107219113,15008"dm_stat": 0.4467505896534215715009},15010"heavy11__normal__w1000_r5": {15011"n": 802,15012"ratio": 0.8361322305713593,15013"dm_p": 0.42052398167784755,15014"dm_stat": -0.805927262263310615015},15016"heavy11__t__w1000_r5": {15017"n": 802,15018"ratio": 0.8223733097042903,15019"dm_p": 0.37753645856569984,15020"dm_stat": -0.882934696278916915021},15022"histvar22__empirical__w1000_r5": {15023"n": 802,15024"ratio": 1.1467433071232573,15025"dm_p": 0.1928397644389932,15026"dm_stat": 1.303320781313742415027},15028"histvar252__empirical__w1000_r5": {15029"n": 802,15030"ratio": 2.0413651359207536,15031"dm_p": 0.07292585793737481,15032"dm_stat": 1.79565718429106515033},15034"histvar66__empirical__w1000_r5": {15035"n": 802,15036"ratio": 1.5602940859939045,15037"dm_p": 0.007925615115950971,15038"dm_stat": 2.661909446345509515039},15040"igarch11__ged__w1000_r5": {15041"n": 802,15042"ratio": 0.9517515326528129,15043"dm_p": 0.8322081091580441,15044"dm_stat": -0.2119395523507455215045},15046"igarch11__normal__w1000_r5": {15047"n": 802,15048"ratio": 0.9559342092492049,15049"dm_p": 0.8480933057467439,15050"dm_stat": -0.1916137842755261715051},15052"igarch11__skewt__w1000_r5": {15053"n": 802,15054"ratio": 0.9439431299228471,15055"dm_p": 0.8012007327719328,15056"dm_stat": -0.251877020093536715057},15058"igarch11__t__w1000_r5": {15059"n": 802,15060"ratio": 0.9512109326623609,15061"dm_p": 0.8313116087074716,15062"dm_stat": -0.213089200301424515063},15064"loghar_rv__empirical__w1000_r5": {15065"n": 802,15066"ratio": 0.9462902703370268,15067"dm_p": 0.45119595003313556,15068"dm_stat": -0.753791493999394415069},15070"msgarch2__normal__w1000_r5": {15071"n": 802,15072"ratio": 1.1973591644967625,15073"dm_p": 0.1389534976323323,15074"dm_stat": 1.481173853882824515075},15076"msgarch2__t__w1000_r5": {15077"n": 802,15078"ratio": 1.10991321560508,15079"dm_p": 0.25057768524685664,15080"dm_stat": 1.149779953161614415081},15082"nagarch11__ged__w1000_r5": {15083"n": 802,15084"ratio": 0.9569232175705018,15085"dm_p": 0.5381080625900104,15086"dm_stat": -0.61594157695762115087},15088"nagarch11__normal__w1000_r5": {15089"n": 802,15090"ratio": 0.9277039687982686,15091"dm_p": 0.2631994698071544,15092"dm_stat": -1.119647861508040515093},15094"nagarch11__skewt__w1000_r5": {15095"n": 802,15096"ratio": 0.9348996131926007,15097"dm_p": 0.3569559649569308,15098"dm_stat": -0.921712729888363715099},15100"nagarch11__t__w1000_r5": {15101"n": 802,15102"ratio": 0.9305261773969397,15103"dm_p": 0.32953803595189585,15104"dm_stat": -0.975638806934977215105},15106"qgarch11__ged__w1000_r5": {15107"n": 802,15108"ratio": 0.9925849599219418,15109"dm_p": 0.8699812373110855,15110"dm_stat": -0.1637347835517468715111},15112"qgarch11__normal__w1000_r5": {15113"n": 802,15114"ratio": 0.9710363647575535,15115"dm_p": 0.4833188297212401,15116"dm_stat": -0.701301079255381215117},15118"qgarch11__skewt__w1000_r5": {15119"n": 802,15120"ratio": 0.9969803544291265,15121"dm_p": 0.9320677424117678,15122"dm_stat": -0.085270386018642215123},15124"qgarch11__t__w1000_r5": {15125"n": 802,15126"ratio": 0.988183779735172,15127"dm_p": 0.7651178603784569,15128"dm_stat": -0.298868555674818915129},15130"realgarch11__normal__w1000_r5": {15131"n": 802,15132"ratio": 0.9365059519962566,15133"dm_p": 0.6921696619810614,15134"dm_stat": -0.396055361144648615135},15136"realgarch11__t__w1000_r5": {15137"n": 802,15138"ratio": 1.1162468262259584,15139"dm_p": 0.6281004402091694,15140"dm_stat": 0.484588941485765415141},15142"rm2006__normal__w1000_r5": {15143"n": 802,15144"ratio": 1.0449130188792222,15145"dm_p": 0.6230259837797691,15146"dm_stat": 0.4917568356055831415147},15148"rm_rw__empirical__w1000_r5": {15149"n": 802,15150"ratio": 2.180090897306139,15151"dm_p": 2.3689898407569336e-05,15152"dm_stat": 4.25195264644730915153},15154"tarch11__ged__w1000_r5": {15155"n": 802,15156"ratio": 0.9789598647762716,15157"dm_p": 0.6916215199089896,15158"dm_stat": -0.396798814175340315159},15160"tarch11__normal__w1000_r5": {15161"n": 802,15162"ratio": 0.9293492580608912,15163"dm_p": 0.08326890623458992,15164"dm_stat": -1.734191137595399615165},15166"tarch11__skewt__w1000_r5": {15167"n": 802,15168"ratio": 0.9476701762924451,15169"dm_p": 0.2828328305877567,15170"dm_stat": -1.074699672782721215171},15172"tarch11__t__w1000_r5": {15173"n": 802,15174"ratio": 0.9652470826858757,15175"dm_p": 0.4866374405841145,15176"dm_stat": -0.695989266589584815177}15178},15179"vol_tercile=low": {15180"aparch11__ged__w1000_r5": {15181"n": 1174,15182"ratio": 1.4676515545109443,15183"dm_p": 0.07628187934109855,15184"dm_stat": 1.774245612589743415185},15186"aparch11__normal__w1000_r5": {15187"n": 1174,15188"ratio": 1.542095302190605,15189"dm_p": 0.1768637560481881,15190"dm_stat": 1.351287978161898315191},15192"aparch11__skewt__w1000_r5": {15193"n": 1174,15194"ratio": 6.722589488617937,15195"dm_p": 0.21284542427399367,15196"dm_stat": 1.246457270792954415197},15198"aparch11__t__w1000_r5": {15199"n": 1174,15200"ratio": 5.862468297881503,15201"dm_p": 0.28844438842821224,15202"dm_stat": 1.062021800824714915203},15204"arch5__ged__w1000_r5": {15205"n": 1174,15206"ratio": 1.2902754981634015,15207"dm_p": 0.0001941574773071643,15208"dm_stat": 3.738356555110547815209},15210"arch5__normal__w1000_r5": {15211"n": 1174,15212"ratio": 1.305979284605147,15213"dm_p": 0.00012153147136830418,15214"dm_stat": 3.855970448663305315215},15216"arch5__skewt__w1000_r5": {15217"n": 1174,15218"ratio": 1.2790881786337787,15219"dm_p": 0.00021020607581526251,15220"dm_stat": 3.718098925570278515221},15222"arch5__t__w1000_r5": {15223"n": 1174,15224"ratio": 1.2911959925288476,15225"dm_p": 0.00016526077897690373,15226"dm_stat": 3.77917028069651615227},15228"avgarch11__ged__w1000_r5": {15229"n": 1174,15230"ratio": 0.980048807682693,15231"dm_p": 0.44639644389080124,15232"dm_stat": -0.761692869581175215233},15234"avgarch11__normal__w1000_r5": {15235"n": 1174,15236"ratio": 1.0266806365251202,15237"dm_p": 0.13451358515794415,15238"dm_stat": 1.49757174297796515239},15240"avgarch11__skewt__w1000_r5": {15241"n": 1174,15242"ratio": 0.9600912582489703,15243"dm_p": 0.2390259548643735,15244"dm_stat": -1.178024046515587815245},15246"avgarch11__t__w1000_r5": {15247"n": 1174,15248"ratio": 0.9751525265751235,15249"dm_p": 0.4050974524571014,15250"dm_stat": -0.832852513731870915251},15252"cgarch11__ged__w1000_r5": {15253"n": 1174,15254"ratio": 1.019283321270718,15255"dm_p": 0.7827667813055343,15256"dm_stat": 0.2757784892635128415257},15258"cgarch11__normal__w1000_r5": {15259"n": 1174,15260"ratio": 1.0172449271280088,15261"dm_p": 0.7967892819896075,15262"dm_stat": 0.2575631063314714515263},15264"cgarch11__skewt__w1000_r5": {15265"n": 1174,15266"ratio": 1.0113822329027133,15267"dm_p": 0.879137797278483,15268"dm_stat": 0.152095463789288615269},15270"cgarch11__t__w1000_r5": {15271"n": 1174,15272"ratio": 1.0294496147745216,15273"dm_p": 0.676370728547417,15274"dm_stat": 0.417525167919550815275},15276"constvar__normal__w1000_r5": {15277"n": 1174,15278"ratio": 1.6015205990482138,15279"dm_p": 3.145305079056947e-08,15280"dm_stat": 5.570651368490981515281},15282"egarch11__ged__w1000_r5": {15283"n": 1174,15284"ratio": 1.2801162403319002,15285"dm_p": 0.24786112512541986,15286"dm_stat": 1.156135568285661815287},15288"egarch11__normal__w1000_r5": {15289"n": 1174,15290"ratio": 106.9364101771625,15291"dm_p": 0.3175956149435235,15292"dm_stat": 0.999836974930181915293},15294"egarch11__skewt__w1000_r5": {15295"n": 1166,15296"ratio": 1.1059218920523313,15297"dm_p": 0.648543162880725,15298"dm_stat": 0.4559051367455285715299},15300"egarch11__t__w1000_r5": {15301"n": 1166,15302"ratio": 1.1013054085425789,15303"dm_p": 0.6679879895816685,15304"dm_stat": 0.429020000505502715305},15306"ewma094__normal__w1000_r5": {15307"n": 1174,15308"ratio": 1.1805295391145159,15309"dm_p": 0.39333712685980027,15310"dm_stat": 0.853895696908114715311},15312"figarch11__ged__w1000_r5": {15313"n": 1174,15314"ratio": 1.0186432525941953,15315"dm_p": 0.8004789297673581,15316"dm_stat": 0.2527846379397045715317},15318"figarch11__normal__w1000_r5": {15319"n": 1174,15320"ratio": 1.0266978536059235,15321"dm_p": 0.7079144680226057,15322"dm_stat": 0.374749563307223915323},15324"figarch11__skewt__w1000_r5": {15325"n": 1174,15326"ratio": 1.0172505125903557,15327"dm_p": 0.8291788749025609,15328"dm_stat": 0.2158029403763217515329},15330"figarch11__t__w1000_r5": {15331"n": 1174,15332"ratio": 1.0238542185119965,15333"dm_p": 0.7442910679446934,15334"dm_stat": 0.326253097880731515335},15336"garch11__ged__w1000_r5": {15337"n": 1174,15338"ratio": 0.9902790771821742,15339"dm_p": 0.1034217265478441,15340"dm_stat": -1.629755212315400215341},15342"garch11__normal__w1000_r5": {15343"n": 1174,15344"ratio": 1.0,15345"dm_p": 1.0,15346"dm_stat": 0.015347},15348"garch11__skewt__w1000_r5": {15349"n": 1174,15350"ratio": 0.9720297994119264,15351"dm_p": 0.1403702353172466,15352"dm_stat": -1.4754117605693515353},15354"garch11__t__w1000_r5": {15355"n": 1174,15356"ratio": 0.9912560774127817,15357"dm_p": 0.4625472047059075,15358"dm_stat": -0.734900143815447515359},15360"garch12__ged__w1000_r5": {15361"n": 1174,15362"ratio": 0.9852771022019093,15363"dm_p": 0.07965085769976679,15364"dm_stat": -1.754237912458035415365},15366"garch12__normal__w1000_r5": {15367"n": 1174,15368"ratio": 0.9945914047155722,15369"dm_p": 0.1357839892381722,15370"dm_stat": -1.492702472899852615371},15372"garch12__skewt__w1000_r5": {15373"n": 1174,15374"ratio": 0.9713069433297256,15375"dm_p": 0.13956432706734143,15376"dm_stat": -1.478418251949688515377},15378"garch12__t__w1000_r5": {15379"n": 1174,15380"ratio": 0.9900995263048236,15381"dm_p": 0.42868022152783003,15382"dm_stat": -0.791726525312552315383},15384"garch21__ged__w1000_r5": {15385"n": 1174,15386"ratio": 0.9955379158357981,15387"dm_p": 0.8330209166388287,15388"dm_stat": -0.2108756699766638515389},15390"garch21__normal__w1000_r5": {15391"n": 1174,15392"ratio": 1.0047041296590122,15393"dm_p": 0.8252569036400731,15394"dm_stat": 0.2208381323301022215395},15396"garch21__skewt__w1000_r5": {15397"n": 1174,15398"ratio": 0.9734284969762276,15399"dm_p": 0.3141354770060877,15400"dm_stat": -1.007014521287410915401},15402"garch21__t__w1000_r5": {15403"n": 1174,15404"ratio": 0.9971386128285941,15405"dm_p": 0.905987574341637,15406"dm_stat": -0.1181265963399074115407},15408"garchm11__ged__w1000_r5": {15409"n": 1174,15410"ratio": 0.9837761789556159,15411"dm_p": 0.0762174749074619,15412"dm_stat": -1.774635063320701315413},15414"garchm11__normal__w1000_r5": {15415"n": 1174,15416"ratio": 0.9902014090806929,15417"dm_p": 0.3522903373224133,15418"dm_stat": -0.930525871599060415419},15420"garchm11__skewt__w1000_r5": {15421"n": 1174,15422"ratio": 0.9692515616870032,15423"dm_p": 0.10591840624524093,15424"dm_stat": -1.61806048440557615425},15426"garchm11__t__w1000_r5": {15427"n": 1174,15428"ratio": 0.986432342255416,15429"dm_p": 0.24573775193618402,15430"dm_stat": -1.161345349363410315431},15432"garchx_rv11__normal__w1000_r5": {15433"n": 1174,15434"ratio": 1.019056952324716,15435"dm_p": 0.38403920910081535,15436"dm_stat": 0.870804270666853515437},15438"garchx_rv11__t__w1000_r5": {15439"n": 1174,15440"ratio": 1.0206477337288944,15441"dm_p": 0.3507043264131655,15442"dm_stat": 0.933596262396700215443},15444"gas_t11__t__w1000_r5": {15445"n": 1174,15446"ratio": 0.9762314587806074,15447"dm_p": 0.3057320099926284,15448"dm_stat": -1.024666132050232215449},15450"gjr11__ged__w1000_r5": {15451"n": 1174,15452"ratio": 0.8833405070554827,15453"dm_p": 0.024573683199376428,15454"dm_stat": -2.25094336741248115455},15456"gjr11__normal__w1000_r5": {15457"n": 1174,15458"ratio": 0.8894873637700235,15459"dm_p": 0.01084135968260558,15460"dm_stat": -2.55184489044100415461},15462"gjr11__skewt__w1000_r5": {15463"n": 1174,15464"ratio": 0.9320247306365975,15465"dm_p": 0.4565845929711891,15466"dm_stat": -0.744729242172843815467},15468"gjr11__t__w1000_r5": {15469"n": 1174,15470"ratio": 0.9291824128686333,15471"dm_p": 0.39899604821759754,15472"dm_stat": -0.843723337220159515473},15474"har_rv__empirical__w1000_r5": {15475"n": 1174,15476"ratio": 1.2021801629003286,15477"dm_p": 0.0002975984137506702,15478"dm_stat": 3.62827033131564115479},15480"heavy11__normal__w1000_r5": {15481"n": 1174,15482"ratio": 1.0196028241775896,15483"dm_p": 0.37142570427356864,15484"dm_stat": 0.894148798095786315485},15486"heavy11__t__w1000_r5": {15487"n": 1174,15488"ratio": 1.0209958590542756,15489"dm_p": 0.34317161548651887,15490"dm_stat": 0.948300899306004115491},15492"histvar22__empirical__w1000_r5": {15493"n": 1174,15494"ratio": 1.7788010165086914,15495"dm_p": 0.042449443638537344,15496"dm_stat": 2.031302190401308715497},15498"histvar252__empirical__w1000_r5": {15499"n": 1174,15500"ratio": 1.2810467886956742,15501"dm_p": 0.04447051633068647,15502"dm_stat": 2.01178891345404615503},15504"histvar66__empirical__w1000_r5": {15505"n": 1174,15506"ratio": 1.2252539611690227,15507"dm_p": 0.33688700214139417,15508"dm_stat": 0.960727875458613215509},15510"igarch11__ged__w1000_r5": {15511"n": 1174,15512"ratio": 1.0876214855818007,15513"dm_p": 0.23083089998244025,15514"dm_stat": 1.198843592312067715515},15516"igarch11__normal__w1000_r5": {15517"n": 1174,15518"ratio": 1.0952042667455555,15519"dm_p": 0.17755855102033924,15520"dm_stat": 1.349120724837894715521},15522"igarch11__skewt__w1000_r5": {15523"n": 1174,15524"ratio": 1.0887770374748953,15525"dm_p": 0.23045878752002197,15526"dm_stat": 1.199801316585912315527},15528"igarch11__t__w1000_r5": {15529"n": 1174,15530"ratio": 1.1245052466062788,15531"dm_p": 0.09617431122009194,15532"dm_stat": 1.665027511936432615533},15534"loghar_rv__empirical__w1000_r5": {15535"n": 1174,15536"ratio": 1.0016672445482444,15537"dm_p": 0.9879045726864557,15538"dm_stat": 0.0151631828239112415539},15540"msgarch2__normal__w1000_r5": {15541"n": 1174,15542"ratio": 1.097585859801506,15543"dm_p": 0.24915911869623789,15544"dm_stat": 1.152966278929657815545},15546"msgarch2__t__w1000_r5": {15547"n": 1174,15548"ratio": 1.0111614823194552,15549"dm_p": 0.9010076868461177,15550"dm_stat": 0.1244154132147171615551},15552"nagarch11__ged__w1000_r5": {15553"n": 1174,15554"ratio": 1.092345481333538,15555"dm_p": 0.7125201684782727,15556"dm_stat": 0.368562753465816915557},15558"nagarch11__normal__w1000_r5": {15559"n": 1174,15560"ratio": 1.0570505624747342,15561"dm_p": 0.809854452015462,15562"dm_stat": 0.2406680597926080215563},15564"nagarch11__skewt__w1000_r5": {15565"n": 1174,15566"ratio": 1.0541652132982025,15567"dm_p": 0.7649134336859399,15568"dm_stat": 0.2991043200879721615569},15570"nagarch11__t__w1000_r5": {15571"n": 1174,15572"ratio": 1.0789362367546056,15573"dm_p": 0.7065819615866387,15574"dm_stat": 0.3765421812982015515575},15576"qgarch11__ged__w1000_r5": {15577"n": 1174,15578"ratio": 0.9677388976398676,15579"dm_p": 0.6611882630335131,15580"dm_stat": -0.438384554965410915581},15582"qgarch11__normal__w1000_r5": {15583"n": 1174,15584"ratio": 0.9692494087977823,15585"dm_p": 0.6694607425289414,15586"dm_stat": -0.4269958066162200515587},15588"qgarch11__skewt__w1000_r5": {15589"n": 1174,15590"ratio": 0.9936669634577603,15591"dm_p": 0.9304634515917273,15592"dm_stat": -0.087280498570596515593},15594"qgarch11__t__w1000_r5": {15595"n": 1174,15596"ratio": 0.9832031367766014,15597"dm_p": 0.816038936168601,15598"dm_stat": -0.2326948842430578715599},15600"realgarch11__normal__w1000_r5": {15601"n": 1174,15602"ratio": 0.9770815885010941,15603"dm_p": 0.7280724718468623,15604"dm_stat": -0.3477737874487795715605},15606"realgarch11__t__w1000_r5": {15607"n": 1174,15608"ratio": 1.085028836368741,15609"dm_p": 0.3726816917376366,15610"dm_stat": 0.891802511980061215611},15612"rm2006__normal__w1000_r5": {15613"n": 1174,15614"ratio": 0.9844051402054335,15615"dm_p": 0.9095562422764117,15616"dm_stat": -0.1136228171099418215617},15618"rm_rw__empirical__w1000_r5": {15619"n": 1174,15620"ratio": 6.2470973513030525,15621"dm_p": 2.3592909673110755e-11,15622"dm_stat": 6.74740940133168215623},15624"tarch11__ged__w1000_r5": {15625"n": 1174,15626"ratio": 0.9788996912120328,15627"dm_p": 0.8735981437755191,15628"dm_stat": -0.1591245441376939215629},15630"tarch11__normal__w1000_r5": {15631"n": 1174,15632"ratio": 0.9911206046718744,15633"dm_p": 0.9434485322682966,15634"dm_stat": -0.0709513965587684315635},15636"tarch11__skewt__w1000_r5": {15637"n": 1174,15638"ratio": 0.9928130343080511,15639"dm_p": 0.9566580722872495,15640"dm_stat": -0.0543594117883366115641},15642"tarch11__t__w1000_r5": {15643"n": 1174,15644"ratio": 0.987718494252561,15645"dm_p": 0.9271368165192769,15646"dm_stat": -0.0914674117623918315647}15648},15649"vol_tercile=mid": {15650"aparch11__ged__w1000_r5": {15651"n": 725,15652"ratio": 1.0007285139127933,15653"dm_p": 0.9711777653818894,15654"dm_stat": 0.0361436685741771815655},15656"aparch11__normal__w1000_r5": {15657"n": 725,15658"ratio": 0.9884153196193893,15659"dm_p": 0.5797634308018971,15660"dm_stat": -0.553980230954719315661},15662"aparch11__skewt__w1000_r5": {15663"n": 725,15664"ratio": 0.992753317137819,15665"dm_p": 0.9134465973205482,15666"dm_stat": -0.1087302216912373915667},15668"aparch11__t__w1000_r5": {15669"n": 725,15670"ratio": 1.008089455004644,15671"dm_p": 0.7550711349466449,15672"dm_stat": 0.312077953437847515673},15674"arch5__ged__w1000_r5": {15675"n": 725,15676"ratio": 1.0412497389324564,15677"dm_p": 0.39016167399989066,15678"dm_stat": 0.85984034711626215679},15680"arch5__normal__w1000_r5": {15681"n": 725,15682"ratio": 1.0394594587037012,15683"dm_p": 0.3843849156711585,15684"dm_stat": 0.870373300002821115685},15686"arch5__skewt__w1000_r5": {15687"n": 725,15688"ratio": 1.0576495425160155,15689"dm_p": 0.36920028621057155,15690"dm_stat": 0.898532802475915215691},15692"arch5__t__w1000_r5": {15693"n": 725,15694"ratio": 1.044234240293735,15695"dm_p": 0.37603309116323863,15696"dm_stat": 0.885774615283649415697},15698"avgarch11__ged__w1000_r5": {15699"n": 725,15700"ratio": 1.0292653303561414,15701"dm_p": 0.47214111519672747,15702"dm_stat": 0.719376483728097715703},15704"avgarch11__normal__w1000_r5": {15705"n": 725,15706"ratio": 1.0111013643598148,15707"dm_p": 0.6350048571629444,15708"dm_stat": 0.4748952477655309415709},15710"avgarch11__skewt__w1000_r5": {15711"n": 725,15712"ratio": 1.0216946512721872,15713"dm_p": 0.5447961783814413,15714"dm_stat": 0.605862155512322615715},15716"avgarch11__t__w1000_r5": {15717"n": 725,15718"ratio": 1.024848703835271,15719"dm_p": 0.5014421062936504,15720"dm_stat": 0.672559588683484815721},15722"cgarch11__ged__w1000_r5": {15723"n": 725,15724"ratio": 1.1042586959112684,15725"dm_p": 0.18124378643494277,15726"dm_stat": 1.338223272801958315727},15728"cgarch11__normal__w1000_r5": {15729"n": 725,15730"ratio": 1.0961553513433087,15731"dm_p": 0.21765258972773963,15732"dm_stat": 1.233867703940920515733},15734"cgarch11__skewt__w1000_r5": {15735"n": 725,15736"ratio": 1.1147712129591174,15737"dm_p": 0.24051618779391729,15738"dm_stat": 1.17466195157750915739},15740"cgarch11__t__w1000_r5": {15741"n": 725,15742"ratio": 1.0981590126344671,15743"dm_p": 0.19528155191916038,15744"dm_stat": 1.296310572930490715745},15746"constvar__normal__w1000_r5": {15747"n": 725,15748"ratio": 1.2349135756318927,15749"dm_p": 0.135635423506828,15750"dm_stat": 1.493907688081861615751},15752"egarch11__ged__w1000_r5": {15753"n": 725,15754"ratio": 1.0565263396590627,15755"dm_p": 0.2409181318287742,15756"dm_stat": 1.173657626701405215757},15758"egarch11__normal__w1000_r5": {15759"n": 725,15760"ratio": 1.16365168787347,15761"dm_p": 0.30221690229292975,15762"dm_stat": 1.032426942407902715763},15764"egarch11__skewt__w1000_r5": {15765"n": 723,15766"ratio": 1.0112243820518425,15767"dm_p": 0.8435267917456328,15768"dm_stat": 0.1974553528568051815769},15770"egarch11__t__w1000_r5": {15771"n": 723,15772"ratio": 1.0632250989533965,15773"dm_p": 0.3040393439991124,15774"dm_stat": 1.028542090923016715775},15776"ewma094__normal__w1000_r5": {15777"n": 725,15778"ratio": 0.8798905587489165,15779"dm_p": 0.2750601286930054,15780"dm_stat": -1.092310168892028515781},15782"figarch11__ged__w1000_r5": {15783"n": 725,15784"ratio": 1.0102333162581967,15785"dm_p": 0.6867257179179175,15786"dm_stat": 0.403464438672874215787},15788"figarch11__normal__w1000_r5": {15789"n": 725,15790"ratio": 1.0102016647273968,15791"dm_p": 0.6737552018500451,15792"dm_stat": 0.421171024671871615793},15794"figarch11__skewt__w1000_r5": {15795"n": 725,15796"ratio": 1.034478968691316,15797"dm_p": 0.2587276119642175,15798"dm_stat": 1.13029175213908515799},15800"figarch11__t__w1000_r5": {15801"n": 725,15802"ratio": 1.00969853815865,15803"dm_p": 0.7177511542250281,15804"dm_stat": 0.361607111451248115805},15806"garch11__ged__w1000_r5": {15807"n": 725,15808"ratio": 0.9998816371191435,15809"dm_p": 0.9607701304823153,15810"dm_stat": -0.0492042051869915815811},15812"garch11__normal__w1000_r5": {15813"n": 725,15814"ratio": 1.0,15815"dm_p": 1.0,15816"dm_stat": 0.015817},15818"garch11__skewt__w1000_r5": {15819"n": 725,15820"ratio": 1.0190844187270456,15821"dm_p": 0.31808012051518736,15822"dm_stat": 0.999099851603507815823},15824"garch11__t__w1000_r5": {15825"n": 725,15826"ratio": 1.0013019600065245,15827"dm_p": 0.714596255487203,15828"dm_stat": 0.365833404354360415829},15830"garch12__ged__w1000_r5": {15831"n": 725,15832"ratio": 1.0002468670257008,15833"dm_p": 0.9243939200706232,15834"dm_stat": 0.0949334941094271315835},15836"garch12__normal__w1000_r5": {15837"n": 725,15838"ratio": 1.0002038436694196,15839"dm_p": 0.8205062265570948,15840"dm_stat": 0.226976322330252715841},15842"garch12__skewt__w1000_r5": {15843"n": 725,15844"ratio": 1.0190608261561003,15845"dm_p": 0.3195944801189598,15846"dm_stat": 0.995976160100958715847},15848"garch12__t__w1000_r5": {15849"n": 725,15850"ratio": 1.0014593090521042,15851"dm_p": 0.6917660562033422,15852"dm_stat": 0.3966179929133395515853},15854"garch21__ged__w1000_r5": {15855"n": 725,15856"ratio": 1.009974098805984,15857"dm_p": 0.0610355317944936,15858"dm_stat": 1.876159062984831315859},15860"garch21__normal__w1000_r5": {15861"n": 725,15862"ratio": 1.0094121066064892,15863"dm_p": 0.04506158537406479,15864"dm_stat": 2.00755640578527415865},15866"garch21__skewt__w1000_r5": {15867"n": 725,15868"ratio": 1.0294034006711898,15869"dm_p": 0.18217418504972918,15870"dm_stat": 1.33537235741734915871},15872"garch21__t__w1000_r5": {15873"n": 725,15874"ratio": 1.0136642462316103,15875"dm_p": 0.037222318392572666,15876"dm_stat": 2.087165752573987715877},15878"garchm11__ged__w1000_r5": {15879"n": 725,15880"ratio": 0.9969700893907923,15881"dm_p": 0.29236766235089184,15882"dm_stat": -1.053709059218371515883},15884"garchm11__normal__w1000_r5": {15885"n": 725,15886"ratio": 0.998949856167636,15887"dm_p": 0.47638982241834144,15888"dm_stat": -0.712491819220722815889},15890"garchm11__skewt__w1000_r5": {15891"n": 725,15892"ratio": 1.020299150350633,15893"dm_p": 0.3924314064585019,15894"dm_stat": 0.855727906490494315895},15896"garchm11__t__w1000_r5": {15897"n": 725,15898"ratio": 0.9983742200223488,15899"dm_p": 0.6353200467574461,15900"dm_stat": -0.4744528953879162415901},15902"garchx_rv11__normal__w1000_r5": {15903"n": 725,15904"ratio": 0.9036370551601188,15905"dm_p": 0.3902269023722488,15906"dm_stat": -0.859721959432463215907},15908"garchx_rv11__t__w1000_r5": {15909"n": 725,15910"ratio": 0.904461161187,15911"dm_p": 0.3802604736168863,15912"dm_stat": -0.877953006949869815913},15914"gas_t11__t__w1000_r5": {15915"n": 725,15916"ratio": 1.014980846485239,15917"dm_p": 0.5291408143567291,15918"dm_stat": 0.629621609395911415919},15920"gjr11__ged__w1000_r5": {15921"n": 725,15922"ratio": 0.9975842511866877,15923"dm_p": 0.8877182980824343,15924"dm_stat": -0.141241694541438315925},15926"gjr11__normal__w1000_r5": {15927"n": 725,15928"ratio": 0.9930022930976736,15929"dm_p": 0.6835649692701273,15930"dm_stat": -0.4077674394011074315931},15932"gjr11__skewt__w1000_r5": {15933"n": 725,15934"ratio": 0.9965804099148816,15935"dm_p": 0.8484539829362503,15936"dm_stat": -0.191159810715356815937},15938"gjr11__t__w1000_r5": {15939"n": 725,15940"ratio": 0.9999691980683679,15941"dm_p": 0.9986106631985912,15942"dm_stat": -0.001741877709543832515943},15944"har_rv__empirical__w1000_r5": {15945"n": 725,15946"ratio": 1.0093505327097407,15947"dm_p": 0.8661696586055795,15948"dm_stat": 0.1685856440010020415949},15950"heavy11__normal__w1000_r5": {15951"n": 725,15952"ratio": 0.8970153872145791,15953"dm_p": 0.3787260047762409,15954"dm_stat": -0.880785886634120415955},15956"heavy11__t__w1000_r5": {15957"n": 725,15958"ratio": 0.8984830613424165,15959"dm_p": 0.3717781838077458,15960"dm_stat": -0.893702272864968615961},15962"histvar22__empirical__w1000_r5": {15963"n": 725,15964"ratio": 0.8661704120099852,15965"dm_p": 0.5234664260164003,15966"dm_stat": -0.638321260641066115967},15968"histvar252__empirical__w1000_r5": {15969"n": 725,15970"ratio": 1.5793290726744613,15971"dm_p": 0.12161481410792938,15972"dm_stat": 1.54984875125395315973},15974"histvar66__empirical__w1000_r5": {15975"n": 725,15976"ratio": 1.2833403514562565,15977"dm_p": 0.14720535359948703,15978"dm_stat": 1.45102740733270115979},15980"igarch11__ged__w1000_r5": {15981"n": 725,15982"ratio": 0.7783357124168713,15983"dm_p": 0.43611242232764774,15984"dm_stat": -0.779206968846544315985},15986"igarch11__normal__w1000_r5": {15987"n": 725,15988"ratio": 0.7807772416636274,15989"dm_p": 0.4462564557339341,15990"dm_stat": -0.762086687450651715991},15992"igarch11__skewt__w1000_r5": {15993"n": 725,15994"ratio": 0.7760353751131539,15995"dm_p": 0.42510039325857674,15996"dm_stat": -0.798054757852999615997},15998"igarch11__t__w1000_r5": {15999"n": 725,16000"ratio": 0.7855754688614597,16001"dm_p": 0.458600274168259,16002"dm_stat": -0.741550364694313516003},16004"loghar_rv__empirical__w1000_r5": {16005"n": 725,16006"ratio": 0.946584196585827,16007"dm_p": 0.32558339598026165,16008"dm_stat": -0.98371679431749516009},16010"msgarch2__normal__w1000_r5": {16011"n": 725,16012"ratio": 1.0609089676568353,16013"dm_p": 0.20935555441136133,16014"dm_stat": 1.256457053952950316015},16016"msgarch2__t__w1000_r5": {16017"n": 725,16018"ratio": 1.0225261484434442,16019"dm_p": 0.5305219329101917,16020"dm_stat": 0.627511378642637716021},16022"nagarch11__ged__w1000_r5": {16023"n": 725,16024"ratio": 0.9818475550689805,16025"dm_p": 0.6503524823786678,16026"dm_stat": -0.453461302061269616027},16028"nagarch11__normal__w1000_r5": {16029"n": 725,16030"ratio": 0.9722089568602702,16031"dm_p": 0.532875798506399,16032"dm_stat": -0.623921301231608316033},16034"nagarch11__skewt__w1000_r5": {16035"n": 725,16036"ratio": 0.9645578819399124,16037"dm_p": 0.5100680491561458,16038"dm_stat": -0.659058044482023816039},16040"nagarch11__t__w1000_r5": {16041"n": 725,16042"ratio": 0.9775206151250196,16043"dm_p": 0.5930075351807639,16044"dm_stat": -0.534720183172896616045},16046"qgarch11__ged__w1000_r5": {16047"n": 725,16048"ratio": 0.9903760959737598,16049"dm_p": 0.7369744407631765,16050"dm_stat": -0.335991743220249216051},16052"qgarch11__normal__w1000_r5": {16053"n": 725,16054"ratio": 0.9817966238038519,16055"dm_p": 0.5960257549679566,16056"dm_stat": -0.530358876820688316057},16058"qgarch11__skewt__w1000_r5": {16059"n": 725,16060"ratio": 0.9914511632638213,16061"dm_p": 0.7512805850539103,16062"dm_stat": -0.317071729316612416063},16064"qgarch11__t__w1000_r5": {16065"n": 725,16066"ratio": 0.9951274735694722,16067"dm_p": 0.8496094791277893,16068"dm_stat": -0.1896845695311255616069},16070"realgarch11__normal__w1000_r5": {16071"n": 725,16072"ratio": 0.9214478335948911,16073"dm_p": 0.2441278834920603,16074"dm_stat": -1.165679608682987316075},16076"realgarch11__t__w1000_r5": {16077"n": 725,16078"ratio": 0.9540452195693891,16079"dm_p": 0.6323058823544392,16080"dm_stat": -0.4786869426708819716081},16082"rm2006__normal__w1000_r5": {16083"n": 725,16084"ratio": 0.9457214347097237,16085"dm_p": 0.2196825468575469,16086"dm_stat": -1.228435898660385216087},16088"rm_rw__empirical__w1000_r5": {16089"n": 725,16090"ratio": 3.3501128065913357,16091"dm_p": 2.181414588956153e-05,16092"dm_stat": 4.27351506153504416093},16094"tarch11__ged__w1000_r5": {16095"n": 725,16096"ratio": 1.002870891603774,16097"dm_p": 0.877185933769178,16098"dm_stat": 0.154592162202607316099},16100"tarch11__normal__w1000_r5": {16101"n": 725,16102"ratio": 0.9795497190678015,16103"dm_p": 0.5083778321255283,16104"dm_stat": -0.661694083638129916105},16106"tarch11__skewt__w1000_r5": {16107"n": 725,16108"ratio": 0.9636634788829858,16109"dm_p": 0.4450775933686823,16110"dm_stat": -0.764064742033627716111},16112"tarch11__t__w1000_r5": {16113"n": 725,16114"ratio": 0.9925586199307771,16115"dm_p": 0.7510081203856658,16116"dm_stat": -0.317430985532468616117}16118},16119"vol_tercile66=high": {16120"aparch11__ged__w1000_r5": {16121"n": 849,16122"ratio": 0.9565052742739725,16123"dm_p": 0.6408318835932523,16124"dm_stat": -0.4667035243991481416125},16126"aparch11__normal__w1000_r5": {16127"n": 849,16128"ratio": 0.9287262789636197,16129"dm_p": 0.3047209481445564,16130"dm_stat": -1.026983781359646516131},16132"aparch11__skewt__w1000_r5": {16133"n": 849,16134"ratio": 1.0679282159619057,16135"dm_p": 0.6427592840882131,16136"dm_stat": 0.4640105372759334416137},16138"aparch11__t__w1000_r5": {16139"n": 849,16140"ratio": 0.9530800960061219,16141"dm_p": 0.6142979482781767,16142"dm_stat": -0.504134312775406216143},16144"arch5__ged__w1000_r5": {16145"n": 849,16146"ratio": 1.2787702109862658,16147"dm_p": 0.08196956893237828,16148"dm_stat": 1.74143738051488416149},16150"arch5__normal__w1000_r5": {16151"n": 849,16152"ratio": 1.240982721009483,16153"dm_p": 0.08459964048698747,16154"dm_stat": 1.726622685470152716155},16156"arch5__skewt__w1000_r5": {16157"n": 849,16158"ratio": 1.2834630906957372,16159"dm_p": 0.06668770285272335,16160"dm_stat": 1.836134538224933716161},16162"arch5__t__w1000_r5": {16163"n": 849,16164"ratio": 1.2627607048164986,16165"dm_p": 0.08285596787263785,16166"dm_stat": 1.736401909141284616167},16168"avgarch11__ged__w1000_r5": {16169"n": 849,16170"ratio": 1.0241282696630345,16171"dm_p": 0.7470539400804402,16172"dm_stat": 0.3226313987941401616173},16174"avgarch11__normal__w1000_r5": {16175"n": 849,16176"ratio": 0.9877390359051363,16177"dm_p": 0.8730230851870451,16178"dm_stat": -0.159868053423480816179},16180"avgarch11__skewt__w1000_r5": {16181"n": 849,16182"ratio": 1.0080680204831762,16183"dm_p": 0.9141688890177568,16184"dm_stat": 0.1078138122667702416185},16186"avgarch11__t__w1000_r5": {16187"n": 849,16188"ratio": 1.0106895796912174,16189"dm_p": 0.8823036543876056,16190"dm_stat": 0.1480941725140199316191},16192"cgarch11__ged__w1000_r5": {16193"n": 849,16194"ratio": 1.3449063811142132,16195"dm_p": 0.016573612293337304,16196"dm_stat": 2.400803382752235516197},16198"cgarch11__normal__w1000_r5": {16199"n": 849,16200"ratio": 1.2439655818056359,16201"dm_p": 0.01751709673384492,16202"dm_stat": 2.38033237468696416203},16204"cgarch11__skewt__w1000_r5": {16205"n": 849,16206"ratio": 1.3550004883442515,16207"dm_p": 0.026508874174160535,16208"dm_stat": 2.22255493353458816209},16210"cgarch11__t__w1000_r5": {16211"n": 849,16212"ratio": 1.3773538627762043,16213"dm_p": 0.021927593223345178,16214"dm_stat": 2.295850753069231616215},16216"constvar__normal__w1000_r5": {16217"n": 849,16218"ratio": 2.7262021519733546,16219"dm_p": 0.08141004416275316,16220"dm_stat": 1.744638760825785816221},16222"egarch11__ged__w1000_r5": {16223"n": 849,16224"ratio": 1.0095025584592008,16225"dm_p": 0.9397258191972339,16226"dm_stat": 0.0756368989132533816227},16228"egarch11__normal__w1000_r5": {16229"n": 849,16230"ratio": 0.9641966927288246,16231"dm_p": 0.7304393419008968,16232"dm_stat": -0.3446548245388373316233},16234"egarch11__skewt__w1000_r5": {16235"n": 849,16236"ratio": 0.9941105139012536,16237"dm_p": 0.958740015916481,16238"dm_stat": -0.0517500851241097816239},16240"egarch11__t__w1000_r5": {16241"n": 849,16242"ratio": 0.9935147635483849,16243"dm_p": 0.9568085896504969,16244"dm_stat": -0.0541748857391506216245},16246"ewma094__normal__w1000_r5": {16247"n": 849,16248"ratio": 1.2966365162678755,16249"dm_p": 0.1684344608105074,16250"dm_stat": 1.378428860798415616251},16252"figarch11__ged__w1000_r5": {16253"n": 849,16254"ratio": 1.2655302140203242,16255"dm_p": 0.017654518472336605,16256"dm_stat": 2.37743197054406616257},16258"figarch11__normal__w1000_r5": {16259"n": 849,16260"ratio": 1.251719588096199,16261"dm_p": 0.0328071684238554,16262"dm_stat": 2.137936842322523616263},16264"figarch11__skewt__w1000_r5": {16265"n": 849,16266"ratio": 1.245166135896611,16267"dm_p": 0.02409722841705399,16268"dm_stat": 2.259630585350749216269},16270"figarch11__t__w1000_r5": {16271"n": 849,16272"ratio": 1.2668749304305513,16273"dm_p": 0.019019023264073294,16274"dm_stat": 2.349659940283854716275},16276"garch11__ged__w1000_r5": {16277"n": 849,16278"ratio": 1.0259726307489923,16279"dm_p": 0.22229845581173213,16280"dm_stat": 1.221335498975050416281},16282"garch11__normal__w1000_r5": {16283"n": 849,16284"ratio": 1.0,16285"dm_p": 1.0,16286"dm_stat": 0.016287},16288"garch11__skewt__w1000_r5": {16289"n": 849,16290"ratio": 1.0203500609093386,16291"dm_p": 0.2602137824834792,16292"dm_stat": 1.126639172633810516293},16294"garch11__t__w1000_r5": {16295"n": 849,16296"ratio": 1.0160535533244497,16297"dm_p": 0.3229202872736629,16298"dm_stat": 0.989051044374108616299},16300"garch12__ged__w1000_r5": {16301"n": 849,16302"ratio": 1.0269412149195505,16303"dm_p": 0.20596691807257772,16304"dm_stat": 1.265703406110399316305},16306"garch12__normal__w1000_r5": {16307"n": 849,16308"ratio": 0.9910466053873698,16309"dm_p": 0.21946264203539217,16310"dm_stat": -1.228866825541031316311},16312"garch12__skewt__w1000_r5": {16313"n": 849,16314"ratio": 1.0218969371449653,16315"dm_p": 0.22650398188143897,16316"dm_stat": 1.21029232792359216317},16318"garch12__t__w1000_r5": {16319"n": 849,16320"ratio": 1.0168674886560958,16321"dm_p": 0.2985183573389741,16322"dm_stat": 1.040254103172692816323},16324"garch21__ged__w1000_r5": {16325"n": 849,16326"ratio": 1.0391978490214293,16327"dm_p": 0.3207522252595489,16328"dm_stat": 0.993494913980901416329},16330"garch21__normal__w1000_r5": {16331"n": 849,16332"ratio": 0.9897563130001683,16333"dm_p": 0.509789294000882,16334"dm_stat": -0.659444688127853616335},16336"garch21__skewt__w1000_r5": {16337"n": 849,16338"ratio": 1.051363697496322,16339"dm_p": 0.24765228545480306,16340"dm_stat": 1.156867477830110516341},16342"garch21__t__w1000_r5": {16343"n": 849,16344"ratio": 1.0505293172073573,16345"dm_p": 0.2787626177307978,16346"dm_stat": 1.083797550970381916347},16348"garchm11__ged__w1000_r5": {16349"n": 849,16350"ratio": 1.012830003363339,16351"dm_p": 0.602025883530969,16352"dm_stat": 0.521685015561499316353},16354"garchm11__normal__w1000_r5": {16355"n": 849,16356"ratio": 0.9872923136531436,16357"dm_p": 0.11135217842659119,16358"dm_stat": -1.593805753400128616359},16360"garchm11__skewt__w1000_r5": {16361"n": 849,16362"ratio": 1.0064689368967166,16363"dm_p": 0.7672813375106504,16364"dm_stat": 0.2960277877893967616365},16366"garchm11__t__w1000_r5": {16367"n": 849,16368"ratio": 1.0032993501168543,16369"dm_p": 0.8621830060569033,16370"dm_stat": 0.1736486906305031716371},16372"garchx_rv11__normal__w1000_r5": {16373"n": 849,16374"ratio": 1.103505657545629,16375"dm_p": 0.1940122803287856,16376"dm_stat": 1.29983050077625516377},16378"garchx_rv11__t__w1000_r5": {16379"n": 849,16380"ratio": 1.0725490500812656,16381"dm_p": 0.3288086231770031,16382"dm_stat": 0.977079139668048516383},16384"gas_t11__t__w1000_r5": {16385"n": 849,16386"ratio": 0.9787564725439517,16387"dm_p": 0.6778621819877453,16388"dm_stat": -0.4155257602258757316389},16390"gjr11__ged__w1000_r5": {16391"n": 849,16392"ratio": 0.9623014044525181,16393"dm_p": 0.6259093947083174,16394"dm_stat": -0.487670368892014216395},16396"gjr11__normal__w1000_r5": {16397"n": 849,16398"ratio": 0.9366653494014581,16399"dm_p": 0.3225203816790391,16400"dm_stat": -0.989869259205554116401},16402"gjr11__skewt__w1000_r5": {16403"n": 849,16404"ratio": 0.9695080435153098,16405"dm_p": 0.7134968093449855,16406"dm_stat": -0.3672867051513749616407},16408"gjr11__t__w1000_r5": {16409"n": 849,16410"ratio": 0.9545125733294957,16411"dm_p": 0.5575457832887379,16412"dm_stat": -0.586723194235045316413},16414"har_rv__empirical__w1000_r5": {16415"n": 849,16416"ratio": 1.2959640911922528,16417"dm_p": 0.21223980430951317,16418"dm_stat": 1.248370924350572716419},16420"heavy11__normal__w1000_r5": {16421"n": 849,16422"ratio": 1.110650692072699,16423"dm_p": 0.1786365718285794,16424"dm_stat": 1.346079607062507816425},16426"heavy11__t__w1000_r5": {16427"n": 849,16428"ratio": 1.0782121054827316,16429"dm_p": 0.30449668053547585,16430"dm_stat": 1.027460445731171816431},16432"histvar22__empirical__w1000_r5": {16433"n": 849,16434"ratio": 1.3865589120563642,16435"dm_p": 0.11611460607911091,16436"dm_stat": 1.572901608244028116437},16438"histvar252__empirical__w1000_r5": {16439"n": 849,16440"ratio": 2.511649461353534,16441"dm_p": 0.022148540555688594,16442"dm_stat": 2.29202295722961816443},16444"histvar66__empirical__w1000_r5": {16445"n": 849,16446"ratio": 2.053368710921733,16447"dm_p": 0.000893844144666077,16448"dm_stat": 3.333794689865481316449},16450"igarch11__ged__w1000_r5": {16451"n": 849,16452"ratio": 1.4504073920450125,16453"dm_p": 0.015617347836637438,16454"dm_stat": 2.422625939853235716455},16456"igarch11__normal__w1000_r5": {16457"n": 849,16458"ratio": 1.464854013443174,16459"dm_p": 0.01253695444014562,16460"dm_stat": 2.50199351728523416461},16462"igarch11__skewt__w1000_r5": {16463"n": 849,16464"ratio": 1.4515344046224714,16465"dm_p": 0.018009719723573524,16466"dm_stat": 2.370025957643265616467},16468"igarch11__t__w1000_r5": {16469"n": 849,16470"ratio": 1.483477260188122,16471"dm_p": 0.011040967774031582,16472"dm_stat": 2.54699944277369916473},16474"loghar_rv__empirical__w1000_r5": {16475"n": 849,16476"ratio": 1.1444653336168351,16477"dm_p": 0.37999331356682997,16478"dm_stat": 0.87836714194673816479},16480"msgarch2__normal__w1000_r5": {16481"n": 849,16482"ratio": 1.1590338723584852,16483"dm_p": 0.1896582535615806,16484"dm_stat": 1.312643469759393816485},16486"msgarch2__t__w1000_r5": {16487"n": 849,16488"ratio": 1.0956483655792901,16489"dm_p": 0.4359978709283943,16490"dm_stat": 0.779338341033406616491},16492"nagarch11__ged__w1000_r5": {16493"n": 849,16494"ratio": 0.98477119198206,16495"dm_p": 0.8435909588628407,16496"dm_stat": -0.1973627681399545416497},16498"nagarch11__normal__w1000_r5": {16499"n": 849,16500"ratio": 0.9619356717225029,16501"dm_p": 0.5357494422834337,16502"dm_stat": -0.619506053456568116503},16504"nagarch11__skewt__w1000_r5": {16505"n": 849,16506"ratio": 0.9886080334948929,16507"dm_p": 0.8731931341353689,16508"dm_stat": -0.1596521245654280716509},16510"nagarch11__t__w1000_r5": {16511"n": 849,16512"ratio": 0.9718796903128373,16513"dm_p": 0.6987208243923403,16514"dm_stat": -0.3871790262573109316515},16516"qgarch11__ged__w1000_r5": {16517"n": 849,16518"ratio": 0.9922336171979265,16519"dm_p": 0.9141739815760344,16520"dm_stat": -0.1078073905541009816521},16522"qgarch11__normal__w1000_r5": {16523"n": 849,16524"ratio": 0.9652397406845934,16525"dm_p": 0.5254575947062162,16526"dm_stat": -0.63521801645712216527},16528"qgarch11__skewt__w1000_r5": {16529"n": 849,16530"ratio": 0.9845621233448685,16531"dm_p": 0.8078783978061402,16532"dm_stat": -0.24323988342473816533},16534"qgarch11__t__w1000_r5": {16535"n": 849,16536"ratio": 0.9766274678087844,16537"dm_p": 0.7234012011055843,16538"dm_stat": -0.354034280849152616539},16540"realgarch11__normal__w1000_r5": {16541"n": 849,16542"ratio": 1.2594177660128734,16543"dm_p": 0.18220854458828498,16544"dm_stat": 1.335079722419072716545},16546"realgarch11__t__w1000_r5": {16547"n": 849,16548"ratio": 1.9691220122433586,16549"dm_p": 0.027947101799232352,16550"dm_stat": 2.20181312631840716551},16552"rm2006__normal__w1000_r5": {16553"n": 849,16554"ratio": 1.167307989066899,16555"dm_p": 0.28269097582313074,16556"dm_stat": 1.074976579028777516557},16558"rm_rw__empirical__w1000_r5": {16559"n": 849,16560"ratio": 4.728659678178172,16561"dm_p": 1.107615039382541e-20,16562"dm_stat": 9.5724100938086816563},16564"tarch11__ged__w1000_r5": {16565"n": 849,16566"ratio": 0.9693769382366983,16567"dm_p": 0.7565826797314037,16568"dm_stat": -0.310071617700910616569},16570"tarch11__normal__w1000_r5": {16571"n": 849,16572"ratio": 0.9218668842071106,16573"dm_p": 0.28071008203505116,16574"dm_stat": -1.07941410144780816575},16576"tarch11__skewt__w1000_r5": {16577"n": 849,16578"ratio": 0.9568085629110602,16579"dm_p": 0.618180526405665,16580"dm_stat": -0.4986141676704961616581},16582"tarch11__t__w1000_r5": {16583"n": 849,16584"ratio": 0.9526019539219288,16585"dm_p": 0.6083092730200481,16586"dm_stat": -0.512679173733384716587}16588},16589"vol_tercile66=low": {16590"aparch11__ged__w1000_r5": {16591"n": 1385,16592"ratio": 1.2447464014562197,16593"dm_p": 0.03932412546812196,16594"dm_stat": 2.06273397001226516595},16596"aparch11__normal__w1000_r5": {16597"n": 1385,16598"ratio": 1.2596560591466295,16599"dm_p": 0.14377550881347964,16600"dm_stat": 1.462703723263106616601},16602"aparch11__skewt__w1000_r5": {16603"n": 1385,16604"ratio": 3.4423301975027587,16605"dm_p": 0.2245836347657611,16606"dm_stat": 1.214972969934582816607},16608"aparch11__t__w1000_r5": {16609"n": 1385,16610"ratio": 3.1530964814596882,16611"dm_p": 0.2840428521535453,16612"dm_stat": 1.07169730948102916613},16614"arch5__ged__w1000_r5": {16615"n": 1385,16616"ratio": 1.1641960988701283,16617"dm_p": 0.0011553519901957715,16618"dm_stat": 3.25647832536614916619},16620"arch5__normal__w1000_r5": {16621"n": 1385,16622"ratio": 1.1662609373358923,16623"dm_p": 0.0007789760891896916,16624"dm_stat": 3.367634099126676416625},16626"arch5__skewt__w1000_r5": {16627"n": 1385,16628"ratio": 1.173446681636347,16629"dm_p": 0.004400062817785138,16630"dm_stat": 2.85265292959883816631},16632"arch5__t__w1000_r5": {16633"n": 1385,16634"ratio": 1.1653020597966401,16635"dm_p": 0.0013241454638691747,16636"dm_stat": 3.21726548327374716637},16638"avgarch11__ged__w1000_r5": {16639"n": 1385,16640"ratio": 1.0270430863604363,16641"dm_p": 0.4388972215887956,16642"dm_stat": 0.774280427544723416643},16644"avgarch11__normal__w1000_r5": {16645"n": 1385,16646"ratio": 1.0202782596822297,16647"dm_p": 0.34042906909076265,16648"dm_stat": 0.953646629230788216649},16650"avgarch11__skewt__w1000_r5": {16651"n": 1385,16652"ratio": 1.014324555828474,16653"dm_p": 0.6730683426277848,16654"dm_stat": 0.422030444604462916655},16656"avgarch11__t__w1000_r5": {16657"n": 1385,16658"ratio": 1.021193265855519,16659"dm_p": 0.5124197310236106,16660"dm_stat": 0.655243736637505916661},16662"cgarch11__ged__w1000_r5": {16663"n": 1385,16664"ratio": 1.0831779687761547,16665"dm_p": 0.262537273582443,16666"dm_stat": 1.12087089163849716667},16668"cgarch11__normal__w1000_r5": {16669"n": 1385,16670"ratio": 1.0765385643106318,16671"dm_p": 0.27564001655029746,16672"dm_stat": 1.090597155731521716673},16674"cgarch11__skewt__w1000_r5": {16675"n": 1385,16676"ratio": 1.1000034077703025,16677"dm_p": 0.2642752358053467,16678"dm_stat": 1.116796389308832816679},16680"cgarch11__t__w1000_r5": {16681"n": 1385,16682"ratio": 1.0891586121777552,16683"dm_p": 0.23628690866986332,16684"dm_stat": 1.184832970575451216685},16686"constvar__normal__w1000_r5": {16687"n": 1385,16688"ratio": 1.3958929451903492,16689"dm_p": 0.002501800792013071,16690"dm_stat": 3.02866978322370416691},16692"egarch11__ged__w1000_r5": {16693"n": 1385,16694"ratio": 1.1296516929078133,16695"dm_p": 0.15796747263986088,16696"dm_stat": 1.412704453196654816697},16698"egarch11__normal__w1000_r5": {16699"n": 1385,16700"ratio": 47.52714586758412,16701"dm_p": 0.3166795263382492,16702"dm_stat": 1.001667036047888516703},16704"egarch11__skewt__w1000_r5": {16705"n": 1381,16706"ratio": 1.0605733961990957,16707"dm_p": 0.5686089920919819,16708"dm_stat": 0.570238175844610616709},16710"egarch11__t__w1000_r5": {16711"n": 1381,16712"ratio": 1.0815904378937016,16713"dm_p": 0.4396364219341828,16714"dm_stat": 0.773030992931942716715},16716"ewma094__normal__w1000_r5": {16717"n": 1385,16718"ratio": 1.0009817866556756,16719"dm_p": 0.9932318150826264,16720"dm_stat": 0.00848429611226317216721},16722"figarch11__ged__w1000_r5": {16723"n": 1385,16724"ratio": 1.0221159679045446,16725"dm_p": 0.6576440335994576,16726"dm_stat": 0.443264051229260616727},16728"figarch11__normal__w1000_r5": {16729"n": 1385,16730"ratio": 1.0200449937808975,16731"dm_p": 0.660499189755451,16732"dm_stat": 0.439318725212100916733},16734"figarch11__skewt__w1000_r5": {16735"n": 1385,16736"ratio": 1.0407364903251577,16737"dm_p": 0.4366980256735107,16738"dm_stat": 0.778006726470359216739},16740"figarch11__t__w1000_r5": {16741"n": 1385,16742"ratio": 1.0220136360572047,16743"dm_p": 0.6568508269883305,16744"dm_stat": 0.4443613477917418616745},16746"garch11__ged__w1000_r5": {16747"n": 1385,16748"ratio": 0.9981197744242567,16749"dm_p": 0.6084641976237616,16750"dm_stat": -0.512383779984940616751},16752"garch11__normal__w1000_r5": {16753"n": 1385,16754"ratio": 1.0,16755"dm_p": 1.0,16756"dm_stat": 0.016757},16758"garch11__skewt__w1000_r5": {16759"n": 1385,16760"ratio": 1.0054624912863006,16761"dm_p": 0.76000194119996,16762"dm_stat": 0.305538576067579716763},16764"garch11__t__w1000_r5": {16765"n": 1385,16766"ratio": 0.9991747220590521,16767"dm_p": 0.8905913534979326,16768"dm_stat": -0.1375812926737946516769},16770"garch12__ged__w1000_r5": {16771"n": 1385,16772"ratio": 0.9956825940786563,16773"dm_p": 0.341533801355064,16774"dm_stat": -0.951466386944254116775},16776"garch12__normal__w1000_r5": {16777"n": 1385,16778"ratio": 0.997423429238293,16779"dm_p": 0.10338738698124252,16780"dm_stat": -1.629724052374406316781},16782"garch12__skewt__w1000_r5": {16783"n": 1385,16784"ratio": 1.0047498454247188,16785"dm_p": 0.7918219380389443,16786"dm_stat": 0.263996475003211716787},16788"garch12__t__w1000_r5": {16789"n": 1385,16790"ratio": 0.9983400870411977,16791"dm_p": 0.7900712222627667,16792"dm_stat": -0.266269631012740616793},16794"garch21__ged__w1000_r5": {16795"n": 1385,16796"ratio": 1.003001276468172,16797"dm_p": 0.762202257369035,16798"dm_stat": 0.302649774125272316799},16800"garch21__normal__w1000_r5": {16801"n": 1385,16802"ratio": 1.0050746161658632,16803"dm_p": 0.595270899401713,16804"dm_stat": 0.53133646943048416805},16806"garch21__skewt__w1000_r5": {16807"n": 1385,16808"ratio": 1.007923540827492,16809"dm_p": 0.706470428100541,16810"dm_stat": 0.3766783052265883516811},16812"garch21__t__w1000_r5": {16813"n": 1385,16814"ratio": 1.004616486584379,16815"dm_p": 0.6883239141522204,16816"dm_stat": 0.4012148096625900416817},16818"garchm11__ged__w1000_r5": {16819"n": 1385,16820"ratio": 0.9945024395978665,16821"dm_p": 0.2747987836355677,16822"dm_stat": -1.092510790135766516823},16824"garchm11__normal__w1000_r5": {16825"n": 1385,16826"ratio": 0.9967976702140489,16827"dm_p": 0.4948083935249556,16828"dm_stat": -0.682861902410895416829},16830"garchm11__skewt__w1000_r5": {16831"n": 1385,16832"ratio": 1.0074691754622256,16833"dm_p": 0.7182523488870481,16834"dm_stat": 0.3608691372243262316835},16836"garchm11__t__w1000_r5": {16837"n": 1385,16838"ratio": 0.9967310227189291,16839"dm_p": 0.5853476918163456,16840"dm_stat": -0.545718070719943216841},16842"garchx_rv11__normal__w1000_r5": {16843"n": 1385,16844"ratio": 0.9219049523557906,16845"dm_p": 0.4355969987575231,16846"dm_stat": -0.779876361025823516847},16848"garchx_rv11__t__w1000_r5": {16849"n": 1385,16850"ratio": 0.92515307404864,16851"dm_p": 0.4448844628306656,16852"dm_stat": -0.764189706890708616853},16854"gas_t11__t__w1000_r5": {16855"n": 1385,16856"ratio": 1.01177788843604,16857"dm_p": 0.5752530015644002,16858"dm_stat": 0.560465025069052516859},16860"gjr11__ged__w1000_r5": {16861"n": 1385,16862"ratio": 0.9626338604529371,16863"dm_p": 0.19732635946497284,16864"dm_stat": -1.289826580837248216865},16866"gjr11__normal__w1000_r5": {16867"n": 1385,16868"ratio": 0.9598546052716622,16869"dm_p": 0.11083468218234722,16870"dm_stat": -1.59547356598600716871},16872"gjr11__skewt__w1000_r5": {16873"n": 1385,16874"ratio": 0.9829888658738194,16875"dm_p": 0.6978568399683784,16876"dm_stat": -0.3882958324512029716877},16878"gjr11__t__w1000_r5": {16879"n": 1385,16880"ratio": 0.9842111770137719,16881"dm_p": 0.7008127231661861,16882"dm_stat": -0.384303268574279516883},16884"har_rv__empirical__w1000_r5": {16885"n": 1385,16886"ratio": 1.0722982993749184,16887"dm_p": 0.1104041831078204,16888"dm_stat": 1.597402981760801516889},16890"heavy11__normal__w1000_r5": {16891"n": 1385,16892"ratio": 0.9177362267119916,16893"dm_p": 0.4298981535782288,16894"dm_stat": -0.789597443708242116895},16896"heavy11__t__w1000_r5": {16897"n": 1385,16898"ratio": 0.9207826265898957,16899"dm_p": 0.43667564127643155,16900"dm_stat": -0.778044709923627816901},16902"histvar22__empirical__w1000_r5": {16903"n": 1385,16904"ratio": 1.2053598009747968,16905"dm_p": 0.33311929169192056,16906"dm_stat": 0.968188707377934516907},16908"histvar252__empirical__w1000_r5": {16909"n": 1385,16910"ratio": 1.429968411350527,16911"dm_p": 0.13201785623617407,16912"dm_stat": 1.507081973786044116913},16914"histvar66__empirical__w1000_r5": {16915"n": 1385,16916"ratio": 1.2623140164033253,16917"dm_p": 0.16361285016486724,16918"dm_stat": 1.393763273670986216919},16920"igarch11__ged__w1000_r5": {16921"n": 1385,16922"ratio": 0.8150907629517893,16923"dm_p": 0.3829844333147712,16924"dm_stat": -0.872688190449375816925},16926"igarch11__normal__w1000_r5": {16927"n": 1385,16928"ratio": 0.8167807078012053,16929"dm_p": 0.39263132676657075,16930"dm_stat": -0.855122521240199316931},16932"igarch11__skewt__w1000_r5": {16933"n": 1385,16934"ratio": 0.813877840398322,16935"dm_p": 0.3717473227837057,16936"dm_stat": -0.893495306381740616937},16938"igarch11__t__w1000_r5": {16939"n": 1385,16940"ratio": 0.8267890415821632,16941"dm_p": 0.42079114963775033,16942"dm_stat": -0.805289177642116316943},16944"loghar_rv__empirical__w1000_r5": {16945"n": 1385,16946"ratio": 0.9678636679323916,16947"dm_p": 0.5802086591870586,16948"dm_stat": -0.553210451157612816949},16950"msgarch2__normal__w1000_r5": {16951"n": 1385,16952"ratio": 1.1193263516179923,16953"dm_p": 0.062264837570471604,16954"dm_stat": 1.86591372733264916955},16956"msgarch2__t__w1000_r5": {16957"n": 1385,16958"ratio": 1.0479572355132931,16959"dm_p": 0.4215824007060664,16960"dm_stat": 0.80391798121131616961},16962"nagarch11__ged__w1000_r5": {16963"n": 1385,16964"ratio": 1.0514365467041622,16965"dm_p": 0.6698129745590492,16966"dm_stat": 0.4264957462795041516967},16968"nagarch11__normal__w1000_r5": {16969"n": 1385,16970"ratio": 1.0201512691076324,16971"dm_p": 0.8552202085936182,16972"dm_stat": 0.1824960150388407516973},16974"nagarch11__skewt__w1000_r5": {16975"n": 1385,16976"ratio": 1.0132240271776007,16977"dm_p": 0.8838637278768344,16978"dm_stat": 0.1460999931987483316979},16980"nagarch11__t__w1000_r5": {16981"n": 1385,16982"ratio": 1.0347588195286062,16983"dm_p": 0.7253695659785653,16984"dm_stat": 0.351362936502951216985},16986"qgarch11__ged__w1000_r5": {16987"n": 1385,16988"ratio": 0.993088372387876,16989"dm_p": 0.8620811918673688,16990"dm_stat": -0.173757836886638716991},16992"qgarch11__normal__w1000_r5": {16993"n": 1385,16994"ratio": 0.984563729855257,16995"dm_p": 0.7083237075357812,16996"dm_stat": -0.37418539494589916997},16998"qgarch11__skewt__w1000_r5": {16999"n": 1385,17000"ratio": 1.0058095806535408,17001"dm_p": 0.8781372643609803,17002"dm_stat": 0.1533593395034655917003},17004"qgarch11__t__w1000_r5": {17005"n": 1385,17006"ratio": 1.003684416821352,17007"dm_p": 0.9225591845418142,17008"dm_stat": 0.0972282842351910517009},17010"realgarch11__normal__w1000_r5": {17011"n": 1385,17012"ratio": 0.9398442011161351,17013"dm_p": 0.3385310922771598,17014"dm_stat": -0.957403001185188117015},17016"realgarch11__t__w1000_r5": {17017"n": 1385,17018"ratio": 0.9409829780886422,17019"dm_p": 0.4268286395827655,17020"dm_stat": -0.794864450104197317021},17022"rm2006__normal__w1000_r5": {17023"n": 1385,17024"ratio": 0.9683722112723667,17025"dm_p": 0.641231584352617,17026"dm_stat": -0.466079996086256917027},17028"rm_rw__empirical__w1000_r5": {17029"n": 1385,17030"ratio": 4.032002892294048,17031"dm_p": 1.545210176390881e-10,17032"dm_stat": 6.44968750937639817033},17034"tarch11__ged__w1000_r5": {17035"n": 1385,17036"ratio": 1.0228718252552664,17037"dm_p": 0.7072340880483041,17038"dm_stat": 0.3756507969439600317039},17040"tarch11__normal__w1000_r5": {17041"n": 1385,17042"ratio": 1.0015329247484601,17043"dm_p": 0.9794131646556336,17044"dm_stat": 0.02580930005651290217045},17046"tarch11__skewt__w1000_r5": {17047"n": 1385,17048"ratio": 0.9973149155405114,17049"dm_p": 0.9683394124785368,17050"dm_stat": -0.03969826248824661517051},17052"tarch11__t__w1000_r5": {17053"n": 1385,17054"ratio": 1.018392121599207,17055"dm_p": 0.7681661200814247,17056"dm_stat": 0.294832416411221517057}17058},17059"vol_tercile66=mid": {17060"aparch11__ged__w1000_r5": {17061"n": 467,17062"ratio": 0.8701397990109265,17063"dm_p": 0.021089053428454275,17064"dm_stat": -2.31423104109167517065},17066"aparch11__normal__w1000_r5": {17067"n": 467,17068"ratio": 0.8707832348284932,17069"dm_p": 0.018531046611137997,17070"dm_stat": -2.363129244555475217071},17072"aparch11__skewt__w1000_r5": {17073"n": 467,17074"ratio": 1.0769540781815494,17075"dm_p": 0.7535945409676358,17076"dm_stat": 0.314088291104251817077},17078"aparch11__t__w1000_r5": {17079"n": 467,17080"ratio": 0.9382081915533387,17081"dm_p": 0.5574755809987073,17082"dm_stat": -0.587018477217684917083},17084"arch5__ged__w1000_r5": {17085"n": 467,17086"ratio": 1.0104378994399557,17087"dm_p": 0.9286847709179545,17088"dm_stat": 0.0895481394004967317089},17090"arch5__normal__w1000_r5": {17091"n": 467,17092"ratio": 1.0095726665249398,17093"dm_p": 0.933523340129137,17094"dm_stat": 0.0834578365378877617095},17096"arch5__skewt__w1000_r5": {17097"n": 467,17098"ratio": 1.0274129983248148,17099"dm_p": 0.8356552121962866,17100"dm_stat": 0.2075702518483688617101},17102"arch5__t__w1000_r5": {17103"n": 467,17104"ratio": 1.012958762317884,17105"dm_p": 0.9124555894275467,17106"dm_stat": 0.110001438737353617107},17108"avgarch11__ged__w1000_r5": {17109"n": 467,17110"ratio": 0.9688024190166704,17111"dm_p": 0.39090824442398775,17112"dm_stat": -0.858771248868742617113},17114"avgarch11__normal__w1000_r5": {17115"n": 467,17116"ratio": 0.9655345036877943,17117"dm_p": 0.2832623632081341,17118"dm_stat": -1.074259399066248317119},17120"avgarch11__skewt__w1000_r5": {17121"n": 467,17122"ratio": 0.9703007847354714,17123"dm_p": 0.4112912393086234,17124"dm_stat": -0.822362426664070817125},17126"avgarch11__t__w1000_r5": {17127"n": 467,17128"ratio": 0.9663378222189112,17129"dm_p": 0.36114403595995387,17130"dm_stat": -0.914086626830352417131},17132"cgarch11__ged__w1000_r5": {17133"n": 467,17134"ratio": 1.0512365448788037,17135"dm_p": 0.16399599543653545,17136"dm_stat": 1.393953428777239317137},17138"cgarch11__normal__w1000_r5": {17139"n": 467,17140"ratio": 1.0464507962988472,17141"dm_p": 0.1659757033518622,17142"dm_stat": 1.387423783697673317143},17144"cgarch11__skewt__w1000_r5": {17145"n": 467,17146"ratio": 1.0531053703417652,17147"dm_p": 0.30889887293932256,17148"dm_stat": 1.018647554067130717149},17150"cgarch11__t__w1000_r5": {17151"n": 467,17152"ratio": 1.0386829782868545,17153"dm_p": 0.35745750069578597,17154"dm_stat": 0.921133203540657217155},17156"constvar__normal__w1000_r5": {17157"n": 467,17158"ratio": 1.252013365691289,17159"dm_p": 0.3285107573979029,17160"dm_stat": 0.978143725043517161},17162"egarch11__ged__w1000_r5": {17163"n": 467,17164"ratio": 1.2061561830052214,17165"dm_p": 0.297646696332566,17166"dm_stat": 1.042659347665303417167},17168"egarch11__normal__w1000_r5": {17169"n": 467,17170"ratio": 1.563705943752471,17171"dm_p": 0.08547024806080895,17172"dm_stat": 1.723451322408783717173},17174"egarch11__skewt__w1000_r5": {17175"n": 456,17176"ratio": 1.038198838463442,17177"dm_p": 0.6559102797294992,17178"dm_stat": 0.4458602484642480417179},17180"egarch11__t__w1000_r5": {17181"n": 461,17182"ratio": 1.093329837306166,17183"dm_p": 0.4541741312185209,17184"dm_stat": 0.749109444817226917185},17186"ewma094__normal__w1000_r5": {17187"n": 467,17188"ratio": 0.9257159591130472,17189"dm_p": 0.5131240102000318,17190"dm_stat": -0.654482296923158117191},17192"figarch11__ged__w1000_r5": {17193"n": 467,17194"ratio": 0.9929460787622993,17195"dm_p": 0.8887894196176548,17196"dm_stat": -0.1399126974059072817197},17198"figarch11__normal__w1000_r5": {17199"n": 467,17200"ratio": 0.9881971741731181,17201"dm_p": 0.8121873478956908,17202"dm_stat": -0.2377398718300272317203},17204"figarch11__skewt__w1000_r5": {17205"n": 467,17206"ratio": 1.02249590259039,17207"dm_p": 0.5792282290920183,17208"dm_stat": 0.554901569579657117209},17210"figarch11__t__w1000_r5": {17211"n": 467,17212"ratio": 0.995887433519211,17213"dm_p": 0.9371019911279126,17214"dm_stat": -0.0789553991276822417215},17216"garch11__ged__w1000_r5": {17217"n": 467,17218"ratio": 0.9952459953134741,17219"dm_p": 0.16309806445516345,17220"dm_stat": -1.396934712162235517221},17222"garch11__normal__w1000_r5": {17223"n": 467,17224"ratio": 1.0,17225"dm_p": 1.0,17226"dm_stat": 0.017227},17228"garch11__skewt__w1000_r5": {17229"n": 467,17230"ratio": 1.016261540649134,17231"dm_p": 0.30345202964463475,17232"dm_stat": 1.030196786085870717233},17234"garch11__t__w1000_r5": {17235"n": 467,17236"ratio": 0.994500952901442,17237"dm_p": 0.2238247304459308,17238"dm_stat": -1.218041028089062317239},17240"garch12__ged__w1000_r5": {17241"n": 467,17242"ratio": 0.9976990706171459,17243"dm_p": 0.6487985745082886,17244"dm_stat": -0.455727017485850317245},17246"garch12__normal__w1000_r5": {17247"n": 467,17248"ratio": 1.0037567154257827,17249"dm_p": 0.30369498914319265,17250"dm_stat": 1.029678699394337417251},17252"garch12__skewt__w1000_r5": {17253"n": 467,17254"ratio": 1.0175781369412398,17255"dm_p": 0.28365971554326175,17256"dm_stat": 1.07337207090579117257},17258"garch12__t__w1000_r5": {17259"n": 467,17260"ratio": 0.9960602965344794,17261"dm_p": 0.49687090258698513,17262"dm_stat": -0.679954512950842117263},17264"garch21__ged__w1000_r5": {17265"n": 467,17266"ratio": 1.000453823657996,17267"dm_p": 0.9069797761968198,17268"dm_stat": 0.116912481722257917269},17270"garch21__normal__w1000_r5": {17271"n": 467,17272"ratio": 1.0047643880426005,17273"dm_p": 0.4091693270177672,17274"dm_stat": 0.8261013805904717275},17276"garch21__skewt__w1000_r5": {17277"n": 467,17278"ratio": 1.0233765391328669,17279"dm_p": 0.2794659511902762,17280"dm_stat": 1.082780180468544917281},17282"garch21__t__w1000_r5": {17283"n": 467,17284"ratio": 1.0022873169948556,17285"dm_p": 0.698079374699778,17286"dm_stat": 0.388153935794960517287},17288"garchm11__ged__w1000_r5": {17289"n": 467,17290"ratio": 0.9859907689338583,17291"dm_p": 0.08248724276218296,17292"dm_stat": -1.740181812410321917293},17294"garchm11__normal__w1000_r5": {17295"n": 467,17296"ratio": 0.9949468757503667,17297"dm_p": 0.3964021176207774,17298"dm_stat": -0.84884726613184217299},17300"garchm11__skewt__w1000_r5": {17301"n": 467,17302"ratio": 1.0061963180581892,17303"dm_p": 0.7393098938749116,17304"dm_stat": 0.332965734813259917305},17306"garchm11__t__w1000_r5": {17307"n": 467,17308"ratio": 0.9854937750395717,17309"dm_p": 0.08123771794635086,17310"dm_stat": -1.74733635812514117311},17312"garchx_rv11__normal__w1000_r5": {17313"n": 467,17314"ratio": 0.7799924761505345,17315"dm_p": 0.2151528839543881,17316"dm_stat": -1.24120928068463617317},17318"garchx_rv11__t__w1000_r5": {17319"n": 467,17320"ratio": 0.7722086356873944,17321"dm_p": 0.19979786413435782,17322"dm_stat": -1.283948843038584617323},17324"gas_t11__t__w1000_r5": {17325"n": 467,17326"ratio": 0.9649573377778502,17327"dm_p": 0.06234769877143816,17328"dm_stat": -1.868298940016440317329},17330"gjr11__ged__w1000_r5": {17331"n": 467,17332"ratio": 0.9944172292932753,17333"dm_p": 0.8738908132610259,17334"dm_stat": -0.1588056283037225517335},17336"gjr11__normal__w1000_r5": {17337"n": 467,17338"ratio": 0.9952398074851386,17339"dm_p": 0.8915291575499857,17340"dm_stat": -0.1364440749794730317341},17342"gjr11__skewt__w1000_r5": {17343"n": 467,17344"ratio": 1.006059241727414,17345"dm_p": 0.8644213090020314,17346"dm_stat": 0.1708430775515896717347},17348"gjr11__t__w1000_r5": {17349"n": 467,17350"ratio": 0.9970788418582457,17351"dm_p": 0.9310639106292514,17352"dm_stat": -0.0865531164219356717353},17354"har_rv__empirical__w1000_r5": {17355"n": 467,17356"ratio": 0.9473678456581222,17357"dm_p": 0.47370898154557495,17358"dm_stat": -0.717039465003018817359},17360"heavy11__normal__w1000_r5": {17361"n": 467,17362"ratio": 0.765799261122969,17363"dm_p": 0.20765147846347937,17364"dm_stat": -1.261801339488411617365},17366"heavy11__t__w1000_r5": {17367"n": 467,17368"ratio": 0.7625634618066857,17369"dm_p": 0.19800458017835956,17370"dm_stat": -1.289095006780908617371},17372"histvar22__empirical__w1000_r5": {17373"n": 467,17374"ratio": 1.1271657052250867,17375"dm_p": 0.33388261967339045,17376"dm_stat": 0.967326453849652517377},17378"histvar252__empirical__w1000_r5": {17379"n": 467,17380"ratio": 1.6899532755874116,17381"dm_p": 0.07717247818790691,17382"dm_stat": 1.7712512528534817383},17384"histvar66__empirical__w1000_r5": {17385"n": 467,17386"ratio": 1.1542231274037924,17387"dm_p": 0.20385580352190388,17388"dm_stat": 1.272427475394623917389},17390"igarch11__ged__w1000_r5": {17391"n": 467,17392"ratio": 0.8959647906579679,17393"dm_p": 0.6333084558528338,17394"dm_stat": -0.477389717570970317395},17396"igarch11__normal__w1000_r5": {17397"n": 467,17398"ratio": 0.9024827922501424,17399"dm_p": 0.6570079575612052,17400"dm_stat": -0.4443332244677201717401},17402"igarch11__skewt__w1000_r5": {17403"n": 467,17404"ratio": 0.8844417654163707,17405"dm_p": 0.5876409175717213,17406"dm_stat": -0.5426344698297317407},17408"igarch11__t__w1000_r5": {17409"n": 467,17410"ratio": 0.9014302997562599,17411"dm_p": 0.65248341977266,17412"dm_stat": -0.450605582043730217413},17414"loghar_rv__empirical__w1000_r5": {17415"n": 467,17416"ratio": 0.8194004699050573,17417"dm_p": 0.059865035599227345,17418"dm_stat": -1.886381823844636217419},17420"msgarch2__normal__w1000_r5": {17421"n": 467,17422"ratio": 1.0610751826512297,17423"dm_p": 0.4025803710955376,17424"dm_stat": 0.837786018292371917425},17426"msgarch2__t__w1000_r5": {17427"n": 467,17428"ratio": 1.0048360318040903,17429"dm_p": 0.8901179199369341,17430"dm_stat": 0.138230552540527117431},17432"nagarch11__ged__w1000_r5": {17433"n": 467,17434"ratio": 0.8743207121731773,17435"dm_p": 0.07485721839073875,17436"dm_stat": -1.785335206808250417437},17438"nagarch11__normal__w1000_r5": {17439"n": 467,17440"ratio": 0.8779906654705892,17441"dm_p": 0.07137588750033201,17442"dm_stat": -1.80719999611741417443},17444"nagarch11__skewt__w1000_r5": {17445"n": 467,17446"ratio": 0.873399952349728,17447"dm_p": 0.13269004568669415,17448"dm_stat": -1.506212978047558617449},17450"nagarch11__t__w1000_r5": {17451"n": 467,17452"ratio": 0.8698527891413471,17453"dm_p": 0.12346205136456402,17454"dm_stat": -1.543195827354709717455},17456"qgarch11__ged__w1000_r5": {17457"n": 467,17458"ratio": 0.9515173728744275,17459"dm_p": 0.11601379670845925,17460"dm_stat": -1.574659047463031517461},17462"qgarch11__normal__w1000_r5": {17463"n": 467,17464"ratio": 0.9503111848364257,17465"dm_p": 0.13899446649533603,17466"dm_stat": -1.482081636643889817467},17468"qgarch11__skewt__w1000_r5": {17469"n": 467,17470"ratio": 0.9612018790328389,17471"dm_p": 0.1467246531970738,17472"dm_stat": -1.453620518618365517473},17474"qgarch11__t__w1000_r5": {17475"n": 467,17476"ratio": 0.9528642760227258,17477"dm_p": 0.10363104619105279,17478"dm_stat": -1.63069163904315417479},17480"realgarch11__normal__w1000_r5": {17481"n": 467,17482"ratio": 0.7310086491405514,17483"dm_p": 0.07898234010592069,17484"dm_stat": -1.760480327246311917485},17486"realgarch11__t__w1000_r5": {17487"n": 467,17488"ratio": 0.7269623249564784,17489"dm_p": 0.09291765162171087,17490"dm_stat": -1.683657118000798917491},17492"rm2006__normal__w1000_r5": {17493"n": 467,17494"ratio": 0.9236047916194918,17495"dm_p": 0.29334642791659854,17496"dm_stat": -1.051996336298502317497},17498"rm_rw__empirical__w1000_r5": {17499"n": 467,17500"ratio": 2.555087078726479,17501"dm_p": 2.5217645536663517e-06,17502"dm_stat": 4.76545211967247417503},17504"tarch11__ged__w1000_r5": {17505"n": 467,17506"ratio": 0.8914054684332746,17507"dm_p": 0.016442635486007173,17508"dm_stat": -2.407662945113944617509},17510"tarch11__normal__w1000_r5": {17511"n": 467,17512"ratio": 0.8893555176106176,17513"dm_p": 0.027977217491592692,17514"dm_stat": -2.20449928086873217515},17516"tarch11__skewt__w1000_r5": {17517"n": 467,17518"ratio": 0.8769890703213687,17519"dm_p": 0.028223024594297205,17520"dm_stat": -2.20103727784615517521},17522"tarch11__t__w1000_r5": {17523"n": 467,17524"ratio": 0.8887350785566484,17525"dm_p": 0.01819629824343203,17526"dm_stat": -2.369960372033987517527}17528},17529"prev_sign=neg": {17530"aparch11__ged__w1000_r5": {17531"n": 1248,17532"ratio": 1.1070920648427902,17533"dm_p": 0.22611400854858366,17534"dm_stat": 1.211028324143764717535},17536"aparch11__normal__w1000_r5": {17537"n": 1248,17538"ratio": 1.1460723049461445,17539"dm_p": 0.3191519462388102,17540"dm_stat": 0.996600211090375117541},17542"aparch11__skewt__w1000_r5": {17543"n": 1248,17544"ratio": 1.8072589684028446,17545"dm_p": 0.1851823972990635,17546"dm_stat": 1.32569846166020517547},17548"aparch11__t__w1000_r5": {17549"n": 1248,17550"ratio": 2.638320760332658,17551"dm_p": 0.3072657592774791,17552"dm_stat": 1.021394327990451617553},17554"arch5__ged__w1000_r5": {17555"n": 1248,17556"ratio": 1.1537555863131894,17557"dm_p": 0.021996996195586246,17558"dm_stat": 2.2932912761429617559},17560"arch5__normal__w1000_r5": {17561"n": 1248,17562"ratio": 1.149129936006704,17563"dm_p": 0.02070702977693749,17564"dm_stat": 2.316233129194076817565},17566"arch5__skewt__w1000_r5": {17567"n": 1248,17568"ratio": 1.1703869744085438,17569"dm_p": 0.04362265616631914,17570"dm_stat": 2.019752003048872317571},17572"arch5__t__w1000_r5": {17573"n": 1248,17574"ratio": 1.1532691945280982,17575"dm_p": 0.024123773198411563,17576"dm_stat": 2.257906937672214717577},17578"avgarch11__ged__w1000_r5": {17579"n": 1248,17580"ratio": 1.0298246268356135,17581"dm_p": 0.5588680946421727,17582"dm_stat": 0.584680856323511717583},17584"avgarch11__normal__w1000_r5": {17585"n": 1248,17586"ratio": 1.0124424569831547,17587"dm_p": 0.7340487461857416,17588"dm_stat": 0.3398207519135789717589},17590"avgarch11__skewt__w1000_r5": {17591"n": 1248,17592"ratio": 1.0232193685527111,17593"dm_p": 0.6586196217201712,17594"dm_stat": 0.4419256688505877617595},17596"avgarch11__t__w1000_r5": {17597"n": 1248,17598"ratio": 1.0240934889801898,17599"dm_p": 0.619047071032499,17600"dm_stat": 0.4973256932473149617601},17602"cgarch11__ged__w1000_r5": {17603"n": 1248,17604"ratio": 1.1174490256227592,17605"dm_p": 0.0936069377499886,17606"dm_stat": 1.677952563385878717607},17608"cgarch11__normal__w1000_r5": {17609"n": 1248,17610"ratio": 1.0972946930613632,17611"dm_p": 0.12245318348651993,17612"dm_stat": 1.54560722383185117613},17614"cgarch11__skewt__w1000_r5": {17615"n": 1248,17616"ratio": 1.1415800125611228,17617"dm_p": 0.11786540891558651,17618"dm_stat": 1.564877266089838517619},17620"cgarch11__t__w1000_r5": {17621"n": 1248,17622"ratio": 1.1263449425555385,17623"dm_p": 0.08871612752448906,17624"dm_stat": 1.703540478844481717625},17626"constvar__normal__w1000_r5": {17627"n": 1248,17628"ratio": 1.6179184273399059,17629"dm_p": 0.0596749481339865,17630"dm_stat": 1.88490561627910617631},17632"egarch11__ged__w1000_r5": {17633"n": 1248,17634"ratio": 1.1033519747228508,17635"dm_p": 0.2039323887764288,17636"dm_stat": 1.27109364111713517637},17638"egarch11__normal__w1000_r5": {17639"n": 1248,17640"ratio": 61.92901549184666,17641"dm_p": 0.31854939591982245,17642"dm_stat": 0.997842348105518217643},17644"egarch11__skewt__w1000_r5": {17645"n": 1241,17646"ratio": 1.037475257955072,17647"dm_p": 0.5580624670153231,17648"dm_stat": 0.585880460060774817649},17650"egarch11__t__w1000_r5": {17651"n": 1242,17652"ratio": 1.0597710879205446,17653"dm_p": 0.35896315580950994,17654"dm_stat": 0.917683006459965917655},17656"ewma094__normal__w1000_r5": {17657"n": 1248,17658"ratio": 1.0065973386208493,17659"dm_p": 0.9333176891032755,17660"dm_stat": 0.0836883035002959417661},17662"figarch11__ged__w1000_r5": {17663"n": 1248,17664"ratio": 1.0352995458183143,17665"dm_p": 0.3637603541558492,17666"dm_stat": 0.908555509053753417667},17668"figarch11__normal__w1000_r5": {17669"n": 1248,17670"ratio": 1.0304284320865416,17671"dm_p": 0.37597427954865076,17672"dm_stat": 0.885654878307806317673},17674"figarch11__skewt__w1000_r5": {17675"n": 1248,17676"ratio": 1.0589891411154815,17677"dm_p": 0.1525951558517137,17678"dm_stat": 1.431298813416117317679},17680"figarch11__t__w1000_r5": {17681"n": 1248,17682"ratio": 1.035731767201777,17683"dm_p": 0.3620520945424542,17684"dm_stat": 0.911796475881341717685},17686"garch11__ged__w1000_r5": {17687"n": 1248,17688"ratio": 1.0019359535281074,17689"dm_p": 0.6952873653491352,17690"dm_stat": 0.391780472742429117691},17692"garch11__normal__w1000_r5": {17693"n": 1248,17694"ratio": 1.0,17695"dm_p": 1.0,17696"dm_stat": 0.017697},17698"garch11__skewt__w1000_r5": {17699"n": 1248,17700"ratio": 1.0196337423617747,17701"dm_p": 0.37585748033611216,17702"dm_stat": 0.88587166796913217703},17704"garch11__t__w1000_r5": {17705"n": 1248,17706"ratio": 1.0027687606437243,17707"dm_p": 0.5774056076185463,17708"dm_stat": 0.557324723334779317709},17710"garch12__ged__w1000_r5": {17711"n": 1248,17712"ratio": 1.0012059540985472,17713"dm_p": 0.8212487349935941,17714"dm_stat": 0.2259867810268966217715},17716"garch12__normal__w1000_r5": {17717"n": 1248,17718"ratio": 0.9980531039985187,17719"dm_p": 0.2598785639379848,17720"dm_stat": -1.127191041734909817721},17722"garch12__skewt__w1000_r5": {17723"n": 1248,17724"ratio": 1.0195317709313687,17725"dm_p": 0.37983999198406104,17726"dm_stat": 0.878503103637489417727},17728"garch12__t__w1000_r5": {17729"n": 1248,17730"ratio": 1.002562911115891,17731"dm_p": 0.6200444770837759,17732"dm_stat": 0.4959111648373637517733},17734"garch21__ged__w1000_r5": {17735"n": 1248,17736"ratio": 1.0071198319559258,17737"dm_p": 0.41966265073977527,17738"dm_stat": 0.807273892681182117739},17740"garch21__normal__w1000_r5": {17741"n": 1248,17742"ratio": 1.002330903827979,17743"dm_p": 0.7099526227943663,17744"dm_stat": 0.372004609220206917745},17746"garch21__skewt__w1000_r5": {17747"n": 1248,17748"ratio": 1.025097990985194,17749"dm_p": 0.30010488675919306,17750"dm_stat": 1.036639467054368217751},17752"garch21__t__w1000_r5": {17753"n": 1248,17754"ratio": 1.0110423520993455,17755"dm_p": 0.28065514905162287,17756"dm_stat": 1.079317007261237517757},17758"garchm11__ged__w1000_r5": {17759"n": 1248,17760"ratio": 0.9951341681635434,17761"dm_p": 0.4393992802576474,17762"dm_stat": -0.773455783433831817763},17764"garchm11__normal__w1000_r5": {17765"n": 1248,17766"ratio": 0.9959133369409439,17767"dm_p": 0.1331716114453256,17768"dm_stat": -1.502692238816945517769},17770"garchm11__skewt__w1000_r5": {17771"n": 1248,17772"ratio": 1.0180395326404594,17773"dm_p": 0.4631980857829806,17774"dm_stat": 0.733817220170434417775},17776"garchm11__t__w1000_r5": {17777"n": 1248,17778"ratio": 0.9971232977809038,17779"dm_p": 0.5761587309766097,17780"dm_stat": -0.559151501834041817781},17782"garchx_rv11__normal__w1000_r5": {17783"n": 1248,17784"ratio": 0.8901458216705577,17785"dm_p": 0.3845198386145137,17786"dm_stat": -0.869904812613254417787},17788"garchx_rv11__t__w1000_r5": {17789"n": 1248,17790"ratio": 0.8877141318872471,17791"dm_p": 0.3660723459550392,17792"dm_stat": -0.904184260810830617793},17794"gas_t11__t__w1000_r5": {17795"n": 1248,17796"ratio": 1.0070253484762792,17797"dm_p": 0.774907245170734,17798"dm_stat": 0.2860240018156378617799},17800"gjr11__ged__w1000_r5": {17801"n": 1248,17802"ratio": 0.9630326797638903,17803"dm_p": 0.13566944113092086,17804"dm_stat": -1.493079099787784517805},17806"gjr11__normal__w1000_r5": {17807"n": 1248,17808"ratio": 0.9593449363231217,17809"dm_p": 0.08273392851130412,17810"dm_stat": -1.736434921360792417811},17812"gjr11__skewt__w1000_r5": {17813"n": 1248,17814"ratio": 0.9743251385113525,17815"dm_p": 0.35484536100934166,17816"dm_stat": -0.925576178625828317817},17818"gjr11__t__w1000_r5": {17819"n": 1248,17820"ratio": 0.9709729029285017,17821"dm_p": 0.2894458230899958,17822"dm_stat": -1.059789013578790917823},17824"har_rv__empirical__w1000_r5": {17825"n": 1248,17826"ratio": 1.0682308075003617,17827"dm_p": 0.0979319472733206,17828"dm_stat": 1.656204739310357217829},17830"heavy11__normal__w1000_r5": {17831"n": 1248,17832"ratio": 0.884713643232634,17833"dm_p": 0.38024841848612584,17834"dm_stat": -0.877750117423987217835},17836"heavy11__t__w1000_r5": {17837"n": 1248,17838"ratio": 0.8830020694456073,17839"dm_p": 0.36361225848324985,17840"dm_stat": -0.908836103033595117841},17842"histvar22__empirical__w1000_r5": {17843"n": 1248,17844"ratio": 1.1727921130250953,17845"dm_p": 0.1658871295987211,17846"dm_stat": 1.386352428592367417847},17848"histvar252__empirical__w1000_r5": {17849"n": 1248,17850"ratio": 1.7248844056898627,17851"dm_p": 0.08489806185499121,17852"dm_stat": 1.724319166965416817853},17854"histvar66__empirical__w1000_r5": {17855"n": 1248,17856"ratio": 1.3874983694126268,17857"dm_p": 0.06236640796711414,17858"dm_stat": 1.865354624407702217859},17860"igarch11__ged__w1000_r5": {17861"n": 1248,17862"ratio": 0.8426197703149958,17863"dm_p": 0.4880857778919929,17864"dm_stat": -0.693562506930091517865},17866"igarch11__normal__w1000_r5": {17867"n": 1248,17868"ratio": 0.8437413910667919,17869"dm_p": 0.49663531526072047,17870"dm_stat": -0.679992672431219617871},17872"igarch11__skewt__w1000_r5": {17873"n": 1248,17874"ratio": 0.8430354069159306,17875"dm_p": 0.4746089127611817,17876"dm_stat": -0.715216896210585717877},17878"igarch11__t__w1000_r5": {17879"n": 1248,17880"ratio": 0.8563032851544194,17881"dm_p": 0.5295865295955245,17882"dm_stat": -0.628813185832243517883},17884"loghar_rv__empirical__w1000_r5": {17885"n": 1248,17886"ratio": 0.961828484764196,17887"dm_p": 0.33404032755451885,17888"dm_stat": -0.966382235357392217889},17890"msgarch2__normal__w1000_r5": {17891"n": 1248,17892"ratio": 1.1360582759224058,17893"dm_p": 0.09991720935145683,17894"dm_stat": 1.646478723948682417895},17896"msgarch2__t__w1000_r5": {17897"n": 1248,17898"ratio": 1.0546800562656042,17899"dm_p": 0.26088031487832447,17900"dm_stat": 1.124823449765013617901},17902"nagarch11__ged__w1000_r5": {17903"n": 1248,17904"ratio": 0.9818679081615745,17905"dm_p": 0.8227403234008993,17906"dm_stat": -0.2240689935975664317907},17908"nagarch11__normal__w1000_r5": {17909"n": 1248,17910"ratio": 0.9543481324388129,17911"dm_p": 0.5256763144259571,17912"dm_stat": -0.634798462255128117913},17914"nagarch11__skewt__w1000_r5": {17915"n": 1248,17916"ratio": 0.9569590643466472,17917"dm_p": 0.5466572926298204,17918"dm_stat": -0.60294142596888117919},17920"nagarch11__t__w1000_r5": {17921"n": 1248,17922"ratio": 0.9700514288815942,17923"dm_p": 0.6781890648022821,17924"dm_stat": -0.4150331024645411717925},17926"qgarch11__ged__w1000_r5": {17927"n": 1248,17928"ratio": 0.9709580958843631,17929"dm_p": 0.3949661681675307,17930"dm_stat": -0.850939786186822117931},17932"qgarch11__normal__w1000_r5": {17933"n": 1248,17934"ratio": 0.9617640611009749,17935"dm_p": 0.3151392021010639,17936"dm_stat": -1.004901566081359217937},17938"qgarch11__skewt__w1000_r5": {17939"n": 1248,17940"ratio": 0.9844678372918947,17941"dm_p": 0.5607663148778559,17942"dm_stat": -0.581859764165092417943},17944"qgarch11__t__w1000_r5": {17945"n": 1248,17946"ratio": 0.9774353589420277,17947"dm_p": 0.44578215874034155,17948"dm_stat": -0.762707410597344317949},17950"realgarch11__normal__w1000_r5": {17951"n": 1248,17952"ratio": 0.9405904280606817,17953"dm_p": 0.4287019595005816,17954"dm_stat": -0.791672949017938317955},17956"realgarch11__t__w1000_r5": {17957"n": 1248,17958"ratio": 0.954533791320206,17959"dm_p": 0.6039927065876461,17960"dm_stat": -0.518799371796059717961},17962"rm2006__normal__w1000_r5": {17963"n": 1248,17964"ratio": 0.9727384133532204,17965"dm_p": 0.569462523839473,17966"dm_stat": -0.568994223033314317967},17968"rm_rw__empirical__w1000_r5": {17969"n": 1248,17970"ratio": 3.194880579860728,17971"dm_p": 2.12910957663957e-16,17972"dm_stat": 8.32867838881872517973},17974"tarch11__ged__w1000_r5": {17975"n": 1248,17976"ratio": 0.9772799176551948,17977"dm_p": 0.5341454715523294,17978"dm_stat": -0.62186324123065117979},17980"tarch11__normal__w1000_r5": {17981"n": 1248,17982"ratio": 0.9604746454240544,17983"dm_p": 0.3258781489490824,17984"dm_stat": -0.982837336726756217985},17986"tarch11__skewt__w1000_r5": {17987"n": 1248,17988"ratio": 0.9490575800513898,17989"dm_p": 0.3023513820374518,17990"dm_stat": -1.03183097364591317991},17992"tarch11__t__w1000_r5": {17993"n": 1248,17994"ratio": 0.9655798736969653,17995"dm_p": 0.3765612363060829,17996"dm_stat": -0.884566064320481917997}17998},17999"prev_sign=pos": {18000"aparch11__ged__w1000_r5": {18001"n": 1453,18002"ratio": 1.149496345460114,18003"dm_p": 0.1627057026574075,18004"dm_stat": 1.396738371722397318005},18006"aparch11__normal__w1000_r5": {18007"n": 1453,18008"ratio": 1.1226920870444252,18009"dm_p": 0.31934695211178665,18010"dm_stat": 0.996142364923589118011},18012"aparch11__skewt__w1000_r5": {18013"n": 1453,18014"ratio": 3.4498992684779353,18015"dm_p": 0.24887154610017156,18016"dm_stat": 1.153557331199068618017},18018"aparch11__t__w1000_r5": {18019"n": 1453,18020"ratio": 2.153208355571226,18021"dm_p": 0.2800799380235955,18022"dm_stat": 1.080542887390012718023},18024"arch5__ged__w1000_r5": {18025"n": 1453,18026"ratio": 1.1441876274894578,18027"dm_p": 0.014805676607741635,18028"dm_stat": 2.440012917834831518029},18030"arch5__normal__w1000_r5": {18031"n": 1453,18032"ratio": 1.14060856173824,18033"dm_p": 0.01253160391196553,18034"dm_stat": 2.49992364888818818035},18036"arch5__skewt__w1000_r5": {18037"n": 1453,18038"ratio": 1.1479404380908291,18039"dm_p": 0.02068971169862349,18040"dm_stat": 2.316132556385025718041},18042"arch5__t__w1000_r5": {18043"n": 1453,18044"ratio": 1.1426772404016654,18045"dm_p": 0.015120799029968077,18046"dm_stat": 2.43236330531888418047},18048"avgarch11__ged__w1000_r5": {18049"n": 1453,18050"ratio": 0.999815820334313,18051"dm_p": 0.9944535426665008,18052"dm_stat": -0.00695270642057906818053},18054"avgarch11__normal__w1000_r5": {18055"n": 1453,18056"ratio": 0.9967874998602763,18057"dm_p": 0.8593308032338904,18058"dm_stat": -0.1772575655466540618059},18060"avgarch11__skewt__w1000_r5": {18061"n": 1453,18062"ratio": 0.98583829953002,18063"dm_p": 0.5662596688139547,18064"dm_stat": -0.573700010770811818065},18066"avgarch11__t__w1000_r5": {18067"n": 1453,18068"ratio": 0.993102870297972,18069"dm_p": 0.7855263876305085,18070"dm_stat": -0.272174704046663518071},18072"cgarch11__ged__w1000_r5": {18073"n": 1453,18074"ratio": 1.1091105328335216,18075"dm_p": 0.1334596544494749,18076"dm_stat": 1.501438304477708218077},18078"cgarch11__normal__w1000_r5": {18079"n": 1453,18080"ratio": 1.090372475871576,18081"dm_p": 0.16530716984438365,18082"dm_stat": 1.38814062095770318083},18084"cgarch11__skewt__w1000_r5": {18085"n": 1453,18086"ratio": 1.1107002439088802,18087"dm_p": 0.1801296676801114,18088"dm_stat": 1.341001593318617518089},18090"cgarch11__t__w1000_r5": {18091"n": 1453,18092"ratio": 1.1120505090305193,18093"dm_p": 0.13812871675776492,18094"dm_stat": 1.483612720713050718095},18096"constvar__normal__w1000_r5": {18097"n": 1453,18098"ratio": 1.48749808959207,18099"dm_p": 0.01619228698350988,18100"dm_stat": 2.407363212633984318101},18102"egarch11__ged__w1000_r5": {18103"n": 1453,18104"ratio": 1.1533864397449385,18105"dm_p": 0.12625451228568374,18106"dm_stat": 1.529919342731923518107},18108"egarch11__normal__w1000_r5": {18109"n": 1453,18110"ratio": 1.508058358521817,18111"dm_p": 0.0956020247014872,18112"dm_stat": 1.667644124577549318113},18114"egarch11__skewt__w1000_r5": {18115"n": 1445,18116"ratio": 1.0561475423782158,18117"dm_p": 0.5644638446134309,18118"dm_stat": 0.576356823504914518119},18120"egarch11__t__w1000_r5": {18121"n": 1449,18122"ratio": 1.0834915666479157,18123"dm_p": 0.4133531660014415,18124"dm_stat": 0.8182428400851818125},18126"ewma094__normal__w1000_r5": {18127"n": 1453,18128"ratio": 1.047378511807757,18129"dm_p": 0.5915993949801136,18130"dm_stat": 0.536638730772524918131},18132"figarch11__ged__w1000_r5": {18133"n": 1453,18134"ratio": 1.065089897642674,18135"dm_p": 0.1434038247365896,18136"dm_stat": 1.464024074193285518137},18138"figarch11__normal__w1000_r5": {18139"n": 1453,18140"ratio": 1.0614467279963369,18141"dm_p": 0.12732021319710243,18142"dm_stat": 1.525628394195580218143},18144"figarch11__skewt__w1000_r5": {18145"n": 1453,18146"ratio": 1.0722068590462512,18147"dm_p": 0.13943175961720844,18148"dm_stat": 1.478721121479524418149},18150"figarch11__t__w1000_r5": {18151"n": 1453,18152"ratio": 1.0660939058777368,18153"dm_p": 0.1330115428431548,18154"dm_stat": 1.503174355550769318155},18156"garch11__ged__w1000_r5": {18157"n": 1453,18158"ratio": 1.000924116686262,18159"dm_p": 0.8594940217418123,18160"dm_stat": 0.1770497282143019318161},18162"garch11__normal__w1000_r5": {18163"n": 1453,18164"ratio": 1.0,18165"dm_p": 1.0,18166"dm_stat": 0.018167},18168"garch11__skewt__w1000_r5": {18169"n": 1453,18170"ratio": 0.9998699241230379,18171"dm_p": 0.9913921010711829,18172"dm_stat": -0.01079046862413856118173},18174"garch11__t__w1000_r5": {18175"n": 1453,18176"ratio": 0.9984060427992434,18177"dm_p": 0.793744940070975,18178"dm_stat": -0.261498828136149218179},18180"garch12__ged__w1000_r5": {18181"n": 1453,18182"ratio": 0.9997202444967587,18183"dm_p": 0.9619795990772189,18184"dm_stat": -0.04767778070446395518185},18186"garch12__normal__w1000_r5": {18187"n": 1453,18188"ratio": 0.9975857103902198,18189"dm_p": 0.22868025070947598,18190"dm_stat": -1.204273248996331318191},18192"garch12__skewt__w1000_r5": {18193"n": 1453,18194"ratio": 1.0000027916683665,18195"dm_p": 0.9998178272473458,18196"dm_stat": 0.000228359002943420518197},18198"garch12__t__w1000_r5": {18199"n": 1453,18200"ratio": 0.9983763262106071,18201"dm_p": 0.7969083259104114,18202"dm_stat": -0.2573976011575776518203},18204"garch21__ged__w1000_r5": {18205"n": 1453,18206"ratio": 1.0079660906323757,18207"dm_p": 0.3987546516950619,18208"dm_stat": 0.844096277815955818209},18210"garch21__normal__w1000_r5": {18211"n": 1453,18212"ratio": 1.0034080237291199,18213"dm_p": 0.6127107727945685,18214"dm_stat": 0.506317319363182518215},18216"garch21__skewt__w1000_r5": {18217"n": 1453,18218"ratio": 1.0091968926927917,18219"dm_p": 0.562544232179013,18220"dm_stat": 0.579199763952903618221},18222"garch21__t__w1000_r5": {18223"n": 1453,18224"ratio": 1.0100816890251827,18225"dm_p": 0.3779086283607348,18226"dm_stat": 0.882026197798920718227},18228"garchm11__ged__w1000_r5": {18229"n": 1453,18230"ratio": 0.9955346643986699,18231"dm_p": 0.4896373095710105,18232"dm_stat": -0.691061575420776818233},18234"garchm11__normal__w1000_r5": {18235"n": 1453,18236"ratio": 0.9942744593352014,18237"dm_p": 0.17064794566737307,18238"dm_stat": -1.370803898956950718239},18240"garchm11__skewt__w1000_r5": {18241"n": 1453,18242"ratio": 0.9961318519671911,18243"dm_p": 0.787094363624907,18244"dm_stat": -0.270135547550755318245},18246"garchm11__t__w1000_r5": {18247"n": 1453,18248"ratio": 0.9936125704896637,18249"dm_p": 0.3319100119723257,18250"dm_stat": -0.970598282388784418251},18252"garchx_rv11__normal__w1000_r5": {18253"n": 1453,18254"ratio": 0.9466786587075469,18255"dm_p": 0.5255073627422138,18256"dm_stat": -0.635032359778544818257},18258"garchx_rv11__t__w1000_r5": {18259"n": 1453,18260"ratio": 0.9415632696330168,18261"dm_p": 0.48124607268790043,18262"dm_stat": -0.704481286710602618263},18264"gas_t11__t__w1000_r5": {18265"n": 1453,18266"ratio": 0.9882936606796523,18267"dm_p": 0.46740905416443984,18268"dm_stat": -0.726892383657626318269},18270"gjr11__ged__w1000_r5": {18271"n": 1453,18272"ratio": 0.9750439835594475,18273"dm_p": 0.40823645496408645,18274"dm_stat": -0.827240911500279218275},18276"gjr11__normal__w1000_r5": {18277"n": 1453,18278"ratio": 0.9682510697365361,18279"dm_p": 0.19211852983704986,18280"dm_stat": -1.304944448926971518281},18282"gjr11__skewt__w1000_r5": {18283"n": 1453,18284"ratio": 0.9972291442167521,18285"dm_p": 0.9483071175418575,18286"dm_stat": -0.0648440208900394518287},18288"gjr11__t__w1000_r5": {18289"n": 1453,18290"ratio": 0.9943442520674202,18291"dm_p": 0.8890079598936879,18292"dm_stat": -0.1395841026707095618293},18294"har_rv__empirical__w1000_r5": {18295"n": 1453,18296"ratio": 1.0880936703792021,18297"dm_p": 0.05957973268305637,18298"dm_stat": 1.885367590540637318299},18300"heavy11__normal__w1000_r5": {18301"n": 1453,18302"ratio": 0.9428598511269689,18303"dm_p": 0.5148457599175941,18304"dm_stat": -0.651470728450425918305},18306"heavy11__t__w1000_r5": {18307"n": 1453,18308"ratio": 0.9381938780557516,18309"dm_p": 0.47420047290761497,18310"dm_stat": -0.715847737953321518311},18312"histvar22__empirical__w1000_r5": {18313"n": 1453,18314"ratio": 1.2566906203473431,18315"dm_p": 0.11401966643251134,18316"dm_stat": 1.581333176586364318317},18318"histvar252__empirical__w1000_r5": {18319"n": 1453,18320"ratio": 1.5433917054344184,18321"dm_p": 0.034632122518835184,18322"dm_stat": 2.114622850284577618323},18324"histvar66__empirical__w1000_r5": {18325"n": 1453,18326"ratio": 1.314461595540885,18327"dm_p": 0.05718865013536234,18328"dm_stat": 1.903379275454982518329},18330"igarch11__ged__w1000_r5": {18331"n": 1453,18332"ratio": 0.9978438754349935,18333"dm_p": 0.9885292484774271,18334"dm_stat": -0.01437942640658510818335},18336"igarch11__normal__w1000_r5": {18337"n": 1453,18338"ratio": 1.0056219318107156,18339"dm_p": 0.9704911253375867,18340"dm_stat": 0.0369987034429783518341},18342"igarch11__skewt__w1000_r5": {18343"n": 1453,18344"ratio": 0.9914753567615928,18345"dm_p": 0.9543702915412547,18346"dm_stat": -0.05722945189863700618347},18348"igarch11__t__w1000_r5": {18349"n": 1453,18350"ratio": 1.0109994617278313,18351"dm_p": 0.942606753015793,18352"dm_stat": 0.0720063727194842918353},18354"loghar_rv__empirical__w1000_r5": {18355"n": 1453,18356"ratio": 0.9629292382079265,18357"dm_p": 0.41608856818540857,18358"dm_stat": -0.813458553343187118359},18360"msgarch2__normal__w1000_r5": {18361"n": 1453,18362"ratio": 1.0900828013504882,18363"dm_p": 0.12018650558326821,18364"dm_stat": 1.55490547561217418365},18366"msgarch2__t__w1000_r5": {18367"n": 1453,18368"ratio": 1.0370655639143247,18369"dm_p": 0.4884835568002272,18370"dm_stat": 0.692899298532307618371},18372"nagarch11__ged__w1000_r5": {18373"n": 1453,18374"ratio": 1.0303114905371074,18375"dm_p": 0.7660459807355687,18376"dm_stat": 0.297606638563527118377},18378"nagarch11__normal__w1000_r5": {18379"n": 1453,18380"ratio": 1.0118183066390498,18381"dm_p": 0.9057561514459997,18382"dm_stat": 0.1184138242163073318383},18384"nagarch11__skewt__w1000_r5": {18385"n": 1453,18386"ratio": 1.005708405157846,18387"dm_p": 0.9403189104810233,18388"dm_stat": 0.074882003343318618389},18390"nagarch11__t__w1000_r5": {18391"n": 1453,18392"ratio": 1.0147988255041671,18393"dm_p": 0.8601116065161422,18394"dm_stat": 0.176263384299482718395},18396"qgarch11__ged__w1000_r5": {18397"n": 1453,18398"ratio": 0.9980459901808368,18399"dm_p": 0.959699214745517,18400"dm_stat": -0.050539763100363318401},18402"qgarch11__normal__w1000_r5": {18403"n": 1453,18404"ratio": 0.9880028100229287,18405"dm_p": 0.7417994010207186,18406"dm_stat": -0.3295343017768418418407},18408"qgarch11__skewt__w1000_r5": {18409"n": 1453,18410"ratio": 1.0030546014601291,18411"dm_p": 0.9321415345158273,18412"dm_stat": 0.0851655306273007618413},18414"qgarch11__t__w1000_r5": {18415"n": 1453,18416"ratio": 1.0016797130248227,18417"dm_p": 0.9641053918884971,18418"dm_stat": 0.04501016983528674518419},18420"realgarch11__normal__w1000_r5": {18421"n": 1453,18422"ratio": 0.9435599369477657,18423"dm_p": 0.4482233504370436,18424"dm_stat": -0.758586021797344818425},18426"realgarch11__t__w1000_r5": {18427"n": 1453,18428"ratio": 1.1276561447868374,18429"dm_p": 0.4137727325386774,18430"dm_stat": 0.81750724327333818431},18432"rm2006__normal__w1000_r5": {18433"n": 1453,18434"ratio": 1.0013900379478005,18435"dm_p": 0.981129225901157,18436"dm_stat": 0.02365728848947886618437},18438"rm_rw__empirical__w1000_r5": {18439"n": 1453,18440"ratio": 4.461868562978101,18441"dm_p": 6.710630335538405e-13,18442"dm_stat": 7.25081686958933618443},18444"tarch11__ged__w1000_r5": {18445"n": 1453,18446"ratio": 1.000041730304887,18447"dm_p": 0.9994563141123848,18448"dm_stat": 0.00068152659461612218449},18450"tarch11__normal__w1000_r5": {18451"n": 1453,18452"ratio": 0.9747038922432891,18453"dm_p": 0.635173838088797,18454"dm_stat": -0.4745573991173757718455},18456"tarch11__skewt__w1000_r5": {18457"n": 1453,18458"ratio": 0.9852912142743055,18459"dm_p": 0.8024558562767583,18460"dm_stat": -0.2502158102661556418461},18462"tarch11__t__w1000_r5": {18463"n": 1453,18464"ratio": 1.0000641407142707,18465"dm_p": 0.9991735054224431,18466"dm_stat": 0.001036035889369330218467}18468},18469"episode=covid": {18470"aparch11__ged__w1000_r5": {18471"n": 92,18472"ratio": 1.0101401828701555,18473"dm_p": 0.6536171941143573,18474"dm_stat": 0.450227486965703918475},18476"aparch11__normal__w1000_r5": {18477"n": 92,18478"ratio": 0.9833353976137975,18479"dm_p": 0.6175083069683285,18480"dm_stat": -0.501103472731871318481},18482"aparch11__skewt__w1000_r5": {18483"n": 92,18484"ratio": 0.9389003331532024,18485"dm_p": 0.5284553008984342,18486"dm_stat": -0.632793718644109418487},18488"aparch11__t__w1000_r5": {18489"n": 92,18490"ratio": 1.0018787925307098,18491"dm_p": 0.9618963777351597,18492"dm_stat": 0.04790570183163861418493},18494"arch5__ged__w1000_r5": {18495"n": 92,18496"ratio": 1.1632403409263081,18497"dm_p": 0.3248772743611308,18498"dm_stat": 0.989839443131214118499},18500"arch5__normal__w1000_r5": {18501"n": 92,18502"ratio": 1.1537931164764288,18503"dm_p": 0.3390683838325474,18504"dm_stat": 0.961060688320867418505},18506"arch5__skewt__w1000_r5": {18507"n": 92,18508"ratio": 1.2259634227849507,18509"dm_p": 0.3066893759566098,18510"dm_stat": 1.02796834214631218511},18512"arch5__t__w1000_r5": {18513"n": 92,18514"ratio": 1.1696761015132713,18515"dm_p": 0.3204185700449429,18516"dm_stat": 0.999052253141778518517},18518"avgarch11__ged__w1000_r5": {18519"n": 92,18520"ratio": 1.1417766468903428,18521"dm_p": 0.3718592933188839,18522"dm_stat": 0.897426989962188418523},18524"avgarch11__normal__w1000_r5": {18525"n": 92,18526"ratio": 1.0947237426444705,18527"dm_p": 0.4186693500008021,18528"dm_stat": 0.812422778736175218529},18530"avgarch11__skewt__w1000_r5": {18531"n": 92,18532"ratio": 1.1439492552531627,18533"dm_p": 0.3744014491942263,18534"dm_stat": 0.892645626331867618535},18536"avgarch11__t__w1000_r5": {18537"n": 92,18538"ratio": 1.1315423019253918,18539"dm_p": 0.3788574747576222,18540"dm_stat": 0.884313565086734218541},18542"cgarch11__ged__w1000_r5": {18543"n": 92,18544"ratio": 1.0989790541284916,18545"dm_p": 0.3224656177851294,18546"dm_stat": 0.994812050051169818547},18548"cgarch11__normal__w1000_r5": {18549"n": 92,18550"ratio": 1.1010416241558911,18551"dm_p": 0.3100666164489916,18552"dm_stat": 1.020776141277025318553},18554"cgarch11__skewt__w1000_r5": {18555"n": 92,18556"ratio": 1.146417404368829,18557"dm_p": 0.36986533682269845,18558"dm_stat": 0.901191718979945418559},18560"cgarch11__t__w1000_r5": {18561"n": 92,18562"ratio": 1.098366892530322,18563"dm_p": 0.3413745725892348,18564"dm_stat": 0.956458810202906118565},18566"constvar__normal__w1000_r5": {18567"n": 92,18568"ratio": 2.0489177414205,18569"dm_p": 0.2986089651390942,18570"dm_stat": 1.045395975512290418571},18572"egarch11__ged__w1000_r5": {18573"n": 92,18574"ratio": 1.083866104994413,18575"dm_p": 0.3469397679875755,18576"dm_stat": 0.945436361077568918577},18578"egarch11__normal__w1000_r5": {18579"n": 92,18580"ratio": 1.0546024258539812,18581"dm_p": 0.44837632121676113,18582"dm_stat": 0.761417764789065518583},18584"egarch11__skewt__w1000_r5": {18585"n": 92,18586"ratio": 1.0099758219841062,18587"dm_p": 0.8300139941904618,18588"dm_stat": 0.2153015946249259818589},18590"egarch11__t__w1000_r5": {18591"n": 92,18592"ratio": 1.0668494794693855,18593"dm_p": 0.36536156652170876,18594"dm_stat": 0.909742633976354118595},18596"ewma094__normal__w1000_r5": {18597"n": 92,18598"ratio": 0.9367109411765694,18599"dm_p": 0.7840766310924843,18600"dm_stat": -0.274821138158552718601},18602"figarch11__ged__w1000_r5": {18603"n": 92,18604"ratio": 0.9931658749389424,18605"dm_p": 0.9326401868235671,18606"dm_stat": -0.0847577342320642618607},18608"figarch11__normal__w1000_r5": {18609"n": 92,18610"ratio": 0.99601238477596,18611"dm_p": 0.9602015765412851,18612"dm_stat": -0.0500382476242016318613},18614"figarch11__skewt__w1000_r5": {18615"n": 92,18616"ratio": 1.0458934584511779,18617"dm_p": 0.2654280171956763,18618"dm_stat": 1.120550011681743718619},18620"figarch11__t__w1000_r5": {18621"n": 92,18622"ratio": 0.9897165006588085,18623"dm_p": 0.9033287713110688,18624"dm_stat": -0.1217964638524175318625},18626"garch11__ged__w1000_r5": {18627"n": 92,18628"ratio": 0.9976985870779805,18629"dm_p": 0.6133634505165247,18630"dm_stat": -0.507025420180600918631},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": 1.054818119946844,18641"dm_p": 0.32861422867530893,18642"dm_stat": 0.982182190136073418643},18644"garch11__t__w1000_r5": {18645"n": 92,18646"ratio": 1.0017440651262817,18647"dm_p": 0.500521706933469,18648"dm_stat": 0.676369327859136518649},18650"garch12__ged__w1000_r5": {18651"n": 92,18652"ratio": 0.9977026890282268,18653"dm_p": 0.6139712427987609,18654"dm_stat": -0.506155921944281818655},18656"garch12__normal__w1000_r5": {18657"n": 92,18658"ratio": 1.0000259403229954,18659"dm_p": 0.42936989120287083,18660"dm_stat": 0.793812193484506218661},18662"garch12__skewt__w1000_r5": {18663"n": 92,18664"ratio": 1.05483747813186,18665"dm_p": 0.32860008584840006,18666"dm_stat": 0.982211061062378818667},18668"garch12__t__w1000_r5": {18669"n": 92,18670"ratio": 1.001710150177615,18671"dm_p": 0.5089220602363946,18672"dm_stat": 0.66313244586332918673},18674"garch21__ged__w1000_r5": {18675"n": 92,18676"ratio": 1.0003716572135377,18677"dm_p": 0.9314006063048003,18678"dm_stat": 0.0863213645511589818679},18680"garch21__normal__w1000_r5": {18681"n": 92,18682"ratio": 1.0022795065909889,18683"dm_p": 0.587112313939265,18684"dm_stat": 0.544962686928136718685},18686"garch21__skewt__w1000_r5": {18687"n": 92,18688"ratio": 1.0546795323501166,18689"dm_p": 0.3297596281918616,18690"dm_stat": 0.9798467038597218691},18692"garch21__t__w1000_r5": {18693"n": 92,18694"ratio": 1.0052881050653988,18695"dm_p": 0.4428650100545648,18696"dm_stat": 0.770727384034245618697},18698"garchm11__ged__w1000_r5": {18699"n": 92,18700"ratio": 0.9924654319990318,18701"dm_p": 0.4453074297007419,18702"dm_stat": -0.7665934544705918703},18704"garchm11__normal__w1000_r5": {18705"n": 92,18706"ratio": 1.001589514049528,18707"dm_p": 0.3343524465092832,18708"dm_stat": 0.970535095234178118709},18710"garchm11__skewt__w1000_r5": {18711"n": 92,18712"ratio": 1.0601543746521567,18713"dm_p": 0.3283962519746753,18714"dm_stat": 0.982627255068198918715},18716"garchm11__t__w1000_r5": {18717"n": 92,18718"ratio": 0.9981973668731338,18719"dm_p": 0.7053149113966627,18720"dm_stat": -0.3793457287510898518721},18722"garchx_rv11__normal__w1000_r5": {18723"n": 92,18724"ratio": 0.6456667497214261,18725"dm_p": 0.3851000008943415,18726"dm_stat": -0.872743440226036918727},18728"garchx_rv11__t__w1000_r5": {18729"n": 92,18730"ratio": 0.6484639356934949,18731"dm_p": 0.38390459732017174,18732"dm_stat": -0.874949949157565218733},18734"gas_t11__t__w1000_r5": {18735"n": 92,18736"ratio": 1.0753081157416058,18737"dm_p": 0.3183432493340055,18738"dm_stat": 1.003369435850030218739},18740"gjr11__ged__w1000_r5": {18741"n": 92,18742"ratio": 0.9774113505808262,18743"dm_p": 0.667650012695845,18744"dm_stat": -0.430775822693649318745},18746"gjr11__normal__w1000_r5": {18747"n": 92,18748"ratio": 0.970348333526939,18749"dm_p": 0.5647138570058964,18750"dm_stat": -0.5779670454140918751},18752"gjr11__skewt__w1000_r5": {18753"n": 92,18754"ratio": 0.9996697491596732,18755"dm_p": 0.9953223704194059,18756"dm_stat": -0.00587870121074099818757},18758"gjr11__t__w1000_r5": {18759"n": 92,18760"ratio": 0.9833014785793838,18761"dm_p": 0.7711053537677766,18762"dm_stat": -0.2917978483478740318763},18764"har_rv__empirical__w1000_r5": {18765"n": 92,18766"ratio": 1.06779538725309,18767"dm_p": 0.6847597476233585,18768"dm_stat": 0.4072787389834832718769},18770"heavy11__normal__w1000_r5": {18771"n": 92,18772"ratio": 0.6325634853357337,18773"dm_p": 0.3869644697001558,18774"dm_stat": -0.869310429839778118775},18776"heavy11__t__w1000_r5": {18777"n": 92,18778"ratio": 0.6369932832052522,18779"dm_p": 0.38557752308261206,18780"dm_stat": -0.87186320658844218781},18782"histvar22__empirical__w1000_r5": {18783"n": 92,18784"ratio": 0.9046805612194053,18785"dm_p": 0.718212517720692,18786"dm_stat": -0.361971507047590118787},18788"histvar252__empirical__w1000_r5": {18789"n": 92,18790"ratio": 2.1339152461892086,18791"dm_p": 0.332825252520981,18792"dm_stat": 0.973621997153139918793},18794"histvar66__empirical__w1000_r5": {18795"n": 92,18796"ratio": 1.5665515269657173,18797"dm_p": 0.11257739579649702,18798"dm_stat": 1.602198752044723818799},18800"igarch11__ged__w1000_r5": {18801"n": 92,18802"ratio": 0.5206140358818896,18803"dm_p": 0.4162929662558334,18804"dm_stat": -0.81659421072914118805},18806"igarch11__normal__w1000_r5": {18807"n": 92,18808"ratio": 0.5125810977456964,18809"dm_p": 0.41423289182962,18810"dm_stat": -0.820221976518852318811},18812"igarch11__skewt__w1000_r5": {18813"n": 92,18814"ratio": 0.544633461107191,18815"dm_p": 0.42351769493770147,18816"dm_stat": -0.803955819411175318817},18818"igarch11__t__w1000_r5": {18819"n": 92,18820"ratio": 0.5228130753749941,18821"dm_p": 0.4185633001741235,18822"dm_stat": -0.812608632687667618823},18824"loghar_rv__empirical__w1000_r5": {18825"n": 92,18826"ratio": 0.9648358545278221,18827"dm_p": 0.6581829073282369,18828"dm_stat": -0.443880180551655118829},18830"msgarch2__normal__w1000_r5": {18831"n": 92,18832"ratio": 1.211469925125482,18833"dm_p": 0.3154360020395099,18834"dm_stat": 1.009448870278773618835},18836"msgarch2__t__w1000_r5": {18837"n": 92,18838"ratio": 1.051070924993596,18839"dm_p": 0.29747860035579715,18840"dm_stat": 1.047859285900521618841},18842"nagarch11__ged__w1000_r5": {18843"n": 92,18844"ratio": 0.9036066560725663,18845"dm_p": 0.43159874285075067,18846"dm_stat": -0.78997043756280618847},18848"nagarch11__normal__w1000_r5": {18849"n": 92,18850"ratio": 0.8922949723126996,18851"dm_p": 0.40701101730325767,18852"dm_stat": -0.833026172272288518853},18854"nagarch11__skewt__w1000_r5": {18855"n": 92,18856"ratio": 0.8907988203753462,18857"dm_p": 0.4508281857958131,18858"dm_stat": -0.757297373027777118859},18860"nagarch11__t__w1000_r5": {18861"n": 92,18862"ratio": 0.8998557432526556,18863"dm_p": 0.43925625847195243,18864"dm_stat": -0.776859732341067118865},18866"qgarch11__ged__w1000_r5": {18867"n": 92,18868"ratio": 0.9462629213094501,18869"dm_p": 0.4541386977291558,18870"dm_stat": -0.751754415588905418871},18872"qgarch11__normal__w1000_r5": {18873"n": 92,18874"ratio": 0.9296308840789941,18875"dm_p": 0.4092533561439873,18876"dm_stat": -0.829035973438569818877},18878"qgarch11__skewt__w1000_r5": {18879"n": 92,18880"ratio": 0.9790039773112033,18881"dm_p": 0.6261574659024831,18882"dm_stat": -0.488802550041507918883},18884"qgarch11__t__w1000_r5": {18885"n": 92,18886"ratio": 0.9620023427718741,18887"dm_p": 0.508870982733515,18888"dm_stat": -0.663212576844539518889},18890"realgarch11__normal__w1000_r5": {18891"n": 92,18892"ratio": 0.7960683975531146,18893"dm_p": 0.3152889488513701,18894"dm_stat": -1.00975736920343518895},18896"realgarch11__t__w1000_r5": {18897"n": 92,18898"ratio": 0.7662335948478108,18899"dm_p": 0.3215582892076537,18900"dm_stat": -0.996689256335866718901},18902"rm2006__normal__w1000_r5": {18903"n": 92,18904"ratio": 0.9644952873695178,18905"dm_p": 0.798094147502015,18906"dm_stat": -0.256564483546200818907},18908"rm_rw__empirical__w1000_r5": {18909"n": 92,18910"ratio": 1.1400745774242882,18911"dm_p": 0.5837305946178226,18912"dm_stat": 0.549906631895670718913},18914"tarch11__ged__w1000_r5": {18915"n": 92,18916"ratio": 1.0162204743790992,18917"dm_p": 0.46413009781095665,18918"dm_stat": 0.735163987261555418919},18920"tarch11__normal__w1000_r5": {18921"n": 92,18922"ratio": 0.9758243099390126,18923"dm_p": 0.42533027419782615,18924"dm_stat": -0.800805233673207918925},18926"tarch11__skewt__w1000_r5": {18927"n": 92,18928"ratio": 0.9457251598284651,18929"dm_p": 0.4716628893907026,18930"dm_stat": -0.722789347690442218931},18932"tarch11__t__w1000_r5": {18933"n": 92,18934"ratio": 0.9934231705393203,18935"dm_p": 0.8393599490142712,18936"dm_stat": -0.2032929593934881518937}18938},18939"episode=none": {18940"aparch11__ged__w1000_r5": {18941"n": 2317,18942"ratio": 1.1973868216345642,18943"dm_p": 0.08750753694787901,18944"dm_stat": 1.709417851322146518945},18946"aparch11__normal__w1000_r5": {18947"n": 2317,18948"ratio": 1.2165444159778755,18949"dm_p": 0.1980932959436088,18950"dm_stat": 1.287371992247064118951},18952"aparch11__skewt__w1000_r5": {18953"n": 2317,18954"ratio": 3.3738282106008897,18955"dm_p": 0.2119744695632225,18956"dm_stat": 1.248499262461055818957},18958"aparch11__t__w1000_r5": {18959"n": 2317,18960"ratio": 3.0134110869504527,18961"dm_p": 0.28621709548305296,18962"dm_stat": 1.06670312845392218963},18964"arch5__ged__w1000_r5": {18965"n": 2317,18966"ratio": 1.1648827063401523,18967"dm_p": 0.0021287456808140918,18968"dm_stat": 3.07511998504201618969},18970"arch5__normal__w1000_r5": {18971"n": 2317,18972"ratio": 1.1621118677922213,18973"dm_p": 0.0017069272603766393,18974"dm_stat": 3.14066348790412518975},18976"arch5__skewt__w1000_r5": {18977"n": 2317,18978"ratio": 1.1565263309181137,18979"dm_p": 0.0029996848053836117,18980"dm_stat": 2.970915225244876318981},18982"arch5__t__w1000_r5": {18983"n": 2317,18984"ratio": 1.1609086295458837,18985"dm_p": 0.0021484546503989298,18986"dm_stat": 3.072359024232116418987},18988"avgarch11__ged__w1000_r5": {18989"n": 2317,18990"ratio": 0.9832494988598798,18991"dm_p": 0.2422594921804789,18992"dm_stat": -1.169656735804232718993},18994"avgarch11__normal__w1000_r5": {18995"n": 2317,18996"ratio": 0.9853395184072912,18997"dm_p": 0.41865384014016443,18998"dm_stat": -0.808903330750619518999},19000"avgarch11__skewt__w1000_r5": {19001"n": 2317,19002"ratio": 0.9675631462991695,19003"dm_p": 0.052047404753206086,19004"dm_stat": -1.94374316360431519005},19006"avgarch11__t__w1000_r5": {19007"n": 2317,19008"ratio": 0.9781971948609977,19009"dm_p": 0.15655351152465824,19010"dm_stat": -1.41721866965510719011},19012"cgarch11__ged__w1000_r5": {19013"n": 2317,19014"ratio": 1.1174664482001755,19015"dm_p": 0.10502708689905978,19016"dm_stat": 1.621590913824144919017},19018"cgarch11__normal__w1000_r5": {19019"n": 2317,19020"ratio": 1.0880850258926644,19021"dm_p": 0.15980870839707403,19022"dm_stat": 1.40616694072017219023},19024"cgarch11__skewt__w1000_r5": {19025"n": 2317,19026"ratio": 1.1162376608388174,19027"dm_p": 0.14460711582374472,19028"dm_stat": 1.45934017803635819029},19030"cgarch11__t__w1000_r5": {19031"n": 2317,19032"ratio": 1.1263004347020085,19033"dm_p": 0.10007643197840475,19034"dm_stat": 1.64514103033298519035},19036"constvar__normal__w1000_r5": {19037"n": 2317,19038"ratio": 1.4280862351372003,19039"dm_p": 7.488366450380038e-06,19040"dm_stat": 4.489518292639143519041},19042"egarch11__ged__w1000_r5": {19043"n": 2317,19044"ratio": 1.176711632797915,19045"dm_p": 0.1272709337637235,19046"dm_stat": 1.525500156314269819047},19048"egarch11__normal__w1000_r5": {19049"n": 2317,19050"ratio": 44.89829644273996,19051"dm_p": 0.3137659397263775,19052"dm_stat": 1.00757052409489119053},19054"egarch11__skewt__w1000_r5": {19055"n": 2302,19056"ratio": 1.0869322506845933,19057"dm_p": 0.3999578767616983,19058"dm_stat": 0.841852730438982919059},19060"egarch11__t__w1000_r5": {19061"n": 2307,19062"ratio": 1.101871402938544,19063"dm_p": 0.3390472906945232,19064"dm_stat": 0.956247799513939319065},19066"ewma094__normal__w1000_r5": {19067"n": 2317,19068"ratio": 1.0154437904813325,19069"dm_p": 0.872386811271579,19070"dm_stat": 0.1606452657330779719071},19072"figarch11__ged__w1000_r5": {19073"n": 2317,19074"ratio": 1.0614809836126708,19075"dm_p": 0.25796524141370203,19076"dm_stat": 1.131491933042385819077},19078"figarch11__normal__w1000_r5": {19079"n": 2317,19080"ratio": 1.0539466912622375,19081"dm_p": 0.2687253812408101,19082"dm_stat": 1.106268120599565719083},19084"figarch11__skewt__w1000_r5": {19085"n": 2317,19086"ratio": 1.06319609900589,19087"dm_p": 0.26824633029758604,19088"dm_stat": 1.107376147686497619089},19090"figarch11__t__w1000_r5": {19091"n": 2317,19092"ratio": 1.0640688407966605,19093"dm_p": 0.23432449646251563,19094"dm_stat": 1.18960276673936819095},19096"garch11__ged__w1000_r5": {19097"n": 2317,19098"ratio": 1.003258015097998,19099"dm_p": 0.5831515771631183,19100"dm_stat": 0.54886416923586819101},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": 0.9936103022953171,19111"dm_p": 0.5179726886399871,19112"dm_stat": -0.646572561602483819113},19114"garch11__t__w1000_r5": {19115"n": 2317,19116"ratio": 1.0006288314845047,19117"dm_p": 0.9269522600472312,19118"dm_stat": 0.0916900154815978219119},19120"garch12__ged__w1000_r5": {19121"n": 2317,19122"ratio": 1.0018735706880662,19123"dm_p": 0.7754780863725875,19124"dm_stat": 0.285250047291097619125},19126"garch12__normal__w1000_r5": {19127"n": 2317,19128"ratio": 0.9968714815871906,19129"dm_p": 0.17687022305948336,19130"dm_stat": -1.350866305571653419131},19132"garch12__skewt__w1000_r5": {19133"n": 2317,19134"ratio": 0.9936252408033784,19135"dm_p": 0.5290458259732126,19136"dm_stat": -0.629558124111579919137},19138"garch12__t__w1000_r5": {19139"n": 2317,19140"ratio": 1.0004703924123142,19141"dm_p": 0.9472721537060167,19142"dm_stat": 0.0661398995436913619143},19144"garch21__ged__w1000_r5": {19145"n": 2317,19146"ratio": 1.0152587046576873,19147"dm_p": 0.19539955234820458,19148"dm_stat": 1.295144269303144719149},19150"garch21__normal__w1000_r5": {19151"n": 2317,19152"ratio": 1.007285981405716,19153"dm_p": 0.42186773965656815,19154"dm_stat": 0.803327782825679219155},19156"garch21__skewt__w1000_r5": {19157"n": 2317,19158"ratio": 1.008940765584099,19159"dm_p": 0.5545263209060264,19160"dm_stat": 0.591077280976198219161},19162"garch21__t__w1000_r5": {19163"n": 2317,19164"ratio": 1.0183939518890233,19165"dm_p": 0.17420656830011766,19166"dm_stat": 1.35922836852845619167},19168"garchm11__ged__w1000_r5": {19169"n": 2317,19170"ratio": 0.9982565877133746,19171"dm_p": 0.8077586944445019,19172"dm_stat": -0.2433462954683150419173},19174"garchm11__normal__w1000_r5": {19175"n": 2317,19176"ratio": 0.9944423449949839,19177"dm_p": 0.23856196842863234,19178"dm_stat": -1.17889278605762619179},19180"garchm11__skewt__w1000_r5": {19181"n": 2317,19182"ratio": 0.9888057831706235,19183"dm_p": 0.30537553058033706,19184"dm_stat": -1.025200768260105219185},19186"garchm11__t__w1000_r5": {19187"n": 2317,19188"ratio": 0.9958727736555727,19189"dm_p": 0.5678606741252424,19190"dm_stat": -0.571286808345537519191},19192"garchx_rv11__normal__w1000_r5": {19193"n": 2317,19194"ratio": 1.0094465563431922,19195"dm_p": 0.7828081040842776,19196"dm_stat": 0.27569347366614619197},19198"garchx_rv11__t__w1000_r5": {19199"n": 2317,19200"ratio": 1.003487295626928,19201"dm_p": 0.9167226177532771,19202"dm_stat": 0.1045743577371249219203},19204"gas_t11__t__w1000_r5": {19205"n": 2317,19206"ratio": 0.9789358036840068,19207"dm_p": 0.09977961786206647,19208"dm_stat": -1.646582226141566619209},19210"gjr11__ged__w1000_r5": {19211"n": 2317,19212"ratio": 0.9691002666992383,19213"dm_p": 0.30754998791591726,19214"dm_stat": -1.0206012603190219215},19216"gjr11__normal__w1000_r5": {19217"n": 2317,19218"ratio": 0.9647390748631517,19219"dm_p": 0.16267451909208822,19220"dm_stat": -1.39657736588375419221},19222"gjr11__skewt__w1000_r5": {19223"n": 2317,19224"ratio": 0.9852824760135729,19225"dm_p": 0.7288044177455563,19226"dm_stat": -0.3467582893498036319227},19228"gjr11__t__w1000_r5": {19229"n": 2317,19230"ratio": 0.9862112927049203,19231"dm_p": 0.7316320706203503,19232"dm_stat": -0.3429967013624238319233},19234"har_rv__empirical__w1000_r5": {19235"n": 2317,19236"ratio": 1.0937494364944196,19237"dm_p": 0.01715905392754018,19238"dm_stat": 2.38500149527631519239},19240"heavy11__normal__w1000_r5": {19241"n": 2317,19242"ratio": 1.0074583056938378,19243"dm_p": 0.8357127472515796,19244"dm_stat": 0.2074038025590393719245},19246"heavy11__t__w1000_r5": {19247"n": 2317,19248"ratio": 1.0017608290666942,19249"dm_p": 0.9597361498509277,19250"dm_stat": 0.05049015324935398519251},19252"histvar22__empirical__w1000_r5": {19253"n": 2317,19254"ratio": 1.2820661288352444,19255"dm_p": 0.11628779821938878,19256"dm_stat": 1.57113540328901219257},19258"histvar252__empirical__w1000_r5": {19259"n": 2317,19260"ratio": 1.4655732679466211,19261"dm_p": 0.0012551880095792978,19262"dm_stat": 3.23001004587634719263},19264"histvar66__empirical__w1000_r5": {19265"n": 2317,19266"ratio": 1.2223598468187913,19267"dm_p": 0.1207137083891704,19268"dm_stat": 1.55235594818092519269},19270"igarch11__ged__w1000_r5": {19271"n": 2317,19272"ratio": 1.022586436964108,19273"dm_p": 0.8267523359772372,19274"dm_stat": 0.2188934502691679319275},19276"igarch11__normal__w1000_r5": {19277"n": 2317,19278"ratio": 1.0300615387767502,19279"dm_p": 0.7720611608226622,19280"dm_stat": 0.2897137618110909319281},19282"igarch11__skewt__w1000_r5": {19283"n": 2317,19284"ratio": 1.0097177852689592,19285"dm_p": 0.9259358524879452,19286"dm_stat": 0.0929694753336519519287},19288"igarch11__t__w1000_r5": {19289"n": 2317,19290"ratio": 1.0392845380624203,19291"dm_p": 0.7118704993802827,19292"dm_stat": 0.369390430033203819293},19294"loghar_rv__empirical__w1000_r5": {19295"n": 2317,19296"ratio": 0.9690125808013161,19297"dm_p": 0.5538582482105767,19298"dm_stat": -0.592074868384140519299},19300"msgarch2__normal__w1000_r5": {19301"n": 2317,19302"ratio": 1.086307467350519,19303"dm_p": 0.13697157787737846,19304"dm_stat": 1.487679464545075319305},19306"msgarch2__t__w1000_r5": {19307"n": 2317,19308"ratio": 1.0376003860388154,19309"dm_p": 0.5706255527838185,19310"dm_stat": 0.567211373720986519311},19312"nagarch11__ged__w1000_r5": {19313"n": 2317,19314"ratio": 1.0558172983404317,19315"dm_p": 0.6193593756208403,19316"dm_stat": 0.4968253447666368719317},19318"nagarch11__normal__w1000_r5": {19319"n": 2317,19320"ratio": 1.0267156412679834,19321"dm_p": 0.7911011482549974,19322"dm_stat": 0.2649115841923953619323},19324"nagarch11__skewt__w1000_r5": {19325"n": 2317,19326"ratio": 1.02475283047559,19327"dm_p": 0.7584281829438075,19328"dm_stat": 0.307581857734869319329},19330"nagarch11__t__w1000_r5": {19331"n": 2317,19332"ratio": 1.0379129825466005,19333"dm_p": 0.6801576118940126,19334"dm_stat": 0.4123001307183502619335},19336"qgarch11__ged__w1000_r5": {19337"n": 2317,19338"ratio": 1.006072774352945,19339"dm_p": 0.8712578175158022,19340"dm_stat": 0.1620789543112372319341},19342"qgarch11__normal__w1000_r5": {19343"n": 2317,19344"ratio": 0.9983664082705201,19345"dm_p": 0.9626204146688484,19346"dm_stat": -0.04687058308134819347},19348"qgarch11__skewt__w1000_r5": {19349"n": 2317,19350"ratio": 1.0084552657483674,19351"dm_p": 0.8127352629877201,19352"dm_stat": 0.2369258578493261319353},19354"qgarch11__t__w1000_r5": {19355"n": 2317,19356"ratio": 1.0081198584052367,19357"dm_p": 0.8229656288127047,19358"dm_stat": 0.2237576386290141319359},19360"realgarch11__normal__w1000_r5": {19361"n": 2317,19362"ratio": 1.0022002258368583,19363"dm_p": 0.9701365095914181,19364"dm_stat": 0.0374411247937847919365},19366"realgarch11__t__w1000_r5": {19367"n": 2317,19368"ratio": 1.1370594394067948,19369"dm_p": 0.19152986617740525,19370"dm_stat": 1.306448316012392519371},19372"rm2006__normal__w1000_r5": {19373"n": 2317,19374"ratio": 0.9680485141124375,19375"dm_p": 0.6051263002805268,19376"dm_stat": -0.517113513586866519377},19378"rm_rw__empirical__w1000_r5": {19379"n": 2317,19380"ratio": 4.6914666225684964,19381"dm_p": 1.579388081798735e-16,19382"dm_stat": 8.31224561250179819383},19384"tarch11__ged__w1000_r5": {19385"n": 2317,19386"ratio": 1.0005429719751326,19387"dm_p": 0.9928653050837518,19388"dm_stat": 0.00894309855941373219389},19390"tarch11__normal__w1000_r5": {19391"n": 2317,19392"ratio": 0.9850474213704227,19393"dm_p": 0.7911635618688174,19394"dm_stat": -0.264830557739842619395},19396"tarch11__skewt__w1000_r5": {19397"n": 2317,19398"ratio": 0.9954867761720052,19399"dm_p": 0.9407695113899065,19400"dm_stat": -0.0743107870475522219401},19402"tarch11__t__w1000_r5": {19403"n": 2317,19404"ratio": 1.0007462995153316,19405"dm_p": 0.9902400813863707,19406"dm_stat": 0.01223386974886586519407}19408},19409"episode=rate_shock_2022": {19410"aparch11__ged__w1000_r5": {19411"n": 251,19412"ratio": 0.8156266639145059,19413"dm_p": 0.0701501443450637,19414"dm_stat": -1.818722974979943819415},19416"aparch11__normal__w1000_r5": {19417"n": 251,19418"ratio": 0.784012392977673,19419"dm_p": 0.042593626108130916,19420"dm_stat": -2.038089440348342519421},19422"aparch11__skewt__w1000_r5": {19423"n": 251,19424"ratio": 0.7692868083701899,19425"dm_p": 0.02616156967268528,19426"dm_stat": -2.23710225761252919427},19428"aparch11__t__w1000_r5": {19429"n": 251,19430"ratio": 0.8238278365644235,19431"dm_p": 0.09647181830023425,19432"dm_stat": -1.668482764876767319433},19434"arch5__ged__w1000_r5": {19435"n": 251,19436"ratio": 0.93950883968611,19437"dm_p": 0.5957502406702658,19438"dm_stat": -0.531202275544106519439},19440"arch5__normal__w1000_r5": {19441"n": 251,19442"ratio": 0.9373199190432245,19443"dm_p": 0.5915277787181442,19444"dm_stat": -0.537315266469369919445},19446"arch5__skewt__w1000_r5": {19447"n": 251,19448"ratio": 0.9533898607540138,19449"dm_p": 0.6790825543993367,19450"dm_stat": -0.414200322609972219451},19452"arch5__t__w1000_r5": {19453"n": 251,19454"ratio": 0.9454882091470893,19455"dm_p": 0.6367216182764713,19456"dm_stat": -0.4728656318707023519457},19458"avgarch11__ged__w1000_r5": {19459"n": 251,19460"ratio": 0.8395873744740868,19461"dm_p": 0.06391099533616348,19462"dm_stat": -1.861049666965082719463},19464"avgarch11__normal__w1000_r5": {19465"n": 251,19466"ratio": 0.8180458839292277,19467"dm_p": 0.10738541712570275,19468"dm_stat": -1.615861770603334519469},19470"avgarch11__skewt__w1000_r5": {19471"n": 251,19472"ratio": 0.8398036128963904,19473"dm_p": 0.055168117123301434,19474"dm_stat": -1.92655971430955919475},19476"avgarch11__t__w1000_r5": {19477"n": 251,19478"ratio": 0.8351223105865344,19479"dm_p": 0.06358495961481742,19480"dm_stat": -1.863354280408505519481},19482"cgarch11__ged__w1000_r5": {19483"n": 251,19484"ratio": 1.1143530561128314,19485"dm_p": 0.18395279698489633,19486"dm_stat": 1.332367054118580819487},19488"cgarch11__normal__w1000_r5": {19489"n": 251,19490"ratio": 1.101507024595331,19491"dm_p": 0.21113728075472282,19492"dm_stat": 1.253658380589818519493},19494"cgarch11__skewt__w1000_r5": {19495"n": 251,19496"ratio": 1.1744731147801386,19497"dm_p": 0.14126668339882487,19498"dm_stat": 1.475760041937370219499},19500"cgarch11__t__w1000_r5": {19501"n": 251,19502"ratio": 1.1235060345953505,19503"dm_p": 0.16996251229321935,19504"dm_stat": 1.376292718731109419505},19506"constvar__normal__w1000_r5": {19507"n": 251,19508"ratio": 0.9009586975998787,19509"dm_p": 0.7606584455908699,19510"dm_stat": -0.3049493566113366519511},19512"egarch11__ged__w1000_r5": {19513"n": 251,19514"ratio": 0.7379075947825705,19515"dm_p": 0.018750431224665232,19516"dm_stat": -2.36588779292184619517},19518"egarch11__normal__w1000_r5": {19519"n": 251,19520"ratio": 0.7204834053164602,19521"dm_p": 0.036026606806499745,19522"dm_stat": -2.107999704909821619523},19524"egarch11__skewt__w1000_r5": {19525"n": 251,19526"ratio": 0.7253722763058063,19527"dm_p": 0.04599426899588477,19528"dm_stat": -2.00543555278109419529},19530"egarch11__t__w1000_r5": {19531"n": 251,19532"ratio": 0.7315502123550255,19533"dm_p": 0.01924196532912488,19534"dm_stat": -2.356071240289848519535},19536"ewma094__normal__w1000_r5": {19537"n": 251,19538"ratio": 1.4526885723580845,19539"dm_p": 0.007852986474192945,19540"dm_stat": 2.679933011356992419541},19542"figarch11__ged__w1000_r5": {19543"n": 251,19544"ratio": 1.1573790220440603,19545"dm_p": 0.1248568732812497,19546"dm_stat": 1.539869647897028619547},19548"figarch11__normal__w1000_r5": {19549"n": 251,19550"ratio": 1.155130283241961,19551"dm_p": 0.1662330462777161,19552"dm_stat": 1.388459467395057219553},19554"figarch11__skewt__w1000_r5": {19555"n": 251,19556"ratio": 1.1933374960998884,19557"dm_p": 0.03990404077237168,19558"dm_stat": 2.065525533658162619559},19560"figarch11__t__w1000_r5": {19561"n": 251,19562"ratio": 1.1598832425617032,19563"dm_p": 0.11258641865425292,19564"dm_stat": 1.592275410568242419565},19566"garch11__ged__w1000_r5": {19567"n": 251,19568"ratio": 0.9992160955478527,19569"dm_p": 0.9271679674186728,19570"dm_stat": -0.0915007709159352819571},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": 1.0214715888450818,19581"dm_p": 0.3230318331845954,19582"dm_stat": 0.99020397469174319583},19584"garch11__t__w1000_r5": {19585"n": 251,19586"ratio": 1.0005996483268131,19587"dm_p": 0.9548632988453952,19588"dm_stat": 0.0566574831218421819589},19590"garch12__ged__w1000_r5": {19591"n": 251,19592"ratio": 0.9992071730505111,19593"dm_p": 0.9263083495059226,19594"dm_stat": -0.092583816314151919595},19596"garch12__normal__w1000_r5": {19597"n": 251,19598"ratio": 0.9999937543783336,19599"dm_p": 0.742894531503834,19600"dm_stat": -0.3283862354466667319601},19602"garch12__skewt__w1000_r5": {19603"n": 251,19604"ratio": 1.02148197638533,19605"dm_p": 0.32291756503358093,19606"dm_stat": 0.990438298865563619607},19608"garch12__t__w1000_r5": {19609"n": 251,19610"ratio": 1.0006133295845356,19611"dm_p": 0.9538549458934311,19612"dm_stat": 0.057924616747489219613},19614"garch21__ged__w1000_r5": {19615"n": 251,19616"ratio": 0.9812088310698484,19617"dm_p": 0.2549475544511667,19618"dm_stat": -1.14103412074469219619},19620"garch21__normal__w1000_r5": {19621"n": 251,19622"ratio": 0.9810980798794463,19623"dm_p": 0.40076614255792375,19624"dm_stat": -0.84168956975983519625},19626"garch21__skewt__w1000_r5": {19627"n": 251,19628"ratio": 1.0017903965591965,19629"dm_p": 0.9070985705734956,19630"dm_stat": 0.1168173659785694119631},19632"garch21__t__w1000_r5": {19633"n": 251,19634"ratio": 0.9809540797043355,19635"dm_p": 0.285048790583301,19636"dm_stat": -1.071342115483936919637},19638"garchm11__ged__w1000_r5": {19639"n": 251,19640"ratio": 0.9899487438200454,19641"dm_p": 0.1801050345795972,19642"dm_stat": -1.34419128465505919643},19644"garchm11__normal__w1000_r5": {19645"n": 251,19646"ratio": 0.993358443256018,19647"dm_p": 0.10694279888228529,19648"dm_stat": -1.617910701371526619649},19650"garchm11__skewt__w1000_r5": {19651"n": 251,19652"ratio": 1.0245966679772365,19653"dm_p": 0.35497920142470174,19654"dm_stat": 0.926693944634386819655},19656"garchm11__t__w1000_r5": {19657"n": 251,19658"ratio": 0.9932095352625692,19659"dm_p": 0.5072145674259844,19660"dm_stat": -0.664137181305645819661},19662"garchx_rv11__normal__w1000_r5": {19663"n": 251,19664"ratio": 1.020534345013912,19665"dm_p": 0.8478479918870915,19666"dm_stat": 0.1920639940781559419667},19668"garchx_rv11__t__w1000_r5": {19669"n": 251,19670"ratio": 1.0225557931572582,19671"dm_p": 0.832477371824305,19672"dm_stat": 0.2117464466484683719673},19674"gas_t11__t__w1000_r5": {19675"n": 251,19676"ratio": 0.8951176467930795,19677"dm_p": 0.12489615498554095,19678"dm_stat": -1.53970852637478319679},19680"gjr11__ged__w1000_r5": {19681"n": 251,19682"ratio": 0.9406720595422572,19683"dm_p": 0.637911139569924,19684"dm_stat": -0.471196764908950719685},19686"gjr11__normal__w1000_r5": {19687"n": 251,19688"ratio": 0.9200089532295722,19689"dm_p": 0.4742521229123296,19690"dm_stat": -0.716661221062195919691},19692"gjr11__skewt__w1000_r5": {19693"n": 251,19694"ratio": 0.9249833514068517,19695"dm_p": 0.5001272037174829,19696"dm_stat": -0.675271754239161119697},19698"gjr11__t__w1000_r5": {19699"n": 251,19700"ratio": 0.9428690001691332,19701"dm_p": 0.6634406802056139,19702"dm_stat": -0.4356857607430791319703},19704"har_rv__empirical__w1000_r5": {19705"n": 251,19706"ratio": 0.8994814719027068,19707"dm_p": 0.6768732125771575,19708"dm_stat": -0.4172232028980535419709},19710"heavy11__normal__w1000_r5": {19711"n": 251,19712"ratio": 1.0207846549716866,19713"dm_p": 0.8460321849009906,19714"dm_stat": 0.1943851439452729819715},19716"heavy11__t__w1000_r5": {19717"n": 251,19718"ratio": 1.022734307398014,19719"dm_p": 0.831169924239282,19720"dm_stat": 0.2134243632447781819721},19722"histvar22__empirical__w1000_r5": {19723"n": 251,19724"ratio": 1.7786238493275128,19725"dm_p": 0.004148431484645206,19726"dm_stat": 2.893299640391999719727},19728"histvar252__empirical__w1000_r5": {19729"n": 251,19730"ratio": 1.6900449208451105,19731"dm_p": 0.06888648914007495,19732"dm_stat": 1.827036600909465419733},19734"histvar66__empirical__w1000_r5": {19735"n": 251,19736"ratio": 2.0810338034533054,19737"dm_p": 0.01809288970022979,19738"dm_stat": 2.379380070648260419739},19740"igarch11__ged__w1000_r5": {19741"n": 251,19742"ratio": 1.216693353476388,19743"dm_p": 0.5114985959854722,19744"dm_stat": 0.657446663384649719745},19746"igarch11__normal__w1000_r5": {19747"n": 251,19748"ratio": 1.2485774486953662,19749"dm_p": 0.4635234680693945,19750"dm_stat": 0.734185898821790919751},19752"igarch11__skewt__w1000_r5": {19753"n": 251,19754"ratio": 1.20371102882721,19755"dm_p": 0.5295632915447825,19756"dm_stat": 0.629550996966579519757},19758"igarch11__t__w1000_r5": {19759"n": 251,19760"ratio": 1.2342646313151098,19761"dm_p": 0.49334914621578535,19762"dm_stat": 0.685999443661637619763},19764"loghar_rv__empirical__w1000_r5": {19765"n": 251,19766"ratio": 0.8943654480093676,19767"dm_p": 0.7072652798188451,19768"dm_stat": -0.375960249822559119769},19770"msgarch2__normal__w1000_r5": {19771"n": 251,19772"ratio": 1.0281006396749044,19773"dm_p": 0.7853836657637284,19774"dm_stat": 0.2726026957805091619775},19776"msgarch2__t__w1000_r5": {19777"n": 251,19778"ratio": 1.2188341517169343,19779"dm_p": 0.09616880598375094,19780"dm_stat": 1.67001057709637519781},19782"nagarch11__ged__w1000_r5": {19783"n": 251,19784"ratio": 0.8627679128853928,19785"dm_p": 0.09689857902332145,19786"dm_stat": -1.666337540056426619787},19788"nagarch11__normal__w1000_r5": {19789"n": 251,19790"ratio": 0.8603644196263283,19791"dm_p": 0.13641996948330565,19792"dm_stat": -1.49406394627438119793},19794"nagarch11__skewt__w1000_r5": {19795"n": 251,19796"ratio": 0.8616087374102814,19797"dm_p": 0.22601500266778823,19798"dm_stat": -1.213680791322864419799},19800"nagarch11__t__w1000_r5": {19801"n": 251,19802"ratio": 0.8581195830250987,19803"dm_p": 0.10447344283749606,19804"dm_stat": -1.629467408123692419805},19806"qgarch11__ged__w1000_r5": {19807"n": 251,19808"ratio": 0.8977088306052149,19809"dm_p": 0.0439890362030242,19810"dm_stat": -2.0244316347767819811},19812"qgarch11__normal__w1000_r5": {19813"n": 251,19814"ratio": 0.8883649224697331,19815"dm_p": 0.04595199194292997,19816"dm_stat": -2.00582874064948819817},19818"qgarch11__skewt__w1000_r5": {19819"n": 251,19820"ratio": 0.8817019822717616,19821"dm_p": 0.06497850988056933,19822"dm_stat": -1.853571551793902219823},19824"qgarch11__t__w1000_r5": {19825"n": 251,19826"ratio": 0.8932149566923262,19827"dm_p": 0.04681031355363356,19828"dm_stat": -1.997905468293743619829},19830"realgarch11__normal__w1000_r5": {19831"n": 251,19832"ratio": 0.8553422252356834,19833"dm_p": 0.3260635267994189,19834"dm_stat": -0.984006763946750819835},19836"realgarch11__t__w1000_r5": {19837"n": 251,19838"ratio": 1.1168132657004792,19839"dm_p": 0.6481285873790457,19840"dm_stat": 0.456915435596826919841},19842"rm2006__normal__w1000_r5": {19843"n": 251,19844"ratio": 1.2540539182188684,19845"dm_p": 0.05611202530500466,19846"dm_stat": 1.91908529832761419847},19848"rm_rw__empirical__w1000_r5": {19849"n": 251,19850"ratio": 5.417592940960455,19851"dm_p": 3.8059274555215805e-11,19852"dm_stat": 6.91867230636688919853},19854"tarch11__ged__w1000_r5": {19855"n": 251,19856"ratio": 0.7435932715667263,19857"dm_p": 0.017722584342495396,19858"dm_stat": -2.38716977735091719859},19860"tarch11__normal__w1000_r5": {19861"n": 251,19862"ratio": 0.725293076044223,19863"dm_p": 0.03829512269378405,19864"dm_stat": -2.082701664516988219865},19866"tarch11__skewt__w1000_r5": {19867"n": 251,19868"ratio": 0.7276030115600055,19869"dm_p": 0.030459123309968125,19870"dm_stat": -2.176434857838785319871},19872"tarch11__t__w1000_r5": {19873"n": 251,19874"ratio": 0.7356655949743428,19875"dm_p": 0.01716039929903614,19876"dm_stat": -2.39927466635317119877}19878}19879}19880},19881"secondary": {19882"rv5ss_on|mse|1": {19883"aparch11__ged__w1000_r5": 1443.7380685683654,19884"aparch11__normal__w1000_r5": 1277272046.469837,19885"aparch11__skewt__w1000_r5": 4.495119773857083e+95,19886"aparch11__t__w1000_r5": 4.6287936451144095e+95,19887"arch5__ged__w1000_r5": 0.9939971462297035,19888"arch5__normal__w1000_r5": 0.9920759253726491,19889"arch5__skewt__w1000_r5": 0.9957081765526307,19890"arch5__t__w1000_r5": 0.994497280627927,19891"avgarch11__ged__w1000_r5": 1.0417859845403836,19892"avgarch11__normal__w1000_r5": 1.0357472771864582,19893"avgarch11__skewt__w1000_r5": 1.0613594143189153,19894"avgarch11__t__w1000_r5": 1.0491712978753307,19895"cgarch11__ged__w1000_r5": 1.0061575192417707,19896"cgarch11__normal__w1000_r5": 1.0006937312526905,19897"cgarch11__skewt__w1000_r5": 1.0232656278164294,19898"cgarch11__t__w1000_r5": 1.0129295300254018,19899"constvar__normal__w1000_r5": 1.3995753946258414,19900"egarch11__ged__w1000_r5": 85.50949784044379,19901"egarch11__normal__w1000_r5": 3573909.787250591,19902"egarch11__skewt__w1000_r5": 3.9803658308366394,19903"egarch11__t__w1000_r5": 10.09222953401778,19904"ewma094__normal__w1000_r5": 1.188907988300116,19905"figarch11__ged__w1000_r5": 1.0014026983865176,19906"figarch11__normal__w1000_r5": 0.9979769136099645,19907"figarch11__skewt__w1000_r5": 1.013996147754306,19908"figarch11__t__w1000_r5": 1.0034955785971285,19909"garch11__ged__w1000_r5": 1.0048008505993264,19910"garch11__normal__w1000_r5": 1.0,19911"garch11__skewt__w1000_r5": 1.0197599608564187,19912"garch11__t__w1000_r5": 1.0107205014505676,19913"garch12__ged__w1000_r5": 1.0050094385916089,19914"garch12__normal__w1000_r5": 1.0020171848822021,19915"garch12__skewt__w1000_r5": 1.0198863503363014,19916"garch12__t__w1000_r5": 1.0108433114258615,19917"garch21__ged__w1000_r5": 0.9960499249490365,19918"garch21__normal__w1000_r5": 0.9920700423674848,19919"garch21__skewt__w1000_r5": 1.0061358733376966,19920"garch21__t__w1000_r5": 0.99857407730706,19921"garchm11__ged__w1000_r5": 0.9992321840544695,19922"garchm11__normal__w1000_r5": 0.9805973603237075,19923"garchm11__skewt__w1000_r5": 1.0103566418803789,19924"garchm11__t__w1000_r5": 1.0036877508911661,19925"garchx_rv11__normal__w1000_r5": 0.9798445552532009,19926"garchx_rv11__t__w1000_r5": 0.9797749972520566,19927"gas_t11__t__w1000_r5": 1.042973660521676,19928"gjr11__ged__w1000_r5": 1.010987305208158,19929"gjr11__normal__w1000_r5": 1.0055681757130868,19930"gjr11__skewt__w1000_r5": 1.0297443057386282,19931"gjr11__t__w1000_r5": 1.0202980589801653,19932"har_rv__empirical__w1000_r5": 1.214920894191409,19933"heavy11__normal__w1000_r5": 0.9817533701739928,19934"heavy11__t__w1000_r5": 0.9800534162078799,19935"histvar22__empirical__w1000_r5": 1.3169115417537371,19936"histvar252__empirical__w1000_r5": 1.3941839645965328,19937"histvar66__empirical__w1000_r5": 1.3644019657474697,19938"igarch11__ged__w1000_r5": 1.0305250161165322,19939"igarch11__normal__w1000_r5": 1.0262516439302505,19940"igarch11__skewt__w1000_r5": 1.0420861781061945,19941"igarch11__t__w1000_r5": 1.0350198113201108,19942"loghar_rv__empirical__w1000_r5": 1.0957262105966141,19943"msgarch2__normal__w1000_r5": 1.0113076976070776,19944"msgarch2__t__w1000_r5": 1.0208415432130737,19945"nagarch11__ged__w1000_r5": 1.0296579091806852,19946"nagarch11__normal__w1000_r5": 1.0237948637120866,19947"nagarch11__skewt__w1000_r5": 1.0570645865306902,19948"nagarch11__t__w1000_r5": 1.0399911008949119,19949"qgarch11__ged__w1000_r5": 1.0127544907065649,19950"qgarch11__normal__w1000_r5": 1.0052988519003303,19951"qgarch11__skewt__w1000_r5": 1.0406247553609846,19952"qgarch11__t__w1000_r5": 1.0236638107532363,19953"realgarch11__normal__w1000_r5": 1.068890804875845,19954"realgarch11__t__w1000_r5": 1.0740943103498304,19955"rm2006__normal__w1000_r5": 1.1222968742268316,19956"rm_rw__empirical__w1000_r5": 1.5935964648588867,19957"tarch11__ged__w1000_r5": 1.0458357783349854,19958"tarch11__normal__w1000_r5": 1.0376762706661826,19959"tarch11__skewt__w1000_r5": 1.069735724681502,19960"tarch11__t__w1000_r5": 1.055131385492531319961},19962"rv5ss_on|mse|5": {19963"aparch11__ged__w1000_r5": 2121.4198192758968,19964"aparch11__normal__w1000_r5": 2186299593.6269608,19965"aparch11__skewt__w1000_r5": 3.255483289643517e+142,19966"aparch11__t__w1000_r5": 2.404641499065597e+142,19967"arch5__ged__w1000_r5": 0.9655117741368818,19968"arch5__normal__w1000_r5": 0.9703748410074974,19969"arch5__skewt__w1000_r5": 0.9661318970968333,19970"arch5__t__w1000_r5": 0.9631411425201977,19971"avgarch11__ged__w1000_r5": 1.0279730362742723,19972"avgarch11__normal__w1000_r5": 1.0226018298235902,19973"avgarch11__skewt__w1000_r5": 1.0424785621785633,19974"avgarch11__t__w1000_r5": 1.0323095797897803,19975"cgarch11__ged__w1000_r5": 1.003351452273918,19976"cgarch11__normal__w1000_r5": 1.0002840645642217,19977"cgarch11__skewt__w1000_r5": 1.012717479695941,19978"cgarch11__t__w1000_r5": 1.006940161366176,19979"constvar__normal__w1000_r5": 1.408487496452281,19980"egarch11__ged__w1000_r5": 140.9519988364297,19981"egarch11__normal__w1000_r5": 4942569.757807702,19982"egarch11__skewt__w1000_r5": 5.803767851311129,19983"egarch11__t__w1000_r5": 15.970975620828458,19984"ewma094__normal__w1000_r5": 1.2162381522855699,19985"figarch11__ged__w1000_r5": 1.024723884510784,19986"figarch11__normal__w1000_r5": 1.0261072097513488,19987"figarch11__skewt__w1000_r5": 1.0261250062189498,19988"figarch11__t__w1000_r5": 1.025996436652334,19989"garch11__ged__w1000_r5": 1.0009294898094343,19990"garch11__normal__w1000_r5": 1.0,19991"garch11__skewt__w1000_r5": 1.0049897926115048,19992"garch11__t__w1000_r5": 1.002277167285348,19993"garch12__ged__w1000_r5": 1.0009487615752717,19994"garch12__normal__w1000_r5": 1.000055524508058,19995"garch12__skewt__w1000_r5": 1.0050276950719583,19996"garch12__t__w1000_r5": 1.0023003192248936,19997"garch21__ged__w1000_r5": 0.9963958215089177,19998"garch21__normal__w1000_r5": 0.995343460074246,19999"garch21__skewt__w1000_r5": 0.9957683096644815,20000"garch21__t__w1000_r5": 0.9957479332486919,20001"garchm11__ged__w1000_r5": 0.9954514419627802,20002"garchm11__normal__w1000_r5": 0.9888226706385552,20003"garchm11__skewt__w1000_r5": 1.0010000268821158,20004"garchm11__t__w1000_r5": 0.9963929505967911,20005"garchx_rv11__normal__w1000_r5": 1.031426899900074,20006"garchx_rv11__t__w1000_r5": 1.017193588774058,20007"gas_t11__t__w1000_r5": 1.0504977106913387,20008"gjr11__ged__w1000_r5": 1.0081312001094769,20009"gjr11__normal__w1000_r5": 1.009015037751946,20010"gjr11__skewt__w1000_r5": 1.0136941316432755,20011"gjr11__t__w1000_r5": 1.0112806929702887,20012"har_rv__empirical__w1000_r5": 2.0205300996149127,20013"heavy11__normal__w1000_r5": 1.0379050652128952,20014"heavy11__t__w1000_r5": 1.0223328173311463,20015"histvar22__empirical__w1000_r5": 1.4274200243532298,20016"histvar252__empirical__w1000_r5": 1.4132170135412356,20017"histvar66__empirical__w1000_r5": 1.407602573530816,20018"igarch11__ged__w1000_r5": 1.1409534555303908,20019"igarch11__normal__w1000_r5": 1.1401822140895286,20020"igarch11__skewt__w1000_r5": 1.144802679927822,20021"igarch11__t__w1000_r5": 1.1426268540089668,20022"loghar_rv__empirical__w1000_r5": 1.0697578917479325,20023"msgarch2__normal__w1000_r5": 1.0365268517904522,20024"msgarch2__t__w1000_r5": 1.0197553420169965,20025"nagarch11__ged__w1000_r5": 1.0153522007046398,20026"nagarch11__normal__w1000_r5": 1.0142049618318378,20027"nagarch11__skewt__w1000_r5": 1.027832244342269,20028"nagarch11__t__w1000_r5": 1.0189972408547607,20029"qgarch11__ged__w1000_r5": 1.0005716105292877,20030"qgarch11__normal__w1000_r5": 0.9972197838371593,20031"qgarch11__skewt__w1000_r5": 1.017027208270792,20032"qgarch11__t__w1000_r5": 1.0059035954481927,20033"realgarch11__normal__w1000_r5": 1.0324588764006855,20034"realgarch11__t__w1000_r5": 2110294006092.79,20035"rm2006__normal__w1000_r5": 1.097331782017141,20036"rm_rw__empirical__w1000_r5": 1.9180513183907866,20037"tarch11__ged__w1000_r5": 1.012842741045362,20038"tarch11__normal__w1000_r5": 1.0080908608266512,20039"tarch11__skewt__w1000_r5": 1.024313192862604,20040"tarch11__t__w1000_r5": 1.014990539976133620041},20042"rv5ss_on|mse|22": {20043"aparch11__ged__w1000_r5": 1495.2157248171918,20044"aparch11__normal__w1000_r5": 2734412691.084376,20045"aparch11__skewt__w1000_r5": 6.785481581171587e+173,20046"aparch11__t__w1000_r5": 5.402572473078635e+173,20047"arch5__ged__w1000_r5": 0.9522687855463371,20048"arch5__normal__w1000_r5": 0.955046209007644,20049"arch5__skewt__w1000_r5": 0.9517896020119483,20050"arch5__t__w1000_r5": 0.9500669318166939,20051"avgarch11__ged__w1000_r5": 0.9380651827159117,20052"avgarch11__normal__w1000_r5": 0.9350845648232452,20053"avgarch11__skewt__w1000_r5": 0.9379808174776132,20054"avgarch11__t__w1000_r5": 0.936746761119306,20055"cgarch11__ged__w1000_r5": 1.0124625750497058,20056"cgarch11__normal__w1000_r5": 1.0167079490207154,20057"cgarch11__skewt__w1000_r5": 0.9887265316083169,20058"cgarch11__t__w1000_r5": 1.0047624480356827,20059"constvar__normal__w1000_r5": 1.0878138098293024,20060"egarch11__ged__w1000_r5": 154.44238858958536,20061"egarch11__normal__w1000_r5": 2890386.5617453125,20062"egarch11__skewt__w1000_r5": 5.99062489849494,20063"egarch11__t__w1000_r5": 17.421485802190205,20064"ewma094__normal__w1000_r5": 1.2745085537645156,20065"figarch11__ged__w1000_r5": 1.1041889674139116,20066"figarch11__normal__w1000_r5": 1.1167247507762659,20067"figarch11__skewt__w1000_r5": 1.061128787420271,20068"figarch11__t__w1000_r5": 1.1002751897244731,20069"garch11__ged__w1000_r5": 0.9946760059211119,20070"garch11__normal__w1000_r5": 1.0,20071"garch11__skewt__w1000_r5": 0.9692228205217729,20072"garch11__t__w1000_r5": 0.9858640157950449,20073"garch12__ged__w1000_r5": 0.9946718442298376,20074"garch12__normal__w1000_r5": 0.9998251303473036,20075"garch12__skewt__w1000_r5": 0.9692801664930484,20076"garch12__t__w1000_r5": 0.9858746363166222,20077"garch21__ged__w1000_r5": 0.9908751026470213,20078"garch21__normal__w1000_r5": 0.995179273800514,20079"garch21__skewt__w1000_r5": 0.9667278552609817,20080"garch21__t__w1000_r5": 0.9822800248390319,20081"garchm11__ged__w1000_r5": 0.9879621224477725,20082"garchm11__normal__w1000_r5": 0.9852635733462776,20083"garchm11__skewt__w1000_r5": 0.9660226841386782,20084"garchm11__t__w1000_r5": 0.9783349246147713,20085"garchx_rv11__normal__w1000_r5": 1.3412203702617496,20086"garchx_rv11__t__w1000_r5": 1.3023988599487655,20087"gas_t11__t__w1000_r5": 0.9981863950241133,20088"gjr11__ged__w1000_r5": 0.9998355004098678,20089"gjr11__normal__w1000_r5": 1.0115251903921811,20090"gjr11__skewt__w1000_r5": 0.9771298885691393,20091"gjr11__t__w1000_r5": 0.9896374157317812,20092"har_rv__empirical__w1000_r5": 2.065538239374374,20093"heavy11__normal__w1000_r5": 1.370265806536372,20094"heavy11__t__w1000_r5": 1.3305333281542573,20095"histvar22__empirical__w1000_r5": 1.5284412070775615,20096"histvar252__empirical__w1000_r5": 1.1393640641329912,20097"histvar66__empirical__w1000_r5": 1.2594853300057025,20098"igarch11__ged__w1000_r5": 1.776700707996736,20099"igarch11__normal__w1000_r5": 1.80462372561583,20100"igarch11__skewt__w1000_r5": 1.7168021963284865,20101"igarch11__t__w1000_r5": 1.7581290585718057,20102"loghar_rv__empirical__w1000_r5": 0.9597477723252392,20103"msgarch2__normal__w1000_r5": 0.9616765785886846,20104"msgarch2__t__w1000_r5": 0.954584349167014,20105"nagarch11__ged__w1000_r5": 1.011261712995526,20106"nagarch11__normal__w1000_r5": 1.02577949336824,20107"nagarch11__skewt__w1000_r5": 0.9858920668391876,20108"nagarch11__t__w1000_r5": 0.9986124130538763,20109"qgarch11__ged__w1000_r5": 0.978752337460917,20110"qgarch11__normal__w1000_r5": 0.9873863682534632,20111"qgarch11__skewt__w1000_r5": 0.953631862933286,20112"qgarch11__t__w1000_r5": 0.9655432093359175,20113"realgarch11__normal__w1000_r5": 0.9165637179085133,20114"realgarch11__t__w1000_r5": 3543149791870.1104,20115"rm2006__normal__w1000_r5": 1.1102465996460553,20116"rm_rw__empirical__w1000_r5": 3.444815542152925,20117"tarch11__ged__w1000_r5": 0.9290267733831195,20118"tarch11__normal__w1000_r5": 0.9291406869828193,20119"tarch11__skewt__w1000_r5": 0.9248582768047864,20120"tarch11__t__w1000_r5": 0.926292793287751520121},20122"rv5ss_on|mae|1": {20123"aparch11__ged__w1000_r5": 8.724293864253495,20124"aparch11__normal__w1000_r5": 4975.343922353284,20125"aparch11__skewt__w1000_r5": 9.328430878132076e+46,20126"aparch11__t__w1000_r5": 9.466117126775789e+46,20127"arch5__ged__w1000_r5": 1.0222034194837402,20128"arch5__normal__w1000_r5": 1.0269375668232508,20129"arch5__skewt__w1000_r5": 1.0188335414816705,20130"arch5__t__w1000_r5": 1.0217743834804596,20131"avgarch11__ged__w1000_r5": 0.9864423673538264,20132"avgarch11__normal__w1000_r5": 0.9883288660489901,20133"avgarch11__skewt__w1000_r5": 0.9850015651167529,20134"avgarch11__t__w1000_r5": 0.9869901807038423,20135"cgarch11__ged__w1000_r5": 0.9962442721852588,20136"cgarch11__normal__w1000_r5": 0.9986373403554559,20137"cgarch11__skewt__w1000_r5": 0.9909511260743027,20138"cgarch11__t__w1000_r5": 0.9952035630958105,20139"constvar__normal__w1000_r5": 1.19011527463358,20140"egarch11__ged__w1000_r5": 2.676505412545163,20141"egarch11__normal__w1000_r5": 177.34706298568716,20142"egarch11__skewt__w1000_r5": 1.1802912738461686,20143"egarch11__t__w1000_r5": 1.3584161758873072,20144"ewma094__normal__w1000_r5": 1.0566206354013201,20145"figarch11__ged__w1000_r5": 1.0169266113483089,20146"figarch11__normal__w1000_r5": 1.0189920796729928,20147"figarch11__skewt__w1000_r5": 1.0161243538769378,20148"figarch11__t__w1000_r5": 1.0189276577892787,20149"garch11__ged__w1000_r5": 0.9976638144875932,20150"garch11__normal__w1000_r5": 1.0,20151"garch11__skewt__w1000_r5": 0.9946384087465558,20152"garch11__t__w1000_r5": 0.9976143483670842,20153"garch12__ged__w1000_r5": 0.9986441769041631,20154"garch12__normal__w1000_r5": 1.0044768429705548,20155"garch12__skewt__w1000_r5": 0.995603853393184,20156"garch12__t__w1000_r5": 0.9985319683044156,20157"garch21__ged__w1000_r5": 0.9977847427179456,20158"garch21__normal__w1000_r5": 1.0003348259809903,20159"garch21__skewt__w1000_r5": 0.9947633008099287,20160"garch21__t__w1000_r5": 0.9976635663789811,20161"garchm11__ged__w1000_r5": 0.9951480569262047,20162"garchm11__normal__w1000_r5": 0.9958394118834235,20163"garchm11__skewt__w1000_r5": 0.9905467992614078,20164"garchm11__t__w1000_r5": 0.9949247098528571,20165"garchx_rv11__normal__w1000_r5": 1.0058186169511307,20166"garchx_rv11__t__w1000_r5": 1.0039256864952872,20167"gas_t11__t__w1000_r5": 0.9992658640784773,20168"gjr11__ged__w1000_r5": 0.978566388834951,20169"gjr11__normal__w1000_r5": 0.9802233225563739,20170"gjr11__skewt__w1000_r5": 0.9787291103050331,20171"gjr11__t__w1000_r5": 0.979246132201273,20172"har_rv__empirical__w1000_r5": 1.0474401222064738,20173"heavy11__normal__w1000_r5": 1.0097924054326541,20174"heavy11__t__w1000_r5": 1.007548746140845,20175"histvar22__empirical__w1000_r5": 1.0764550141269194,20176"histvar252__empirical__w1000_r5": 1.1757341868425912,20177"histvar66__empirical__w1000_r5": 1.1348407373911447,20178"igarch11__ged__w1000_r5": 1.06977601246982,20179"igarch11__normal__w1000_r5": 1.07071420331302,20180"igarch11__skewt__w1000_r5": 1.0730779089035776,20181"igarch11__t__w1000_r5": 1.0745754471779532,20182"loghar_rv__empirical__w1000_r5": 0.9742290938648184,20183"msgarch2__normal__w1000_r5": 0.9977118359292124,20184"msgarch2__t__w1000_r5": 1.0091026075375988,20185"nagarch11__ged__w1000_r5": 0.9682808116422238,20186"nagarch11__normal__w1000_r5": 0.9666727455475218,20187"nagarch11__skewt__w1000_r5": 0.9697258073973023,20188"nagarch11__t__w1000_r5": 0.9691818339889624,20189"qgarch11__ged__w1000_r5": 0.9748483911338935,20190"qgarch11__normal__w1000_r5": 0.9762099510021792,20191"qgarch11__skewt__w1000_r5": 0.974101807832458,20192"qgarch11__t__w1000_r5": 0.974196304584638,20193"realgarch11__normal__w1000_r5": 0.9819594335235804,20194"realgarch11__t__w1000_r5": 0.9813748564518765,20195"rm2006__normal__w1000_r5": 1.0297931263064646,20196"rm_rw__empirical__w1000_r5": 1.2246344099790858,20197"tarch11__ged__w1000_r5": 0.9610092236415853,20198"tarch11__normal__w1000_r5": 0.9619832751052537,20199"tarch11__skewt__w1000_r5": 0.9616000141763712,20200"tarch11__t__w1000_r5": 0.96155066994890520201},20202"rv5ss_on|mae|5": {20203"aparch11__ged__w1000_r5": 10.429550152312101,20204"aparch11__normal__w1000_r5": 6566.807441895275,20205"aparch11__skewt__w1000_r5": 2.0160914762779113e+70,20206"aparch11__t__w1000_r5": 2.0042454281834383e+70,20207"arch5__ged__w1000_r5": 1.0348431633748725,20208"arch5__normal__w1000_r5": 1.0414231477063038,20209"arch5__skewt__w1000_r5": 1.027021598534545,20210"arch5__t__w1000_r5": 1.0331054927433212,20211"avgarch11__ged__w1000_r5": 0.9597525934351558,20212"avgarch11__normal__w1000_r5": 0.9662846650982494,20213"avgarch11__skewt__w1000_r5": 0.957218168848778,20214"avgarch11__t__w1000_r5": 0.9590278807354111,20215"cgarch11__ged__w1000_r5": 0.9974235448961613,20216"cgarch11__normal__w1000_r5": 0.9994316508348708,20217"cgarch11__skewt__w1000_r5": 0.985396588367607,20218"cgarch11__t__w1000_r5": 0.9955270071713169,20219"constvar__normal__w1000_r5": 1.3152348778762641,20220"egarch11__ged__w1000_r5": 3.1557857336814537,20221"egarch11__normal__w1000_r5": 212.9872961809206,20222"egarch11__skewt__w1000_r5": 1.2176397755638189,20223"egarch11__t__w1000_r5": 1.4446006800283813,20224"ewma094__normal__w1000_r5": 1.0940754847257088,20225"figarch11__ged__w1000_r5": 1.0330771172276336,20226"figarch11__normal__w1000_r5": 1.036292504015283,20227"figarch11__skewt__w1000_r5": 1.0257831576404148,20228"figarch11__t__w1000_r5": 1.0352296048194194,20229"garch11__ged__w1000_r5": 0.9968782100244192,20230"garch11__normal__w1000_r5": 1.0,20231"garch11__skewt__w1000_r5": 0.9876660476288671,20232"garch11__t__w1000_r5": 0.9954946734647291,20233"garch12__ged__w1000_r5": 0.9971086247365551,20234"garch12__normal__w1000_r5": 1.0012483177790414,20235"garch12__skewt__w1000_r5": 0.9880719155383094,20236"garch12__t__w1000_r5": 0.9958127283438738,20237"garch21__ged__w1000_r5": 0.9977166148773751,20238"garch21__normal__w1000_r5": 0.9999961933050934,20239"garch21__skewt__w1000_r5": 0.9889852230252926,20240"garch21__t__w1000_r5": 0.9967648367756385,20241"garchm11__ged__w1000_r5": 0.9927510159793862,20242"garchm11__normal__w1000_r5": 0.9951621540780272,20243"garchm11__skewt__w1000_r5": 0.9828115993455535,20244"garchm11__t__w1000_r5": 0.9911866125422738,20245"garchx_rv11__normal__w1000_r5": 1.0287434723297368,20246"garchx_rv11__t__w1000_r5": 1.023216463770105,20247"gas_t11__t__w1000_r5": 0.9885043986165611,20248"gjr11__ged__w1000_r5": 0.9790787262098817,20249"gjr11__normal__w1000_r5": 0.9844002543087451,20250"gjr11__skewt__w1000_r5": 0.9774935253089491,20251"gjr11__t__w1000_r5": 0.9788013922836768,20252"har_rv__empirical__w1000_r5": 1.1564120753889662,20253"heavy11__normal__w1000_r5": 1.033692892012856,20254"heavy11__t__w1000_r5": 1.0276148029374867,20255"histvar22__empirical__w1000_r5": 1.1591437494969692,20256"histvar252__empirical__w1000_r5": 1.2956948245901978,20257"histvar66__empirical__w1000_r5": 1.2182016566512148,20258"igarch11__ged__w1000_r5": 1.1445089233492807,20259"igarch11__normal__w1000_r5": 1.1466183755177413,20260"igarch11__skewt__w1000_r5": 1.147506227644034,20261"igarch11__t__w1000_r5": 1.1522228773510557,20262"loghar_rv__empirical__w1000_r5": 0.9497968944805799,20263"msgarch2__normal__w1000_r5": 0.9792871721685612,20264"msgarch2__t__w1000_r5": 0.9943292848981898,20265"nagarch11__ged__w1000_r5": 0.9573155871694805,20266"nagarch11__normal__w1000_r5": 0.9558825785855987,20267"nagarch11__skewt__w1000_r5": 0.9556791991203188,20268"nagarch11__t__w1000_r5": 0.9571875801220995,20269"qgarch11__ged__w1000_r5": 0.9638064989571882,20270"qgarch11__normal__w1000_r5": 0.966358962628916,20271"qgarch11__skewt__w1000_r5": 0.9575201808488558,20272"qgarch11__t__w1000_r5": 0.9611942997262586,20273"realgarch11__normal__w1000_r5": 0.9601982471870186,20274"realgarch11__t__w1000_r5": 91193.98444599217,20275"rm2006__normal__w1000_r5": 1.0310253664287512,20276"rm_rw__empirical__w1000_r5": 1.401967844738677,20277"tarch11__ged__w1000_r5": 0.9261949684763641,20278"tarch11__normal__w1000_r5": 0.9310841555810307,20279"tarch11__skewt__w1000_r5": 0.9288933663800859,20280"tarch11__t__w1000_r5": 0.926254320912004520281},20282"rv5ss_on|mae|22": {20283"aparch11__ged__w1000_r5": 7.796277775763809,20284"aparch11__normal__w1000_r5": 6338.189155617728,20285"aparch11__skewt__w1000_r5": 4.6292636597183135e+85,20286"aparch11__t__w1000_r5": 6.363368394501382e+85,20287"arch5__ged__w1000_r5": 1.0375493434017666,20288"arch5__normal__w1000_r5": 1.04302036750868,20289"arch5__skewt__w1000_r5": 1.0297306345743953,20290"arch5__t__w1000_r5": 1.035922164089654,20291"avgarch11__ged__w1000_r5": 0.9393207529046542,20292"avgarch11__normal__w1000_r5": 0.9639040044483201,20293"avgarch11__skewt__w1000_r5": 0.9320379783998617,20294"avgarch11__t__w1000_r5": 0.9360037426126265,20295"cgarch11__ged__w1000_r5": 1.0235399334274773,20296"cgarch11__normal__w1000_r5": 1.0230398619909775,20297"cgarch11__skewt__w1000_r5": 0.9989721224029537,20298"cgarch11__t__w1000_r5": 1.0198576452640375,20299"constvar__normal__w1000_r5": 1.2068232678531228,20300"egarch11__ged__w1000_r5": 2.9187836994089644,20301"egarch11__normal__w1000_r5": 148.36118647162633,20302"egarch11__skewt__w1000_r5": 1.1773723682761246,20303"egarch11__t__w1000_r5": 1.3797298411496253,20304"ewma094__normal__w1000_r5": 1.1184787575394532,20305"figarch11__ged__w1000_r5": 1.0952782563178252,20306"figarch11__normal__w1000_r5": 1.1022604374624583,20307"figarch11__skewt__w1000_r5": 1.0762869525365313,20308"figarch11__t__w1000_r5": 1.098768376625795,20309"garch11__ged__w1000_r5": 0.9977277536751273,20310"garch11__normal__w1000_r5": 1.0,20311"garch11__skewt__w1000_r5": 0.9825775997480001,20312"garch11__t__w1000_r5": 0.9946945917140215,20313"garch12__ged__w1000_r5": 0.9973463973053195,20314"garch12__normal__w1000_r5": 0.9994938534598586,20315"garch12__skewt__w1000_r5": 0.9829380906802325,20316"garch12__t__w1000_r5": 0.9948139814184169,20317"garch21__ged__w1000_r5": 1.0012762445541443,20318"garch21__normal__w1000_r5": 1.0013381903774634,20319"garch21__skewt__w1000_r5": 0.9862786063095889,20320"garch21__t__w1000_r5": 1.0000466819238725,20321"garchm11__ged__w1000_r5": 0.9927090142272131,20322"garchm11__normal__w1000_r5": 0.9937269918656113,20323"garchm11__skewt__w1000_r5": 0.9749766721288673,20324"garchm11__t__w1000_r5": 0.989264240604754,20325"garchx_rv11__normal__w1000_r5": 1.0999888992287052,20326"garchx_rv11__t__w1000_r5": 1.0897473820789667,20327"gas_t11__t__w1000_r5": 0.9805613817135819,20328"gjr11__ged__w1000_r5": 0.9566182039581446,20329"gjr11__normal__w1000_r5": 0.9651097061100747,20330"gjr11__skewt__w1000_r5": 0.9561672331389707,20331"gjr11__t__w1000_r5": 0.9558712116310527,20332"har_rv__empirical__w1000_r5": 1.2827520019411929,20333"heavy11__normal__w1000_r5": 1.1051579134481964,20334"heavy11__t__w1000_r5": 1.0951244254209278,20335"histvar22__empirical__w1000_r5": 1.17984568725101,20336"histvar252__empirical__w1000_r5": 1.2362917379048997,20337"histvar66__empirical__w1000_r5": 1.1983545361688197,20338"igarch11__ged__w1000_r5": 1.349533033431847,20339"igarch11__normal__w1000_r5": 1.3621860202715772,20340"igarch11__skewt__w1000_r5": 1.3340142439078195,20341"igarch11__t__w1000_r5": 1.3642735985582772,20342"loghar_rv__empirical__w1000_r5": 0.9763701237637935,20343"msgarch2__normal__w1000_r5": 0.964544992405076,20344"msgarch2__t__w1000_r5": 0.9706192109989626,20345"nagarch11__ged__w1000_r5": 0.9612911784981292,20346"nagarch11__normal__w1000_r5": 0.9654609150137332,20347"nagarch11__skewt__w1000_r5": 0.9696644697280984,20348"nagarch11__t__w1000_r5": 0.9611659421830753,20349"qgarch11__ged__w1000_r5": 0.9641177775454226,20350"qgarch11__normal__w1000_r5": 0.9696897568724158,20351"qgarch11__skewt__w1000_r5": 0.9620168755595782,20352"qgarch11__t__w1000_r5": 0.9608710196385085,20353"realgarch11__normal__w1000_r5": 0.9524422742555169,20354"realgarch11__t__w1000_r5": 121685.63397015858,20355"rm2006__normal__w1000_r5": 1.0517899318592092,20356"rm_rw__empirical__w1000_r5": 1.5724310270103963,20357"tarch11__ged__w1000_r5": 0.9127565690383636,20358"tarch11__normal__w1000_r5": 0.9358182297183637,20359"tarch11__skewt__w1000_r5": 0.9250891397096213,20360"tarch11__t__w1000_r5": 0.912504525785571420361},20362"rv5ss_on|mse_sd|1": {20363"aparch11__ged__w1000_r5": 24.38443961120284,20364"aparch11__normal__w1000_r5": 15396.74390702626,20365"aparch11__skewt__w1000_r5": 2.8893229163623205e+47,20366"aparch11__t__w1000_r5": 2.9319688917328215e+47,20367"arch5__ged__w1000_r5": 1.0410617228267518,20368"arch5__normal__w1000_r5": 1.0475818357019788,20369"arch5__skewt__w1000_r5": 1.039232892502477,20370"arch5__t__w1000_r5": 1.040063283415245,20371"avgarch11__ged__w1000_r5": 0.9941242359337957,20372"avgarch11__normal__w1000_r5": 0.9949656055777342,20373"avgarch11__skewt__w1000_r5": 0.9985476276591013,20374"avgarch11__t__w1000_r5": 0.9963373358236564,20375"cgarch11__ged__w1000_r5": 0.9950354156569123,20376"cgarch11__normal__w1000_r5": 0.9966883417971076,20377"cgarch11__skewt__w1000_r5": 0.9948712990419291,20378"cgarch11__t__w1000_r5": 0.9959032567789547,20379"constvar__normal__w1000_r5": 1.5099543937396291,20380"egarch11__ged__w1000_r5": 5.8693025866361666,20381"egarch11__normal__w1000_r5": 545.1584337147355,20382"egarch11__skewt__w1000_r5": 1.5395893079065388,20383"egarch11__t__w1000_r5": 2.0216629401841777,20384"ewma094__normal__w1000_r5": 1.124343061969733,20385"figarch11__ged__w1000_r5": 1.0192749913740544,20386"figarch11__normal__w1000_r5": 1.0218598801761203,20387"figarch11__skewt__w1000_r5": 1.022743934516096,20388"figarch11__t__w1000_r5": 1.0217194674011212,20389"garch11__ged__w1000_r5": 0.9982433632066535,20390"garch11__normal__w1000_r5": 1.0,20391"garch11__skewt__w1000_r5": 0.9996591945473723,20392"garch11__t__w1000_r5": 0.9997068597832164,20393"garch12__ged__w1000_r5": 0.9993692724090579,20394"garch12__normal__w1000_r5": 1.0055171157446319,20395"garch12__skewt__w1000_r5": 1.0005917971203577,20396"garch12__t__w1000_r5": 1.0006252719621056,20397"garch21__ged__w1000_r5": 0.9995759498744524,20398"garch21__normal__w1000_r5": 1.0017165974278337,20399"garch21__skewt__w1000_r5": 1.000319764965322,20400"garch21__t__w1000_r5": 1.0003679504876803,20401"garchm11__ged__w1000_r5": 0.9932432219591372,20402"garchm11__normal__w1000_r5": 0.9930474063052275,20403"garchm11__skewt__w1000_r5": 0.9934925890688477,20404"garchm11__t__w1000_r5": 0.9949644220570236,20405"garchx_rv11__normal__w1000_r5": 0.9934730761389189,20406"garchx_rv11__t__w1000_r5": 0.9895590118073659,20407"gas_t11__t__w1000_r5": 1.0051824949324129,20408"gjr11__ged__w1000_r5": 0.9658844500083374,20409"gjr11__normal__w1000_r5": 0.967369536729684,20410"gjr11__skewt__w1000_r5": 0.9698053824486726,20411"gjr11__t__w1000_r5": 0.9676373827361426,20412"har_rv__empirical__w1000_r5": 1.0973490871599993,20413"heavy11__normal__w1000_r5": 0.9980496287253823,20414"heavy11__t__w1000_r5": 0.9937114885536809,20415"histvar22__empirical__w1000_r5": 1.209978661706658,20416"histvar252__empirical__w1000_r5": 1.471114458723052,20417"histvar66__empirical__w1000_r5": 1.339019531969441,20418"igarch11__ged__w1000_r5": 1.082357741230242,20419"igarch11__normal__w1000_r5": 1.0824889922872185,20420"igarch11__skewt__w1000_r5": 1.0906693319875216,20421"igarch11__t__w1000_r5": 1.0895652303883177,20422"loghar_rv__empirical__w1000_r5": 0.9875389590875626,20423"msgarch2__normal__w1000_r5": 1.0062359501601665,20424"msgarch2__t__w1000_r5": 1.015528400302525,20425"nagarch11__ged__w1000_r5": 0.9566646248369607,20426"nagarch11__normal__w1000_r5": 0.9510181968610788,20427"nagarch11__skewt__w1000_r5": 0.9629374478385327,20428"nagarch11__t__w1000_r5": 0.9575999990454828,20429"qgarch11__ged__w1000_r5": 0.9622437201587808,20430"qgarch11__normal__w1000_r5": 0.9618483423478332,20431"qgarch11__skewt__w1000_r5": 0.9681647757074078,20432"qgarch11__t__w1000_r5": 0.9637676610309088,20433"realgarch11__normal__w1000_r5": 0.9841131742728033,20434"realgarch11__t__w1000_r5": 0.9844253771471176,20435"rm2006__normal__w1000_r5": 1.0655570670672696,20436"rm_rw__empirical__w1000_r5": 1.5019921124056388,20437"tarch11__ged__w1000_r5": 0.950220214815153,20438"tarch11__normal__w1000_r5": 0.9495655906791844,20439"tarch11__skewt__w1000_r5": 0.9558641684945334,20440"tarch11__t__w1000_r5": 0.951492095131115420441},20442"rv5ss_on|mse_sd|5": {20443"aparch11__ged__w1000_r5": 36.03972492569297,20444"aparch11__normal__w1000_r5": 24962.061844444605,20445"aparch11__skewt__w1000_r5": 7.669953836670648e+70,20446"aparch11__t__w1000_r5": 7.62488711073055e+70,20447"arch5__ged__w1000_r5": 1.049542887487352,20448"arch5__normal__w1000_r5": 1.0548967180125641,20449"arch5__skewt__w1000_r5": 1.0490293504437262,20450"arch5__t__w1000_r5": 1.04800611178897,20451"avgarch11__ged__w1000_r5": 0.9965846250382732,20452"avgarch11__normal__w1000_r5": 0.9994001145625113,20453"avgarch11__skewt__w1000_r5": 1.0008099168832656,20454"avgarch11__t__w1000_r5": 0.9970921151792606,20455"cgarch11__ged__w1000_r5": 1.0132926347897062,20456"cgarch11__normal__w1000_r5": 1.0113336967495665,20457"cgarch11__skewt__w1000_r5": 1.0132689528688608,20458"cgarch11__t__w1000_r5": 1.0142728525054192,20459"constvar__normal__w1000_r5": 1.736656998046501,20460"egarch11__ged__w1000_r5": 8.640799146245772,20461"egarch11__normal__w1000_r5": 803.2558147927559,20462"egarch11__skewt__w1000_r5": 1.8695026593795065,20463"egarch11__t__w1000_r5": 2.6374782619792567,20464"ewma094__normal__w1000_r5": 1.1909622825298285,20465"figarch11__ged__w1000_r5": 1.0402427271613341,20466"figarch11__normal__w1000_r5": 1.0423518178205968,20467"figarch11__skewt__w1000_r5": 1.0420494173834576,20468"figarch11__t__w1000_r5": 1.0421060941070244,20469"garch11__ged__w1000_r5": 0.9987223854747749,20470"garch11__normal__w1000_r5": 1.0,20471"garch11__skewt__w1000_r5": 1.0005308204033296,20472"garch11__t__w1000_r5": 0.9991230812415876,20473"garch12__ged__w1000_r5": 0.9992878341480466,20474"garch12__normal__w1000_r5": 1.000752634458595,20475"garch12__skewt__w1000_r5": 1.0012548364762661,20476"garch12__t__w1000_r5": 0.9997779132950282,20477"garch21__ged__w1000_r5": 0.9997212108018408,20478"garch21__normal__w1000_r5": 0.9990404726085799,20479"garch21__skewt__w1000_r5": 0.9989077021659776,20480"garch21__t__w1000_r5": 1.0001848318905375,20481"garchm11__ged__w1000_r5": 0.9930675501972596,20482"garchm11__normal__w1000_r5": 0.9946326593796494,20483"garchm11__skewt__w1000_r5": 0.9945061491301798,20484"garchm11__t__w1000_r5": 0.9937757165922027,20485"garchx_rv11__normal__w1000_r5": 0.9897457014121092,20486"garchx_rv11__t__w1000_r5": 0.9814430139207951,20487"gas_t11__t__w1000_r5": 1.006332664807506,20488"gjr11__ged__w1000_r5": 0.9633632724443045,20489"gjr11__normal__w1000_r5": 0.9651396659198954,20490"gjr11__skewt__w1000_r5": 0.9700654983392545,20491"gjr11__t__w1000_r5": 0.9650150034077069,20492"har_rv__empirical__w1000_r5": 1.2585255157374504,20493"heavy11__normal__w1000_r5": 0.9915815205953659,20494"heavy11__t__w1000_r5": 0.983033448320539,20495"histvar22__empirical__w1000_r5": 1.3465217295641063,20496"histvar252__empirical__w1000_r5": 1.6961697726749918,20497"histvar66__empirical__w1000_r5": 1.5101919812346782,20498"igarch11__ged__w1000_r5": 1.1217900682891535,20499"igarch11__normal__w1000_r5": 1.1229335147934718,20500"igarch11__skewt__w1000_r5": 1.130539164824404,20501"igarch11__t__w1000_r5": 1.1308060779725433,20502"loghar_rv__empirical__w1000_r5": 0.9805288723222231,20503"msgarch2__normal__w1000_r5": 1.0397678437153697,20504"msgarch2__t__w1000_r5": 1.0296918074080457,20505"nagarch11__ged__w1000_r5": 0.9542833486910219,20506"nagarch11__normal__w1000_r5": 0.9435201120979911,20507"nagarch11__skewt__w1000_r5": 0.96400584053951,20508"nagarch11__t__w1000_r5": 0.954430099592622,20509"qgarch11__ged__w1000_r5": 0.9594344953073767,20510"qgarch11__normal__w1000_r5": 0.9572727689874941,20511"qgarch11__skewt__w1000_r5": 0.9714461141992707,20512"qgarch11__t__w1000_r5": 0.9622532654483041,20513"realgarch11__normal__w1000_r5": 0.9807220266375432,20514"realgarch11__t__w1000_r5": 346871.1184794557,20515"rm2006__normal__w1000_r5": 1.0843493705243694,20516"rm_rw__empirical__w1000_r5": 1.7909340907062177,20517"tarch11__ged__w1000_r5": 0.9448905363247745,20518"tarch11__normal__w1000_r5": 0.9449028812506935,20519"tarch11__skewt__w1000_r5": 0.9507647582313548,20520"tarch11__t__w1000_r5": 0.944121443141806220521},20522"rv5ss_on|mse_sd|22": {20523"aparch11__ged__w1000_r5": 25.211526239614223,20524"aparch11__normal__w1000_r5": 23241.691545700134,20525"aparch11__skewt__w1000_r5": 1.6990220688219637e+86,20526"aparch11__t__w1000_r5": 2.3354693378946372e+86,20527"arch5__ged__w1000_r5": 1.0607915930962255,20528"arch5__normal__w1000_r5": 1.0633786385499566,20529"arch5__skewt__w1000_r5": 1.0597795700099475,20530"arch5__t__w1000_r5": 1.059113196308529,20531"avgarch11__ged__w1000_r5": 0.9598014543114227,20532"avgarch11__normal__w1000_r5": 0.9685077165058433,20533"avgarch11__skewt__w1000_r5": 0.9535573163373959,20534"avgarch11__t__w1000_r5": 0.9557723461190022,20535"cgarch11__ged__w1000_r5": 1.0562337993485384,20536"cgarch11__normal__w1000_r5": 1.0515971330627438,20537"cgarch11__skewt__w1000_r5": 1.0393428654057846,20538"cgarch11__t__w1000_r5": 1.053237015043138,20539"constvar__normal__w1000_r5": 1.3631190691496646,20540"egarch11__ged__w1000_r5": 7.549880888154155,20541"egarch11__normal__w1000_r5": 537.5161339110508,20542"egarch11__skewt__w1000_r5": 1.761178481577586,20543"egarch11__t__w1000_r5": 2.462528388559046,20544"ewma094__normal__w1000_r5": 1.1930634609420778,20545"figarch11__ged__w1000_r5": 1.1121398978573762,20546"figarch11__normal__w1000_r5": 1.1173963545171361,20547"figarch11__skewt__w1000_r5": 1.094528728556723,20548"figarch11__t__w1000_r5": 1.1136026944861193,20549"garch11__ged__w1000_r5": 0.9979309458063209,20550"garch11__normal__w1000_r5": 1.0,20551"garch11__skewt__w1000_r5": 0.9874291412226631,20552"garch11__t__w1000_r5": 0.9937418933209137,20553"garch12__ged__w1000_r5": 0.9975517665163044,20554"garch12__normal__w1000_r5": 0.9990205101570236,20555"garch12__skewt__w1000_r5": 0.9877708401671281,20556"garch12__t__w1000_r5": 0.9939035632401951,20557"garch21__ged__w1000_r5": 1.0009186068179616,20558"garch21__normal__w1000_r5": 1.0005597914552655,20559"garch21__skewt__w1000_r5": 0.991029238642474,20560"garch21__t__w1000_r5": 0.9990272750401977,20561"garchm11__ged__w1000_r5": 0.9910752574520926,20562"garchm11__normal__w1000_r5": 0.9917820583036773,20563"garchm11__skewt__w1000_r5": 0.979786895390955,20564"garchm11__t__w1000_r5": 0.9868241764499596,20565"garchx_rv11__normal__w1000_r5": 1.071048550113256,20566"garchx_rv11__t__w1000_r5": 1.0573498872509535,20567"gas_t11__t__w1000_r5": 0.9854254543667916,20568"gjr11__ged__w1000_r5": 0.9658815415428265,20569"gjr11__normal__w1000_r5": 0.970355435194141,20570"gjr11__skewt__w1000_r5": 0.9667898570644691,20571"gjr11__t__w1000_r5": 0.9657846692606955,20572"har_rv__empirical__w1000_r5": 1.4984258625188005,20573"heavy11__normal__w1000_r5": 1.075489256103801,20574"heavy11__t__w1000_r5": 1.0620720181125796,20575"histvar22__empirical__w1000_r5": 1.3320269451161795,20576"histvar252__empirical__w1000_r5": 1.4231809764939416,20577"histvar66__empirical__w1000_r5": 1.372249030627849,20578"igarch11__ged__w1000_r5": 1.3404023592102514,20579"igarch11__normal__w1000_r5": 1.3526364926983743,20580"igarch11__skewt__w1000_r5": 1.3246082149587197,20581"igarch11__t__w1000_r5": 1.3533140293848231,20582"loghar_rv__empirical__w1000_r5": 0.9826465460756018,20583"msgarch2__normal__w1000_r5": 1.0129440015190654,20584"msgarch2__t__w1000_r5": 0.9913809098583822,20585"nagarch11__ged__w1000_r5": 0.9670829277528966,20586"nagarch11__normal__w1000_r5": 0.9659369278782614,20587"nagarch11__skewt__w1000_r5": 0.9659260131951124,20588"nagarch11__t__w1000_r5": 0.9620062759501947,20589"qgarch11__ged__w1000_r5": 0.9661268219141772,20590"qgarch11__normal__w1000_r5": 0.9677057342939235,20591"qgarch11__skewt__w1000_r5": 0.9647956982220435,20592"qgarch11__t__w1000_r5": 0.9627738856820863,20593"realgarch11__normal__w1000_r5": 0.9380735348697433,20594"realgarch11__t__w1000_r5": 446516.2997099217,20595"rm2006__normal__w1000_r5": 1.079802076470227,20596"rm_rw__empirical__w1000_r5": 2.088366392921352,20597"tarch11__ged__w1000_r5": 0.9289653012148869,20598"tarch11__normal__w1000_r5": 0.9324647849757689,20599"tarch11__skewt__w1000_r5": 0.9291265917101084,20600"tarch11__t__w1000_r5": 0.926109337661057420601},20602"rv5_on|qlike|1": {20603"aparch11__ged__w1000_r5": 1.0710355363163158,20604"aparch11__normal__w1000_r5": 1.0695267788204799,20605"aparch11__skewt__w1000_r5": 1.5794151892536834,20606"aparch11__t__w1000_r5": 1.4383249257727082,20607"arch5__ged__w1000_r5": 1.0686737147909076,20608"arch5__normal__w1000_r5": 1.0687318540910558,20609"arch5__skewt__w1000_r5": 1.0723866724536086,20610"arch5__t__w1000_r5": 1.069723562811938,20611"avgarch11__ged__w1000_r5": 1.0021286214125014,20612"avgarch11__normal__w1000_r5": 1.0030055050092328,20613"avgarch11__skewt__w1000_r5": 1.0040070215478523,20614"avgarch11__t__w1000_r5": 1.0023886684760914,20615"cgarch11__ged__w1000_r5": 1.0015935443312465,20616"cgarch11__normal__w1000_r5": 0.9990369795643832,20617"cgarch11__skewt__w1000_r5": 1.0056977027050926,20618"cgarch11__t__w1000_r5": 1.0039740489821474,20619"constvar__normal__w1000_r5": 1.6114836466664686,20620"egarch11__ged__w1000_r5": 1.0448847472099183,20621"egarch11__normal__w1000_r5": 7.939270975665632,20622"egarch11__skewt__w1000_r5": 0.9910752089277829,20623"egarch11__t__w1000_r5": 0.9934712335473356,20624"ewma094__normal__w1000_r5": 1.0276711317645983,20625"figarch11__ged__w1000_r5": 1.0031806126622842,20626"figarch11__normal__w1000_r5": 1.003262394164867,20627"figarch11__skewt__w1000_r5": 1.0081422488338438,20628"figarch11__t__w1000_r5": 1.0041463675043998,20629"garch11__ged__w1000_r5": 0.9998862176179045,20630"garch11__normal__w1000_r5": 1.0,20631"garch11__skewt__w1000_r5": 1.0028873149680346,20632"garch11__t__w1000_r5": 1.0013107296219044,20633"garch12__ged__w1000_r5": 0.9998955961463443,20634"garch12__normal__w1000_r5": 1.0024154743219702,20635"garch12__skewt__w1000_r5": 1.0027254996753074,20636"garch12__t__w1000_r5": 1.0012069813294762,20637"garch21__ged__w1000_r5": 1.011423102118912,20638"garch21__normal__w1000_r5": 1.0111259942545132,20639"garch21__skewt__w1000_r5": 1.0150787527049856,20640"garch21__t__w1000_r5": 1.01276986017424,20641"garchm11__ged__w1000_r5": 0.9969504595557742,20642"garchm11__normal__w1000_r5": 0.9977529169556659,20643"garchm11__skewt__w1000_r5": 1.0014120382073455,20644"garchm11__t__w1000_r5": 0.99893447500418,20645"garchx_rv11__normal__w1000_r5": 0.967599257919056,20646"garchx_rv11__t__w1000_r5": 0.963698723524261,20647"gas_t11__t__w1000_r5": 1.0007073918275018,20648"gjr11__ged__w1000_r5": 0.9705897943443044,20649"gjr11__normal__w1000_r5": 0.971789852991329,20650"gjr11__skewt__w1000_r5": 0.9696055501835869,20651"gjr11__t__w1000_r5": 0.9697162811484649,20652"har_rv__empirical__w1000_r5": 2467421.234475359,20653"heavy11__normal__w1000_r5": 0.9671449030975625,20654"heavy11__t__w1000_r5": 0.9642850528043198,20655"histvar22__empirical__w1000_r5": 1.1241383196890573,20656"histvar252__empirical__w1000_r5": 1.475213095762795,20657"histvar66__empirical__w1000_r5": 1.221186114486025,20658"igarch11__ged__w1000_r5": 0.9969752505669766,20659"igarch11__normal__w1000_r5": 0.9982264379413842,20660"igarch11__skewt__w1000_r5": 1.001506188986458,20661"igarch11__t__w1000_r5": 1.0003518935445461,20662"loghar_rv__empirical__w1000_r5": 0.9614151576005884,20663"msgarch2__normal__w1000_r5": 1.0198321693881862,20664"msgarch2__t__w1000_r5": 1.0093699696454186,20665"nagarch11__ged__w1000_r5": 0.9816847651783108,20666"nagarch11__normal__w1000_r5": 0.9665424807132525,20667"nagarch11__skewt__w1000_r5": 0.9743129136668598,20668"nagarch11__t__w1000_r5": 0.9728557424449101,20669"qgarch11__ged__w1000_r5": 0.9658276350426435,20670"qgarch11__normal__w1000_r5": 0.9647943197825496,20671"qgarch11__skewt__w1000_r5": 0.9673595113213406,20672"qgarch11__t__w1000_r5": 0.9659915892854498,20673"realgarch11__normal__w1000_r5": 0.965452475797104,20674"realgarch11__t__w1000_r5": 0.9648960101670706,20675"rm2006__normal__w1000_r5": 1.007578086162139,20676"rm_rw__empirical__w1000_r5": 2.0045583070356443,20677"tarch11__ged__w1000_r5": 0.963343968347501,20678"tarch11__normal__w1000_r5": 0.9635352191371024,20679"tarch11__skewt__w1000_r5": 0.9618473031234626,20680"tarch11__t__w1000_r5": 0.961267806901684920681},20682"rv5_on|qlike|5": {20683"aparch11__ged__w1000_r5": 1.1348674330554187,20684"aparch11__normal__w1000_r5": 1.1495578209118906,20685"aparch11__skewt__w1000_r5": 2.4210359529213927,20686"aparch11__t__w1000_r5": 2.1489232783640992,20687"arch5__ged__w1000_r5": 1.0914145224238474,20688"arch5__normal__w1000_r5": 1.09086355842941,20689"arch5__skewt__w1000_r5": 1.0946862443420644,20690"arch5__t__w1000_r5": 1.0908436825264676,20691"avgarch11__ged__w1000_r5": 1.0053509430072174,20692"avgarch11__normal__w1000_r5": 1.0051940698903339,20693"avgarch11__skewt__w1000_r5": 1.00684896594542,20694"avgarch11__t__w1000_r5": 1.0042250113008753,20695"cgarch11__ged__w1000_r5": 1.026307821230381,20696"cgarch11__normal__w1000_r5": 1.0186593500599423,20697"cgarch11__skewt__w1000_r5": 1.0335798401615541,20698"cgarch11__t__w1000_r5": 1.0300019201353323,20699"constvar__normal__w1000_r5": 1.9611660681888576,20700"egarch11__ged__w1000_r5": 1.0981776891969204,20701"egarch11__normal__w1000_r5": 29.155377650869006,20702"egarch11__skewt__w1000_r5": 1.0248188747901856,20703"egarch11__t__w1000_r5": 1.0284208704504474,20704"ewma094__normal__w1000_r5": 1.0754991154070888,20705"figarch11__ged__w1000_r5": 1.00624534638239,20706"figarch11__normal__w1000_r5": 1.0056304217616456,20707"figarch11__skewt__w1000_r5": 1.0138240010694919,20708"figarch11__t__w1000_r5": 1.0063699696355106,20709"garch11__ged__w1000_r5": 0.9999991873095687,20710"garch11__normal__w1000_r5": 1.0,20711"garch11__skewt__w1000_r5": 1.0051822940264254,20712"garch11__t__w1000_r5": 1.000907666747339,20713"garch12__ged__w1000_r5": 1.0004230580986828,20714"garch12__normal__w1000_r5": 1.0001488668160747,20715"garch12__skewt__w1000_r5": 1.0058350750435305,20716"garch12__t__w1000_r5": 1.001521270757018,20717"garch21__ged__w1000_r5": 1.0044012279489634,20718"garch21__normal__w1000_r5": 1.0033115714750978,20719"garch21__skewt__w1000_r5": 1.008157345908868,20720"garch21__t__w1000_r5": 1.005406654498672,20721"garchm11__ged__w1000_r5": 0.996566207961042,20722"garchm11__normal__w1000_r5": 0.9978465233255684,20723"garchm11__skewt__w1000_r5": 1.0033954153147484,20724"garchm11__t__w1000_r5": 0.9978138731277507,20725"garchx_rv11__normal__w1000_r5": 0.955125331260858,20726"garchx_rv11__t__w1000_r5": 0.9495070469621176,20727"gas_t11__t__w1000_r5": 0.9965970833274918,20728"gjr11__ged__w1000_r5": 0.9689871041606016,20729"gjr11__normal__w1000_r5": 0.9703607848589081,20730"gjr11__skewt__w1000_r5": 0.9740607098739634,20731"gjr11__t__w1000_r5": 0.9715124602044959,20732"har_rv__empirical__w1000_r5": 1.03746265823307,20733"heavy11__normal__w1000_r5": 0.9520002717381356,20734"heavy11__t__w1000_r5": 0.9472721660169753,20735"histvar22__empirical__w1000_r5": 1.2705334896181482,20736"histvar252__empirical__w1000_r5": 1.8061752672878741,20737"histvar66__empirical__w1000_r5": 1.3918377165905171,20738"igarch11__ged__w1000_r5": 0.9929856837749069,20739"igarch11__normal__w1000_r5": 0.995001355519109,20740"igarch11__skewt__w1000_r5": 0.9976789853081116,20741"igarch11__t__w1000_r5": 0.998083378797974,20742"loghar_rv__empirical__w1000_r5": 0.9376996616686121,20743"msgarch2__normal__w1000_r5": 1.0801407780747867,20744"msgarch2__t__w1000_r5": 1.0396578546466635,20745"nagarch11__ged__w1000_r5": 1.0057322153114139,20746"nagarch11__normal__w1000_r5": 0.973918543645523,20747"nagarch11__skewt__w1000_r5": 0.9876797087000255,20748"nagarch11__t__w1000_r5": 0.989159829393495,20749"qgarch11__ged__w1000_r5": 0.967432946274159,20750"qgarch11__normal__w1000_r5": 0.9642906065047768,20751"qgarch11__skewt__w1000_r5": 0.9757480335462947,20752"qgarch11__t__w1000_r5": 0.9695003396207863,20753"realgarch11__normal__w1000_r5": 0.962066506636437,20754"realgarch11__t__w1000_r5": 0.9892466889923164,20755"rm2006__normal__w1000_r5": 1.0224010889338633,20756"rm_rw__empirical__w1000_r5": 3.093410016006576,20757"tarch11__ged__w1000_r5": 0.9661761208461643,20758"tarch11__normal__w1000_r5": 0.9640570899250616,20759"tarch11__skewt__w1000_r5": 0.9626895203227727,20760"tarch11__t__w1000_r5": 0.962041419755719720761},20762"rv5_on|qlike|22": {20763"aparch11__ged__w1000_r5": 1.1369621124160976,20764"aparch11__normal__w1000_r5": 1.1414782351568438,20765"aparch11__skewt__w1000_r5": 2.640333214362193,20766"aparch11__t__w1000_r5": 2.40685574981141,20767"arch5__ged__w1000_r5": 1.1483727554802365,20768"arch5__normal__w1000_r5": 1.1438335743129635,20769"arch5__skewt__w1000_r5": 1.1590813782813436,20770"arch5__t__w1000_r5": 1.147353289160101,20771"avgarch11__ged__w1000_r5": 1.01623655233841,20772"avgarch11__normal__w1000_r5": 1.0039939082564278,20773"avgarch11__skewt__w1000_r5": 1.0063387499109964,20774"avgarch11__t__w1000_r5": 1.0101736832990775,20775"cgarch11__ged__w1000_r5": 1.1169816670855675,20776"cgarch11__normal__w1000_r5": 1.0969077438700594,20777"cgarch11__skewt__w1000_r5": 1.130799640756385,20778"cgarch11__t__w1000_r5": 1.1229676629979355,20779"constvar__normal__w1000_r5": 1.5541297860722842,20780"egarch11__ged__w1000_r5": 1.1354196684521507,20781"egarch11__normal__w1000_r5": 34.233736734941544,20782"egarch11__skewt__w1000_r5": 1.0577138514002165,20783"egarch11__t__w1000_r5": 1.0838932910411614,20784"ewma094__normal__w1000_r5": 1.034710796796642,20785"figarch11__ged__w1000_r5": 1.0510010351204104,20786"figarch11__normal__w1000_r5": 1.046350675354172,20787"figarch11__skewt__w1000_r5": 1.0671518236810205,20788"figarch11__t__w1000_r5": 1.051583578221503,20789"garch11__ged__w1000_r5": 1.0019379051376738,20790"garch11__normal__w1000_r5": 1.0,20791"garch11__skewt__w1000_r5": 1.0111847175661723,20792"garch11__t__w1000_r5": 1.001283541465425,20793"garch12__ged__w1000_r5": 1.0010019473527534,20794"garch12__normal__w1000_r5": 0.9978276924687216,20795"garch12__skewt__w1000_r5": 1.0111398257732607,20796"garch12__t__w1000_r5": 1.0011241304089455,20797"garch21__ged__w1000_r5": 1.0078515360009397,20798"garch21__normal__w1000_r5": 1.0025865241396221,20799"garch21__skewt__w1000_r5": 1.018421555588064,20800"garch21__t__w1000_r5": 1.0110800928135761,20801"garchm11__ged__w1000_r5": 0.9958203636969036,20802"garchm11__normal__w1000_r5": 0.9951252955248214,20803"garchm11__skewt__w1000_r5": 1.008748944459391,20804"garchm11__t__w1000_r5": 0.9960542810802403,20805"garchx_rv11__normal__w1000_r5": 0.9158181394775418,20806"garchx_rv11__t__w1000_r5": 0.9120951592577472,20807"gas_t11__t__w1000_r5": 0.9988975124305993,20808"gjr11__ged__w1000_r5": 0.9721638294474104,20809"gjr11__normal__w1000_r5": 0.9657409108241781,20810"gjr11__skewt__w1000_r5": 0.9906062118813912,20811"gjr11__t__w1000_r5": 0.9874692049244436,20812"har_rv__empirical__w1000_r5": 1.076853056288199,20813"heavy11__normal__w1000_r5": 0.9110714824905951,20814"heavy11__t__w1000_r5": 0.9079298304881992,20815"histvar22__empirical__w1000_r5": 1.2312396273040846,20816"histvar252__empirical__w1000_r5": 1.6448108202855587,20817"histvar66__empirical__w1000_r5": 1.3614909989648172,20818"igarch11__ged__w1000_r5": 0.9123818682693763,20819"igarch11__normal__w1000_r5": 0.9163917256311195,20820"igarch11__skewt__w1000_r5": 0.91001067895436,20821"igarch11__t__w1000_r5": 0.9255115900871559,20822"loghar_rv__empirical__w1000_r5": 0.9629989098677788,20823"msgarch2__normal__w1000_r5": 1.1193002728693577,20824"msgarch2__t__w1000_r5": 1.0514211698827993,20825"nagarch11__ged__w1000_r5": 1.018047787406802,20826"nagarch11__normal__w1000_r5": 0.9933933817006918,20827"nagarch11__skewt__w1000_r5": 0.9897772461786123,20828"nagarch11__t__w1000_r5": 1.0024246991090418,20829"qgarch11__ged__w1000_r5": 0.9885440742474848,20830"qgarch11__normal__w1000_r5": 0.9782143796597448,20831"qgarch11__skewt__w1000_r5": 0.9974402693833596,20832"qgarch11__t__w1000_r5": 0.9936350118592918,20833"realgarch11__normal__w1000_r5": 0.9434910364040413,20834"realgarch11__t__w1000_r5": 1.041885871604414,20835"rm2006__normal__w1000_r5": 0.9920270733876896,20836"rm_rw__empirical__w1000_r5": 3.897172628159311,20837"tarch11__ged__w1000_r5": 0.9956484447488602,20838"tarch11__normal__w1000_r5": 0.9727696024665129,20839"tarch11__skewt__w1000_r5": 0.9729738795639601,20840"tarch11__t__w1000_r5": 0.989780923233874920841},20842"rv1_on|qlike|1": {20843"aparch11__ged__w1000_r5": 1.076198121313087,20844"aparch11__normal__w1000_r5": 1.0751638982478384,20845"aparch11__skewt__w1000_r5": 1.6208406494098102,20846"aparch11__t__w1000_r5": 1.470423233417633,20847"arch5__ged__w1000_r5": 1.073208816957238,20848"arch5__normal__w1000_r5": 1.0732924053876014,20849"arch5__skewt__w1000_r5": 1.0771365370401085,20850"arch5__t__w1000_r5": 1.074232098964493,20851"avgarch11__ged__w1000_r5": 1.001525175805732,20852"avgarch11__normal__w1000_r5": 1.0024986338558028,20853"avgarch11__skewt__w1000_r5": 1.003540112371693,20854"avgarch11__t__w1000_r5": 1.001620996514713,20855"cgarch11__ged__w1000_r5": 1.0024705557523452,20856"cgarch11__normal__w1000_r5": 0.9998061755943815,20857"cgarch11__skewt__w1000_r5": 1.0068796553259096,20858"cgarch11__t__w1000_r5": 1.0048837336830327,20859"constvar__normal__w1000_r5": 1.6438318134323715,20860"egarch11__ged__w1000_r5": 1.0492205801965149,20861"egarch11__normal__w1000_r5": 9.363166907979611,20862"egarch11__skewt__w1000_r5": 0.992392762796656,20863"egarch11__t__w1000_r5": 0.9947255824672847,20864"ewma094__normal__w1000_r5": 1.0327725268084587,20865"figarch11__ged__w1000_r5": 1.0047681345428097,20866"figarch11__normal__w1000_r5": 1.004881518131789,20867"figarch11__skewt__w1000_r5": 1.0099233644288501,20868"figarch11__t__w1000_r5": 1.005526424937919,20869"garch11__ged__w1000_r5": 0.999799537536669,20870"garch11__normal__w1000_r5": 1.0,20871"garch11__skewt__w1000_r5": 1.0029003487607553,20872"garch11__t__w1000_r5": 1.0010848374589485,20873"garch12__ged__w1000_r5": 0.9999202499552489,20874"garch12__normal__w1000_r5": 1.002480416644478,20875"garch12__skewt__w1000_r5": 1.0027814529055574,20876"garch12__t__w1000_r5": 1.0010210971008717,20877"garch21__ged__w1000_r5": 1.0127806871557161,20878"garch21__normal__w1000_r5": 1.0123783593222073,20879"garch21__skewt__w1000_r5": 1.0166746031892149,20880"garch21__t__w1000_r5": 1.0141396224298977,20881"garchm11__ged__w1000_r5": 0.9966467769901411,20882"garchm11__normal__w1000_r5": 0.9976199648241365,20883"garchm11__skewt__w1000_r5": 1.0012435265467345,20884"garchm11__t__w1000_r5": 0.9985183889455275,20885"garchx_rv11__normal__w1000_r5": 0.9651406563949129,20886"garchx_rv11__t__w1000_r5": 0.9608247234787191,20887"gas_t11__t__w1000_r5": 1.0002029204752363,20888"gjr11__ged__w1000_r5": 0.9696071245385477,20889"gjr11__normal__w1000_r5": 0.970906759797119,20890"gjr11__skewt__w1000_r5": 0.9684451975966768,20891"gjr11__t__w1000_r5": 0.9686296812216324,20892"har_rv__empirical__w1000_r5": 2665514.9108067285,20893"heavy11__normal__w1000_r5": 0.9644876367852045,20894"heavy11__t__w1000_r5": 0.9613031865061266,20895"histvar22__empirical__w1000_r5": 1.1396687214212216,20896"histvar252__empirical__w1000_r5": 1.4994521777685952,20897"histvar66__empirical__w1000_r5": 1.236169160864721,20898"igarch11__ged__w1000_r5": 0.9970498407590151,20899"igarch11__normal__w1000_r5": 0.9984465960681148,20900"igarch11__skewt__w1000_r5": 1.001437124628363,20901"igarch11__t__w1000_r5": 1.0001754220495838,20902"loghar_rv__empirical__w1000_r5": 0.9607018372688277,20903"msgarch2__normal__w1000_r5": 1.0210606215621199,20904"msgarch2__t__w1000_r5": 1.0098739111687236,20905"nagarch11__ged__w1000_r5": 0.9811941920184177,20906"nagarch11__normal__w1000_r5": 0.9686018544057494,20907"nagarch11__skewt__w1000_r5": 0.9744391093533267,20908"nagarch11__t__w1000_r5": 0.9731133394534558,20909"qgarch11__ged__w1000_r5": 0.9652114304379676,20910"qgarch11__normal__w1000_r5": 0.9642897308550664,20911"qgarch11__skewt__w1000_r5": 0.9661951596452226,20912"qgarch11__t__w1000_r5": 0.9650558746094701,20913"realgarch11__normal__w1000_r5": 0.9626468112442637,20914"realgarch11__t__w1000_r5": 0.9620535196585762,20915"rm2006__normal__w1000_r5": 1.0088630764601756,20916"rm_rw__empirical__w1000_r5": 2.1140668949939796,20917"tarch11__ged__w1000_r5": 0.9615731429097542,20918"tarch11__normal__w1000_r5": 0.9616581277916961,20919"tarch11__skewt__w1000_r5": 0.9602686081266095,20920"tarch11__t__w1000_r5": 0.95959517736197620921},20922"rv1_on|qlike|5": {20923"aparch11__ged__w1000_r5": 1.14047450933429,20924"aparch11__normal__w1000_r5": 1.155736028953187,20925"aparch11__skewt__w1000_r5": 2.4903388503028103,20926"aparch11__t__w1000_r5": 2.205931768621294,20927"arch5__ged__w1000_r5": 1.0947484427172813,20928"arch5__normal__w1000_r5": 1.0941334817058368,20929"arch5__skewt__w1000_r5": 1.0982248703938793,20930"arch5__t__w1000_r5": 1.0940644640358066,20931"avgarch11__ged__w1000_r5": 1.0051957629830564,20932"avgarch11__normal__w1000_r5": 1.0047856099343415,20933"avgarch11__skewt__w1000_r5": 1.0070006803607094,20934"avgarch11__t__w1000_r5": 1.0038964887759112,20935"cgarch11__ged__w1000_r5": 1.0281747203141984,20936"cgarch11__normal__w1000_r5": 1.0201403329357872,20937"cgarch11__skewt__w1000_r5": 1.0359602142123476,20938"cgarch11__t__w1000_r5": 1.0318977545009982,20939"constvar__normal__w1000_r5": 1.995692127942114,20940"egarch11__ged__w1000_r5": 1.1068239769264665,20941"egarch11__normal__w1000_r5": 31.03129570306345,20942"egarch11__skewt__w1000_r5": 1.024826653534893,20943"egarch11__t__w1000_r5": 1.028580368177684,20944"ewma094__normal__w1000_r5": 1.0862751337874401,20945"figarch11__ged__w1000_r5": 1.008014038790242,20946"figarch11__normal__w1000_r5": 1.0071915201181558,20947"figarch11__skewt__w1000_r5": 1.0161370148456088,20948"figarch11__t__w1000_r5": 1.0079999964279502,20949"garch11__ged__w1000_r5": 0.9999516255506898,20950"garch11__normal__w1000_r5": 1.0,20951"garch11__skewt__w1000_r5": 1.005392940472475,20952"garch11__t__w1000_r5": 1.000641867295436,20953"garch12__ged__w1000_r5": 1.0003511377575456,20954"garch12__normal__w1000_r5": 1.0000786039302654,20955"garch12__skewt__w1000_r5": 1.0060646651335752,20956"garch12__t__w1000_r5": 1.001277083034078,20957"garch21__ged__w1000_r5": 1.0048781587975624,20958"garch21__normal__w1000_r5": 1.0037295992425719,20959"garch21__skewt__w1000_r5": 1.0090079939986052,20960"garch21__t__w1000_r5": 1.005829150183905,20961"garchm11__ged__w1000_r5": 0.9963014060166819,20962"garchm11__normal__w1000_r5": 0.9976962640404293,20963"garchm11__skewt__w1000_r5": 1.0034174505228493,20964"garchm11__t__w1000_r5": 0.9973586779787513,20965"garchx_rv11__normal__w1000_r5": 0.9522795222060972,20966"garchx_rv11__t__w1000_r5": 0.9462048697441496,20967"gas_t11__t__w1000_r5": 0.9962581680256304,20968"gjr11__ged__w1000_r5": 0.9686007578428822,20969"gjr11__normal__w1000_r5": 0.9700557775811812,20970"gjr11__skewt__w1000_r5": 0.9730925159967668,20971"gjr11__t__w1000_r5": 0.970521215019699,20972"har_rv__empirical__w1000_r5": 1.036711123714767,20973"heavy11__normal__w1000_r5": 0.9487883422030811,20974"heavy11__t__w1000_r5": 0.9436977800843004,20975"histvar22__empirical__w1000_r5": 1.2975794916307721,20976"histvar252__empirical__w1000_r5": 1.8341053163089704,20977"histvar66__empirical__w1000_r5": 1.4131837263927047,20978"igarch11__ged__w1000_r5": 0.9930724838255988,20979"igarch11__normal__w1000_r5": 0.995161623468284,20980"igarch11__skewt__w1000_r5": 0.9975275328556629,20981"igarch11__t__w1000_r5": 0.9977387201739438,20982"loghar_rv__empirical__w1000_r5": 0.9383586682257162,20983"msgarch2__normal__w1000_r5": 1.0811413127345437,20984"msgarch2__t__w1000_r5": 1.0406665224896694,20985"nagarch11__ged__w1000_r5": 1.0020956291364596,20986"nagarch11__normal__w1000_r5": 0.9737081385083401,20987"nagarch11__skewt__w1000_r5": 0.9864491256714043,20988"nagarch11__t__w1000_r5": 0.9868200861436381,20989"qgarch11__ged__w1000_r5": 0.9667063429554409,20990"qgarch11__normal__w1000_r5": 0.9635724845134566,20991"qgarch11__skewt__w1000_r5": 0.9743705050218894,20992"qgarch11__t__w1000_r5": 0.9684140873472358,20993"realgarch11__normal__w1000_r5": 0.9603846747296476,20994"realgarch11__t__w1000_r5": 0.9886723240976636,20995"rm2006__normal__w1000_r5": 1.0261503033331953,20996"rm_rw__empirical__w1000_r5": 3.2736745091243282,20997"tarch11__ged__w1000_r5": 0.9640365958066257,20998"tarch11__normal__w1000_r5": 0.9613843049665518,20999"tarch11__skewt__w1000_r5": 0.960795039832758,21000"tarch11__t__w1000_r5": 0.960223508362463721001},21002"rv1_on|qlike|22": {21003"aparch11__ged__w1000_r5": 1.1422124870440935,21004"aparch11__normal__w1000_r5": 1.1467559228623785,21005"aparch11__skewt__w1000_r5": 2.693912674231085,21006"aparch11__t__w1000_r5": 2.453567827755797,21007"arch5__ged__w1000_r5": 1.1498051222543417,21008"arch5__normal__w1000_r5": 1.145137828661927,21009"arch5__skewt__w1000_r5": 1.1609422378045877,21010"arch5__t__w1000_r5": 1.14870497236164,21011"avgarch11__ged__w1000_r5": 1.017505562597026,21012"avgarch11__normal__w1000_r5": 1.0039644970161257,21013"avgarch11__skewt__w1000_r5": 1.0078946429344224,21014"avgarch11__t__w1000_r5": 1.011359465270289,21015"cgarch11__ged__w1000_r5": 1.120783820779535,21016"cgarch11__normal__w1000_r5": 1.1001917089799036,21017"cgarch11__skewt__w1000_r5": 1.1355000182356392,21018"cgarch11__t__w1000_r5": 1.1269076645791978,21019"constvar__normal__w1000_r5": 1.5668891205571505,21020"egarch11__ged__w1000_r5": 1.140209286259922,21021"egarch11__normal__w1000_r5": 32.64597582539382,21022"egarch11__skewt__w1000_r5": 1.0568929986323001,21023"egarch11__t__w1000_r5": 1.084241677658244,21024"ewma094__normal__w1000_r5": 1.0483074921594326,21025"figarch11__ged__w1000_r5": 1.0532623929356753,21026"figarch11__normal__w1000_r5": 1.0483265997250006,21027"figarch11__skewt__w1000_r5": 1.0702069965360126,21028"figarch11__t__w1000_r5": 1.05366083360896,21029"garch11__ged__w1000_r5": 1.0020244592169498,21030"garch11__normal__w1000_r5": 1.0,21031"garch11__skewt__w1000_r5": 1.01198691547692,21032"garch11__t__w1000_r5": 1.0012948356138398,21033"garch12__ged__w1000_r5": 1.0011018313491453,21034"garch12__normal__w1000_r5": 0.9978191027241552,21035"garch12__skewt__w1000_r5": 1.011963518127779,21036"garch12__t__w1000_r5": 1.0011721592676688,21037"garch21__ged__w1000_r5": 1.0076750268023935,21038"garch21__normal__w1000_r5": 1.0023329755076766,21039"garch21__skewt__w1000_r5": 1.0189895890056357,21040"garch21__t__w1000_r5": 1.0108623084025334,21041"garchm11__ged__w1000_r5": 0.9956944190187808,21042"garchm11__normal__w1000_r5": 0.9949614544142927,21043"garchm11__skewt__w1000_r5": 1.0095672261172528,21044"garchm11__t__w1000_r5": 0.9959337608403317,21045"garchx_rv11__normal__w1000_r5": 0.9109716936299547,21046"garchx_rv11__t__w1000_r5": 0.907142150869755,21047"gas_t11__t__w1000_r5": 0.9995272160221147,21048"gjr11__ged__w1000_r5": 0.9726863783520455,21049"gjr11__normal__w1000_r5": 0.9661150171963893,21050"gjr11__skewt__w1000_r5": 0.9899826529628662,21051"gjr11__t__w1000_r5": 0.9870484305062323,21052"har_rv__empirical__w1000_r5": 1.0785730858684095,21053"heavy11__normal__w1000_r5": 0.9060092509401613,21054"heavy11__t__w1000_r5": 0.9028071740551368,21055"histvar22__empirical__w1000_r5": 1.2565878222911677,21056"histvar252__empirical__w1000_r5": 1.6604378223812057,21057"histvar66__empirical__w1000_r5": 1.3813735382928283,21058"igarch11__ged__w1000_r5": 0.9092473997376809,21059"igarch11__normal__w1000_r5": 0.9131691058926541,21060"igarch11__skewt__w1000_r5": 0.9069330158211466,21061"igarch11__t__w1000_r5": 0.9221879514727029,21062"loghar_rv__empirical__w1000_r5": 0.9641607065605711,21063"msgarch2__normal__w1000_r5": 1.1202523175132504,21064"msgarch2__t__w1000_r5": 1.0526475375260338,21065"nagarch11__ged__w1000_r5": 1.01503117144057,21066"nagarch11__normal__w1000_r5": 0.9912013378536919,21067"nagarch11__skewt__w1000_r5": 0.9875225973447095,21068"nagarch11__t__w1000_r5": 1.0000468007516181,21069"qgarch11__ged__w1000_r5": 0.9874039863975093,21070"qgarch11__normal__w1000_r5": 0.9766388287427009,21071"qgarch11__skewt__w1000_r5": 0.9961737454977662,21072"qgarch11__t__w1000_r5": 0.992585848594478,21073"realgarch11__normal__w1000_r5": 0.9408765597699564,21074"realgarch11__t__w1000_r5": 1.0423807525677526,21075"rm2006__normal__w1000_r5": 0.9982931256383881,21076"rm_rw__empirical__w1000_r5": 4.052994442242616,21077"tarch11__ged__w1000_r5": 0.9950329592737228,21078"tarch11__normal__w1000_r5": 0.9707049491876428,21079"tarch11__skewt__w1000_r5": 0.9715014078566068,21080"tarch11__t__w1000_r5": 0.98918183474698221081},21082"bv5_on|qlike|1": {21083"aparch11__ged__w1000_r5": 1.064734670839276,21084"aparch11__normal__w1000_r5": 1.0635019789437086,21085"aparch11__skewt__w1000_r5": 1.5562436181608144,21086"aparch11__t__w1000_r5": 1.4193098308644263,21087"arch5__ged__w1000_r5": 1.0668475476249506,21088"arch5__normal__w1000_r5": 1.0669377144648786,21089"arch5__skewt__w1000_r5": 1.070328058929176,21090"arch5__t__w1000_r5": 1.067991047413208,21091"avgarch11__ged__w1000_r5": 1.0016699197788175,21092"avgarch11__normal__w1000_r5": 1.0025862074807022,21093"avgarch11__skewt__w1000_r5": 1.0033092862278774,21094"avgarch11__t__w1000_r5": 1.002050705677793,21095"cgarch11__ged__w1000_r5": 1.0011790754869982,21096"cgarch11__normal__w1000_r5": 0.9988678677479078,21097"cgarch11__skewt__w1000_r5": 1.0047716825627568,21098"cgarch11__t__w1000_r5": 1.0034472476278338,21099"constvar__normal__w1000_r5": 1.5928016938901917,21100"egarch11__ged__w1000_r5": 1.0403837058168666,21101"egarch11__normal__w1000_r5": 7.760470517296352,21102"egarch11__skewt__w1000_r5": 0.9881197540980962,21103"egarch11__t__w1000_r5": 0.990628726838131,21104"ewma094__normal__w1000_r5": 1.0242937054887944,21105"figarch11__ged__w1000_r5": 1.0036779591133478,21106"figarch11__normal__w1000_r5": 1.0038277488790537,21107"figarch11__skewt__w1000_r5": 1.0083764848243033,21108"figarch11__t__w1000_r5": 1.0047720045943234,21109"garch11__ged__w1000_r5": 0.9998067735106532,21110"garch11__normal__w1000_r5": 1.0,21111"garch11__skewt__w1000_r5": 1.0025707936784576,21112"garch11__t__w1000_r5": 1.0012963577999963,21113"garch12__ged__w1000_r5": 0.9999082215032656,21114"garch12__normal__w1000_r5": 1.0024628794675103,21115"garch12__skewt__w1000_r5": 1.0024910725767495,21116"garch12__t__w1000_r5": 1.001262909062541,21117"garch21__ged__w1000_r5": 1.011272729602515,21118"garch21__normal__w1000_r5": 1.0110561403125988,21119"garch21__skewt__w1000_r5": 1.0146463333871678,21120"garch21__t__w1000_r5": 1.0126788432249818,21121"garchm11__ged__w1000_r5": 0.9970073007649337,21122"garchm11__normal__w1000_r5": 0.9978713641816386,21123"garchm11__skewt__w1000_r5": 1.0011508169589782,21124"garchm11__t__w1000_r5": 0.9990260278556793,21125"garchx_rv11__normal__w1000_r5": 0.9687694610591765,21126"garchx_rv11__t__w1000_r5": 0.9652230881718734,21127"gas_t11__t__w1000_r5": 1.0002079605904142,21128"gjr11__ged__w1000_r5": 0.9706594579166041,21129"gjr11__normal__w1000_r5": 0.9719055318238825,21130"gjr11__skewt__w1000_r5": 0.9695793985546799,21131"gjr11__t__w1000_r5": 0.9698385066293078,21132"har_rv__empirical__w1000_r5": 2384816.9413679633,21133"heavy11__normal__w1000_r5": 0.9685520370669426,21134"heavy11__t__w1000_r5": 0.9659820451141355,21135"histvar22__empirical__w1000_r5": 1.1115405923914925,21136"histvar252__empirical__w1000_r5": 1.4582255757880058,21137"histvar66__empirical__w1000_r5": 1.210145244602801,21138"igarch11__ged__w1000_r5": 0.9985793415059587,21139"igarch11__normal__w1000_r5": 0.9997356841794466,21140"igarch11__skewt__w1000_r5": 1.0033066894367708,21141"igarch11__t__w1000_r5": 1.0023505642576949,21142"loghar_rv__empirical__w1000_r5": 0.9609626757584919,21143"msgarch2__normal__w1000_r5": 1.0189762801003777,21144"msgarch2__t__w1000_r5": 1.009292142373524,21145"nagarch11__ged__w1000_r5": 0.9786947674202433,21146"nagarch11__normal__w1000_r5": 0.9649896224788246,21147"nagarch11__skewt__w1000_r5": 0.972436753130055,21148"nagarch11__t__w1000_r5": 0.9710810060790167,21149"qgarch11__ged__w1000_r5": 0.9660146085520972,21150"qgarch11__normal__w1000_r5": 0.9650625864591867,21151"qgarch11__skewt__w1000_r5": 0.9675315645871972,21152"qgarch11__t__w1000_r5": 0.9662512964374841,21153"realgarch11__normal__w1000_r5": 0.9661123659763451,21154"realgarch11__t__w1000_r5": 0.9656226503529696,21155"rm2006__normal__w1000_r5": 1.0081556231519615,21156"rm_rw__empirical__w1000_r5": 1.9228992613023193,21157"tarch11__ged__w1000_r5": 0.962309025978168,21158"tarch11__normal__w1000_r5": 0.9624926254348262,21159"tarch11__skewt__w1000_r5": 0.960971748202757,21160"tarch11__t__w1000_r5": 0.960426193749311621161},21162"bv5_on|qlike|5": {21163"aparch11__ged__w1000_r5": 1.1249443408983792,21164"aparch11__normal__w1000_r5": 1.1393666486326204,21165"aparch11__skewt__w1000_r5": 2.383368977118159,21166"aparch11__t__w1000_r5": 2.1163599435725327,21167"arch5__ged__w1000_r5": 1.0913218188663432,21168"arch5__normal__w1000_r5": 1.0911031978839665,21169"arch5__skewt__w1000_r5": 1.094139716612868,21170"arch5__t__w1000_r5": 1.0908883347136877,21171"avgarch11__ged__w1000_r5": 1.0040057443679804,21172"avgarch11__normal__w1000_r5": 1.0048637306603345,21173"avgarch11__skewt__w1000_r5": 1.005008052108129,21174"avgarch11__t__w1000_r5": 1.0030247050222092,21175"cgarch11__ged__w1000_r5": 1.0244519064070048,21176"cgarch11__normal__w1000_r5": 1.0175608732639538,21177"cgarch11__skewt__w1000_r5": 1.0306030672320576,21178"cgarch11__t__w1000_r5": 1.0278871937192604,21179"constvar__normal__w1000_r5": 1.9443112339825697,21180"egarch11__ged__w1000_r5": 1.0912364739714218,21181"egarch11__normal__w1000_r5": 28.65656915092751,21182"egarch11__skewt__w1000_r5": 1.0163164508246105,21183"egarch11__t__w1000_r5": 1.019630214631536,21184"ewma094__normal__w1000_r5": 1.0664507967778287,21185"figarch11__ged__w1000_r5": 1.0065780558636221,21186"figarch11__normal__w1000_r5": 1.0062481269054948,21187"figarch11__skewt__w1000_r5": 1.013657473155923,21188"figarch11__t__w1000_r5": 1.0070139669846097,21189"garch11__ged__w1000_r5": 0.9996283682623704,21190"garch11__normal__w1000_r5": 1.0,21191"garch11__skewt__w1000_r5": 1.004091086266402,21192"garch11__t__w1000_r5": 1.0005852331328002,21193"garch12__ged__w1000_r5": 1.0000670707312884,21194"garch12__normal__w1000_r5": 1.0002142064086255,21195"garch12__skewt__w1000_r5": 1.0047783111475441,21196"garch12__t__w1000_r5": 1.0012253561348907,21197"garch21__ged__w1000_r5": 1.003944925488416,21198"garch21__normal__w1000_r5": 1.0032298874228862,21199"garch21__skewt__w1000_r5": 1.007053310005685,21200"garch21__t__w1000_r5": 1.0050096538510647,21201"garchm11__ged__w1000_r5": 0.9963924021269178,21202"garchm11__normal__w1000_r5": 0.9979914484496498,21203"garchm11__skewt__w1000_r5": 1.002324112060487,21204"garchm11__t__w1000_r5": 0.9976414099208523,21205"garchx_rv11__normal__w1000_r5": 0.9578521225399169,21206"garchx_rv11__t__w1000_r5": 0.9525128100691562,21207"gas_t11__t__w1000_r5": 0.9951693280952397,21208"gjr11__ged__w1000_r5": 0.966661625762695,21209"gjr11__normal__w1000_r5": 0.9685226125137639,21210"gjr11__skewt__w1000_r5": 0.9710959617370852,21211"gjr11__t__w1000_r5": 0.9687758839987735,21212"har_rv__empirical__w1000_r5": 1.0402998024840333,21213"heavy11__normal__w1000_r5": 0.9550222292591067,21214"heavy11__t__w1000_r5": 0.9505593835734198,21215"histvar22__empirical__w1000_r5": 1.2463855470837786,21216"histvar252__empirical__w1000_r5": 1.786496408312332,21217"histvar66__empirical__w1000_r5": 1.374756489315133,21218"igarch11__ged__w1000_r5": 0.9970815882405072,21219"igarch11__normal__w1000_r5": 0.9992210327530123,21220"igarch11__skewt__w1000_r5": 1.0019734686156352,21221"igarch11__t__w1000_r5": 1.002946345910246,21222"loghar_rv__empirical__w1000_r5": 0.9374701115008723,21223"msgarch2__normal__w1000_r5": 1.075867167822855,21224"msgarch2__t__w1000_r5": 1.0374076038019495,21225"nagarch11__ged__w1000_r5": 0.9976523033901507,21226"nagarch11__normal__w1000_r5": 0.9665444962273495,21227"nagarch11__skewt__w1000_r5": 0.9812064360067897,21228"nagarch11__t__w1000_r5": 0.981878831796033,21229"qgarch11__ged__w1000_r5": 0.9646546183643793,21230"qgarch11__normal__w1000_r5": 0.9619179206347869,21231"qgarch11__skewt__w1000_r5": 0.9731060479689254,21232"qgarch11__t__w1000_r5": 0.9668744556754982,21233"realgarch11__normal__w1000_r5": 0.9620905045686885,21234"realgarch11__t__w1000_r5": 0.9893605253497133,21235"rm2006__normal__w1000_r5": 1.020862439298245,21236"rm_rw__empirical__w1000_r5": 2.9550579418991405,21237"tarch11__ged__w1000_r5": 0.9611696172917603,21238"tarch11__normal__w1000_r5": 0.9599216669038515,21239"tarch11__skewt__w1000_r5": 0.9581898536685669,21240"tarch11__t__w1000_r5": 0.957243638448503521241},21242"bv5_on|qlike|22": {21243"aparch11__ged__w1000_r5": 1.1277749220949798,21244"aparch11__normal__w1000_r5": 1.1349572629885676,21245"aparch11__skewt__w1000_r5": 2.6131041074275982,21246"aparch11__t__w1000_r5": 2.3804954897837236,21247"arch5__ged__w1000_r5": 1.1478301422043717,21248"arch5__normal__w1000_r5": 1.144077403069479,21249"arch5__skewt__w1000_r5": 1.1577579961528899,21250"arch5__t__w1000_r5": 1.146928153279421,21251"avgarch11__ged__w1000_r5": 1.0140514879936195,21252"avgarch11__normal__w1000_r5": 1.005307762172234,21253"avgarch11__skewt__w1000_r5": 1.0038855038211187,21254"avgarch11__t__w1000_r5": 1.0080756911079003,21255"cgarch11__ged__w1000_r5": 1.1111886518278167,21256"cgarch11__normal__w1000_r5": 1.0925073510122287,21257"cgarch11__skewt__w1000_r5": 1.1232457407206626,21258"cgarch11__t__w1000_r5": 1.1166649761335106,21259"constvar__normal__w1000_r5": 1.548836096971337,21260"egarch11__ged__w1000_r5": 1.1261415736194602,21261"egarch11__normal__w1000_r5": 33.39580344901843,21262"egarch11__skewt__w1000_r5": 1.0499619526228885,21263"egarch11__t__w1000_r5": 1.0739084755594095,21264"ewma094__normal__w1000_r5": 1.0219431722130208,21265"figarch11__ged__w1000_r5": 1.050263345638135,21266"figarch11__normal__w1000_r5": 1.0463512993584414,21267"figarch11__skewt__w1000_r5": 1.0654046608031411,21268"figarch11__t__w1000_r5": 1.0511878159880177,21269"garch11__ged__w1000_r5": 1.0011400773920274,21270"garch11__normal__w1000_r5": 1.0,21271"garch11__skewt__w1000_r5": 1.009162338422194,21272"garch11__t__w1000_r5": 1.0004198180085124,21273"garch12__ged__w1000_r5": 1.0001595473575158,21274"garch12__normal__w1000_r5": 0.9978875582901577,21275"garch12__skewt__w1000_r5": 1.009139758410092,21276"garch12__t__w1000_r5": 1.0002664582676453,21277"garch21__ged__w1000_r5": 1.007496988140798,21278"garch21__normal__w1000_r5": 1.0031716369992747,21279"garch21__skewt__w1000_r5": 1.016684458739169,21280"garch21__t__w1000_r5": 1.0105543258035554,21281"garchm11__ged__w1000_r5": 0.9952266124676085,21282"garchm11__normal__w1000_r5": 0.9952795542621874,21283"garchm11__skewt__w1000_r5": 1.0064898184812947,21284"garchm11__t__w1000_r5": 0.9953138077768335,21285"garchx_rv11__normal__w1000_r5": 0.9208036845824711,21286"garchx_rv11__t__w1000_r5": 0.9170876796407034,21287"gas_t11__t__w1000_r5": 0.997233102978314,21288"gjr11__ged__w1000_r5": 0.9677389982804526,21289"gjr11__normal__w1000_r5": 0.9627643117186397,21290"gjr11__skewt__w1000_r5": 0.9855810074803735,21291"gjr11__t__w1000_r5": 0.9823358831515618,21292"har_rv__empirical__w1000_r5": 1.0791450798064948,21293"heavy11__normal__w1000_r5": 0.9162376540996603,21294"heavy11__t__w1000_r5": 0.9131154128965999,21295"histvar22__empirical__w1000_r5": 1.2058165306113746,21296"histvar252__empirical__w1000_r5": 1.6306292683783137,21297"histvar66__empirical__w1000_r5": 1.343267721219731,21298"igarch11__ged__w1000_r5": 0.9248936501944967,21299"igarch11__normal__w1000_r5": 0.9294547208939955,21300"igarch11__skewt__w1000_r5": 0.9220991014677269,21301"igarch11__t__w1000_r5": 0.9386628115437236,21302"loghar_rv__empirical__w1000_r5": 0.9635442871026816,21303"msgarch2__normal__w1000_r5": 1.1118239878774057,21304"msgarch2__t__w1000_r5": 1.0461106807741443,21305"nagarch11__ged__w1000_r5": 1.0111678503174295,21306"nagarch11__normal__w1000_r5": 0.987532986146587,21307"nagarch11__skewt__w1000_r5": 0.9848593689146635,21308"nagarch11__t__w1000_r5": 0.9963491991168243,21309"qgarch11__ged__w1000_r5": 0.9846725362932759,21310"qgarch11__normal__w1000_r5": 0.9756198457672713,21311"qgarch11__skewt__w1000_r5": 0.9942035167102522,21312"qgarch11__t__w1000_r5": 0.9897663114843838,21313"realgarch11__normal__w1000_r5": 0.9424771204694026,21314"realgarch11__t__w1000_r5": 1.0414174922735793,21315"rm2006__normal__w1000_r5": 0.9859213441511531,21316"rm_rw__empirical__w1000_r5": 3.7512093969558977,21317"tarch11__ged__w1000_r5": 0.9893949793592832,21318"tarch11__normal__w1000_r5": 0.9700245059380143,21319"tarch11__skewt__w1000_r5": 0.9687025353733434,21320"tarch11__t__w1000_r5": 0.983633458937364921321},21322"medrv_on|qlike|1": {21323"aparch11__ged__w1000_r5": 1.0648769932197755,21324"aparch11__normal__w1000_r5": 1.0638035072155703,21325"aparch11__skewt__w1000_r5": 1.5533508316476945,21326"aparch11__t__w1000_r5": 1.4174732941535302,21327"arch5__ged__w1000_r5": 1.0655983940303309,21328"arch5__normal__w1000_r5": 1.0657312714971288,21329"arch5__skewt__w1000_r5": 1.0690199160613616,21330"arch5__t__w1000_r5": 1.0667186756335094,21331"avgarch11__ged__w1000_r5": 1.0018872635895217,21332"avgarch11__normal__w1000_r5": 1.0027700704341855,21333"avgarch11__skewt__w1000_r5": 1.0035708472546496,21334"avgarch11__t__w1000_r5": 1.0023432003736112,21335"cgarch11__ged__w1000_r5": 1.0011664983032538,21336"cgarch11__normal__w1000_r5": 0.9988380819463396,21337"cgarch11__skewt__w1000_r5": 1.004740074584154,21338"cgarch11__t__w1000_r5": 1.0034605991040926,21339"constvar__normal__w1000_r5": 1.5919331914029222,21340"egarch11__ged__w1000_r5": 1.041136250547424,21341"egarch11__normal__w1000_r5": 7.769287319993934,21342"egarch11__skewt__w1000_r5": 0.9886776863624539,21343"egarch11__t__w1000_r5": 0.9911036381038653,21344"ewma094__normal__w1000_r5": 1.0239446390319058,21345"figarch11__ged__w1000_r5": 1.0031021670363942,21346"figarch11__normal__w1000_r5": 1.0032401441756449,21347"figarch11__skewt__w1000_r5": 1.0078058536492582,21348"figarch11__t__w1000_r5": 1.0042324182502549,21349"garch11__ged__w1000_r5": 0.9998345786426268,21350"garch11__normal__w1000_r5": 1.0,21351"garch11__skewt__w1000_r5": 1.002675312546638,21352"garch11__t__w1000_r5": 1.0014069878629102,21353"garch12__ged__w1000_r5": 0.9999487578696895,21354"garch12__normal__w1000_r5": 1.0024629486613943,21355"garch12__skewt__w1000_r5": 1.0026023001201247,21356"garch12__t__w1000_r5": 1.0013799053865724,21357"garch21__ged__w1000_r5": 1.0107296003456523,21358"garch21__normal__w1000_r5": 1.010638858319956,21359"garch21__skewt__w1000_r5": 1.0140486679659169,21360"garch21__t__w1000_r5": 1.0120889725397804,21361"garchm11__ged__w1000_r5": 0.9970381963119309,21362"garchm11__normal__w1000_r5": 0.997849549000567,21363"garchm11__skewt__w1000_r5": 1.0012904356861463,21364"garchm11__t__w1000_r5": 0.9991600427838008,21365"garchx_rv11__normal__w1000_r5": 0.9679498512853466,21366"garchx_rv11__t__w1000_r5": 0.9644895989866177,21367"gas_t11__t__w1000_r5": 1.0006467730507718,21368"gjr11__ged__w1000_r5": 0.9704661186627687,21369"gjr11__normal__w1000_r5": 0.9716252319554152,21370"gjr11__skewt__w1000_r5": 0.9696348643258089,21371"gjr11__t__w1000_r5": 0.9697530949288374,21372"har_rv__empirical__w1000_r5": 2368558.849219008,21373"heavy11__normal__w1000_r5": 0.9677100843858027,21374"heavy11__t__w1000_r5": 0.9652307870581461,21375"histvar22__empirical__w1000_r5": 1.1099345346830536,21376"histvar252__empirical__w1000_r5": 1.4589500752542695,21377"histvar66__empirical__w1000_r5": 1.2102830663888795,21378"igarch11__ged__w1000_r5": 0.9986317567058564,21379"igarch11__normal__w1000_r5": 0.9997301360688023,21380"igarch11__skewt__w1000_r5": 1.003501960156446,21381"igarch11__t__w1000_r5": 1.0025308327518725,21382"loghar_rv__empirical__w1000_r5": 0.9604031530056557,21383"msgarch2__normal__w1000_r5": 1.0193881356871233,21384"msgarch2__t__w1000_r5": 1.009958321723262,21385"nagarch11__ged__w1000_r5": 0.9800018172505593,21386"nagarch11__normal__w1000_r5": 0.9645002494559084,21387"nagarch11__skewt__w1000_r5": 0.9728260244697539,21388"nagarch11__t__w1000_r5": 0.9714132260837358,21389"qgarch11__ged__w1000_r5": 0.9659500890861898,21390"qgarch11__normal__w1000_r5": 0.964920350012621,21391"qgarch11__skewt__w1000_r5": 0.9677656326624643,21392"qgarch11__t__w1000_r5": 0.9663252974812773,21393"realgarch11__normal__w1000_r5": 0.9652994468785224,21394"realgarch11__t__w1000_r5": 0.9648327035754845,21395"rm2006__normal__w1000_r5": 1.0086033646594352,21396"rm_rw__empirical__w1000_r5": 1.9069301668621788,21397"tarch11__ged__w1000_r5": 0.9628135107475063,21398"tarch11__normal__w1000_r5": 0.9630005638557857,21399"tarch11__skewt__w1000_r5": 0.9614607994037809,21400"tarch11__t__w1000_r5": 0.960886438397291821401},21402"medrv_on|qlike|5": {21403"aparch11__ged__w1000_r5": 1.1244887065595832,21404"aparch11__normal__w1000_r5": 1.138912714854091,21405"aparch11__skewt__w1000_r5": 2.3711445771297566,21406"aparch11__t__w1000_r5": 2.1065939400262574,21407"arch5__ged__w1000_r5": 1.0901625207309988,21408"arch5__normal__w1000_r5": 1.0899833865902089,21409"arch5__skewt__w1000_r5": 1.0929323600834893,21410"arch5__t__w1000_r5": 1.0897558362327273,21411"avgarch11__ged__w1000_r5": 1.0043435408349837,21412"avgarch11__normal__w1000_r5": 1.0052905196802595,21413"avgarch11__skewt__w1000_r5": 1.0053262722832266,21414"avgarch11__t__w1000_r5": 1.0034501051951914,21415"cgarch11__ged__w1000_r5": 1.0242343729814984,21416"cgarch11__normal__w1000_r5": 1.0173884711307755,21417"cgarch11__skewt__w1000_r5": 1.0302617340079543,21418"cgarch11__t__w1000_r5": 1.0276922705039995,21419"constvar__normal__w1000_r5": 1.9380466036640709,21420"egarch11__ged__w1000_r5": 1.0890938322846928,21421"egarch11__normal__w1000_r5": 28.316874592626455,21422"egarch11__skewt__w1000_r5": 1.0175624302736594,21423"egarch11__t__w1000_r5": 1.0208195618456326,21424"ewma094__normal__w1000_r5": 1.0646842068764948,21425"figarch11__ged__w1000_r5": 1.0064701875137176,21426"figarch11__normal__w1000_r5": 1.006127732705183,21427"figarch11__skewt__w1000_r5": 1.0135026670649807,21428"figarch11__t__w1000_r5": 1.0069770247863192,21429"garch11__ged__w1000_r5": 0.9996210551849166,21430"garch11__normal__w1000_r5": 1.0,21431"garch11__skewt__w1000_r5": 1.004089588539039,21432"garch11__t__w1000_r5": 1.000690195438723,21433"garch12__ged__w1000_r5": 1.0000718252549048,21434"garch12__normal__w1000_r5": 1.0002661951453615,21435"garch12__skewt__w1000_r5": 1.0047823928389015,21436"garch12__t__w1000_r5": 1.001330245863352,21437"garch21__ged__w1000_r5": 1.0036697457038228,21438"garch21__normal__w1000_r5": 1.0030639176091776,21439"garch21__skewt__w1000_r5": 1.0066685855972943,21440"garch21__t__w1000_r5": 1.0047109465274882,21441"garchm11__ged__w1000_r5": 0.9963858215947026,21442"garchm11__normal__w1000_r5": 0.9979804344829613,21443"garchm11__skewt__w1000_r5": 1.0023431697611007,21444"garchm11__t__w1000_r5": 0.9977685014066032,21445"garchx_rv11__normal__w1000_r5": 0.956742743147859,21446"garchx_rv11__t__w1000_r5": 0.9515058032173386,21447"gas_t11__t__w1000_r5": 0.9958241293886829,21448"gjr11__ged__w1000_r5": 0.9664351497809349,21449"gjr11__normal__w1000_r5": 0.9681865185908483,21450"gjr11__skewt__w1000_r5": 0.9713859104503236,21451"gjr11__t__w1000_r5": 0.9689881127278434,21452"har_rv__empirical__w1000_r5": 1.0402124972444637,21453"heavy11__normal__w1000_r5": 0.953915456968816,21454"heavy11__t__w1000_r5": 0.9495554261700424,21455"histvar22__empirical__w1000_r5": 1.241535114644418,21456"histvar252__empirical__w1000_r5": 1.7834212689135005,21457"histvar66__empirical__w1000_r5": 1.3724763087804313,21458"igarch11__ged__w1000_r5": 0.9972203173372456,21459"igarch11__normal__w1000_r5": 0.999288851917598,21460"igarch11__skewt__w1000_r5": 1.0022654259445491,21461"igarch11__t__w1000_r5": 1.0033110508660898,21462"loghar_rv__empirical__w1000_r5": 0.9373289895290066,21463"msgarch2__normal__w1000_r5": 1.0764466810697222,21464"msgarch2__t__w1000_r5": 1.0387747042943334,21465"nagarch11__ged__w1000_r5": 1.000005651508435,21466"nagarch11__normal__w1000_r5": 0.9684827989129108,21467"nagarch11__skewt__w1000_r5": 0.9826270788880898,21468"nagarch11__t__w1000_r5": 0.983951784661694,21469"qgarch11__ged__w1000_r5": 0.9647647778638693,21470"qgarch11__normal__w1000_r5": 0.9620651528670368,21471"qgarch11__skewt__w1000_r5": 0.9733486364180902,21472"qgarch11__t__w1000_r5": 0.9670356168240057,21473"realgarch11__normal__w1000_r5": 0.9613434738856932,21474"realgarch11__t__w1000_r5": 0.9883661986613005,21475"rm2006__normal__w1000_r5": 1.020857130204085,21476"rm_rw__empirical__w1000_r5": 2.91600430320988,21477"tarch11__ged__w1000_r5": 0.9620478432947756,21478"tarch11__normal__w1000_r5": 0.9609244816116584,21479"tarch11__skewt__w1000_r5": 0.9591552722591085,21480"tarch11__t__w1000_r5": 0.958127454041725121481},21482"medrv_on|qlike|22": {21483"aparch11__ged__w1000_r5": 1.127977903139862,21484"aparch11__normal__w1000_r5": 1.1354202369520796,21485"aparch11__skewt__w1000_r5": 2.603596252743094,21486"aparch11__t__w1000_r5": 2.3723836543329417,21487"arch5__ged__w1000_r5": 1.14728317356146,21488"arch5__normal__w1000_r5": 1.1436393002709395,21489"arch5__skewt__w1000_r5": 1.1570639808362722,21490"arch5__t__w1000_r5": 1.1464066708100895,21491"avgarch11__ged__w1000_r5": 1.0138140986814104,21492"avgarch11__normal__w1000_r5": 1.005467255304615,21493"avgarch11__skewt__w1000_r5": 1.0036581944347112,21494"avgarch11__t__w1000_r5": 1.0079209307525765,21495"cgarch11__ged__w1000_r5": 1.1101302670541404,21496"cgarch11__normal__w1000_r5": 1.0916257516239614,21497"cgarch11__skewt__w1000_r5": 1.1219048723052747,21498"cgarch11__t__w1000_r5": 1.115559250566411,21499"constvar__normal__w1000_r5": 1.5456085678651645,21500"egarch11__ged__w1000_r5": 1.1260272020553495,21501"egarch11__normal__w1000_r5": 33.68676913319214,21502"egarch11__skewt__w1000_r5": 1.0516634065330688,21503"egarch11__t__w1000_r5": 1.075217372667614,21504"ewma094__normal__w1000_r5": 1.0199071505049815,21505"figarch11__ged__w1000_r5": 1.050294031905949,21506"figarch11__normal__w1000_r5": 1.046470788811215,21507"figarch11__skewt__w1000_r5": 1.0652434254971541,21508"figarch11__t__w1000_r5": 1.0512941990859368,21509"garch11__ged__w1000_r5": 1.0010540353273445,21510"garch11__normal__w1000_r5": 1.0,21511"garch11__skewt__w1000_r5": 1.008910929508065,21512"garch11__t__w1000_r5": 1.0003904927360314,21513"garch12__ged__w1000_r5": 1.0000908868889629,21514"garch12__normal__w1000_r5": 0.9979419311398677,21515"garch12__skewt__w1000_r5": 1.0088959527807548,21516"garch12__t__w1000_r5": 1.000241811891327,21517"garch21__ged__w1000_r5": 1.007513369396979,21518"garch21__normal__w1000_r5": 1.0033462308035823,21519"garch21__skewt__w1000_r5": 1.016465781838088,21520"garch21__t__w1000_r5": 1.0105522694438553,21521"garchm11__ged__w1000_r5": 0.995180044291571,21522"garchm11__normal__w1000_r5": 0.9953300006837776,21523"garchm11__skewt__w1000_r5": 1.0062041730164797,21524"garchm11__t__w1000_r5": 0.9953075108245883,21525"garchx_rv11__normal__w1000_r5": 0.9216705011016696,21526"garchx_rv11__t__w1000_r5": 0.9180237912234127,21527"gas_t11__t__w1000_r5": 0.9972872008177982,21528"gjr11__ged__w1000_r5": 0.9679713744954467,21529"gjr11__normal__w1000_r5": 0.9630521121923143,21530"gjr11__skewt__w1000_r5": 0.9862844048025482,21531"gjr11__t__w1000_r5": 0.9829423101136752,21532"har_rv__empirical__w1000_r5": 1.0797928500963556,21533"heavy11__normal__w1000_r5": 0.9171513879631875,21534"heavy11__t__w1000_r5": 0.9140985257973286,21535"histvar22__empirical__w1000_r5": 1.201492117716871,21536"histvar252__empirical__w1000_r5": 1.6285996736161221,21537"histvar66__empirical__w1000_r5": 1.3408531906996817,21538"igarch11__ged__w1000_r5": 0.9267716335574702,21539"igarch11__normal__w1000_r5": 0.9313202907535436,21540"igarch11__skewt__w1000_r5": 0.923983527278903,21541"igarch11__t__w1000_r5": 0.9406808457709847,21542"loghar_rv__empirical__w1000_r5": 0.9639435640753878,21543"msgarch2__normal__w1000_r5": 1.1115796903871018,21544"msgarch2__t__w1000_r5": 1.0469458618119936,21545"nagarch11__ged__w1000_r5": 1.0134324020013188,21546"nagarch11__normal__w1000_r5": 0.9896690982007883,21547"nagarch11__skewt__w1000_r5": 0.9868108475278811,21548"nagarch11__t__w1000_r5": 0.9984127604986998,21549"qgarch11__ged__w1000_r5": 0.9854293843375184,21550"qgarch11__normal__w1000_r5": 0.9765868438551719,21551"qgarch11__skewt__w1000_r5": 0.9949424549133126,21552"qgarch11__t__w1000_r5": 0.9904873469934324,21553"realgarch11__normal__w1000_r5": 0.9425697758085667,21554"realgarch11__t__w1000_r5": 1.0410931440137805,21555"rm2006__normal__w1000_r5": 0.9856104482925337,21556"rm_rw__empirical__w1000_r5": 3.7262090692446117,21557"tarch11__ged__w1000_r5": 0.9905431362290021,21558"tarch11__normal__w1000_r5": 0.9716576105298061,21559"tarch11__skewt__w1000_r5": 0.9702469890431902,21560"tarch11__t__w1000_r5": 0.984879954245590421561},21562"r2|qlike|1": {21563"aparch11__ged__w1000_r5": 1.0405370518627512,21564"aparch11__normal__w1000_r5": 1.0427379484749246,21565"aparch11__skewt__w1000_r5": 1.228747030404972,21566"aparch11__t__w1000_r5": 1.1774309345809817,21567"arch5__ged__w1000_r5": 1.0202403309431898,21568"arch5__normal__w1000_r5": 1.0208396340027135,21569"arch5__skewt__w1000_r5": 1.0206125109635167,21570"arch5__t__w1000_r5": 1.0195892966316966,21571"avgarch11__ged__w1000_r5": 1.0010460142331485,21572"avgarch11__normal__w1000_r5": 1.001292872259823,21573"avgarch11__skewt__w1000_r5": 1.001836171734496,21574"avgarch11__t__w1000_r5": 1.000828296575188,21575"cgarch11__ged__w1000_r5": 1.0024235495153264,21576"cgarch11__normal__w1000_r5": 1.001089712647056,21577"cgarch11__skewt__w1000_r5": 1.0036089162882378,21578"cgarch11__t__w1000_r5": 1.0029644217949913,21579"constvar__normal__w1000_r5": 1.2050432327933303,21580"egarch11__ged__w1000_r5": 1.028068054141812,21581"egarch11__normal__w1000_r5": 8.66708806863973,21582"egarch11__skewt__w1000_r5": 1.008471856273958,21583"egarch11__t__w1000_r5": 1.0078749640968419,21584"ewma094__normal__w1000_r5": 1.016470322184404,21585"figarch11__ged__w1000_r5": 0.9996061553848664,21586"figarch11__normal__w1000_r5": 1.0001449431274907,21587"figarch11__skewt__w1000_r5": 1.00074891068203,21588"figarch11__t__w1000_r5": 0.9992613525315384,21589"garch11__ged__w1000_r5": 0.9998997398663803,21590"garch11__normal__w1000_r5": 1.0,21591"garch11__skewt__w1000_r5": 1.000870566497717,21592"garch11__t__w1000_r5": 0.9999859284451478,21593"garch12__ged__w1000_r5": 1.0000291139527868,21594"garch12__normal__w1000_r5": 1.0011626510254024,21595"garch12__skewt__w1000_r5": 1.0008092493733103,21596"garch12__t__w1000_r5": 0.9999617803531446,21597"garch21__ged__w1000_r5": 1.0021704604388917,21598"garch21__normal__w1000_r5": 1.0023865285104747,21599"garch21__skewt__w1000_r5": 1.0033770323596172,21600"garch21__t__w1000_r5": 1.002065118440155,21601"garchm11__ged__w1000_r5": 0.9989241359881929,21602"garchm11__normal__w1000_r5": 0.9991082611367507,21603"garchm11__skewt__w1000_r5": 1.00018495289589,21604"garchm11__t__w1000_r5": 0.9992042214890581,21605"garchx_rv11__normal__w1000_r5": 0.9813841112555284,21606"garchx_rv11__t__w1000_r5": 0.9795586811055558,21607"gas_t11__t__w1000_r5": 0.9995538363505737,21608"gjr11__ged__w1000_r5": 0.9933671282498383,21609"gjr11__normal__w1000_r5": 0.9937713519941636,21610"gjr11__skewt__w1000_r5": 0.9942459903830949,21611"gjr11__t__w1000_r5": 0.9933604845418378,21612"har_rv__empirical__w1000_r5": 1593598.6773141196,21613"heavy11__normal__w1000_r5": 0.9800681796818907,21614"heavy11__t__w1000_r5": 0.9787707097828118,21615"histvar22__empirical__w1000_r5": 1.0638579465902582,21616"histvar252__empirical__w1000_r5": 1.1614449582376083,21617"histvar66__empirical__w1000_r5": 1.072846835095267,21618"igarch11__ged__w1000_r5": 1.0035886240282732,21619"igarch11__normal__w1000_r5": 1.004135984649079,21620"igarch11__skewt__w1000_r5": 1.004789021227929,21621"igarch11__t__w1000_r5": 1.0039104560682397,21622"loghar_rv__empirical__w1000_r5": 0.9791120283135775,21623"msgarch2__normal__w1000_r5": 1.006742436401845,21624"msgarch2__t__w1000_r5": 1.002520238015111,21625"nagarch11__ged__w1000_r5": 1.0122540590975304,21626"nagarch11__normal__w1000_r5": 0.9974881850532038,21627"nagarch11__skewt__w1000_r5": 1.0031986589411621,21628"nagarch11__t__w1000_r5": 1.0022519796668925,21629"qgarch11__ged__w1000_r5": 0.9930058715300315,21630"qgarch11__normal__w1000_r5": 0.9928258725788586,21631"qgarch11__skewt__w1000_r5": 0.9939021516406545,21632"qgarch11__t__w1000_r5": 0.9929022363702423,21633"realgarch11__normal__w1000_r5": 0.9801791431416524,21634"realgarch11__t__w1000_r5": 0.9799539238177943,21635"rm2006__normal__w1000_r5": 1.0015984372294549,21636"rm_rw__empirical__w1000_r5": 1.4029930773001458,21637"tarch11__ged__w1000_r5": 0.9956510046699658,21638"tarch11__normal__w1000_r5": 0.9960889110912448,21639"tarch11__skewt__w1000_r5": 0.9947105434753224,21640"tarch11__t__w1000_r5": 0.994261653158467321641},21642"r2|qlike|5": {21643"aparch11__ged__w1000_r5": 1.145883773038214,21644"aparch11__normal__w1000_r5": 1.1613295915607675,21645"aparch11__skewt__w1000_r5": 2.0606935054709137,21646"aparch11__t__w1000_r5": 1.8707809785462681,21647"arch5__ged__w1000_r5": 1.0461055724392516,21648"arch5__normal__w1000_r5": 1.045938347546665,21649"arch5__skewt__w1000_r5": 1.048454877056352,21650"arch5__t__w1000_r5": 1.0455343762008134,21651"avgarch11__ged__w1000_r5": 1.0114923623770586,21652"avgarch11__normal__w1000_r5": 1.0098779319545819,21653"avgarch11__skewt__w1000_r5": 1.0140350353301368,21654"avgarch11__t__w1000_r5": 1.010951084471773,21655"cgarch11__ged__w1000_r5": 1.0188922774082456,21656"cgarch11__normal__w1000_r5": 1.0128355536275735,21657"cgarch11__skewt__w1000_r5": 1.0240710402687314,21658"cgarch11__t__w1000_r5": 1.0208752124972886,21659"constvar__normal__w1000_r5": 1.6389559745862452,21660"egarch11__ged__w1000_r5": 1.090857394669679,21661"egarch11__normal__w1000_r5": 23.27677238491467,21662"egarch11__skewt__w1000_r5": 1.0688619002153599,21663"egarch11__t__w1000_r5": 1.0683147134320574,21664"ewma094__normal__w1000_r5": 1.0885462638763674,21665"figarch11__ged__w1000_r5": 1.0015868381852797,21666"figarch11__normal__w1000_r5": 1.0012427860605477,21667"figarch11__skewt__w1000_r5": 1.0077561158187442,21668"figarch11__t__w1000_r5": 1.0015912496779413,21669"garch11__ged__w1000_r5": 1.0001059261094725,21670"garch11__normal__w1000_r5": 1.0,21671"garch11__skewt__w1000_r5": 1.0055737264856088,21672"garch11__t__w1000_r5": 1.0009632171211886,21673"garch12__ged__w1000_r5": 1.0006797940050234,21674"garch12__normal__w1000_r5": 1.0000507441372686,21675"garch12__skewt__w1000_r5": 1.005955422071272,21676"garch12__t__w1000_r5": 1.0013396749402805,21677"garch21__ged__w1000_r5": 1.0037001917100388,21678"garch21__normal__w1000_r5": 1.002737974205511,21679"garch21__skewt__w1000_r5": 1.007400060522238,21680"garch21__t__w1000_r5": 1.004315080653721,21681"garchm11__ged__w1000_r5": 0.9979687597766792,21682"garchm11__normal__w1000_r5": 0.9985809132480479,21683"garchm11__skewt__w1000_r5": 1.0040054684505315,21684"garchm11__t__w1000_r5": 0.999082074245032,21685"garchx_rv11__normal__w1000_r5": 0.9518096686244177,21686"garchx_rv11__t__w1000_r5": 0.947344186618858,21687"gas_t11__t__w1000_r5": 1.0024397006058894,21688"gjr11__ged__w1000_r5": 0.9858141985473033,21689"gjr11__normal__w1000_r5": 0.9854414315518312,21690"gjr11__skewt__w1000_r5": 0.9963747062949503,21691"gjr11__t__w1000_r5": 0.9921774821196186,21692"har_rv__empirical__w1000_r5": 0.9958890330266557,21693"heavy11__normal__w1000_r5": 0.9476906352330793,21694"heavy11__t__w1000_r5": 0.944004568325851,21695"histvar22__empirical__w1000_r5": 1.2790019233936283,21696"histvar252__empirical__w1000_r5": 1.5554957662927047,21697"histvar66__empirical__w1000_r5": 1.2714124836346345,21698"igarch11__ged__w1000_r5": 1.0132724001191,21699"igarch11__normal__w1000_r5": 1.0142200349938972,21700"igarch11__skewt__w1000_r5": 1.0172982787243825,21701"igarch11__t__w1000_r5": 1.0153009825774055,21702"loghar_rv__empirical__w1000_r5": 0.9490606004604804,21703"msgarch2__normal__w1000_r5": 1.0521283591576638,21704"msgarch2__t__w1000_r5": 1.0307503969677811,21705"nagarch11__ged__w1000_r5": 1.0693849156587438,21706"nagarch11__normal__w1000_r5": 1.0327520059377024,21707"nagarch11__skewt__w1000_r5": 1.0382776839042207,21708"nagarch11__t__w1000_r5": 1.0446086166246837,21709"qgarch11__ged__w1000_r5": 0.9946672261707283,21710"qgarch11__normal__w1000_r5": 0.9932584223303286,21711"qgarch11__skewt__w1000_r5": 1.0008498096651366,21712"qgarch11__t__w1000_r5": 0.99504891387537,21713"realgarch11__normal__w1000_r5": 0.9588674252333005,21714"realgarch11__t__w1000_r5": 0.9777490743003826,21715"rm2006__normal__w1000_r5": 1.023343826013105,21716"rm_rw__empirical__w1000_r5": 2.556196727911944,21717"tarch11__ged__w1000_r5": 1.0104751346835998,21718"tarch11__normal__w1000_r5": 1.0097130450766574,21719"tarch11__skewt__w1000_r5": 1.0066635321047184,21720"tarch11__t__w1000_r5": 1.005802648945197221721},21722"r2|qlike|22": {21723"aparch11__ged__w1000_r5": 1.1872318170504204,21724"aparch11__normal__w1000_r5": 1.1901160547624747,21725"aparch11__skewt__w1000_r5": 2.627614562285099,21726"aparch11__t__w1000_r5": 2.4054770269611345,21727"arch5__ged__w1000_r5": 1.1232212970719884,21728"arch5__normal__w1000_r5": 1.119965140487203,21729"arch5__skewt__w1000_r5": 1.1332558050982238,21730"arch5__t__w1000_r5": 1.1219308340014467,21731"avgarch11__ged__w1000_r5": 1.0167614807709018,21732"avgarch11__normal__w1000_r5": 1.0029051980348005,21733"avgarch11__skewt__w1000_r5": 1.0105879844995131,21734"avgarch11__t__w1000_r5": 1.0125891975104215,21735"cgarch11__ged__w1000_r5": 1.1129337375369182,21736"cgarch11__normal__w1000_r5": 1.0921745353448982,21737"cgarch11__skewt__w1000_r5": 1.1273080642190354,21738"cgarch11__t__w1000_r5": 1.1184003283452881,21739"constvar__normal__w1000_r5": 1.5015168423645144,21740"egarch11__ged__w1000_r5": 1.1554142027522436,21741"egarch11__normal__w1000_r5": 46.50779659210017,21742"egarch11__skewt__w1000_r5": 1.1170073696153155,21743"egarch11__t__w1000_r5": 1.1398202531089814,21744"ewma094__normal__w1000_r5": 1.0811820888154668,21745"figarch11__ged__w1000_r5": 1.0483767720182822,21746"figarch11__normal__w1000_r5": 1.043735545367886,21747"figarch11__skewt__w1000_r5": 1.0658937367884895,21748"figarch11__t__w1000_r5": 1.049769504721578,21749"garch11__ged__w1000_r5": 1.002016488116004,21750"garch11__normal__w1000_r5": 1.0,21751"garch11__skewt__w1000_r5": 1.0139785970260045,21752"garch11__t__w1000_r5": 1.0025959981804755,21753"garch12__ged__w1000_r5": 1.0020723549244492,21754"garch12__normal__w1000_r5": 0.9988562911250918,21755"garch12__skewt__w1000_r5": 1.0139427078028238,21756"garch12__t__w1000_r5": 1.0025983865241725,21757"garch21__ged__w1000_r5": 1.0098775772684196,21758"garch21__normal__w1000_r5": 1.0048132744167437,21759"garch21__skewt__w1000_r5": 1.0224055623285495,21760"garch21__t__w1000_r5": 1.0137780641084233,21761"garchm11__ged__w1000_r5": 0.9970130518910829,21762"garchm11__normal__w1000_r5": 0.9966019882798931,21763"garchm11__skewt__w1000_r5": 1.0115387664257456,21764"garchm11__t__w1000_r5": 0.9979505901325371,21765"garchx_rv11__normal__w1000_r5": 0.9083439213774268,21766"garchx_rv11__t__w1000_r5": 0.9044384568811875,21767"gas_t11__t__w1000_r5": 1.0015107037021,21768"gjr11__ged__w1000_r5": 0.9931108128830016,21769"gjr11__normal__w1000_r5": 0.9836993652969473,21770"gjr11__skewt__w1000_r5": 1.022733339665662,21771"gjr11__t__w1000_r5": 1.017441246605419,21772"har_rv__empirical__w1000_r5": 1.0534474881643312,21773"heavy11__normal__w1000_r5": 0.9032804997629966,21774"heavy11__t__w1000_r5": 0.9000882427690109,21775"histvar22__empirical__w1000_r5": 1.3193402236309746,21776"histvar252__empirical__w1000_r5": 1.6135370666558304,21777"histvar66__empirical__w1000_r5": 1.352631903686909,21778"igarch11__ged__w1000_r5": 0.9375398722961212,21779"igarch11__normal__w1000_r5": 0.9400825834867867,21780"igarch11__skewt__w1000_r5": 0.9375045898970719,21781"igarch11__t__w1000_r5": 0.9496954493845878,21782"loghar_rv__empirical__w1000_r5": 0.9690219739191184,21783"msgarch2__normal__w1000_r5": 1.1100266335864772,21784"msgarch2__t__w1000_r5": 1.0511313747193296,21785"nagarch11__ged__w1000_r5": 1.085886840026402,21786"nagarch11__normal__w1000_r5": 1.0642868412024729,21787"nagarch11__skewt__w1000_r5": 1.0468264905733122,21788"nagarch11__t__w1000_r5": 1.0639573794659094,21789"qgarch11__ged__w1000_r5": 1.013109021744633,21790"qgarch11__normal__w1000_r5": 1.0045491823339001,21791"qgarch11__skewt__w1000_r5": 1.0186859208026369,21792"qgarch11__t__w1000_r5": 1.0158137196831316,21793"realgarch11__normal__w1000_r5": 0.9484435479693841,21794"realgarch11__t__w1000_r5": 1.0437927425138878,21795"rm2006__normal__w1000_r5": 1.0218007191684102,21796"rm_rw__empirical__w1000_r5": 4.015769279633881,21797"tarch11__ged__w1000_r5": 1.0361645542792048,21798"tarch11__normal__w1000_r5": 1.0148420979119055,21799"tarch11__skewt__w1000_r5": 1.0151937360749883,21800"tarch11__t__w1000_r5": 1.03073739889446521801},21802"rv5ss_scaled|qlike|1": {21803"aparch11__ged__w1000_r5": 1.208681015040627,21804"aparch11__normal__w1000_r5": 1.2268499743798384,21805"aparch11__skewt__w1000_r5": 2.321256997605187,21806"aparch11__t__w1000_r5": 2.02173812641963,21807"arch5__ged__w1000_r5": 1.1273629861806622,21808"arch5__normal__w1000_r5": 1.1314917219119898,21809"arch5__skewt__w1000_r5": 1.1302150895276677,21810"arch5__t__w1000_r5": 1.1274389027805036,21811"avgarch11__ged__w1000_r5": 1.0171361559135985,21812"avgarch11__normal__w1000_r5": 1.0179439824170775,21813"avgarch11__skewt__w1000_r5": 1.026152229335862,21814"avgarch11__t__w1000_r5": 1.0206982834217218,21815"cgarch11__ged__w1000_r5": 0.987548851594797,21816"cgarch11__normal__w1000_r5": 0.9844769923934242,21817"cgarch11__skewt__w1000_r5": 0.9997705684186334,21818"cgarch11__t__w1000_r5": 0.9952323316381428,21819"constvar__normal__w1000_r5": 2.0443990050831236,21820"egarch11__ged__w1000_r5": 1.128727366140025,21821"egarch11__normal__w1000_r5": 13.712693622915808,21822"egarch11__skewt__w1000_r5": 1.0170183348253274,21823"egarch11__t__w1000_r5": 1.026133124291906,21824"ewma094__normal__w1000_r5": 1.0739389808679685,21825"figarch11__ged__w1000_r5": 1.0207640635809692,21826"figarch11__normal__w1000_r5": 1.018575766299285,21827"figarch11__skewt__w1000_r5": 1.0346584656771574,21828"figarch11__t__w1000_r5": 1.025404963309017,21829"garch11__ged__w1000_r5": 1.0005947944981337,21830"garch11__normal__w1000_r5": 1.0,21831"garch11__skewt__w1000_r5": 1.010988353283033,21832"garch11__t__w1000_r5": 1.0064124043436558,21833"garch12__ged__w1000_r5": 1.0002377678607348,21834"garch12__normal__w1000_r5": 1.005790117918116,21835"garch12__skewt__w1000_r5": 1.0115124313987434,21836"garch12__t__w1000_r5": 1.006735437148304,21837"garch21__ged__w1000_r5": 1.03042191681613,21838"garch21__normal__w1000_r5": 1.0345375422052139,21839"garch21__skewt__w1000_r5": 1.0361913422068243,21840"garch21__t__w1000_r5": 1.0318014733414798,21841"garchm11__ged__w1000_r5": 0.9942591539544989,21842"garchm11__normal__w1000_r5": 0.9938501251164646,21843"garchm11__skewt__w1000_r5": 1.007640616613043,21844"garchm11__t__w1000_r5": 1.0012297074008778,21845"garchx_rv11__normal__w1000_r5": 0.9570619163847671,21846"garchx_rv11__t__w1000_r5": 0.9534372996192387,21847"gas_t11__t__w1000_r5": 1.0305204686109812,21848"gjr11__ged__w1000_r5": 0.9344858199173958,21849"gjr11__normal__w1000_r5": 0.9369618998826433,21850"gjr11__skewt__w1000_r5": 0.9410784401770274,21851"gjr11__t__w1000_r5": 0.9381951827066581,21852"har_rv__empirical__w1000_r5": 3171543.785743491,21853"heavy11__normal__w1000_r5": 0.9631556024212984,21854"heavy11__t__w1000_r5": 0.9604813336428232,21855"histvar22__empirical__w1000_r5": 1.3458546460799854,21856"histvar252__empirical__w1000_r5": 1.8972366273941406,21857"histvar66__empirical__w1000_r5": 1.413462730278726,21858"igarch11__ged__w1000_r5": 1.0088251387203402,21859"igarch11__normal__w1000_r5": 1.00988850847491,21860"igarch11__skewt__w1000_r5": 1.0210216763428566,21861"igarch11__t__w1000_r5": 1.0157805250862009,21862"loghar_rv__empirical__w1000_r5": 0.9302843104771326,21863"msgarch2__normal__w1000_r5": 1.0209150980504016,21864"msgarch2__t__w1000_r5": 1.0430364849983387,21865"nagarch11__ged__w1000_r5": 1.0317109217532947,21866"nagarch11__normal__w1000_r5": 0.9599892833347393,21867"nagarch11__skewt__w1000_r5": 0.9758460866439378,21868"nagarch11__t__w1000_r5": 0.9793284743960451,21869"qgarch11__ged__w1000_r5": 0.942883323745274,21870"qgarch11__normal__w1000_r5": 0.9417965663228051,21871"qgarch11__skewt__w1000_r5": 0.9482807641832417,21872"qgarch11__t__w1000_r5": 0.9462294780760245,21873"realgarch11__normal__w1000_r5": 0.9268722956949248,21874"realgarch11__t__w1000_r5": 0.9258238714651644,21875"rm2006__normal__w1000_r5": 1.0044058553012802,21876"rm_rw__empirical__w1000_r5": 3.34311318869915,21877"tarch11__ged__w1000_r5": 0.9467085246475723,21878"tarch11__normal__w1000_r5": 0.9505981410533918,21879"tarch11__skewt__w1000_r5": 0.9413870508915435,21880"tarch11__t__w1000_r5": 0.94200702718878521881},21882"rv5ss_scaled|qlike|5": {21883"aparch11__ged__w1000_r5": 1.3143252249419548,21884"aparch11__normal__w1000_r5": 1.341032161773747,21885"aparch11__skewt__w1000_r5": 3.2869804344149407,21886"aparch11__t__w1000_r5": 2.896943800803735,21887"arch5__ged__w1000_r5": 1.1047747781435673,21888"arch5__normal__w1000_r5": 1.1044070938057664,21889"arch5__skewt__w1000_r5": 1.1087519441210674,21890"arch5__t__w1000_r5": 1.1049041276220526,21891"avgarch11__ged__w1000_r5": 1.0057417908749122,21892"avgarch11__normal__w1000_r5": 1.0001930339436935,21893"avgarch11__skewt__w1000_r5": 1.0134175172100868,21894"avgarch11__t__w1000_r5": 1.007095824381888,21895"cgarch11__ged__w1000_r5": 1.0191618968701075,21896"cgarch11__normal__w1000_r5": 1.0100338756318212,21897"cgarch11__skewt__w1000_r5": 1.0334962110001056,21898"cgarch11__t__w1000_r5": 1.028683038280751,21899"constvar__normal__w1000_r5": 2.090508882221565,21900"egarch11__ged__w1000_r5": 1.1554705550817852,21901"egarch11__normal__w1000_r5": 38.052353302707694,21902"egarch11__skewt__w1000_r5": 1.0974019582460437,21903"egarch11__t__w1000_r5": 1.1097126901732506,21904"ewma094__normal__w1000_r5": 1.1152475590053172,21905"figarch11__ged__w1000_r5": 0.998113930214721,21906"figarch11__normal__w1000_r5": 0.9943013821319968,21907"figarch11__skewt__w1000_r5": 1.0092813299379444,21908"figarch11__t__w1000_r5": 0.9994461241383127,21909"garch11__ged__w1000_r5": 1.0020237473063172,21910"garch11__normal__w1000_r5": 1.0,21911"garch11__skewt__w1000_r5": 1.0134548285914204,21912"garch11__t__w1000_r5": 1.0060620133884888,21913"garch12__ged__w1000_r5": 1.0020036275180115,21914"garch12__normal__w1000_r5": 1.0011238749056965,21915"garch12__skewt__w1000_r5": 1.0140365222683,21916"garch12__t__w1000_r5": 1.0063334019523587,21917"garch21__ged__w1000_r5": 1.0019928490392724,21918"garch21__normal__w1000_r5": 1.0015110860045817,21919"garch21__skewt__w1000_r5": 1.0081931978867327,21920"garch21__t__w1000_r5": 1.002490102116862,21921"garchm11__ged__w1000_r5": 0.9972559581180472,21922"garchm11__normal__w1000_r5": 0.9963707840853356,21923"garchm11__skewt__w1000_r5": 1.0115439847565042,21924"garchm11__t__w1000_r5": 1.0015098325034397,21925"garchx_rv11__normal__w1000_r5": 0.9589085547311639,21926"garchx_rv11__t__w1000_r5": 0.9555620058378068,21927"gas_t11__t__w1000_r5": 1.0131189841530057,21928"gjr11__ged__w1000_r5": 0.9559099643264202,21929"gjr11__normal__w1000_r5": 0.9546901788513119,21930"gjr11__skewt__w1000_r5": 0.9764347125364963,21931"gjr11__t__w1000_r5": 0.9715547260159768,21932"har_rv__empirical__w1000_r5": 1.0549586955731243,21933"heavy11__normal__w1000_r5": 0.9607584970641712,21934"heavy11__t__w1000_r5": 0.9575588952869134,21935"histvar22__empirical__w1000_r5": 1.465759712029263,21936"histvar252__empirical__w1000_r5": 2.010744987599316,21937"histvar66__empirical__w1000_r5": 1.4787169060876904,21938"igarch11__ged__w1000_r5": 0.9991975455525065,21939"igarch11__normal__w1000_r5": 0.9993184726566662,21940"igarch11__skewt__w1000_r5": 1.0118310345555663,21941"igarch11__t__w1000_r5": 1.0062970440974934,21942"loghar_rv__empirical__w1000_r5": 0.9008842032101295,21943"msgarch2__normal__w1000_r5": 1.0879872123970773,21944"msgarch2__t__w1000_r5": 1.0829006256883777,21945"nagarch11__ged__w1000_r5": 1.1553056463751827,21946"nagarch11__normal__w1000_r5": 1.051237451793835,21947"nagarch11__skewt__w1000_r5": 1.0576436177280668,21948"nagarch11__t__w1000_r5": 1.0818256451578263,21949"qgarch11__ged__w1000_r5": 0.9693380263272738,21950"qgarch11__normal__w1000_r5": 0.9647657150482593,21951"qgarch11__skewt__w1000_r5": 0.978156931498173,21952"qgarch11__t__w1000_r5": 0.9733890754915552,21953"realgarch11__normal__w1000_r5": 0.9345360574771346,21954"realgarch11__t__w1000_r5": 0.9814876269196545,21955"rm2006__normal__w1000_r5": 1.0160339330882135,21956"rm_rw__empirical__w1000_r5": 4.550542717061746,21957"tarch11__ged__w1000_r5": 0.9861758300372307,21958"tarch11__normal__w1000_r5": 0.9852366857560231,21959"tarch11__skewt__w1000_r5": 0.9740327702887394,21960"tarch11__t__w1000_r5": 0.978085030660392921961},21962"rv5ss_scaled|qlike|22": {21963"aparch11__ged__w1000_r5": 1.310307891545591,21964"aparch11__normal__w1000_r5": 1.3166520200098586,21965"aparch11__skewt__w1000_r5": 3.38924976827565,21966"aparch11__t__w1000_r5": 3.063523376107743,21967"arch5__ged__w1000_r5": 1.152727110831848,21968"arch5__normal__w1000_r5": 1.147563008814886,21969"arch5__skewt__w1000_r5": 1.1597559166897382,21970"arch5__t__w1000_r5": 1.1507809214257476,21971"avgarch11__ged__w1000_r5": 0.9918950328511764,21972"avgarch11__normal__w1000_r5": 0.970866340630917,21973"avgarch11__skewt__w1000_r5": 0.987809061934019,21974"avgarch11__t__w1000_r5": 0.9900252660377485,21975"cgarch11__ged__w1000_r5": 1.1244666117828643,21976"cgarch11__normal__w1000_r5": 1.1009484692450462,21977"cgarch11__skewt__w1000_r5": 1.1407822113477082,21978"cgarch11__t__w1000_r5": 1.13771103488624,21979"constvar__normal__w1000_r5": 1.5355569054865592,21980"egarch11__ged__w1000_r5": 1.21604874034822,21981"egarch11__normal__w1000_r5": 80.38828272331453,21982"egarch11__skewt__w1000_r5": 1.1959240079934836,21983"egarch11__t__w1000_r5": 1.2301278050714874,21984"ewma094__normal__w1000_r5": 1.1214282598474663,21985"figarch11__ged__w1000_r5": 1.071040325198426,21986"figarch11__normal__w1000_r5": 1.0619547288282896,21987"figarch11__skewt__w1000_r5": 1.0856487142646598,21988"figarch11__t__w1000_r5": 1.07361967614885,21989"garch11__ged__w1000_r5": 1.0051629939354594,21990"garch11__normal__w1000_r5": 1.0,21991"garch11__skewt__w1000_r5": 1.015868728450085,21992"garch11__t__w1000_r5": 1.0069058057118117,21993"garch12__ged__w1000_r5": 1.0047252752558007,21994"garch12__normal__w1000_r5": 0.9989591157815768,21995"garch12__skewt__w1000_r5": 1.0156779878652102,21996"garch12__t__w1000_r5": 1.0065269653554254,21997"garch21__ged__w1000_r5": 1.0131974051556873,21998"garch21__normal__w1000_r5": 1.0057790149774724,21999"garch21__skewt__w1000_r5": 1.023386767758389,22000"garch21__t__w1000_r5": 1.016619879864322,22001"garchm11__ged__w1000_r5": 1.0000113022637778,22002"garchm11__normal__w1000_r5": 0.9963379599148632,22003"garchm11__skewt__w1000_r5": 1.014735181469838,22004"garchm11__t__w1000_r5": 1.0017001713876454,22005"garchx_rv11__normal__w1000_r5": 0.9468356735345973,22006"garchx_rv11__t__w1000_r5": 0.9440397768972284,22007"gas_t11__t__w1000_r5": 0.9971982928063777,22008"gjr11__ged__w1000_r5": 1.010057864112419,22009"gjr11__normal__w1000_r5": 0.9934304633992462,22010"gjr11__skewt__w1000_r5": 1.0599907801840034,22011"gjr11__t__w1000_r5": 1.0550162555113798,22012"har_rv__empirical__w1000_r5": 1.1043308767793074,22013"heavy11__normal__w1000_r5": 0.9444412682930279,22014"heavy11__t__w1000_r5": 0.9417448345290896,22015"histvar22__empirical__w1000_r5": 1.483786099287017,22016"histvar252__empirical__w1000_r5": 1.7211796228942002,22017"histvar66__empirical__w1000_r5": 1.4107524436516994,22018"igarch11__ged__w1000_r5": 0.9650583581029123,22019"igarch11__normal__w1000_r5": 0.9661084272212624,22020"igarch11__skewt__w1000_r5": 0.9681965723198366,22021"igarch11__t__w1000_r5": 0.9835440532716542,22022"loghar_rv__empirical__w1000_r5": 0.9247841027079191,22023"msgarch2__normal__w1000_r5": 1.1717592198288667,22024"msgarch2__t__w1000_r5": 1.1367072891612666,22025"nagarch11__ged__w1000_r5": 1.2080694002057817,22026"nagarch11__normal__w1000_r5": 1.157097221678868,22027"nagarch11__skewt__w1000_r5": 1.1268172179217169,22028"nagarch11__t__w1000_r5": 1.1642328003253146,22029"qgarch11__ged__w1000_r5": 1.044562513685555,22030"qgarch11__normal__w1000_r5": 1.0311259655888254,22031"qgarch11__skewt__w1000_r5": 1.0453386783065364,22032"qgarch11__t__w1000_r5": 1.0485580236038166,22033"realgarch11__normal__w1000_r5": 0.9479068754679837,22034"realgarch11__t__w1000_r5": 1.0908599413105804,22035"rm2006__normal__w1000_r5": 1.038025303535187,22036"rm_rw__empirical__w1000_r5": 5.370927789327097,22037"tarch11__ged__w1000_r5": 1.066331931234783,22038"tarch11__normal__w1000_r5": 1.0369158040494892,22039"tarch11__skewt__w1000_r5": 1.0435259989827972,22040"tarch11__t__w1000_r5": 1.064258327263572622041}22042},22043"tailrisk": {22044"aparch11__ged__w1000_r5": {22045"0.01": {22046"n": 2722,22047"hit_rate": 0.01763409257898604,22048"kupiec_p": 0.00030222438960911605,22049"cc_p": 0.0002559152919517267,22050"dq_p": 2.170732787431081e-08,22051"fz0_mean": 1.5547533102813569,22052"es_shortfall_ratio": 1.142020825067658522053},22054"0.05": {22055"n": 2722,22056"hit_rate": 0.05657604702424688,22057"kupiec_p": 0.12277938157087491,22058"cc_p": 0.27188389628132437,22059"dq_p": 0.004290835045582991,22060"fz0_mean": 1.0700661534833444,22061"es_shortfall_ratio": 1.130735848575375122062}22063},22064"aparch11__normal__w1000_r5": {22065"0.01": {22066"n": 2722,22067"hit_rate": 0.0213078618662748,22068"kupiec_p": 2.573535683835447e-07,22069"cc_p": 6.642127965763282e-07,22070"dq_p": 3.3787339481779787e-13,22071"fz0_mean": 1.6118123175831378,22072"es_shortfall_ratio": 1.14075921081844122073},22074"0.05": {22075"n": 2722,22076"hit_rate": 0.056208670095518,22077"kupiec_p": 0.14468769511347565,22078"cc_p": 0.302426611978207,22079"dq_p": 0.006724824695345031,22080"fz0_mean": 1.0769294429710259,22081"es_shortfall_ratio": 1.16298398776210322082}22083},22084"aparch11__skewt__w1000_r5": {22085"0.01": {22086"n": 2722,22087"hit_rate": 0.012858192505510653,22088"kupiec_p": 0.15118958160325144,22089"cc_p": 0.012720645805453124,22090"dq_p": 2.2866886100665873e-10,22091"fz0_mean": 1.607056395499677,22092"es_shortfall_ratio": 1.064692857198885422093},22094"0.05": {22095"n": 2722,22096"hit_rate": 0.053269654665687,22097"kupiec_p": 0.438433759955453,22098"cc_p": 0.22734026343738273,22099"dq_p": 0.009512624797404876,22100"fz0_mean": 1.1915605660934132,22101"es_shortfall_ratio": 1.005515064800777322102}22103},22104"aparch11__t__w1000_r5": {22105"0.01": {22106"n": 2722,22107"hit_rate": 0.02020573108008817,22108"kupiec_p": 2.5890429035826964e-06,22109"cc_p": 7.441441222738828e-09,22110"dq_p": 5.386363772618304e-30,22111"fz0_mean": 87102793002.18474,22112"es_shortfall_ratio": -0.00771438750352354722113},22114"0.05": {22115"n": 2722,22116"hit_rate": 0.06171932402645114,22117"kupiec_p": 0.006713597490616704,22118"cc_p": 0.005351984329383662,22119"dq_p": 1.752873384102706e-06,22120"fz0_mean": 16985789152.856062,22121"es_shortfall_ratio": -0.0180765630311356822122}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": 0.018236957266707807,22130"dq_p": 0.011064793025494813,22131"fz0_mean": 1.4747487951138005,22132"es_shortfall_ratio": 1.104609398947480822133},22134"0.05": {22135"n": 2722,22136"hit_rate": 0.055841293166789124,22137"kupiec_p": 0.16952806482465393,22138"cc_p": 0.15753401494608496,22139"dq_p": 0.06201813167562946,22140"fz0_mean": 1.0285676698404511,22141"es_shortfall_ratio": 1.081210998553681322142}22143},22144"arch5__normal__w1000_r5": {22145"0.01": {22146"n": 2722,22147"hit_rate": 0.018001469507714914,22148"kupiec_p": 0.00016197713295416173,22149"cc_p": 0.000805286455734505,22150"dq_p": 0.0008167233683344542,22151"fz0_mean": 1.540651882530869,22152"es_shortfall_ratio": 1.164861166616360222153},22154"0.05": {22155"n": 2722,22156"hit_rate": 0.055841293166789124,22157"kupiec_p": 0.16952806482465393,22158"cc_p": 0.15753401494608496,22159"dq_p": 0.06424221816248142,22160"fz0_mean": 1.0346464941551785,22161"es_shortfall_ratio": 1.123691210978479622162}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": 0.21771863714959344,22170"dq_p": 0.3679931904243235,22171"fz0_mean": 1.4347408178966186,22172"es_shortfall_ratio": 1.033571232881447522173},22174"0.05": {22175"n": 2722,22176"hit_rate": 0.05216752387950037,22177"kupiec_p": 0.6062839908511308,22178"cc_p": 0.3202425116377677,22179"dq_p": 0.32252213155246373,22180"fz0_mean": 1.0212666584408443,22181"es_shortfall_ratio": 1.042273741153699322182}22183},22184"arch5__t__w1000_r5": {22185"0.01": {22186"n": 2722,22187"hit_rate": 0.01579720793534166,22188"kupiec_p": 0.0050654484267534435,22189"cc_p": 0.01838356890882145,22190"dq_p": 0.014290194087114424,22191"fz0_mean": 1.4598610381341035,22192"es_shortfall_ratio": 1.055063867860357222193},22194"0.05": {22195"n": 2722,22196"hit_rate": 0.059147685525349006,22197"kupiec_p": 0.03308851255279428,22198"cc_p": 0.06955359596831072,22199"dq_p": 0.03835403614188798,22200"fz0_mean": 1.029291521230468,22201"es_shortfall_ratio": 1.054512424370200222202}22203},22204"avgarch11__ged__w1000_r5": {22205"0.01": {22206"n": 2722,22207"hit_rate": 0.01579720793534166,22208"kupiec_p": 0.0050654484267534435,22209"cc_p": 0.01838356890882145,22210"dq_p": 0.024657948548470268,22211"fz0_mean": 1.4574709059540738,22212"es_shortfall_ratio": 1.103514583120860122213},22214"0.05": {22215"n": 2722,22216"hit_rate": 0.05841293166789126,22217"kupiec_p": 0.049540536524571376,22218"cc_p": 0.1403542212677149,22219"dq_p": 0.0015585222591534705,22220"fz0_mean": 1.0215661786482129,22221"es_shortfall_ratio": 1.081149640216817522222}22223},22224"avgarch11__normal__w1000_r5": {22225"0.01": {22226"n": 2722,22227"hit_rate": 0.019838354151359296,22228"kupiec_p": 5.3983738888790025e-06,22229"cc_p": 3.206359345979509e-05,22230"dq_p": 7.004888144895487e-05,22231"fz0_mean": 1.5080985944645207,22232"es_shortfall_ratio": 1.12698478109224122233},22234"0.05": {22235"n": 2722,22236"hit_rate": 0.05804555473916238,22237"kupiec_p": 0.0600930010673531,22238"cc_p": 0.16294674850585916,22239"dq_p": 0.0010029628349795966,22240"fz0_mean": 1.0250623035257689,22241"es_shortfall_ratio": 1.11964067118467122242}22243},22244"avgarch11__skewt__w1000_r5": {22245"0.01": {22246"n": 2722,22247"hit_rate": 0.01322556943423953,22248"kupiec_p": 0.10703530495864008,22249"cc_p": 0.21771863714959344,22250"dq_p": 0.38959599257537164,22251"fz0_mean": 1.4227236652596522,22252"es_shortfall_ratio": 1.03788116270629922253},22254"0.05": {22255"n": 2722,22256"hit_rate": 0.05216752387950037,22257"kupiec_p": 0.6062839908511308,22258"cc_p": 0.7229671770490946,22259"dq_p": 0.04004628784504448,22260"fz0_mean": 1.0153257917900822,22261"es_shortfall_ratio": 1.049439066244379322262}22263},22264"avgarch11__t__w1000_r5": {22265"0.01": {22266"n": 2722,22267"hit_rate": 0.01579720793534166,22268"kupiec_p": 0.0050654484267534435,22269"cc_p": 0.01838356890882145,22270"dq_p": 0.02553024143634337,22271"fz0_mean": 1.450569363804594,22272"es_shortfall_ratio": 1.06696752994164822273},22274"0.05": {22275"n": 2722,22276"hit_rate": 0.06061719324026451,22277"kupiec_p": 0.013768919020304294,22278"cc_p": 0.04526097672041447,22279"dq_p": 0.00038250836437743875,22280"fz0_mean": 1.0245060246803235,22281"es_shortfall_ratio": 1.067121068664613322282}22283},22284"cgarch11__ged__w1000_r5": {22285"0.01": {22286"n": 2722,22287"hit_rate": 0.01763409257898604,22288"kupiec_p": 0.00030222438960911605,22289"cc_p": 0.0014417723214493233,22290"dq_p": 0.0014536625578019514,22291"fz0_mean": 1.4638512899225644,22292"es_shortfall_ratio": 1.092022476082562322293},22294"0.05": {22295"n": 2722,22296"hit_rate": 0.05804555473916238,22297"kupiec_p": 0.0600930010673531,22298"cc_p": 0.1576479205989584,22299"dq_p": 0.006392680022346829,22300"fz0_mean": 1.0241152399043936,22301"es_shortfall_ratio": 1.08204100607788722302}22303},22304"cgarch11__normal__w1000_r5": {22305"0.01": {22306"n": 2722,22307"hit_rate": 0.02020573108008817,22308"kupiec_p": 2.5890429035826964e-06,22309"cc_p": 1.5796924486024676e-05,22310"dq_p": 9.94828698200777e-06,22311"fz0_mean": 1.5169969276258848,22312"es_shortfall_ratio": 1.13234702188013622313},22314"0.05": {22315"n": 2722,22316"hit_rate": 0.0576781778104335,22317"kupiec_p": 0.0724718472891405,22318"cc_p": 0.18676407205482082,22319"dq_p": 0.006453689495265523,22320"fz0_mean": 1.0282086390279332,22321"es_shortfall_ratio": 1.119129455826410722322}22323},22324"cgarch11__skewt__w1000_r5": {22325"0.01": {22326"n": 2722,22327"hit_rate": 0.013592946362968405,22328"kupiec_p": 0.07404403757329134,22329"cc_p": 0.12177464369339056,22330"dq_p": 0.3786016939179112,22331"fz0_mean": 1.4158758173129238,22332"es_shortfall_ratio": 1.0374119096692122333},22334"0.05": {22335"n": 2722,22336"hit_rate": 0.05216752387950037,22337"kupiec_p": 0.6062839908511308,22338"cc_p": 0.8494482127266096,22339"dq_p": 0.2575682747897813,22340"fz0_mean": 1.0182087224906073,22341"es_shortfall_ratio": 1.051611682456492522342}22343},22344"cgarch11__t__w1000_r5": {22345"0.01": {22346"n": 2722,22347"hit_rate": 0.017266715650257163,22348"kupiec_p": 0.0005529856065902889,22349"cc_p": 0.0025161301644166015,22350"dq_p": 0.00242355337648823,22351"fz0_mean": 1.4511929293433254,22352"es_shortfall_ratio": 1.05791931821194622353},22354"0.05": {22355"n": 2722,22356"hit_rate": 0.06061719324026451,22357"kupiec_p": 0.013768919020304294,22358"cc_p": 0.04526097672041447,22359"dq_p": 0.00034401670469748683,22360"fz0_mean": 1.0263806068181314,22361"es_shortfall_ratio": 1.068797346985040722362}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": 1.4526125373570127e-06,22370"dq_p": 3.0962383171857542e-25,22371"fz0_mean": 1.97236201989891,22372"es_shortfall_ratio": 1.290636458129829322373},22374"0.05": {22375"n": 2722,22376"hit_rate": 0.045187362233651725,22377"kupiec_p": 0.24186590829275362,22378"cc_p": 0.09736175322033055,22379"dq_p": 1.6136532861306964e-10,22380"fz0_mean": 1.1901474382637025,22381"es_shortfall_ratio": 1.25050177960396822382}22383},22384"egarch11__ged__w1000_r5": {22385"0.01": {22386"n": 2722,22387"hit_rate": 0.01689933872152829,22388"kupiec_p": 0.0009919091893507651,22389"cc_p": 0.0021944518385593518,22390"dq_p": 7.748862788319658e-06,22391"fz0_mean": 1.517171438209514,22392"es_shortfall_ratio": 1.13328922628367422393},22394"0.05": {22395"n": 2722,22396"hit_rate": 0.05657604702424688,22397"kupiec_p": 0.12277938157087491,22398"cc_p": 0.3017389928355659,22399"dq_p": 0.027584761123381946,22400"fz0_mean": 1.0542741644249511,22401"es_shortfall_ratio": 1.107129821572297622402}22403},22404"egarch11__normal__w1000_r5": {22405"0.01": {22406"n": 2722,22407"hit_rate": 0.019838354151359296,22408"kupiec_p": 5.3983738888790025e-06,22409"cc_p": 9.3799455185599e-06,22410"dq_p": 3.507308809049371e-12,22411"fz0_mean": -935.4716415630879,22412"es_shortfall_ratio": 1.179590945768973722413},22414"0.05": {22415"n": 2722,22416"hit_rate": 0.05547391623806025,22417"kupiec_p": 0.1974983894495336,22418"cc_p": 0.4229827504058522,22419"dq_p": 0.07704574544879829,22420"fz0_mean": -1142.1299046468569,22421"es_shortfall_ratio": 1.160482656322949622422}22423},22424"egarch11__skewt__w1000_r5": {22425"0.01": {22426"n": 2707,22427"hit_rate": 0.013298854820834873,22428"kupiec_p": 0.10057047155603235,22429"cc_p": 0.0637766538871107,22430"dq_p": 9.872780011612777e-09,22431"fz0_mean": 1.448173432165539,22432"es_shortfall_ratio": 1.07121580154414422433},22434"0.05": {22435"n": 2707,22436"hit_rate": 0.05171776874769117,22437"kupiec_p": 0.6833610228247503,22438"cc_p": 0.34529656248909507,22439"dq_p": 0.004335711102327006,22440"fz0_mean": 1.0349280180170943,22441"es_shortfall_ratio": 1.069021923007385622442}22443},22444"egarch11__t__w1000_r5": {22445"0.01": {22446"n": 2712,22447"hit_rate": 0.01733038348082596,22448"kupiec_p": 0.0005107720539881768,22449"cc_p": 0.0003824438349533924,22450"dq_p": 4.968503078710217e-13,22451"fz0_mean": 1.4953337023329645,22452"es_shortfall_ratio": 1.097095655987922822453},22454"0.05": {22455"n": 2712,22456"hit_rate": 0.0612094395280236,22457"kupiec_p": 0.009552200052298922,22458"cc_p": 0.03329672322765581,22459"dq_p": 0.002084652536036196,22460"fz0_mean": 1.0472512862047267,22461"es_shortfall_ratio": 1.087487669176972622462}22463},22464"ewma094__normal__w1000_r5": {22465"0.01": {22466"n": 2722,22467"hit_rate": 0.02204261572373255,22468"kupiec_p": 5.0761639739114235e-08,22469"cc_p": 3.419356217081509e-07,22470"dq_p": 5.197203041564644e-09,22471"fz0_mean": 1.5939937212882063,22472"es_shortfall_ratio": 1.16280516785052422473},22474"0.05": {22475"n": 2722,22476"hit_rate": 0.061351947097722265,22477"kupiec_p": 0.008579076254578872,22478"cc_p": 0.020998506432746495,22479"dq_p": 4.920734851804613e-07,22480"fz0_mean": 1.0548812850915112,22481"es_shortfall_ratio": 1.133596234300395122482}22483},22484"figarch11__ged__w1000_r5": {22485"0.01": {22486"n": 2722,22487"hit_rate": 0.01653196179279941,22488"kupiec_p": 0.00174368200009937,22489"cc_p": 0.003488099712746535,22490"dq_p": 0.0013338376809581924,22491"fz0_mean": 1.4655262151672919,22492"es_shortfall_ratio": 1.094447375171970322493},22494"0.05": {22495"n": 2722,22496"hit_rate": 0.055106539309331376,22497"kupiec_p": 0.22877420702447093,22498"cc_p": 0.46523448750173846,22499"dq_p": 0.15933157914407897,22500"fz0_mean": 1.0256859465667039,22501"es_shortfall_ratio": 1.086564382274405322502}22503},22504"figarch11__normal__w1000_r5": {22505"0.01": {22506"n": 2722,22507"hit_rate": 0.02094048493754592,22508"kupiec_p": 5.651449467537702e-07,22509"cc_p": 2.8985993413654233e-06,22510"dq_p": 1.011784029513354e-06,22511"fz0_mean": 1.5218335182832796,22512"es_shortfall_ratio": 1.119806347431981322513},22514"0.05": {22515"n": 2722,22516"hit_rate": 0.055106539309331376,22517"kupiec_p": 0.22877420702447093,22518"cc_p": 0.46523448750173846,22519"dq_p": 0.15525448803851583,22520"fz0_mean": 1.031465449165986,22521"es_shortfall_ratio": 1.12621529068779822522}22523},22524"figarch11__skewt__w1000_r5": {22525"0.01": {22526"n": 2722,22527"hit_rate": 0.012123438648052902,22528"kupiec_p": 0.28124300412465764,22529"cc_p": 0.4034640688065769,22530"dq_p": 0.5014354180433462,22531"fz0_mean": 1.4266244185248163,22532"es_shortfall_ratio": 1.040050270838122522533},22534"0.05": {22535"n": 2722,22536"hit_rate": 0.04922850844966936,22537"kupiec_p": 0.8531219398157308,22538"cc_p": 0.8318928212775918,22539"dq_p": 0.3408489556185899,22540"fz0_mean": 1.0238384731375205,22541"es_shortfall_ratio": 1.05807164921579922542}22543},22544"figarch11__t__w1000_r5": {22545"0.01": {22546"n": 2722,22547"hit_rate": 0.017266715650257163,22548"kupiec_p": 0.0005529856065902889,22549"cc_p": 0.001346681602870608,22550"dq_p": 0.0005444164129008746,22551"fz0_mean": 1.450693671571958,22552"es_shortfall_ratio": 1.04224899719624122553},22554"0.05": {22555"n": 2722,22556"hit_rate": 0.056943423952975754,22557"kupiec_p": 0.10358966448923629,22558"cc_p": 0.2650106426955972,22559"dq_p": 0.08279664120391034,22560"fz0_mean": 1.0262909688461015,22561"es_shortfall_ratio": 1.069467536919623222562}22563},22564"garch11__ged__w1000_r5": {22565"0.01": {22566"n": 2722,22567"hit_rate": 0.01653196179279941,22568"kupiec_p": 0.00174368200009937,22569"cc_p": 0.0034911662910959993,22570"dq_p": 0.005144532763551085,22571"fz0_mean": 1.456620316196033,22572"es_shortfall_ratio": 1.096423352474135122573},22574"0.05": {22575"n": 2722,22576"hit_rate": 0.05657604702424688,22577"kupiec_p": 0.12277938157087491,22578"cc_p": 0.2514542563326549,22579"dq_p": 0.036738647575470566,22580"fz0_mean": 1.0210467560719965,22581"es_shortfall_ratio": 1.083153434541999522582}22583},22584"garch11__normal__w1000_r5": {22585"0.01": {22586"n": 2722,22587"hit_rate": 0.018368846436443792,22588"kupiec_p": 8.515675737920332e-05,22589"cc_p": 0.00044220755856409576,22590"dq_p": 0.0002902487252142427,22591"fz0_mean": 1.5042613538786962,22592"es_shortfall_ratio": 1.14728061641383522593},22594"0.05": {22595"n": 2722,22596"hit_rate": 0.055841293166789124,22597"kupiec_p": 0.16952806482465393,22598"cc_p": 0.2522709496593098,22599"dq_p": 0.04595809135456591,22600"fz0_mean": 1.0246945181793343,22601"es_shortfall_ratio": 1.123478865729718322602}22603},22604"garch11__skewt__w1000_r5": {22605"0.01": {22606"n": 2722,22607"hit_rate": 0.012490815576781777,22608"kupiec_p": 0.2086379405472841,22609"cc_p": 0.2950361738989976,22610"dq_p": 0.06308922065349612,22611"fz0_mean": 1.4138996139404942,22612"es_shortfall_ratio": 1.051560971931109922613},22614"0.05": {22615"n": 2722,22616"hit_rate": 0.05143277002204261,22617"kupiec_p": 0.7327644194677541,22618"cc_p": 0.8937663608988307,22619"dq_p": 0.18810079217369816,22620"fz0_mean": 1.0164455770442535,22621"es_shortfall_ratio": 1.04399996467164322622}22623},22624"garch11__t__w1000_r5": {22625"0.01": {22626"n": 2722,22627"hit_rate": 0.01689933872152829,22628"kupiec_p": 0.0009919091893507651,22629"cc_p": 0.0042897118601698606,22630"dq_p": 0.004215774009469664,22631"fz0_mean": 1.446750820758614,22632"es_shortfall_ratio": 1.05249721603072322633},22634"0.05": {22635"n": 2722,22636"hit_rate": 0.05951506245407789,22637"kupiec_p": 0.02680755126906948,22638"cc_p": 0.08529944608826155,22639"dq_p": 0.004937195266854691,22640"fz0_mean": 1.0240613661844769,22641"es_shortfall_ratio": 1.063634582386962822642}22643},22644"garch12__ged__w1000_r5": {22645"0.01": {22646"n": 2722,22647"hit_rate": 0.01653196179279941,22648"kupiec_p": 0.00174368200009937,22649"cc_p": 0.0034911662910959993,22650"dq_p": 0.005100755746947209,22651"fz0_mean": 1.4564166158836953,22652"es_shortfall_ratio": 1.097849718523483522653},22654"0.05": {22655"n": 2722,22656"hit_rate": 0.056943423952975754,22657"kupiec_p": 0.10358966448923629,22658"cc_p": 0.2556452255593613,22659"dq_p": 0.014844710825424136,22660"fz0_mean": 1.0213823777945534,22661"es_shortfall_ratio": 1.08070461820137422662}22663},22664"garch12__normal__w1000_r5": {22665"0.01": {22666"n": 2722,22667"hit_rate": 0.018368846436443792,22668"kupiec_p": 8.515675737920332e-05,22669"cc_p": 0.00044220755856409576,22670"dq_p": 0.00013649084989882405,22671"fz0_mean": 1.507933848302305,22672"es_shortfall_ratio": 1.152194350591055722673},22674"0.05": {22675"n": 2722,22676"hit_rate": 0.055841293166789124,22677"kupiec_p": 0.16952806482465393,22678"cc_p": 0.2522709496593098,22679"dq_p": 0.04783503025392282,22680"fz0_mean": 1.0264778383973423,22681"es_shortfall_ratio": 1.124852128337094722682}22683},22684"garch12__skewt__w1000_r5": {22685"0.01": {22686"n": 2722,22687"hit_rate": 0.012490815576781777,22688"kupiec_p": 0.2086379405472841,22689"cc_p": 0.2950361738989976,22690"dq_p": 0.0672599918429268,22691"fz0_mean": 1.4117638738267726,22692"es_shortfall_ratio": 1.048979384145728222693},22694"0.05": {22695"n": 2722,22696"hit_rate": 0.051800146950771495,22697"kupiec_p": 0.6682759631230353,22698"cc_p": 0.8753420931612235,22699"dq_p": 0.20397468336608307,22700"fz0_mean": 1.0163555873891374,22701"es_shortfall_ratio": 1.042475670866859222702}22703},22704"garch12__t__w1000_r5": {22705"0.01": {22706"n": 2722,22707"hit_rate": 0.01689933872152829,22708"kupiec_p": 0.0009919091893507651,22709"cc_p": 0.0042897118601698606,22710"dq_p": 0.004168651756361321,22711"fz0_mean": 1.445949947164463,22712"es_shortfall_ratio": 1.05323289345418122713},22714"0.05": {22715"n": 2722,22716"hit_rate": 0.05951506245407789,22717"kupiec_p": 0.02680755126906948,22718"cc_p": 0.08529944608826155,22719"dq_p": 0.0048449125807492836,22720"fz0_mean": 1.024190205626265,22721"es_shortfall_ratio": 1.063983063921756722722}22723},22724"garch21__ged__w1000_r5": {22725"0.01": {22726"n": 2722,22727"hit_rate": 0.01653196179279941,22728"kupiec_p": 0.00174368200009937,22729"cc_p": 0.0071410716559824556,22730"dq_p": 0.007351059472530789,22731"fz0_mean": 1.474463985224465,22732"es_shortfall_ratio": 1.103556504968396622733},22734"0.05": {22735"n": 2722,22736"hit_rate": 0.0576781778104335,22737"kupiec_p": 0.0724718472891405,22738"cc_p": 0.18676407205482082,22739"dq_p": 0.11659116454183818,22740"fz0_mean": 1.0257041692251634,22741"es_shortfall_ratio": 1.080689509233926422742}22743},22744"garch21__normal__w1000_r5": {22745"0.01": {22746"n": 2722,22747"hit_rate": 0.019470977222630418,22748"kupiec_p": 1.1057426760035596e-05,22749"cc_p": 4.392565556244736e-05,22750"dq_p": 1.403907376625121e-05,22751"fz0_mean": 1.52627101256542,22752"es_shortfall_ratio": 1.140665631192674622753},22754"0.05": {22755"n": 2722,22756"hit_rate": 0.056943423952975754,22757"kupiec_p": 0.10358966448923629,22758"cc_p": 0.21452330214043658,22759"dq_p": 0.16007849713785688,22760"fz0_mean": 1.0297043882159385,22761"es_shortfall_ratio": 1.121312549982102422762}22763},22764"garch21__skewt__w1000_r5": {22765"0.01": {22766"n": 2722,22767"hit_rate": 0.01322556943423953,22768"kupiec_p": 0.10703530495864008,22769"cc_p": 0.21771863714959344,22770"dq_p": 0.0533410111820167,22771"fz0_mean": 1.4278663893822607,22772"es_shortfall_ratio": 1.04393503057369522773},22774"0.05": {22775"n": 2722,22776"hit_rate": 0.05143277002204261,22777"kupiec_p": 0.7327644194677541,22778"cc_p": 0.8464285993833026,22779"dq_p": 0.5176991788014955,22780"fz0_mean": 1.020811525608872,22781"es_shortfall_ratio": 1.048588970400847322782}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": 0.01838356890882145,22790"dq_p": 0.014432276225747267,22791"fz0_mean": 1.461731224449539,22792"es_shortfall_ratio": 1.075274206179671422793},22794"0.05": {22795"n": 2722,22796"hit_rate": 0.059147685525349006,22797"kupiec_p": 0.03308851255279428,22798"cc_p": 0.1015440729820788,22799"dq_p": 0.03274525112475998,22800"fz0_mean": 1.0279114539496261,22801"es_shortfall_ratio": 1.067554445834398822802}22803},22804"garchm11__ged__w1000_r5": {22805"0.01": {22806"n": 2722,22807"hit_rate": 0.016164584864070537,22808"kupiec_p": 0.003003047065467628,22809"cc_p": 0.0059400468073324665,22810"dq_p": 0.00832823411474413,22811"fz0_mean": 1.4568545737236005,22812"es_shortfall_ratio": 1.103503264137986322813},22814"0.05": {22815"n": 2722,22816"hit_rate": 0.05731080088170463,22817"kupiec_p": 0.0868958694352268,22818"cc_p": 0.21942370129992972,22819"dq_p": 0.012215937981907258,22820"fz0_mean": 1.02122036552201,22821"es_shortfall_ratio": 1.0789975001730922822}22823},22824"garchm11__normal__w1000_r5": {22825"0.01": {22826"n": 2722,22827"hit_rate": 0.018736223365172666,22828"kupiec_p": 4.3929486908381696e-05,22829"cc_p": 0.000236910145563234,22830"dq_p": 0.000573725215813815,22831"fz0_mean": 1.5069692050471941,22832"es_shortfall_ratio": 1.1436579792237222833},22834"0.05": {22835"n": 2722,22836"hit_rate": 0.05547391623806025,22837"kupiec_p": 0.1974983894495336,22838"cc_p": 0.38502846094059634,22839"dq_p": 0.0615531706804671,22840"fz0_mean": 1.0252647911670807,22841"es_shortfall_ratio": 1.122968659089672822842}22843},22844"garchm11__skewt__w1000_r5": {22845"0.01": {22846"n": 2722,22847"hit_rate": 0.012123438648052902,22848"kupiec_p": 0.28124300412465764,22849"cc_p": 0.37318504330721974,22850"dq_p": 0.06413217882850658,22851"fz0_mean": 1.4141858776806768,22852"es_shortfall_ratio": 1.061381678915516222853},22854"0.05": {22855"n": 2722,22856"hit_rate": 0.05143277002204261,22857"kupiec_p": 0.7327644194677541,22858"cc_p": 0.8937663608988307,22859"dq_p": 0.30952762362121156,22860"fz0_mean": 1.0169332332248764,22861"es_shortfall_ratio": 1.045440984403795722862}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": 0.0071410716559824556,22870"dq_p": 0.007165809136334805,22871"fz0_mean": 1.447274765404588,22872"es_shortfall_ratio": 1.058629701942844322873},22874"0.05": {22875"n": 2722,22876"hit_rate": 0.059147685525349006,22877"kupiec_p": 0.03308851255279428,22878"cc_p": 0.1015440729820788,22879"dq_p": 0.015741807197874685,22880"fz0_mean": 1.0244736492413615,22881"es_shortfall_ratio": 1.067017920483231522882}22883},22884"garchx_rv11__normal__w1000_r5": {22885"0.01": {22886"n": 2722,22887"hit_rate": 0.016164584864070537,22888"kupiec_p": 0.003003047065467628,22889"cc_p": 0.0059400468073324665,22890"dq_p": 0.0020545436055563367,22891"fz0_mean": 1.4214543328318938,22892"es_shortfall_ratio": 1.129925828790287622893},22894"0.05": {22895"n": 2722,22896"hit_rate": 0.053269654665687,22897"kupiec_p": 0.438433759955453,22898"cc_p": 0.5953505103156891,22899"dq_p": 0.27408533678887886,22900"fz0_mean": 1.0022957988536447,22901"es_shortfall_ratio": 1.106613843014476322902}22903},22904"garchx_rv11__t__w1000_r5": {22905"0.01": {22906"n": 2722,22907"hit_rate": 0.012858192505510653,22908"kupiec_p": 0.15118958160325144,22909"cc_p": 0.2262340583998974,22910"dq_p": 0.4940218208100663,22911"fz0_mean": 1.3742436616748037,22912"es_shortfall_ratio": 1.06671764685626822913},22914"0.05": {22915"n": 2722,22916"hit_rate": 0.05547391623806025,22917"kupiec_p": 0.1974983894495336,22918"cc_p": 0.38502846094059634,22919"dq_p": 0.22205614174681204,22920"fz0_mean": 0.9984785925371812,22921"es_shortfall_ratio": 1.05815861779872722922}22923},22924"gas_t11__t__w1000_r5": {22925"0.01": {22926"n": 2722,22927"hit_rate": 0.017266715650257163,22928"kupiec_p": 0.0005529856065902889,22929"cc_p": 0.0025161301644166015,22930"dq_p": 0.004936314264958538,22931"fz0_mean": 1.4477454810631707,22932"es_shortfall_ratio": 1.046194808108667422933},22934"0.05": {22935"n": 2722,22936"hit_rate": 0.05988243938280676,22937"kupiec_p": 0.021593324619335243,22938"cc_p": 0.07106410158349658,22939"dq_p": 0.0005315939655526981,22940"fz0_mean": 1.0216344378726054,22941"es_shortfall_ratio": 1.06923065213226622942}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": 0.01599902043741451,22950"dq_p": 0.01483405853152194,22951"fz0_mean": 1.4498383468135743,22952"es_shortfall_ratio": 1.115603032319712622953},22954"0.05": {22955"n": 2722,22956"hit_rate": 0.055106539309331376,22957"kupiec_p": 0.22877420702447093,22958"cc_p": 0.436306127216729,22959"dq_p": 0.17680479777067518,22960"fz0_mean": 1.01922269826966,22961"es_shortfall_ratio": 1.092672620172713722962}22963},22964"gjr11__normal__w1000_r5": {22965"0.01": {22966"n": 2722,22967"hit_rate": 0.019470977222630418,22968"kupiec_p": 1.1057426760035596e-05,22969"cc_p": 2.226170633051381e-05,22970"dq_p": 2.342509201476641e-05,22971"fz0_mean": 1.498143185192528,22972"es_shortfall_ratio": 1.127652016659136422973},22974"0.05": {22975"n": 2722,22976"hit_rate": 0.053269654665687,22977"kupiec_p": 0.438433759955453,22978"cc_p": 0.7160053189378912,22979"dq_p": 0.30648659284695484,22980"fz0_mean": 1.023310508124159,22981"es_shortfall_ratio": 1.1354928044589322982}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": 0.45742306713205694,22990"dq_p": 0.5980222968523385,22991"fz0_mean": 1.4087558525867019,22992"es_shortfall_ratio": 1.053078074707619622993},22994"0.05": {22995"n": 2722,22996"hit_rate": 0.049595885378398236,22997"kupiec_p": 0.9228352498596709,22998"cc_p": 0.862130040023515,22999"dq_p": 0.2430631960286052,23000"fz0_mean": 1.0168087906307517,23001"es_shortfall_ratio": 1.055738931317474823002}23003},23004"gjr11__t__w1000_r5": {23005"0.01": {23006"n": 2722,23007"hit_rate": 0.015062454077883909,23008"kupiec_p": 0.013522538657997712,23009"cc_p": 0.025299289466280395,23010"dq_p": 0.018314557573162336,23011"fz0_mean": 1.4380325824952769,23012"es_shortfall_ratio": 1.081521210029505323013},23014"0.05": {23015"n": 2722,23016"hit_rate": 0.059147685525349006,23017"kupiec_p": 0.03308851255279428,23018"cc_p": 0.10189594336051712,23019"dq_p": 0.018566685469874316,23020"fz0_mean": 1.0214780106837513,23021"es_shortfall_ratio": 1.06695775885573823022}23023},23024"har_rv__empirical__w1000_r5": {23025"0.01": {23026"n": 2722,23027"hit_rate": 0.005510653930933138,23028"kupiec_p": 0.0100937466400392,23029"cc_p": 0.03363166547979973,23030"dq_p": 0.07584174304679579,23031"fz0_mean": 1.9255462563019177,23032"es_shortfall_ratio": 1.083420345743299823033},23034"0.05": {23035"n": 2722,23036"hit_rate": 0.023144746509919177,23037"kupiec_p": 8.362767700319514e-13,23038"cc_p": 6.9498878524984594e-12,23039"dq_p": 1.8903561431690852e-08,23040"fz0_mean": 1.325443464736177,23041"es_shortfall_ratio": 0.1840561702567788423042}23043},23044"heavy11__normal__w1000_r5": {23045"0.01": {23046"n": 2722,23047"hit_rate": 0.01579720793534166,23048"kupiec_p": 0.0050654484267534435,23049"cc_p": 0.009868259032068281,23050"dq_p": 0.014228719824015561,23051"fz0_mean": 1.411113737410265,23052"es_shortfall_ratio": 1.128038971666011523053},23054"0.05": {23055"n": 2722,23056"hit_rate": 0.053269654665687,23057"kupiec_p": 0.438433759955453,23058"cc_p": 0.5953505103156891,23059"dq_p": 0.4294528822348447,23060"fz0_mean": 1.000016870866141,23061"es_shortfall_ratio": 1.102332110967476923062}23063},23064"heavy11__t__w1000_r5": {23065"0.01": {23066"n": 2722,23067"hit_rate": 0.01322556943423953,23068"kupiec_p": 0.10703530495864008,23069"cc_p": 0.16839805052987464,23070"dq_p": 0.0701909968982662,23071"fz0_mean": 1.367102324916126,23072"es_shortfall_ratio": 1.051310164921666723073},23074"0.05": {23075"n": 2722,23076"hit_rate": 0.05547391623806025,23077"kupiec_p": 0.1974983894495336,23078"cc_p": 0.38502846094059634,23079"dq_p": 0.12384222308277347,23080"fz0_mean": 0.9968646090228998,23081"es_shortfall_ratio": 1.055144681126659223082}23083},23084"histvar22__empirical__w1000_r5": {23085"0.01": {23086"n": 2722,23087"hit_rate": 0.013592946362968405,23088"kupiec_p": 0.07404403757329134,23089"cc_p": 0.1665612399073977,23090"dq_p": 6.516704824056957e-09,23091"fz0_mean": 1.5341534036003328,23092"es_shortfall_ratio": 0.977221220865313223093},23094"0.05": {23095"n": 2722,23096"hit_rate": 0.05143277002204261,23097"kupiec_p": 0.7327644194677541,23098"cc_p": 0.2008442133998593,23099"dq_p": 1.0927790219529403e-08,23100"fz0_mean": 1.107694006613327,23101"es_shortfall_ratio": 1.016212995211702523102}23103},23104"histvar252__empirical__w1000_r5": {23105"0.01": {23106"n": 2722,23107"hit_rate": 0.012490815576781777,23108"kupiec_p": 0.2086379405472841,23109"cc_p": 0.0013851299272074878,23110"dq_p": 9.249821914360027e-29,23111"fz0_mean": 1.7838746321099068,23112"es_shortfall_ratio": 1.118847154600819223113},23114"0.05": {23115"n": 2722,23116"hit_rate": 0.051800146950771495,23117"kupiec_p": 0.6682759631230353,23118"cc_p": 0.001336209151664415,23119"dq_p": 6.462565330527612e-17,23120"fz0_mean": 1.1718635025560225,23121"es_shortfall_ratio": 1.027471530464006723122}23123},23124"histvar66__empirical__w1000_r5": {23125"0.01": {23126"n": 2722,23127"hit_rate": 0.011756061719324026,23128"kupiec_p": 0.3703011282448436,23129"cc_p": 0.014543725239849915,23130"dq_p": 3.660126776781179e-10,23131"fz0_mean": 1.5962821566031282,23132"es_shortfall_ratio": 1.042377972646116423133},23134"0.05": {23135"n": 2722,23136"hit_rate": 0.05033063923585599,23137"kupiec_p": 0.9369787590934104,23138"cc_p": 0.08300153863858314,23139"dq_p": 2.3432358115135457e-09,23140"fz0_mean": 1.0996584032087127,23141"es_shortfall_ratio": 1.034961680142249223142}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": 0.03899720626414579,23150"dq_p": 0.015216111525154924,23151"fz0_mean": 1.4342686454026523,23152"es_shortfall_ratio": 1.079099375714963223153},23154"0.05": {23155"n": 2722,23156"hit_rate": 0.055841293166789124,23157"kupiec_p": 0.16952806482465393,23158"cc_p": 0.33689136521076685,23159"dq_p": 0.05280798209810544,23160"fz0_mean": 1.0235076626398971,23161"es_shortfall_ratio": 1.050689007050043923162}23163},23164"igarch11__normal__w1000_r5": {23165"0.01": {23166"n": 2722,23167"hit_rate": 0.018736223365172666,23168"kupiec_p": 4.3929486908381696e-05,23169"cc_p": 0.000236910145563234,23170"dq_p": 0.00023591184017826097,23171"fz0_mean": 1.4821554702135054,23172"es_shortfall_ratio": 1.105946307561408923173},23174"0.05": {23175"n": 2722,23176"hit_rate": 0.055841293166789124,23177"kupiec_p": 0.16952806482465393,23178"cc_p": 0.33689136521076685,23179"dq_p": 0.0637259767930794,23180"fz0_mean": 1.0272436042798425,23181"es_shortfall_ratio": 1.093668153173863223182}23183},23184"igarch11__skewt__w1000_r5": {23185"0.01": {23186"n": 2722,23187"hit_rate": 0.011021307861866276,23188"kupiec_p": 0.5982838872107726,23189"cc_p": 0.6229736398908774,23190"dq_p": 0.4769255360538224,23191"fz0_mean": 1.4072229682697655,23192"es_shortfall_ratio": 1.01827863137587523193},23194"0.05": {23195"n": 2722,23196"hit_rate": 0.04886113152094049,23197"kupiec_p": 0.7843779866626912,23198"cc_p": 0.9393974642353125,23199"dq_p": 0.1783323099461306,23200"fz0_mean": 1.0216826932276208,23201"es_shortfall_ratio": 1.00983295996041923202}23203},23204"igarch11__t__w1000_r5": {23205"0.01": {23206"n": 2722,23207"hit_rate": 0.013592946362968405,23208"kupiec_p": 0.07404403757329134,23209"cc_p": 0.12177464369339056,23210"dq_p": 0.023587453219685372,23211"fz0_mean": 1.4230658718723221,23212"es_shortfall_ratio": 1.03886961093166923213},23214"0.05": {23215"n": 2722,23216"hit_rate": 0.0576781778104335,23217"kupiec_p": 0.0724718472891405,23218"cc_p": 0.1522907378825043,23219"dq_p": 0.017981656196035225,23220"fz0_mean": 1.0252252270265865,23221"es_shortfall_ratio": 1.028025797789235823222}23223},23224"loghar_rv__empirical__w1000_r5": {23225"0.01": {23226"n": 2722,23227"hit_rate": 0.012123438648052902,23228"kupiec_p": 0.28124300412465764,23229"cc_p": 0.4034640688065769,23230"dq_p": 0.053974447678297746,23231"fz0_mean": 1.3758560189907503,23232"es_shortfall_ratio": 1.077888565068597223233},23234"0.05": {23235"n": 2722,23236"hit_rate": 0.04922850844966936,23237"kupiec_p": 0.8531219398157308,23238"cc_p": 0.8318928212775918,23239"dq_p": 0.08187471602401072,23240"fz0_mean": 0.9992426788544001,23241"es_shortfall_ratio": 1.057740099935919223242}23243},23244"msgarch2__normal__w1000_r5": {23245"0.01": {23246"n": 2722,23247"hit_rate": 0.02094048493754592,23248"kupiec_p": 5.651449467537702e-07,23249"cc_p": 3.624428471294933e-06,23250"dq_p": 1.952854067679218e-06,23251"fz0_mean": 1.5396540931588807,23252"es_shortfall_ratio": 1.147680580538079423253},23254"0.05": {23255"n": 2722,23256"hit_rate": 0.05400440852314475,23257"kupiec_p": 0.34370656383840203,23258"cc_p": 0.47611254483536936,23259"dq_p": 0.001191578089665768,23260"fz0_mean": 1.0347467864302646,23261"es_shortfall_ratio": 1.155566896674644423262}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": 0.018368846436443792,23271"kupiec_p": 8.515675737920332e-05,23272"cc_p": 2.2047276263618892e-05,23273"dq_p": 4.509307280072883e-26,23274"fz0_mean": 1.5769005759626264,23275"es_shortfall_ratio": 1.15093667610209123276},23277"0.05": {23278"n": 2722,23279"hit_rate": 0.05878030859662013,23280"kupiec_p": 0.04060491381961049,23281"cc_p": 0.11988219044820866,23282"dq_p": 6.502714849984191e-05,23283"fz0_mean": 1.0626612333437544,23284"es_shortfall_ratio": 1.12001037185180223285}23286},23287"nagarch11__normal__w1000_r5": {23288"0.01": {23289"n": 2722,23290"hit_rate": 0.021675238795003673,23291"kupiec_p": 1.1524445632889877e-07,23292"cc_p": 3.253897868280956e-07,23293"dq_p": 8.876586162336151e-16,23294"fz0_mean": 1.5372818632764966,23295"es_shortfall_ratio": 1.115637235702329223296},23297"0.05": {23298"n": 2722,23299"hit_rate": 0.05547391623806025,23300"kupiec_p": 0.1974983894495336,23301"cc_p": 0.3645136256141813,23302"dq_p": 0.0009701343371414341,23303"fz0_mean": 1.0378266935003364,23304"es_shortfall_ratio": 1.15010005416034723305}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": 0.4034640688065769,23313"dq_p": 5.648136145694932e-05,23314"fz0_mean": 1.4518654013328787,23315"es_shortfall_ratio": 1.097023177360441323316},23317"0.05": {23318"n": 2722,23319"hit_rate": 0.05143277002204261,23320"kupiec_p": 0.7327644194677541,23321"cc_p": 0.5348827107087699,23322"dq_p": 0.0020522494004760355,23323"fz0_mean": 1.0357937611888188,23324"es_shortfall_ratio": 1.077724067270739823325}23326},23327"nagarch11__t__w1000_r5": {23328"error": "ValueError('S does not satisfy the bounds requirement of (2.05, 500.0)')"23329},23330"qgarch11__ged__w1000_r5": {23331"0.01": {23332"n": 2722,23333"hit_rate": 0.015429831006612785,23334"kupiec_p": 0.008365576834133132,23335"cc_p": 0.01599902043741451,23336"dq_p": 0.07387145022753396,23337"fz0_mean": 1.4484935939076793,23338"es_shortfall_ratio": 1.12277519238071723339},23340"0.05": {23341"n": 2722,23342"hit_rate": 0.05363703159441587,23343"kupiec_p": 0.3892671251125104,23344"cc_p": 0.6232957372058953,23345"dq_p": 0.08751192908460409,23346"fz0_mean": 1.0221557980257967,23347"es_shortfall_ratio": 1.109605789202482223348}23349},23350"qgarch11__normal__w1000_r5": {23351"0.01": {23352"n": 2722,23353"hit_rate": 0.02020573108008817,23354"kupiec_p": 2.5890429035826964e-06,23355"cc_p": 5.109604292953351e-06,23356"dq_p": 5.799460794651942e-06,23357"fz0_mean": 1.494062987658229,23358"es_shortfall_ratio": 1.108139222309939623359},23360"0.05": {23361"n": 2722,23362"hit_rate": 0.05216752387950037,23363"kupiec_p": 0.6062839908511308,23364"cc_p": 0.8494482127266096,23365"dq_p": 0.10770215915830235,23366"fz0_mean": 1.0255341795278095,23367"es_shortfall_ratio": 1.151954197326974723368}23369},23370"qgarch11__skewt__w1000_r5": {23371"0.01": {23372"n": 2722,23373"hit_rate": 0.012490815576781777,23374"kupiec_p": 0.2086379405472841,23375"cc_p": 0.33916265242266996,23376"dq_p": 0.04004817065040626,23377"fz0_mean": 1.4136176049052762,23378"es_shortfall_ratio": 1.057998043600245623379},23380"0.05": {23381"n": 2722,23382"hit_rate": 0.050698016164584865,23383"kupiec_p": 0.8675836334084923,23384"cc_p": 0.9061992805888809,23385"dq_p": 0.11707058841844296,23386"fz0_mean": 1.0206008522872272,23387"es_shortfall_ratio": 1.059721109766411223388}23389},23390"qgarch11__t__w1000_r5": {23391"0.01": {23392"n": 2722,23393"hit_rate": 0.015429831006612785,23394"kupiec_p": 0.008365576834133132,23395"cc_p": 0.028396877500553763,23396"dq_p": 0.036398354631059726,23397"fz0_mean": 1.4401425202284899,23398"es_shortfall_ratio": 1.065213770725721423399},23400"0.05": {23401"n": 2722,23402"hit_rate": 0.0576781778104335,23403"kupiec_p": 0.0724718472891405,23404"cc_p": 0.19927607128347152,23405"dq_p": 0.015201701878321719,23406"fz0_mean": 1.0240628789558375,23407"es_shortfall_ratio": 1.082532996457029823408}23409},23410"realgarch11__normal__w1000_r5": {23411"0.01": {23412"n": 2722,23413"hit_rate": 0.018001469507714914,23414"kupiec_p": 0.00016197713295416173,23415"cc_p": 0.0008074724508877394,23416"dq_p": 0.0019360157068976976,23417"fz0_mean": 1.424483944931236,23418"es_shortfall_ratio": 1.11687797247151223419},23420"0.05": {23421"n": 2722,23422"hit_rate": 0.054739162380602495,23423"kupiec_p": 0.2635016390723265,23424"cc_p": 0.507233540822368,23425"dq_p": 0.0795558489910352,23426"fz0_mean": 1.0033086012208585,23427"es_shortfall_ratio": 1.11362993599228323428}23429},23430"realgarch11__t__w1000_r5": {23431"0.01": {23432"n": 2722,23433"hit_rate": 0.013960323291697281,23434"kupiec_p": 0.05006210492351372,23435"cc_p": 0.08561367593687555,23436"dq_p": 0.03335028598624057,23437"fz0_mean": 1.3716468901461232,23438"es_shortfall_ratio": 1.05928543855926923439},23440"0.05": {23441"n": 2722,23442"hit_rate": 0.05804555473916238,23443"kupiec_p": 0.0600930010673531,23444"cc_p": 0.16294674850585916,23445"dq_p": 0.015175359744842708,23446"fz0_mean": 1.0010264828337059,23447"es_shortfall_ratio": 1.060820756300787223448}23449},23450"rm2006__normal__w1000_r5": {23451"0.01": {23452"n": 2722,23453"hit_rate": 0.017266715650257163,23454"kupiec_p": 0.0005529856065902889,23455"cc_p": 0.0025161301644166015,23456"dq_p": 0.0019052412347614347,23457"fz0_mean": 1.5056058949078983,23458"es_shortfall_ratio": 1.171371040426921823459},23460"0.05": {23461"n": 2722,23462"hit_rate": 0.05437178545187362,23463"kupiec_p": 0.3017903171148595,23464"cc_p": 0.451384090801521,23465"dq_p": 0.006725853896056327,23466"fz0_mean": 1.027226194204464,23467"es_shortfall_ratio": 1.125099662918425823468}23469},23470"rm_rw__empirical__w1000_r5": {23471"0.01": {23472"n": 2722,23473"hit_rate": 0.011021307861866276,23474"kupiec_p": 0.5982838872107726,23475"cc_p": 0.6229736398908774,23476"dq_p": 0.000934068768359687,23477"fz0_mean": 1.5083820522208555,23478"es_shortfall_ratio": 0.988497076729533623479},23480"0.05": {23481"n": 2722,23482"hit_rate": 0.04996326230712711,23483"kupiec_p": 0.9929823130046259,23484"cc_p": 0.07954858819645148,23485"dq_p": 5.37925854637823e-05,23486"fz0_mean": 1.1238832640909868,23487"es_shortfall_ratio": 0.977604212438467723488}23489},23490"tarch11__ged__w1000_r5": {23491"0.01": {23492"n": 2722,23493"hit_rate": 0.01653196179279941,23494"kupiec_p": 0.00174368200009937,23495"cc_p": 0.003488099712746535,23496"dq_p": 2.969265748087762e-07,23497"fz0_mean": 1.4715525295832956,23498"es_shortfall_ratio": 1.117194456293080523499},23500"0.05": {23501"n": 2722,23502"hit_rate": 0.05437178545187362,23503"kupiec_p": 0.3017903171148595,23504"cc_p": 0.3312746485075371,23505"dq_p": 0.000862804912676685,23506"fz0_mean": 1.0291184803682378,23507"es_shortfall_ratio": 1.124489686269699823508}23509},23510"tarch11__normal__w1000_r5": {23511"0.01": {23512"n": 2722,23513"hit_rate": 0.019470977222630418,23514"kupiec_p": 1.1057426760035596e-05,23515"cc_p": 1.723418845912077e-05,23516"dq_p": 1.4285708308320407e-10,23517"fz0_mean": 1.5215956649682487,23518"es_shortfall_ratio": 1.1454436142511123519},23520"0.05": {23521"n": 2722,23522"hit_rate": 0.05437178545187362,23523"kupiec_p": 0.3017903171148595,23524"cc_p": 0.3312746485075371,23525"dq_p": 0.0005229282691186802,23526"fz0_mean": 1.033774604074081,23527"es_shortfall_ratio": 1.155624106189342223528}23529},23530"tarch11__skewt__w1000_r5": {23531"0.01": {23532"n": 2722,23533"hit_rate": 0.012858192505510653,23534"kupiec_p": 0.15118958160325144,23535"cc_p": 0.27603784053195246,23536"dq_p": 0.06791665530018727,23537"fz0_mean": 1.4193702139169597,23538"es_shortfall_ratio": 1.054170201199749623539},23540"0.05": {23541"n": 2722,23542"hit_rate": 0.05143277002204261,23543"kupiec_p": 0.7327644194677541,23544"cc_p": 0.34577629257540654,23545"dq_p": 0.0005367009069688654,23546"fz0_mean": 1.0209808758989403,23547"es_shortfall_ratio": 1.066431435556204123548}23549},23550"tarch11__t__w1000_r5": {23551"0.01": {23552"n": 2722,23553"hit_rate": 0.01653196179279941,23554"kupiec_p": 0.00174368200009937,23555"cc_p": 0.0071410716559824556,23556"dq_p": 0.0008640083309457287,23557"fz0_mean": 1.454972607702787,23558"es_shortfall_ratio": 1.079322950055685823559},23560"0.05": {23561"n": 2722,23562"hit_rate": 0.05731080088170463,23563"kupiec_p": 0.0868958694352268,23564"cc_p": 0.17719299744380534,23565"dq_p": 0.0007155368787985002,23566"fz0_mean": 1.0280768090751975,23567"es_shortfall_ratio": 1.102788257370783523568}23569}23570},23571"accounting": {23572"aparch11__ged__w1000_r5": {23573"n_refits": 544,23574"failed": 0.0,23575"inadmissible": 0.0,23576"fit_time_mean": 0.13913577902070862,23577"fit_time_median": 0.10467766597867012,23578"iter_mean": 27.415441176470587,23579"restarts_mean": 0.0,23580"status_ok": 1.023581},23582"aparch11__normal__w1000_r5": {23583"n_refits": 544,23584"failed": 0.0,23585"inadmissible": 0.0,23586"fit_time_mean": 0.07021756143042106,23587"fit_time_median": 0.05560095841065049,23588"iter_mean": 27.060661764705884,23589"restarts_mean": 0.0,23590"status_ok": 1.023591},23592"aparch11__skewt__w1000_r5": {23593"n_refits": 544,23594"failed": 0.0,23595"inadmissible": 0.0,23596"fit_time_mean": 0.07023710602815673,23597"fit_time_median": 0.0592607919825241,23598"iter_mean": 27.871323529411764,23599"restarts_mean": 0.007352941176470588,23600"status_ok": 1.023601},23602"aparch11__t__w1000_r5": {23603"n_refits": 544,23604"failed": 0.0,23605"inadmissible": 0.0,23606"fit_time_mean": 0.09159044763039086,23607"fit_time_median": 0.07538181194104254,23608"iter_mean": 28.297794117647058,23609"restarts_mean": 0.007352941176470588,23610"status_ok": 1.023611},23612"arch5__ged__w1000_r5": {23613"n_refits": 544,23614"failed": 0.0,23615"inadmissible": 0.0,23616"fit_time_mean": 0.0175053614528973,23617"fit_time_median": 0.016858708579093218,23618"iter_mean": 14.59375,23619"restarts_mean": 0.0,23620"status_ok": 1.023621},23622"arch5__normal__w1000_r5": {23623"n_refits": 544,23624"failed": 0.0,23625"inadmissible": 0.0,23626"fit_time_mean": 0.01488518625838504,23627"fit_time_median": 0.009053582907654345,23628"iter_mean": 13.602941176470589,23629"restarts_mean": 0.0,23630"status_ok": 1.023631},23632"arch5__skewt__w1000_r5": {23633"n_refits": 544,23634"failed": 0.0,23635"inadmissible": 0.0,23636"fit_time_mean": 0.02551597111639293,23637"fit_time_median": 0.025464771082624793,23638"iter_mean": 17.496323529411764,23639"restarts_mean": 0.0,23640"status_ok": 1.023641},23642"arch5__t__w1000_r5": {23643"n_refits": 544,23644"failed": 0.0,23645"inadmissible": 0.0,23646"fit_time_mean": 0.014391719982086215,23647"fit_time_median": 0.013533020974136889,23648"iter_mean": 16.262867647058822,23649"restarts_mean": 0.0,23650"status_ok": 1.023651},23652"avgarch11__ged__w1000_r5": {23653"n_refits": 544,23654"failed": 0.0,23655"inadmissible": 0.0,23656"fit_time_mean": 0.01502043734987691,23657"fit_time_median": 0.014067812473513186,23658"iter_mean": 14.290441176470589,23659"restarts_mean": 0.0,23660"status_ok": 1.023661},23662"avgarch11__normal__w1000_r5": {23663"n_refits": 544,23664"failed": 0.0,23665"inadmissible": 0.0,23666"fit_time_mean": 0.011183125480944427,23667"fit_time_median": 0.006274791434407234,23668"iter_mean": 12.799632352941176,23669"restarts_mean": 0.0,23670"status_ok": 1.023671},23672"avgarch11__skewt__w1000_r5": {23673"n_refits": 544,23674"failed": 0.0,23675"inadmissible": 0.0,23676"fit_time_mean": 0.04254521666520946,23677"fit_time_median": 0.04161031194962561,23678"iter_mean": 17.108455882352942,23679"restarts_mean": 0.0,23680"status_ok": 1.023681},23682"avgarch11__t__w1000_r5": {23683"n_refits": 544,23684"failed": 0.0,23685"inadmissible": 0.0,23686"fit_time_mean": 0.0191242746578235,23687"fit_time_median": 0.014896415988914669,23688"iter_mean": 15.448529411764707,23689"restarts_mean": 0.0,23690"status_ok": 1.023691},23692"cgarch11__ged__w1000_r5": {23693"n_refits": 544,23694"failed": 0.0,23695"inadmissible": 0.001838235294117647,23696"fit_time_mean": 0.0323320880664088,23697"fit_time_median": 0.030000166967511177,23698"iter_mean": 82.80147058823529,23699"restarts_mean": 1.0,23700"status_ok": 1.023701},23702"cgarch11__normal__w1000_r5": {23703"n_refits": 544,23704"failed": 0.0,23705"inadmissible": 0.001838235294117647,23706"fit_time_mean": 0.014171904695531874,23707"fit_time_median": 0.012782500009052455,23708"iter_mean": 71.79595588235294,23709"restarts_mean": 1.0,23710"status_ok": 1.023711},23712"cgarch11__skewt__w1000_r5": {23713"n_refits": 544,23714"failed": 0.0,23715"inadmissible": 0.003676470588235294,23716"fit_time_mean": 0.11695248497648315,23717"fit_time_median": 0.11252358346246183,23718"iter_mean": 106.15257352941177,23719"restarts_mean": 1.0,23720"status_ok": 1.023721},23722"cgarch11__t__w1000_r5": {23723"n_refits": 544,23724"failed": 0.0,23725"inadmissible": 0.0,23726"fit_time_mean": 0.030793227630270207,23727"fit_time_median": 0.028532083611935377,23728"iter_mean": 83.7095588235294,23729"restarts_mean": 1.0,23730"status_ok": 1.023731},23732"constvar__normal__w1000_r5": {23733"n_refits": 544,23734"failed": 0.0,23735"inadmissible": 0.0,23736"fit_time_mean": 0.00039365218211006485,23737"fit_time_median": 0.0003342506242915988,23738"iter_mean": 0.0,23739"restarts_mean": 0.0,23740"status_ok": 1.023741},23742"egarch11__ged__w1000_r5": {23743"n_refits": 544,23744"failed": 0.001838235294117647,23745"inadmissible": 0.0,23746"fit_time_mean": 0.03446619263773113,23747"fit_time_median": 0.028048666543327272,23748"iter_mean": 15.305147058823529,23749"restarts_mean": 0.007352941176470588,23750"status_ok": 0.9981637899375688,23751"status_stale_fit": 0.00183621006243114223752},23753"egarch11__normal__w1000_r5": {23754"n_refits": 544,23755"failed": 0.0,23756"inadmissible": 0.0,23757"fit_time_mean": 0.00977159820681931,23758"fit_time_median": 0.00774683291092515,23759"iter_mean": 13.693014705882353,23760"restarts_mean": 0.001838235294117647,23761"status_ok": 1.023762},23763"egarch11__skewt__w1000_r5": {23764"n_refits": 544,23765"failed": 0.0,23766"inadmissible": 0.0,23767"fit_time_mean": 0.026621276795648394,23768"fit_time_median": 0.024694395950064063,23769"iter_mean": 18.715073529411764,23770"restarts_mean": 0.001838235294117647,23771"status_ok": 0.9944913698127066,23772"status_forecast_failed": 0.00550863018729342623773},23774"egarch11__t__w1000_r5": {23775"n_refits": 544,23776"failed": 0.0,23777"inadmissible": 0.0,23778"fit_time_mean": 0.026811700363075088,23779"fit_time_median": 0.022206124500371516,23780"iter_mean": 16.384191176470587,23781"restarts_mean": 0.0,23782"status_ok": 0.9963275798751378,23783"status_forecast_failed": 0.00367242012486228423784},23785"ewma094__normal__w1000_r5": {23786"n_refits": 544,23787"failed": 0.0,23788"inadmissible": 0.0,23789"fit_time_mean": 0.0012119421765365748,23790"fit_time_median": 0.0010094374883919954,23791"iter_mean": 2.5698529411764706,23792"restarts_mean": 0.0,23793"status_ok": 1.023794},23795"figarch11__ged__w1000_r5": {23796"n_refits": 544,23797"failed": 0.0,23798"inadmissible": 0.0,23799"fit_time_mean": 0.18029363212896415,23800"fit_time_median": 0.1767527291085571,23801"iter_mean": 13.106617647058824,23802"restarts_mean": 0.0,23803"status_ok": 1.023804},23805"figarch11__normal__w1000_r5": {23806"n_refits": 544,23807"failed": 0.0,23808"inadmissible": 0.0,23809"fit_time_mean": 0.11599149485889082,23810"fit_time_median": 0.11167291714809835,23811"iter_mean": 11.6875,23812"restarts_mean": 0.0,23813"status_ok": 1.023814},23815"figarch11__skewt__w1000_r5": {23816"n_refits": 544,23817"failed": 0.0,23818"inadmissible": 0.0,23819"fit_time_mean": 0.14036964159159276,23820"fit_time_median": 0.13924952095840126,23821"iter_mean": 16.909926470588236,23822"restarts_mean": 0.0,23823"status_ok": 1.023824},23825"figarch11__t__w1000_r5": {23826"n_refits": 544,23827"failed": 0.0,23828"inadmissible": 0.0,23829"fit_time_mean": 0.1557507099415114,23830"fit_time_median": 0.15197679155971855,23831"iter_mean": 14.53125,23832"restarts_mean": 0.0,23833"status_ok": 1.023834},23835"garch11__ged__w1000_r5": {23836"n_refits": 544,23837"failed": 0.0,23838"inadmissible": 0.0,23839"fit_time_mean": 0.01038943158902625,23840"fit_time_median": 0.009552250034175813,23841"iter_mean": 11.579044117647058,23842"restarts_mean": 0.0,23843"status_ok": 1.023844},23845"garch11__normal__w1000_r5": {23846"n_refits": 544,23847"failed": 0.0,23848"inadmissible": 0.0,23849"fit_time_mean": 0.00819999276941149,23850"fit_time_median": 0.007085041026584804,23851"iter_mean": 10.229779411764707,23852"restarts_mean": 0.0,23853"status_ok": 1.023854},23855"garch11__skewt__w1000_r5": {23856"n_refits": 544,23857"failed": 0.0,23858"inadmissible": 0.0,23859"fit_time_mean": 0.01627342669363476,23860"fit_time_median": 0.01549887505825609,23861"iter_mean": 15.525735294117647,23862"restarts_mean": 0.0,23863"status_ok": 1.023864},23865"garch11__t__w1000_r5": {23866"n_refits": 544,23867"failed": 0.0,23868"inadmissible": 0.0,23869"fit_time_mean": 0.008020403041240676,23870"fit_time_median": 0.00805404200218618,23871"iter_mean": 13.233455882352942,23872"restarts_mean": 0.0,23873"status_ok": 1.023874},23875"garch12__ged__w1000_r5": {23876"n_refits": 544,23877"failed": 0.0,23878"inadmissible": 0.0,23879"fit_time_mean": 0.01580235578106059,23880"fit_time_median": 0.015051541617140174,23881"iter_mean": 13.316176470588236,23882"restarts_mean": 0.0,23883"status_ok": 1.023884},23885"garch12__normal__w1000_r5": {23886"n_refits": 544,23887"failed": 0.0,23888"inadmissible": 0.0,23889"fit_time_mean": 0.008838832563282373,23890"fit_time_median": 0.008060354040935636,23891"iter_mean": 11.783088235294118,23892"restarts_mean": 0.0,23893"status_ok": 1.023894},23895"garch12__skewt__w1000_r5": {23896"n_refits": 544,23897"failed": 0.0,23898"inadmissible": 0.0,23899"fit_time_mean": 0.020271143836212372,23900"fit_time_median": 0.01950566645245999,23901"iter_mean": 17.084558823529413,23902"restarts_mean": 0.0,23903"status_ok": 1.023904},23905"garch12__t__w1000_r5": {23906"n_refits": 544,23907"failed": 0.0,23908"inadmissible": 0.0,23909"fit_time_mean": 0.010045944755427841,23910"fit_time_median": 0.010119333048351109,23911"iter_mean": 14.733455882352942,23912"restarts_mean": 0.0,23913"status_ok": 1.023914},23915"garch21__ged__w1000_r5": {23916"n_refits": 544,23917"failed": 0.0,23918"inadmissible": 0.0,23919"fit_time_mean": 0.012693531637470348,23920"fit_time_median": 0.01264068705495447,23921"iter_mean": 13.102941176470589,23922"restarts_mean": 0.0,23923"status_ok": 1.023924},23925"garch21__normal__w1000_r5": {23926"n_refits": 544,23927"failed": 0.0,23928"inadmissible": 0.0,23929"fit_time_mean": 0.011069642306692377,23930"fit_time_median": 0.006725021172314882,23931"iter_mean": 11.849264705882353,23932"restarts_mean": 0.0,23933"status_ok": 1.023934},23935"garch21__skewt__w1000_r5": {23936"n_refits": 544,23937"failed": 0.0,23938"inadmissible": 0.0,23939"fit_time_mean": 0.02037719489539193,23940"fit_time_median": 0.01982939592562616,23941"iter_mean": 16.860294117647058,23942"restarts_mean": 0.0,23943"status_ok": 1.023944},23945"garch21__t__w1000_r5": {23946"n_refits": 544,23947"failed": 0.0,23948"inadmissible": 0.0,23949"fit_time_mean": 0.0105839445904541,23950"fit_time_median": 0.009993937099352479,23951"iter_mean": 14.545955882352942,23952"restarts_mean": 0.0,23953"status_ok": 1.023954},23955"garchm11__ged__w1000_r5": {23956"n_refits": 544,23957"failed": 0.0,23958"inadmissible": 0.0,23959"fit_time_mean": 0.018548124059367076,23960"fit_time_median": 0.017785542062483728,23961"iter_mean": 47.28125,23962"restarts_mean": 1.0,23963"status_ok": 1.023964},23965"garchm11__normal__w1000_r5": {23966"n_refits": 544,23967"failed": 0.0,23968"inadmissible": 0.0,23969"fit_time_mean": 0.010298841598234824,23970"fit_time_median": 0.009114187560044229,23971"iter_mean": 41.3547794117647,23972"restarts_mean": 1.0,23973"status_ok": 1.023974},23975"garchm11__skewt__w1000_r5": {23976"n_refits": 544,23977"failed": 0.0,23978"inadmissible": 0.0,23979"fit_time_mean": 0.03555788670714451,23980"fit_time_median": 0.036849208059720695,23981"iter_mean": 64.08823529411765,23982"restarts_mean": 1.0,23983"status_ok": 1.023984},23985"garchm11__t__w1000_r5": {23986"n_refits": 544,23987"failed": 0.0,23988"inadmissible": 0.0,23989"fit_time_mean": 0.013013580601289184,23990"fit_time_median": 0.012961458531208336,23991"iter_mean": 52.48345588235294,23992"restarts_mean": 1.0,23993"status_ok": 1.023994},23995"garchx_rv11__normal__w1000_r5": {23996"n_refits": 544,23997"failed": 0.0,23998"inadmissible": 0.0,23999"fit_time_mean": 0.04183843552078435,24000"fit_time_median": 0.04058406304102391,24001"iter_mean": 99.2095588235294,24002"restarts_mean": 1.0,24003"status_ok": 1.024004},24005"garchx_rv11__t__w1000_r5": {24006"n_refits": 544,24007"failed": 0.0,24008"inadmissible": 0.0,24009"fit_time_mean": 0.06247739263370236,24010"fit_time_median": 0.062225020956248045,24011"iter_mean": 121.73897058823529,24012"restarts_mean": 1.0,24013"status_ok": 1.024014},24015"gas_t11__t__w1000_r5": {24016"n_refits": 544,24017"failed": 0.0,24018"inadmissible": 0.0,24019"fit_time_mean": 0.018176625658644995,24020"fit_time_median": 0.012169416411779821,24021"iter_mean": 46.6985294117647,24022"restarts_mean": 1.0,24023"status_ok": 1.024024},24025"gjr11__ged__w1000_r5": {24026"n_refits": 544,24027"failed": 0.0,24028"inadmissible": 0.0,24029"fit_time_mean": 0.010387265186342547,24030"fit_time_median": 0.00976802094373852,24031"iter_mean": 13.380514705882353,24032"restarts_mean": 0.0,24033"status_ok": 1.024034},24035"gjr11__normal__w1000_r5": {24036"n_refits": 544,24037"failed": 0.0,24038"inadmissible": 0.0,24039"fit_time_mean": 0.009034370950436877,24040"fit_time_median": 0.007842125021852553,24041"iter_mean": 11.884191176470589,24042"restarts_mean": 0.0,24043"status_ok": 1.024044},24045"gjr11__skewt__w1000_r5": {24046"n_refits": 544,24047"failed": 0.0,24048"inadmissible": 0.0,24049"fit_time_mean": 0.021003347338752493,24050"fit_time_median": 0.020359479007311165,24051"iter_mean": 17.58639705882353,24052"restarts_mean": 0.0,24053"status_ok": 1.024054},24055"gjr11__t__w1000_r5": {24056"n_refits": 544,24057"failed": 0.0,24058"inadmissible": 0.0,24059"fit_time_mean": 0.01681218512085787,24060"fit_time_median": 0.016323521500453353,24061"iter_mean": 14.884191176470589,24062"restarts_mean": 0.0,24063"status_ok": 1.024064},24065"har_rv__empirical__w1000_r5": {24066"n_refits": 544,24067"failed": 0.0,24068"inadmissible": 0.0,24069"fit_time_mean": 0.0013579806224751176,24070"fit_time_median": 0.0012052914826199412,24071"iter_mean": 0.0,24072"restarts_mean": 0.0,24073"status_ok": 1.024074},24075"heavy11__normal__w1000_r5": {24076"n_refits": 544,24077"failed": 0.0,24078"inadmissible": 0.0,24079"fit_time_mean": 0.014397338692694628,24080"fit_time_median": 0.014426792040467262,24081"iter_mean": 55.419117647058826,24082"restarts_mean": 1.0,24083"status_ok": 1.024084},24085"heavy11__t__w1000_r5": {24086"n_refits": 544,24087"failed": 0.0,24088"inadmissible": 0.0,24089"fit_time_mean": 0.03850275710497312,24090"fit_time_median": 0.037813228904269636,24091"iter_mean": 67.62867647058823,24092"restarts_mean": 1.0,24093"status_ok": 1.024094},24095"histvar22__empirical__w1000_r5": {24096"n_refits": 544,24097"failed": 0.0,24098"inadmissible": 0.0,24099"fit_time_mean": 4.141025676611153e-06,24100"fit_time_median": 4.290835931897163e-06,24101"iter_mean": 0.0,24102"restarts_mean": 0.0,24103"status_ok": 1.024104},24105"histvar252__empirical__w1000_r5": {24106"n_refits": 544,24107"failed": 0.0,24108"inadmissible": 0.0,24109"fit_time_mean": 4.708418975282898e-06,24110"fit_time_median": 3.6249402910470963e-06,24111"iter_mean": 0.0,24112"restarts_mean": 0.0,24113"status_ok": 1.024114},24115"histvar66__empirical__w1000_r5": {24116"n_refits": 544,24117"failed": 0.0,24118"inadmissible": 0.0,24119"fit_time_mean": 4.212301813394708e-06,24120"fit_time_median": 4.312489181756973e-06,24121"iter_mean": 0.0,24122"restarts_mean": 0.0,24123"status_ok": 1.024124},24125"igarch11__ged__w1000_r5": {24126"n_refits": 544,24127"failed": 0.0,24128"inadmissible": 0.0,24129"fit_time_mean": 0.008309946232389741,24130"fit_time_median": 0.00760714546777308,24131"iter_mean": 33.669117647058826,24132"restarts_mean": 1.0,24133"status_ok": 1.024134},24135"igarch11__normal__w1000_r5": {24136"n_refits": 544,24137"failed": 0.0,24138"inadmissible": 0.0,24139"fit_time_mean": 0.005480976863884066,24140"fit_time_median": 0.0032408119877800345,24141"iter_mean": 25.966911764705884,24142"restarts_mean": 1.0,24143"status_ok": 1.024144},24145"igarch11__skewt__w1000_r5": {24146"n_refits": 544,24147"failed": 0.0,24148"inadmissible": 0.0,24149"fit_time_mean": 2.6142236187203225,24150"fit_time_median": 2.966237375047058,24151"iter_mean": 43.029411764705884,24152"restarts_mean": 1.0,24153"status_ok": 1.024154},24155"igarch11__t__w1000_r5": {24156"n_refits": 544,24157"failed": 0.0,24158"inadmissible": 0.0,24159"fit_time_mean": 0.006539339928541963,24160"fit_time_median": 0.006147958571091294,24161"iter_mean": 38.345588235294116,24162"restarts_mean": 1.0,24163"status_ok": 1.024164},24165"loghar_rv__empirical__w1000_r5": {24166"n_refits": 544,24167"failed": 0.0,24168"inadmissible": 0.0,24169"fit_time_mean": 0.0014898359607768191,24170"fit_time_median": 0.0010921870125457644,24171"iter_mean": 0.0,24172"restarts_mean": 0.0,24173"status_ok": 1.024174},24175"msgarch2__normal__w1000_r5": {24176"n_refits": 544,24177"failed": 0.0,24178"inadmissible": 0.0,24179"fit_time_mean": 0.12869485501184552,24180"fit_time_median": 0.12128177098929882,24181"iter_mean": 169.49264705882354,24182"restarts_mean": 1.0,24183"status_ok": 1.024184},24185"msgarch2__t__w1000_r5": {24186"n_refits": 544,24187"failed": 0.007352941176470588,24188"inadmissible": 0.0,24189"fit_time_mean": 0.12560853329983623,24190"fit_time_median": 0.12024402106180787,24191"iter_mean": 184.65992647058823,24192"restarts_mean": 1.0147058823529411,24193"status_ok": 0.9926551597502754,24194"status_stale_fit": 0.00734484024972456824195},24196"nagarch11__ged__w1000_r5": {24197"n_refits": 544,24198"failed": 0.0,24199"inadmissible": 0.0,24200"fit_time_mean": 0.024039263015712256,24201"fit_time_median": 0.020811770926229656,24202"iter_mean": 50.46507352941177,24203"restarts_mean": 1.0,24204"status_ok": 1.024205},24206"nagarch11__normal__w1000_r5": {24207"n_refits": 544,24208"failed": 0.0,24209"inadmissible": 0.003676470588235294,24210"fit_time_mean": 0.009681314027094393,24211"fit_time_median": 0.007373187458142638,24212"iter_mean": 50.01654411764706,24213"restarts_mean": 1.0,24214"status_ok": 1.024215},24216"nagarch11__skewt__w1000_r5": {24217"n_refits": 544,24218"failed": 0.02022058823529412,24219"inadmissible": 0.0,24220"fit_time_mean": 3.0038190163181486,24221"fit_time_median": 2.3696157295489684,24222"iter_mean": 59.580882352941174,24223"restarts_mean": 0.9797794117647058,24224"status_ok": 0.9798016893132574,24225"status_stale_fit": 0.02019831068674256324226},24227"nagarch11__t__w1000_r5": {24228"n_refits": 544,24229"failed": 0.0,24230"inadmissible": 0.0,24231"fit_time_mean": 0.017275816169892683,24232"fit_time_median": 0.015818728948943317,24233"iter_mean": 49.69117647058823,24234"restarts_mean": 1.0,24235"status_ok": 1.024236},24237"qgarch11__ged__w1000_r5": {24238"n_refits": 544,24239"failed": 0.0,24240"inadmissible": 0.0,24241"fit_time_mean": 0.01779588605859317,24242"fit_time_median": 0.015997395385056734,24243"iter_mean": 54.39889705882353,24244"restarts_mean": 1.0,24245"status_ok": 1.024246},24247"qgarch11__normal__w1000_r5": {24248"n_refits": 544,24249"failed": 0.0,24250"inadmissible": 0.0,24251"fit_time_mean": 0.01321938441876281,24252"fit_time_median": 0.007756312494166195,24253"iter_mean": 49.12867647058823,24254"restarts_mean": 1.0,24255"status_ok": 1.024256},24257"qgarch11__skewt__w1000_r5": {24258"n_refits": 544,24259"failed": 0.0,24260"inadmissible": 0.0,24261"fit_time_mean": 0.07097006848198362,24262"fit_time_median": 0.06747574999462813,24263"iter_mean": 72.78860294117646,24264"restarts_mean": 1.0,24265"status_ok": 1.024266},24267"qgarch11__t__w1000_r5": {24268"n_refits": 544,24269"failed": 0.0,24270"inadmissible": 0.0,24271"fit_time_mean": 0.013718556163332644,24272"fit_time_median": 0.011304958024993539,24273"iter_mean": 58.23529411764706,24274"restarts_mean": 1.0,24275"status_ok": 1.024276},24277"realgarch11__normal__w1000_r5": {24278"n_refits": 544,24279"failed": 0.0,24280"inadmissible": 0.0,24281"fit_time_mean": 0.02280322500198107,24282"fit_time_median": 0.02203302050475031,24283"iter_mean": 62.193014705882355,24284"restarts_mean": 1.0,24285"status_ok": 1.024286},24287"realgarch11__t__w1000_r5": {24288"n_refits": 544,24289"failed": 0.0,24290"inadmissible": 0.0,24291"fit_time_mean": 0.06724446692190694,24292"fit_time_median": 0.06447025062516332,24293"iter_mean": 100.93014705882354,24294"restarts_mean": 1.0,24295"status_ok": 1.024296},24297"rm2006__normal__w1000_r5": {24298"n_refits": 544,24299"failed": 0.0,24300"inadmissible": 0.0,24301"fit_time_mean": 0.00256474384043352,24302"fit_time_median": 0.0025793955428525805,24303"iter_mean": 2.71875,24304"restarts_mean": 0.0,24305"status_ok": 1.024306},24307"rm_rw__empirical__w1000_r5": {24308"n_refits": 544,24309"failed": 0.0,24310"inadmissible": 0.0,24311"fit_time_mean": 2.519903800395482e-06,24312"fit_time_median": 2.209097146987915e-06,24313"iter_mean": 0.0,24314"restarts_mean": 0.0,24315"status_ok": 1.024316},24317"tarch11__ged__w1000_r5": {24318"n_refits": 544,24319"failed": 0.0,24320"inadmissible": 0.0,24321"fit_time_mean": 0.03590244013278553,24322"fit_time_median": 0.034638187498785555,24323"iter_mean": 16.011029411764707,24324"restarts_mean": 0.0,24325"status_ok": 1.024326},24327"tarch11__normal__w1000_r5": {24328"n_refits": 544,24329"failed": 0.0,24330"inadmissible": 0.0,24331"fit_time_mean": 0.011448855707439018,24332"fit_time_median": 0.010801312513649464,24333"iter_mean": 14.751838235294118,24334"restarts_mean": 0.0,24335"status_ok": 1.024336},24337"tarch11__skewt__w1000_r5": {24338"n_refits": 544,24339"failed": 0.0,24340"inadmissible": 0.0,24341"fit_time_mean": 0.02792716291964205,24342"fit_time_median": 0.027117083547636867,24343"iter_mean": 19.18198529411765,24344"restarts_mean": 0.0,24345"status_ok": 1.024346},24347"tarch11__t__w1000_r5": {24348"n_refits": 544,24349"failed": 0.0,24350"inadmissible": 0.0,24351"fit_time_mean": 0.027907690424506332,24352"fit_time_median": 0.02400568686425686,24353"iter_mean": 18.020220588235293,24354"restarts_mean": 0.0,24355"status_ok": 1.024356}24357}24358}