Repository Public Research preview
1{2"symbol": "HG",3"asset_class": "futures",4"period": "test",5"horizons": {6"1": {7"n_origins": 2795,8"n_valid_targets": 2779,9"benchmark": "garch11__normal__w1000_r5",10"specs": {11"aparch11__ged__w1000_r5": {12"n_pair": 2779,13"coverage": 1.0,14"mean": 0.41770007458680136,15"mean_bench": 0.20538017755432394,16"ratio": 2.033789626442006,17"dm_stat": 3.972100312911549,18"dm_p": 7.305179756430277e-05,19"own_mean": 0.41770007458680136,20"own_n": 277921},22"aparch11__normal__w1000_r5": {23"n_pair": 2779,24"coverage": 1.0,25"mean": 0.4341693436617835,26"mean_bench": 0.20538017755432394,27"ratio": 2.1139788115478857,28"dm_stat": 3.223579077242835,29"dm_p": 0.0012806504711763928,30"own_mean": 0.43416934366178345,31"own_n": 277932},33"aparch11__skewt__w1000_r5": {34"n_pair": 2779,35"coverage": 1.0,36"mean": 0.9021128382514502,37"mean_bench": 0.20538017755432394,38"ratio": 4.3924046078538295,39"dm_stat": 2.5788872802663825,40"dm_p": 0.00996291156310385,41"own_mean": 0.9021128382514503,42"own_n": 277943},44"aparch11__t__w1000_r5": {45"n_pair": 2779,46"coverage": 1.0,47"mean": 0.7931380220211615,48"mean_bench": 0.20538017755432394,49"ratio": 3.8618041500688305,50"dm_stat": 2.7300113749694206,51"dm_p": 0.0063731676954345675,52"own_mean": 0.7931380220211615,53"own_n": 277954},55"arch5__ged__w1000_r5": {56"n_pair": 2779,57"coverage": 1.0,58"mean": 0.21858185090501372,59"mean_bench": 0.20538017755432394,60"ratio": 1.0642791992289415,61"dm_stat": 1.0402357673272677,62"dm_p": 0.29832090251255505,63"own_mean": 0.21858185090501378,64"own_n": 277965},66"arch5__normal__w1000_r5": {67"n_pair": 2779,68"coverage": 1.0,69"mean": 0.22516959599074876,70"mean_bench": 0.20538017755432394,71"ratio": 1.0963550556440163,72"dm_stat": 1.3093337359741744,73"dm_p": 0.19052960882922695,74"own_mean": 0.22516959599074873,75"own_n": 277976},77"arch5__skewt__w1000_r5": {78"n_pair": 2779,79"coverage": 1.0,80"mean": 0.21291733422067957,81"mean_bench": 0.20538017755432394,82"ratio": 1.0366985595012548,83"dm_stat": 0.6622458268619964,84"dm_p": 0.50786862228779,85"own_mean": 0.21291733422067957,86"own_n": 277987},88"arch5__t__w1000_r5": {89"n_pair": 2779,90"coverage": 1.0,91"mean": 0.21317862468081678,92"mean_bench": 0.20538017755432394,93"ratio": 1.0379707877330573,94"dm_stat": 0.6821616526980707,95"dm_p": 0.49519361148684354,96"own_mean": 0.21317862468081678,97"own_n": 277998},99"avgarch11__ged__w1000_r5": {100"n_pair": 2779,101"coverage": 1.0,102"mean": 0.1997223026785822,103"mean_bench": 0.20538017755432394,104"ratio": 0.972451699364973,105"dm_stat": -0.5475619518235192,106"dm_p": 0.5840367088856409,107"own_mean": 0.19972230267858218,108"own_n": 2779109},110"avgarch11__normal__w1000_r5": {111"n_pair": 2779,112"coverage": 1.0,113"mean": 0.19745827843651623,114"mean_bench": 0.20538017755432394,115"ratio": 0.9614281221676696,116"dm_stat": -0.9555758462766993,117"dm_p": 0.33936971425144197,118"own_mean": 0.19745827843651623,119"own_n": 2779120},121"avgarch11__skewt__w1000_r5": {122"n_pair": 2779,123"coverage": 1.0,124"mean": 0.19838159520743615,125"mean_bench": 0.20538017755432394,126"ratio": 0.9659237691279303,127"dm_stat": -0.6324144444892525,128"dm_p": 0.5271681436368348,129"own_mean": 0.1983815952074361,130"own_n": 2779131},132"avgarch11__t__w1000_r5": {133"n_pair": 2779,134"coverage": 1.0,135"mean": 0.19869618458811197,136"mean_bench": 0.20538017755432394,137"ratio": 0.9674555108199572,138"dm_stat": -0.6030115562201298,139"dm_p": 0.546550225986807,140"own_mean": 0.19869618458811197,141"own_n": 2779142},143"cgarch11__ged__w1000_r5": {144"n_pair": 2779,145"coverage": 1.0,146"mean": 0.18461457960204064,147"mean_bench": 0.20538017755432394,148"ratio": 0.8988919076828108,149"dm_stat": -2.9760267143011343,150"dm_p": 0.0029452874841198276,151"own_mean": 0.18461457960204064,152"own_n": 2779153},154"cgarch11__normal__w1000_r5": {155"n_pair": 2779,156"coverage": 1.0,157"mean": 0.1905828264282165,158"mean_bench": 0.20538017755432394,159"ratio": 0.9279514152616142,160"dm_stat": -2.2140470871175144,161"dm_p": 0.026906459096846903,162"own_mean": 0.1905828264282165,163"own_n": 2779164},165"cgarch11__skewt__w1000_r5": {166"n_pair": 2779,167"coverage": 1.0,168"mean": 0.1810529189846003,169"mean_bench": 0.20538017755432394,170"ratio": 0.8815501142349096,171"dm_stat": -2.8941812748612485,172"dm_p": 0.00383111195957993,173"own_mean": 0.18105291898460033,174"own_n": 2779175},176"cgarch11__t__w1000_r5": {177"n_pair": 2779,178"coverage": 1.0,179"mean": 0.18137287048634418,180"mean_bench": 0.20538017755432394,181"ratio": 0.8831079641966434,182"dm_stat": -2.872375881213109,183"dm_p": 0.004104868960935005,184"own_mean": 0.18137287048634418,185"own_n": 2779186},187"constvar__normal__w1000_r5": {188"n_pair": 2779,189"coverage": 1.0,190"mean": 0.2819209734410595,191"mean_bench": 0.20538017755432394,192"ratio": 1.3726785943910784,193"dm_stat": 3.341238315552504,194"dm_p": 0.0008450880581742506,195"own_mean": 0.2819209734410595,196"own_n": 2779197},198"egarch11__ged__w1000_r5": {199"n_pair": 2779,200"coverage": 1.0,201"mean": 0.37984110134778615,202"mean_bench": 0.20538017755432394,203"ratio": 1.849453563975601,204"dm_stat": 1.3998474309582174,205"dm_p": 0.16167067255919365,206"own_mean": 0.37984110134778615,207"own_n": 2779208},209"egarch11__normal__w1000_r5": {210"n_pair": 2774,211"coverage": 0.9982007916516733,212"mean": 30071.981184204673,213"mean_bench": 0.20570430737197937,214"ratio": 146190.33295119525,215"dm_stat": 1.016442500302056,216"dm_p": 0.30950738987348725,217"own_mean": 30071.98118420467,218"own_n": 2774219},220"egarch11__skewt__w1000_r5": {221"n_pair": 2749,222"coverage": 0.9892047499100396,223"mean": 0.30606092855762385,224"mean_bench": 0.20716276141273812,225"ratio": 1.477393555050404,226"dm_stat": 1.7349316437203046,227"dm_p": 0.08286503235954089,228"own_mean": 0.30606092855762385,229"own_n": 2749230},231"egarch11__t__w1000_r5": {232"n_pair": 2764,233"coverage": 0.9946023749550198,234"mean": 0.21977604583404137,235"mean_bench": 0.20628854571665098,236"ratio": 1.065381720882924,237"dm_stat": 1.0432367336071025,238"dm_p": 0.29692993119867034,239"own_mean": 0.21977604583404137,240"own_n": 2764241},242"ewma094__normal__w1000_r5": {243"n_pair": 2779,244"coverage": 1.0,245"mean": 0.1828050344718645,246"mean_bench": 0.20538017755432394,247"ratio": 0.8900811979457549,248"dm_stat": -1.8315882500399798,249"dm_p": 0.06711981492838989,250"own_mean": 0.18280503447186452,251"own_n": 2779252},253"figarch11__ged__w1000_r5": {254"n_pair": 2779,255"coverage": 1.0,256"mean": 0.17856082293279868,257"mean_bench": 0.20538017755432394,258"ratio": 0.8694160510479088,259"dm_stat": -3.8063710622399434,260"dm_p": 0.00014406669769965048,261"own_mean": 0.17856082293279868,262"own_n": 2779263},264"figarch11__normal__w1000_r5": {265"n_pair": 2779,266"coverage": 1.0,267"mean": 0.18211866766335497,268"mean_bench": 0.20538017755432394,269"ratio": 0.8867392648698231,270"dm_stat": -3.383703662747952,271"dm_p": 0.0007250669742065527,272"own_mean": 0.18211866766335494,273"own_n": 2779274},275"figarch11__skewt__w1000_r5": {276"n_pair": 2779,277"coverage": 1.0,278"mean": 0.17556980272882727,279"mean_bench": 0.20538017755432394,280"ratio": 0.854852716652211,281"dm_stat": -3.5557883203175864,282"dm_p": 0.00038313972362296304,283"own_mean": 0.17556980272882725,284"own_n": 2779285},286"figarch11__t__w1000_r5": {287"n_pair": 2779,288"coverage": 1.0,289"mean": 0.17581010912682418,290"mean_bench": 0.20538017755432394,291"ratio": 0.8560227730853999,292"dm_stat": -3.5482793079531425,293"dm_p": 0.0003941799948007664,294"own_mean": 0.17581010912682418,295"own_n": 2779296},297"garch11__ged__w1000_r5": {298"n_pair": 2779,299"coverage": 1.0,300"mean": 0.1955619071439495,301"mean_bench": 0.20538017755432394,302"ratio": 0.9521946541906291,303"dm_stat": -1.5862412451295982,304"dm_p": 0.11279840627446194,305"own_mean": 0.1955619071439495,306"own_n": 2779307},308"garch11__normal__w1000_r5": {309"n_pair": 2779,310"coverage": 1.0,311"mean": 0.20538017755432394,312"mean_bench": 0.20538017755432394,313"ratio": 1.0,314"dm_stat": 0.0,315"dm_p": 1.0,316"own_mean": 0.20538017755432394,317"own_n": 2779318},319"garch11__skewt__w1000_r5": {320"n_pair": 2779,321"coverage": 1.0,322"mean": 0.19130566995459336,323"mean_bench": 0.20538017755432394,324"ratio": 0.9314709541722554,325"dm_stat": -1.8593664170398632,326"dm_p": 0.06308087055086498,327"own_mean": 0.19130566995459342,328"own_n": 2779329},330"garch11__t__w1000_r5": {331"n_pair": 2779,332"coverage": 1.0,333"mean": 0.19188284764684232,334"mean_bench": 0.20538017755432394,335"ratio": 0.9342812433594692,336"dm_stat": -1.7815194390413935,337"dm_p": 0.0749368508132248,338"own_mean": 0.19188284764684238,339"own_n": 2779340},341"garch12__ged__w1000_r5": {342"n_pair": 2779,343"coverage": 1.0,344"mean": 0.19681293783210427,345"mean_bench": 0.20538017755432394,346"ratio": 0.9582859464616365,347"dm_stat": -1.6993134600782485,348"dm_p": 0.089372095890147,349"own_mean": 0.19681293783210427,350"own_n": 2779351},352"garch12__normal__w1000_r5": {353"n_pair": 2779,354"coverage": 1.0,355"mean": 0.1976729150085001,356"mean_bench": 0.20538017755432394,357"ratio": 0.9624731917286163,358"dm_stat": -1.2666609846483161,359"dm_p": 0.20538272575834998,360"own_mean": 0.1976729150085001,361"own_n": 2779362},363"garch12__skewt__w1000_r5": {364"n_pair": 2779,365"coverage": 1.0,366"mean": 0.18954295478681046,367"mean_bench": 0.20538017755432394,368"ratio": 0.9228882604148861,369"dm_stat": -2.0382250979164334,370"dm_p": 0.04162195358989375,371"own_mean": 0.18954295478681046,372"own_n": 2779373},374"garch12__t__w1000_r5": {375"n_pair": 2779,376"coverage": 1.0,377"mean": 0.18981624283218226,378"mean_bench": 0.20538017755432394,379"ratio": 0.9242189051179248,380"dm_stat": -2.0083178702262874,381"dm_p": 0.04470614812279649,382"own_mean": 0.18981624283218226,383"own_n": 2779384},385"garch21__ged__w1000_r5": {386"n_pair": 2779,387"coverage": 1.0,388"mean": 0.19719826597169654,389"mean_bench": 0.20538017755432394,390"ratio": 0.9601621165194326,391"dm_stat": -1.1698971908791203,392"dm_p": 0.2421427033256421,393"own_mean": 0.19719826597169654,394"own_n": 2779395},396"garch21__normal__w1000_r5": {397"n_pair": 2779,398"coverage": 1.0,399"mean": 0.20412934460151236,400"mean_bench": 0.20538017755432394,401"ratio": 0.9939096705061483,402"dm_stat": -0.2414394038324145,403"dm_p": 0.8092323950278136,404"own_mean": 0.20412934460151236,405"own_n": 2779406},407"garch21__skewt__w1000_r5": {408"n_pair": 2779,409"coverage": 1.0,410"mean": 0.1920635256455149,411"mean_bench": 0.20538017755432394,412"ratio": 0.9351609679795572,413"dm_stat": -1.6172733765441762,414"dm_p": 0.10593281736910001,415"own_mean": 0.19206352564551488,416"own_n": 2779417},418"garch21__t__w1000_r5": {419"n_pair": 2779,420"coverage": 1.0,421"mean": 0.19261154592326218,422"mean_bench": 0.20538017755432394,423"ratio": 0.9378292891596882,424"dm_stat": -1.5537593824152454,425"dm_p": 0.12035573213176677,426"own_mean": 0.19261154592326218,427"own_n": 2779428},429"garchm11__ged__w1000_r5": {430"n_pair": 2779,431"coverage": 1.0,432"mean": 0.1976112466153415,433"mean_bench": 0.20538017755432394,434"ratio": 0.9621729271466447,435"dm_stat": -1.2124423028131615,436"dm_p": 0.22544621553625455,437"own_mean": 0.19761124661534143,438"own_n": 2779439},440"garchm11__normal__w1000_r5": {441"n_pair": 2779,442"coverage": 1.0,443"mean": 0.20630412429640277,444"mean_bench": 0.20538017755432394,445"ratio": 1.0044987143018436,446"dm_stat": 1.3826825980676762,447"dm_p": 0.16687334495866907,448"own_mean": 0.2063041242964027,449"own_n": 2779450},451"garchm11__skewt__w1000_r5": {452"n_pair": 2779,453"coverage": 1.0,454"mean": 0.1932173477828842,455"mean_bench": 0.20538017755432394,456"ratio": 0.9407789499635494,457"dm_stat": -1.5725973845594545,458"dm_p": 0.11592595047582363,459"own_mean": 0.1932173477828842,460"own_n": 2779461},462"garchm11__t__w1000_r5": {463"n_pair": 2779,464"coverage": 1.0,465"mean": 0.19338952716079946,466"mean_bench": 0.20538017755432394,467"ratio": 0.9416172946371473,468"dm_stat": -1.5549130388344807,469"dm_p": 0.12008069112551811,470"own_mean": 0.19338952716079946,471"own_n": 2779472},473"garchx_rv11__normal__w1000_r5": {474"n_pair": 2779,475"coverage": 1.0,476"mean": 0.14143415227589984,477"mean_bench": 0.20538017755432394,478"ratio": 0.6886455838148737,479"dm_stat": -4.292134424338604,480"dm_p": 1.8301999994628014e-05,481"own_mean": 0.1414341522758999,482"own_n": 2779483},484"garchx_rv11__t__w1000_r5": {485"n_pair": 2779,486"coverage": 1.0,487"mean": 0.13605786950058416,488"mean_bench": 0.20538017755432394,489"ratio": 0.6624683604852579,490"dm_stat": -4.335294967564889,491"dm_p": 1.5074306855466494e-05,492"own_mean": 0.13605786950058418,493"own_n": 2779494},495"gas_t11__t__w1000_r5": {496"n_pair": 2779,497"coverage": 1.0,498"mean": 0.20164135990085533,499"mean_bench": 0.20538017755432394,500"ratio": 0.9817956255662517,501"dm_stat": -0.2826903528340956,502"dm_p": 0.7774352728248078,503"own_mean": 0.20164135990085533,504"own_n": 2779505},506"gjr11__ged__w1000_r5": {507"n_pair": 2779,508"coverage": 1.0,509"mean": 0.23448942900901526,510"mean_bench": 0.20538017755432394,511"ratio": 1.1417335002887112,512"dm_stat": 1.307971185287595,513"dm_p": 0.19099130290295413,514"own_mean": 0.23448942900901526,515"own_n": 2779516},517"gjr11__normal__w1000_r5": {518"n_pair": 2779,519"coverage": 1.0,520"mean": 0.23543184394604905,521"mean_bench": 0.20538017755432394,522"ratio": 1.146322136583879,523"dm_stat": 1.4592193698103253,524"dm_p": 0.1446177989962271,525"own_mean": 0.23543184394604905,526"own_n": 2779527},528"gjr11__skewt__w1000_r5": {529"n_pair": 2779,530"coverage": 1.0,531"mean": 0.23279602209323275,532"mean_bench": 0.20538017755432394,533"ratio": 1.1334882697316648,534"dm_stat": 1.199003426965089,535"dm_p": 0.23062887580506347,536"own_mean": 0.23279602209323275,537"own_n": 2779538},539"gjr11__t__w1000_r5": {540"n_pair": 2779,541"coverage": 1.0,542"mean": 0.23269613325881033,543"mean_bench": 0.20538017755432394,544"ratio": 1.1330019090925227,545"dm_stat": 1.195901884122832,546"dm_p": 0.23183691558431777,547"own_mean": 0.2326961332588103,548"own_n": 2779549},550"har_rv__empirical__w1000_r5": {551"n_pair": 2779,552"coverage": 1.0,553"mean": 0.13653359741365978,554"mean_bench": 0.20538017755432394,555"ratio": 0.6647846887635788,556"dm_stat": -3.922567598306733,557"dm_p": 8.973213021535854e-05,558"own_mean": 0.13653359741365978,559"own_n": 2779560},561"heavy11__normal__w1000_r5": {562"n_pair": 2779,563"coverage": 1.0,564"mean": 0.14198833407763442,565"mean_bench": 0.20538017755432394,566"ratio": 0.6913439055727658,567"dm_stat": -4.264871243777023,568"dm_p": 2.066962557844732e-05,569"own_mean": 0.14198833407763442,570"own_n": 2779571},572"heavy11__t__w1000_r5": {573"n_pair": 2779,574"coverage": 1.0,575"mean": 0.13880893652906875,576"mean_bench": 0.20538017755432394,577"ratio": 0.6758633582949026,578"dm_stat": -4.355833994409011,579"dm_p": 1.3736401094966846e-05,580"own_mean": 0.13880893652906878,581"own_n": 2779582},583"histvar22__empirical__w1000_r5": {584"n_pair": 2779,585"coverage": 1.0,586"mean": 0.23457264532266955,587"mean_bench": 0.20538017755432394,588"ratio": 1.1421386821063784,589"dm_stat": 1.5456118860004606,590"dm_p": 0.12231223201944548,591"own_mean": 0.23457264532266955,592"own_n": 2779593},594"histvar252__empirical__w1000_r5": {595"n_pair": 2779,596"coverage": 1.0,597"mean": 0.2527576117958204,598"mean_bench": 0.20538017755432394,599"ratio": 1.2306816305530017,600"dm_stat": 2.2450156843252453,601"dm_p": 0.02484549753386102,602"own_mean": 0.25275761179582035,603"own_n": 2779604},605"histvar66__empirical__w1000_r5": {606"n_pair": 2779,607"coverage": 1.0,608"mean": 0.2307968058010148,609"mean_bench": 0.20538017755432394,610"ratio": 1.1237540474906254,611"dm_stat": 1.359293746312421,612"dm_p": 0.17416385511864263,613"own_mean": 0.23079680580101475,614"own_n": 2779615},616"igarch11__ged__w1000_r5": {617"n_pair": 2779,618"coverage": 1.0,619"mean": 0.19837175585764247,620"mean_bench": 0.20538017755432394,621"ratio": 0.9658758611462018,622"dm_stat": -0.6059387777396185,623"dm_p": 0.544604912278277,624"own_mean": 0.1983717558576424,625"own_n": 2779626},627"igarch11__normal__w1000_r5": {628"n_pair": 2779,629"coverage": 1.0,630"mean": 0.1987740850414386,631"mean_bench": 0.20538017755432394,632"ratio": 0.9678348096123444,633"dm_stat": -0.5939928925882102,634"dm_p": 0.5525652315199899,635"own_mean": 0.19877408504143856,636"own_n": 2779637},638"igarch11__skewt__w1000_r5": {639"n_pair": 2779,640"coverage": 1.0,641"mean": 0.19782154694663834,642"mean_bench": 0.20538017755432394,643"ratio": 0.9631968834690178,644"dm_stat": -0.6288874183546385,645"dm_p": 0.5294744695855222,646"own_mean": 0.19782154694663834,647"own_n": 2779648},649"igarch11__t__w1000_r5": {650"n_pair": 2779,651"coverage": 1.0,652"mean": 0.1974876102910014,653"mean_bench": 0.20538017755432394,654"ratio": 0.9615709395263575,655"dm_stat": -0.6541031952720963,656"dm_p": 0.513099466008507,657"own_mean": 0.1974876102910014,658"own_n": 2779659},660"loghar_rv__empirical__w1000_r5": {661"n_pair": 2779,662"coverage": 1.0,663"mean": 0.1326308604433108,664"mean_bench": 0.20538017755432394,665"ratio": 0.645782188050886,666"dm_stat": -4.942635532451221,667"dm_p": 8.16519087939615e-07,668"own_mean": 0.1326308604433108,669"own_n": 2779670},671"msgarch2__normal__w1000_r5": {672"n_pair": 2779,673"coverage": 1.0,674"mean": 0.18832885570981603,675"mean_bench": 0.20538017755432394,676"ratio": 0.9169767888627043,677"dm_stat": -2.595919199242887,678"dm_p": 0.009483515410457591,679"own_mean": 0.18832885570981603,680"own_n": 2779681},682"msgarch2__t__w1000_r5": {683"n_pair": 2779,684"coverage": 1.0,685"mean": 0.17754786018678773,686"mean_bench": 0.20538017755432394,687"ratio": 0.8644839161258664,688"dm_stat": -2.7219449289450046,689"dm_p": 0.006530404133184777,690"own_mean": 0.17754786018678773,691"own_n": 2779692},693"nagarch11__ged__w1000_r5": {694"n_pair": 2779,695"coverage": 1.0,696"mean": 0.3413639193747325,697"mean_bench": 0.20538017755432394,698"ratio": 1.6621074313972692,699"dm_stat": 1.0909119809222594,700"dm_p": 0.27540622399977516,701"own_mean": 0.3413639193747324,702"own_n": 2779703},704"nagarch11__normal__w1000_r5": {705"n_pair": 2779,706"coverage": 1.0,707"mean": 0.4046831972963651,708"mean_bench": 0.20538017755432394,709"ratio": 1.970410202753499,710"dm_stat": 1.0458227634682007,711"dm_p": 0.29573385766552557,712"own_mean": 0.4046831972963651,713"own_n": 2779714},715"nagarch11__skewt__w1000_r5": {716"n_pair": 2779,717"coverage": 1.0,718"mean": 0.5252822417884202,719"mean_bench": 0.20538017755432394,720"ratio": 2.5576092495561347,721"dm_stat": 1.0340707260776554,722"dm_p": 0.30119310946681815,723"own_mean": 0.5252822417884202,724"own_n": 2779725},726"nagarch11__t__w1000_r5": {727"n_pair": 2779,728"coverage": 1.0,729"mean": 0.33286891956782955,730"mean_bench": 0.20538017755432394,731"ratio": 1.620745115383807,732"dm_stat": 1.0678533748799912,733"dm_p": 0.28567944265159867,734"own_mean": 0.33286891956782966,735"own_n": 2779736},737"qgarch11__ged__w1000_r5": {738"n_pair": 2779,739"coverage": 1.0,740"mean": 0.21339825552047612,741"mean_bench": 0.20538017755432394,742"ratio": 1.0390401744785296,743"dm_stat": 0.7339745658652019,744"dm_p": 0.4630261802052366,745"own_mean": 0.21339825552047612,746"own_n": 2779747},748"qgarch11__normal__w1000_r5": {749"n_pair": 2779,750"coverage": 1.0,751"mean": 0.2224418877226369,752"mean_bench": 0.20538017755432394,753"ratio": 1.0830737920839515,754"dm_stat": 1.9034466170982418,755"dm_p": 0.0570855493275725,756"own_mean": 0.2224418877226369,757"own_n": 2779758},759"qgarch11__skewt__w1000_r5": {760"n_pair": 2779,761"coverage": 1.0,762"mean": 0.20738082790829143,763"mean_bench": 0.20538017755432394,764"ratio": 1.0097412047150378,765"dm_stat": 0.18202201359919157,766"dm_p": 0.8555787305860664,767"own_mean": 0.20738082790829143,768"own_n": 2779769},770"qgarch11__t__w1000_r5": {771"n_pair": 2779,772"coverage": 1.0,773"mean": 0.20742724361317788,774"mean_bench": 0.20538017755432394,775"ratio": 1.0099672036670262,776"dm_stat": 0.18637472265615398,777"dm_p": 0.8521645217529055,778"own_mean": 0.20742724361317788,779"own_n": 2779780},781"realgarch11__normal__w1000_r5": {782"n_pair": 2779,783"coverage": 1.0,784"mean": 0.1500183301504016,785"mean_bench": 0.20538017755432394,786"ratio": 0.7304421095396176,787"dm_stat": -4.847644206580037,788"dm_p": 1.3181070423291333e-06,789"own_mean": 0.15001833015040159,790"own_n": 2779791},792"realgarch11__t__w1000_r5": {793"n_pair": 2779,794"coverage": 1.0,795"mean": 0.1537789933726573,796"mean_bench": 0.20538017755432394,797"ratio": 0.7487528504642669,798"dm_stat": -3.9493785006326343,799"dm_p": 8.030201892480342e-05,800"own_mean": 0.1537789933726573,801"own_n": 2779802},803"rm2006__normal__w1000_r5": {804"n_pair": 2779,805"coverage": 1.0,806"mean": 0.17002774873332324,807"mean_bench": 0.20538017755432394,808"ratio": 0.8278683500911385,809"dm_stat": -3.0578177606295447,810"dm_p": 0.0022507961071277635,811"own_mean": 0.17002774873332324,812"own_n": 2779813},814"rm_rw__empirical__w1000_r5": {815"n_pair": 2779,816"coverage": 1.0,817"mean": 0.18275249307608807,818"mean_bench": 0.20538017755432394,819"ratio": 0.8898253728880395,820"dm_stat": -1.1292912953342686,821"dm_p": 0.2588724758582676,822"own_mean": 0.1827524930760881,823"own_n": 2779824},825"tarch11__ged__w1000_r5": {826"n_pair": 2779,827"coverage": 1.0,828"mean": 0.23910012273664255,829"mean_bench": 0.20538017755432394,830"ratio": 1.1641830559494941,831"dm_stat": 1.3243010432846278,832"dm_p": 0.1855120261504436,833"own_mean": 0.23910012273664255,834"own_n": 2779835},836"tarch11__normal__w1000_r5": {837"n_pair": 2779,838"coverage": 1.0,839"mean": 0.2352582175125778,840"mean_bench": 0.20538017755432394,841"ratio": 1.1454767461691915,842"dm_stat": 1.2767052803599361,843"dm_p": 0.20181302625647934,844"own_mean": 0.2352582175125778,845"own_n": 2779846},847"tarch11__skewt__w1000_r5": {848"n_pair": 2779,849"coverage": 1.0,850"mean": 0.23915624879852196,851"mean_bench": 0.20538017755432394,852"ratio": 1.1644563348148051,853"dm_stat": 1.2656504887595827,854"dm_p": 0.2057443778633177,855"own_mean": 0.23915624879852196,856"own_n": 2779857},858"tarch11__t__w1000_r5": {859"n_pair": 2779,860"coverage": 1.0,861"mean": 0.23956098093200937,862"mean_bench": 0.20538017755432394,863"ratio": 1.1664269832888057,864"dm_stat": 1.2818924380387466,865"dm_p": 0.19998735277928564,866"own_mean": 0.2395609809320093,867"own_n": 2779868}869},870"common_sample_A": {871"n": 2744,872"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": 0.4214437102577153,945"aparch11__normal__w1000_r5": 0.4381033742864818,946"aparch11__skewt__w1000_r5": 0.9121287635780871,947"aparch11__t__w1000_r5": 0.8017778445013446,948"arch5__ged__w1000_r5": 0.220297514000489,949"arch5__normal__w1000_r5": 0.22696240105938814,950"arch5__skewt__w1000_r5": 0.2146607515776191,951"arch5__t__w1000_r5": 0.21492458054832903,952"avgarch11__ged__w1000_r5": 0.20171146389250558,953"avgarch11__normal__w1000_r5": 0.19940596924078346,954"avgarch11__skewt__w1000_r5": 0.20034480787694997,955"avgarch11__t__w1000_r5": 0.20066170579748607,956"cgarch11__ged__w1000_r5": 0.18642762531515836,957"cgarch11__normal__w1000_r5": 0.1924473305600202,958"cgarch11__skewt__w1000_r5": 0.18285762635476663,959"cgarch11__t__w1000_r5": 0.1831805285170247,960"constvar__normal__w1000_r5": 0.28450965163585307,961"egarch11__ged__w1000_r5": 0.35639572690414245,962"egarch11__normal__w1000_r5": 30400.735590115397,963"egarch11__skewt__w1000_r5": 0.28076331747165156,964"egarch11__t__w1000_r5": 0.22048836243430886,965"ewma094__normal__w1000_r5": 0.18469293430839828,966"figarch11__ged__w1000_r5": 0.18031053832156105,967"figarch11__normal__w1000_r5": 0.18388985326874877,968"figarch11__skewt__w1000_r5": 0.17731812663144422,969"figarch11__t__w1000_r5": 0.17756066443742502,970"garch11__ged__w1000_r5": 0.1975761030534972,971"garch11__normal__w1000_r5": 0.20749368307216537,972"garch11__skewt__w1000_r5": 0.19329222924272843,973"garch11__t__w1000_r5": 0.19387537261294338,974"garch12__ged__w1000_r5": 0.19884228789862182,975"garch12__normal__w1000_r5": 0.1996879065353438,976"garch12__skewt__w1000_r5": 0.19150639835060784,977"garch12__t__w1000_r5": 0.19178175538319148,978"garch21__ged__w1000_r5": 0.1992344539100714,979"garch21__normal__w1000_r5": 0.20622848511236475,980"garch21__skewt__w1000_r5": 0.19406056853682088,981"garch21__t__w1000_r5": 0.19461412360783417,982"garchm11__ged__w1000_r5": 0.1996540755435827,983"garchm11__normal__w1000_r5": 0.2084308171058973,984"garchm11__skewt__w1000_r5": 0.1952317266375821,985"garchm11__t__w1000_r5": 0.19540463321359897,986"gas_t11__t__w1000_r5": 0.2036872910485949,987"gjr11__ged__w1000_r5": 0.23688145731258076,988"gjr11__normal__w1000_r5": 0.23782269718111956,989"gjr11__skewt__w1000_r5": 0.2351979056736427,990"gjr11__t__w1000_r5": 0.235095547179637,991"histvar22__empirical__w1000_r5": 0.23688573244433692,992"histvar252__empirical__w1000_r5": 0.25508952070579094,993"histvar66__empirical__w1000_r5": 0.23316643422780486,994"igarch11__ged__w1000_r5": 0.2004437736938462,995"igarch11__normal__w1000_r5": 0.20083581688728,996"igarch11__skewt__w1000_r5": 0.19987941978388518,997"igarch11__t__w1000_r5": 0.19953987605409493,998"msgarch2__normal__w1000_r5": 0.19011818662844787,999"msgarch2__t__w1000_r5": 0.1793150747352917,1000"nagarch11__ged__w1000_r5": 0.3443112390544124,1001"nagarch11__normal__w1000_r5": 0.40848467409034767,1002"nagarch11__skewt__w1000_r5": 0.5308164418222707,1003"nagarch11__t__w1000_r5": 0.335836895409867,1004"qgarch11__ged__w1000_r5": 0.2153632005984086,1005"qgarch11__normal__w1000_r5": 0.22449209098062192,1006"qgarch11__skewt__w1000_r5": 0.20933987375648103,1007"qgarch11__t__w1000_r5": 0.2093880072372201,1008"rm2006__normal__w1000_r5": 0.1717025218430302,1009"tarch11__ged__w1000_r5": 0.24123529043919278,1010"tarch11__normal__w1000_r5": 0.2373499515158471,1011"tarch11__skewt__w1000_r5": 0.24129019905700508,1012"tarch11__t__w1000_r5": 0.241703646276906081013},1014"ratio": {1015"aparch11__ged__w1000_r5": 2.03111585865069,1016"aparch11__normal__w1000_r5": 2.1114058404087,1017"aparch11__skewt__w1000_r5": 4.395935095820979,1018"aparch11__t__w1000_r5": 3.864107247170941,1019"arch5__ged__w1000_r5": 1.0617070878435875,1020"arch5__normal__w1000_r5": 1.0938280033346925,1021"arch5__skewt__w1000_r5": 1.0345411407197445,1022"arch5__t__w1000_r5": 1.0358126443472462,1023"avgarch11__ged__w1000_r5": 0.9721330351167907,1024"avgarch11__normal__w1000_r5": 0.9610218792609265,1025"avgarch11__skewt__w1000_r5": 0.965546540553097,1026"avgarch11__t__w1000_r5": 0.9670738059418263,1027"cgarch11__ged__w1000_r5": 0.8984737393201492,1028"cgarch11__normal__w1000_r5": 0.9274852502044021,1029"cgarch11__skewt__w1000_r5": 0.8812684012706525,1030"cgarch11__t__w1000_r5": 0.8828246036449955,1031"constvar__normal__w1000_r5": 1.3711725938996508,1032"egarch11__ged__w1000_r5": 1.7176220578251995,1033"egarch11__normal__w1000_r5": 146514.02943935484,1034"egarch11__skewt__w1000_r5": 1.353117421767502,1035"egarch11__t__w1000_r5": 1.0626268673327468,1036"ewma094__normal__w1000_r5": 0.8901135281509409,1037"figarch11__ged__w1000_r5": 0.868992904515796,1038"figarch11__normal__w1000_r5": 0.8862431402540226,1039"figarch11__skewt__w1000_r5": 0.8545712043184166,1040"figarch11__t__w1000_r5": 0.8557400967993335,1041"garch11__ged__w1000_r5": 0.9522029785590201,1042"garch11__normal__w1000_r5": 1.0,1043"garch11__skewt__w1000_r5": 0.9315571750466363,1044"garch11__t__w1000_r5": 0.9343675900991858,1045"garch12__ged__w1000_r5": 0.9583052599700849,1046"garch12__normal__w1000_r5": 0.9623806545758468,1047"garch12__skewt__w1000_r5": 0.9229504990954485,1048"garch12__t__w1000_r5": 0.9242775613390151,1049"garch21__ged__w1000_r5": 0.9601952741895211,1050"garch21__normal__w1000_r5": 0.9939024748075797,1051"garch21__skewt__w1000_r5": 0.9352601277472504,1052"garch21__t__w1000_r5": 0.9379279442456484,1053"garchm11__ged__w1000_r5": 0.9622176086880867,1054"garchm11__normal__w1000_r5": 1.0045164460905829,1055"garchm11__skewt__w1000_r5": 0.9409044350023965,1056"garchm11__t__w1000_r5": 0.9417377450745723,1057"gas_t11__t__w1000_r5": 0.981655383589453,1058"gjr11__ged__w1000_r5": 1.1416321393755127,1059"gjr11__normal__w1000_r5": 1.1461683732241907,1060"gjr11__skewt__w1000_r5": 1.1335183904940467,1061"gjr11__t__w1000_r5": 1.1330250815292136,1062"histvar22__empirical__w1000_r5": 1.1416527430473589,1063"histvar252__empirical__w1000_r5": 1.2293845139231152,1064"histvar66__empirical__w1000_r5": 1.123727868605574,1065"igarch11__ged__w1000_r5": 0.9660234987690336,1066"igarch11__normal__w1000_r5": 0.9679129210763983,1067"igarch11__skewt__w1000_r5": 0.9633036380889148,1068"igarch11__t__w1000_r5": 0.9616672329475007,1069"msgarch2__normal__w1000_r5": 0.9162601184457535,1070"msgarch2__t__w1000_r5": 0.8641953435899382,1071"nagarch11__ged__w1000_r5": 1.6593817891538534,1072"nagarch11__normal__w1000_r5": 1.9686607709800907,1073"nagarch11__skewt__w1000_r5": 2.558229407097927,1074"nagarch11__t__w1000_r5": 1.6185403354812706,1075"qgarch11__ged__w1000_r5": 1.0379265402672826,1076"qgarch11__normal__w1000_r5": 1.0819225320827939,1077"qgarch11__skewt__w1000_r5": 1.0088975753718419,1078"qgarch11__t__w1000_r5": 1.0091295510157574,1079"rm2006__normal__w1000_r5": 0.8275072248021779,1080"tarch11__ged__w1000_r5": 1.1626151064815415,1081"tarch11__normal__w1000_r5": 1.1438900115012072,1082"tarch11__skewt__w1000_r5": 1.1628797343824941,1083"tarch11__t__w1000_r5": 1.1648723117649931084}1085},1086"mcs_A": {1087"egarch11__normal__w1000_r5": {1088"p": 0.4565,1089"in": true1090},1091"aparch11__ged__w1000_r5": {1092"p": 0.4565,1093"in": true1094},1095"aparch11__normal__w1000_r5": {1096"p": 0.4565,1097"in": true1098},1099"aparch11__t__w1000_r5": {1100"p": 0.4565,1101"in": true1102},1103"aparch11__skewt__w1000_r5": {1104"p": 0.4565,1105"in": true1106},1107"constvar__normal__w1000_r5": {1108"p": 0.4565,1109"in": true1110},1111"tarch11__ged__w1000_r5": {1112"p": 0.4565,1113"in": true1114},1115"tarch11__t__w1000_r5": {1116"p": 0.4565,1117"in": true1118},1119"tarch11__skewt__w1000_r5": {1120"p": 0.4565,1121"in": true1122},1123"tarch11__normal__w1000_r5": {1124"p": 0.473,1125"in": true1126},1127"histvar252__empirical__w1000_r5": {1128"p": 0.637,1129"in": true1130},1131"gjr11__normal__w1000_r5": {1132"p": 0.6375,1133"in": true1134},1135"egarch11__skewt__w1000_r5": {1136"p": 0.6375,1137"in": true1138},1139"egarch11__ged__w1000_r5": {1140"p": 0.6375,1141"in": true1142},1143"gjr11__ged__w1000_r5": {1144"p": 0.6375,1145"in": true1146},1147"gjr11__skewt__w1000_r5": {1148"p": 0.6375,1149"in": true1150},1151"gjr11__t__w1000_r5": {1152"p": 0.6375,1153"in": true1154},1155"histvar22__empirical__w1000_r5": {1156"p": 0.6375,1157"in": true1158},1159"nagarch11__ged__w1000_r5": {1160"p": 0.6375,1161"in": true1162},1163"qgarch11__normal__w1000_r5": {1164"p": 0.6375,1165"in": true1166},1167"histvar66__empirical__w1000_r5": {1168"p": 0.6375,1169"in": true1170},1171"nagarch11__t__w1000_r5": {1172"p": 0.6375,1173"in": true1174},1175"qgarch11__ged__w1000_r5": {1176"p": 0.6375,1177"in": true1178},1179"nagarch11__normal__w1000_r5": {1180"p": 0.6395,1181"in": true1182},1183"arch5__normal__w1000_r5": {1184"p": 0.6395,1185"in": true1186},1187"egarch11__t__w1000_r5": {1188"p": 0.6395,1189"in": true1190},1191"arch5__ged__w1000_r5": {1192"p": 0.6395,1193"in": true1194},1195"qgarch11__t__w1000_r5": {1196"p": 0.647,1197"in": true1198},1199"qgarch11__skewt__w1000_r5": {1200"p": 0.6505,1201"in": true1202},1203"nagarch11__skewt__w1000_r5": {1204"p": 0.6505,1205"in": true1206},1207"arch5__t__w1000_r5": {1208"p": 0.6505,1209"in": true1210},1211"arch5__skewt__w1000_r5": {1212"p": 0.6505,1213"in": true1214},1215"garch21__normal__w1000_r5": {1216"p": 0.6505,1217"in": true1218},1219"garchm11__normal__w1000_r5": {1220"p": 0.6505,1221"in": true1222},1223"garch11__normal__w1000_r5": {1224"p": 0.6505,1225"in": true1226},1227"garch21__ged__w1000_r5": {1228"p": 0.6505,1229"in": true1230},1231"garchm11__ged__w1000_r5": {1232"p": 0.6505,1233"in": true1234},1235"avgarch11__normal__w1000_r5": {1236"p": 0.6505,1237"in": true1238},1239"avgarch11__ged__w1000_r5": {1240"p": 0.666,1241"in": true1242},1243"garch12__normal__w1000_r5": {1244"p": 0.699,1245"in": true1246},1247"garch11__ged__w1000_r5": {1248"p": 0.699,1249"in": true1250},1251"garch12__ged__w1000_r5": {1252"p": 0.699,1253"in": true1254},1255"avgarch11__t__w1000_r5": {1256"p": 0.699,1257"in": true1258},1259"avgarch11__skewt__w1000_r5": {1260"p": 0.699,1261"in": true1262},1263"gas_t11__t__w1000_r5": {1264"p": 0.699,1265"in": true1266},1267"igarch11__ged__w1000_r5": {1268"p": 0.699,1269"in": true1270},1271"igarch11__normal__w1000_r5": {1272"p": 0.699,1273"in": true1274},1275"garchm11__t__w1000_r5": {1276"p": 0.699,1277"in": true1278},1279"igarch11__skewt__w1000_r5": {1280"p": 0.699,1281"in": true1282},1283"garchm11__skewt__w1000_r5": {1284"p": 0.699,1285"in": true1286},1287"garch21__t__w1000_r5": {1288"p": 0.699,1289"in": true1290},1291"igarch11__t__w1000_r5": {1292"p": 0.699,1293"in": true1294},1295"garch21__skewt__w1000_r5": {1296"p": 0.699,1297"in": true1298},1299"garch11__t__w1000_r5": {1300"p": 0.699,1301"in": true1302},1303"cgarch11__normal__w1000_r5": {1304"p": 0.699,1305"in": true1306},1307"garch11__skewt__w1000_r5": {1308"p": 0.699,1309"in": true1310},1311"cgarch11__ged__w1000_r5": {1312"p": 0.699,1313"in": true1314},1315"garch12__t__w1000_r5": {1316"p": 0.699,1317"in": true1318},1319"garch12__skewt__w1000_r5": {1320"p": 0.699,1321"in": true1322},1323"msgarch2__normal__w1000_r5": {1324"p": 0.699,1325"in": true1326},1327"figarch11__normal__w1000_r5": {1328"p": 0.699,1329"in": true1330},1331"cgarch11__t__w1000_r5": {1332"p": 0.699,1333"in": true1334},1335"cgarch11__skewt__w1000_r5": {1336"p": 0.699,1337"in": true1338},1339"ewma094__normal__w1000_r5": {1340"p": 0.699,1341"in": true1342},1343"figarch11__ged__w1000_r5": {1344"p": 0.699,1345"in": true1346},1347"figarch11__t__w1000_r5": {1348"p": 0.699,1349"in": true1350},1351"msgarch2__t__w1000_r5": {1352"p": 0.699,1353"in": true1354},1355"figarch11__skewt__w1000_r5": {1356"p": 0.699,1357"in": true1358},1359"rm2006__normal__w1000_r5": {1360"p": 1.0,1361"in": true1362}1363},1364"spa_A": {1365"lower": 0.0325,1366"consistent": 0.754,1367"upper": 0.926,1368"n": 27441369},1370"common_sample_B": {1371"n": 2779,1372"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": 0.14143415227589984,1386"garchx_rv11__t__w1000_r5": 0.13605786950058416,1387"har_rv__empirical__w1000_r5": 0.13653359741365978,1388"heavy11__normal__w1000_r5": 0.14198833407763442,1389"heavy11__t__w1000_r5": 0.13880893652906875,1390"loghar_rv__empirical__w1000_r5": 0.1326308604433108,1391"realgarch11__normal__w1000_r5": 0.1500183301504016,1392"realgarch11__t__w1000_r5": 0.1537789933726573,1393"rm_rw__empirical__w1000_r5": 0.18275249307608807,1394"garch11__normal__w1000_r5": 0.205380177554323941395},1396"ratio": {1397"garchx_rv11__normal__w1000_r5": 0.6886455838148737,1398"garchx_rv11__t__w1000_r5": 0.6624683604852579,1399"har_rv__empirical__w1000_r5": 0.6647846887635788,1400"heavy11__normal__w1000_r5": 0.6913439055727658,1401"heavy11__t__w1000_r5": 0.6758633582949026,1402"loghar_rv__empirical__w1000_r5": 0.645782188050886,1403"realgarch11__normal__w1000_r5": 0.7304421095396176,1404"realgarch11__t__w1000_r5": 0.7487528504642669,1405"rm_rw__empirical__w1000_r5": 0.8898253728880395,1406"garch11__normal__w1000_r5": 1.01407}1408},1409"mcs_B": {1410"garch11__normal__w1000_r5": {1411"p": 0.0055,1412"in": false1413},1414"rm_rw__empirical__w1000_r5": {1415"p": 0.223,1416"in": true1417},1418"realgarch11__t__w1000_r5": {1419"p": 0.234,1420"in": true1421},1422"realgarch11__normal__w1000_r5": {1423"p": 0.3475,1424"in": true1425},1426"heavy11__normal__w1000_r5": {1427"p": 0.3475,1428"in": true1429},1430"garchx_rv11__normal__w1000_r5": {1431"p": 0.3475,1432"in": true1433},1434"heavy11__t__w1000_r5": {1435"p": 0.555,1436"in": true1437},1438"har_rv__empirical__w1000_r5": {1439"p": 0.9085,1440"in": true1441},1442"garchx_rv11__t__w1000_r5": {1443"p": 0.9085,1444"in": true1445},1446"loghar_rv__empirical__w1000_r5": {1447"p": 1.0,1448"in": true1449}1450},1451"spa_B": {1452"lower": 0.0035,1453"consistent": 0.0035,1454"upper": 0.0035,1455"n": 27791456}1457},1458"5": {1459"n_origins": 2795,1460"n_valid_targets": 2723,1461"benchmark": "garch11__normal__w1000_r5",1462"specs": {1463"aparch11__ged__w1000_r5": {1464"n_pair": 2723,1465"coverage": 1.0,1466"mean": 0.4276196617706212,1467"mean_bench": 0.19219587860632,1468"ratio": 2.2249158768202624,1469"dm_stat": 3.8018821268142147,1470"dm_p": 0.00014675284498839953,1471"own_mean": 0.4276196617706212,1472"own_n": 27231473},1474"aparch11__normal__w1000_r5": {1475"n_pair": 2723,1476"coverage": 1.0,1477"mean": 0.41530164179775253,1478"mean_bench": 0.19219587860632,1479"ratio": 2.1608249084696873,1480"dm_stat": 2.8958783049171326,1481"dm_p": 0.0038111275306666665,1482"own_mean": 0.41530164179775253,1483"own_n": 27231484},1485"aparch11__skewt__w1000_r5": {1486"n_pair": 2723,1487"coverage": 1.0,1488"mean": 1.1109067558823278,1489"mean_bench": 0.19219587860632,1490"ratio": 5.780075847296539,1491"dm_stat": 2.2468160299485658,1492"dm_p": 0.024731619853280817,1493"own_mean": 1.1109067558823278,1494"own_n": 27231495},1496"aparch11__t__w1000_r5": {1497"n_pair": 2723,1498"coverage": 1.0,1499"mean": 0.9654115603520614,1500"mean_bench": 0.19219587860632,1501"ratio": 5.023060678265323,1502"dm_stat": 2.416696973582391,1503"dm_p": 0.01572742024904786,1504"own_mean": 0.9654115603520615,1505"own_n": 27231506},1507"arch5__ged__w1000_r5": {1508"n_pair": 2723,1509"coverage": 1.0,1510"mean": 0.2058129735031748,1511"mean_bench": 0.19219587860632,1512"ratio": 1.0708500879186231,1513"dm_stat": 1.0066465013268657,1514"dm_p": 0.3141941546578414,1515"own_mean": 0.20581297350317482,1516"own_n": 27231517},1518"arch5__normal__w1000_r5": {1519"n_pair": 2723,1520"coverage": 1.0,1521"mean": 0.2056345149902582,1522"mean_bench": 0.19219587860632,1523"ratio": 1.069921563778508,1524"dm_stat": 1.0787886878913264,1525"dm_p": 0.280777523411854,1526"own_mean": 0.2056345149902582,1527"own_n": 27231528},1529"arch5__skewt__w1000_r5": {1530"n_pair": 2723,1531"coverage": 1.0,1532"mean": 0.20278042462933088,1533"mean_bench": 0.19219587860632,1534"ratio": 1.0550716597034397,1535"dm_stat": 0.7621762114616443,1536"dm_p": 0.44602087770705856,1537"own_mean": 0.20278042462933088,1538"own_n": 27231539},1540"arch5__t__w1000_r5": {1541"n_pair": 2723,1542"coverage": 1.0,1543"mean": 0.20308707495141023,1544"mean_bench": 0.19219587860632,1545"ratio": 1.0566671690572458,1546"dm_stat": 0.7816837123401368,1547"dm_p": 0.4344684606467572,1548"own_mean": 0.20308707495141023,1549"own_n": 27231550},1551"avgarch11__ged__w1000_r5": {1552"n_pair": 2723,1553"coverage": 1.0,1554"mean": 0.18879764782494365,1555"mean_bench": 0.19219587860632,1556"ratio": 0.9823189196042177,1557"dm_stat": -0.31896695313078466,1558"dm_p": 0.7497760463300674,1559"own_mean": 0.18879764782494363,1560"own_n": 27231561},1562"avgarch11__normal__w1000_r5": {1563"n_pair": 2723,1564"coverage": 1.0,1565"mean": 0.18431131891102676,1566"mean_bench": 0.19219587860632,1567"ratio": 0.9589764372031961,1568"dm_stat": -1.006744698952155,1569"dm_p": 0.31414695960833633,1570"own_mean": 0.18431131891102678,1571"own_n": 27231572},1573"avgarch11__skewt__w1000_r5": {1574"n_pair": 2723,1575"coverage": 1.0,1576"mean": 0.18861886404299313,1577"mean_bench": 0.19219587860632,1578"ratio": 0.9813887030811219,1579"dm_stat": -0.306444150259838,1580"dm_p": 0.7592899346006582,1581"own_mean": 0.18861886404299313,1582"own_n": 27231583},1584"avgarch11__t__w1000_r5": {1585"n_pair": 2723,1586"coverage": 1.0,1587"mean": 0.18886165081447165,1588"mean_bench": 0.19219587860632,1589"ratio": 0.9826519287716988,1590"dm_stat": -0.28586343705984885,1591"dm_p": 0.7750044706160398,1592"own_mean": 0.18886165081447165,1593"own_n": 27231594},1595"cgarch11__ged__w1000_r5": {1596"n_pair": 2723,1597"coverage": 1.0,1598"mean": 0.17599171451938317,1599"mean_bench": 0.19219587860632,1600"ratio": 0.9156893258875324,1601"dm_stat": -2.112218346510535,1602"dm_p": 0.034758584753360626,1603"own_mean": 0.17599171451938317,1604"own_n": 27231605},1606"cgarch11__normal__w1000_r5": {1607"n_pair": 2723,1608"coverage": 1.0,1609"mean": 0.18077092856963967,1610"mean_bench": 0.19219587860632,1611"ratio": 0.9405556970340536,1612"dm_stat": -1.5021179359006052,1613"dm_p": 0.13318264730773835,1614"own_mean": 0.18077092856963967,1615"own_n": 27231616},1617"cgarch11__skewt__w1000_r5": {1618"n_pair": 2723,1619"coverage": 1.0,1620"mean": 0.17413063947958585,1621"mean_bench": 0.19219587860632,1622"ratio": 0.9060061055537113,1623"dm_stat": -1.9234542782912933,1624"dm_p": 0.05452721090787547,1625"own_mean": 0.17413063947958585,1626"own_n": 27231627},1628"cgarch11__t__w1000_r5": {1629"n_pair": 2723,1630"coverage": 1.0,1631"mean": 0.17463105727130318,1632"mean_bench": 0.19219587860632,1633"ratio": 0.9086097919352614,1634"dm_stat": -1.8777606977309294,1635"dm_p": 0.06052074621597923,1636"own_mean": 0.17463105727130318,1637"own_n": 27231638},1639"constvar__normal__w1000_r5": {1640"n_pair": 2723,1641"coverage": 1.0,1642"mean": 0.23696595145004293,1643"mean_bench": 0.19219587860632,1644"ratio": 1.2329398172758255,1645"dm_stat": 2.6673668255370497,1646"dm_p": 0.0076901023994767285,1647"own_mean": 0.23696595145004293,1648"own_n": 27231649},1650"egarch11__ged__w1000_r5": {1651"n_pair": 2723,1652"coverage": 1.0,1653"mean": 0.3268408054620248,1654"mean_bench": 0.19219587860632,1655"ratio": 1.7005609476751666,1656"dm_stat": 1.5255245232685435,1657"dm_p": 0.12724449683641498,1658"own_mean": 0.3268408054620248,1659"own_n": 27231660},1661"egarch11__normal__w1000_r5": {1662"n_pair": 2718,1663"coverage": 0.9981637899375688,1664"mean": 118816.44345485388,1665"mean_bench": 0.19253718308130605,1666"ratio": 617109.0775992043,1667"dm_stat": 1.0028484538556144,1668"dm_p": 0.31602328938134977,1669"own_mean": 118816.4434548539,1670"own_n": 27181671},1672"egarch11__skewt__w1000_r5": {1673"n_pair": 2693,1674"coverage": 0.9889827396254132,1675"mean": 0.3965804841093628,1676"mean_bench": 0.19396280626072923,1677"ratio": 2.0446212949521376,1678"dm_stat": 1.247241204827534,1679"dm_p": 0.21241756371419537,1680"own_mean": 0.3965804841093628,1681"own_n": 26931682},1683"egarch11__t__w1000_r5": {1684"n_pair": 2708,1685"coverage": 0.9944913698127066,1686"mean": 0.19800389700006257,1687"mean_bench": 0.19316253761727015,1688"ratio": 1.025063655937183,1689"dm_stat": 0.3429786763764936,1690"dm_p": 0.7316411333634469,1691"own_mean": 0.19800389700006257,1692"own_n": 27081693},1694"ewma094__normal__w1000_r5": {1695"n_pair": 2723,1696"coverage": 1.0,1697"mean": 0.1685776179555811,1698"mean_bench": 0.19219587860632,1699"ratio": 0.8771135946202216,1700"dm_stat": -1.6767380889872554,1701"dm_p": 0.09370853454086378,1702"own_mean": 0.1685776179555811,1703"own_n": 27231704},1705"figarch11__ged__w1000_r5": {1706"n_pair": 2723,1707"coverage": 1.0,1708"mean": 0.16924196721871068,1709"mean_bench": 0.19219587860632,1710"ratio": 0.8805702205788375,1711"dm_stat": -3.373633209200802,1712"dm_p": 0.0007522132404446445,1713"own_mean": 0.1692419672187107,1714"own_n": 27231715},1716"figarch11__normal__w1000_r5": {1717"n_pair": 2723,1718"coverage": 1.0,1719"mean": 0.1718139829284567,1720"mean_bench": 0.19219587860632,1721"ratio": 0.8939524831351244,1722"dm_stat": -3.0269512768840703,1723"dm_p": 0.002493484457695847,1724"own_mean": 0.1718139829284567,1725"own_n": 27231726},1727"figarch11__skewt__w1000_r5": {1728"n_pair": 2723,1729"coverage": 1.0,1730"mean": 0.1675603789907602,1731"mean_bench": 0.19219587860632,1732"ratio": 0.8718208746503802,1733"dm_stat": -2.846899451210982,1734"dm_p": 0.004447804718545463,1735"own_mean": 0.1675603789907602,1736"own_n": 27231737},1738"figarch11__t__w1000_r5": {1739"n_pair": 2723,1740"coverage": 1.0,1741"mean": 0.1678722686412133,1742"mean_bench": 0.19219587860632,1743"ratio": 0.8734436443617534,1744"dm_stat": -2.8233192902812356,1745"dm_p": 0.004787471588872272,1746"own_mean": 0.1678722686412133,1747"own_n": 27231748},1749"garch11__ged__w1000_r5": {1750"n_pair": 2723,1751"coverage": 1.0,1752"mean": 0.18494797016923953,1753"mean_bench": 0.19219587860632,1754"ratio": 0.9622889497442004,1755"dm_stat": -0.9925613609737715,1756"dm_p": 0.32101198524884034,1757"own_mean": 0.1849479701692395,1758"own_n": 27231759},1760"garch11__normal__w1000_r5": {1761"n_pair": 2723,1762"coverage": 1.0,1763"mean": 0.19219587860632,1764"mean_bench": 0.19219587860632,1765"ratio": 1.0,1766"dm_stat": 0.0,1767"dm_p": 1.0,1768"own_mean": 0.19219587860632,1769"own_n": 27231770},1771"garch11__skewt__w1000_r5": {1772"n_pair": 2723,1773"coverage": 1.0,1774"mean": 0.1818937257032709,1775"mean_bench": 0.19219587860632,1776"ratio": 0.9463976388164322,1777"dm_stat": -1.1666223621945249,1778"dm_p": 0.24346510540950755,1779"own_mean": 0.1818937257032709,1780"own_n": 27231781},1782"garch11__t__w1000_r5": {1783"n_pair": 2723,1784"coverage": 1.0,1785"mean": 0.18242150175530117,1786"mean_bench": 0.19219587860632,1787"ratio": 0.9491436709158578,1788"dm_stat": -1.1072809703830002,1789"dm_p": 0.2682703074433326,1790"own_mean": 0.1824215017553012,1791"own_n": 27231792},1793"garch12__ged__w1000_r5": {1794"n_pair": 2723,1795"coverage": 1.0,1796"mean": 0.18708033565092091,1797"mean_bench": 0.19219587860632,1798"ratio": 0.9733837010840519,1799"dm_stat": -0.8454732804157401,1800"dm_p": 0.39792095610005507,1801"own_mean": 0.1870803356509209,1802"own_n": 27231803},1804"garch12__normal__w1000_r5": {1805"n_pair": 2723,1806"coverage": 1.0,1807"mean": 0.18161399668524533,1808"mean_bench": 0.19219587860632,1809"ratio": 0.9449422016860735,1810"dm_stat": -1.2152691755874385,1811"dm_p": 0.22436884079771932,1812"own_mean": 0.18161399668524533,1813"own_n": 27231814},1815"garch12__skewt__w1000_r5": {1816"n_pair": 2723,1817"coverage": 1.0,1818"mean": 0.181154241466112,1819"mean_bench": 0.19219587860632,1820"ratio": 0.9425500836944329,1821"dm_stat": -1.2426330481118748,1822"dm_p": 0.2141101213170254,1823"own_mean": 0.181154241466112,1824"own_n": 27231825},1826"garch12__t__w1000_r5": {1827"n_pair": 2723,1828"coverage": 1.0,1829"mean": 0.18151096399988145,1830"mean_bench": 0.19219587860632,1831"ratio": 0.944406120027554,1832"dm_stat": -1.203767662703403,1833"dm_p": 0.2287840639554494,1834"own_mean": 0.18151096399988145,1835"own_n": 27231836},1837"garch21__ged__w1000_r5": {1838"n_pair": 2723,1839"coverage": 1.0,1840"mean": 0.1865232019114082,1841"mean_bench": 0.19219587860632,1842"ratio": 0.9704849201967993,1843"dm_stat": -0.6974281570962836,1844"dm_p": 0.485594448480881,1845"own_mean": 0.18652320191140817,1846"own_n": 27231847},1848"garch21__normal__w1000_r5": {1849"n_pair": 2723,1850"coverage": 1.0,1851"mean": 0.19210106537599017,1852"mean_bench": 0.19219587860632,1853"ratio": 0.9995066843731647,1854"dm_stat": -0.01896203667677776,1855"dm_p": 0.9848727800485542,1856"own_mean": 0.19210106537599017,1857"own_n": 27231858},1859"garch21__skewt__w1000_r5": {1860"n_pair": 2723,1861"coverage": 1.0,1862"mean": 0.1862063118961396,1863"mean_bench": 0.19219587860632,1864"ratio": 0.9688361334612746,1865"dm_stat": -0.546486390367466,1866"dm_p": 0.5847764309042197,1867"own_mean": 0.1862063118961396,1868"own_n": 27231869},1870"garch21__t__w1000_r5": {1871"n_pair": 2723,1872"coverage": 1.0,1873"mean": 0.18701597817211768,1874"mean_bench": 0.19219587860632,1875"ratio": 0.973048847499938,1876"dm_stat": -0.4731557061655899,1877"dm_p": 0.6361400359679763,1878"own_mean": 0.18701597817211768,1879"own_n": 27231880},1881"garchm11__ged__w1000_r5": {1882"n_pair": 2723,1883"coverage": 1.0,1884"mean": 0.1847759824750624,1885"mean_bench": 0.19219587860632,1886"ratio": 0.9613940934370608,1887"dm_stat": -0.9989523161147414,1888"dm_p": 0.31790658424646706,1889"own_mean": 0.1847759824750624,1890"own_n": 27231891},1892"garchm11__normal__w1000_r5": {1893"n_pair": 2723,1894"coverage": 1.0,1895"mean": 0.19262883300026354,1896"mean_bench": 0.19219587860632,1897"ratio": 1.0022526726227587,1898"dm_stat": 0.8215046374832473,1899"dm_p": 0.41143082897782635,1900"own_mean": 0.19262883300026348,1901"own_n": 27231902},1903"garchm11__skewt__w1000_r5": {1904"n_pair": 2723,1905"coverage": 1.0,1906"mean": 0.18139849211267614,1907"mean_bench": 0.19219587860632,1908"ratio": 0.9438209259639722,1909"dm_stat": -1.2141479033200677,1910"dm_p": 0.22479657697923397,1911"own_mean": 0.1813984921126762,1912"own_n": 27231913},1914"garchm11__t__w1000_r5": {1915"n_pair": 2723,1916"coverage": 1.0,1917"mean": 0.1816661602527347,1918"mean_bench": 0.19219587860632,1919"ratio": 0.9452136100423172,1920"dm_stat": -1.1868363772186552,1921"dm_p": 0.23539573639599037,1922"own_mean": 0.18166616025273466,1923"own_n": 27231924},1925"garchx_rv11__normal__w1000_r5": {1926"n_pair": 2723,1927"coverage": 1.0,1928"mean": 0.1367798580045423,1929"mean_bench": 0.19219587860632,1930"ratio": 0.7116690482458896,1931"dm_stat": -3.3607326814591256,1932"dm_p": 0.0007880848590667291,1933"own_mean": 0.1367798580045423,1934"own_n": 27231935},1936"garchx_rv11__t__w1000_r5": {1937"n_pair": 2723,1938"coverage": 1.0,1939"mean": 0.13143868177794374,1940"mean_bench": 0.19219587860632,1941"ratio": 0.6838787737336092,1942"dm_stat": -3.5152547409654735,1943"dm_p": 0.00044650395156062067,1944"own_mean": 0.1314386817779437,1945"own_n": 27231946},1947"gas_t11__t__w1000_r5": {1948"n_pair": 2723,1949"coverage": 1.0,1950"mean": 0.18371291339211665,1951"mean_bench": 0.19219587860632,1952"ratio": 0.955862918207631,1953"dm_stat": -0.6422547916923164,1954"dm_p": 0.5207618484770971,1955"own_mean": 0.18371291339211662,1956"own_n": 27231957},1958"gjr11__ged__w1000_r5": {1959"n_pair": 2723,1960"coverage": 1.0,1961"mean": 0.21910950242078742,1962"mean_bench": 0.19219587860632,1963"ratio": 1.1400322629685276,1964"dm_stat": 1.3267355125405385,1965"dm_p": 0.18470747798461362,1966"own_mean": 0.21910950242078747,1967"own_n": 27231968},1969"gjr11__normal__w1000_r5": {1970"n_pair": 2723,1971"coverage": 1.0,1972"mean": 0.21751125747058048,1973"mean_bench": 0.19219587860632,1974"ratio": 1.1317165542145398,1975"dm_stat": 1.4167547476157174,1976"dm_p": 0.15666907801012098,1977"own_mean": 0.21751125747058053,1978"own_n": 27231979},1980"gjr11__skewt__w1000_r5": {1981"n_pair": 2723,1982"coverage": 1.0,1983"mean": 0.21743297650412113,1984"mean_bench": 0.19219587860632,1985"ratio": 1.1313092563732594,1986"dm_stat": 1.2079555248375413,1987"dm_p": 0.2271693085166994,1988"own_mean": 0.21743297650412113,1989"own_n": 27231990},1991"gjr11__t__w1000_r5": {1992"n_pair": 2723,1993"coverage": 1.0,1994"mean": 0.21752900847633844,1995"mean_bench": 0.19219587860632,1996"ratio": 1.1318089131448492,1997"dm_stat": 1.2131455827618558,1998"dm_p": 0.22517942935128935,1999"own_mean": 0.21752900847633844,2000"own_n": 27232001},2002"har_rv__empirical__w1000_r5": {2003"n_pair": 2723,2004"coverage": 1.0,2005"mean": 0.12427240874379906,2006"mean_bench": 0.19219587860632,2007"ratio": 0.6465924745366137,2008"dm_stat": -3.2777908136794514,2009"dm_p": 0.0010593809035764482,2010"own_mean": 0.12427240874379906,2011"own_n": 27232012},2013"heavy11__normal__w1000_r5": {2014"n_pair": 2723,2015"coverage": 1.0,2016"mean": 0.13627475803964254,2017"mean_bench": 0.19219587860632,2018"ratio": 0.7090410003992739,2019"dm_stat": -3.3898484622677376,2020"dm_p": 0.0007092762154614597,2021"own_mean": 0.13627475803964254,2022"own_n": 27232023},2024"heavy11__t__w1000_r5": {2025"n_pair": 2723,2026"coverage": 1.0,2027"mean": 0.13360312759426987,2028"mean_bench": 0.19219587860632,2029"ratio": 0.6951404398630876,2030"dm_stat": -3.6357334153584344,2031"dm_p": 0.0002823277385911795,2032"own_mean": 0.13360312759426987,2033"own_n": 27232034},2035"histvar22__empirical__w1000_r5": {2036"n_pair": 2723,2037"coverage": 1.0,2038"mean": 0.22679879922995763,2039"mean_bench": 0.19219587860632,2040"ratio": 1.180039868047929,2041"dm_stat": 1.7280856861327627,2042"dm_p": 0.0840862760626961,2043"own_mean": 0.22679879922995763,2044"own_n": 27232045},2046"histvar252__empirical__w1000_r5": {2047"n_pair": 2723,2048"coverage": 1.0,2049"mean": 0.21324577572850698,2050"mean_bench": 0.19219587860632,2051"ratio": 1.1095231452142844,2052"dm_stat": 1.0270399884986687,2053"dm_p": 0.30449289073138425,2054"own_mean": 0.21324577572850695,2055"own_n": 27232056},2057"histvar66__empirical__w1000_r5": {2058"n_pair": 2723,2059"coverage": 1.0,2060"mean": 0.20583030310156872,2061"mean_bench": 0.19219587860632,2062"ratio": 1.0709402542557973,2063"dm_stat": 0.6805388628313175,2064"dm_p": 0.4962212034596982,2065"own_mean": 0.20583030310156872,2066"own_n": 27232067},2068"igarch11__ged__w1000_r5": {2069"n_pair": 2723,2070"coverage": 1.0,2071"mean": 0.18242542093093397,2072"mean_bench": 0.19219587860632,2073"ratio": 0.9491640624854442,2074"dm_stat": -0.7359889822884002,2075"dm_p": 0.4618008193152624,2076"own_mean": 0.18242542093093403,2077"own_n": 27232078},2079"igarch11__normal__w1000_r5": {2080"n_pair": 2723,2081"coverage": 1.0,2082"mean": 0.1790092681200431,2083"mean_bench": 0.19219587860632,2084"ratio": 0.9313897333184371,2085"dm_stat": -1.0213516107665694,2086"dm_p": 0.30717864561876934,2087"own_mean": 0.17900926812004314,2088"own_n": 27232089},2090"igarch11__skewt__w1000_r5": {2091"n_pair": 2723,2092"coverage": 1.0,2093"mean": 0.18314739683350212,2094"mean_bench": 0.19219587860632,2095"ratio": 0.9529205213013326,2096"dm_stat": -0.6656905193010222,2097"dm_p": 0.5056653395867248,2098"own_mean": 0.18314739683350212,2099"own_n": 27232100},2101"igarch11__t__w1000_r5": {2102"n_pair": 2723,2103"coverage": 1.0,2104"mean": 0.18330435195194095,2105"mean_bench": 0.19219587860632,2106"ratio": 0.9537371627380636,2107"dm_stat": -0.6525644279550694,2108"dm_p": 0.5140922290825283,2109"own_mean": 0.18330435195194095,2110"own_n": 27232111},2112"loghar_rv__empirical__w1000_r5": {2113"n_pair": 2723,2114"coverage": 1.0,2115"mean": 0.12120746258665104,2116"mean_bench": 0.19219587860632,2117"ratio": 0.6306454824399411,2118"dm_stat": -3.9161619829536334,2119"dm_p": 9.218016867729487e-05,2120"own_mean": 0.12120746258665101,2121"own_n": 27232122},2123"msgarch2__normal__w1000_r5": {2124"n_pair": 2723,2125"coverage": 1.0,2126"mean": 0.17725326837631983,2127"mean_bench": 0.19219587860632,2128"ratio": 0.9222532223981372,2129"dm_stat": -1.8563246344945237,2130"dm_p": 0.0635152844566052,2131"own_mean": 0.17725326837631986,2132"own_n": 27232133},2134"msgarch2__t__w1000_r5": {2135"n_pair": 2723,2136"coverage": 1.0,2137"mean": 0.16759238299412926,2138"mean_bench": 0.19219587860632,2139"ratio": 0.8719873922864562,2140"dm_stat": -2.313412525768381,2141"dm_p": 0.02077414136573047,2142"own_mean": 0.16759238299412932,2143"own_n": 27232144},2145"nagarch11__ged__w1000_r5": {2146"n_pair": 2723,2147"coverage": 1.0,2148"mean": 0.2896877087588195,2149"mean_bench": 0.19219587860632,2150"ratio": 1.5072524492171584,2151"dm_stat": 1.1293309725438025,2152"dm_p": 0.25885775273662465,2153"own_mean": 0.2896877087588195,2154"own_n": 27232155},2156"nagarch11__normal__w1000_r5": {2157"n_pair": 2723,2158"coverage": 1.0,2159"mean": 0.306581502768678,2160"mean_bench": 0.19219587860632,2161"ratio": 1.595151285198249,2162"dm_stat": 1.0433551667412495,2163"dm_p": 0.2968764810612735,2164"own_mean": 0.306581502768678,2165"own_n": 27232166},2167"nagarch11__skewt__w1000_r5": {2168"n_pair": 2723,2169"coverage": 1.0,2170"mean": 0.34998050793716867,2171"mean_bench": 0.19219587860632,2172"ratio": 1.8209574028069726,2173"dm_stat": 1.0642924745379447,2174"dm_p": 0.28729062742486255,2175"own_mean": 0.34998050793716867,2176"own_n": 27232177},2178"nagarch11__t__w1000_r5": {2179"n_pair": 2723,2180"coverage": 1.0,2181"mean": 0.28534730506972084,2182"mean_bench": 0.19219587860632,2183"ratio": 1.4846692194383908,2184"dm_stat": 1.0962836155067182,2185"dm_p": 0.27305165738392384,2186"own_mean": 0.28534730506972095,2187"own_n": 27232188},2189"qgarch11__ged__w1000_r5": {2190"n_pair": 2723,2191"coverage": 1.0,2192"mean": 0.2028823902653613,2193"mean_bench": 0.19219587860632,2194"ratio": 1.0556021894773862,2195"dm_stat": 0.8245516475739032,2196"dm_p": 0.4096984292859189,2197"own_mean": 0.2028823902653613,2198"own_n": 27232199},2200"qgarch11__normal__w1000_r5": {2201"n_pair": 2723,2202"coverage": 1.0,2203"mean": 0.20934116923949808,2204"mean_bench": 0.19219587860632,2205"ratio": 1.0892073792502972,2206"dm_stat": 1.598662946097794,2207"dm_p": 0.11001157631330366,2208"own_mean": 0.20934116923949814,2209"own_n": 27232210},2211"qgarch11__skewt__w1000_r5": {2212"n_pair": 2723,2213"coverage": 1.0,2214"mean": 0.1971885763826883,2215"mean_bench": 0.19219587860632,2216"ratio": 1.0259771323535765,2217"dm_stat": 0.3908585357460252,2218"dm_p": 0.695932392905141,2219"own_mean": 0.1971885763826883,2220"own_n": 27232221},2222"qgarch11__t__w1000_r5": {2223"n_pair": 2723,2224"coverage": 1.0,2225"mean": 0.1973452570796882,2226"mean_bench": 0.19219587860632,2227"ratio": 1.0267923459686448,2228"dm_stat": 0.40264042755349055,2229"dm_p": 0.6872443823702454,2230"own_mean": 0.19734525707968814,2231"own_n": 27232232},2233"realgarch11__normal__w1000_r5": {2234"n_pair": 2723,2235"coverage": 1.0,2236"mean": 0.14212410512555415,2237"mean_bench": 0.19219587860632,2238"ratio": 0.7394753006991933,2239"dm_stat": -4.222014383538004,2240"dm_p": 2.5006635716230265e-05,2241"own_mean": 0.14212410512555415,2242"own_n": 27232243},2244"realgarch11__t__w1000_r5": {2245"n_pair": 2723,2246"coverage": 1.0,2247"mean": 0.3878028446651802,2248"mean_bench": 0.19219587860632,2249"ratio": 2.0177479739798545,2250"dm_stat": 2.94558964960766,2251"dm_p": 0.003250734528364604,2252"own_mean": 0.3878028446651801,2253"own_n": 27232254},2255"rm2006__normal__w1000_r5": {2256"n_pair": 2723,2257"coverage": 1.0,2258"mean": 0.15626964308295296,2259"mean_bench": 0.19219587860632,2260"ratio": 0.8130748911793487,2261"dm_stat": -2.754509663498706,2262"dm_p": 0.005917099284932748,2263"own_mean": 0.15626964308295296,2264"own_n": 27232265},2266"rm_rw__empirical__w1000_r5": {2267"n_pair": 2723,2268"coverage": 1.0,2269"mean": 0.17833533690872397,2270"mean_bench": 0.19219587860632,2271"ratio": 0.9278832522419123,2272"dm_stat": -0.6396025908539469,2273"dm_p": 0.5224848221585502,2274"own_mean": 0.17833533690872397,2275"own_n": 27232276},2277"tarch11__ged__w1000_r5": {2278"n_pair": 2723,2279"coverage": 1.0,2280"mean": 0.22448308080918714,2281"mean_bench": 0.19219587860632,2282"ratio": 1.1679911267452403,2283"dm_stat": 1.3111427534513402,2284"dm_p": 0.18992013186454354,2285"own_mean": 0.22448308080918714,2286"own_n": 27232287},2288"tarch11__normal__w1000_r5": {2289"n_pair": 2723,2290"coverage": 1.0,2291"mean": 0.21526419924608714,2292"mean_bench": 0.19219587860632,2293"ratio": 1.1200250536434166,2294"dm_stat": 1.0775170487993968,2295"dm_p": 0.2813448201814406,2296"own_mean": 0.21526419924608708,2297"own_n": 27232298},2299"tarch11__skewt__w1000_r5": {2300"n_pair": 2723,2301"coverage": 1.0,2302"mean": 0.2249648673977026,2303"mean_bench": 0.19219587860632,2304"ratio": 1.170497874506998,2305"dm_stat": 1.2919853684382498,2306"dm_p": 0.19647189105924381,2307"own_mean": 0.2249648673977026,2308"own_n": 27232309},2310"tarch11__t__w1000_r5": {2311"n_pair": 2723,2312"coverage": 1.0,2313"mean": 0.22535722940174516,2314"mean_bench": 0.19219587860632,2315"ratio": 1.172539343902116,2316"dm_stat": 1.3056166637264053,2317"dm_p": 0.1917932867710347,2318"own_mean": 0.22535722940174516,2319"own_n": 27232320}2321},2322"common_sample_A": {2323"n": 2688,2324"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": 0.431651467278271,2397"aparch11__normal__w1000_r5": 0.4191790036220685,2398"aparch11__skewt__w1000_r5": 1.1239176285074197,2399"aparch11__t__w1000_r5": 0.9765505759204898,2400"arch5__ged__w1000_r5": 0.20768831632621082,2401"arch5__normal__w1000_r5": 0.20749154158500951,2402"arch5__skewt__w1000_r5": 0.20471087493728315,2403"arch5__t__w1000_r5": 0.20502084500648374,2404"avgarch11__ged__w1000_r5": 0.19080054735917915,2405"avgarch11__normal__w1000_r5": 0.18624889013083404,2406"avgarch11__skewt__w1000_r5": 0.19060053749588865,2407"avgarch11__t__w1000_r5": 0.1908423064039694,2408"cgarch11__ged__w1000_r5": 0.1778678219445856,2409"cgarch11__normal__w1000_r5": 0.18268050733015417,2410"cgarch11__skewt__w1000_r5": 0.17600364264009855,2411"cgarch11__t__w1000_r5": 0.17650880898546142,2412"constvar__normal__w1000_r5": 0.23917716061900923,2413"egarch11__ged__w1000_r5": 0.3026271955571825,2414"egarch11__normal__w1000_r5": 120142.45899507379,2415"egarch11__skewt__w1000_r5": 0.2900541935650394,2416"egarch11__t__w1000_r5": 0.19848438317665992,2417"ewma094__normal__w1000_r5": 0.17048424693853392,2418"figarch11__ged__w1000_r5": 0.17100293589747248,2419"figarch11__normal__w1000_r5": 0.1735824131662706,2420"figarch11__skewt__w1000_r5": 0.16933355690561283,2421"figarch11__t__w1000_r5": 0.16964647843860453,2422"garch11__ged__w1000_r5": 0.18699317710308522,2423"garch11__normal__w1000_r5": 0.19431120663323076,2424"garch11__skewt__w1000_r5": 0.18391139970289,2425"garch11__t__w1000_r5": 0.18444395872147257,2426"garch12__ged__w1000_r5": 0.18915315122948448,2427"garch12__normal__w1000_r5": 0.18359151487711947,2428"garch12__skewt__w1000_r5": 0.18316230590395538,2429"garch12__t__w1000_r5": 0.18352155630707853,2430"garch21__ged__w1000_r5": 0.18859009854358558,2431"garch21__normal__w1000_r5": 0.1942161997981114,2432"garch21__skewt__w1000_r5": 0.1882813636113807,2433"garch21__t__w1000_r5": 0.18909939227406886,2434"garchm11__ged__w1000_r5": 0.1868221287542131,2435"garchm11__normal__w1000_r5": 0.19475141555021083,2436"garchm11__skewt__w1000_r5": 0.18341326462152288,2437"garchm11__t__w1000_r5": 0.18368215431023183,2438"gas_t11__t__w1000_r5": 0.185659677743406,2439"gjr11__ged__w1000_r5": 0.2214227915826881,2440"gjr11__normal__w1000_r5": 0.21979496138047264,2441"gjr11__skewt__w1000_r5": 0.21974456491666883,2442"gjr11__t__w1000_r5": 0.2198411768404936,2443"histvar22__empirical__w1000_r5": 0.22926710209903162,2444"histvar252__empirical__w1000_r5": 0.21517081600755303,2445"histvar66__empirical__w1000_r5": 0.20804293117022543,2446"igarch11__ged__w1000_r5": 0.18442495858622365,2447"igarch11__normal__w1000_r5": 0.18094017682096297,2448"igarch11__skewt__w1000_r5": 0.1851442106301256,2449"igarch11__t__w1000_r5": 0.18530133529026435,2450"msgarch2__normal__w1000_r5": 0.17909299320084515,2451"msgarch2__t__w1000_r5": 0.1693945294044164,2452"nagarch11__ged__w1000_r5": 0.292033655812422,2453"nagarch11__normal__w1000_r5": 0.309211601731752,2454"nagarch11__skewt__w1000_r5": 0.3533617217594288,2455"nagarch11__t__w1000_r5": 0.28777587609506317,2456"qgarch11__ged__w1000_r5": 0.20484811407843717,2457"qgarch11__normal__w1000_r5": 0.2113602864819495,2458"qgarch11__skewt__w1000_r5": 0.19914564436776303,2459"qgarch11__t__w1000_r5": 0.19930581117031462,2460"rm2006__normal__w1000_r5": 0.15794678058891692,2461"tarch11__ged__w1000_r5": 0.22651705256927337,2462"tarch11__normal__w1000_r5": 0.2171958607732882,2463"tarch11__skewt__w1000_r5": 0.22700193146801745,2464"tarch11__t__w1000_r5": 0.227403488249830842465},2466"ratio": {2467"aparch11__ged__w1000_r5": 2.221444016314655,2468"aparch11__normal__w1000_r5": 2.1572559343593785,2469"aparch11__skewt__w1000_r5": 5.784111209956376,2470"aparch11__t__w1000_r5": 5.02570383273757,2471"arch5__ged__w1000_r5": 1.0688437374496358,2472"arch5__normal__w1000_r5": 1.0678310591558269,2473"arch5__skewt__w1000_r5": 1.0535206820246974,2474"arch5__t__w1000_r5": 1.0551159068939744,2475"avgarch11__ged__w1000_r5": 0.9819328008153534,2476"avgarch11__normal__w1000_r5": 0.9585082268692067,2477"avgarch11__skewt__w1000_r5": 0.980903473342399,2478"avgarch11__t__w1000_r5": 0.9821477088770848,2479"cgarch11__ged__w1000_r5": 0.9153760353118355,2480"cgarch11__normal__w1000_r5": 0.9401439602758994,2481"cgarch11__skewt__w1000_r5": 0.905782253580009,2482"cgarch11__t__w1000_r5": 0.908382033356563,2483"constvar__normal__w1000_r5": 1.230897408148283,2484"egarch11__ged__w1000_r5": 1.557435625050705,2485"egarch11__normal__w1000_r5": 618299.1762376676,2486"egarch11__skewt__w1000_r5": 1.4927301342558534,2487"egarch11__t__w1000_r5": 1.0214767671702343,2488"ewma094__normal__w1000_r5": 0.8773773262616239,2489"figarch11__ged__w1000_r5": 0.8800466985944179,2490"figarch11__normal__w1000_r5": 0.8933216780127021,2491"figarch11__skewt__w1000_r5": 0.8714554339896405,2492"figarch11__t__w1000_r5": 0.8730658482236603,2493"garch11__ged__w1000_r5": 0.9623386131096464,2494"garch11__normal__w1000_r5": 1.0,2495"garch11__skewt__w1000_r5": 0.9464786045512508,2496"garch11__t__w1000_r5": 0.9492193575310199,2497"garch12__ged__w1000_r5": 0.9734546684510982,2498"garch12__normal__w1000_r5": 0.9448323545417271,2499"garch12__skewt__w1000_r5": 0.9426234805369753,2500"garch12__t__w1000_r5": 0.94447232090675,2501"garch21__ged__w1000_r5": 0.9705569833630647,2502"garch21__normal__w1000_r5": 0.9995110583853318,2503"garch21__skewt__w1000_r5": 0.9689681149825208,2504"garch21__t__w1000_r5": 0.9731780042465621,2505"garchm11__ged__w1000_r5": 0.9614583326984658,2506"garchm11__normal__w1000_r5": 1.0022654839348046,2507"garchm11__skewt__w1000_r5": 0.9439150103561544,2508"garchm11__t__w1000_r5": 0.9452988198304916,2509"gas_t11__t__w1000_r5": 0.9554759139232004,2510"gjr11__ged__w1000_r5": 1.1395266151613757,2511"gjr11__normal__w1000_r5": 1.131149176564702,2512"gjr11__skewt__w1000_r5": 1.130889817031729,2513"gjr11__t__w1000_r5": 1.1313870190485285,2514"histvar22__empirical__w1000_r5": 1.179896445868824,2515"histvar252__empirical__w1000_r5": 1.1073515508227763,2516"histvar66__empirical__w1000_r5": 1.0706687214542072,2517"igarch11__ged__w1000_r5": 0.9491215755472727,2518"igarch11__normal__w1000_r5": 0.9311875519485293,2519"igarch11__skewt__w1000_r5": 0.9528231224439453,2520"igarch11__t__w1000_r5": 0.9536317462122869,2521"msgarch2__normal__w1000_r5": 0.9216812365273892,2522"msgarch2__t__w1000_r5": 0.8717692218553021,2523"nagarch11__ged__w1000_r5": 1.5029172062301368,2524"nagarch11__normal__w1000_r5": 1.5913215047622022,2525"nagarch11__skewt__w1000_r5": 1.8185349567943938,2526"nagarch11__t__w1000_r5": 1.4810050386761802,2527"qgarch11__ged__w1000_r5": 1.0542269672849862,2528"qgarch11__normal__w1000_r5": 1.0877411043043927,2529"qgarch11__skewt__w1000_r5": 1.0248798708952358,2530"qgarch11__t__w1000_r5": 1.0257041506952882,2531"rm2006__normal__w1000_r5": 0.8128547155133827,2532"tarch11__ged__w1000_r5": 1.165743636170364,2533"tarch11__normal__w1000_r5": 1.1177732079202876,2534"tarch11__skewt__w1000_r5": 1.1682390089650958,2535"tarch11__t__w1000_r5": 1.17030557418678852536}2537},2538"mcs_A": {2539"egarch11__normal__w1000_r5": {2540"p": 0.494,2541"in": true2542},2543"aparch11__ged__w1000_r5": {2544"p": 0.494,2545"in": true2546},2547"aparch11__normal__w1000_r5": {2548"p": 0.494,2549"in": true2550},2551"aparch11__t__w1000_r5": {2552"p": 0.494,2553"in": true2554},2555"aparch11__skewt__w1000_r5": {2556"p": 0.494,2557"in": true2558},2559"constvar__normal__w1000_r5": {2560"p": 0.494,2561"in": true2562},2563"tarch11__ged__w1000_r5": {2564"p": 0.51,2565"in": true2566},2567"gjr11__normal__w1000_r5": {2568"p": 0.51,2569"in": true2570},2571"tarch11__t__w1000_r5": {2572"p": 0.5285,2573"in": true2574},2575"tarch11__skewt__w1000_r5": {2576"p": 0.547,2577"in": true2578},2579"gjr11__ged__w1000_r5": {2580"p": 0.578,2581"in": true2582},2583"histvar22__empirical__w1000_r5": {2584"p": 0.6125,2585"in": true2586},2587"gjr11__t__w1000_r5": {2588"p": 0.6125,2589"in": true2590},2591"gjr11__skewt__w1000_r5": {2592"p": 0.6125,2593"in": true2594},2595"tarch11__normal__w1000_r5": {2596"p": 0.671,2597"in": true2598},2599"qgarch11__normal__w1000_r5": {2600"p": 0.6775,2601"in": true2602},2603"egarch11__ged__w1000_r5": {2604"p": 0.6775,2605"in": true2606},2607"nagarch11__ged__w1000_r5": {2608"p": 0.7665,2609"in": true2610},2611"qgarch11__ged__w1000_r5": {2612"p": 0.7665,2613"in": true2614},2615"egarch11__skewt__w1000_r5": {2616"p": 0.7735,2617"in": true2618},2619"nagarch11__t__w1000_r5": {2620"p": 0.7735,2621"in": true2622},2623"arch5__normal__w1000_r5": {2624"p": 0.7735,2625"in": true2626},2627"arch5__ged__w1000_r5": {2628"p": 0.7735,2629"in": true2630},2631"nagarch11__normal__w1000_r5": {2632"p": 0.8005,2633"in": true2634},2635"arch5__t__w1000_r5": {2636"p": 0.8005,2637"in": true2638},2639"arch5__skewt__w1000_r5": {2640"p": 0.8005,2641"in": true2642},2643"qgarch11__t__w1000_r5": {2644"p": 0.8005,2645"in": true2646},2647"qgarch11__skewt__w1000_r5": {2648"p": 0.8005,2649"in": true2650},2651"histvar252__empirical__w1000_r5": {2652"p": 0.8005,2653"in": true2654},2655"garch21__normal__w1000_r5": {2656"p": 0.8005,2657"in": true2658},2659"nagarch11__skewt__w1000_r5": {2660"p": 0.8005,2661"in": true2662},2663"garchm11__normal__w1000_r5": {2664"p": 0.8005,2665"in": true2666},2667"garch11__normal__w1000_r5": {2668"p": 0.8005,2669"in": true2670},2671"egarch11__t__w1000_r5": {2672"p": 0.8005,2673"in": true2674},2675"histvar66__empirical__w1000_r5": {2676"p": 0.8005,2677"in": true2678},2679"garch21__ged__w1000_r5": {2680"p": 0.8005,2681"in": true2682},2683"garch12__ged__w1000_r5": {2684"p": 0.8005,2685"in": true2686},2687"avgarch11__ged__w1000_r5": {2688"p": 0.8005,2689"in": true2690},2691"garch11__ged__w1000_r5": {2692"p": 0.8005,2693"in": true2694},2695"avgarch11__t__w1000_r5": {2696"p": 0.8005,2697"in": true2698},2699"garchm11__ged__w1000_r5": {2700"p": 0.8005,2701"in": true2702},2703"avgarch11__skewt__w1000_r5": {2704"p": 0.8005,2705"in": true2706},2707"avgarch11__normal__w1000_r5": {2708"p": 0.8205,2709"in": true2710},2711"garch21__t__w1000_r5": {2712"p": 0.824,2713"in": true2714},2715"garch21__skewt__w1000_r5": {2716"p": 0.8765,2717"in": true2718},2719"garch11__t__w1000_r5": {2720"p": 0.938,2721"in": true2722},2723"garch12__normal__w1000_r5": {2724"p": 0.938,2725"in": true2726},2727"garch11__skewt__w1000_r5": {2728"p": 0.938,2729"in": true2730},2731"cgarch11__normal__w1000_r5": {2732"p": 0.938,2733"in": true2734},2735"garchm11__t__w1000_r5": {2736"p": 0.938,2737"in": true2738},2739"igarch11__t__w1000_r5": {2740"p": 0.938,2741"in": true2742},2743"garch12__t__w1000_r5": {2744"p": 0.938,2745"in": true2746},2747"garchm11__skewt__w1000_r5": {2748"p": 0.938,2749"in": true2750},2751"igarch11__skewt__w1000_r5": {2752"p": 0.938,2753"in": true2754},2755"garch12__skewt__w1000_r5": {2756"p": 0.938,2757"in": true2758},2759"cgarch11__ged__w1000_r5": {2760"p": 0.938,2761"in": true2762},2763"igarch11__ged__w1000_r5": {2764"p": 0.938,2765"in": true2766},2767"gas_t11__t__w1000_r5": {2768"p": 0.938,2769"in": true2770},2771"msgarch2__normal__w1000_r5": {2772"p": 0.938,2773"in": true2774},2775"cgarch11__t__w1000_r5": {2776"p": 0.938,2777"in": true2778},2779"cgarch11__skewt__w1000_r5": {2780"p": 0.938,2781"in": true2782},2783"igarch11__normal__w1000_r5": {2784"p": 0.938,2785"in": true2786},2787"figarch11__normal__w1000_r5": {2788"p": 0.938,2789"in": true2790},2791"figarch11__ged__w1000_r5": {2792"p": 0.938,2793"in": true2794},2795"figarch11__t__w1000_r5": {2796"p": 0.938,2797"in": true2798},2799"ewma094__normal__w1000_r5": {2800"p": 0.938,2801"in": true2802},2803"figarch11__skewt__w1000_r5": {2804"p": 0.938,2805"in": true2806},2807"msgarch2__t__w1000_r5": {2808"p": 0.938,2809"in": true2810},2811"rm2006__normal__w1000_r5": {2812"p": 1.0,2813"in": true2814}2815},2816"spa_A": {2817"lower": 0.063,2818"consistent": 0.7925,2819"upper": 0.9415,2820"n": 26882821},2822"common_sample_B": {2823"n": 2723,2824"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": 0.1367798580045423,2838"garchx_rv11__t__w1000_r5": 0.13143868177794374,2839"har_rv__empirical__w1000_r5": 0.12427240874379906,2840"heavy11__normal__w1000_r5": 0.13627475803964254,2841"heavy11__t__w1000_r5": 0.13360312759426987,2842"loghar_rv__empirical__w1000_r5": 0.12120746258665104,2843"realgarch11__normal__w1000_r5": 0.14212410512555415,2844"realgarch11__t__w1000_r5": 0.3878028446651802,2845"rm_rw__empirical__w1000_r5": 0.17833533690872397,2846"garch11__normal__w1000_r5": 0.192195878606322847},2848"ratio": {2849"garchx_rv11__normal__w1000_r5": 0.7116690482458896,2850"garchx_rv11__t__w1000_r5": 0.6838787737336092,2851"har_rv__empirical__w1000_r5": 0.6465924745366137,2852"heavy11__normal__w1000_r5": 0.7090410003992739,2853"heavy11__t__w1000_r5": 0.6951404398630876,2854"loghar_rv__empirical__w1000_r5": 0.6306454824399411,2855"realgarch11__normal__w1000_r5": 0.7394753006991933,2856"realgarch11__t__w1000_r5": 2.0177479739798545,2857"rm_rw__empirical__w1000_r5": 0.9278832522419123,2858"garch11__normal__w1000_r5": 1.02859}2860},2861"mcs_B": {2862"realgarch11__t__w1000_r5": {2863"p": 0.0165,2864"in": false2865},2866"garch11__normal__w1000_r5": {2867"p": 0.0165,2868"in": false2869},2870"rm_rw__empirical__w1000_r5": {2871"p": 0.034,2872"in": false2873},2874"garchx_rv11__normal__w1000_r5": {2875"p": 0.045,2876"in": false2877},2878"heavy11__normal__w1000_r5": {2879"p": 0.06,2880"in": false2881},2882"realgarch11__normal__w1000_r5": {2883"p": 0.293,2884"in": true2885},2886"heavy11__t__w1000_r5": {2887"p": 0.293,2888"in": true2889},2890"garchx_rv11__t__w1000_r5": {2891"p": 0.293,2892"in": true2893},2894"har_rv__empirical__w1000_r5": {2895"p": 0.6625,2896"in": true2897},2898"loghar_rv__empirical__w1000_r5": {2899"p": 1.0,2900"in": true2901}2902},2903"spa_B": {2904"lower": 0.004,2905"consistent": 0.004,2906"upper": 0.2125,2907"n": 27232908}2909},2910"22": {2911"n_origins": 2795,2912"n_valid_targets": 2485,2913"benchmark": "garch11__normal__w1000_r5",2914"specs": {2915"aparch11__ged__w1000_r5": {2916"n_pair": 2485,2917"coverage": 1.0,2918"mean": 0.404496919587834,2919"mean_bench": 0.16378821694109266,2920"ratio": 2.4696338182453843,2921"dm_stat": 2.955403393016653,2922"dm_p": 0.003151985415287047,2923"own_mean": 0.404496919587834,2924"own_n": 24852925},2926"aparch11__normal__w1000_r5": {2927"n_pair": 2485,2928"coverage": 1.0,2929"mean": 0.37224966703468404,2930"mean_bench": 0.16378821694109266,2931"ratio": 2.2727499815726406,2932"dm_stat": 2.413111293986221,2933"dm_p": 0.015888960539075184,2934"own_mean": 0.37224966703468404,2935"own_n": 24852936},2937"aparch11__skewt__w1000_r5": {2938"n_pair": 2485,2939"coverage": 1.0,2940"mean": 1.2643988286172072,2941"mean_bench": 0.16378821694109266,2942"ratio": 7.719717890768389,2943"dm_stat": 2.0234022547477077,2944"dm_p": 0.04313858291256115,2945"own_mean": 1.2643988286172074,2946"own_n": 24852947},2948"aparch11__t__w1000_r5": {2949"n_pair": 2485,2950"coverage": 1.0,2951"mean": 1.1832384179575142,2952"mean_bench": 0.16378821694109266,2953"ratio": 7.224197442622337,2954"dm_stat": 2.2624974248430956,2955"dm_p": 0.023752720165942206,2956"own_mean": 1.183238417957514,2957"own_n": 24852958},2959"arch5__ged__w1000_r5": {2960"n_pair": 2485,2961"coverage": 1.0,2962"mean": 0.1680943653222331,2963"mean_bench": 0.16378821694109266,2964"ratio": 1.026290953412657,2965"dm_stat": 0.5236122409487666,2966"dm_p": 0.6005949750207554,2967"own_mean": 0.1680943653222331,2968"own_n": 24852969},2970"arch5__normal__w1000_r5": {2971"n_pair": 2485,2972"coverage": 1.0,2973"mean": 0.16994385192487732,2974"mean_bench": 0.16378821694109266,2975"ratio": 1.037582892705881,2976"dm_stat": 0.7814763531228258,2977"dm_p": 0.4345968544847462,2978"own_mean": 0.16994385192487732,2979"own_n": 24852980},2981"arch5__skewt__w1000_r5": {2982"n_pair": 2485,2983"coverage": 1.0,2984"mean": 0.16347920308139546,2985"mean_bench": 0.16378821694109266,2986"ratio": 0.9981133327813909,2987"dm_stat": -0.032627575716785956,2988"dm_p": 0.9739742006251128,2989"own_mean": 0.1634792030813955,2990"own_n": 24852991},2992"arch5__t__w1000_r5": {2993"n_pair": 2485,2994"coverage": 1.0,2995"mean": 0.16366014855869915,2996"mean_bench": 0.16378821694109266,2997"ratio": 0.9992180854961039,2998"dm_stat": -0.013499058514261862,2999"dm_p": 0.9892307207820891,3000"own_mean": 0.16366014855869915,3001"own_n": 24853002},3003"avgarch11__ged__w1000_r5": {3004"n_pair": 2485,3005"coverage": 1.0,3006"mean": 0.1556233334140756,3007"mean_bench": 0.16378821694109266,3008"ratio": 0.9501497502109472,3009"dm_stat": -1.4715124265120432,3010"dm_p": 0.14127926041473926,3011"own_mean": 0.15562333341407558,3012"own_n": 24853013},3014"avgarch11__normal__w1000_r5": {3015"n_pair": 2485,3016"coverage": 1.0,3017"mean": 0.15398873628310256,3018"mean_bench": 0.16378821694109266,3019"ratio": 0.9401698068334516,3020"dm_stat": -1.8630465770534381,3021"dm_p": 0.06257365842603739,3022"own_mean": 0.15398873628310256,3023"own_n": 24853024},3025"avgarch11__skewt__w1000_r5": {3026"n_pair": 2485,3027"coverage": 1.0,3028"mean": 0.15367966711172235,3029"mean_bench": 0.16378821694109266,3030"ratio": 0.9382828019123872,3031"dm_stat": -1.5631262813466391,3032"dm_p": 0.1181502769922393,3033"own_mean": 0.15367966711172235,3034"own_n": 24853035},3036"avgarch11__t__w1000_r5": {3037"n_pair": 2485,3038"coverage": 1.0,3039"mean": 0.1542737221188723,3040"mean_bench": 0.16378821694109266,3041"ratio": 0.9419097722662046,3042"dm_stat": -1.4802949688204208,3043"dm_p": 0.13892136169093436,3044"own_mean": 0.1542737221188723,3045"own_n": 24853046},3047"cgarch11__ged__w1000_r5": {3048"n_pair": 2485,3049"coverage": 1.0,3050"mean": 0.1504904164866788,3051"mean_bench": 0.16378821694109266,3052"ratio": 0.9188110066599205,3053"dm_stat": -1.6051072430301245,3054"dm_p": 0.1085973217911654,3055"own_mean": 0.1504904164866788,3056"own_n": 24853057},3058"cgarch11__normal__w1000_r5": {3059"n_pair": 2485,3060"coverage": 1.0,3061"mean": 0.16263063763395982,3062"mean_bench": 0.16378821694109266,3063"ratio": 0.9929324628550711,3064"dm_stat": -0.14979212292063102,3065"dm_p": 0.8809407849722943,3066"own_mean": 0.16263063763395982,3067"own_n": 24853068},3069"cgarch11__skewt__w1000_r5": {3070"n_pair": 2485,3071"coverage": 1.0,3072"mean": 0.14977525290122098,3073"mean_bench": 0.16378821694109266,3074"ratio": 0.9144446145053797,3075"dm_stat": -1.4417192981017346,3076"dm_p": 0.14950763343342086,3077"own_mean": 0.14977525290122098,3078"own_n": 24853079},3080"cgarch11__t__w1000_r5": {3081"n_pair": 2485,3082"coverage": 1.0,3083"mean": 0.15025864574328562,3084"mean_bench": 0.16378821694109266,3085"ratio": 0.9173959430630286,3086"dm_stat": -1.3951049915949605,3087"dm_p": 0.16310890086993216,3088"own_mean": 0.15025864574328562,3089"own_n": 24853090},3091"constvar__normal__w1000_r5": {3092"n_pair": 2485,3093"coverage": 1.0,3094"mean": 0.17906516602418793,3095"mean_bench": 0.16378821694109266,3096"ratio": 1.0932725770413003,3097"dm_stat": 1.5741164139137538,3098"dm_p": 0.11558788647868042,3099"own_mean": 0.17906516602418793,3100"own_n": 24853101},3102"egarch11__ged__w1000_r5": {3103"n_pair": 2485,3104"coverage": 1.0,3105"mean": 0.23654800434834874,3106"mean_bench": 0.16378821694109266,3107"ratio": 1.44423090235743,3108"dm_stat": 1.6155680181093557,3109"dm_p": 0.10631473628455194,3110"own_mean": 0.2365480043483487,3111"own_n": 24853112},3113"egarch11__normal__w1000_r5": {3114"n_pair": 2480,3115"coverage": 0.9979879275653923,3116"mean": 807746.6218971147,3117"mean_bench": 0.16400406917128127,3118"ratio": 4925162.076640468,3119"dm_stat": 0.9975274457485146,3120"dm_p": 0.3186059153988255,3121"own_mean": 807746.6218971148,3122"own_n": 24803123},3124"egarch11__skewt__w1000_r5": {3125"n_pair": 2455,3126"coverage": 0.9879275653923542,3127"mean": 0.6247218868842304,3128"mean_bench": 0.16535731233845777,3129"ratio": 3.7780118583781337,3130"dm_stat": 1.0344978829044464,3131"dm_p": 0.3010053981983459,3132"own_mean": 0.6247218868842305,3133"own_n": 24553134},3135"egarch11__t__w1000_r5": {3136"n_pair": 2470,3137"coverage": 0.993963782696177,3138"mean": 0.16824325320160935,3139"mean_bench": 0.16463566962680495,3140"ratio": 1.021912527115066,3141"dm_stat": 0.39142021204758054,3142"dm_p": 0.6955204312914908,3143"own_mean": 0.16824325320160935,3144"own_n": 24703145},3146"ewma094__normal__w1000_r5": {3147"n_pair": 2485,3148"coverage": 1.0,3149"mean": 0.16908539488920393,3150"mean_bench": 0.16378821694109266,3151"ratio": 1.0323416302286044,3152"dm_stat": 0.43552550547475516,3153"dm_p": 0.6632188704754249,3154"own_mean": 0.16908539488920393,3155"own_n": 24853156},3157"figarch11__ged__w1000_r5": {3158"n_pair": 2485,3159"coverage": 1.0,3160"mean": 0.14079876519441958,3161"mean_bench": 0.16378821694109266,3162"ratio": 0.8596391597880245,3163"dm_stat": -2.814552280581341,3164"dm_p": 0.0049230029551722634,3165"own_mean": 0.14079876519441958,3166"own_n": 24853167},3168"figarch11__normal__w1000_r5": {3169"n_pair": 2485,3170"coverage": 1.0,3171"mean": 0.14352630544999692,3172"mean_bench": 0.16378821694109266,3173"ratio": 0.876292007633351,3174"dm_stat": -2.409420682231044,3175"dm_p": 0.016050182880065357,3176"own_mean": 0.14352630544999692,3177"own_n": 24853178},3179"figarch11__skewt__w1000_r5": {3180"n_pair": 2485,3181"coverage": 1.0,3182"mean": 0.13935787832943303,3183"mean_bench": 0.16378821694109266,3184"ratio": 0.8508419038443642,3185"dm_stat": -2.7066357884290118,3186"dm_p": 0.006843378924811543,3187"own_mean": 0.13935787832943303,3188"own_n": 24853189},3190"figarch11__t__w1000_r5": {3191"n_pair": 2485,3192"coverage": 1.0,3193"mean": 0.13959586125941126,3194"mean_bench": 0.16378821694109266,3195"ratio": 0.8522948956066704,3196"dm_stat": -2.680289999643531,3197"dm_p": 0.007404428452079568,3198"own_mean": 0.13959586125941126,3199"own_n": 24853200},3201"garch11__ged__w1000_r5": {3202"n_pair": 2485,3203"coverage": 1.0,3204"mean": 0.15590999035056155,3205"mean_bench": 0.16378821694109266,3206"ratio": 0.9518999184577206,3207"dm_stat": -1.5051935639850873,3208"dm_p": 0.13240145874395293,3209"own_mean": 0.15590999035056158,3210"own_n": 24853211},3212"garch11__normal__w1000_r5": {3213"n_pair": 2485,3214"coverage": 1.0,3215"mean": 0.16378821694109266,3216"mean_bench": 0.16378821694109266,3217"ratio": 1.0,3218"dm_stat": 0.0,3219"dm_p": 1.0,3220"own_mean": 0.16378821694109263,3221"own_n": 24853222},3223"garch11__skewt__w1000_r5": {3224"n_pair": 2485,3225"coverage": 1.0,3226"mean": 0.1530303366626977,3227"mean_bench": 0.16378821694109266,3228"ratio": 0.9343183503715404,3229"dm_stat": -1.6610748780068156,3230"dm_p": 0.09682460644666636,3231"own_mean": 0.1530303366626977,3232"own_n": 24853233},3234"garch11__t__w1000_r5": {3235"n_pair": 2485,3236"coverage": 1.0,3237"mean": 0.1535356531421491,3238"mean_bench": 0.16378821694109266,3239"ratio": 0.9374035324981225,3240"dm_stat": -1.5952236502013095,3241"dm_p": 0.11078944369110146,3242"own_mean": 0.1535356531421491,3243"own_n": 24853244},3245"garch12__ged__w1000_r5": {3246"n_pair": 2485,3247"coverage": 1.0,3248"mean": 0.15688657766308292,3249"mean_bench": 0.16378821694109266,3250"ratio": 0.957862418879058,3251"dm_stat": -1.5261896158712422,3252"dm_p": 0.12708995822734986,3253"own_mean": 0.15688657766308292,3254"own_n": 24853255},3256"garch12__normal__w1000_r5": {3257"n_pair": 2485,3258"coverage": 1.0,3259"mean": 0.16197982854390827,3260"mean_bench": 0.16378821694109266,3261"ratio": 0.9889589835523102,3262"dm_stat": -1.7593262177263203,3263"dm_p": 0.07864521045630593,3264"own_mean": 0.1619798285439083,3265"own_n": 24853266},3267"garch12__skewt__w1000_r5": {3268"n_pair": 2485,3269"coverage": 1.0,3270"mean": 0.15193069008295443,3271"mean_bench": 0.16378821694109266,3272"ratio": 0.9276045183250096,3273"dm_stat": -1.7808477329098584,3274"dm_p": 0.07505950499972153,3275"own_mean": 0.15193069008295443,3276"own_n": 24853277},3278"garch12__t__w1000_r5": {3279"n_pair": 2485,3280"coverage": 1.0,3281"mean": 0.15236216103059844,3282"mean_bench": 0.16378821694109266,3283"ratio": 0.9302388405961848,3284"dm_stat": -1.727045632314759,3285"dm_p": 0.08428378396864265,3286"own_mean": 0.15236216103059846,3287"own_n": 24853288},3289"garch21__ged__w1000_r5": {3290"n_pair": 2485,3291"coverage": 1.0,3292"mean": 0.15624361973979653,3293"mean_bench": 0.16378821694109266,3294"ratio": 0.9539368744455555,3295"dm_stat": -1.28885747703915,3296"dm_p": 0.19756765644000243,3297"own_mean": 0.1562436197397965,3298"own_n": 24853299},3300"garch21__normal__w1000_r5": {3301"n_pair": 2485,3302"coverage": 1.0,3303"mean": 0.16325076081664655,3304"mean_bench": 0.16378821694109266,3305"ratio": 0.9967185910288076,3306"dm_stat": -0.1539884000244289,3307"dm_p": 0.8776313909475928,3308"own_mean": 0.16325076081664655,3309"own_n": 24853310},3311"garch21__skewt__w1000_r5": {3312"n_pair": 2485,3313"coverage": 1.0,3314"mean": 0.1535529887975187,3315"mean_bench": 0.16378821694109266,3316"ratio": 0.9375093743937933,3317"dm_stat": -1.599409234169791,3318"dm_p": 0.10985687561696453,3319"own_mean": 0.1535529887975187,3320"own_n": 24853321},3322"garch21__t__w1000_r5": {3323"n_pair": 2485,3324"coverage": 1.0,3325"mean": 0.15461075835913976,3326"mean_bench": 0.16378821694109266,3327"ratio": 0.9439675285966779,3328"dm_stat": -1.4639001708587025,3329"dm_p": 0.1433477584893454,3330"own_mean": 0.15461075835913973,3331"own_n": 24853332},3333"garchm11__ged__w1000_r5": {3334"n_pair": 2485,3335"coverage": 1.0,3336"mean": 0.15310004870651364,3337"mean_bench": 0.16378821694109266,3338"ratio": 0.9347439734421,3339"dm_stat": -1.8473660856712735,3340"dm_p": 0.06481293730342425,3341"own_mean": 0.15310004870651361,3342"own_n": 24853343},3344"garchm11__normal__w1000_r5": {3345"n_pair": 2485,3346"coverage": 1.0,3347"mean": 0.16421807968539032,3348"mean_bench": 0.16378821694109266,3349"ratio": 1.002624503473606,3350"dm_stat": 0.9969894227969183,3351"dm_p": 0.31886675233786893,3352"own_mean": 0.16421807968539032,3353"own_n": 24853354},3355"garchm11__skewt__w1000_r5": {3356"n_pair": 2485,3357"coverage": 1.0,3358"mean": 0.15043428902392336,3359"mean_bench": 0.16378821694109266,3360"ratio": 0.9184683235060058,3361"dm_stat": -1.894692561423934,3362"dm_p": 0.058249176998345115,3363"own_mean": 0.15043428902392336,3364"own_n": 24853365},3366"garchm11__t__w1000_r5": {3367"n_pair": 2485,3368"coverage": 1.0,3369"mean": 0.150592151929985,3370"mean_bench": 0.16378821694109266,3371"ratio": 0.9194321468445212,3372"dm_stat": -1.879468519774349,3373"dm_p": 0.06029751937574007,3374"own_mean": 0.150592151929985,3375"own_n": 24853376},3377"garchx_rv11__normal__w1000_r5": {3378"n_pair": 2485,3379"coverage": 1.0,3380"mean": 0.14666971960701236,3381"mean_bench": 0.16378821694109266,3382"ratio": 0.8954839508373361,3383"dm_stat": -1.5351317664207353,3384"dm_p": 0.12487881815590758,3385"own_mean": 0.14666971960701236,3386"own_n": 24853387},3388"garchx_rv11__t__w1000_r5": {3389"n_pair": 2485,3390"coverage": 1.0,3391"mean": 0.1360610489073784,3392"mean_bench": 0.16378821694109266,3393"ratio": 0.830713292130859,3394"dm_stat": -2.3110384745841213,3395"dm_p": 0.0209122352054143,3396"own_mean": 0.1360610489073784,3397"own_n": 24853398},3399"gas_t11__t__w1000_r5": {3400"n_pair": 2485,3401"coverage": 1.0,3402"mean": 0.1547038896663035,3403"mean_bench": 0.16378821694109266,3404"ratio": 0.9445361366986711,3405"dm_stat": -1.3119543835184964,3406"dm_p": 0.18965675544326782,3407"own_mean": 0.1547038896663035,3408"own_n": 24853409},3410"gjr11__ged__w1000_r5": {3411"n_pair": 2485,3412"coverage": 1.0,3413"mean": 0.17356020912544715,3414"mean_bench": 0.16378821694109266,3415"ratio": 1.0596623637942713,3416"dm_stat": 0.757046227508638,3417"dm_p": 0.4490939680037409,3418"own_mean": 0.17356020912544712,3419"own_n": 24853420},3421"gjr11__normal__w1000_r5": {3422"n_pair": 2485,3423"coverage": 1.0,3424"mean": 0.17366619726364838,3425"mean_bench": 0.16378821694109266,3426"ratio": 1.0603094685749488,3427"dm_stat": 0.8960999366745637,3428"dm_p": 0.3702862211299803,3429"own_mean": 0.17366619726364838,3430"own_n": 24853431},3432"gjr11__skewt__w1000_r5": {3433"n_pair": 2485,3434"coverage": 1.0,3435"mean": 0.17137983504860543,3436"mean_bench": 0.16378821694109266,3437"ratio": 1.0463502091255021,3438"dm_stat": 0.5672729120791358,3439"dm_p": 0.5705800378384245,3440"own_mean": 0.17137983504860543,3441"own_n": 24853442},3443"gjr11__t__w1000_r5": {3444"n_pair": 2485,3445"coverage": 1.0,3446"mean": 0.17189955140726934,3447"mean_bench": 0.16378821694109266,3448"ratio": 1.0495233089270029,3449"dm_stat": 0.6035395533276773,3450"dm_p": 0.5462049175802405,3451"own_mean": 0.17189955140726934,3452"own_n": 24853453},3454"har_rv__empirical__w1000_r5": {3455"n_pair": 2485,3456"coverage": 1.0,3457"mean": 0.1282218698557843,3458"mean_bench": 0.16378821694109266,3459"ratio": 0.7828516132018215,3460"dm_stat": -2.4513066093751106,3461"dm_p": 0.014302309476003484,3462"own_mean": 0.12822186985578432,3463"own_n": 24853464},3465"heavy11__normal__w1000_r5": {3466"n_pair": 2485,3467"coverage": 1.0,3468"mean": 0.145300058483327,3469"mean_bench": 0.16378821694109266,3470"ratio": 0.8871215597614386,3471"dm_stat": -1.6831342573125674,3472"dm_p": 0.09247476617194762,3473"own_mean": 0.145300058483327,3474"own_n": 24853475},3476"heavy11__t__w1000_r5": {3477"n_pair": 2485,3478"coverage": 1.0,3479"mean": 0.13689989794032806,3480"mean_bench": 0.16378821694109266,3481"ratio": 0.8358348390199819,3482"dm_stat": -2.356329072021729,3483"dm_p": 0.018533825764060218,3484"own_mean": 0.13689989794032806,3485"own_n": 24853486},3487"histvar22__empirical__w1000_r5": {3488"n_pair": 2485,3489"coverage": 1.0,3490"mean": 0.2529952463201837,3491"mean_bench": 0.16378821694109266,3492"ratio": 1.5446486386207798,3493"dm_stat": 3.735274962229532,3494"dm_p": 0.0001917303180284378,3495"own_mean": 0.2529952463201837,3496"own_n": 24853497},3498"histvar252__empirical__w1000_r5": {3499"n_pair": 2485,3500"coverage": 1.0,3501"mean": 0.16971724986608003,3502"mean_bench": 0.16378821694109266,3503"ratio": 1.0361993862300838,3504"dm_stat": 0.28742918436718917,3505"dm_p": 0.77380769329461,3506"own_mean": 0.16971724986608003,3507"own_n": 24853508},3509"histvar66__empirical__w1000_r5": {3510"n_pair": 2485,3511"coverage": 1.0,3512"mean": 0.18350257095659403,3513"mean_bench": 0.16378821694109266,3514"ratio": 1.1203649101485227,3515"dm_stat": 0.7882346571015596,3516"dm_p": 0.43063467453955556,3517"own_mean": 0.18350257095659397,3518"own_n": 24853519},3520"igarch11__ged__w1000_r5": {3521"n_pair": 2485,3522"coverage": 1.0,3523"mean": 0.17443349038372796,3524"mean_bench": 0.16378821694109266,3525"ratio": 1.0649941347518541,3526"dm_stat": 0.7888383946049681,3527"dm_p": 0.4302817457387558,3528"own_mean": 0.17443349038372796,3529"own_n": 24853530},3531"igarch11__normal__w1000_r5": {3532"n_pair": 2485,3533"coverage": 1.0,3534"mean": 0.1629642353007163,3535"mean_bench": 0.16378821694109266,3536"ratio": 0.9949692251630488,3537"dm_stat": -0.07040125815860022,3538"dm_p": 0.9438799569305385,3539"own_mean": 0.1629642353007163,3540"own_n": 24853541},3542"igarch11__skewt__w1000_r5": {3543"n_pair": 2485,3544"coverage": 1.0,3545"mean": 0.18786770859062857,3546"mean_bench": 0.16378821694109266,3547"ratio": 1.1470160192182581,3548"dm_stat": 1.3748647570903656,3549"dm_p": 0.1692973760906822,3550"own_mean": 0.18786770859062857,3551"own_n": 24853552},3553"igarch11__t__w1000_r5": {3554"n_pair": 2485,3555"coverage": 1.0,3556"mean": 0.18959281043130696,3557"mean_bench": 0.16378821694109266,3558"ratio": 1.1575485341506286,3559"dm_stat": 1.456393521109576,3560"dm_p": 0.145410248032795,3561"own_mean": 0.189592810431307,3562"own_n": 24853563},3564"loghar_rv__empirical__w1000_r5": {3565"n_pair": 2485,3566"coverage": 1.0,3567"mean": 0.12027241440076364,3568"mean_bench": 0.16378821694109266,3569"ratio": 0.7343166477233236,3570"dm_stat": -2.925957178565971,3571"dm_p": 0.00346513290503538,3572"own_mean": 0.12027241440076364,3573"own_n": 24853574},3575"msgarch2__normal__w1000_r5": {3576"n_pair": 2485,3577"coverage": 1.0,3578"mean": 0.156552535902461,3579"mean_bench": 0.16378821694109266,3580"ratio": 0.9558229451802749,3581"dm_stat": -1.6393043849781594,3582"dm_p": 0.1012765135410671,3583"own_mean": 0.156552535902461,3584"own_n": 24853585},3586"msgarch2__t__w1000_r5": {3587"n_pair": 2485,3588"coverage": 1.0,3589"mean": 0.14486933826588413,3590"mean_bench": 0.16378821694109266,3591"ratio": 0.8844918210324445,3592"dm_stat": -2.4368087448804885,3593"dm_p": 0.01488729292788361,3594"own_mean": 0.14486933826588416,3595"own_n": 24853596},3597"nagarch11__ged__w1000_r5": {3598"n_pair": 2485,3599"coverage": 1.0,3600"mean": 0.19706846992347987,3601"mean_bench": 0.16378821694109266,3602"ratio": 1.203190764292627,3603"dm_stat": 0.9148248549529239,3604"dm_p": 0.3603723777079785,3605"own_mean": 0.19706846992347987,3606"own_n": 24853607},3608"nagarch11__normal__w1000_r5": {3609"n_pair": 2485,3610"coverage": 1.0,3611"mean": 0.21210793079540086,3612"mean_bench": 0.16378821694109266,3613"ratio": 1.2950133700502195,3614"dm_stat": 1.264197455895135,3615"dm_p": 0.20627777473713035,3616"own_mean": 0.2121079307954009,3617"own_n": 24853618},3619"nagarch11__skewt__w1000_r5": {3620"n_pair": 2485,3621"coverage": 1.0,3622"mean": 0.20345423879923477,3623"mean_bench": 0.16378821694109266,3624"ratio": 1.2421787268885662,3625"dm_stat": 0.8849517528017737,3626"dm_p": 0.37626830557791885,3627"own_mean": 0.20345423879923477,3628"own_n": 24853629},3630"nagarch11__t__w1000_r5": {3631"n_pair": 2485,3632"coverage": 1.0,3633"mean": 0.19659017898889453,3634"mean_bench": 0.16378821694109266,3635"ratio": 1.2002705851520399,3636"dm_stat": 0.8771971770130683,3637"dm_p": 0.38046437752068224,3638"own_mean": 0.19659017898889453,3639"own_n": 24853640},3641"qgarch11__ged__w1000_r5": {3642"n_pair": 2485,3643"coverage": 1.0,3644"mean": 0.1642588672166964,3645"mean_bench": 0.16378821694109266,3646"ratio": 1.0028735295150872,3647"dm_stat": 0.05091507567452842,3648"dm_p": 0.9593972861250788,3649"own_mean": 0.1642588672166964,3650"own_n": 24853651},3652"qgarch11__normal__w1000_r5": {3653"n_pair": 2485,3654"coverage": 1.0,3655"mean": 0.17053619750278465,3656"mean_bench": 0.16378821694109266,3657"ratio": 1.0411994262329562,3658"dm_stat": 0.9663586108429421,3659"dm_p": 0.3339588399436448,3660"own_mean": 0.17053619750278462,3661"own_n": 24853662},3663"qgarch11__skewt__w1000_r5": {3664"n_pair": 2485,3665"coverage": 1.0,3666"mean": 0.15989248761253755,3667"mean_bench": 0.16378821694109266,3668"ratio": 0.9762148376646884,3669"dm_stat": -0.42369306191138817,3670"dm_p": 0.6718263597464247,3671"own_mean": 0.15989248761253755,3672"own_n": 24853673},3674"qgarch11__t__w1000_r5": {3675"n_pair": 2485,3676"coverage": 1.0,3677"mean": 0.16019479256350988,3678"mean_bench": 0.16378821694109266,3679"ratio": 0.9780605440080273,3680"dm_stat": -0.38890481063109744,3681"dm_p": 0.6973798962700576,3682"own_mean": 0.16019479256350985,3683"own_n": 24853684},3685"realgarch11__normal__w1000_r5": {3686"n_pair": 2485,3687"coverage": 1.0,3688"mean": 0.14039777816507604,3689"mean_bench": 0.16378821694109266,3690"ratio": 0.8571909554126893,3691"dm_stat": -2.9726803835847497,3692"dm_p": 0.0029804915133576104,3693"own_mean": 0.140397778165076,3694"own_n": 24853695},3696"realgarch11__t__w1000_r5": {3697"n_pair": 2485,3698"coverage": 1.0,3699"mean": 0.8307383439947098,3700"mean_bench": 0.16378821694109266,3701"ratio": 5.072027521329507,3702"dm_stat": 3.8350118498985344,3703"dm_p": 0.0001286816381590001,3704"own_mean": 0.8307383439947098,3705"own_n": 24853706},3707"rm2006__normal__w1000_r5": {3708"n_pair": 2485,3709"coverage": 1.0,3710"mean": 0.15046973550902892,3711"mean_bench": 0.16378821694109266,3712"ratio": 0.9186847400820426,3713"dm_stat": -1.1890645942203957,3714"dm_p": 0.2345279029639303,3715"own_mean": 0.15046973550902892,3716"own_n": 24853717},3718"rm_rw__empirical__w1000_r5": {3719"n_pair": 2485,3720"coverage": 1.0,3721"mean": 0.23241597046115595,3722"mean_bench": 0.16378821694109266,3723"ratio": 1.419002995464232,3724"dm_stat": 2.1603920533963175,3725"dm_p": 0.03083767949243483,3726"own_mean": 0.2324159704611559,3727"own_n": 24853728},3729"tarch11__ged__w1000_r5": {3730"n_pair": 2485,3731"coverage": 1.0,3732"mean": 0.1732151057908414,3733"mean_bench": 0.16378821694109266,3734"ratio": 1.057555354260552,3735"dm_stat": 0.6461413455013689,3736"dm_p": 0.5182475094772424,3737"own_mean": 0.17321510579084137,3738"own_n": 24853739},3740"tarch11__normal__w1000_r5": {3741"n_pair": 2485,3742"coverage": 1.0,3743"mean": 0.16692089337906413,3744"mean_bench": 0.16378821694109266,3745"ratio": 1.0191263846476706,3746"dm_stat": 0.2685115856565958,3747"dm_p": 0.7883278551784081,3748"own_mean": 0.16692089337906413,3749"own_n": 24853750},3751"tarch11__skewt__w1000_r5": {3752"n_pair": 2485,3753"coverage": 1.0,3754"mean": 0.17233288150320486,3755"mean_bench": 0.16378821694109266,3756"ratio": 1.0521689821263842,3757"dm_stat": 0.5668343277035852,3758"dm_p": 0.5708779596249979,3759"own_mean": 0.17233288150320486,3760"own_n": 24853761},3762"tarch11__t__w1000_r5": {3763"n_pair": 2485,3764"coverage": 1.0,3765"mean": 0.17377458320022424,3766"mean_bench": 0.16378821694109266,3767"ratio": 1.060971212982453,3768"dm_stat": 0.6537142368058947,3769"dm_p": 0.513356437824548,3770"own_mean": 0.17377458320022424,3771"own_n": 24853772}3773},3774"common_sample_A": {3775"n": 2450,3776"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": 0.40863727462603494,3849"aparch11__normal__w1000_r5": 0.3759575165643544,3850"aparch11__skewt__w1000_r5": 1.2808693916958362,3851"aparch11__t__w1000_r5": 1.1985880233865627,3852"arch5__ged__w1000_r5": 0.1696088281425977,3853"arch5__normal__w1000_r5": 0.1714661593459981,3854"arch5__skewt__w1000_r5": 0.16495391579950347,3855"arch5__t__w1000_r5": 0.16513732578765453,3856"avgarch11__ged__w1000_r5": 0.1571517949532124,3857"avgarch11__normal__w1000_r5": 0.1554565864138693,3858"avgarch11__skewt__w1000_r5": 0.15513110299131685,3859"avgarch11__t__w1000_r5": 0.15572882460952817,3860"cgarch11__ged__w1000_r5": 0.15205207745083577,3861"cgarch11__normal__w1000_r5": 0.16434827523988468,3862"cgarch11__skewt__w1000_r5": 0.15127495968706564,3863"cgarch11__t__w1000_r5": 0.1517630715519422,3864"constvar__normal__w1000_r5": 0.18067170028276083,3865"egarch11__ged__w1000_r5": 0.20915222969298666,3866"egarch11__normal__w1000_r5": 817637.3028994909,3867"egarch11__skewt__w1000_r5": 0.3246514168059958,3868"egarch11__t__w1000_r5": 0.16858630655562332,3869"ewma094__normal__w1000_r5": 0.17107707205125516,3870"figarch11__ged__w1000_r5": 0.1421384266236239,3871"figarch11__normal__w1000_r5": 0.14489332803555866,3872"figarch11__skewt__w1000_r5": 0.14065419431581794,3873"figarch11__t__w1000_r5": 0.1408920849768195,3874"garch11__ged__w1000_r5": 0.15759826656391018,3875"garch11__normal__w1000_r5": 0.16557900989268418,3876"garch11__skewt__w1000_r5": 0.15462692113094265,3877"garch11__t__w1000_r5": 0.15513638071399188,3878"garch12__ged__w1000_r5": 0.15858930532456864,3879"garch12__normal__w1000_r5": 0.16374511237427108,3880"garch12__skewt__w1000_r5": 0.15351220158561907,3881"garch12__t__w1000_r5": 0.15394665195480056,3882"garch21__ged__w1000_r5": 0.15793876224468792,3883"garch21__normal__w1000_r5": 0.1650364460886871,3884"garch21__skewt__w1000_r5": 0.1551589373367735,3885"garch21__t__w1000_r5": 0.15622866012113815,3886"garchm11__ged__w1000_r5": 0.1547581407175241,3887"garchm11__normal__w1000_r5": 0.1660235756843052,3888"garchm11__skewt__w1000_r5": 0.15200174838659575,3889"garchm11__t__w1000_r5": 0.15215792509174855,3890"gas_t11__t__w1000_r5": 0.15623283293941048,3891"gjr11__ged__w1000_r5": 0.17546670307109702,3892"gjr11__normal__w1000_r5": 0.17556765012174136,3893"gjr11__skewt__w1000_r5": 0.17322384868197438,3894"gjr11__t__w1000_r5": 0.1737565764987908,3895"histvar22__empirical__w1000_r5": 0.2561200312822591,3896"histvar252__empirical__w1000_r5": 0.17094924932318184,3897"histvar66__empirical__w1000_r5": 0.18551556985251824,3898"igarch11__ged__w1000_r5": 0.1762377686911481,3899"igarch11__normal__w1000_r5": 0.16455708078881595,3900"igarch11__skewt__w1000_r5": 0.1898240157640734,3901"igarch11__t__w1000_r5": 0.19157156559851635,3902"msgarch2__normal__w1000_r5": 0.15820467505174363,3903"msgarch2__t__w1000_r5": 0.14616932374576436,3904"nagarch11__ged__w1000_r5": 0.1984221844078298,3905"nagarch11__normal__w1000_r5": 0.2138486031067793,3906"nagarch11__skewt__w1000_r5": 0.20517387982403562,3907"nagarch11__t__w1000_r5": 0.1981697162471612,3908"qgarch11__ged__w1000_r5": 0.16582770428768254,3909"qgarch11__normal__w1000_r5": 0.17217504785157536,3910"qgarch11__skewt__w1000_r5": 0.16141564183953727,3911"qgarch11__t__w1000_r5": 0.16172771912956993,3912"rm2006__normal__w1000_r5": 0.1521606399266811,3913"tarch11__ged__w1000_r5": 0.174662970669426,3914"tarch11__normal__w1000_r5": 0.16828876834644196,3915"tarch11__skewt__w1000_r5": 0.17373869952118884,3916"tarch11__t__w1000_r5": 0.175218643709697223917},3918"ratio": {3919"aparch11__ged__w1000_r5": 2.467929207276229,3920"aparch11__normal__w1000_r5": 2.27056265651076,3921"aparch11__skewt__w1000_r5": 7.73569906309984,3922"aparch11__t__w1000_r5": 7.238767910035198,3923"arch5__ged__w1000_r5": 1.0243377361208124,3924"arch5__normal__w1000_r5": 1.0355549260569292,3925"arch5__skewt__w1000_r5": 0.9962247987013219,3926"arch5__t__w1000_r5": 0.9973324873405396,3927"avgarch11__ged__w1000_r5": 0.9491045698066823,3928"avgarch11__normal__w1000_r5": 0.938866505571114,3929"avgarch11__skewt__w1000_r5": 0.9369007768065598,3930"avgarch11__t__w1000_r5": 0.9405106644281774,3931"cgarch11__ged__w1000_r5": 0.9183052703925724,3932"cgarch11__normal__w1000_r5": 0.9925670853232111,3933"cgarch11__skewt__w1000_r5": 0.9136119353842655,3934"cgarch11__t__w1000_r5": 0.916559844453132,3935"constvar__normal__w1000_r5": 1.091150988279605,3936"egarch11__ged__w1000_r5": 1.2631566635683071,3937"egarch11__normal__w1000_r5": 4938049.233591998,3938"egarch11__skewt__w1000_r5": 1.9607039383579499,3939"egarch11__t__w1000_r5": 1.0181623061092602,3940"ewma094__normal__w1000_r5": 1.0332050672493718,3941"figarch11__ged__w1000_r5": 0.8584326401984606,3942"figarch11__normal__w1000_r5": 0.8750706271855809,3943"figarch11__skewt__w1000_r5": 0.8494687485266361,3944"figarch11__t__w1000_r5": 0.850905468441532,3945"garch11__ged__w1000_r5": 0.9518009961893932,3946"garch11__normal__w1000_r5": 1.0,3947"garch11__skewt__w1000_r5": 0.933855814400389,3948"garch11__t__w1000_r5": 0.936932651152701,3949"garch12__ged__w1000_r5": 0.9577862884151455,3950"garch12__normal__w1000_r5": 0.9889243357621132,3951"garch12__skewt__w1000_r5": 0.927123562854459,3952"garch12__t__w1000_r5": 0.9297473879966861,3953"garch21__ged__w1000_r5": 0.9538573901791774,3954"garch21__normal__w1000_r5": 0.9967232331903135,3955"garch21__skewt__w1000_r5": 0.9370688799101758,3956"garch21__t__w1000_r5": 0.9435293774397719,3957"garchm11__ged__w1000_r5": 0.9346483036577321,3958"garchm11__normal__w1000_r5": 1.0026849163544893,3959"garchm11__skewt__w1000_r5": 0.9180013123952838,3960"garchm11__t__w1000_r5": 0.9189445279952202,3961"gas_t11__t__w1000_r5": 0.9435545788120657,3962"gjr11__ged__w1000_r5": 1.0597158612364048,3963"gjr11__normal__w1000_r5": 1.0603255221512138,3964"gjr11__skewt__w1000_r5": 1.0461703376185485,3965"gjr11__t__w1000_r5": 1.0493877008408656,3966"histvar22__empirical__w1000_r5": 1.546814608012554,3967"histvar252__empirical__w1000_r5": 1.0324330930229517,3968"histvar66__empirical__w1000_r5": 1.1204051164018642,3969"igarch11__ged__w1000_r5": 1.0643726448501662,3970"igarch11__normal__w1000_r5": 0.9938281482385324,3971"igarch11__skewt__w1000_r5": 1.1464256000026998,3972"igarch11__t__w1000_r5": 1.1569797749284683,3973"msgarch2__normal__w1000_r5": 0.9554633474030311,3974"msgarch2__t__w1000_r5": 0.8827768920740635,3975"nagarch11__ged__w1000_r5": 1.1983534901943917,3976"nagarch11__normal__w1000_r5": 1.2915200015109394,3977"nagarch11__skewt__w1000_r5": 1.239129766248837,3978"nagarch11__t__w1000_r5": 1.196828730740689,3979"qgarch11__ged__w1000_r5": 1.0015019681248218,3980"qgarch11__normal__w1000_r5": 1.039836196406575,3981"qgarch11__skewt__w1000_r5": 0.9748557014814542,3982"qgarch11__t__w1000_r5": 0.9767404650770024,3983"rm2006__normal__w1000_r5": 0.9189609240041969,3984"tarch11__ged__w1000_r5": 1.054861789441967,3985"tarch11__normal__w1000_r5": 1.0163653500254293,3986"tarch11__skewt__w1000_r5": 1.0492797343926212,3987"tarch11__t__w1000_r5": 1.05821772834165833988}3989},3990"mcs_A": {3991"egarch11__normal__w1000_r5": {3992"p": 0.504,3993"in": true3994},3995"aparch11__ged__w1000_r5": {3996"p": 0.504,3997"in": true3998},3999"aparch11__normal__w1000_r5": {4000"p": 0.504,4001"in": true4002},4003"aparch11__t__w1000_r5": {4004"p": 0.504,4005"in": true4006},4007"histvar22__empirical__w1000_r5": {4008"p": 0.504,4009"in": true4010},4011"aparch11__skewt__w1000_r5": {4012"p": 0.504,4013"in": true4014},4015"nagarch11__normal__w1000_r5": {4016"p": 0.783,4017"in": true4018},4019"igarch11__t__w1000_r5": {4020"p": 0.8305,4021"in": true4022},4023"igarch11__skewt__w1000_r5": {4024"p": 0.871,4025"in": true4026},4027"egarch11__ged__w1000_r5": {4028"p": 0.871,4029"in": true4030},4031"constvar__normal__w1000_r5": {4032"p": 0.871,4033"in": true4034},4035"gjr11__normal__w1000_r5": {4036"p": 0.871,4037"in": true4038},4039"gjr11__ged__w1000_r5": {4040"p": 0.905,4041"in": true4042},4043"egarch11__skewt__w1000_r5": {4044"p": 0.9375,4045"in": true4046},4047"qgarch11__normal__w1000_r5": {4048"p": 0.9375,4049"in": true4050},4051"gjr11__t__w1000_r5": {4052"p": 0.9375,4053"in": true4054},4055"gjr11__skewt__w1000_r5": {4056"p": 0.9375,4057"in": true4058},4059"tarch11__ged__w1000_r5": {4060"p": 0.9375,4061"in": true4062},4063"nagarch11__ged__w1000_r5": {4064"p": 0.9375,4065"in": true4066},4067"igarch11__ged__w1000_r5": {4068"p": 0.9375,4069"in": true4070},4071"tarch11__t__w1000_r5": {4072"p": 0.9375,4073"in": true4074},4075"arch5__normal__w1000_r5": {4076"p": 0.9375,4077"in": true4078},4079"histvar66__empirical__w1000_r5": {4080"p": 0.9375,4081"in": true4082},4083"egarch11__t__w1000_r5": {4084"p": 0.9375,4085"in": true4086},4087"garchm11__normal__w1000_r5": {4088"p": 0.9375,4089"in": true4090},4091"tarch11__skewt__w1000_r5": {4092"p": 0.9375,4093"in": true4094},4095"garch21__normal__w1000_r5": {4096"p": 0.9375,4097"in": true4098},4099"garch11__normal__w1000_r5": {4100"p": 0.9375,4101"in": true4102},4103"qgarch11__ged__w1000_r5": {4104"p": 0.9375,4105"in": true4106},4107"arch5__ged__w1000_r5": {4108"p": 0.9375,4109"in": true4110},4111"ewma094__normal__w1000_r5": {4112"p": 0.9375,4113"in": true4114},4115"nagarch11__t__w1000_r5": {4116"p": 0.9375,4117"in": true4118},4119"garch12__normal__w1000_r5": {4120"p": 0.9375,4121"in": true4122},4123"tarch11__normal__w1000_r5": {4124"p": 0.9375,4125"in": true4126},4127"cgarch11__normal__w1000_r5": {4128"p": 0.9375,4129"in": true4130},4131"nagarch11__skewt__w1000_r5": {4132"p": 0.9375,4133"in": true4134},4135"garch21__ged__w1000_r5": {4136"p": 0.9375,4137"in": true4138},4139"arch5__t__w1000_r5": {4140"p": 0.9375,4141"in": true4142},4143"arch5__skewt__w1000_r5": {4144"p": 0.9375,4145"in": true4146},4147"garch11__ged__w1000_r5": {4148"p": 0.9375,4149"in": true4150},4151"garch12__ged__w1000_r5": {4152"p": 0.9375,4153"in": true4154},4155"qgarch11__t__w1000_r5": {4156"p": 0.9375,4157"in": true4158},4159"qgarch11__skewt__w1000_r5": {4160"p": 0.9375,4161"in": true4162},4163"igarch11__normal__w1000_r5": {4164"p": 0.9375,4165"in": true4166},4167"garch21__t__w1000_r5": {4168"p": 0.9375,4169"in": true4170},4171"msgarch2__normal__w1000_r5": {4172"p": 0.9375,4173"in": true4174},4175"histvar252__empirical__w1000_r5": {4176"p": 0.9375,4177"in": true4178},4179"garch21__skewt__w1000_r5": {4180"p": 0.9375,4181"in": true4182},4183"garch11__t__w1000_r5": {4184"p": 0.9375,4185"in": true4186},4187"garchm11__ged__w1000_r5": {4188"p": 0.9375,4189"in": true4190},4191"garch11__skewt__w1000_r5": {4192"p": 0.9375,4193"in": true4194},4195"avgarch11__ged__w1000_r5": {4196"p": 0.9375,4197"in": true4198},4199"garch12__t__w1000_r5": {4200"p": 0.9375,4201"in": true4202},4203"garch12__skewt__w1000_r5": {4204"p": 0.9375,4205"in": true4206},4207"avgarch11__normal__w1000_r5": {4208"p": 0.9375,4209"in": true4210},4211"avgarch11__t__w1000_r5": {4212"p": 0.9375,4213"in": true4214},4215"avgarch11__skewt__w1000_r5": {4216"p": 0.9375,4217"in": true4218},4219"cgarch11__ged__w1000_r5": {4220"p": 0.9375,4221"in": true4222},4223"cgarch11__t__w1000_r5": {4224"p": 0.9375,4225"in": true4226},4227"garchm11__t__w1000_r5": {4228"p": 0.9375,4229"in": true4230},4231"garchm11__skewt__w1000_r5": {4232"p": 0.9375,4233"in": true4234},4235"cgarch11__skewt__w1000_r5": {4236"p": 0.9375,4237"in": true4238},4239"gas_t11__t__w1000_r5": {4240"p": 0.9375,4241"in": true4242},4243"rm2006__normal__w1000_r5": {4244"p": 0.9375,4245"in": true4246},4247"msgarch2__t__w1000_r5": {4248"p": 0.9375,4249"in": true4250},4251"figarch11__normal__w1000_r5": {4252"p": 0.9375,4253"in": true4254},4255"figarch11__ged__w1000_r5": {4256"p": 0.9375,4257"in": true4258},4259"figarch11__t__w1000_r5": {4260"p": 0.9375,4261"in": true4262},4263"figarch11__skewt__w1000_r5": {4264"p": 1.0,4265"in": true4266}4267},4268"spa_A": {4269"lower": 0.138,4270"consistent": 0.8315,4271"upper": 0.968,4272"n": 24504273},4274"common_sample_B": {4275"n": 2485,4276"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": 0.14666971960701236,4290"garchx_rv11__t__w1000_r5": 0.1360610489073784,4291"har_rv__empirical__w1000_r5": 0.1282218698557843,4292"heavy11__normal__w1000_r5": 0.145300058483327,4293"heavy11__t__w1000_r5": 0.13689989794032806,4294"loghar_rv__empirical__w1000_r5": 0.12027241440076364,4295"realgarch11__normal__w1000_r5": 0.14039777816507604,4296"realgarch11__t__w1000_r5": 0.8307383439947098,4297"rm_rw__empirical__w1000_r5": 0.23241597046115595,4298"garch11__normal__w1000_r5": 0.163788216941092664299},4300"ratio": {4301"garchx_rv11__normal__w1000_r5": 0.8954839508373361,4302"garchx_rv11__t__w1000_r5": 0.830713292130859,4303"har_rv__empirical__w1000_r5": 0.7828516132018215,4304"heavy11__normal__w1000_r5": 0.8871215597614386,4305"heavy11__t__w1000_r5": 0.8358348390199819,4306"loghar_rv__empirical__w1000_r5": 0.7343166477233236,4307"realgarch11__normal__w1000_r5": 0.8571909554126893,4308"realgarch11__t__w1000_r5": 5.072027521329507,4309"rm_rw__empirical__w1000_r5": 1.419002995464232,4310"garch11__normal__w1000_r5": 1.04311}4312},4313"mcs_B": {4314"realgarch11__t__w1000_r5": {4315"p": 0.003,4316"in": false4317},4318"rm_rw__empirical__w1000_r5": {4319"p": 0.017,4320"in": false4321},4322"garch11__normal__w1000_r5": {4323"p": 0.0295,4324"in": false4325},4326"garchx_rv11__normal__w1000_r5": {4327"p": 0.0295,4328"in": false4329},4330"heavy11__normal__w1000_r5": {4331"p": 0.0385,4332"in": false4333},4334"realgarch11__normal__w1000_r5": {4335"p": 0.4085,4336"in": true4337},4338"heavy11__t__w1000_r5": {4339"p": 0.4085,4340"in": true4341},4342"garchx_rv11__t__w1000_r5": {4343"p": 0.4085,4344"in": true4345},4346"har_rv__empirical__w1000_r5": {4347"p": 0.4085,4348"in": true4349},4350"loghar_rv__empirical__w1000_r5": {4351"p": 1.0,4352"in": true4353}4354},4355"spa_B": {4356"lower": 0.0065,4357"consistent": 0.0065,4358"upper": 0.466,4359"n": 24854360}4361}4362},4363"regimes": {4364"1": {4365"vol_tercile=high": {4366"aparch11__ged__w1000_r5": {4367"n": 1377,4368"ratio": 1.5202612568023148,4369"dm_p": 0.009497557407062826,4370"dm_stat": 2.5972506945306534371},4372"aparch11__normal__w1000_r5": {4373"n": 1377,4374"ratio": 1.4631258805012664,4375"dm_p": 0.05138483267607388,4376"dm_stat": 1.94995085900000724377},4378"aparch11__skewt__w1000_r5": {4379"n": 1377,4380"ratio": 1.2521207264375156,4381"dm_p": 0.08243086642942456,4382"dm_stat": 1.73802074681970264383},4384"aparch11__t__w1000_r5": {4385"n": 1377,4386"ratio": 1.572232154384924,4387"dm_p": 0.034279566881066634,4388"dm_stat": 2.1188775615545684389},4390"arch5__ged__w1000_r5": {4391"n": 1377,4392"ratio": 1.08194298754931,4393"dm_p": 0.3011018550281847,4394"dm_stat": 1.03446231199007024395},4396"arch5__normal__w1000_r5": {4397"n": 1377,4398"ratio": 1.1164457067438651,4399"dm_p": 0.2326371606882375,4400"dm_stat": 1.19411918193831754401},4402"arch5__skewt__w1000_r5": {4403"n": 1377,4404"ratio": 1.0385255444421337,4405"dm_p": 0.5723854649516393,4406"dm_stat": 0.56467708006400854407},4408"arch5__t__w1000_r5": {4409"n": 1377,4410"ratio": 1.0403153905698168,4411"dm_p": 0.5571254178379014,4412"dm_stat": 0.58726004314946024413},4414"avgarch11__ged__w1000_r5": {4415"n": 1377,4416"ratio": 0.9975176681174638,4417"dm_p": 0.9691069216495313,4418"dm_stat": -0.038735458665153454419},4420"avgarch11__normal__w1000_r5": {4421"n": 1377,4422"ratio": 0.972470043892427,4423"dm_p": 0.5660235194517965,4424"dm_stat": -0.57405630988515944425},4426"avgarch11__skewt__w1000_r5": {4427"n": 1377,4428"ratio": 0.9859334077850639,4429"dm_p": 0.8397355429650584,4430"dm_stat": -0.202270012265952234431},4432"avgarch11__t__w1000_r5": {4433"n": 1377,4434"ratio": 0.9871186010135307,4435"dm_p": 0.8533529371986717,4436"dm_stat": -0.18487676867350764437},4438"cgarch11__ged__w1000_r5": {4439"n": 1377,4440"ratio": 0.889113797456734,4441"dm_p": 0.008092172754168746,4442"dm_stat": -2.65206024704308254443},4444"cgarch11__normal__w1000_r5": {4445"n": 1377,4446"ratio": 0.9071991476832396,4447"dm_p": 0.03362282015023471,4448"dm_stat": -2.1266966921716424449},4450"cgarch11__skewt__w1000_r5": {4451"n": 1377,4452"ratio": 0.8730334273933626,4453"dm_p": 0.007748869875725528,4454"dm_stat": -2.66674027943032684455},4456"cgarch11__t__w1000_r5": {4457"n": 1377,4458"ratio": 0.8746425708100701,4459"dm_p": 0.008077056670743194,4460"dm_stat": -2.6526947701542394461},4462"constvar__normal__w1000_r5": {4463"n": 1377,4464"ratio": 1.4269082123648842,4465"dm_p": 0.004548475527232527,4466"dm_stat": 2.84205772198838424467},4468"egarch11__ged__w1000_r5": {4469"n": 1377,4470"ratio": 1.915384354378781,4471"dm_p": 0.17967334166735097,4472"dm_stat": 1.34244450778455084473},4474"egarch11__normal__w1000_r5": {4475"n": 1377,4476"ratio": 1.3596096616312723,4477"dm_p": 0.01094673117448389,4478"dm_stat": 2.54785419174892974479},4480"egarch11__skewt__w1000_r5": {4481"n": 1353,4482"ratio": 1.3905775735812824,4483"dm_p": 0.15172415008570447,4484"dm_stat": 1.43427814828578784485},4486"egarch11__t__w1000_r5": {4487"n": 1367,4488"ratio": 1.105284455467852,4489"dm_p": 0.19521054041434932,4490"dm_stat": 1.29595317380691124491},4492"ewma094__normal__w1000_r5": {4493"n": 1377,4494"ratio": 0.872391793602781,4495"dm_p": 0.11818137212092904,4496"dm_stat": -1.56343024344818644497},4498"figarch11__ged__w1000_r5": {4499"n": 1377,4500"ratio": 0.8632565282628375,4501"dm_p": 0.0010465090920635661,4502"dm_stat": -3.2847222061941734503},4504"figarch11__normal__w1000_r5": {4505"n": 1377,4506"ratio": 0.8819732179347549,4507"dm_p": 0.0035374702995013985,4508"dm_stat": -2.92175391633970264509},4510"figarch11__skewt__w1000_r5": {4511"n": 1377,4512"ratio": 0.8413837378224485,4513"dm_p": 0.0017075847350607764,4514"dm_stat": -3.14306488952765454515},4516"figarch11__t__w1000_r5": {4517"n": 1377,4518"ratio": 0.8426143286256936,4519"dm_p": 0.0017256575718625682,4520"dm_stat": -3.1399595121952344521},4522"garch11__ged__w1000_r5": {4523"n": 1377,4524"ratio": 0.9714269861166203,4525"dm_p": 0.35458103128942947,4526"dm_stat": -0.92605260045055154527},4528"garch11__normal__w1000_r5": {4529"n": 1377,4530"ratio": 1.0,4531"dm_p": 1.0,4532"dm_stat": 0.04533},4534"garch11__skewt__w1000_r5": {4535"n": 1377,4536"ratio": 0.9408878326515213,4537"dm_p": 0.16183477665499826,4538"dm_stat": -1.39967930657773664539},4540"garch11__t__w1000_r5": {4541"n": 1377,4542"ratio": 0.9437063684429673,4543"dm_p": 0.18260663604068525,4544"dm_stat": -1.33344461473526234545},4546"garch12__ged__w1000_r5": {4547"n": 1377,4548"ratio": 0.973532812441065,4549"dm_p": 0.34969310326739755,4550"dm_stat": -0.93550335180365684551},4552"garch12__normal__w1000_r5": {4553"n": 1377,4554"ratio": 0.9475985221830405,4555"dm_p": 0.20710343600285447,4556"dm_stat": -1.26216463190367884557},4558"garch12__skewt__w1000_r5": {4559"n": 1377,4560"ratio": 0.9315376935352911,4561"dm_p": 0.11886658609744835,4562"dm_stat": -1.5605217405799114563},4564"garch12__t__w1000_r5": {4565"n": 1377,4566"ratio": 0.9328021549960367,4567"dm_p": 0.12453092327902221,4568"dm_stat": -1.53696850796197224569},4570"garch21__ged__w1000_r5": {4571"n": 1377,4572"ratio": 0.9807156218247566,4573"dm_p": 0.6072895964402643,4574"dm_stat": -0.51406427582792414575},4576"garch21__normal__w1000_r5": {4577"n": 1377,4578"ratio": 1.0179699442205459,4579"dm_p": 0.48011720193518087,4580"dm_stat": 0.70630637507982344581},4582"garch21__skewt__w1000_r5": {4583"n": 1377,4584"ratio": 0.9441232576434089,4585"dm_p": 0.23749668331976825,4586"dm_stat": -1.18178129875170874587},4588"garch21__t__w1000_r5": {4589"n": 1377,4590"ratio": 0.9472704737285267,4591"dm_p": 0.2639438482822194,4592"dm_stat": -1.11757450718599244593},4594"garchm11__ged__w1000_r5": {4595"n": 1377,4596"ratio": 0.9850314304196031,4597"dm_p": 0.6456125468954088,4598"dm_stat": -0.45996704083796184599},4600"garchm11__normal__w1000_r5": {4601"n": 1377,4602"ratio": 1.0077949574467164,4603"dm_p": 0.04381108690283921,4604"dm_stat": 2.01775010158438574605},4606"garchm11__skewt__w1000_r5": {4607"n": 1377,4608"ratio": 0.9531513357972073,4609"dm_p": 0.28038369560640775,4610"dm_stat": -1.07988262048776564611},4612"garchm11__t__w1000_r5": {4613"n": 1377,4614"ratio": 0.9537795658303975,4615"dm_p": 0.28485714853978755,4616"dm_stat": -1.06988847277679084617},4618"garchx_rv11__normal__w1000_r5": {4619"n": 1377,4620"ratio": 0.6626158802126847,4621"dm_p": 0.0003365584077140674,4622"dm_stat": -3.5944486624223414623},4624"garchx_rv11__t__w1000_r5": {4625"n": 1377,4626"ratio": 0.6357713612115878,4627"dm_p": 0.00032676841274636656,4628"dm_stat": -3.60220051887135464629},4630"gas_t11__t__w1000_r5": {4631"n": 1377,4632"ratio": 1.0151530038244883,4633"dm_p": 0.8594409613240915,4634"dm_stat": 0.177119030045554024635},4636"gjr11__ged__w1000_r5": {4637"n": 1377,4638"ratio": 1.1758895449517255,4639"dm_p": 0.1474890611648057,4640"dm_stat": 1.44927355416835174641},4642"gjr11__normal__w1000_r5": {4643"n": 1377,4644"ratio": 1.1751092766230966,4645"dm_p": 0.121918095719455,4646"dm_stat": 1.5477265550387234647},4648"gjr11__skewt__w1000_r5": {4649"n": 1377,4650"ratio": 1.16142923645279,4651"dm_p": 0.18922185131888505,4652"dm_stat": 1.31353456913789014653},4654"gjr11__t__w1000_r5": {4655"n": 1377,4656"ratio": 1.160433904854557,4657"dm_p": 0.1920479391214676,4658"dm_stat": 1.30518537444748534659},4660"har_rv__empirical__w1000_r5": {4661"n": 1377,4662"ratio": 0.6568409478500997,4663"dm_p": 0.0022700524479176685,4664"dm_stat": -3.05815028143757544665},4666"heavy11__normal__w1000_r5": {4667"n": 1377,4668"ratio": 0.6637845249273217,4669"dm_p": 0.00034175680533009566,4670"dm_stat": -3.5904179472565914671},4672"heavy11__t__w1000_r5": {4673"n": 1377,4674"ratio": 0.6472890082525307,4675"dm_p": 0.0002723573707607164,4676"dm_stat": -3.6497128872439474677},4678"histvar22__empirical__w1000_r5": {4679"n": 1377,4680"ratio": 1.0388294871060124,4681"dm_p": 0.7506880928026646,4682"dm_stat": 0.317795751687175334683},4684"histvar252__empirical__w1000_r5": {4685"n": 1377,4686"ratio": 1.252633019552636,4687"dm_p": 0.06830671278121882,4688"dm_stat": 1.8244110872702494689},4690"histvar66__empirical__w1000_r5": {4691"n": 1377,4692"ratio": 1.1316070386147867,4693"dm_p": 0.2587895062957696,4694"dm_stat": 1.1297238336361144695},4696"igarch11__ged__w1000_r5": {4697"n": 1377,4698"ratio": 0.9463588611171571,4699"dm_p": 0.483451241932023,4700"dm_stat": -0.70095239125798144701},4702"igarch11__normal__w1000_r5": {4703"n": 1377,4704"ratio": 0.953802401674312,4705"dm_p": 0.5348949050858745,4706"dm_stat": -0.62070747400219044707},4708"igarch11__skewt__w1000_r5": {4709"n": 1377,4710"ratio": 0.9314027225089574,4711"dm_p": 0.39227151773777713,4712"dm_stat": -0.85577449178450164713},4714"igarch11__t__w1000_r5": {4715"n": 1377,4716"ratio": 0.9330185674642845,4717"dm_p": 0.40273385327821715,4718"dm_stat": -0.8370072165198014719},4720"loghar_rv__empirical__w1000_r5": {4721"n": 1377,4722"ratio": 0.6425327258634651,4723"dm_p": 6.945734583512557e-05,4724"dm_stat": -3.9903311487041594725},4726"msgarch2__normal__w1000_r5": {4727"n": 1377,4728"ratio": 0.9004276728902725,4729"dm_p": 0.001934043821090359,4730"dm_stat": -3.1061653568523064731},4732"msgarch2__t__w1000_r5": {4733"n": 1377,4734"ratio": 0.8616245205924307,4735"dm_p": 0.01756396002364847,4736"dm_stat": -2.3775521422566994737},4738"nagarch11__ged__w1000_r5": {4739"n": 1377,4740"ratio": 1.6854460444158645,4741"dm_p": 0.28220759624788055,4742"dm_stat": 1.07579486755223754743},4744"nagarch11__normal__w1000_r5": {4745"n": 1377,4746"ratio": 2.037116576098768,4747"dm_p": 0.3205430845403277,4748"dm_stat": 0.99370116283968674749},4750"nagarch11__skewt__w1000_r5": {4751"n": 1377,4752"ratio": 2.8045990049580216,4753"dm_p": 0.3087247358906657,4754"dm_stat": 1.01827826647021974755},4756"nagarch11__t__w1000_r5": {4757"n": 1377,4758"ratio": 1.6359863233932288,4759"dm_p": 0.2950669159350862,4760"dm_stat": 1.0474697809619154761},4762"qgarch11__ged__w1000_r5": {4763"n": 1377,4764"ratio": 1.0530880220500185,4765"dm_p": 0.30880058299854146,4766"dm_stat": 1.01811857589726284767},4768"qgarch11__normal__w1000_r5": {4769"n": 1377,4770"ratio": 1.075507574002377,4771"dm_p": 0.05539306969837894,4772"dm_stat": 1.91740719852525374773},4774"qgarch11__skewt__w1000_r5": {4775"n": 1377,4776"ratio": 1.0177716204201033,4777"dm_p": 0.7527835061866495,4778"dm_stat": 0.315034130363760054779},4780"qgarch11__t__w1000_r5": {4781"n": 1377,4782"ratio": 1.0165845925963615,4783"dm_p": 0.7685881663470205,4784"dm_stat": 0.29428022728696084785},4786"realgarch11__normal__w1000_r5": {4787"n": 1377,4788"ratio": 0.7265325907304938,4789"dm_p": 4.85703514392676e-05,4790"dm_stat": -4.0753571534949694791},4792"realgarch11__t__w1000_r5": {4793"n": 1377,4794"ratio": 0.7056181274738248,4795"dm_p": 2.0191574893794926e-05,4796"dm_stat": -4.2776552279298254797},4798"rm2006__normal__w1000_r5": {4799"n": 1377,4800"ratio": 0.8178057814274466,4801"dm_p": 0.015388788666156467,4802"dm_stat": -2.4261263500364664803},4804"rm_rw__empirical__w1000_r5": {4805"n": 1377,4806"ratio": 0.890003859121944,4807"dm_p": 0.39408157239479086,4808"dm_stat": -0.85250617072772144809},4810"tarch11__ged__w1000_r5": {4811"n": 1377,4812"ratio": 1.184446670700872,4813"dm_p": 0.16022107699702176,4814"dm_stat": 1.40508716284309794815},4816"tarch11__normal__w1000_r5": {4817"n": 1377,4818"ratio": 1.1481103861131767,4819"dm_p": 0.21360129256778754,4820"dm_stat": 1.2442994156284554821},4822"tarch11__skewt__w1000_r5": {4823"n": 1377,4824"ratio": 1.1831522509191024,4825"dm_p": 0.1888850446820637,4826"dm_stat": 1.31453572651038674827},4828"tarch11__t__w1000_r5": {4829"n": 1377,4830"ratio": 1.1854122722519342,4831"dm_p": 0.18365708344863663,4832"dm_stat": 1.3302477550319984833}4834},4835"vol_tercile=low": {4836"aparch11__ged__w1000_r5": {4837"n": 474,4838"ratio": 2.848046639044125,4839"dm_p": 0.03990149534853573,4840"dm_stat": 2.06045383026219354841},4842"aparch11__normal__w1000_r5": {4843"n": 474,4844"ratio": 4.569194919815267,4845"dm_p": 0.035924362198839495,4846"dm_stat": 2.10378726852290444847},4848"aparch11__skewt__w1000_r5": {4849"n": 474,4850"ratio": 12.905676093293854,4851"dm_p": 0.0633421413307757,4852"dm_stat": 1.86115727659582494853},4854"aparch11__t__w1000_r5": {4855"n": 474,4856"ratio": 6.362118660664114,4857"dm_p": 0.009303683989973872,4858"dm_stat": 2.6114015661905394859},4860"arch5__ged__w1000_r5": {4861"n": 474,4862"ratio": 0.9966706720978261,4863"dm_p": 0.9773110845238182,4864"dm_stat": -0.0284552199432354624865},4866"arch5__normal__w1000_r5": {4867"n": 474,4868"ratio": 1.0066150087745918,4869"dm_p": 0.9552205071696958,4870"dm_stat": 0.056182046533031554871},4872"arch5__skewt__w1000_r5": {4873"n": 474,4874"ratio": 1.030459311020068,4875"dm_p": 0.7983618556426223,4876"dm_stat": 0.25561162736364814877},4878"arch5__t__w1000_r5": {4879"n": 474,4880"ratio": 1.0299353849907948,4881"dm_p": 0.8017127500156355,4882"dm_stat": 0.251272253620351164883},4884"avgarch11__ged__w1000_r5": {4885"n": 474,4886"ratio": 0.8159298963313026,4887"dm_p": 0.09370743981880535,4888"dm_stat": -1.6795387624620994889},4890"avgarch11__normal__w1000_r5": {4891"n": 474,4892"ratio": 0.822604303906319,4893"dm_p": 0.10581737232140355,4894"dm_stat": -1.62037881354482924895},4896"avgarch11__skewt__w1000_r5": {4897"n": 474,4898"ratio": 0.8303439593912509,4899"dm_p": 0.125764646921244,4900"dm_stat": -1.53373005768828094901},4902"avgarch11__t__w1000_r5": {4903"n": 474,4904"ratio": 0.8341448366086864,4905"dm_p": 0.1348459532810376,4906"dm_stat": -1.49782420997128354907},4908"cgarch11__ged__w1000_r5": {4909"n": 474,4910"ratio": 0.7801936887116471,4911"dm_p": 0.003864946572755816,4912"dm_stat": -2.90331575773874564913},4914"cgarch11__normal__w1000_r5": {4915"n": 474,4916"ratio": 0.8729773786775656,4917"dm_p": 0.0002986969291467407,4918"dm_stat": -3.6435183226296354919},4920"cgarch11__skewt__w1000_r5": {4921"n": 474,4922"ratio": 0.7428269155621132,4923"dm_p": 0.014804285314666111,4924"dm_stat": -2.4461020337402154925},4926"cgarch11__t__w1000_r5": {4927"n": 474,4928"ratio": 0.7425825137083623,4929"dm_p": 0.014353778300867467,4930"dm_stat": -2.45736805941702934931},4932"constvar__normal__w1000_r5": {4933"n": 474,4934"ratio": 1.24126006595195,4935"dm_p": 0.01919241718014906,4936"dm_stat": 2.3498239800445234937},4938"egarch11__ged__w1000_r5": {4939"n": 474,4940"ratio": 1.268436328364926,4941"dm_p": 0.4730093870539575,4942"dm_stat": 0.71816619687325594943},4944"egarch11__normal__w1000_r5": {4945"n": 474,4946"ratio": 1097418.7622196313,4947"dm_p": 0.30427987435107146,4948"dm_stat": 1.0284158217968254949},4950"egarch11__skewt__w1000_r5": {4951"n": 474,4952"ratio": 1.0496536744638656,4953"dm_p": 0.7961536259926602,4954"dm_stat": 0.25847389549956154955},4956"egarch11__t__w1000_r5": {4957"n": 474,4958"ratio": 0.8079707987435025,4959"dm_p": 0.10163501017216833,4960"dm_stat": -1.64016822467177644961},4962"ewma094__normal__w1000_r5": {4963"n": 474,4964"ratio": 0.7009997815066059,4965"dm_p": 1.4441470260396456e-06,4966"dm_stat": -4.8811972136087934967},4968"figarch11__ged__w1000_r5": {4969"n": 474,4970"ratio": 0.7945371976752925,4971"dm_p": 0.0062884467547175355,4972"dm_stat": -2.7446261732532124973},4974"figarch11__normal__w1000_r5": {4975"n": 474,4976"ratio": 0.8095040179144318,4977"dm_p": 0.016010477980381802,4978"dm_stat": -2.41736547423787454979},4980"figarch11__skewt__w1000_r5": {4981"n": 474,4982"ratio": 0.7977865971379171,4983"dm_p": 0.012428949277233656,4984"dm_stat": -2.50933746997053934985},4986"figarch11__t__w1000_r5": {4987"n": 474,4988"ratio": 0.799010474945885,4989"dm_p": 0.012763068223367206,4990"dm_stat": -2.49982618659437564991},4992"garch11__ged__w1000_r5": {4993"n": 474,4994"ratio": 0.8003563243680025,4995"dm_p": 0.057072454075784256,4996"dm_stat": -1.9074134859617014997},4998"garch11__normal__w1000_r5": {4999"n": 474,5000"ratio": 1.0,5001"dm_p": 1.0,5002"dm_stat": 0.05003},5004"garch11__skewt__w1000_r5": {5005"n": 474,5006"ratio": 0.8133963359068224,5007"dm_p": 0.07663195189415635,5008"dm_stat": -1.7744496896341435009},5010"garch11__t__w1000_r5": {5011"n": 474,5012"ratio": 0.8153850451389617,5013"dm_p": 0.0799936249629737,5014"dm_stat": -1.75449263822647585015},5016"garch12__ged__w1000_r5": {5017"n": 474,5018"ratio": 0.8313008230802496,5019"dm_p": 0.04819008771677122,5020"dm_stat": -1.98082161414133025021},5022"garch12__normal__w1000_r5": {5023"n": 474,5024"ratio": 0.9946921295794517,5025"dm_p": 0.5275907799170154,5026"dm_stat": -0.6321553839152425027},5028"garch12__skewt__w1000_r5": {5029"n": 474,5030"ratio": 0.8029752850281364,5031"dm_p": 0.06113740057653917,5032"dm_stat": -1.87697078896667115033},5034"garch12__t__w1000_r5": {5035"n": 474,5036"ratio": 0.8046308958488558,5037"dm_p": 0.06349487829939106,5038"dm_stat": -1.86007877357455039},5040"garch21__ged__w1000_r5": {5041"n": 474,5042"ratio": 0.8001112652531528,5043"dm_p": 0.05933721674372643,5044"dm_stat": -1.89023791267836025045},5046"garch21__normal__w1000_r5": {5047"n": 474,5048"ratio": 0.8322773712256899,5049"dm_p": 0.11438870262519484,5050"dm_stat": -1.58169027735784165051},5052"garch21__skewt__w1000_r5": {5053"n": 474,5054"ratio": 0.8130821132482918,5055"dm_p": 0.078582010635104,5056"dm_stat": -1.76278786729171065057},5058"garch21__t__w1000_r5": {5059"n": 474,5060"ratio": 0.8150203903675947,5061"dm_p": 0.08189618034703824,5062"dm_stat": -1.74349918992694435063},5064"garchm11__ged__w1000_r5": {5065"n": 474,5066"ratio": 0.809776813176947,5067"dm_p": 0.0701643016813469,5068"dm_stat": -1.81495338602953735069},5070"garchm11__normal__w1000_r5": {5071"n": 474,5072"ratio": 0.992442234276106,5073"dm_p": 0.5191278633924724,5074"dm_stat": -0.64517304543615225075},5076"garchm11__skewt__w1000_r5": {5077"n": 474,5078"ratio": 0.8182229926757497,5079"dm_p": 0.08423264748963277,5080"dm_stat": -1.7302792492950695081},5082"garchm11__t__w1000_r5": {5083"n": 474,5084"ratio": 0.8198212391652812,5085"dm_p": 0.08711435919239256,5086"dm_stat": -1.71437818303436125087},5088"garchx_rv11__normal__w1000_r5": {5089"n": 474,5090"ratio": 0.7006533814137472,5091"dm_p": 0.014287236632890577,5092"dm_stat": -2.4590585331191315093},5094"garchx_rv11__t__w1000_r5": {5095"n": 474,5096"ratio": 0.6486168015276074,5097"dm_p": 0.0035618289470717886,5098"dm_stat": -2.9292608534313745099},5100"gas_t11__t__w1000_r5": {5101"n": 474,5102"ratio": 0.7791053618219436,5103"dm_p": 0.04931079169442376,5104"dm_stat": -1.97096209417233385105},5106"gjr11__ged__w1000_r5": {5107"n": 474,5108"ratio": 0.921827180656359,5109"dm_p": 0.5822390957807113,5110"dm_stat": -0.55049601016902365111},5112"gjr11__normal__w1000_r5": {5113"n": 474,5114"ratio": 0.9208098762822692,5115"dm_p": 0.559359144172252,5116"dm_stat": -0.58420762615441285117},5118"gjr11__skewt__w1000_r5": {5119"n": 474,5120"ratio": 0.9462161889788097,5121"dm_p": 0.7137405376758766,5122"dm_stat": -0.36705716201895355123},5124"gjr11__t__w1000_r5": {5125"n": 474,5126"ratio": 0.9468189371151734,5127"dm_p": 0.716223920461737,5128"dm_stat": -0.363727637697079945129},5130"har_rv__empirical__w1000_r5": {5131"n": 474,5132"ratio": 0.5523588883167684,5133"dm_p": 1.56466315217086e-05,5134"dm_stat": -4.36467260033798255135},5136"heavy11__normal__w1000_r5": {5137"n": 474,5138"ratio": 0.697912705145403,5139"dm_p": 0.012926700067484871,5140"dm_stat": -2.49524851554174455141},5142"heavy11__t__w1000_r5": {5143"n": 474,5144"ratio": 0.6510918671900671,5145"dm_p": 0.003819872213410489,5146"dm_stat": -2.90705378370389685147},5148"histvar22__empirical__w1000_r5": {5149"n": 474,5150"ratio": 0.8827746157100183,5151"dm_p": 0.37049455621183275,5152"dm_stat": -0.89640111266668625153},5154"histvar252__empirical__w1000_r5": {5155"n": 474,5156"ratio": 0.9695974473310217,5157"dm_p": 0.6124421013454832,5158"dm_stat": -0.50692724962981465159},5160"histvar66__empirical__w1000_r5": {5161"n": 474,5162"ratio": 0.9126153925797426,5163"dm_p": 0.2976085754022528,5164"dm_stat": -1.04272443927586145165},5166"igarch11__ged__w1000_r5": {5167"n": 474,5168"ratio": 0.7895591273781443,5169"dm_p": 5.8313927920288054e-05,5170"dm_stat": -4.05627577741011355171},5172"igarch11__normal__w1000_r5": {5173"n": 474,5174"ratio": 0.8634972496094938,5175"dm_p": 8.843303701529663e-05,5176"dm_stat": -3.9544953349732635177},5178"igarch11__skewt__w1000_r5": {5179"n": 474,5180"ratio": 0.8246969541381268,5181"dm_p": 1.2673169758529423e-06,5182"dm_stat": -4.9081901616187215183},5184"igarch11__t__w1000_r5": {5185"n": 474,5186"ratio": 0.7847963966982212,5187"dm_p": 2.6029483887988924e-05,5188"dm_stat": -4.2475883224941155189},5190"loghar_rv__empirical__w1000_r5": {5191"n": 474,5192"ratio": 0.520896141485227,5193"dm_p": 5.7242982857283704e-05,5194"dm_stat": -4.0607567108310035195},5196"msgarch2__normal__w1000_r5": {5197"n": 474,5198"ratio": 0.8626321045759433,5199"dm_p": 0.11132153872081543,5200"dm_stat": -1.59526211454656695201},5202"msgarch2__t__w1000_r5": {5203"n": 474,5204"ratio": 0.7151479790144952,5205"dm_p": 0.015494400902845337,5206"dm_stat": -2.4294182589060915207},5208"nagarch11__ged__w1000_r5": {5209"n": 474,5210"ratio": 1.267969433760452,5211"dm_p": 0.5401518142920808,5212"dm_stat": 0.61302898651836155213},5214"nagarch11__normal__w1000_r5": {5215"n": 474,5216"ratio": 1.45529807485723,5217"dm_p": 0.313853288195745,5218"dm_stat": 1.00824304676265495219},5220"nagarch11__skewt__w1000_r5": {5221"n": 474,5222"ratio": 1.390796009367867,5223"dm_p": 0.47286721628929296,5224"dm_stat": 0.71839703518893865225},5226"nagarch11__t__w1000_r5": {5227"n": 474,5228"ratio": 1.2728706200484299,5229"dm_p": 0.528051130779427,5230"dm_stat": 0.63145035846970875231},5232"qgarch11__ged__w1000_r5": {5233"n": 474,5234"ratio": 0.8845446196991337,5235"dm_p": 0.35204699095648573,5236"dm_stat": -0.93154489683774385237},5238"qgarch11__normal__w1000_r5": {5239"n": 474,5240"ratio": 1.071808508561943,5241"dm_p": 0.29941231666242446,5242"dm_stat": 1.03883479213246435243},5244"qgarch11__skewt__w1000_r5": {5245"n": 474,5246"ratio": 0.8866431794314895,5247"dm_p": 0.34609242338820795,5248"dm_stat": -0.94313676051722465249},5250"qgarch11__t__w1000_r5": {5251"n": 474,5252"ratio": 0.8873695182771548,5253"dm_p": 0.34893459047047953,5254"dm_stat": -0.93758814338636515255},5256"realgarch11__normal__w1000_r5": {5257"n": 474,5258"ratio": 0.6703327000416148,5259"dm_p": 0.00721590075711778,5260"dm_stat": -2.6984306534896785261},5262"realgarch11__t__w1000_r5": {5263"n": 474,5264"ratio": 0.8812265902351537,5265"dm_p": 0.5376220565342857,5266"dm_stat": -0.61686275047203595267},5268"rm2006__normal__w1000_r5": {5269"n": 474,5270"ratio": 0.6323032682646237,5271"dm_p": 1.6672984894486537e-08,5272"dm_stat": -5.7428555272798445273},5274"rm_rw__empirical__w1000_r5": {5275"n": 474,5276"ratio": 0.7221029291617891,5277"dm_p": 0.04990443428857272,5278"dm_stat": -1.96581566117147725279},5280"tarch11__ged__w1000_r5": {5281"n": 474,5282"ratio": 0.9950086048359761,5283"dm_p": 0.975656847990738,5284"dm_stat": -0.030530498729906435285},5286"tarch11__normal__w1000_r5": {5287"n": 474,5288"ratio": 0.9906921862780226,5289"dm_p": 0.9523628429483116,5290"dm_stat": -0.0597715332491045445291},5292"tarch11__skewt__w1000_r5": {5293"n": 474,5294"ratio": 1.016852792793985,5295"dm_p": 0.9180871521625457,5296"dm_stat": 0.102898482532774925297},5298"tarch11__t__w1000_r5": {5299"n": 474,5300"ratio": 1.0172236872926523,5301"dm_p": 0.916079620467186,5302"dm_stat": 0.105429604309196195303}5304},5305"vol_tercile=mid": {5306"aparch11__ged__w1000_r5": {5307"n": 928,5308"ratio": 3.6441773379643077,5309"dm_p": 0.0044284452298254335,5310"dm_stat": 2.8529114642333015311},5312"aparch11__normal__w1000_r5": {5313"n": 928,5314"ratio": 2.959307740417155,5315"dm_p": 0.01967229428563129,5316"dm_stat": 2.33659846008297345317},5318"aparch11__skewt__w1000_r5": {5319"n": 928,5320"ratio": 11.271058064547477,5321"dm_p": 0.07217276140072638,5322"dm_stat": 1.80008168404118845323},5324"aparch11__t__w1000_r5": {5325"n": 928,5326"ratio": 11.991142697415766,5327"dm_p": 0.0630349922460416,5328"dm_stat": 1.86118103460973975329},5330"arch5__ged__w1000_r5": {5331"n": 928,5332"ratio": 1.0421568448743295,5333"dm_p": 0.3450176242761633,5334"dm_stat": 0.94477952918397035335},5336"arch5__normal__w1000_r5": {5337"n": 928,5338"ratio": 1.0819828767326212,5339"dm_p": 0.07066743594336461,5340"dm_stat": 1.80969133503073585341},5342"arch5__skewt__w1000_r5": {5343"n": 928,5344"ratio": 1.033777312240442,5345"dm_p": 0.4616664329302266,5346"dm_stat": 0.73641180631716015347},5348"arch5__t__w1000_r5": {5349"n": 928,5350"ratio": 1.0342458105063554,5351"dm_p": 0.454980893908538,5352"dm_stat": 0.74745104864010695353},5354"avgarch11__ged__w1000_r5": {5355"n": 928,5356"ratio": 0.9919554385444583,5357"dm_p": 0.7638802185367233,5358"dm_stat": -0.30047764510285115359},5360"avgarch11__normal__w1000_r5": {5361"n": 928,5362"ratio": 1.0287234101210625,5363"dm_p": 0.2839678395534002,5364"dm_stat": 1.07206948705671365365},5366"avgarch11__skewt__w1000_r5": {5367"n": 928,5368"ratio": 0.9904253234581235,5369"dm_p": 0.7384152137195722,5370"dm_stat": -0.334052876592387865371},5372"avgarch11__t__w1000_r5": {5373"n": 928,5374"ratio": 0.9915990763451153,5375"dm_p": 0.7685369786339521,5376"dm_stat": -0.294375384635628075377},5378"cgarch11__ged__w1000_r5": {5379"n": 928,5380"ratio": 1.0423040938302182,5381"dm_p": 0.22568771791909428,5382"dm_stat": 1.21234895971565545383},5384"cgarch11__normal__w1000_r5": {5385"n": 928,5386"ratio": 1.0668596580424825,5387"dm_p": 0.03610865377973072,5388"dm_stat": 2.09875354932768235389},5390"cgarch11__skewt__w1000_r5": {5391"n": 928,5392"ratio": 1.0361499453343355,5393"dm_p": 0.3381692778425595,5394"dm_stat": 0.95828429490288245395},5396"cgarch11__t__w1000_r5": {5397"n": 928,5398"ratio": 1.038992754680856,5399"dm_p": 0.30203163114399406,5400"dm_stat": 1.03266157933321285401},5402"constvar__normal__w1000_r5": {5403"n": 928,5404"ratio": 1.240787102250105,5405"dm_p": 0.00020817058354958727,5406"dm_stat": 3.723701191597915407},5408"egarch11__ged__w1000_r5": {5409"n": 928,5410"ratio": 2.043005837413598,5411"dm_p": 0.1360855987583642,5412"dm_stat": 1.49182364975611975413},5414"egarch11__normal__w1000_r5": {5415"n": 923,5416"ratio": 1.3710565373571535,5417"dm_p": 0.007798066068373607,5418"dm_stat": 2.666530973277365419},5420"egarch11__skewt__w1000_r5": {5421"n": 922,5422"ratio": 2.226246940104782,5423"dm_p": 0.09750777229030394,5424"dm_stat": 1.6587444842674985425},5426"egarch11__t__w1000_r5": {5427"n": 923,5428"ratio": 1.103603733022114,5429"dm_p": 0.244706298034709,5430"dm_stat": 1.16404649172544455431},5432"ewma094__normal__w1000_r5": {5433"n": 928,5434"ratio": 1.1279731944399112,5435"dm_p": 0.02125494737619446,5436"dm_stat": 2.30734847330514065437},5438"figarch11__ged__w1000_r5": {5439"n": 928,5440"ratio": 0.9598458133870106,5441"dm_p": 0.09421032766380094,5442"dm_stat": -1.67531176202251625443},5444"figarch11__normal__w1000_r5": {5445"n": 928,5446"ratio": 0.9729225883241956,5447"dm_p": 0.27613334864102823,5448"dm_stat": -1.08968899436619185449},5450"figarch11__skewt__w1000_r5": {5451"n": 928,5452"ratio": 0.9629764131468488,5453"dm_p": 0.20018902149079712,5454"dm_stat": -1.28192627902981915455},5456"figarch11__t__w1000_r5": {5457"n": 928,5458"ratio": 0.9638307808290474,5459"dm_p": 0.2094388827463306,5460"dm_stat": -1.25598218088434175461},5462"garch11__ged__w1000_r5": {5463"n": 928,5464"ratio": 0.9938286772605037,5465"dm_p": 0.8014538966546828,5466"dm_stat": -0.251538052115939275467},5468"garch11__normal__w1000_r5": {5469"n": 928,5470"ratio": 1.0,5471"dm_p": 1.0,5472"dm_stat": 0.05473},5474"garch11__skewt__w1000_r5": {5475"n": 928,5476"ratio": 0.9885948277027227,5477"dm_p": 0.6604364134605135,5478"dm_stat": -0.43945208707752885479},5480"garch11__t__w1000_r5": {5481"n": 928,5482"ratio": 0.9920585117701083,5483"dm_p": 0.7695212876277555,5484"dm_stat": -0.293086948460623445485},5486"garch12__ged__w1000_r5": {5487"n": 928,5488"ratio": 0.9968471351457636,5489"dm_p": 0.8558028459923073,5490"dm_stat": -0.181770153887778425491},5492"garch12__normal__w1000_r5": {5493"n": 928,5494"ratio": 1.0018657582417407,5495"dm_p": 0.8615083109683823,5496"dm_stat": 0.174502955757255497},5498"garch12__skewt__w1000_r5": {5499"n": 928,5500"ratio": 0.9849856026593689,5501"dm_p": 0.5460290805223434,5502"dm_stat": -0.60394333266281695503},5504"garch12__t__w1000_r5": {5505"n": 928,5506"ratio": 0.9863389415456253,5507"dm_p": 0.5799851609186489,5508"dm_stat": -0.55360140576747495509},5510"garch21__ged__w1000_r5": {5511"n": 928,5512"ratio": 1.002792713026474,5513"dm_p": 0.902822418999379,5514"dm_stat": 0.122130144223460445515},5516"garch21__normal__w1000_r5": {5517"n": 928,5518"ratio": 1.0222004438881058,5519"dm_p": 0.21923283894007614,5520"dm_stat": 1.2294026220875775521},5522"garch21__skewt__w1000_r5": {5523"n": 928,5524"ratio": 0.997680087093526,5525"dm_p": 0.9271097556146667,5526"dm_stat": -0.091506695854361655527},5528"garch21__t__w1000_r5": {5529"n": 928,5530"ratio": 0.9988220144622317,5531"dm_p": 0.9628499386215894,5532"dm_stat": -0.0465901233741979965533},5534"garchm11__ged__w1000_r5": {5535"n": 928,5536"ratio": 0.9880736075897644,5537"dm_p": 0.6569793663116684,5538"dm_stat": -0.4442308588371725539},5540"garchm11__normal__w1000_r5": {5541"n": 928,5542"ratio": 0.9999000122394847,5543"dm_p": 0.9818131022365076,5544"dm_stat": -0.0228020220242293745545},5546"garchm11__skewt__w1000_r5": {5547"n": 928,5548"ratio": 0.9884623800226865,5549"dm_p": 0.6860525808619515,5550"dm_stat": -0.40434463134303935551},5552"garchm11__t__w1000_r5": {5553"n": 928,5554"ratio": 0.9896011069362587,5555"dm_p": 0.7154948259720153,5556"dm_stat": -0.36459778136836545557},5558"garchx_rv11__normal__w1000_r5": {5559"n": 928,5560"ratio": 0.7948596988353828,5561"dm_p": 7.12382725414256e-06,5562"dm_stat": -4.5157055643516495563},5564"garchx_rv11__t__w1000_r5": {5565"n": 928,5566"ratio": 0.7933894434928056,5567"dm_p": 1.8598025798037518e-05,5568"dm_stat": -4.3035076443082745569},5570"gas_t11__t__w1000_r5": {5571"n": 928,5572"ratio": 1.0030407486553878,5573"dm_p": 0.9210977845560033,5574"dm_stat": 0.09907796915554455575},5576"gjr11__ged__w1000_r5": {5577"n": 928,5578"ratio": 1.1738740092917632,5579"dm_p": 0.15671465137421361,5580"dm_stat": 1.41735677676895945581},5582"gjr11__normal__w1000_r5": {5583"n": 928,5584"ratio": 1.2071610132485873,5585"dm_p": 0.06732729526956438,5586"dm_stat": 1.831630183160495587},5588"gjr11__skewt__w1000_r5": {5589"n": 928,5590"ratio": 1.1659808417246709,5591"dm_p": 0.1944458279629049,5592"dm_stat": 1.29847867251446175593},5594"gjr11__t__w1000_r5": {5595"n": 928,5596"ratio": 1.1668535923659697,5597"dm_p": 0.19097280505893707,5598"dm_stat": 1.30866320238505685599},5600"har_rv__empirical__w1000_r5": {5601"n": 928,5602"ratio": 0.7947310965737254,5603"dm_p": 0.001715047744678282,5604"dm_stat": -3.1447812279413455605},5606"heavy11__normal__w1000_r5": {5607"n": 928,5608"ratio": 0.8089622260312956,5609"dm_p": 3.869983315105834e-05,5610"dm_stat": -4.135096496931975611},5612"heavy11__t__w1000_r5": {5613"n": 928,5614"ratio": 0.824346820099273,5615"dm_p": 4.217981953503378e-05,5616"dm_stat": -4.1149131589469835617},5618"histvar22__empirical__w1000_r5": {5619"n": 928,5620"ratio": 1.8216324029438922,5621"dm_p": 2.6020277508612847e-12,5622"dm_stat": 7.0930892082448275623},5624"histvar252__empirical__w1000_r5": {5625"n": 928,5626"ratio": 1.3519484209352306,5627"dm_p": 2.744928406775944e-07,5628"dm_stat": 5.1784257046894925629},5630"histvar66__empirical__w1000_r5": {5631"n": 928,5632"ratio": 1.2660521774406868,5633"dm_p": 0.0030184082969340127,5634"dm_stat": 2.9737116930806435635},5636"igarch11__ged__w1000_r5": {5637"n": 928,5638"ratio": 1.2012095631209607,5639"dm_p": 0.0009271576061826311,5640"dm_stat": 3.32246588882663745641},5642"igarch11__normal__w1000_r5": {5643"n": 928,5644"ratio": 1.1181905149237787,5645"dm_p": 0.01852565877931664,5646"dm_stat": 2.35910496374708425647},5648"igarch11__skewt__w1000_r5": {5649"n": 928,5650"ratio": 1.2216143371053532,5651"dm_p": 0.0003730257681225907,5652"dm_stat": 3.5716221838927375653},5654"igarch11__t__w1000_r5": {5655"n": 928,5656"ratio": 1.237659867964396,5657"dm_p": 0.00019625816530686755,5658"dm_stat": 3.73876844158928465659},5660"loghar_rv__empirical__w1000_r5": {5661"n": 928,5662"ratio": 0.7652226035826505,5663"dm_p": 5.1675072015719325e-05,5664"dm_stat": -4.06697732064815655665},5666"msgarch2__normal__w1000_r5": {5667"n": 928,5668"ratio": 1.0365763459718775,5669"dm_p": 0.38000664475999885,5670"dm_stat": 0.87830346246768845671},5672"msgarch2__t__w1000_r5": {5673"n": 928,5674"ratio": 1.0027227919960215,5675"dm_p": 0.952674922166179,5676"dm_stat": 0.059364073790436015677},5678"nagarch11__ged__w1000_r5": {5679"n": 928,5680"ratio": 1.8889596943274964,5681"dm_p": 0.23614798612321589,5682"dm_stat": 1.18543828826718995683},5684"nagarch11__normal__w1000_r5": {5685"n": 928,5686"ratio": 2.105127683540839,5687"dm_p": 0.25358730257936235,5688"dm_stat": 1.14238907559727375689},5690"nagarch11__skewt__w1000_r5": {5691"n": 928,5692"ratio": 2.4343287927925785,5693"dm_p": 0.28301704792086024,5694"dm_stat": 1.0741900207522685695},5696"nagarch11__t__w1000_r5": {5697"n": 928,5698"ratio": 1.8449093221363242,5699"dm_p": 0.2422233579437079,5700"dm_stat": 1.17019475232429685701},5702"qgarch11__ged__w1000_r5": {5703"n": 928,5704"ratio": 1.1060712334346399,5705"dm_p": 0.10229203663228349,5706"dm_stat": 1.63546043584662325707},5708"qgarch11__normal__w1000_r5": {5709"n": 928,5710"ratio": 1.126344526384847,5711"dm_p": 0.05525831029404773,5712"dm_stat": 1.91925897533735665713},5714"qgarch11__skewt__w1000_r5": {5715"n": 928,5716"ratio": 1.0772802392942953,5717"dm_p": 0.19120327197596737,5718"dm_stat": 1.30798315918458835719},5720"qgarch11__t__w1000_r5": {5721"n": 928,5722"ratio": 1.0833993746508652,5723"dm_p": 0.16146886605052022,5724"dm_stat": 1.40126722889739045725},5726"realgarch11__normal__w1000_r5": {5727"n": 928,5728"ratio": 0.7984103311437665,5729"dm_p": 2.844495031050598e-05,5730"dm_stat": -4.2065682073272315731},5732"realgarch11__t__w1000_r5": {5733"n": 928,5734"ratio": 0.8301851388695306,5735"dm_p": 0.019403450735171662,5736"dm_stat": -2.34177026595009965737},5738"rm2006__normal__w1000_r5": {5739"n": 928,5740"ratio": 1.0371303502155567,5741"dm_p": 0.4721034183177301,5742"dm_stat": 0.7193551639876975743},5744"rm_rw__empirical__w1000_r5": {5745"n": 928,5746"ratio": 1.0299380224887535,5747"dm_p": 0.7522908046451905,5748"dm_stat": 0.31571381411571635749},5750"tarch11__ged__w1000_r5": {5751"n": 928,5752"ratio": 1.2157739919283912,5753"dm_p": 0.1620587435220497,5754"dm_stat": 1.39929604199063175755},5756"tarch11__normal__w1000_r5": {5757"n": 928,5758"ratio": 1.2637499979877036,5759"dm_p": 0.07134662498209278,5760"dm_stat": 1.80533495015014775761},5762"tarch11__skewt__w1000_r5": {5763"n": 928,5764"ratio": 1.2049292874273392,5765"dm_p": 0.17785537289246958,5766"dm_stat": 1.34841163743403585767},5768"tarch11__t__w1000_r5": {5769"n": 928,5770"ratio": 1.2069510154281633,5771"dm_p": 0.17236403839107492,5772"dm_stat": 1.36570117898610445773}5774},5775"vol_tercile66=high": {5776"aparch11__ged__w1000_r5": {5777"n": 1572,5778"ratio": 1.4692086223512737,5779"dm_p": 0.01595479835393771,5780"dm_stat": 2.41256144854488855781},5782"aparch11__normal__w1000_r5": {5783"n": 1572,5784"ratio": 1.3177481538401548,5785"dm_p": 0.07087115361830844,5786"dm_stat": 1.80752829182816925787},5788"aparch11__skewt__w1000_r5": {5789"n": 1572,5790"ratio": 2.4827089419970663,5791"dm_p": 0.23628631244115902,5792"dm_stat": 1.18477324602156435793},5794"aparch11__t__w1000_r5": {5795"n": 1572,5796"ratio": 2.7817916058289103,5797"dm_p": 0.16278425966717178,5798"dm_stat": 1.39642350966940585799},5800"arch5__ged__w1000_r5": {5801"n": 1572,5802"ratio": 1.0796681130435501,5803"dm_p": 0.3323229572412963,5804"dm_stat": 0.96974485796294235805},5806"arch5__normal__w1000_r5": {5807"n": 1572,5808"ratio": 1.118320871557425,5809"dm_p": 0.23507504059912487,5810"dm_stat": 1.18784244655620345811},5812"arch5__skewt__w1000_r5": {5813"n": 1572,5814"ratio": 1.0400056486385632,5815"dm_p": 0.5719828193204884,5816"dm_stat": 0.56525238781200935817},5818"arch5__t__w1000_r5": {5819"n": 1572,5820"ratio": 1.041643289399707,5821"dm_p": 0.559221093855187,5822"dm_stat": 0.58412349013764265823},5824"avgarch11__ged__w1000_r5": {5825"n": 1572,5826"ratio": 0.9714803255890577,5827"dm_p": 0.6848191663602325,5828"dm_stat": -0.405971040476715955829},5830"avgarch11__normal__w1000_r5": {5831"n": 1572,5832"ratio": 0.9499009984918325,5833"dm_p": 0.36522901048666306,5834"dm_stat": -0.90570856350022045835},5836"avgarch11__skewt__w1000_r5": {5837"n": 1572,5838"ratio": 0.965760155911236,5839"dm_p": 0.648458286471765,5840"dm_stat": -0.45599265252421575841},5842"avgarch11__t__w1000_r5": {5843"n": 1572,5844"ratio": 0.9667489226650668,5845"dm_p": 0.6585671614339994,5846"dm_stat": -0.441976337682974955847},5848"cgarch11__ged__w1000_r5": {5849"n": 1572,5850"ratio": 0.8747421750438412,5851"dm_p": 0.003483552432186396,5852"dm_stat": -2.92593475859272765853},5854"cgarch11__normal__w1000_r5": {5855"n": 1572,5856"ratio": 0.9115559227495333,5857"dm_p": 0.035893410880447535,5858"dm_stat": -2.0999380654931025859},5860"cgarch11__skewt__w1000_r5": {5861"n": 1572,5862"ratio": 0.8536356584738282,5863"dm_p": 0.003957652049360757,5864"dm_stat": -2.88578933252062965865},5866"cgarch11__t__w1000_r5": {5867"n": 1572,5868"ratio": 0.85495548890649,5869"dm_p": 0.004169499740471121,5870"dm_stat": -2.86924910912531365871},5872"constvar__normal__w1000_r5": {5873"n": 1572,5874"ratio": 1.3623851052787646,5875"dm_p": 0.01171500668331503,5876"dm_stat": 2.5235675228570965877},5878"egarch11__ged__w1000_r5": {5879"n": 1572,5880"ratio": 1.2843864706188934,5881"dm_p": 0.02396240867364944,5882"dm_stat": 2.2599241438965895883},5884"egarch11__normal__w1000_r5": {5885"n": 1567,5886"ratio": 1.3497183474812176,5887"dm_p": 0.02064594601712573,5888"dm_stat": 2.3167480028151745889},5890"egarch11__skewt__w1000_r5": {5891"n": 1547,5892"ratio": 1.5322900809316942,5893"dm_p": 0.14699756545945747,5894"dm_stat": 1.45094670762508465895},5896"egarch11__t__w1000_r5": {5897"n": 1557,5898"ratio": 1.0620974814146353,5899"dm_p": 0.44524729101308524,5900"dm_stat": 0.76355657468043855901},5902"ewma094__normal__w1000_r5": {5903"n": 1572,5904"ratio": 0.8859164505708353,5905"dm_p": 0.11447308290315479,5906"dm_stat": -1.5792803292019775907},5908"figarch11__ged__w1000_r5": {5909"n": 1572,5910"ratio": 0.8556263844732098,5911"dm_p": 0.0004309475905556256,5912"dm_stat": -3.52788584950624045913},5914"figarch11__normal__w1000_r5": {5915"n": 1572,5916"ratio": 0.8735156090433728,5917"dm_p": 0.0017463713313184805,5918"dm_stat": -3.13567208232139155919},5920"figarch11__skewt__w1000_r5": {5921"n": 1572,5922"ratio": 0.837726372425785,5923"dm_p": 0.000832560482378993,5924"dm_stat": -3.3482182336885175925},5926"figarch11__t__w1000_r5": {5927"n": 1572,5928"ratio": 0.8389799719071209,5929"dm_p": 0.0008446223603448033,5930"dm_stat": -3.34420140695874275931},5932"garch11__ged__w1000_r5": {5933"n": 1572,5934"ratio": 0.9390619410587351,5935"dm_p": 0.132586974236287,5936"dm_stat": -1.50475933100087845937},5938"garch11__normal__w1000_r5": {5939"n": 1572,5940"ratio": 1.0,5941"dm_p": 1.0,5942"dm_stat": 0.05943},5944"garch11__skewt__w1000_r5": {5945"n": 1572,5946"ratio": 0.9141101497584737,5947"dm_p": 0.08025905202991926,5948"dm_stat": -1.7503157197470495949},5950"garch11__t__w1000_r5": {5951"n": 1572,5952"ratio": 0.9156572597205894,5953"dm_p": 0.08610252226242066,5954"dm_stat": -1.71740366061714375955},5956"garch12__ged__w1000_r5": {5957"n": 1572,5958"ratio": 0.9519717884200259,5959"dm_p": 0.14654050155449566,5960"dm_stat": -1.45257853848750765961},5962"garch12__normal__w1000_r5": {5963"n": 1572,5964"ratio": 0.9500342446591524,5965"dm_p": 0.22638858140216886,5966"dm_stat": -1.210188607076645967},5968"garch12__skewt__w1000_r5": {5969"n": 1572,5970"ratio": 0.9054917661339779,5971"dm_p": 0.05814079071726632,5972"dm_stat": -1.89601966041168045973},5974"garch12__t__w1000_r5": {5975"n": 1572,5976"ratio": 0.90644362220883,5977"dm_p": 0.060604293558399885,5978"dm_stat": -1.87772228012189275979},5980"garch21__ged__w1000_r5": {5981"n": 1572,5982"ratio": 0.9499971830551739,5983"dm_p": 0.27683124239892565,5984"dm_stat": -1.08784309764844865985},5986"garch21__normal__w1000_r5": {5987"n": 1572,5988"ratio": 0.9892017293408988,5989"dm_p": 0.7556609220318316,5990"dm_stat": -0.311238089471160335991},5992"garch21__skewt__w1000_r5": {5993"n": 1572,5994"ratio": 0.9173032687095651,5995"dm_p": 0.12225157906275176,5996"dm_stat": -1.54622527230036825997},5998"garch21__t__w1000_r5": {5999"n": 1572,6000"ratio": 0.9200974692736829,6001"dm_p": 0.13548182577387216,6002"dm_stat": -1.49359686341890566003},6004"garchm11__ged__w1000_r5": {6005"n": 1572,6006"ratio": 0.9517663670401862,6007"dm_p": 0.24735629343969556,6008"dm_stat": -1.15722517545215366009},6010"garchm11__normal__w1000_r5": {6011"n": 1572,6012"ratio": 1.0078746444167763,6013"dm_p": 0.04100338421667883,6014"dm_stat": 2.04518028409999976015},6016"garchm11__skewt__w1000_r5": {6017"n": 1572,6018"ratio": 0.9250236878944882,6019"dm_p": 0.13392253454416514,6020"dm_stat": -1.49958624362200696021},6022"garchm11__t__w1000_r5": {6023"n": 1572,6024"ratio": 0.9254276367665474,6025"dm_p": 0.13537872683437616,6026"dm_stat": -1.49399122490896426027},6028"garchx_rv11__normal__w1000_r5": {6029"n": 1572,6030"ratio": 0.6885435250317415,6031"dm_p": 0.00018169992705628545,6032"dm_stat": -3.75214934588102986033},6034"garchx_rv11__t__w1000_r5": {6035"n": 1572,6036"ratio": 0.6627618893610102,6037"dm_p": 0.00013505862259795254,6038"dm_stat": -3.8265251062109746039},6040"gas_t11__t__w1000_r5": {6041"n": 1572,6042"ratio": 0.9831703604908261,6043"dm_p": 0.85125539614196,6044"dm_stat": -0.187547764743523836045},6046"gjr11__ged__w1000_r5": {6047"n": 1572,6048"ratio": 1.0435650456849697,6049"dm_p": 0.6197136758017645,6050"dm_stat": 0.496354618756253146051},6052"gjr11__normal__w1000_r5": {6053"n": 1572,6054"ratio": 1.0558986895796862,6055"dm_p": 0.4961003538149241,6056"dm_stat": 0.6807968749299066057},6058"gjr11__skewt__w1000_r5": {6059"n": 1572,6060"ratio": 1.0248979886000433,6061"dm_p": 0.7718818337133699,6062"dm_stat": 0.28996427612899946063},6064"gjr11__t__w1000_r5": {6065"n": 1572,6066"ratio": 1.0241354691091555,6067"dm_p": 0.7791629340861219,6068"dm_stat": 0.280458177949304446069},6070"har_rv__empirical__w1000_r5": {6071"n": 1572,6072"ratio": 0.6978090617940673,6073"dm_p": 0.0014389506507652746,6074"dm_stat": -3.1923880496398336075},6076"heavy11__normal__w1000_r5": {6077"n": 1572,6078"ratio": 0.691319169705641,6079"dm_p": 0.00020006250596243732,6080"dm_stat": -3.72773295148714426081},6082"heavy11__t__w1000_r5": {6083"n": 1572,6084"ratio": 0.6658704611208263,6085"dm_p": 0.00013497366684952537,6086"dm_stat": -3.8266815193492246087},6088"histvar22__empirical__w1000_r5": {6089"n": 1572,6090"ratio": 1.0472235754824668,6091"dm_p": 0.6967675056106615,6092"dm_stat": 0.38975912163765126093},6094"histvar252__empirical__w1000_r5": {6095"n": 1572,6096"ratio": 1.168275242808817,6097"dm_p": 0.15537004169404753,6098"dm_stat": 1.42149961256755476099},6100"histvar66__empirical__w1000_r5": {6101"n": 1572,6102"ratio": 1.0708126633551067,6103"dm_p": 0.4940642322316936,6104"dm_stat": 0.68401871103528196105},6106"igarch11__ged__w1000_r5": {6107"n": 1572,6108"ratio": 0.9385401971546584,6109"dm_p": 0.4225024382886222,6110"dm_stat": -0.80229714679528536111},6112"igarch11__normal__w1000_r5": {6113"n": 1572,6114"ratio": 0.9475052948344741,6115"dm_p": 0.47645890892316134,6116"dm_stat": -0.7121802579923696117},6118"igarch11__skewt__w1000_r5": {6119"n": 1572,6120"ratio": 0.9468781591489002,6121"dm_p": 0.5035144430821201,6122"dm_stat": -0.66912439880865286123},6124"igarch11__t__w1000_r5": {6125"n": 1572,6126"ratio": 0.9392677609496146,6127"dm_p": 0.4468664895381808,6128"dm_stat": -0.76084055172988456129},6130"loghar_rv__empirical__w1000_r5": {6131"n": 1572,6132"ratio": 0.668332128584564,6133"dm_p": 5.898872186361717e-06,6134"dm_stat": -4.5455424322163866135},6136"msgarch2__normal__w1000_r5": {6137"n": 1572,6138"ratio": 0.8956558169621046,6139"dm_p": 0.0037956678501257727,6140"dm_stat": -2.89898851890433166141},6142"msgarch2__t__w1000_r5": {6143"n": 1572,6144"ratio": 0.8576691811344141,6145"dm_p": 0.016305985594499837,6146"dm_stat": -2.4045840372399166147},6148"nagarch11__ged__w1000_r5": {6149"n": 1572,6150"ratio": 1.014513623670041,6151"dm_p": 0.7719226299057033,6152"dm_stat": 0.289910940915609656153},6154"nagarch11__normal__w1000_r5": {6155"n": 1572,6156"ratio": 0.9804721732492049,6157"dm_p": 0.8272863054476475,6158"dm_stat": -0.218219665035997326159},6160"nagarch11__skewt__w1000_r5": {6161"n": 1572,6162"ratio": 0.9995127587444053,6163"dm_p": 0.9933318519430523,6164"dm_stat": -0.0083587116613039686165},6166"nagarch11__t__w1000_r5": {6167"n": 1572,6168"ratio": 1.0005038234967776,6169"dm_p": 0.9930955380770167,6170"dm_stat": 0.0086549450322253766171},6172"qgarch11__ged__w1000_r5": {6173"n": 1572,6174"ratio": 0.9794583756855845,6175"dm_p": 0.6489435006549893,6176"dm_stat": -0.45531785614720426177},6178"qgarch11__normal__w1000_r5": {6179"n": 1572,6180"ratio": 1.0340402535337554,6181"dm_p": 0.022574522102740708,6182"dm_stat": 2.28281212179825536183},6184"qgarch11__skewt__w1000_r5": {6185"n": 1572,6186"ratio": 0.9515868428103856,6187"dm_p": 0.34604041615464826,6188"dm_stat": -0.94258054821703766189},6190"qgarch11__t__w1000_r5": {6191"n": 1572,6192"ratio": 0.9506619750526564,6193"dm_p": 0.3366212714202981,6194"dm_stat": -0.96115674033830736195},6196"realgarch11__normal__w1000_r5": {6197"n": 1572,6198"ratio": 0.7385756727952231,6199"dm_p": 9.308381353383159e-05,6200"dm_stat": -3.9180895060801486201},6202"realgarch11__t__w1000_r5": {6203"n": 1572,6204"ratio": 0.7206552817681727,6205"dm_p": 2.1008519710061715e-05,6206"dm_stat": -4.2668548631614686207},6208"rm2006__normal__w1000_r5": {6209"n": 1572,6210"ratio": 0.8288558767383305,6211"dm_p": 0.006934512644751267,6212"dm_stat": -2.7035390902190576213},6214"rm_rw__empirical__w1000_r5": {6215"n": 1572,6216"ratio": 0.9524217884896262,6217"dm_p": 0.6733666158172195,6218"dm_stat": -0.421611056161300076219},6220"tarch11__ged__w1000_r5": {6221"n": 1572,6222"ratio": 1.0443371324466109,6223"dm_p": 0.612683477409875,6224"dm_stat": 0.50634792021374256225},6226"tarch11__normal__w1000_r5": {6227"n": 1572,6228"ratio": 1.0245616885546798,6229"dm_p": 0.7575022548466649,6230"dm_stat": 0.30881624866202856231},6232"tarch11__skewt__w1000_r5": {6233"n": 1572,6234"ratio": 1.0406433074307178,6235"dm_p": 0.644134644391432,6236"dm_stat": 0.462014848719158776237},6238"tarch11__t__w1000_r5": {6239"n": 1572,6240"ratio": 1.042518100369172,6241"dm_p": 0.6298996469228317,6242"dm_stat": 0.48196260349782616243}6244},6245"vol_tercile66=low": {6246"aparch11__ged__w1000_r5": {6247"n": 448,6248"ratio": 4.635348005459832,6249"dm_p": 0.00920488394211825,6250"dm_stat": 2.6157319757319016251},6252"aparch11__normal__w1000_r5": {6253"n": 448,6254"ratio": 4.973364130704276,6255"dm_p": 0.032745170906331,6256"dm_stat": 2.14185252869088546257},6258"aparch11__skewt__w1000_r5": {6259"n": 448,6260"ratio": 14.676817844317386,6261"dm_p": 0.0846595554050255,6262"dm_stat": 1.72810755720623326263},6264"aparch11__t__w1000_r5": {6265"n": 448,6266"ratio": 8.713008898639114,6267"dm_p": 0.005370089747738554,6268"dm_stat": 2.79763928066806146269},6270"arch5__ged__w1000_r5": {6271"n": 448,6272"ratio": 1.1376242747855443,6273"dm_p": 0.06594167051186829,6274"dm_stat": 1.84333672683875026275},6276"arch5__normal__w1000_r5": {6277"n": 448,6278"ratio": 1.1427046996099735,6279"dm_p": 0.04478622581102933,6280"dm_stat": 2.012313691280556281},6282"arch5__skewt__w1000_r5": {6283"n": 448,6284"ratio": 1.1788762226321563,6285"dm_p": 0.032637744446735104,6286"dm_stat": 2.14318095384195936287},6288"arch5__t__w1000_r5": {6289"n": 448,6290"ratio": 1.1784552948331934,6291"dm_p": 0.03288033158810153,6292"dm_stat": 2.14018645380067436293},6294"avgarch11__ged__w1000_r5": {6295"n": 448,6296"ratio": 0.9870272003102356,6297"dm_p": 0.712249440315646,6298"dm_stat": -0.36907115864229296299},6300"avgarch11__normal__w1000_r5": {6301"n": 448,6302"ratio": 0.9938267572362456,6303"dm_p": 0.8640436680995193,6304"dm_stat": -0.171327651999906966305},6306"avgarch11__skewt__w1000_r5": {6307"n": 448,6308"ratio": 0.9983794807559285,6309"dm_p": 0.9645912071785021,6310"dm_stat": -0.044417801583153826311},6312"avgarch11__t__w1000_r5": {6313"n": 448,6314"ratio": 1.0032219985010118,6315"dm_p": 0.929991731749169,6316"dm_stat": 0.087904770245281186317},6318"cgarch11__ged__w1000_r5": {6319"n": 448,6320"ratio": 0.9509955797200371,6321"dm_p": 0.2826407054574604,6322"dm_stat": -1.07570223058723446323},6324"cgarch11__normal__w1000_r5": {6325"n": 448,6326"ratio": 0.9795797392442738,6327"dm_p": 0.6701452099357089,6328"dm_stat": -0.42623030684226416329},6330"cgarch11__skewt__w1000_r5": {6331"n": 448,6332"ratio": 0.9531943407893448,6333"dm_p": 0.33724233663240233,6334"dm_stat": -0.96066031730771176335},6336"cgarch11__t__w1000_r5": {6337"n": 448,6338"ratio": 0.9530216097292188,6339"dm_p": 0.3233543406593336,6340"dm_stat": -0.98868051739129186341},6342"constvar__normal__w1000_r5": {6343"n": 448,6344"ratio": 1.3514028684916526,6345"dm_p": 1.3592935556914547e-06,6346"dm_stat": 4.8974255578054096347},6348"egarch11__ged__w1000_r5": {6349"n": 448,6350"ratio": 2.5414015405297996,6351"dm_p": 0.2631025765475837,6352"dm_stat": 1.12049957916611746353},6354"egarch11__normal__w1000_r5": {6355"n": 448,6356"ratio": 1364475.1875232852,6357"dm_p": 0.3041502869835322,6358"dm_stat": 1.02875684953044046359},6360"egarch11__skewt__w1000_r5": {6361"n": 448,6362"ratio": 1.070062917210865,6363"dm_p": 0.6508940943592302,6364"dm_stat": 0.45282551355770526365},6366"egarch11__t__w1000_r5": {6367"n": 448,6368"ratio": 0.9069543901922951,6369"dm_p": 0.36933169430603524,6370"dm_stat": -0.89863352205500156371},6372"ewma094__normal__w1000_r5": {6373"n": 448,6374"ratio": 0.8701623274434803,6375"dm_p": 0.08675408303824732,6376"dm_stat": -1.71655064279341456377},6378"figarch11__ged__w1000_r5": {6379"n": 448,6380"ratio": 0.921278040332366,6381"dm_p": 0.1281793194591553,6382"dm_stat": -1.52414631425582566383},6384"figarch11__normal__w1000_r5": {6385"n": 448,6386"ratio": 0.9410850534901607,6387"dm_p": 0.23268680283431728,6388"dm_stat": -1.19508676694779166389},6390"figarch11__skewt__w1000_r5": {6391"n": 448,6392"ratio": 0.9320154905845032,6393"dm_p": 0.22983732995622647,6394"dm_stat": -1.20242017958041576395},6396"figarch11__t__w1000_r5": {6397"n": 448,6398"ratio": 0.9334520578877931,6399"dm_p": 0.23979814829483537,6400"dm_stat": -1.177059456950636401},6402"garch11__ged__w1000_r5": {6403"n": 448,6404"ratio": 0.968780657924647,6405"dm_p": 0.07594936718924078,6406"dm_stat": -1.77881647696390196407},6408"garch11__normal__w1000_r5": {6409"n": 448,6410"ratio": 1.0,6411"dm_p": 1.0,6412"dm_stat": 0.06413},6414"garch11__skewt__w1000_r5": {6415"n": 448,6416"ratio": 0.9807709219917402,6417"dm_p": 0.38619542918802036,6418"dm_stat": -0.86738693344018566419},6420"garch11__t__w1000_r5": {6421"n": 448,6422"ratio": 0.9835182040654263,6423"dm_p": 0.4572089723611706,6424"dm_stat": -0.74409665095841886425},6426"garch12__ged__w1000_r5": {6427"n": 448,6428"ratio": 0.9601717647456665,6429"dm_p": 0.027295399745169393,6430"dm_stat": -2.21453915167123146431},6432"garch12__normal__w1000_r5": {6433"n": 448,6434"ratio": 0.9998253061995767,6435"dm_p": 0.9740100372843978,6436"dm_stat": -0.032597595708854476437},6438"garch12__skewt__w1000_r5": {6439"n": 448,6440"ratio": 0.9707956576512456,6441"dm_p": 0.19234575755817382,6442"dm_stat": -1.30564241494899746443},6444"garch12__t__w1000_r5": {6445"n": 448,6446"ratio": 0.9730172291389998,6447"dm_p": 0.22886465814140913,6448"dm_stat": -1.20493829392013926449},6450"garch21__ged__w1000_r5": {6451"n": 448,6452"ratio": 0.9691761681960747,6453"dm_p": 0.07962896465502496,6454"dm_stat": -1.75684445004344956455},6456"garch21__normal__w1000_r5": {6457"n": 448,6458"ratio": 1.004202852160011,6459"dm_p": 0.11579237838665592,6460"dm_stat": 1.5757434601563376461},6462"garch21__skewt__w1000_r5": {6463"n": 448,6464"ratio": 0.9815497181093692,6465"dm_p": 0.4052007053006164,6466"dm_stat": -0.8331577644320686467},6468"garch21__t__w1000_r5": {6469"n": 448,6470"ratio": 0.984210930752618,6471"dm_p": 0.47577786691014523,6472"dm_stat": -0.71371182598801676473},6474"garchm11__ged__w1000_r5": {6475"n": 448,6476"ratio": 0.9837561926184997,6477"dm_p": 0.3745570032850321,6478"dm_stat": -0.88885886765261326479},6480"garchm11__normal__w1000_r5": {6481"n": 448,6482"ratio": 0.9934694833581997,6483"dm_p": 0.6658663038985884,6484"dm_stat": -0.432114859723801376485},6486"garchm11__skewt__w1000_r5": {6487"n": 448,6488"ratio": 0.9893132236580627,6489"dm_p": 0.6339895212878311,6490"dm_stat": -0.476445933536937156491},6492"garchm11__t__w1000_r5": {6493"n": 448,6494"ratio": 0.9914684743822653,6495"dm_p": 0.703511348133855,6496"dm_stat": -0.3808286118969576497},6498"garchx_rv11__normal__w1000_r5": {6499"n": 448,6500"ratio": 0.8033815374621517,6501"dm_p": 0.00035621189161804805,6502"dm_stat": -3.5982119875814886503},6504"garchx_rv11__t__w1000_r5": {6505"n": 448,6506"ratio": 0.7805806363779467,6507"dm_p": 0.00024586043300776206,6508"dm_stat": -3.69636766473219646509},6510"gas_t11__t__w1000_r5": {6511"n": 448,6512"ratio": 0.95586051353092,6513"dm_p": 0.12654205622910258,6514"dm_stat": -1.53073584134189976515},6516"gjr11__ged__w1000_r5": {6517"n": 448,6518"ratio": 1.2896300649635615,6519"dm_p": 0.2892102404354738,6520"dm_stat": 1.06111583885968896521},6522"gjr11__normal__w1000_r5": {6523"n": 448,6524"ratio": 1.26761929201351,6525"dm_p": 0.2805091550020129,6526"dm_stat": 1.08048436443661386527},6528"gjr11__skewt__w1000_r5": {6529"n": 448,6530"ratio": 1.3260846028868805,6531"dm_p": 0.2558315471536285,6532"dm_stat": 1.13775673598060676533},6534"gjr11__t__w1000_r5": {6535"n": 448,6536"ratio": 1.3259678778387054,6537"dm_p": 0.25408948309185736,6538"dm_stat": 1.14194195168767486539},6540"har_rv__empirical__w1000_r5": {6541"n": 448,6542"ratio": 0.6297384366435097,6543"dm_p": 3.25131464766251e-05,6544"dm_stat": -4.1979413177498346545},6546"heavy11__normal__w1000_r5": {6547"n": 448,6548"ratio": 0.8092369857686793,6549"dm_p": 0.0002587962381261117,6550"dm_stat": -3.68292207101380786551},6552"heavy11__t__w1000_r5": {6553"n": 448,6554"ratio": 0.8016815530225913,6555"dm_p": 0.00017986419833476103,6556"dm_stat": -3.7774640075596586557},6558"histvar22__empirical__w1000_r5": {6559"n": 448,6560"ratio": 1.0961890696028813,6561"dm_p": 0.28872039976976954,6562"dm_stat": 1.06219564532588786563},6564"histvar252__empirical__w1000_r5": {6565"n": 448,6566"ratio": 1.1224073047114411,6567"dm_p": 0.07070971994790326,6568"dm_stat": 1.81166005667419926569},6570"histvar66__empirical__w1000_r5": {6571"n": 448,6572"ratio": 1.110736513725159,6573"dm_p": 0.5052474382439043,6574"dm_stat": 0.66679449137145116575},6576"igarch11__ged__w1000_r5": {6577"n": 448,6578"ratio": 0.9167149560029101,6579"dm_p": 0.19345895930436366,6580"dm_stat": -1.30237468622171256581},6582"igarch11__normal__w1000_r5": {6583"n": 448,6584"ratio": 0.9345450935917874,6585"dm_p": 0.28610001657950934,6586"dm_stat": -1.06799318042418656587},6588"igarch11__skewt__w1000_r5": {6589"n": 448,6590"ratio": 0.9192609595365203,6591"dm_p": 0.19414946143973144,6592"dm_stat": -1.30035472144744346593},6594"igarch11__t__w1000_r5": {6595"n": 448,6596"ratio": 0.9224602042691569,6597"dm_p": 0.21140045633904372,6598"dm_stat": -1.25151700953800626599},6600"loghar_rv__empirical__w1000_r5": {6601"n": 448,6602"ratio": 0.6219634008238333,6603"dm_p": 6.613560677910004e-07,6604"dm_stat": -5.04482426922016605},6606"msgarch2__normal__w1000_r5": {6607"n": 448,6608"ratio": 0.9584425507823668,6609"dm_p": 0.6398185920968331,6610"dm_stat": -0.46827164649590456611},6612"msgarch2__t__w1000_r5": {6613"n": 448,6614"ratio": 0.8594882835246557,6615"dm_p": 0.08733207046430035,6616"dm_stat": -1.71340134273575936617},6618"nagarch11__ged__w1000_r5": {6619"n": 448,6620"ratio": 2.64831785118321,6621"dm_p": 0.2924090945416791,6622"dm_stat": 1.05409446857160836623},6624"nagarch11__normal__w1000_r5": {6625"n": 448,6626"ratio": 3.019192144183254,6627"dm_p": 0.29183154950865764,6628"dm_stat": 1.05535831205289226629},6630"nagarch11__skewt__w1000_r5": {6631"n": 448,6632"ratio": 3.662692573836711,6633"dm_p": 0.29496569801976663,6634"dm_stat": 1.04851994856725966635},6636"nagarch11__t__w1000_r5": {6637"n": 448,6638"ratio": 2.6063419832345014,6639"dm_p": 0.2900047907916463,6640"dm_stat": 1.05936695482705416641},6642"qgarch11__ged__w1000_r5": {6643"n": 448,6644"ratio": 1.1447158624628202,6645"dm_p": 0.3282543248578399,6646"dm_stat": 0.97870665855731786647},6648"qgarch11__normal__w1000_r5": {6649"n": 448,6650"ratio": 1.1772671363593645,6651"dm_p": 0.26833648730055937,6652"dm_stat": 1.10828088746808436653},6654"qgarch11__skewt__w1000_r5": {6655"n": 448,6656"ratio": 1.1331486056099962,6657"dm_p": 0.29885763374112845,6658"dm_stat": 1.04009581383583056659},6660"qgarch11__t__w1000_r5": {6661"n": 448,6662"ratio": 1.1337290549595285,6663"dm_p": 0.29519441479772157,6664"dm_stat": 1.04802283179008446665},6666"realgarch11__normal__w1000_r5": {6667"n": 448,6668"ratio": 0.7537946328087732,6669"dm_p": 3.4997091888014725e-05,6670"dm_stat": -4.1805744025533786671},6672"realgarch11__t__w1000_r5": {6673"n": 448,6674"ratio": 0.9160883258295074,6675"dm_p": 0.6404561025654426,6676"dm_stat": -0.467379554085422036677},6678"rm2006__normal__w1000_r5": {6679"n": 448,6680"ratio": 0.8313930453333224,6681"dm_p": 0.04525309825018824,6682"dm_stat": -2.00791918112111176683},6684"rm_rw__empirical__w1000_r5": {6685"n": 448,6686"ratio": 0.7929993303471853,6687"dm_p": 0.09023527785161602,6688"dm_stat": -1.69783294326500946689},6690"tarch11__ged__w1000_r5": {6691"n": 448,6692"ratio": 1.4055482918541353,6693"dm_p": 0.24438925019133134,6694"dm_stat": 1.16562113425310296695},6696"tarch11__normal__w1000_r5": {6697"n": 448,6698"ratio": 1.3861201183834175,6699"dm_p": 0.23869131241348457,6700"dm_stat": 1.17984015628500526701},6702"tarch11__skewt__w1000_r5": {6703"n": 448,6704"ratio": 1.4213387807224855,6705"dm_p": 0.22144599062050477,6706"dm_stat": 1.22440073213621116707},6708"tarch11__t__w1000_r5": {6709"n": 448,6710"ratio": 1.4230576461711835,6711"dm_p": 0.21776623532430375,6712"dm_stat": 1.23422853297348216713}6714},6715"vol_tercile66=mid": {6716"aparch11__ged__w1000_r5": {6717"n": 759,6718"ratio": 2.7186191659694168,6719"dm_p": 0.01378996736514199,6720"dm_stat": 2.4684394616264286721},6722"aparch11__normal__w1000_r5": {6723"n": 759,6724"ratio": 3.5604155153592525,6725"dm_p": 0.006301302443021632,6726"dm_stat": 2.73932003007930246727},6728"aparch11__skewt__w1000_r5": {6729"n": 759,6730"ratio": 5.827486510626369,6731"dm_p": 0.002788904338420451,6732"dm_stat": 2.9999282185296326733},6734"aparch11__t__w1000_r5": {6735"n": 759,6736"ratio": 5.24630925883825,6737"dm_p": 0.02923632553586718,6738"dm_stat": 2.18443022331771666739},6740"arch5__ged__w1000_r5": {6741"n": 759,6742"ratio": 0.9599750627607464,6743"dm_p": 0.5736436620987572,6744"dm_stat": -0.56293785807716656745},6746"arch5__normal__w1000_r5": {6747"n": 759,6748"ratio": 0.9821079036842997,6749"dm_p": 0.7913706147562801,6750"dm_stat": -0.264624586959246346751},6752"arch5__skewt__w1000_r5": {6753"n": 759,6754"ratio": 0.9392369871909678,6755"dm_p": 0.46489043093946725,6756"dm_stat": -0.73118777286777516757},6758"arch5__t__w1000_r5": {6759"n": 759,6760"ratio": 0.9400715283310586,6761"dm_p": 0.4691659107407236,6762"dm_stat": -0.72420081895408086763},6764"avgarch11__ged__w1000_r5": {6765"n": 759,6766"ratio": 0.9676344307314616,6767"dm_p": 0.3302297079904519,6768"dm_stat": -0.97427724585005686769},6770"avgarch11__normal__w1000_r5": {6771"n": 759,6772"ratio": 0.9877094215986651,6773"dm_p": 0.7403009244132976,6774"dm_stat": -0.33157622811096046775},6776"avgarch11__skewt__w1000_r5": {6777"n": 759,6778"ratio": 0.9473025057802896,6779"dm_p": 0.2528404391061612,6780"dm_stat": -1.14434831562066896781},6782"avgarch11__t__w1000_r5": {6783"n": 759,6784"ratio": 0.9490127396436977,6785"dm_p": 0.2609862399135564,6786"dm_stat": -1.1249029399777786787},6788"cgarch11__ged__w1000_r5": {6789"n": 759,6790"ratio": 0.9633155534098862,6791"dm_p": 0.3883632178615947,6792"dm_stat": -0.86308593072150956793},6794"cgarch11__normal__w1000_r5": {6795"n": 759,6796"ratio": 0.9620397302456627,6797"dm_p": 0.3069098789560901,6798"dm_stat": -1.0224167582545856799},6800"cgarch11__skewt__w1000_r5": {6801"n": 759,6802"ratio": 0.9492384992407532,6803"dm_p": 0.32057162284850466,6804"dm_stat": -0.993935137694716805},6806"cgarch11__t__w1000_r5": {6807"n": 759,6808"ratio": 0.9527635233632833,6809"dm_p": 0.3496529920560356,6810"dm_stat": -0.9358412206076026811},6812"constvar__normal__w1000_r5": {6813"n": 759,6814"ratio": 1.4259526129098847,6815"dm_p": 0.0014984654776002296,6816"dm_stat": 3.1866223718742526817},6818"egarch11__ged__w1000_r5": {6819"n": 759,6820"ratio": 3.6698399819242518,6821"dm_p": 0.29585744953421966,6822"dm_stat": 1.04608023486977066823},6824"egarch11__normal__w1000_r5": {6825"n": 759,6826"ratio": 1.2339659033860804,6827"dm_p": 0.01908563495757636,6828"dm_stat": 2.34888425171887956829},6830"egarch11__skewt__w1000_r5": {6831"n": 754,6832"ratio": 1.503044487843543,6833"dm_p": 0.037928371026496745,6834"dm_stat": 2.07929228172615856835},6836"egarch11__t__w1000_r5": {6837"n": 759,6838"ratio": 1.1723814872425131,6839"dm_p": 0.11803368492282683,6840"dm_stat": 1.56485751705642036841},6842"ewma094__normal__w1000_r5": {6843"n": 759,6844"ratio": 0.918350460812121,6845"dm_p": 0.36417908812534744,6846"dm_stat": -0.90797673283952356847},6848"figarch11__ged__w1000_r5": {6849"n": 759,6850"ratio": 0.893076579728143,6851"dm_p": 0.05936821568878682,6852"dm_stat": -1.88829333795522656853},6854"figarch11__normal__w1000_r5": {6855"n": 759,6856"ratio": 0.9066904031448765,6857"dm_p": 0.0789525040180291,6858"dm_stat": -1.7591673729378566859},6860"figarch11__skewt__w1000_r5": {6861"n": 759,6862"ratio": 0.8766682997984362,6863"dm_p": 0.06257552285004038,6864"dm_stat": -1.86494363926316826865},6866"figarch11__t__w1000_r5": {6867"n": 759,6868"ratio": 0.8773502737401206,6869"dm_p": 0.06349627873347423,6870"dm_stat": -1.85842398730731746871},6872"garch11__ged__w1000_r5": {6873"n": 759,6874"ratio": 0.9942027501808766,6875"dm_p": 0.7807726747760385,6876"dm_stat": -0.278411171227477166877},6878"garch11__normal__w1000_r5": {6879"n": 759,6880"ratio": 1.0,6881"dm_p": 1.0,6882"dm_stat": 0.06883},6884"garch11__skewt__w1000_r5": {6885"n": 759,6886"ratio": 0.9707530165636756,6887"dm_p": 0.2278839857144404,6888"dm_stat": -1.2068043326609166889},6890"garch11__t__w1000_r5": {6891"n": 759,6892"ratio": 0.9785883572562113,6893"dm_p": 0.41968968926535255,6894"dm_stat": -0.80739940772379486895},6896"garch12__ged__w1000_r5": {6897"n": 759,6898"ratio": 0.9820978073559204,6899"dm_p": 0.34016733730572773,6900"dm_stat": -0.95443584716361616901},6902"garch12__normal__w1000_r5": {6903"n": 759,6904"ratio": 0.9894141882982316,6905"dm_p": 0.05653901473108016,6906"dm_stat": -1.90977782109741326907},6908"garch12__skewt__w1000_r5": {6909"n": 759,6910"ratio": 0.963137941392608,6911"dm_p": 0.18813172697387218,6912"dm_stat": -1.317313161142626913},6914"garch12__t__w1000_r5": {6915"n": 759,6916"ratio": 0.9654353308236622,6917"dm_p": 0.20348710593237546,6918"dm_stat": -1.27277790889440656919},6920"garch21__ged__w1000_r5": {6921"n": 759,6922"ratio": 0.9949470503103585,6923"dm_p": 0.8132393244040967,6924"dm_stat": -0.236331457603988086925},6926"garch21__normal__w1000_r5": {6927"n": 759,6928"ratio": 1.0063883845136825,6929"dm_p": 0.3082343165830779,6930"dm_stat": 1.01961939543647366931},6932"garch21__skewt__w1000_r5": {6933"n": 759,6934"ratio": 0.9781332538498432,6935"dm_p": 0.42109733191675497,6936"dm_stat": -0.804956257404266937},6938"garch21__t__w1000_r5": {6939"n": 759,6940"ratio": 0.9803087618249074,6941"dm_p": 0.45899234715842707,6942"dm_stat": -0.74088544521716866943},6944"garchm11__ged__w1000_r5": {6945"n": 759,6946"ratio": 0.9904502244234966,6947"dm_p": 0.6919549784991661,6948"dm_stat": -0.3963546337002516949},6950"garchm11__normal__w1000_r5": {6951"n": 759,6952"ratio": 0.9977163839556448,6953"dm_p": 0.32370133871112655,6954"dm_stat": -0.9875231769889966955},6956"garchm11__skewt__w1000_r5": {6957"n": 759,6958"ratio": 0.9741761016789966,6959"dm_p": 0.3563656620068863,6960"dm_stat": -0.92287566860884336961},6962"garchm11__t__w1000_r5": {6963"n": 759,6964"ratio": 0.9759478733121637,6965"dm_p": 0.3809276529876348,6966"dm_stat": -0.87669946417828066967},6968"garchx_rv11__normal__w1000_r5": {6969"n": 759,6970"ratio": 0.6209357222507087,6971"dm_p": 0.00528311878709791,6972"dm_stat": -2.7973430737952876973},6974"garchx_rv11__t__w1000_r5": {6975"n": 759,6976"ratio": 0.59119217697468,6977"dm_p": 0.0058680484469296685,6978"dm_stat": -2.7628913610050046979},6980"gas_t11__t__w1000_r5": {6981"n": 759,6982"ratio": 0.9917638450671867,6983"dm_p": 0.8202702947950432,6984"dm_stat": -0.22727615843976916985},6986"gjr11__ged__w1000_r5": {6987"n": 759,6988"ratio": 1.441551829208544,6989"dm_p": 0.13895539290089565,6990"dm_stat": 1.48125047260121086991},6992"gjr11__normal__w1000_r5": {6993"n": 759,6994"ratio": 1.4313501018924897,6995"dm_p": 0.11470712416614878,6996"dm_stat": 1.57920110780300266997},6998"gjr11__skewt__w1000_r5": {6999"n": 759,7000"ratio": 1.4479210953245027,7001"dm_p": 0.16083766944975575,7002"dm_stat": 1.40363309382680027003},7004"gjr11__t__w1000_r5": {7005"n": 759,7006"ratio": 1.4483057108133315,7007"dm_p": 0.15936265876953687,7008"dm_stat": 1.40860291940293687009},7010"har_rv__empirical__w1000_r5": {7011"n": 759,7012"ratio": 0.5551935224832234,7013"dm_p": 0.012257043771238879,7014"dm_stat": -2.5106782341475337015},7016"heavy11__normal__w1000_r5": {7017"n": 759,7018"ratio": 0.6214545116517587,7019"dm_p": 0.005472267907026138,7020"dm_stat": -2.7858404222500177021},7022"heavy11__t__w1000_r5": {7023"n": 759,7024"ratio": 0.6406283917776073,7025"dm_p": 0.0039436820715162794,7026"dm_stat": -2.89150786880565667027},7028"histvar22__empirical__w1000_r5": {7029"n": 759,7030"ratio": 1.544187720724037,7031"dm_p": 8.187354426646994e-06,7032"dm_stat": 4.4911476721208157033},7034"histvar252__empirical__w1000_r5": {7035"n": 759,7036"ratio": 1.5413693774593014,7037"dm_p": 0.0017427048449841231,7038"dm_stat": 3.1420930476112697039},7040"histvar66__empirical__w1000_r5": {7041"n": 759,7042"ratio": 1.3405202834588283,7043"dm_p": 0.07196024820782826,7044"dm_stat": 1.80188794022514157045},7046"igarch11__ged__w1000_r5": {7047"n": 759,7048"ratio": 1.1029946925770173,7049"dm_p": 0.04518921083283934,7050"dm_stat": 2.00620486090254967051},7052"igarch11__normal__w1000_r5": {7053"n": 759,7054"ratio": 1.06786803886996,7055"dm_p": 0.14659767437591922,7056"dm_stat": 1.45314383900571197057},7058"igarch11__skewt__w1000_r5": {7059"n": 759,7060"ratio": 1.0537136631424062,7061"dm_p": 0.2369228482859607,7062"dm_stat": 1.18364963127196757063},7064"igarch11__t__w1000_r5": {7065"n": 759,7066"ratio": 1.0728527956630531,7067"dm_p": 0.1140838574521777,7068"dm_stat": 1.5819248888190177069},7070"loghar_rv__empirical__w1000_r5": {7071"n": 759,7072"ratio": 0.5708840189532026,7073"dm_p": 0.006837446742556995,7074"dm_stat": -2.71209584834017967075},7076"msgarch2__normal__w1000_r5": {7077"n": 759,7078"ratio": 0.9765462886399315,7079"dm_p": 0.6915536869842361,7080"dm_stat": -0.39689896676852057081},7082"msgarch2__t__w1000_r5": {7083"n": 759,7084"ratio": 0.8943574626176325,7085"dm_p": 0.2126463395106822,7086"dm_stat": -1.24737209020425897087},7088"nagarch11__ged__w1000_r5": {7089"n": 759,7090"ratio": 3.6336610616357605,7091"dm_p": 0.2874944310358473,7092"dm_stat": 1.06438242954938767093},7094"nagarch11__normal__w1000_r5": {7095"n": 759,7096"ratio": 5.256560227205853,7097"dm_p": 0.29501471614759,7098"dm_stat": 1.0479086358656057099},7100"nagarch11__skewt__w1000_r5": {7101"n": 759,7102"ratio": 8.053702636551979,7103"dm_p": 0.3081616308884082,7104"dm_stat": 1.01977270894948447105},7106"nagarch11__t__w1000_r5": {7107"n": 759,7108"ratio": 3.484661912134104,7109"dm_p": 0.2896433379073859,7110"dm_stat": 1.05964572542169787111},7112"qgarch11__ged__w1000_r5": {7113"n": 759,7114"ratio": 1.2115639388183674,7115"dm_p": 0.1337646571751725,7116"dm_stat": 1.50102831316375037117},7118"qgarch11__normal__w1000_r5": {7119"n": 759,7120"ratio": 1.220764359761574,7121"dm_p": 0.11420757967423592,7122"dm_stat": 1.58138326981941557123},7124"qgarch11__skewt__w1000_r5": {7125"n": 759,7126"ratio": 1.1661023455780055,7127"dm_p": 0.200037506438075,7128"dm_stat": 1.28256236739303737129},7130"qgarch11__t__w1000_r5": {7131"n": 759,7132"ratio": 1.1706621083975692,7133"dm_p": 0.18957061510254153,7134"dm_stat": 1.3130287504092777135},7136"realgarch11__normal__w1000_r5": {7137"n": 759,7138"ratio": 0.684463643462582,7139"dm_p": 0.003011541563157848,7140"dm_stat": -2.97617494005994937141},7142"realgarch11__t__w1000_r5": {7143"n": 759,7144"ratio": 0.7603572777675432,7145"dm_p": 0.12487909089874706,7146"dm_stat": -1.5363123120216847147},7148"rm2006__normal__w1000_r5": {7149"n": 759,7150"ratio": 0.8218766830068767,7151"dm_p": 0.06274503107142852,7152"dm_stat": -1.86373745106060867153},7154"rm_rw__empirical__w1000_r5": {7155"n": 759,7156"ratio": 0.7001448519517011,7157"dm_p": 0.12226406444597883,7158"dm_stat": -1.54706869777275467159},7160"tarch11__ged__w1000_r5": {7161"n": 759,7162"ratio": 1.4941070537736132,7163"dm_p": 0.19674977747066755,7164"dm_stat": 1.29200327220547087165},7166"tarch11__normal__w1000_r5": {7167"n": 759,7168"ratio": 1.4800507400786502,7169"dm_p": 0.1694921581715383,7170"dm_stat": 1.37514703168864347171},7172"tarch11__skewt__w1000_r5": {7173"n": 759,7174"ratio": 1.5008326226998072,7175"dm_p": 0.2278341368816511,7176"dm_stat": 1.20693382785708257177},7178"tarch11__t__w1000_r5": {7179"n": 759,7180"ratio": 1.5033312262036926,7181"dm_p": 0.22476506739767896,7182"dm_stat": 1.21494582465490437183}7184},7185"prev_sign=neg": {7186"aparch11__ged__w1000_r5": {7187"n": 1355,7188"ratio": 2.2028336500846315,7189"dm_p": 0.0004335317376785774,7190"dm_stat": 3.52749621744209167191},7192"aparch11__normal__w1000_r5": {7193"n": 1355,7194"ratio": 2.1127017160349846,7195"dm_p": 0.001817232274063582,7196"dm_stat": 3.1247696315877927197},7198"aparch11__skewt__w1000_r5": {7199"n": 1355,7200"ratio": 5.471335704565471,7201"dm_p": 0.026423989880222803,7202"dm_stat": 2.22235544741032957203},7204"aparch11__t__w1000_r5": {7205"n": 1355,7206"ratio": 3.5465779865259703,7207"dm_p": 0.019784319387512194,7208"dm_stat": 2.3331834856746627209},7210"arch5__ged__w1000_r5": {7211"n": 1355,7212"ratio": 1.0477852385458606,7213"dm_p": 0.3696116001431442,7214"dm_stat": 0.89750023845095977215},7216"arch5__normal__w1000_r5": {7217"n": 1355,7218"ratio": 1.0445180454343217,7219"dm_p": 0.4061051067890622,7220"dm_stat": 0.83102662153242897221},7222"arch5__skewt__w1000_r5": {7223"n": 1355,7224"ratio": 1.0343176966523329,7225"dm_p": 0.5368379447589094,7226"dm_stat": 0.61775923110967577227},7228"arch5__t__w1000_r5": {7229"n": 1355,7230"ratio": 1.0363770457875887,7231"dm_p": 0.5151651394630042,7232"dm_stat": 0.65098730546621417233},7234"avgarch11__ged__w1000_r5": {7235"n": 1355,7236"ratio": 0.9736912963282716,7237"dm_p": 0.7015644971270446,7238"dm_stat": -0.3832905731047317239},7240"avgarch11__normal__w1000_r5": {7241"n": 1355,7242"ratio": 0.9649870807944234,7243"dm_p": 0.559152739491484,7244"dm_stat": -0.58424511077848217245},7246"avgarch11__skewt__w1000_r5": {7247"n": 1355,7248"ratio": 0.9523647343377094,7249"dm_p": 0.4742047018156252,7250"dm_stat": -0.7158543805172917251},7252"avgarch11__t__w1000_r5": {7253"n": 1355,7254"ratio": 0.9546182793063364,7255"dm_p": 0.49599719897691347,7256"dm_stat": -0.68098535280628787257},7258"cgarch11__ged__w1000_r5": {7259"n": 1355,7260"ratio": 0.8659239061040936,7261"dm_p": 0.00694828976197835,7262"dm_stat": -2.7034482610432327263},7264"cgarch11__normal__w1000_r5": {7265"n": 1355,7266"ratio": 0.9314844273761076,7267"dm_p": 0.04148606279939585,7268"dm_stat": -2.04058166849158657269},7270"cgarch11__skewt__w1000_r5": {7271"n": 1355,7272"ratio": 0.8360916120998656,7273"dm_p": 0.0071001983250916,7274"dm_stat": -2.69621320253962977275},7276"cgarch11__t__w1000_r5": {7277"n": 1355,7278"ratio": 0.8387708901967732,7279"dm_p": 0.0074814805968844,7280"dm_stat": -2.67864857977106537281},7282"constvar__normal__w1000_r5": {7283"n": 1355,7284"ratio": 1.4589553104963924,7285"dm_p": 0.013125078676244729,7286"dm_stat": 2.4836368735249587287},7288"egarch11__ged__w1000_r5": {7289"n": 1355,7290"ratio": 1.2471170876696744,7291"dm_p": 0.07017856726314237,7292"dm_stat": 1.81218809384648367293},7294"egarch11__normal__w1000_r5": {7295"n": 1353,7296"ratio": 305572.07028460974,7297"dm_p": 0.31623044659614175,7298"dm_stat": 1.00260591317982067299},7300"egarch11__skewt__w1000_r5": {7301"n": 1333,7302"ratio": 1.4566721028008058,7303"dm_p": 0.20173743710109993,7304"dm_stat": 1.27724758985458287305},7306"egarch11__t__w1000_r5": {7307"n": 1346,7308"ratio": 1.0634332371985897,7309"dm_p": 0.4563017193032332,7310"dm_stat": 0.74516574292472257311},7312"ewma094__normal__w1000_r5": {7313"n": 1355,7314"ratio": 0.8599124648956332,7315"dm_p": 0.08615373010398225,7316"dm_stat": -1.7172962327069597317},7318"figarch11__ged__w1000_r5": {7319"n": 1355,7320"ratio": 0.8471527005611604,7321"dm_p": 0.003035451420290899,7322"dm_stat": -2.96948954620469867323},7324"figarch11__normal__w1000_r5": {7325"n": 1355,7326"ratio": 0.8595008395913123,7327"dm_p": 0.00632472882672932,7328"dm_stat": -2.7347222831201887329},7330"figarch11__skewt__w1000_r5": {7331"n": 1355,7332"ratio": 0.8243013752412077,7333"dm_p": 0.0033373330944333627,7334"dm_stat": -2.94004512394643767335},7336"figarch11__t__w1000_r5": {7337"n": 1355,7338"ratio": 0.8251703006460059,7339"dm_p": 0.003320724647265306,7340"dm_stat": -2.94160060190752767341},7342"garch11__ged__w1000_r5": {7343"n": 1355,7344"ratio": 0.9219786720873396,7345"dm_p": 0.009182971385883188,7346"dm_stat": -2.60891682282460657347},7348"garch11__normal__w1000_r5": {7349"n": 1355,7350"ratio": 1.0,7351"dm_p": 1.0,7352"dm_stat": 0.07353},7354"garch11__skewt__w1000_r5": {7355"n": 1355,7356"ratio": 0.892045173052972,7357"dm_p": 0.003878394838739424,7358"dm_stat": -2.8928748649976247359},7360"garch11__t__w1000_r5": {7361"n": 1355,7362"ratio": 0.8945150594244442,7363"dm_p": 0.004227213643605567,7364"dm_stat": -2.86554740887763747365},7366"garch12__ged__w1000_r5": {7367"n": 1355,7368"ratio": 0.9248181862877722,7369"dm_p": 0.0015228569002832567,7370"dm_stat": -3.1767729430941447371},7372"garch12__normal__w1000_r5": {7373"n": 1355,7374"ratio": 0.9811943036470633,7375"dm_p": 0.11939889550550294,7376"dm_stat": -1.5582871004606637377},7378"garch12__skewt__w1000_r5": {7379"n": 1355,7380"ratio": 0.8802590710156918,7381"dm_p": 0.0038266766234449317,7382"dm_stat": -2.8971154157815557383},7384"garch12__t__w1000_r5": {7385"n": 1355,7386"ratio": 0.8821379775652298,7387"dm_p": 0.003814884212358972,7388"dm_stat": -2.89808960986948537389},7390"garch21__ged__w1000_r5": {7391"n": 1355,7392"ratio": 0.9356046432108748,7393"dm_p": 0.030519718937617363,7394"dm_stat": -2.1655500510044747395},7396"garch21__normal__w1000_r5": {7397"n": 1355,7398"ratio": 0.9700240215696139,7399"dm_p": 0.23092536494868718,7400"dm_stat": -1.1985174413757537401},7402"garch21__skewt__w1000_r5": {7403"n": 1355,7404"ratio": 0.8908834149923753,7405"dm_p": 0.008730577001357102,7406"dm_stat": -2.6262470964592587407},7408"garch21__t__w1000_r5": {7409"n": 1355,7410"ratio": 0.8947827628266638,7411"dm_p": 0.009870994848976208,7412"dm_stat": -2.58396931825072337413},7414"garchm11__ged__w1000_r5": {7415"n": 1355,7416"ratio": 0.934236533843862,7417"dm_p": 0.03679822523105807,7418"dm_stat": -2.0900639632829987419},7420"garchm11__normal__w1000_r5": {7421"n": 1355,7422"ratio": 1.00517556328276,7423"dm_p": 0.3959819339053104,7424"dm_stat": 0.84908887354328777425},7426"garchm11__skewt__w1000_r5": {7427"n": 1355,7428"ratio": 0.9064608322694603,7429"dm_p": 0.015576895030597887,7430"dm_stat": -2.42174374012120277431},7432"garchm11__t__w1000_r5": {7433"n": 1355,7434"ratio": 0.9074289041850118,7435"dm_p": 0.015228943387254598,7436"dm_stat": -2.4299793324682097437},7438"garchx_rv11__normal__w1000_r5": {7439"n": 1355,7440"ratio": 0.7053560912135276,7441"dm_p": 0.005842716766053789,7442"dm_stat": -2.7608626363232827443},7444"garchx_rv11__t__w1000_r5": {7445"n": 1355,7446"ratio": 0.6701118323602241,7447"dm_p": 0.004050944687265069,7448"dm_stat": -2.8790895192767627449},7450"gas_t11__t__w1000_r5": {7451"n": 1355,7452"ratio": 0.9429409584418401,7453"dm_p": 0.33491892524491584,7454"dm_stat": -0.96459704178362127455},7456"gjr11__ged__w1000_r5": {7457"n": 1355,7458"ratio": 1.1030989834817115,7459"dm_p": 0.45773768528995884,7460"dm_stat": 0.74278998721068717461},7462"gjr11__normal__w1000_r5": {7463"n": 1355,7464"ratio": 1.1262197747463583,7465"dm_p": 0.3401120739007287,7466"dm_stat": 0.95428036934781627467},7468"gjr11__skewt__w1000_r5": {7469"n": 1355,7470"ratio": 1.0831240370809918,7471"dm_p": 0.5189638565439207,7472"dm_stat": 0.64511206539261157473},7474"gjr11__t__w1000_r5": {7475"n": 1355,7476"ratio": 1.082787638643718,7477"dm_p": 0.521439232694674,7478"dm_stat": 0.64129552091860927479},7480"har_rv__empirical__w1000_r5": {7481"n": 1355,7482"ratio": 0.6448922274835929,7483"dm_p": 0.001937649678558206,7484"dm_stat": -3.10570804418194077485},7486"heavy11__normal__w1000_r5": {7487"n": 1355,7488"ratio": 0.7066117281884623,7489"dm_p": 0.0059619673512887415,7490"dm_stat": -2.7542192905835377491},7492"heavy11__t__w1000_r5": {7493"n": 1355,7494"ratio": 0.6845431872615818,7495"dm_p": 0.004432327902525398,7496"dm_stat": -2.8504202171263557497},7498"histvar22__empirical__w1000_r5": {7499"n": 1355,7500"ratio": 1.2019918640691198,7501"dm_p": 0.01902518090620284,7502"dm_stat": 2.34785448190609277503},7504"histvar252__empirical__w1000_r5": {7505"n": 1355,7506"ratio": 1.323387435586669,7507"dm_p": 0.09224314028052373,7508"dm_stat": 1.68487498230345777509},7510"histvar66__empirical__w1000_r5": {7511"n": 1355,7512"ratio": 1.0715440529270475,7513"dm_p": 0.6310976235932375,7514"dm_stat": 0.480291629847906637515},7516"igarch11__ged__w1000_r5": {7517"n": 1355,7518"ratio": 0.9672938349948333,7519"dm_p": 0.29191898752663775,7520"dm_stat": -1.05433211902101987521},7522"igarch11__normal__w1000_r5": {7523"n": 1355,7524"ratio": 0.9876213622458565,7525"dm_p": 0.6159172759671946,7526"dm_stat": -0.50176092827576567527},7528"igarch11__skewt__w1000_r5": {7529"n": 1355,7530"ratio": 0.9615366250351277,7531"dm_p": 0.38465491092357945,7532"dm_stat": -0.86963340118758357533},7534"igarch11__t__w1000_r5": {7535"n": 1355,7536"ratio": 0.9596819549283181,7537"dm_p": 0.35437229645822105,7538"dm_stat": -0.9264595770315087539},7540"loghar_rv__empirical__w1000_r5": {7541"n": 1355,7542"ratio": 0.6141287089688957,7543"dm_p": 0.0007028478455208435,7544"dm_stat": -3.39629119509304147545},7546"msgarch2__normal__w1000_r5": {7547"n": 1355,7548"ratio": 0.9404967312301291,7549"dm_p": 0.11621913861769471,7550"dm_stat": -1.57184929510468237551},7552"msgarch2__t__w1000_r5": {7553"n": 1355,7554"ratio": 0.8355051660182691,7555"dm_p": 0.018066188972019993,7556"dm_stat": -2.367138731985027557},7558"nagarch11__ged__w1000_r5": {7559"n": 1355,7560"ratio": 0.9855981532329876,7561"dm_p": 0.7318777599806091,7562"dm_stat": -0.342699462572605867563},7564"nagarch11__normal__w1000_r5": {7565"n": 1355,7566"ratio": 1.0603275544881015,7567"dm_p": 0.06280399048955536,7568"dm_stat": 1.86211061955538567569},7570"nagarch11__skewt__w1000_r5": {7571"n": 1355,7572"ratio": 0.9701604988883469,7573"dm_p": 0.6045839075409689,7574"dm_stat": -0.51794120408614717575},7576"nagarch11__t__w1000_r5": {7577"n": 1355,7578"ratio": 0.9721850855183389,7579"dm_p": 0.6264043707513249,7580"dm_stat": -0.48690513142066527581},7582"qgarch11__ged__w1000_r5": {7583"n": 1355,7584"ratio": 0.9589224825192391,7585"dm_p": 0.24786638618563278,7586"dm_stat": -1.1560457433313387587},7588"qgarch11__normal__w1000_r5": {7589"n": 1355,7590"ratio": 1.0297269866475274,7591"dm_p": 0.11198139751089767,7592"dm_stat": 1.59038540550296317593},7594"qgarch11__skewt__w1000_r5": {7595"n": 1355,7596"ratio": 0.9288310642760316,7597"dm_p": 0.09702648396727848,7598"dm_stat": -1.66059430362495847599},7600"qgarch11__t__w1000_r5": {7601"n": 1355,7602"ratio": 0.9286144004976985,7603"dm_p": 0.09251272854841365,7604"dm_stat": -1.683479965840237605},7606"realgarch11__normal__w1000_r5": {7607"n": 1355,7608"ratio": 0.7764694554772748,7609"dm_p": 0.0001361709460628717,7610"dm_stat": -3.8260063514758547611},7612"realgarch11__t__w1000_r5": {7613"n": 1355,7614"ratio": 0.8027298902338086,7615"dm_p": 0.007947446421555883,7616"dm_stat": -2.6582427154699957617},7618"rm2006__normal__w1000_r5": {7619"n": 1355,7620"ratio": 0.7883398457255721,7621"dm_p": 0.022414464322243883,7622"dm_stat": -2.28589237033954177623},7624"rm_rw__empirical__w1000_r5": {7625"n": 1355,7626"ratio": 0.8076480933269007,7627"dm_p": 0.14776218401012398,7628"dm_stat": -1.44830895583344597629},7630"tarch11__ged__w1000_r5": {7631"n": 1355,7632"ratio": 1.0633750910275481,7633"dm_p": 0.5359982218865484,7634"dm_stat": 0.6190338076582797635},7636"tarch11__normal__w1000_r5": {7637"n": 1355,7638"ratio": 1.067655227312638,7639"dm_p": 0.5158162008523834,7640"dm_stat": 0.64997875719906567641},7642"tarch11__skewt__w1000_r5": {7643"n": 1355,7644"ratio": 1.0537910472835235,7645"dm_p": 0.5772187798014803,7646"dm_stat": 0.55758674204737717647},7648"tarch11__t__w1000_r5": {7649"n": 1355,7650"ratio": 1.0580313230216143,7651"dm_p": 0.549285930658233,7652"dm_stat": 0.59898073371779697653}7654},7655"prev_sign=pos": {7656"aparch11__ged__w1000_r5": {7657"n": 1424,7658"ratio": 1.8885486669685791,7659"dm_p": 0.0011366855396248586,7660"dm_stat": 3.26094802271352977661},7662"aparch11__normal__w1000_r5": {7663"n": 1424,7664"ratio": 2.1150760794289742,7665"dm_p": 0.01027230206711925,7666"dm_stat": 2.5699509793544857667},7668"aparch11__skewt__w1000_r5": {7669"n": 1424,7670"ratio": 3.4653976405835474,7671"dm_p": 0.00606383658157571,7672"dm_stat": 2.7484283023984597673},7674"aparch11__t__w1000_r5": {7675"n": 1424,7676"ratio": 4.132643363769065,7677"dm_p": 0.011843899052504651,7678"dm_stat": 2.52000822197857587679},7680"arch5__ged__w1000_r5": {7681"n": 1424,7682"ratio": 1.0784506477280156,7683"dm_p": 0.3978382926166526,7684"dm_stat": 0.84574304324099087685},7686"arch5__normal__w1000_r5": {7687"n": 1424,7688"ratio": 1.1408929040509292,7689"dm_p": 0.22757844019300194,7690"dm_stat": 1.20714105993341677691},7692"arch5__skewt__w1000_r5": {7693"n": 1424,7694"ratio": 1.0387441734017093,7695"dm_p": 0.620662439342581,7696"dm_stat": 0.495019981184815277697},7698"arch5__t__w1000_r5": {7699"n": 1424,7700"ratio": 1.0393401151089972,7701"dm_p": 0.6172086344869493,7702"dm_stat": 0.49992009621381197703},7704"avgarch11__ged__w1000_r5": {7705"n": 1424,7706"ratio": 0.9713866498682193,7707"dm_p": 0.6627901190553309,7708"dm_stat": -0.436155434962068277709},7710"avgarch11__normal__w1000_r5": {7711"n": 1424,7712"ratio": 0.9583702999830256,7713"dm_p": 0.39179807108409487,7714"dm_stat": -0.85662196600723357715},7716"avgarch11__skewt__w1000_r5": {7717"n": 1424,7718"ratio": 0.9775735582185435,7719"dm_p": 0.7608141675389367,7720"dm_stat": -0.30447025865691597721},7722"avgarch11__t__w1000_r5": {7723"n": 1424,7724"ratio": 0.978485133647455,7725"dm_p": 0.7706612599987767,7726"dm_stat": -0.29156562094569237727},7728"cgarch11__ged__w1000_r5": {7729"n": 1424,7730"ratio": 0.9272176897958614,7731"dm_p": 0.09851895556330788,7732"dm_stat": -1.6531596484307387733},7734"cgarch11__normal__w1000_r5": {7735"n": 1424,7736"ratio": 0.9249158860646453,7737"dm_p": 0.15553500852673985,7738"dm_stat": -1.42100289393412537739},7740"cgarch11__skewt__w1000_r5": {7741"n": 1424,7742"ratio": 0.9206076113533932,7743"dm_p": 0.10080999007692852,7744"dm_stat": -1.64200467893112877745},7746"cgarch11__t__w1000_r5": {7747"n": 1424,7748"ratio": 0.9212019413111457,7749"dm_p": 0.10288234634800518,7750"dm_stat": -1.6320873185986847751},7752"constvar__normal__w1000_r5": {7753"n": 1424,7754"ratio": 1.2985504900231666,7755"dm_p": 0.0033351321578422555,7756"dm_stat": 2.9399973996033577757},7758"egarch11__ged__w1000_r5": {7759"n": 1424,7760"ratio": 2.366975129419792,7761"dm_p": 0.2155078788871409,7762"dm_stat": 1.23911329568296057763},7764"egarch11__normal__w1000_r5": {7765"n": 1421,7766"ratio": 9240.470146172998,7767"dm_p": 0.3162706913220501,7768"dm_stat": 1.00250470924179227769},7770"egarch11__skewt__w1000_r5": {7771"n": 1416,7772"ratio": 1.4951650446613425,7773"dm_p": 0.08238735530058265,7774"dm_stat": 1.73823265926233277775},7776"egarch11__t__w1000_r5": {7777"n": 1418,7778"ratio": 1.0670561685233466,7779"dm_p": 0.41909548359777776,7780"dm_stat": 0.80822717003020527781},7782"ewma094__normal__w1000_r5": {7783"n": 1424,7784"ratio": 0.9160018761210498,7785"dm_p": 0.2762026324649691,7786"dm_stat": -1.08930775205678157787},7788"figarch11__ged__w1000_r5": {7789"n": 1424,7790"ratio": 0.8885445024188047,7791"dm_p": 0.008313061059403389,7792"dm_stat": -2.64278075333007277793},7794"figarch11__normal__w1000_r5": {7795"n": 1424,7796"ratio": 0.9101422514809312,7797"dm_p": 0.025319314797490815,7798"dm_stat": -2.23885642203639677799},7800"figarch11__skewt__w1000_r5": {7801"n": 1424,7802"ratio": 0.8811021281612228,7803"dm_p": 0.019973449944323672,7804"dm_stat": -2.32947115885145237805},7806"figarch11__t__w1000_r5": {7807"n": 1424,7808"ratio": 0.8825309134068726,7809"dm_p": 0.020595491070754188,7810"dm_stat": -2.31790890585185057811},7812"garch11__ged__w1000_r5": {7813"n": 1424,7814"ratio": 0.9781559282868467,7815"dm_p": 0.624329600652375,7816"dm_stat": -0.48983014645621837817},7818"garch11__normal__w1000_r5": {7819"n": 1424,7820"ratio": 1.0,7821"dm_p": 1.0,7822"dm_stat": 0.07823},7824"garch11__skewt__w1000_r5": {7825"n": 1424,7826"ratio": 0.9653451968361658,7827"dm_p": 0.5205609218370874,7828"dm_stat": -0.64264050163767357829},7830"garch11__t__w1000_r5": {7831"n": 1424,7832"ratio": 0.9684479567685763,7833"dm_p": 0.5613706171219173,7834"dm_stat": -0.58094336827687957835},7836"garch12__ged__w1000_r5": {7837"n": 1424,7838"ratio": 0.9870411162353695,7839"dm_p": 0.7291978261169909,7840"dm_stat": -0.34626091814701097841},7842"garch12__normal__w1000_r5": {7843"n": 1424,7844"ratio": 0.9463881968328902,7845"dm_p": 0.2808552427127041,7846"dm_stat": -1.0788100462642917847},7848"garch12__skewt__w1000_r5": {7849"n": 1424,7850"ratio": 0.9595148399087752,7851"dm_p": 0.4526912575061607,7852"dm_stat": -0.7511422360933967853},7854"garch12__t__w1000_r5": {7855"n": 1424,7856"ratio": 0.9603744234354864,7857"dm_p": 0.46392883388901934,7858"dm_stat": -0.73259056829202637859},7860"garch21__ged__w1000_r5": {7861"n": 1424,7862"ratio": 0.9812616556141626,7863"dm_p": 0.7219573614381701,7864"dm_stat": -0.355914487780425457865},7866"garch21__normal__w1000_r5": {7867"n": 1424,7868"ratio": 1.0144319847201186,7869"dm_p": 0.7123732678526612,7870"dm_stat": 0.36874417982600137871},7872"garch21__skewt__w1000_r5": {7873"n": 1424,7874"ratio": 0.9732038052264353,7875"dm_p": 0.6386995237796979,7876"dm_stat": -0.46961854501610357877},7878"garch21__t__w1000_r5": {7879"n": 1424,7880"ratio": 0.9748144404349811,7881"dm_p": 0.6603658229879872,7882"dm_stat": -0.439500265811938467883},7884"garchm11__ged__w1000_r5": {7885"n": 1424,7886"ratio": 0.9861756010069235,7887"dm_p": 0.7614505441196072,7888"dm_stat": -0.3036347735625267889},7890"garchm11__normal__w1000_r5": {7891"n": 1424,7892"ratio": 1.0039171723266316,7893"dm_p": 0.06968363533065595,7894"dm_stat": 1.8153299507215837895},7896"garchm11__skewt__w1000_r5": {7897"n": 1424,7898"ratio": 0.9702647385398376,7899"dm_p": 0.585312127890821,7900"dm_stat": -0.54576630813466547901},7902"garchm11__t__w1000_r5": {7903"n": 1424,7904"ratio": 0.9709916228453899,7905"dm_p": 0.5950686321604752,7906"dm_stat": -0.5316251322228897907},7908"garchx_rv11__normal__w1000_r5": {7909"n": 1424,7910"ratio": 0.6742880805114785,7911"dm_p": 0.00028722013189266224,7912"dm_stat": -3.6355985998284847913},7914"garchx_rv11__t__w1000_r5": {7915"n": 1424,7916"ratio": 0.655901164763656,7917"dm_p": 0.00037222458259491946,7918"dm_stat": -3.5675955698933487919},7920"gas_t11__t__w1000_r5": {7921"n": 1424,7922"ratio": 1.0151791727131216,7923"dm_p": 0.8729745420521731,7924"dm_stat": 0.1599101570721847925},7926"gjr11__ged__w1000_r5": {7927"n": 1424,7928"ratio": 1.1749278964520664,7929"dm_p": 0.25337538973346885,7930"dm_stat": 1.14265183036643777931},7932"gjr11__normal__w1000_r5": {7933"n": 1424,7934"ratio": 1.1635938878002134,7935"dm_p": 0.24400350221124129,7936"dm_stat": 1.16552096814600577937},7938"gjr11__skewt__w1000_r5": {7939"n": 1424,7940"ratio": 1.176760722171576,7941"dm_p": 0.2794790820458005,7942"dm_stat": 1.0819026709277327943},7944"gjr11__t__w1000_r5": {7945"n": 1424,7946"ratio": 1.1761455154862097,7947"dm_p": 0.2799222171689127,7948"dm_stat": 1.0809056917561527949},7950"har_rv__empirical__w1000_r5": {7951"n": 1424,7952"ratio": 0.6818760954890903,7953"dm_p": 0.0037259183819830133,7954"dm_stat": -2.9052836377098997955},7956"heavy11__normal__w1000_r5": {7957"n": 1424,7958"ratio": 0.6782259428196911,7959"dm_p": 0.0003249792115110472,7960"dm_stat": -3.6033390911442887961},7962"heavy11__t__w1000_r5": {7963"n": 1424,7964"ratio": 0.6684057347716312,7965"dm_p": 0.0004638467983001736,7966"dm_stat": -3.5089796883867747967},7968"histvar22__empirical__w1000_r5": {7969"n": 1424,7970"ratio": 1.0907134179149374,7971"dm_p": 0.5260482346766957,7972"dm_stat": 0.6342061432704737973},7974"histvar252__empirical__w1000_r5": {7975"n": 1424,7976"ratio": 1.1510297163255463,7977"dm_p": 0.0379113551107939,7978"dm_stat": 2.07774975394399067979},7980"histvar66__empirical__w1000_r5": {7981"n": 1424,7982"ratio": 1.1686123603792709,7983"dm_p": 0.08716500937174826,7984"dm_stat": 1.7117263417776457985},7986"igarch11__ged__w1000_r5": {7987"n": 1424,7988"ratio": 0.9646575519871691,7989"dm_p": 0.7139951554716127,7990"dm_stat": -0.366568833650987257991},7992"igarch11__normal__w1000_r5": {7993"n": 1424,7994"ratio": 0.9508343985523338,7995"dm_p": 0.5978255345422367,7996"dm_stat": -0.52764857046795717997},7998"igarch11__skewt__w1000_r5": {7999"n": 1424,8000"ratio": 0.9646233611564036,8001"dm_p": 0.7156835008102369,8002"dm_stat": -0.364306193682900468003},8004"igarch11__t__w1000_r5": {8005"n": 1424,8006"ratio": 0.9631939364802745,8007"dm_p": 0.7064325014585917,8008"dm_stat": -0.376727216272105768009},8010"loghar_rv__empirical__w1000_r5": {8011"n": 1424,8012"ratio": 0.6729785453871246,8013"dm_p": 4.924313627035448e-06,8014"dm_stat": -4.5855943525308838015},8016"msgarch2__normal__w1000_r5": {8017"n": 1424,8018"ratio": 0.8967686861294993,8019"dm_p": 0.020961952859390953,8020"dm_stat": -2.311239213132258021},8022"msgarch2__t__w1000_r5": {8023"n": 1424,8024"ratio": 0.8893821726821949,8025"dm_p": 0.06659258013302383,8026"dm_stat": -1.8358217289873098027},8028"nagarch11__ged__w1000_r5": {8029"n": 1424,8030"ratio": 2.2433575373517995,8031"dm_p": 0.2634455612956864,8032"dm_stat": 1.11872670333274958033},8034"nagarch11__normal__w1000_r5": {8035"n": 1424,8036"ratio": 2.7523442468320263,8037"dm_p": 0.30579952127258425,8038"dm_stat": 1.02444442985546828039},8040"nagarch11__skewt__w1000_r5": {8041"n": 1424,8042"ratio": 3.921529574532034,8043"dm_p": 0.2921660173575708,8044"dm_stat": 1.05377241246520138045},8046"nagarch11__t__w1000_r5": {8047"n": 1424,8048"ratio": 2.1779815025921336,8049"dm_p": 0.26534778006781146,8050"dm_stat": 1.11427875937040358051},8052"qgarch11__ged__w1000_r5": {8053"n": 1424,8054"ratio": 1.1078765059868485,8055"dm_p": 0.20469075193102576,8056"dm_stat": 1.26888175955789328057},8058"qgarch11__normal__w1000_r5": {8059"n": 1424,8060"ratio": 1.128908841673216,8061"dm_p": 0.08204482531933206,8062"dm_stat": 1.7401730002357728063},8064"qgarch11__skewt__w1000_r5": {8065"n": 1424,8066"ratio": 1.0792584001489016,8067"dm_p": 0.33583072770857675,8068"dm_stat": 0.9627616363894338069},8070"qgarch11__t__w1000_r5": {8071"n": 1424,8072"ratio": 1.0798647305570965,8073"dm_p": 0.3328662420856005,8074"dm_stat": 0.96868649605650778075},8076"realgarch11__normal__w1000_r5": {8077"n": 1424,8078"ratio": 0.690895867430914,8079"dm_p": 0.0001956198840389874,8080"dm_stat": -3.73436165733298348081},8082"realgarch11__t__w1000_r5": {8083"n": 1424,8084"ratio": 0.7023763097458717,8085"dm_p": 0.000569634388130648,8086"dm_stat": -3.45348375499853788087},8088"rm2006__normal__w1000_r5": {8089"n": 1424,8090"ratio": 0.8618308515560931,8091"dm_p": 0.016969539753977553,8092"dm_stat": -2.390180141191238093},8094"rm_rw__empirical__w1000_r5": {8095"n": 1424,8096"ratio": 0.9604312817701466,8097"dm_p": 0.7390547903759498,8098"dm_stat": -0.33317033464140418099},8100"tarch11__ged__w1000_r5": {8101"n": 1424,8102"ratio": 1.2507962661200025,8103"dm_p": 0.20813875016618116,8104"dm_stat": 1.2592716422578038105},8106"tarch11__normal__w1000_r5": {8107"n": 1424,8108"ratio": 1.2123402283725055,8109"dm_p": 0.24453393119106404,8110"dm_stat": 1.16421033926030838111},8112"tarch11__skewt__w1000_r5": {8113"n": 1424,8114"ratio": 1.2595388594441654,8115"dm_p": 0.2099522481913796,8116"dm_stat": 1.25426345978066548117},8118"tarch11__t__w1000_r5": {8119"n": 1424,8120"ratio": 1.2595594665361622,8121"dm_p": 0.20902423332084952,8122"dm_stat": 1.25682234238480578123}8124},8125"episode=covid": {8126"aparch11__ged__w1000_r5": {8127"n": 93,8128"ratio": 1.775261777693616,8129"dm_p": 0.16433405899126888,8130"dm_stat": 1.40181937109761218131},8132"aparch11__normal__w1000_r5": {8133"n": 93,8134"ratio": 1.7338419099485898,8135"dm_p": 0.18863585540511865,8136"dm_stat": 1.32444568935301528137},8138"aparch11__skewt__w1000_r5": {8139"n": 93,8140"ratio": 0.8130621191640472,8141"dm_p": 0.13481641223221644,8142"dm_stat": -1.5086440221167318143},8144"aparch11__t__w1000_r5": {8145"n": 93,8146"ratio": 0.9434473004232055,8147"dm_p": 0.4256001736363661,8148"dm_stat": -0.80029755883632198149},8150"arch5__ged__w1000_r5": {8151"n": 93,8152"ratio": 1.0865272319583124,8153"dm_p": 0.5750141805465988,8154"dm_stat": 0.56269065798672458155},8156"arch5__normal__w1000_r5": {8157"n": 93,8158"ratio": 0.9958567442902216,8159"dm_p": 0.9775465503078495,8160"dm_stat": -0.0282215856083096958161},8162"arch5__skewt__w1000_r5": {8163"n": 93,8164"ratio": 1.0609779772400627,8165"dm_p": 0.7395295451144216,8166"dm_stat": 0.3334817163080368167},8168"arch5__t__w1000_r5": {8169"n": 93,8170"ratio": 1.07314957223659,8171"dm_p": 0.6955603554282118,8172"dm_stat": 0.3925493619174288173},8174"avgarch11__ged__w1000_r5": {8175"n": 93,8176"ratio": 1.139085637050967,8177"dm_p": 0.5518799564288067,8178"dm_stat": 0.59714115372230948179},8180"avgarch11__normal__w1000_r5": {8181"n": 93,8182"ratio": 1.0373280741091457,8183"dm_p": 0.8105709507080184,8184"dm_stat": 0.240379431590271958185},8186"avgarch11__skewt__w1000_r5": {8187"n": 93,8188"ratio": 1.0754585207466563,8189"dm_p": 0.7384460088008501,8190"dm_stat": 0.334922456664786378191},8192"avgarch11__t__w1000_r5": {8193"n": 93,8194"ratio": 1.0804388600877317,8195"dm_p": 0.7225099984060966,8196"dm_stat": 0.356195102355658438197},8198"cgarch11__ged__w1000_r5": {8199"n": 93,8200"ratio": 0.8555239318222728,8201"dm_p": 0.3122687759353594,8202"dm_stat": -1.01605303279200178203},8204"cgarch11__normal__w1000_r5": {8205"n": 93,8206"ratio": 0.9074671128867658,8207"dm_p": 0.49569171848726673,8208"dm_stat": -0.68400437639343868209},8210"cgarch11__skewt__w1000_r5": {8211"n": 93,8212"ratio": 0.7826231397896093,8213"dm_p": 0.2145357752060822,8214"dm_stat": -1.24981884452019378215},8216"cgarch11__t__w1000_r5": {8217"n": 93,8218"ratio": 0.7893476795647351,8219"dm_p": 0.22077900864787578,8220"dm_stat": -1.23283318414395268221},8222"constvar__normal__w1000_r5": {8223"n": 93,8224"ratio": 1.9074187540711747,8225"dm_p": 0.08875272416687957,8226"dm_stat": 1.72022998172811758227},8228"egarch11__ged__w1000_r5": {8229"n": 93,8230"ratio": 1.0876963686957934,8231"dm_p": 0.1698898659463212,8232"dm_stat": 1.38340057646568478233},8234"egarch11__normal__w1000_r5": {8235"n": 93,8236"ratio": 1.1315969720224301,8237"dm_p": 0.10132553587363817,8238"dm_stat": 1.65503258806391258239},8240"egarch11__skewt__w1000_r5": {8241"n": 93,8242"ratio": 0.9731372585291048,8243"dm_p": 0.4561115412030256,8244"dm_stat": -0.74842730923168378245},8246"egarch11__t__w1000_r5": {8247"n": 93,8248"ratio": 0.9813655422345609,8249"dm_p": 0.5853075090504946,8250"dm_stat": -0.54757829861277688251},8252"ewma094__normal__w1000_r5": {8253"n": 93,8254"ratio": 0.5962516217271132,8255"dm_p": 0.24068219484458594,8256"dm_stat": -1.18091060068470068257},8258"figarch11__ged__w1000_r5": {8259"n": 93,8260"ratio": 0.8272355966663579,8261"dm_p": 0.22599649791089899,8262"dm_stat": -1.21890480088175118263},8264"figarch11__normal__w1000_r5": {8265"n": 93,8266"ratio": 0.8264683632952308,8267"dm_p": 0.22933542464345613,8268"dm_stat": -1.21011338539062078269},8270"figarch11__skewt__w1000_r5": {8271"n": 93,8272"ratio": 0.7582918214581821,8273"dm_p": 0.17454117310987988,8274"dm_stat": -1.36833023418525218275},8276"figarch11__t__w1000_r5": {8277"n": 93,8278"ratio": 0.7616125648354218,8279"dm_p": 0.17636274109824443,8280"dm_stat": -1.36251137857140278281},8282"garch11__ged__w1000_r5": {8283"n": 93,8284"ratio": 0.9563311240317424,8285"dm_p": 0.09106067575765513,8286"dm_stat": -1.70772077675765798287},8288"garch11__normal__w1000_r5": {8289"n": 93,8290"ratio": 1.0,8291"dm_p": 1.0,8292"dm_stat": 0.08293},8294"garch11__skewt__w1000_r5": {8295"n": 93,8296"ratio": 0.8839098177443234,8297"dm_p": 0.11615947101845177,8298"dm_stat": -1.58604927191245818299},8300"garch11__t__w1000_r5": {8301"n": 93,8302"ratio": 0.8909686263100094,8303"dm_p": 0.11528632604271899,8304"dm_stat": -1.58990763138022188305},8306"garch12__ged__w1000_r5": {8307"n": 93,8308"ratio": 0.906446890726284,8309"dm_p": 0.14508537889257525,8310"dm_stat": -1.46958605278121418311},8312"garch12__normal__w1000_r5": {8313"n": 93,8314"ratio": 0.9460993936435674,8315"dm_p": 0.1747750361329291,8316"dm_stat": -1.36758060793947548317},8318"garch12__skewt__w1000_r5": {8319"n": 93,8320"ratio": 0.8359989156875131,8321"dm_p": 0.13883823304993803,8322"dm_stat": -1.4930786211691658323},8324"garch12__t__w1000_r5": {8325"n": 93,8326"ratio": 0.8427328870544599,8327"dm_p": 0.13934256764966227,8328"dm_stat": -1.49115175178675748329},8330"garch21__ged__w1000_r5": {8331"n": 93,8332"ratio": 0.9909756958215903,8333"dm_p": 0.7967183391990216,8334"dm_stat": -0.258344211314361258335},8336"garch21__normal__w1000_r5": {8337"n": 93,8338"ratio": 1.0293288777500147,8339"dm_p": 0.15528517337963427,8340"dm_stat": 1.43286728531282158341},8342"garch21__skewt__w1000_r5": {8343"n": 93,8344"ratio": 0.8838551929772643,8345"dm_p": 0.11617808148461192,8346"dm_stat": -1.58596728624922828347},8348"garch21__t__w1000_r5": {8349"n": 93,8350"ratio": 0.9024731849486788,8351"dm_p": 0.15497311496954838,8352"dm_stat": -1.43396257924788728353},8354"garchm11__ged__w1000_r5": {8355"n": 93,8356"ratio": 0.9603964432567618,8357"dm_p": 0.10644737375940377,8358"dm_stat": -1.63034649143952438359},8360"garchm11__normal__w1000_r5": {8361"n": 93,8362"ratio": 1.0090358939499682,8363"dm_p": 0.15406133113402104,8364"dm_stat": 1.43717263459231158365},8366"garchm11__skewt__w1000_r5": {8367"n": 93,8368"ratio": 0.890542113191892,8369"dm_p": 0.11492623771072517,8370"dm_stat": -1.59150563743544228371},8372"garchm11__t__w1000_r5": {8373"n": 93,8374"ratio": 0.8968650362489076,8375"dm_p": 0.11387077336869923,8376"dm_stat": -1.59621277677193838377},8378"garchx_rv11__normal__w1000_r5": {8379"n": 93,8380"ratio": 0.34712138103048823,8381"dm_p": 0.11537962324568365,8382"dm_stat": -1.5894942463523118383},8384"garchx_rv11__t__w1000_r5": {8385"n": 93,8386"ratio": 0.2657370211745238,8387"dm_p": 0.10318856843321862,8388"dm_stat": -1.64593895625099728389},8390"gas_t11__t__w1000_r5": {8391"n": 93,8392"ratio": 0.9917379837695806,8393"dm_p": 0.8802846707964754,8394"dm_stat": -0.151027515795253868395},8396"gjr11__ged__w1000_r5": {8397"n": 93,8398"ratio": 1.7713457901184713,8399"dm_p": 0.18173683514610706,8400"dm_stat": 1.34560523953847148401},8402"gjr11__normal__w1000_r5": {8403"n": 93,8404"ratio": 1.7340719531767186,8405"dm_p": 0.18990854900394874,8406"dm_stat": 1.32060601172197478407},8408"gjr11__skewt__w1000_r5": {8409"n": 93,8410"ratio": 1.687773311907591,8411"dm_p": 0.2057995218775813,8412"dm_stat": 1.27420657841742958413},8414"gjr11__t__w1000_r5": {8415"n": 93,8416"ratio": 1.6888892585641002,8417"dm_p": 0.20622664602791668,8418"dm_stat": 1.27299668695877928419},8420"har_rv__empirical__w1000_r5": {8421"n": 93,8422"ratio": 0.19674705554304683,8423"dm_p": 0.09191853050730724,8424"dm_stat": -1.70313720336656338425},8426"heavy11__normal__w1000_r5": {8427"n": 93,8428"ratio": 0.347479445149193,8429"dm_p": 0.11555892477019475,8430"dm_stat": -1.58870053935825438431},8432"heavy11__t__w1000_r5": {8433"n": 93,8434"ratio": 0.356428066069793,8435"dm_p": 0.13243611198190958,8436"dm_stat": -1.51802888515743958437},8438"histvar22__empirical__w1000_r5": {8439"n": 93,8440"ratio": 0.8111426841622075,8441"dm_p": 0.4505860464792339,8442"dm_stat": -0.75766808280697828443},8444"histvar252__empirical__w1000_r5": {8445"n": 93,8446"ratio": 2.191688796062201,8447"dm_p": 0.05468322655027902,8448"dm_stat": 1.94619174886880368449},8450"histvar66__empirical__w1000_r5": {8451"n": 93,8452"ratio": 1.3354701834335596,8453"dm_p": 0.0027229499657134204,8454"dm_stat": 3.0807911679658448455},8456"igarch11__ged__w1000_r5": {8457"n": 93,8458"ratio": 1.0977581894479742,8459"dm_p": 0.24827258494493576,8460"dm_stat": 1.1619221662789028461},8462"igarch11__normal__w1000_r5": {8463"n": 93,8464"ratio": 1.1642952224867122,8465"dm_p": 0.00753086819451614,8466"dm_stat": 2.7327789751531188467},8468"igarch11__skewt__w1000_r5": {8469"n": 93,8470"ratio": 0.9486381077597441,8471"dm_p": 0.7326985153249905,8472"dm_stat": -0.3425765288813068473},8474"igarch11__t__w1000_r5": {8475"n": 93,8476"ratio": 0.9684397901280872,8477"dm_p": 0.8249669382842955,8478"dm_stat": -0.22179257454645068479},8480"loghar_rv__empirical__w1000_r5": {8481"n": 93,8482"ratio": 0.23082069424378673,8483"dm_p": 0.08747296555798816,8484"dm_stat": -1.72728154537401028485},8486"msgarch2__normal__w1000_r5": {8487"n": 93,8488"ratio": 1.0331676997359533,8489"dm_p": 0.7168511142328594,8490"dm_stat": 0.363787843482418278491},8492"msgarch2__t__w1000_r5": {8493"n": 93,8494"ratio": 0.851362508649856,8495"dm_p": 0.4218951883814793,8496"dm_stat": -0.80674304577522598497},8498"nagarch11__ged__w1000_r5": {8499"n": 93,8500"ratio": 0.9734518487406953,8501"dm_p": 0.370425294133559,8502"dm_stat": -0.90008452128157178503},8504"nagarch11__normal__w1000_r5": {8505"n": 93,8506"ratio": 1.1955061238036504,8507"dm_p": 0.11176118687932919,8508"dm_stat": 1.60572672689599238509},8510"nagarch11__skewt__w1000_r5": {8511"n": 93,8512"ratio": 0.8695189184838219,8513"dm_p": 0.14627810529591337,8514"dm_stat": -1.46519079704333048515},8516"nagarch11__t__w1000_r5": {8517"n": 93,8518"ratio": 0.8704602234618164,8519"dm_p": 0.1423308508378352,8520"dm_stat": -1.47984521608079968521},8522"qgarch11__ged__w1000_r5": {8523"n": 93,8524"ratio": 0.9789330914918303,8525"dm_p": 0.42783540076752785,8526"dm_stat": -0.79642507795984148527},8528"qgarch11__normal__w1000_r5": {8529"n": 93,8530"ratio": 1.0499096487305304,8531"dm_p": 0.05133923932583768,8532"dm_stat": 1.97436420746453228533},8534"qgarch11__skewt__w1000_r5": {8535"n": 93,8536"ratio": 0.8792084869642458,8537"dm_p": 0.15116998941132215,8538"dm_stat": -1.44745006482465278539},8540"qgarch11__t__w1000_r5": {8541"n": 93,8542"ratio": 0.88163854684474,8543"dm_p": 0.14743680657486352,8544"dm_stat": -1.46094753555023468545},8546"realgarch11__normal__w1000_r5": {8547"n": 93,8548"ratio": 0.759810162149051,8549"dm_p": 0.07110491780830543,8550"dm_stat": -1.82592866742087978551},8552"realgarch11__t__w1000_r5": {8553"n": 93,8554"ratio": 0.6853846947919119,8555"dm_p": 0.07355713625034953,8556"dm_stat": -1.81002335608264668557},8558"rm2006__normal__w1000_r5": {8559"n": 93,8560"ratio": 0.5508757043830713,8561"dm_p": 0.21800971940900876,8562"dm_stat": -1.24032355984416938563},8564"rm_rw__empirical__w1000_r5": {8565"n": 93,8566"ratio": 0.1915643268647388,8567"dm_p": 0.10178572888179717,8568"dm_stat": -1.65277384569730858569},8570"tarch11__ged__w1000_r5": {8571"n": 93,8572"ratio": 1.384728950947977,8573"dm_p": 0.2821627284495771,8574"dm_stat": 1.08181383593602688575},8576"tarch11__normal__w1000_r5": {8577"n": 93,8578"ratio": 1.4058064088987374,8579"dm_p": 0.2614771997950906,8580"dm_stat": 1.12984860410228978581},8582"tarch11__skewt__w1000_r5": {8583"n": 93,8584"ratio": 1.2882984709440763,8585"dm_p": 0.3565916161380237,8586"dm_stat": 0.92653622304036658587},8588"tarch11__t__w1000_r5": {8589"n": 93,8590"ratio": 1.2943455315842385,8591"dm_p": 0.35032963388884863,8592"dm_stat": 0.93872564322447558593}8594},8595"episode=none": {8596"aparch11__ged__w1000_r5": {8597"n": 2386,8598"ratio": 2.168921332092807,8599"dm_p": 0.0001379870006913063,8600"dm_stat": 3.81796279693802458601},8602"aparch11__normal__w1000_r5": {8603"n": 2386,8604"ratio": 2.2702614837544726,8605"dm_p": 0.0020700113251413705,8606"dm_stat": 3.08338818403836758607},8608"aparch11__skewt__w1000_r5": {8609"n": 2386,8610"ratio": 5.131646400520317,8611"dm_p": 0.009402611337450666,8612"dm_stat": 2.59916769189091758613},8614"aparch11__t__w1000_r5": {8615"n": 2386,8616"ratio": 4.474949350978314,8617"dm_p": 0.006124178294780378,8618"dm_stat": 2.7435056608766928619},8620"arch5__ged__w1000_r5": {8621"n": 2386,8622"ratio": 1.0350011051613002,8623"dm_p": 0.627941813974015,8624"dm_stat": 0.484688529417241838625},8626"arch5__normal__w1000_r5": {8627"n": 2386,8628"ratio": 1.0835951648067785,8629"dm_p": 0.33566188755853854,8630"dm_stat": 0.9629666384854198631},8632"arch5__skewt__w1000_r5": {8633"n": 2386,8634"ratio": 1.0071488353416962,8635"dm_p": 0.9105443333602146,8636"dm_stat": 0.112363900229593748637},8638"arch5__t__w1000_r5": {8639"n": 2386,8640"ratio": 1.0073063517707763,8641"dm_p": 0.9089383875988534,8642"dm_stat": 0.11438985082701428643},8644"avgarch11__ged__w1000_r5": {8645"n": 2386,8646"ratio": 0.9318970612289011,8647"dm_p": 0.1925018101332902,8648"dm_stat": -1.3035824292363678649},8650"avgarch11__normal__w1000_r5": {8651"n": 2386,8652"ratio": 0.930861702727911,8653"dm_p": 0.10229240575052963,8654"dm_stat": -1.63446889328264858655},8656"avgarch11__skewt__w1000_r5": {8657"n": 2386,8658"ratio": 0.9340387559727272,8659"dm_p": 0.2639411899565541,8660"dm_stat": -1.11738757857288558661},8662"avgarch11__t__w1000_r5": {8663"n": 2386,8664"ratio": 0.9352082079499142,8665"dm_p": 0.2730460844438583,8666"dm_stat": -1.09632768344578258667},8668"cgarch11__ged__w1000_r5": {8669"n": 2386,8670"ratio": 0.9078677326219733,8671"dm_p": 0.014363933484255742,8672"dm_stat": -2.449826568550178673},8674"cgarch11__normal__w1000_r5": {8675"n": 2386,8676"ratio": 0.937848822179955,8677"dm_p": 0.08821621800526085,8678"dm_stat": -1.70558159390099268679},8680"cgarch11__skewt__w1000_r5": {8681"n": 2386,8682"ratio": 0.8960258777117547,8683"dm_p": 0.01902198295959284,8684"dm_stat": -2.3466986138650498685},8686"cgarch11__t__w1000_r5": {8687"n": 2386,8688"ratio": 0.8970729561942986,8689"dm_p": 0.020114813479860973,8690"dm_stat": -2.3257600018486468691},8692"constvar__normal__w1000_r5": {8693"n": 2386,8694"ratio": 1.1938311885036348,8695"dm_p": 0.02154861651799102,8696"dm_stat": 2.2997457922319578697},8698"egarch11__ged__w1000_r5": {8699"n": 2386,8700"ratio": 1.9964014594987745,8701"dm_p": 0.17474453255304356,8702"dm_stat": 1.35751982082121568703},8704"egarch11__normal__w1000_r5": {8705"n": 2381,8706"ratio": 177014.64082024945,8707"dm_p": 0.3094023239838552,8708"dm_stat": 1.01669407799569018709},8710"egarch11__skewt__w1000_r5": {8711"n": 2356,8712"ratio": 1.561351884950064,8713"dm_p": 0.09115443842125609,8714"dm_stat": 1.69003065416338278715},8716"egarch11__t__w1000_r5": {8717"n": 2371,8718"ratio": 1.0611572361726647,8719"dm_p": 0.39154291915142386,8720"dm_stat": 0.85697938959945458721},8722"ewma094__normal__w1000_r5": {8723"n": 2386,8724"ratio": 0.9083613137275884,8725"dm_p": 0.0954167138816784,8726"dm_stat": -1.66815255610608338727},8728"figarch11__ged__w1000_r5": {8729"n": 2386,8730"ratio": 0.8713070868115974,8731"dm_p": 0.0005933173816464565,8732"dm_stat": -3.43926379646173568733},8734"figarch11__normal__w1000_r5": {8735"n": 2386,8736"ratio": 0.8921113588424903,8737"dm_p": 0.0028965941980074236,8738"dm_stat": -2.98158875564496878739},8740"figarch11__skewt__w1000_r5": {8741"n": 2386,8742"ratio": 0.8628210834874296,8743"dm_p": 0.0016430669880226408,8744"dm_stat": -3.15175546140490338745},8746"figarch11__t__w1000_r5": {8747"n": 2386,8748"ratio": 0.86395924068777,8749"dm_p": 0.0017129458245357496,8750"dm_stat": -3.1395216355473188751},8752"garch11__ged__w1000_r5": {8753"n": 2386,8754"ratio": 0.9451744029852355,8755"dm_p": 0.12834255666978547,8756"dm_stat": -1.52119864106329588757},8758"garch11__normal__w1000_r5": {8759"n": 2386,8760"ratio": 1.0,8761"dm_p": 1.0,8762"dm_stat": 0.08763},8764"garch11__skewt__w1000_r5": {8765"n": 2386,8766"ratio": 0.9290525374680989,8767"dm_p": 0.10004478880806085,8768"dm_stat": -1.64527546936316688769},8770"garch11__t__w1000_r5": {8771"n": 2386,8772"ratio": 0.9309838715945579,8773"dm_p": 0.11124176378838238,8774"dm_stat": -1.59322709817173518775},8776"garch12__ged__w1000_r5": {8777"n": 2386,8778"ratio": 0.9603349588347789,8779"dm_p": 0.1613152807131533,8780"dm_stat": -1.40109663029447038781},8782"garch12__normal__w1000_r5": {8783"n": 2386,8784"ratio": 0.9617898445681142,8785"dm_p": 0.28180821453299143,8786"dm_stat": -1.07650976561818488787},8788"garch12__skewt__w1000_r5": {8789"n": 2386,8790"ratio": 0.9268087392199535,8791"dm_p": 0.08960354654404126,8792"dm_stat": -1.698183648939288793},8794"garch12__t__w1000_r5": {8795"n": 2386,8796"ratio": 0.927481784576422,8797"dm_p": 0.0933503403452105,8798"dm_stat": -1.6786547941788688799},8800"garch21__ged__w1000_r5": {8801"n": 2386,8802"ratio": 0.9492315070297107,8803"dm_p": 0.21324452335959965,8804"dm_stat": -1.24502595828155178805},8806"garch21__normal__w1000_r5": {8807"n": 2386,8808"ratio": 0.9884208494937058,8809"dm_p": 0.7031546797281367,8810"dm_stat": -0.3811112032491538811},8812"garch21__skewt__w1000_r5": {8813"n": 2386,8814"ratio": 0.9311849315728623,8815"dm_p": 0.14431055720055647,8816"dm_stat": -1.4604048359333688817},8818"garch21__t__w1000_r5": {8819"n": 2386,8820"ratio": 0.9318833024058206,8821"dm_p": 0.14969735715298654,8822"dm_stat": -1.44106583240654868823},8824"garchm11__ged__w1000_r5": {8825"n": 2386,8826"ratio": 0.9555238594037668,8827"dm_p": 0.23068566732597026,8828"dm_stat": -1.19890069051961678829},8830"garchm11__normal__w1000_r5": {8831"n": 2386,8832"ratio": 1.0005665275457039,8833"dm_p": 0.8319768902304852,8834"dm_stat": 0.212190063588861288835},8836"garchm11__skewt__w1000_r5": {8837"n": 2386,8838"ratio": 0.9392468963268256,8839"dm_p": 0.1673590277016424,8840"dm_stat": -1.3811604270538548841},8842"garchm11__t__w1000_r5": {8843"n": 2386,8844"ratio": 0.9400769915864138,8845"dm_p": 0.17342894475425025,8846"dm_stat": -1.36167543972666688847},8848"garchx_rv11__normal__w1000_r5": {8849"n": 2386,8850"ratio": 0.7390477589805631,8851"dm_p": 4.284458095677775e-05,8852"dm_stat": -4.0992005024034728853},8854"garchx_rv11__t__w1000_r5": {8855"n": 2386,8856"ratio": 0.7186386835292616,8857"dm_p": 3.066648797583468e-05,8858"dm_stat": -4.1765027861002128859},8860"gas_t11__t__w1000_r5": {8861"n": 2386,8862"ratio": 0.9592405419761564,8863"dm_p": 0.5827157787922589,8864"dm_stat": -0.54949713160481168865},8866"gjr11__ged__w1000_r5": {8867"n": 2386,8868"ratio": 1.0850796045193014,8869"dm_p": 0.42553238754733497,8870"dm_stat": 0.79699651479709788871},8872"gjr11__normal__w1000_r5": {8873"n": 2386,8874"ratio": 1.0892582755666298,8875"dm_p": 0.3594498722743929,8876"dm_stat": 0.91659061923685248877},8878"gjr11__skewt__w1000_r5": {8879"n": 2386,8880"ratio": 1.085428229058913,8881"dm_p": 0.45889011429781257,8882"dm_stat": 0.74079592051120318883},8884"gjr11__t__w1000_r5": {8885"n": 2386,8886"ratio": 1.0840748472791428,8887"dm_p": 0.464985772767778,8888"dm_stat": 0.7307792642016928889},8890"har_rv__empirical__w1000_r5": {8891"n": 2386,8892"ratio": 0.7293358359007456,8893"dm_p": 0.00043533572878827655,8894"dm_stat": -3.52261841949057038895},8896"heavy11__normal__w1000_r5": {8897"n": 2386,8898"ratio": 0.7417955546791114,8899"dm_p": 4.853535482761143e-05,8900"dm_stat": -4.0700364964561248901},8902"heavy11__t__w1000_r5": {8903"n": 2386,8904"ratio": 0.7236083691223398,8905"dm_p": 3.645857442590326e-05,8906"dm_stat": -4.1366716023451638907},8908"histvar22__empirical__w1000_r5": {8909"n": 2386,8910"ratio": 1.1504992796097198,8911"dm_p": 0.15429968368636007,8912"dm_stat": 1.42495973225840678913},8914"histvar252__empirical__w1000_r5": {8915"n": 2386,8916"ratio": 1.0776399288620806,8917"dm_p": 0.24785541559934815,8918"dm_stat": 1.1558570291549888919},8920"histvar66__empirical__w1000_r5": {8921"n": 2386,8922"ratio": 1.0547747099836806,8923"dm_p": 0.5974236988624396,8924"dm_stat": 0.52817978343034348925},8926"igarch11__ged__w1000_r5": {8927"n": 2386,8928"ratio": 0.9425460064773722,8929"dm_p": 0.39138871465034597,8930"dm_stat": -0.85725751150600998931},8932"igarch11__normal__w1000_r5": {8933"n": 2386,8934"ratio": 0.940874493032512,8935"dm_p": 0.35908246153079465,8936"dm_stat": -0.91729187268039858937},8938"igarch11__skewt__w1000_r5": {8939"n": 2386,8940"ratio": 0.9532283279091218,8941"dm_p": 0.4902228856138966,8942"dm_stat": -0.69006113075830128943},8944"igarch11__t__w1000_r5": {8945"n": 2386,8946"ratio": 0.949109138947256,8947"dm_p": 0.45697386550654506,8948"dm_stat": -0.74396015814165278949},8950"loghar_rv__empirical__w1000_r5": {8951"n": 2386,8952"ratio": 0.6999751011456204,8953"dm_p": 1.2617117006270384e-07,8954"dm_stat": -5.300385533897548955},8956"msgarch2__normal__w1000_r5": {8957"n": 2386,8958"ratio": 0.9054564187966241,8959"dm_p": 0.010986549727699968,8960"dm_stat": -2.54511845383117758961},8962"msgarch2__t__w1000_r5": {8963"n": 2386,8964"ratio": 0.8541973659586639,8965"dm_p": 0.009105367002702484,8966"dm_stat": -2.61020707300295658967},8968"nagarch11__ged__w1000_r5": {8969"n": 2386,8970"ratio": 1.806764882916468,8971"dm_p": 0.272208651441686,8972"dm_stat": 1.09824437564600598973},8974"nagarch11__normal__w1000_r5": {8975"n": 2386,8976"ratio": 2.1538503372097915,8977"dm_p": 0.30435784908231334,8978"dm_stat": 1.0273542856133328979},8980"nagarch11__skewt__w1000_r5": {8981"n": 2386,8982"ratio": 2.9032893054061804,8983"dm_p": 0.2966284443291112,8984"dm_stat": 1.04391947251305168985},8986"nagarch11__t__w1000_r5": {8987"n": 2386,8988"ratio": 1.768188147941257,8989"dm_p": 0.27491884384377324,8990"dm_stat": 1.09205587382328648991},8992"qgarch11__ged__w1000_r5": {8993"n": 2386,8994"ratio": 1.0510636611110582,8995"dm_p": 0.4250042260810654,8996"dm_stat": 0.79790643196868698997},8998"qgarch11__normal__w1000_r5": {8999"n": 2386,9000"ratio": 1.0935885124623728,9001"dm_p": 0.07428824016742507,9002"dm_stat": 1.78561747027211159003},9004"qgarch11__skewt__w1000_r5": {9005"n": 2386,9006"ratio": 1.027452575970336,9007"dm_p": 0.6650175758460342,9008"dm_stat": 0.43305003937239259009},9010"qgarch11__t__w1000_r5": {9011"n": 2386,9012"ratio": 1.0268528628569313,9013"dm_p": 0.6720428923855328,9014"dm_stat": 0.4233982580058129015},9016"realgarch11__normal__w1000_r5": {9017"n": 2386,9018"ratio": 0.7360404139728002,9019"dm_p": 3.658120956752359e-05,9020"dm_stat": -4.135895090932529021},9022"realgarch11__t__w1000_r5": {9023"n": 2386,9024"ratio": 0.7667584827113999,9025"dm_p": 0.0012205491935472867,9026"dm_stat": -3.23792282479129729027},9028"rm2006__normal__w1000_r5": {9029"n": 2386,9030"ratio": 0.8520351558617317,9031"dm_p": 0.0013883296140242169,9032"dm_stat": -3.20083092719619839033},9034"rm_rw__empirical__w1000_r5": {9035"n": 2386,9036"ratio": 0.9993782688868761,9037"dm_p": 0.994627586740337,9038"dm_stat": -0.0067340782426503289039},9040"tarch11__ged__w1000_r5": {9041"n": 2386,9042"ratio": 1.1362736645937532,9043"dm_p": 0.33590076990263834,9044"dm_stat": 0.96249064946427439045},9046"tarch11__normal__w1000_r5": {9047"n": 2386,9048"ratio": 1.1104591791771177,9049"dm_p": 0.38941193311955336,9050"dm_stat": 0.86084139483350299051},9052"tarch11__skewt__w1000_r5": {9053"n": 2386,9054"ratio": 1.151007870500846,9055"dm_p": 0.31951128705601856,9056"dm_stat": 0.99567046997458899057},9058"tarch11__t__w1000_r5": {9059"n": 2386,9060"ratio": 1.1525449494239735,9061"dm_p": 0.3138961208867015,9062"dm_stat": 1.0072931112438439063}9064},9065"episode=rate_shock_2022": {9066"aparch11__ged__w1000_r5": {9067"n": 258,9068"ratio": 0.9638536349106431,9069"dm_p": 0.676074466725788,9070"dm_stat": -0.418303619450740249071},9072"aparch11__normal__w1000_r5": {9073"n": 258,9074"ratio": 0.9683609358735753,9075"dm_p": 0.6264982114230166,9076"dm_stat": -0.487247599715401949077},9078"aparch11__skewt__w1000_r5": {9079"n": 258,9080"ratio": 0.9504085048764608,9081"dm_p": 0.5609178004064128,9082"dm_stat": -0.5822365198383729083},9084"aparch11__t__w1000_r5": {9085"n": 258,9086"ratio": 0.946756985275023,9087"dm_p": 0.5212084622479436,9088"dm_stat": -0.64236555628301289089},9090"arch5__ged__w1000_r5": {9091"n": 258,9092"ratio": 1.3505783689754598,9093"dm_p": 0.00227034607278056,9094"dm_stat": 3.0832977034227779095},9096"arch5__normal__w1000_r5": {9097"n": 258,9098"ratio": 1.355909785541334,9099"dm_p": 0.0016275140126002906,9100"dm_stat": 3.18475452273696259101},9102"arch5__skewt__w1000_r5": {9103"n": 258,9104"ratio": 1.316595507678673,9105"dm_p": 0.006155070371001436,9106"dm_stat": 2.7622420290472389107},9108"arch5__t__w1000_r5": {9109"n": 258,9110"ratio": 1.317092876575824,9111"dm_p": 0.006091666163282766,9112"dm_stat": 2.76572299113865639113},9114"avgarch11__ged__w1000_r5": {9115"n": 258,9116"ratio": 1.0025075827867225,9117"dm_p": 0.9730648445022255,9118"dm_stat": 0.033797524045269219119},9120"avgarch11__normal__w1000_r5": {9121"n": 258,9122"ratio": 1.0102925116093184,9123"dm_p": 0.8672161093343677,9124"dm_stat": 0.167362925943562429125},9126"avgarch11__skewt__w1000_r5": {9127"n": 258,9128"ratio": 0.9687671691870715,9129"dm_p": 0.6567702348729856,9130"dm_stat": -0.44489480846547749131},9132"avgarch11__t__w1000_r5": {9133"n": 258,9134"ratio": 0.9715184950537747,9135"dm_p": 0.6863831336218258,9136"dm_stat": -0.404225435481894279137},9138"cgarch11__ged__w1000_r5": {9139"n": 258,9140"ratio": 0.8490095324879788,9141"dm_p": 0.011630288934823098,9142"dm_stat": -2.54137115920802139143},9144"cgarch11__normal__w1000_r5": {9145"n": 258,9146"ratio": 0.8381289935627942,9147"dm_p": 0.008497918777672524,9148"dm_stat": -2.65205482501475989149},9150"cgarch11__skewt__w1000_r5": {9151"n": 258,9152"ratio": 0.8361880830776776,9153"dm_p": 0.008303400220821766,9154"dm_stat": -2.66008226646958569155},9156"cgarch11__t__w1000_r5": {9157"n": 258,9158"ratio": 0.8371462515285463,9159"dm_p": 0.008904896372433172,9160"dm_stat": -2.6357805863756999161},9162"constvar__normal__w1000_r5": {9163"n": 258,9164"ratio": 2.0862857222748765,9165"dm_p": 0.0012251763275342906,9166"dm_stat": 3.26933663017401039167},9168"egarch11__ged__w1000_r5": {9169"n": 258,9170"ratio": 0.9249222045272119,9171"dm_p": 0.42816997370189186,9172"dm_stat": -0.79358358429264319173},9174"egarch11__normal__w1000_r5": {9175"n": 258,9176"ratio": 0.9322002225456513,9177"dm_p": 0.37891632432398703,9178"dm_stat": -0.88141591286742389179},9180"egarch11__skewt__w1000_r5": {9181"n": 258,9182"ratio": 0.8991817808338222,9183"dm_p": 0.2561932026965154,9184"dm_stat": -1.1379689405700149185},9186"egarch11__t__w1000_r5": {9187"n": 258,9188"ratio": 0.9027583693250626,9189"dm_p": 0.2718008102510286,9190"dm_stat": -1.10129001971139559191},9192"ewma094__normal__w1000_r5": {9193"n": 258,9194"ratio": 0.9467475876140524,9195"dm_p": 0.2978853645144268,9196"dm_stat": -1.04309310074519369197},9198"figarch11__ged__w1000_r5": {9199"n": 258,9200"ratio": 0.8880435388306221,9201"dm_p": 0.007416076875566486,9202"dm_stat": -2.6989962884121529203},9204"figarch11__normal__w1000_r5": {9205"n": 258,9206"ratio": 0.8918588420169234,9207"dm_p": 0.009937169800374644,9208"dm_stat": -2.59731784502178359209},9210"figarch11__skewt__w1000_r5": {9211"n": 258,9212"ratio": 0.8659580016945773,9213"dm_p": 0.00467543203450127,9214"dm_stat": -2.853553556865019215},9216"figarch11__t__w1000_r5": {9217"n": 258,9218"ratio": 0.8647696118640806,9219"dm_p": 0.004349853605909269,9220"dm_stat": -2.8771498247958859221},9222"garch11__ged__w1000_r5": {9223"n": 258,9224"ratio": 1.0300522558520386,9225"dm_p": 0.6143144873784299,9226"dm_stat": 0.5045396890190879227},9228"garch11__normal__w1000_r5": {9229"n": 258,9230"ratio": 1.0,9231"dm_p": 1.0,9232"dm_stat": 0.09233},9234"garch11__skewt__w1000_r5": {9235"n": 258,9236"ratio": 1.0142512950399927,9237"dm_p": 0.8305238453484708,9238"dm_stat": 0.21424762908012629239},9240"garch11__t__w1000_r5": {9241"n": 258,9242"ratio": 1.023527927183188,9243"dm_p": 0.7209031613612414,9244"dm_stat": 0.357644162025806469245},9246"garch12__ged__w1000_r5": {9247"n": 258,9248"ratio": 1.0048130222690783,9249"dm_p": 0.9232100530019475,9250"dm_stat": 0.096485667774283239251},9252"garch12__normal__w1000_r5": {9253"n": 258,9254"ratio": 0.9945814228952269,9255"dm_p": 0.7938180058501692,9256"dm_stat": -0.26162774555437219257},9258"garch12__skewt__w1000_r5": {9259"n": 258,9260"ratio": 0.9757992340692214,9261"dm_p": 0.6522376057048218,9262"dm_stat": -0.451183722435633659263},9264"garch12__t__w1000_r5": {9265"n": 258,9266"ratio": 0.9782685031811343,9267"dm_p": 0.6770007969634328,9268"dm_stat": -0.41703519791332379269},9270"garch21__ged__w1000_r5": {9271"n": 258,9272"ratio": 1.0300602433452455,9273"dm_p": 0.6142555766057181,9274"dm_stat": 0.50462366421722089275},9276"garch21__normal__w1000_r5": {9277"n": 258,9278"ratio": 1.0000026120348964,9279"dm_p": 0.849295019199902,9280"dm_stat": 0.190209631579885389281},9282"garch21__skewt__w1000_r5": {9283"n": 258,9284"ratio": 1.0170501111440124,9285"dm_p": 0.7980744304873041,9286"dm_stat": 0.25610526715233949287},9288"garch21__t__w1000_r5": {9289"n": 258,9290"ratio": 1.0235413099501447,9291"dm_p": 0.7207306850158679,9292"dm_stat": 0.35787489317407219293},9294"garchm11__ged__w1000_r5": {9295"n": 258,9296"ratio": 1.0331862136174144,9297"dm_p": 0.6975179598631994,9298"dm_stat": 0.389108673863366239299},9300"garchm11__normal__w1000_r5": {9301"n": 258,9302"ratio": 1.0439144431667666,9303"dm_p": 0.2344990451052437,9304"dm_stat": 1.19164678087673089305},9306"garchm11__skewt__w1000_r5": {9307"n": 258,9308"ratio": 1.0027534368872821,9309"dm_p": 0.9769963695057668,9310"dm_stat": 0.0288628569052297489311},9312"garchm11__t__w1000_r5": {9313"n": 258,9314"ratio": 0.9959509298846981,9315"dm_p": 0.9653462854482473,9316"dm_stat": -0.043488016691210879317},9318"garchx_rv11__normal__w1000_r5": {9319"n": 258,9320"ratio": 0.5419938314850461,9321"dm_p": 0.00839597186935239,9322"dm_stat": -2.65624113360238359323},9324"garchx_rv11__t__w1000_r5": {9325"n": 258,9326"ratio": 0.5164581803093746,9327"dm_p": 0.007056066542290773,9328"dm_stat": -2.71599429840939259329},9330"gas_t11__t__w1000_r5": {9331"n": 258,9332"ratio": 0.9521551804067218,9333"dm_p": 0.529389889869775,9334"dm_stat": -0.62979244652613699335},9336"gjr11__ged__w1000_r5": {9337"n": 258,9338"ratio": 0.9823158591883488,9339"dm_p": 0.8158323266497371,9340"dm_stat": -0.233147666322296869341},9342"gjr11__normal__w1000_r5": {9343"n": 258,9344"ratio": 0.9721411410902487,9345"dm_p": 0.16320047492684744,9346"dm_stat": -1.39839336263572929347},9348"gjr11__skewt__w1000_r5": {9349"n": 258,9350"ratio": 0.9611539475266865,9351"dm_p": 0.6109226578022114,9352"dm_stat": -0.50938046059961999353},9354"gjr11__t__w1000_r5": {9355"n": 258,9356"ratio": 0.9696706173813113,9357"dm_p": 0.6812160024157187,9358"dm_stat": -0.411271783172845139359},9360"har_rv__empirical__w1000_r5": {9361"n": 258,9362"ratio": 0.47333206842946984,9363"dm_p": 0.0016849018540473046,9364"dm_stat": -3.1743115994316989365},9366"heavy11__normal__w1000_r5": {9367"n": 258,9368"ratio": 0.5404071115413326,9369"dm_p": 0.00807510280565652,9370"dm_stat": -2.6697224655644589371},9372"heavy11__t__w1000_r5": {9373"n": 258,9374"ratio": 0.5215589593265343,9375"dm_p": 0.007167740035523936,9376"dm_stat": -2.7106394167330529377},9378"histvar22__empirical__w1000_r5": {9379"n": 258,9380"ratio": 1.4001248755891056,9381"dm_p": 0.0015373007550514165,9382"dm_stat": 3.20188091785485579383},9384"histvar252__empirical__w1000_r5": {9385"n": 258,9386"ratio": 1.3303487496990047,9387"dm_p": 0.07883279055777581,9388"dm_stat": 1.76451718188999769389},9390"histvar66__empirical__w1000_r5": {9391"n": 258,9392"ratio": 1.370805965926374,9393"dm_p": 0.13797130401149207,9394"dm_stat": 1.48802100956421929395},9396"igarch11__ged__w1000_r5": {9397"n": 258,9398"ratio": 0.9284538983234776,9399"dm_p": 0.29556852630112773,9400"dm_stat": -1.04811885944713719401},9402"igarch11__normal__w1000_r5": {9403"n": 258,9404"ratio": 0.9055272809929286,9405"dm_p": 0.13206956096066907,9406"dm_stat": -1.5107937152231849407},9408"igarch11__skewt__w1000_r5": {9409"n": 258,9410"ratio": 0.9276117334079349,9411"dm_p": 0.3001440008820578,9412"dm_stat": -1.0382188201375349413},9414"igarch11__t__w1000_r5": {9415"n": 258,9416"ratio": 0.9250125748212267,9417"dm_p": 0.27993167723135587,9418"dm_stat": -1.08275575070243929419},9420"loghar_rv__empirical__w1000_r5": {9421"n": 258,9422"ratio": 0.46841176911692695,9423"dm_p": 0.0004375730242529563,9424"dm_stat": -3.56257408080264969425},9426"msgarch2__normal__w1000_r5": {9427"n": 258,9428"ratio": 0.9013343778386493,9429"dm_p": 0.08456725184437591,9430"dm_stat": -1.73147421427102539431},9432"msgarch2__t__w1000_r5": {9433"n": 258,9434"ratio": 0.8583195191837704,9435"dm_p": 0.10675424288948394,9436"dm_stat": -1.61862623547442879437},9438"nagarch11__ged__w1000_r5": {9439"n": 258,9440"ratio": 0.9653375069758615,9441"dm_p": 0.695749905951026,9442"dm_stat": -0.391502964049230639443},9444"nagarch11__normal__w1000_r5": {9445"n": 258,9446"ratio": 0.941248180333377,9447"dm_p": 0.046507197349152894,9448"dm_stat": -2.0004176973849999449},9450"nagarch11__skewt__w1000_r5": {9451"n": 258,9452"ratio": 0.9507758546848297,9453"dm_p": 0.6039595318159846,9454"dm_stat": -0.51935593394890489455},9456"nagarch11__t__w1000_r5": {9457"n": 258,9458"ratio": 0.9594763151353215,9459"dm_p": 0.6663493517033062,9460"dm_stat": -0.431661500561586539461},9462"qgarch11__ged__w1000_r5": {9463"n": 258,9464"ratio": 0.9764537957887844,9465"dm_p": 0.7773258266549656,9466"dm_stat": -0.28310294216817929467},9468"qgarch11__normal__w1000_r5": {9469"n": 258,9470"ratio": 0.9450157095546561,9471"dm_p": 0.03849797067368408,9472"dm_stat": -2.08020171722841249473},9474"qgarch11__skewt__w1000_r5": {9475"n": 258,9476"ratio": 0.961873168623449,9477"dm_p": 0.6640594365643024,9478"dm_stat": -0.43481798323133829479},9480"qgarch11__t__w1000_r5": {9481"n": 258,9482"ratio": 0.9699835173681036,9483"dm_p": 0.7276259062847246,9484"dm_stat": -0.348665505837192759485},9486"realgarch11__normal__w1000_r5": {9487"n": 258,9488"ratio": 0.5933777497898932,9489"dm_p": 0.0005347898724812929,9490"dm_stat": -3.50695669138086749491},9492"realgarch11__t__w1000_r5": {9493"n": 258,9494"ratio": 0.5799681132806868,9495"dm_p": 0.00043182966641136636,9496"dm_stat": -3.56621266780264859497},9498"rm2006__normal__w1000_r5": {9499"n": 258,9500"ratio": 0.8552203379430997,9501"dm_p": 7.85510210257519e-07,9502"dm_stat": -5.06359820209616459503},9504"rm_rw__empirical__w1000_r5": {9505"n": 258,9506"ratio": 0.5458016292426182,9507"dm_p": 0.01853757530016157,9508"dm_stat": -2.36978425143206379509},9510"tarch11__ged__w1000_r5": {9511"n": 258,9512"ratio": 0.9283763390781343,9513"dm_p": 0.4694729836563626,9514"dm_stat": -0.72441005050822899515},9516"tarch11__normal__w1000_r5": {9517"n": 258,9518"ratio": 0.945908522091075,9519"dm_p": 0.5144484124498888,9520"dm_stat": -0.6528315709207839521},9522"tarch11__skewt__w1000_r5": {9523"n": 258,9524"ratio": 0.8957361398913964,9525"dm_p": 0.2460948821698297,9526"dm_stat": -1.1625392203175519527},9528"tarch11__t__w1000_r5": {9529"n": 258,9530"ratio": 0.899823666818007,9531"dm_p": 0.26629865509938305,9532"dm_stat": -1.1140497006093369533}9534}9535},9536"5": {9537"vol_tercile=high": {9538"aparch11__ged__w1000_r5": {9539"n": 1346,9540"ratio": 1.463365449375968,9541"dm_p": 0.011955829294187429,9542"dm_stat": 2.51686833947879239543},9544"aparch11__normal__w1000_r5": {9545"n": 1346,9546"ratio": 1.3906645746681177,9547"dm_p": 0.10908136218470883,9548"dm_stat": 1.60339907045744929549},9550"aparch11__skewt__w1000_r5": {9551"n": 1346,9552"ratio": 1.1884497693273006,9553"dm_p": 0.11866261342588243,9554"dm_stat": 1.56140863050626299555},9556"aparch11__t__w1000_r5": {9557"n": 1346,9558"ratio": 1.7145424771312547,9559"dm_p": 0.07118840633798201,9560"dm_stat": 1.80570197218678829561},9562"arch5__ged__w1000_r5": {9563"n": 1346,9564"ratio": 1.1034530517088852,9565"dm_p": 0.22818903789754122,9566"dm_stat": 1.20558644093155189567},9568"arch5__normal__w1000_r5": {9569"n": 1346,9570"ratio": 1.0891017998537051,9571"dm_p": 0.25594062239632454,9572"dm_stat": 1.13652197979598279573},9574"arch5__skewt__w1000_r5": {9575"n": 1346,9576"ratio": 1.0793748881683323,9577"dm_p": 0.357446524810368,9578"dm_stat": 0.92055759718775159579},9580"arch5__t__w1000_r5": {9581"n": 1346,9582"ratio": 1.0815389123863988,9583"dm_p": 0.3466667878142611,9584"dm_stat": 0.94140424268216069585},9586"avgarch11__ged__w1000_r5": {9587"n": 1346,9588"ratio": 1.0207581346977666,9589"dm_p": 0.7537662250934308,9590"dm_stat": 0.313741241603421549591},9592"avgarch11__normal__w1000_r5": {9593"n": 1346,9594"ratio": 0.9755759755769187,9595"dm_p": 0.5577878130035917,9596"dm_stat": -0.58627691789896659597},9598"avgarch11__skewt__w1000_r5": {9599"n": 1346,9600"ratio": 1.02026584038393,9601"dm_p": 0.785005563421418,9602"dm_stat": 0.27285630305173839603},9604"avgarch11__t__w1000_r5": {9605"n": 1346,9606"ratio": 1.0201061527012925,9607"dm_p": 0.7864121808935394,9608"dm_stat": 0.271026574233520949609},9610"cgarch11__ged__w1000_r5": {9611"n": 1346,9612"ratio": 0.9088256069037888,9613"dm_p": 0.058569534790283165,9614"dm_stat": -1.89302136116365139615},9616"cgarch11__normal__w1000_r5": {9617"n": 1346,9618"ratio": 0.9182984925829507,9619"dm_p": 0.1150380371011251,9620"dm_stat": -1.57696802833668989621},9622"cgarch11__skewt__w1000_r5": {9623"n": 1346,9624"ratio": 0.9061491246983484,9625"dm_p": 0.08403539338325451,9626"dm_stat": -1.72901768197145479627},9628"cgarch11__t__w1000_r5": {9629"n": 1346,9630"ratio": 0.908136170709235,9631"dm_p": 0.08912434674162066,9632"dm_stat": -1.70126511263596269633},9634"constvar__normal__w1000_r5": {9635"n": 1346,9636"ratio": 1.2484042174997811,9637"dm_p": 0.028057249333203076,9638"dm_stat": 2.1988654437808469639},9640"egarch11__ged__w1000_r5": {9641"n": 1346,9642"ratio": 1.5494810795799157,9643"dm_p": 0.12017704874626463,9644"dm_stat": 1.55501796053979059645},9646"egarch11__normal__w1000_r5": {9647"n": 1346,9648"ratio": 1.5624576698004067,9649"dm_p": 0.11440705619675338,9650"dm_stat": 1.5797159694558749651},9652"egarch11__skewt__w1000_r5": {9653"n": 1322,9654"ratio": 1.6473039730529677,9655"dm_p": 0.2205531776702377,9656"dm_stat": 1.22563857153663919657},9658"egarch11__t__w1000_r5": {9659"n": 1336,9660"ratio": 1.103684889877353,9661"dm_p": 0.23722923698664442,9662"dm_stat": 1.18247146974133399663},9664"ewma094__normal__w1000_r5": {9665"n": 1346,9666"ratio": 0.8437891974956174,9667"dm_p": 0.10897550478521706,9668"dm_stat": -1.60387899389297749669},9670"figarch11__ged__w1000_r5": {9671"n": 1346,9672"ratio": 0.8945642705329527,9673"dm_p": 0.005372628900279214,9674"dm_stat": -2.7883333429206879675},9676"figarch11__normal__w1000_r5": {9677"n": 1346,9678"ratio": 0.904637607593636,9679"dm_p": 0.012522511960363835,9680"dm_stat": -2.50042997675485269681},9682"figarch11__skewt__w1000_r5": {9683"n": 1346,9684"ratio": 0.8841913062733067,9685"dm_p": 0.021861342958193693,9686"dm_stat": -2.29543778808249059687},9688"figarch11__t__w1000_r5": {9689"n": 1346,9690"ratio": 0.8858524167512959,9691"dm_p": 0.023171838880223124,9692"dm_stat": -2.2731902870904939693},9694"garch11__ged__w1000_r5": {9695"n": 1346,9696"ratio": 0.9858942611321974,9697"dm_p": 0.7170761785511726,9698"dm_stat": -0.362445375360698939699},9700"garch11__normal__w1000_r5": {9701"n": 1346,9702"ratio": 1.0,9703"dm_p": 1.0,9704"dm_stat": 0.09705},9706"garch11__skewt__w1000_r5": {9707"n": 1346,9708"ratio": 0.9638353972304373,9709"dm_p": 0.47770499566602503,9710"dm_stat": -0.71019716025637079711},9712"garch11__t__w1000_r5": {9713"n": 1346,9714"ratio": 0.9664204972398764,9715"dm_p": 0.5095995896345434,9716"dm_stat": -0.65963722474060349717},9718"garch12__ged__w1000_r5": {9719"n": 1346,9720"ratio": 0.9925554851306604,9721"dm_p": 0.8439284461109589,9722"dm_stat": -0.196909069280173029723},9724"garch12__normal__w1000_r5": {9725"n": 1346,9726"ratio": 0.9223921243115969,9727"dm_p": 0.20787228961430834,9728"dm_stat": -1.26004338488820049729},9730"garch12__skewt__w1000_r5": {9731"n": 1346,9732"ratio": 0.9591459562543888,9733"dm_p": 0.4271719550854003,9734"dm_stat": -0.79428104304773539735},9736"garch12__t__w1000_r5": {9737"n": 1346,9738"ratio": 0.9606404478915399,9739"dm_p": 0.44368448203898203,9740"dm_stat": -0.76621222895643849741},9742"garch21__ged__w1000_r5": {9743"n": 1346,9744"ratio": 0.9955780935864558,9745"dm_p": 0.9219576994748866,9746"dm_stat": -0.097986391161466649747},9748"garch21__normal__w1000_r5": {9749"n": 1346,9750"ratio": 1.0207524016460867,9751"dm_p": 0.40622886542534,9752"dm_stat": 0.83080922162358889753},9754"garch21__skewt__w1000_r5": {9755"n": 1346,9756"ratio": 0.993752178533275,9757"dm_p": 0.9276341101356722,9758"dm_stat": -0.090838919945351369759},9760"garch21__t__w1000_r5": {9761"n": 1346,9762"ratio": 0.9984936942771145,9763"dm_p": 0.982511754762121,9764"dm_stat": -0.0219240969389685849765},9766"garchm11__ged__w1000_r5": {9767"n": 1346,9768"ratio": 0.9857062192034487,9769"dm_p": 0.721472477868669,9770"dm_stat": -0.356566245567044479771},9772"garchm11__normal__w1000_r5": {9773"n": 1346,9774"ratio": 1.0057930870924974,9775"dm_p": 0.014322169425793299,9776"dm_stat": 2.45226940474095359777},9778"garchm11__skewt__w1000_r5": {9779"n": 1346,9780"ratio": 0.9615182506954871,9781"dm_p": 0.45458406739703666,9782"dm_stat": -0.74801136651488519783},9784"garchm11__t__w1000_r5": {9785"n": 1346,9786"ratio": 0.962707152081196,9787"dm_p": 0.46716173227161084,9788"dm_stat": -0.72731149738154389789},9790"garchx_rv11__normal__w1000_r5": {9791"n": 1346,9792"ratio": 0.6731468067973183,9793"dm_p": 0.0018854131821742597,9794"dm_stat": -3.11388021966711039795},9796"garchx_rv11__t__w1000_r5": {9797"n": 1346,9798"ratio": 0.6535976501014783,9799"dm_p": 0.0016026270436370353,9800"dm_stat": -3.16186641518388229801},9802"gas_t11__t__w1000_r5": {9803"n": 1346,9804"ratio": 0.9889869719439635,9805"dm_p": 0.8983053078062069,9806"dm_stat": -0.12782659972568259807},9808"gjr11__ged__w1000_r5": {9809"n": 1346,9810"ratio": 1.1255792861457237,9811"dm_p": 0.15245644788595572,9812"dm_stat": 1.43171947986478599813},9814"gjr11__normal__w1000_r5": {9815"n": 1346,9816"ratio": 1.107729307249251,9817"dm_p": 0.15415681157043182,9818"dm_stat": 1.42580453121843359819},9820"gjr11__skewt__w1000_r5": {9821"n": 1346,9822"ratio": 1.1087164982387048,9823"dm_p": 0.20183543806333248,9824"dm_stat": 1.2769637878128029825},9826"gjr11__t__w1000_r5": {9827"n": 1346,9828"ratio": 1.1088021919071667,9829"dm_p": 0.2029930096493483,9830"dm_stat": 1.27369099323507939831},9832"har_rv__empirical__w1000_r5": {9833"n": 1346,9834"ratio": 0.6179250271321939,9835"dm_p": 0.005652238787464561,9836"dm_stat": -2.7717619471765879837},9838"heavy11__normal__w1000_r5": {9839"n": 1346,9840"ratio": 0.6730705651433676,9841"dm_p": 0.001913328886303653,9842"dm_stat": -3.1095093143721969843},9844"heavy11__t__w1000_r5": {9845"n": 1346,9846"ratio": 0.6647071444152377,9847"dm_p": 0.001048294151510937,9848"dm_stat": -3.2843999025078559849},9850"histvar22__empirical__w1000_r5": {9851"n": 1346,9852"ratio": 1.0220102274209808,9853"dm_p": 0.8672301779244825,9854"dm_stat": 0.167209712288551679855},9856"histvar252__empirical__w1000_r5": {9857"n": 1346,9858"ratio": 1.108235698334472,9859"dm_p": 0.43312917699951325,9860"dm_stat": 0.78408349980158889861},9862"histvar66__empirical__w1000_r5": {9863"n": 1346,9864"ratio": 1.0346079294836725,9865"dm_p": 0.7723855303785159,9866"dm_stat": 0.2893142057885129867},9868"igarch11__ged__w1000_r5": {9869"n": 1346,9870"ratio": 0.9294347267859346,9871"dm_p": 0.43467276222951046,9872"dm_stat": -0.78145449141600019873},9874"igarch11__normal__w1000_r5": {9875"n": 1346,9876"ratio": 0.9156454646214278,9877"dm_p": 0.34098410588432543,9878"dm_stat": -0.95256018782808349879},9880"igarch11__skewt__w1000_r5": {9881"n": 1346,9882"ratio": 0.9167428701131672,9883"dm_p": 0.368601897030235,9884"dm_stat": -0.89939761924269769885},9886"igarch11__t__w1000_r5": {9887"n": 1346,9888"ratio": 0.9195610612794151,9889"dm_p": 0.38433537542974605,9890"dm_stat": -0.87022016871987539891},9892"loghar_rv__empirical__w1000_r5": {9893"n": 1346,9894"ratio": 0.6131494819619251,9895"dm_p": 0.000716700526369845,9896"dm_stat": -3.39095197184877469897},9898"msgarch2__normal__w1000_r5": {9899"n": 1346,9900"ratio": 0.9110888399193877,9901"dm_p": 0.05274851446851246,9902"dm_stat": -1.93868637425414319903},9904"msgarch2__t__w1000_r5": {9905"n": 1346,9906"ratio": 0.8796520079529643,9907"dm_p": 0.04888120845659339,9908"dm_stat": -1.97141431731002719909},9910"nagarch11__ged__w1000_r5": {9911"n": 1346,9912"ratio": 1.3111621378313518,9913"dm_p": 0.24388363864418092,9914"dm_stat": 1.16584543531582369915},9916"nagarch11__normal__w1000_r5": {9917"n": 1346,9918"ratio": 1.3506988377002775,9919"dm_p": 0.3766834249770671,9920"dm_stat": 0.88431651363779389921},9922"nagarch11__skewt__w1000_r5": {9923"n": 1346,9924"ratio": 1.6018422830319279,9925"dm_p": 0.2959744682103912,9926"dm_stat": 1.0455115395308469927},9928"nagarch11__t__w1000_r5": {9929"n": 1346,9930"ratio": 1.2887988743695686,9931"dm_p": 0.27544863646308837,9932"dm_stat": 1.0910446723906349933},9934"qgarch11__ged__w1000_r5": {9935"n": 1346,9936"ratio": 1.0373807239441089,9937"dm_p": 0.44885570395411967,9938"dm_stat": 0.75754568193348289939},9940"qgarch11__normal__w1000_r5": {9941"n": 1346,9942"ratio": 1.0437878822528985,9943"dm_p": 0.10555987532896892,9944"dm_stat": 1.61956642482035989945},9946"qgarch11__skewt__w1000_r5": {9947"n": 1346,9948"ratio": 1.0075527195244989,9949"dm_p": 0.8926302566338318,9950"dm_stat": 0.13500229859147029951},9952"qgarch11__t__w1000_r5": {9953"n": 1346,9954"ratio": 1.0070852000111898,9955"dm_p": 0.899509090824592,9956"dm_stat": 0.126305360519660519957},9958"realgarch11__normal__w1000_r5": {9959"n": 1346,9960"ratio": 0.7367763748036235,9961"dm_p": 0.00016746692246636733,9962"dm_stat": -3.774262041657489963},9964"realgarch11__t__w1000_r5": {9965"n": 1346,9966"ratio": 0.9913998800990286,9967"dm_p": 0.9472864259339286,9968"dm_stat": -0.066127146397077839969},9970"rm2006__normal__w1000_r5": {9971"n": 1346,9972"ratio": 0.8080231214991523,9973"dm_p": 0.031338933786872206,9974"dm_stat": -2.1549991286478289975},9976"rm_rw__empirical__w1000_r5": {9977"n": 1346,9978"ratio": 0.8864424683612749,9979"dm_p": 0.4249298082115437,9980"dm_stat": -0.79814058322399769981},9982"tarch11__ged__w1000_r5": {9983"n": 1346,9984"ratio": 1.1365919417265042,9985"dm_p": 0.1715113590265272,9986"dm_stat": 1.36809336789061939987},9988"tarch11__normal__w1000_r5": {9989"n": 1346,9990"ratio": 1.0608781058625982,9991"dm_p": 0.4275945716069452,9992"dm_stat": 0.79355489367465079993},9994"tarch11__skewt__w1000_r5": {9995"n": 1346,9996"ratio": 1.1406527863217584,9997"dm_p": 0.18113599072260828,9998"dm_stat": 1.33795892009694539999},10000"tarch11__t__w1000_r5": {10001"n": 1346,10002"ratio": 1.1426435624752127,10003"dm_p": 0.17494210786469536,10004"dm_stat": 1.357210268530572710005}10006},10007"vol_tercile=low": {10008"aparch11__ged__w1000_r5": {10009"n": 470,10010"ratio": 3.7079411741055996,10011"dm_p": 0.046265280339575644,10012"dm_stat": 1.99826064637196210013},10014"aparch11__normal__w1000_r5": {10015"n": 470,10016"ratio": 4.669028663766783,10017"dm_p": 0.05355810021466651,10018"dm_stat": 1.93526904944908410019},10020"aparch11__skewt__w1000_r5": {10021"n": 470,10022"ratio": 16.762656445803803,10023"dm_p": 0.10868787885833173,10024"dm_stat": 1.607179980197655610025},10026"aparch11__t__w1000_r5": {10027"n": 470,10028"ratio": 6.885869870454827,10029"dm_p": 0.016565111742546712,10030"dm_stat": 2.40486168793276810031},10032"arch5__ged__w1000_r5": {10033"n": 470,10034"ratio": 0.9494594562846862,10035"dm_p": 0.740020190837036,10036"dm_stat": -0.3320230401876951310037},10038"arch5__normal__w1000_r5": {10039"n": 470,10040"ratio": 0.959870679372981,10041"dm_p": 0.7832305317171568,10042"dm_stat": -0.2752693608217720610043},10044"arch5__skewt__w1000_r5": {10045"n": 470,10046"ratio": 0.9772819881550603,10047"dm_p": 0.8919971166960671,10048"dm_stat": -0.1358513099994971810049},10050"arch5__t__w1000_r5": {10051"n": 470,10052"ratio": 0.977015341536316,10053"dm_p": 0.8907058317398069,10054"dm_stat": -0.1374857842541908610055},10056"avgarch11__ged__w1000_r5": {10057"n": 470,10058"ratio": 0.8218962027679011,10059"dm_p": 0.13188321046522594,10060"dm_stat": -1.509348128393027710061},10062"avgarch11__normal__w1000_r5": {10063"n": 470,10064"ratio": 0.8248319557419942,10065"dm_p": 0.13733537331496318,10066"dm_stat": -1.488332163897173610067},10068"avgarch11__skewt__w1000_r5": {10069"n": 470,10070"ratio": 0.8365655701129526,10071"dm_p": 0.17537543913228915,10072"dm_stat": -1.357184237157870410073},10074"avgarch11__t__w1000_r5": {10075"n": 470,10076"ratio": 0.8437278802585428,10077"dm_p": 0.1966095716202691,10078"dm_stat": -1.293110092177257410079},10080"cgarch11__ged__w1000_r5": {10081"n": 470,10082"ratio": 0.8149260373288938,10083"dm_p": 0.014233516971808845,10084"dm_stat": -2.460506356106413810085},10086"cgarch11__normal__w1000_r5": {10087"n": 470,10088"ratio": 0.891742571316222,10089"dm_p": 0.001620134635079085,10090"dm_stat": -3.170732603630600310091},10092"cgarch11__skewt__w1000_r5": {10093"n": 470,10094"ratio": 0.7769179176901938,10095"dm_p": 0.04527179046618049,10096"dm_stat": -2.00747954842217910097},10098"cgarch11__t__w1000_r5": {10099"n": 470,10100"ratio": 0.7796707799566839,10101"dm_p": 0.04739953175793894,10102"dm_stat": -1.987937803747043410103},10104"constvar__normal__w1000_r5": {10105"n": 470,10106"ratio": 1.1256581018681653,10107"dm_p": 0.31843979075483175,10108"dm_stat": 0.998731470740628710109},10110"egarch11__ged__w1000_r5": {10111"n": 470,10112"ratio": 1.8094485823382302,10113"dm_p": 0.34377951020038205,10114"dm_stat": 0.947681776609484810115},10116"egarch11__normal__w1000_r5": {10117"n": 470,10118"ratio": 4165272.204060206,10119"dm_p": 0.315899216103011,10120"dm_stat": 1.003993996101204310121},10122"egarch11__skewt__w1000_r5": {10123"n": 470,10124"ratio": 0.8307338759839071,10125"dm_p": 0.54867126755941,10126"dm_stat": -0.600187350017189310127},10128"egarch11__t__w1000_r5": {10129"n": 470,10130"ratio": 0.6786775526737407,10131"dm_p": 0.17179233387233506,10132"dm_stat": -1.368559046844094710133},10134"ewma094__normal__w1000_r5": {10135"n": 470,10136"ratio": 0.8025368064851243,10137"dm_p": 0.030543192894075,10138"dm_stat": -2.169540148354210710139},10140"figarch11__ged__w1000_r5": {10141"n": 470,10142"ratio": 0.7624545679956625,10143"dm_p": 0.014001807388871053,10144"dm_stat": -2.46646829291404310145},10146"figarch11__normal__w1000_r5": {10147"n": 470,10148"ratio": 0.7799259094414281,10149"dm_p": 0.02160236585846434,10150"dm_stat": -2.304999630593698610151},10152"figarch11__skewt__w1000_r5": {10153"n": 470,10154"ratio": 0.7582837696067485,10155"dm_p": 0.027470319728152642,10156"dm_stat": -2.21167780314762510157},10158"figarch11__t__w1000_r5": {10159"n": 470,10160"ratio": 0.7600070436465733,10161"dm_p": 0.02803324241553166,10162"dm_stat": -2.203663719787481310163},10164"garch11__ged__w1000_r5": {10165"n": 470,10166"ratio": 0.8430430354669092,10167"dm_p": 0.15926880413985656,10168"dm_stat": -1.409775348882273710169},10170"garch11__normal__w1000_r5": {10171"n": 470,10172"ratio": 1.0,10173"dm_p": 1.0,10174"dm_stat": 0.010175},10176"garch11__skewt__w1000_r5": {10177"n": 470,10178"ratio": 0.8602890654210981,10179"dm_p": 0.21935292180190952,10180"dm_stat": -1.22989523323841310181},10182"garch11__t__w1000_r5": {10183"n": 470,10184"ratio": 0.8625649533934227,10185"dm_p": 0.22734807976906982,10186"dm_stat": -1.208801763865274210187},10188"garch12__ged__w1000_r5": {10189"n": 470,10190"ratio": 0.875205348694595,10191"dm_p": 0.14487180324059165,10192"dm_stat": -1.46031957019611910193},10194"garch12__normal__w1000_r5": {10195"n": 470,10196"ratio": 1.0011564805574609,10197"dm_p": 0.8313834457609139,10198"dm_stat": 0.213046269662724310199},10200"garch12__skewt__w1000_r5": {10201"n": 470,10202"ratio": 0.8531834603106179,10203"dm_p": 0.19540256605534576,10204"dm_stat": -1.29661123006410910205},10206"garch12__t__w1000_r5": {10207"n": 470,10208"ratio": 0.8549247370372095,10209"dm_p": 0.2011765345629396,10210"dm_stat": -1.280003870483487710211},10212"garch21__ged__w1000_r5": {10213"n": 470,10214"ratio": 0.8429780179195745,10215"dm_p": 0.16129506504619714,10216"dm_stat": -1.402944400728142410217},10218"garch21__normal__w1000_r5": {10219"n": 470,10220"ratio": 0.8608835297973035,10221"dm_p": 0.19244960526493707,10222"dm_stat": -1.305244428671420910223},10224"garch21__skewt__w1000_r5": {10225"n": 470,10226"ratio": 0.8597587573971956,10227"dm_p": 0.22090402334516676,10228"dm_stat": -1.225760322866566610229},10230"garch21__t__w1000_r5": {10231"n": 470,10232"ratio": 0.8620250631857516,10233"dm_p": 0.2288828667127143,10234"dm_stat": -1.204813603702333610235},10236"garchm11__ged__w1000_r5": {10237"n": 470,10238"ratio": 0.848108250166592,10239"dm_p": 0.17284305752488294,10240"dm_stat": -1.365205164692919710241},10242"garchm11__normal__w1000_r5": {10243"n": 470,10244"ratio": 0.9888492804100651,10245"dm_p": 0.37454643243677266,10246"dm_stat": -0.888836810251033410247},10248"garchm11__skewt__w1000_r5": {10249"n": 470,10250"ratio": 0.8608494136334292,10251"dm_p": 0.22016111552162274,10252"dm_stat": -1.227738142452752510253},10254"garchm11__t__w1000_r5": {10255"n": 470,10256"ratio": 0.8626659370454096,10257"dm_p": 0.22645986114371497,10258"dm_stat": -1.211118610338198810259},10260"garchx_rv11__normal__w1000_r5": {10261"n": 470,10262"ratio": 0.8195998384865391,10263"dm_p": 0.22396365975488913,10264"dm_stat": -1.217664780289254810265},10266"garchx_rv11__t__w1000_r5": {10267"n": 470,10268"ratio": 0.7797186096320406,10269"dm_p": 0.153357527550364,10270"dm_stat": -1.430088246405076410271},10272"gas_t11__t__w1000_r5": {10273"n": 470,10274"ratio": 0.8037457825220398,10275"dm_p": 0.10592204603493285,10276"dm_stat": -1.619918030602601810277},10278"gjr11__ged__w1000_r5": {10279"n": 470,10280"ratio": 1.1377549624417196,10281"dm_p": 0.634967868107851,10282"dm_stat": 0.4750564756029861410283},10284"gjr11__normal__w1000_r5": {10285"n": 470,10286"ratio": 1.107582960409427,10287"dm_p": 0.6755392900673264,10288"dm_stat": 0.4188201799547525710289},10290"gjr11__skewt__w1000_r5": {10291"n": 470,10292"ratio": 1.1792925902608158,10293"dm_p": 0.5598164521383241,10294"dm_stat": 0.583530925781449610295},10296"gjr11__t__w1000_r5": {10297"n": 470,10298"ratio": 1.1792719566106538,10299"dm_p": 0.558768434437372,10300"dm_stat": 0.58509022439867610301},10302"har_rv__empirical__w1000_r5": {10303"n": 470,10304"ratio": 0.6729103709499283,10305"dm_p": 0.002920021612097378,10306"dm_stat": -2.991746815441642710307},10308"heavy11__normal__w1000_r5": {10309"n": 470,10310"ratio": 0.8024909804604484,10311"dm_p": 0.17948255135182054,10312"dm_stat": -1.34435788851019710313},10314"heavy11__t__w1000_r5": {10315"n": 470,10316"ratio": 0.7793128691068468,10317"dm_p": 0.15162224168235391,10318"dm_stat": -1.4361643476079710319},10320"histvar22__empirical__w1000_r5": {10321"n": 470,10322"ratio": 1.11507924535681,10323"dm_p": 0.5279313388931356,10324"dm_stat": 0.631637772728788110325},10326"histvar252__empirical__w1000_r5": {10327"n": 470,10328"ratio": 0.8725902015076195,10329"dm_p": 0.14460598236861752,10330"dm_stat": -1.46128828562648610331},10332"histvar66__empirical__w1000_r5": {10333"n": 470,10334"ratio": 1.0628439122500564,10335"dm_p": 0.769894882083716,10336"dm_stat": 0.292681723590494310337},10338"igarch11__ged__w1000_r5": {10339"n": 470,10340"ratio": 0.8126871134394106,10341"dm_p": 0.0007965784972912785,10342"dm_stat": -3.376010627238193310343},10344"igarch11__normal__w1000_r5": {10345"n": 470,10346"ratio": 0.8589173200016087,10347"dm_p": 0.0022160984769932983,10348"dm_stat": -3.076615613284138510349},10350"igarch11__skewt__w1000_r5": {10351"n": 470,10352"ratio": 0.8251743447566926,10353"dm_p": 0.00018541396053923034,10354"dm_stat": -3.76815303122253410355},10356"igarch11__t__w1000_r5": {10357"n": 470,10358"ratio": 0.8021941666305914,10359"dm_p": 0.000292777817376896,10360"dm_stat": -3.64904366021079210361},10362"loghar_rv__empirical__w1000_r5": {10363"n": 470,10364"ratio": 0.6071974612347643,10365"dm_p": 0.0019094731672470748,10366"dm_stat": -3.121650124372228810367},10368"msgarch2__normal__w1000_r5": {10369"n": 470,10370"ratio": 0.8728007789398219,10371"dm_p": 0.19705457089475492,10372"dm_stat": -1.291823276655410373},10374"msgarch2__t__w1000_r5": {10375"n": 470,10376"ratio": 0.7474300230617389,10377"dm_p": 0.05298207268572745,10378"dm_stat": -1.939973094160423410379},10380"nagarch11__ged__w1000_r5": {10381"n": 470,10382"ratio": 1.8852911708818991,10383"dm_p": 0.3662785066680234,10384"dm_stat": 0.904341745298802210385},10386"nagarch11__normal__w1000_r5": {10387"n": 470,10388"ratio": 2.031927577652351,10389"dm_p": 0.29826336036043344,10390"dm_stat": 1.04132040186830310391},10392"nagarch11__skewt__w1000_r5": {10393"n": 470,10394"ratio": 2.05910872547121,10395"dm_p": 0.34860186275118826,10396"dm_stat": 0.938244170013963810397},10398"nagarch11__t__w1000_r5": {10399"n": 470,10400"ratio": 1.8943676383188333,10401"dm_p": 0.3580087899708432,10402"dm_stat": 0.920070713536279110403},10404"qgarch11__ged__w1000_r5": {10405"n": 470,10406"ratio": 1.0793235411167394,10407"dm_p": 0.7437270611869552,10408"dm_stat": 0.3271147258807643510409},10410"qgarch11__normal__w1000_r5": {10411"n": 470,10412"ratio": 1.2302920973023388,10413"dm_p": 0.2866254572746383,10414"dm_stat": 1.066767946056088210415},10416"qgarch11__skewt__w1000_r5": {10417"n": 470,10418"ratio": 1.0683926815213756,10419"dm_p": 0.7583341131473131,10420"dm_stat": 0.3078487216997774510421},10422"qgarch11__t__w1000_r5": {10423"n": 470,10424"ratio": 1.0689793296918981,10425"dm_p": 0.756271237787204,10426"dm_stat": 0.310562458527790710427},10428"realgarch11__normal__w1000_r5": {10429"n": 470,10430"ratio": 0.7108494069083693,10431"dm_p": 0.025187719117643097,10432"dm_stat": -2.24570613149184610433},10434"realgarch11__t__w1000_r5": {10435"n": 470,10436"ratio": 4.533551608613991,10437"dm_p": 0.013802354214316644,10438"dm_stat": 2.47167064929507210439},10440"rm2006__normal__w1000_r5": {10441"n": 470,10442"ratio": 0.6494198894833522,10443"dm_p": 5.059842340590136e-06,10444"dm_stat": -4.61588709473472310445},10446"rm_rw__empirical__w1000_r5": {10447"n": 470,10448"ratio": 0.8729987085275901,10449"dm_p": 0.41459756734254377,10450"dm_stat": -0.816554594236550310451},10452"tarch11__ged__w1000_r5": {10453"n": 470,10454"ratio": 1.2537023572620707,10455"dm_p": 0.4813039164776404,10456"dm_stat": 0.704768863762297510457},10458"tarch11__normal__w1000_r5": {10459"n": 470,10460"ratio": 1.230314521776336,10461"dm_p": 0.4846099382819975,10462"dm_stat": 0.699462273201717710463},10464"tarch11__skewt__w1000_r5": {10465"n": 470,10466"ratio": 1.2758329943691573,10467"dm_p": 0.43742403649625783,10468"dm_stat": 0.777214554173084410469},10470"tarch11__t__w1000_r5": {10471"n": 470,10472"ratio": 1.277393334033866,10473"dm_p": 0.4356540538765365,10474"dm_stat": 0.780221561687934910475}10476},10477"vol_tercile=mid": {10478"aparch11__ged__w1000_r5": {10479"n": 907,10480"ratio": 4.923414342433972,10481"dm_p": 0.005254199635119032,10482"dm_stat": 2.79780616469313910483},10484"aparch11__normal__w1000_r5": {10485"n": 907,10486"ratio": 3.6849986069304084,10487"dm_p": 0.03729334961743144,10488"dm_stat": 2.08560936615207310489},10490"aparch11__skewt__w1000_r5": {10491"n": 907,10492"ratio": 19.61166790906795,10493"dm_p": 0.11952694023950763,10494"dm_stat": 1.558234305112582910495},10496"aparch11__t__w1000_r5": {10497"n": 907,10498"ratio": 22.218805232171142,10499"dm_p": 0.09201417702683029,10500"dm_stat": 1.686653918740028710501},10502"arch5__ged__w1000_r5": {10503"n": 907,10504"ratio": 1.0245022719135521,10505"dm_p": 0.6551807101747671,10506"dm_stat": 0.446724555344481810507},10508"arch5__normal__w1000_r5": {10509"n": 907,10510"ratio": 1.0888182261041157,10511"dm_p": 0.11806077233386864,10512"dm_stat": 1.564451504680203410513},10514"arch5__skewt__w1000_r5": {10515"n": 907,10516"ratio": 1.0053505903966784,10517"dm_p": 0.9299287076601599,10518"dm_stat": 0.0879589909664108510519},10520"arch5__t__w1000_r5": {10521"n": 907,10522"ratio": 1.0058337220731117,10523"dm_p": 0.9235872022472663,10524"dm_stat": 0.0959428209570208810525},10526"avgarch11__ged__w1000_r5": {10527"n": 907,10528"ratio": 0.9483464880548332,10529"dm_p": 0.24370224408297259,10530"dm_stat": -1.166542243197191210531},10532"avgarch11__normal__w1000_r5": {10533"n": 907,10534"ratio": 1.0218087275102816,10535"dm_p": 0.6435998955742456,10536"dm_stat": 0.462826473169250910537},10538"avgarch11__skewt__w1000_r5": {10539"n": 907,10540"ratio": 0.9262074958292477,10541"dm_p": 0.13259496634261111,10542"dm_stat": -1.505302080889971510543},10544"avgarch11__t__w1000_r5": {10545"n": 907,10546"ratio": 0.9287752665149785,10547"dm_p": 0.1450244457816145,10548"dm_stat": -1.458590425948553610549},10550"cgarch11__ged__w1000_r5": {10551"n": 907,10552"ratio": 1.076370456629542,10553"dm_p": 0.17143179670957656,10554"dm_stat": 1.36870171753734310555},10556"cgarch11__normal__w1000_r5": {10557"n": 907,10558"ratio": 1.1295292495575937,10559"dm_p": 0.013733273793554964,10560"dm_stat": 2.46898299956140210561},10562"cgarch11__skewt__w1000_r5": {10563"n": 907,10564"ratio": 1.0593989577866743,10565"dm_p": 0.3316951892165824,10566"dm_stat": 0.971225547136490710567},10568"cgarch11__t__w1000_r5": {10569"n": 907,10570"ratio": 1.0654441640696155,10571"dm_p": 0.284969293588592,10572"dm_stat": 1.069855503301515810573},10574"constvar__normal__w1000_r5": {10575"n": 907,10576"ratio": 1.2703403240590494,10577"dm_p": 0.0022406926081478063,10578"dm_stat": 3.065067755191417410579},10580"egarch11__ged__w1000_r5": {10581"n": 907,10582"ratio": 2.4573207336444396,10583"dm_p": 0.16022528587754398,10584"dm_stat": 1.40546693590608410585},10586"egarch11__normal__w1000_r5": {10587"n": 902,10588"ratio": 1.6843094573795288,10589"dm_p": 0.06567822010147308,10590"dm_stat": 1.8428571352856110591},10592"egarch11__skewt__w1000_r5": {10593"n": 901,10594"ratio": 5.856052067760601,10595"dm_p": 0.2483642286465709,10596"dm_stat": 1.15508003990314710597},10598"egarch11__t__w1000_r5": {10599"n": 902,10600"ratio": 0.9776605291002881,10601"dm_p": 0.7875378803716298,10602"dm_stat": -0.269589404785914210603},10604"ewma094__normal__w1000_r5": {10605"n": 907,10606"ratio": 1.1618348816746504,10607"dm_p": 0.06109299027364357,10608"dm_stat": 1.875154095234599710609},10610"figarch11__ged__w1000_r5": {10611"n": 907,10612"ratio": 0.9395460649067633,10613"dm_p": 0.10544105008650767,10614"dm_stat": -1.620648309677346310615},10616"figarch11__normal__w1000_r5": {10617"n": 907,10618"ratio": 0.9674665533626057,10619"dm_p": 0.3675393996873475,10620"dm_stat": -0.901542770411596310621},10622"figarch11__skewt__w1000_r5": {10623"n": 907,10624"ratio": 0.9348571813395647,10625"dm_p": 0.17223408250880257,10626"dm_stat": -1.366139779936193210627},10628"figarch11__t__w1000_r5": {10629"n": 907,10630"ratio": 0.9361348052866449,10631"dm_p": 0.17981039604498364,10632"dm_stat": -1.34237592409759410633},10634"garch11__ged__w1000_r5": {10635"n": 907,10636"ratio": 0.9661959574334873,10637"dm_p": 0.2932860573823265,10638"dm_stat": -1.051550839909099810639},10640"garch11__normal__w1000_r5": {10641"n": 907,10642"ratio": 1.0,10643"dm_p": 1.0,10644"dm_stat": 0.010645},10646"garch11__skewt__w1000_r5": {10647"n": 907,10648"ratio": 0.9469169836730569,10649"dm_p": 0.1700081877632144,10650"dm_stat": -1.373269945957754210651},10652"garch11__t__w1000_r5": {10653"n": 907,10654"ratio": 0.9511694266716779,10655"dm_p": 0.20631990460953772,10656"dm_stat": -1.264655934602456210657},10658"garch12__ged__w1000_r5": {10659"n": 907,10660"ratio": 0.978144876628208,10661"dm_p": 0.36612634475390815,10662"dm_stat": -0.904206371475990610663},10664"garch12__normal__w1000_r5": {10665"n": 907,10666"ratio": 1.0101499800137126,10667"dm_p": 0.5541955386901036,10668"dm_stat": 0.591705329538387510669},10670"garch12__skewt__w1000_r5": {10671"n": 907,10672"ratio": 0.9519040624443087,10673"dm_p": 0.2027050604389009,10674"dm_stat": -1.274805123435115410675},10676"garch12__t__w1000_r5": {10677"n": 907,10678"ratio": 0.9560195222330422,10679"dm_p": 0.2413557635454843,10680"dm_stat": -1.172372360457791610681},10682"garch21__ged__w1000_r5": {10683"n": 907,10684"ratio": 0.9755280892304615,10685"dm_p": 0.45974408430239977,10686"dm_stat": -0.739583918588940610687},10688"garch21__normal__w1000_r5": {10689"n": 907,10690"ratio": 1.0404163919618836,10691"dm_p": 0.20640104744110369,10692"dm_stat": 1.264429605665890810693},10694"garch21__skewt__w1000_r5": {10695"n": 907,10696"ratio": 0.9528997795253905,10697"dm_p": 0.2222012241089684,10698"dm_stat": -1.221535129627799910699},10700"garch21__t__w1000_r5": {10701"n": 907,10702"ratio": 0.956333900082356,10703"dm_p": 0.25524680172243835,10704"dm_stat": -1.138418278415454410705},10706"garchm11__ged__w1000_r5": {10707"n": 907,10708"ratio": 0.9540310237681847,10709"dm_p": 0.18508486474116229,10710"dm_stat": -1.326268939184920310711},10712"garchm11__normal__w1000_r5": {10713"n": 907,10714"ratio": 0.997484163367624,10715"dm_p": 0.6977269658338612,10716"dm_stat": -0.388514011045700210717},10718"garchm11__skewt__w1000_r5": {10719"n": 907,10720"ratio": 0.9390684777882159,10721"dm_p": 0.1352433904928836,10722"dm_stat": -1.495073828257875310723},10724"garchm11__t__w1000_r5": {10725"n": 907,10726"ratio": 0.941150994553633,10727"dm_p": 0.14871902708406648,10728"dm_stat": -1.445301414601988210729},10730"garchx_rv11__normal__w1000_r5": {10731"n": 907,10732"ratio": 0.8088453238362768,10733"dm_p": 0.007503341898786685,10734"dm_stat": -2.679662085404039410735},10736"garchx_rv11__t__w1000_r5": {10737"n": 907,10738"ratio": 0.7471247704970931,10739"dm_p": 0.0009261553842239724,10740"dm_stat": -3.32302053768349210741},10742"gas_t11__t__w1000_r5": {10743"n": 907,10744"ratio": 0.9431677511873955,10745"dm_p": 0.1850697772388191,10746"dm_stat": -1.32631452406243610747},10748"gjr11__ged__w1000_r5": {10749"n": 907,10750"ratio": 1.2275938460048945,10751"dm_p": 0.211058847225746,10752"dm_stat": 1.25154472438866610753},10754"gjr11__normal__w1000_r5": {10755"n": 907,10756"ratio": 1.3013589743566036,10757"dm_p": 0.0712379789236333,10758"dm_stat": 1.806077606638296910759},10760"gjr11__skewt__w1000_r5": {10761"n": 907,10762"ratio": 1.2066017702427982,10763"dm_p": 0.28078957538813937,10764"dm_stat": 1.079191524723235810765},10766"gjr11__t__w1000_r5": {10767"n": 907,10768"ratio": 1.2101530741748538,10769"dm_p": 0.2718292320069948,10770"dm_stat": 1.09952954388440510771},10772"har_rv__empirical__w1000_r5": {10773"n": 907,10774"ratio": 0.7834296406737926,10775"dm_p": 0.021929709401213252,10776"dm_stat": -2.295542638229443710777},10778"heavy11__normal__w1000_r5": {10779"n": 907,10780"ratio": 0.8085392964052927,10781"dm_p": 0.007813749324866691,10782"dm_stat": -2.66595354418445510783},10784"heavy11__t__w1000_r5": {10785"n": 907,10786"ratio": 0.7732197242616644,10787"dm_p": 0.0010587170423472154,10788"dm_stat": -3.28506227288836910789},10790"histvar22__empirical__w1000_r5": {10791"n": 907,10792"ratio": 2.1853066186118024,10793"dm_p": 6.588097917173663e-09,10794"dm_stat": 5.85703056675598310795},10796"histvar252__empirical__w1000_r5": {10797"n": 907,10798"ratio": 1.4001641012094153,10799"dm_p": 0.0008800738713577452,10800"dm_stat": 3.33740599147900110801},10802"histvar66__empirical__w1000_r5": {10803"n": 907,10804"ratio": 1.2938887195560929,10805"dm_p": 0.03302424352510576,10806"dm_stat": 2.13505479333675510807},10808"igarch11__ged__w1000_r5": {10809"n": 907,10810"ratio": 1.228037982040939,10811"dm_p": 0.026084460275112412,10812"dm_stat": 2.22861104361116210813},10814"igarch11__normal__w1000_r5": {10815"n": 907,10816"ratio": 1.1103992920855796,10817"dm_p": 0.1906930250554224,10818"dm_stat": 1.309511787083192710819},10820"igarch11__skewt__w1000_r5": {10821"n": 907,10822"ratio": 1.3179166403660336,10823"dm_p": 0.009064038827133863,10824"dm_stat": 2.6152647635550510825},10826"igarch11__t__w1000_r5": {10827"n": 907,10828"ratio": 1.3354159845120575,10829"dm_p": 0.006942277599927027,10830"dm_stat": 2.70578756051020410831},10832"loghar_rv__empirical__w1000_r5": {10833"n": 907,10834"ratio": 0.7613643986621977,10835"dm_p": 0.00987841603755564,10836"dm_stat": -2.58551840041596110837},10838"msgarch2__normal__w1000_r5": {10839"n": 907,10840"ratio": 1.04687442914229,10841"dm_p": 0.47058200105125914,10842"dm_stat": 0.721835287446337610843},10844"msgarch2__t__w1000_r5": {10845"n": 907,10846"ratio": 0.9758142274767164,10847"dm_p": 0.724008974555018,10848"dm_stat": -0.3532156072448555710849},10850"nagarch11__ged__w1000_r5": {10851"n": 907,10852"ratio": 2.206651737671253,10853"dm_p": 0.2544201206881069,10854"dm_stat": 1.140402268679216310855},10856"nagarch11__normal__w1000_r5": {10857"n": 907,10858"ratio": 2.5082634376079356,10859"dm_p": 0.2502693043347776,10860"dm_stat": 1.150432569025035710861},10862"nagarch11__skewt__w1000_r5": {10863"n": 907,10864"ratio": 2.82265017783192,10865"dm_p": 0.29285736925970124,10866"dm_stat": 1.052485741144081810867},10868"nagarch11__t__w1000_r5": {10869"n": 907,10870"ratio": 2.144950806534168,10871"dm_p": 0.2654265633867482,10872"dm_stat": 1.114345388759812510873},10874"qgarch11__ged__w1000_r5": {10875"n": 907,10876"ratio": 1.1342225004811863,10877"dm_p": 0.14852092825093505,10878"dm_stat": 1.446007502976972810879},10880"qgarch11__normal__w1000_r5": {10881"n": 907,10882"ratio": 1.1872596156217228,10883"dm_p": 0.053409956415860174,10884"dm_stat": 1.934116306755880910885},10886"qgarch11__skewt__w1000_r5": {10887"n": 907,10888"ratio": 1.083453256050067,10889"dm_p": 0.3202694157671956,10890"dm_stat": 0.994449870213507810891},10892"qgarch11__t__w1000_r5": {10893"n": 907,10894"ratio": 1.09207135270436,10895"dm_p": 0.2767136578387813,10896"dm_stat": 1.088387166595160810897},10898"realgarch11__normal__w1000_r5": {10899"n": 907,10900"ratio": 0.7895200540916609,10901"dm_p": 0.0019007737666012752,10902"dm_stat": -3.11445787136671710903},10904"realgarch11__t__w1000_r5": {10905"n": 907,10906"ratio": 5.036694260175065,10907"dm_p": 0.0017677917025382087,10908"dm_stat": 3.136024587118296610909},10910"rm2006__normal__w1000_r5": {10911"n": 907,10912"ratio": 1.0382616219027316,10913"dm_p": 0.6337807876000005,10914"dm_stat": 0.476573479139585410915},10916"rm_rw__empirical__w1000_r5": {10917"n": 907,10918"ratio": 1.2367207385750962,10919"dm_p": 0.15129037158183908,10920"dm_stat": 1.436200894737322210921},10922"tarch11__ged__w1000_r5": {10923"n": 907,10924"ratio": 1.249901764627374,10925"dm_p": 0.28022484819302723,10926"dm_stat": 1.08046015137004910927},10928"tarch11__normal__w1000_r5": {10929"n": 907,10930"ratio": 1.3354527138219479,10931"dm_p": 0.12244254268529227,10932"dm_stat": 1.546046522097400210933},10934"tarch11__skewt__w1000_r5": {10935"n": 907,10936"ratio": 1.2198394857569281,10937"dm_p": 0.3346374817528596,10938"dm_stat": 0.965329325243497710939},10940"tarch11__t__w1000_r5": {10941"n": 907,10942"ratio": 1.2227533762391112,10943"dm_p": 0.331348553345077,10944"dm_stat": 0.971922414523591310945}10946},10947"vol_tercile66=high": {10948"aparch11__ged__w1000_r5": {10949"n": 1540,10950"ratio": 1.5224090865779136,10951"dm_p": 0.02181830748996389,10952"dm_stat": 2.295850755408301410953},10954"aparch11__normal__w1000_r5": {10955"n": 1540,10956"ratio": 1.2826414781580702,10957"dm_p": 0.16535946785593508,10958"dm_stat": 1.387929299478713610959},10960"aparch11__skewt__w1000_r5": {10961"n": 1540,10962"ratio": 3.427998181263224,10963"dm_p": 0.2622447714204816,10964"dm_stat": 1.121512401759421810965},10966"aparch11__t__w1000_r5": {10967"n": 1540,10968"ratio": 3.899481360519643,10969"dm_p": 0.1894024309807713,10970"dm_stat": 1.312929525656426810971},10972"arch5__ged__w1000_r5": {10973"n": 1540,10974"ratio": 1.0831311192879793,10975"dm_p": 0.40325921114436303,10976"dm_stat": 0.836045283017376910977},10978"arch5__normal__w1000_r5": {10979"n": 1540,10980"ratio": 1.0813971097754995,10981"dm_p": 0.3743313498783623,10982"dm_stat": 0.888647636939195810983},10984"arch5__skewt__w1000_r5": {10985"n": 1540,10986"ratio": 1.0594591969101683,10987"dm_p": 0.5531375593204998,10988"dm_stat": 0.593195388008797810989},10990"arch5__t__w1000_r5": {10991"n": 1540,10992"ratio": 1.0610202274040612,10993"dm_p": 0.5441864741492248,10994"dm_stat": 0.606629224577987210995},10996"avgarch11__ged__w1000_r5": {10997"n": 1540,10998"ratio": 0.9767148945935592,10999"dm_p": 0.7658360903442832,11000"dm_stat": -0.297878518467890811001},11002"avgarch11__normal__w1000_r5": {11003"n": 1540,11004"ratio": 0.9439696922780321,11005"dm_p": 0.33058569275654615,11006"dm_stat": -0.973242581002601211007},11008"avgarch11__skewt__w1000_r5": {11009"n": 1540,11010"ratio": 0.9838903371238442,11011"dm_p": 0.8547978161037614,11012"dm_stat": -0.1830309836196616411013},11014"avgarch11__t__w1000_r5": {11015"n": 1540,11016"ratio": 0.9835889704239896,11017"dm_p": 0.851922320957149,11018"dm_stat": -0.1866976303265082711019},11020"cgarch11__ged__w1000_r5": {11021"n": 1540,11022"ratio": 0.8738652465272049,11023"dm_p": 0.023055619360529255,11024"dm_stat": -2.27478951556326411025},11026"cgarch11__normal__w1000_r5": {11027"n": 1540,11028"ratio": 0.9054711553076163,11029"dm_p": 0.08904492139889943,11030"dm_stat": -1.701533044397508511031},11032"cgarch11__skewt__w1000_r5": {11033"n": 1540,11034"ratio": 0.8686131473797299,11035"dm_p": 0.04991791841768431,11036"dm_stat": -1.962210740613474811037},11038"cgarch11__t__w1000_r5": {11039"n": 1540,11040"ratio": 0.8700008807054656,11041"dm_p": 0.05214033876531658,11042"dm_stat": -1.943479541478490711043},11044"constvar__normal__w1000_r5": {11045"n": 1540,11046"ratio": 1.2113141828272658,11047"dm_p": 0.06565934307300664,11048"dm_stat": 1.842055333883584611049},11050"egarch11__ged__w1000_r5": {11051"n": 1540,11052"ratio": 1.3069893813574518,11053"dm_p": 0.05543170868035227,11054"dm_stat": 1.916930820071382611055},11056"egarch11__normal__w1000_r5": {11057"n": 1535,11058"ratio": 1.6362351005612785,11059"dm_p": 0.13892963150025828,11060"dm_stat": 1.480558420039294711061},11062"egarch11__skewt__w1000_r5": {11063"n": 1515,11064"ratio": 2.4803755589690017,11065"dm_p": 0.21781479223247746,11066"dm_stat": 1.232872341294281711067},11068"egarch11__t__w1000_r5": {11069"n": 1525,11070"ratio": 1.0719312935328404,11071"dm_p": 0.46951238614959223,11072"dm_stat": 0.723453415625178211073},11074"ewma094__normal__w1000_r5": {11075"n": 1540,11076"ratio": 0.8678572067272473,11077"dm_p": 0.1108567565322186,11078"dm_stat": -1.595271929795840911079},11080"figarch11__ged__w1000_r5": {11081"n": 1540,11082"ratio": 0.8683220929962873,11083"dm_p": 0.0032946430449677542,11084"dm_stat": -2.943427157419291611085},11086"figarch11__normal__w1000_r5": {11087"n": 1540,11088"ratio": 0.8814465423385811,11089"dm_p": 0.00871448283048514,11090"dm_stat": -2.62641833489479111091},11092"figarch11__skewt__w1000_r5": {11093"n": 1540,11094"ratio": 0.8632759127534304,11095"dm_p": 0.014703731380169264,11096"dm_stat": -2.44235296795318211097},11098"figarch11__t__w1000_r5": {11099"n": 1540,11100"ratio": 0.864770769417812,11101"dm_p": 0.015663360636837542,11102"dm_stat": -2.41935463782378411103},11104"garch11__ged__w1000_r5": {11105"n": 1540,11106"ratio": 0.9518491679466404,11107"dm_p": 0.37758565471507094,11108"dm_stat": -0.882608529568943411109},11110"garch11__normal__w1000_r5": {11111"n": 1540,11112"ratio": 1.0,11113"dm_p": 1.0,11114"dm_stat": 0.011115},11116"garch11__skewt__w1000_r5": {11117"n": 1540,11118"ratio": 0.936403533407143,11119"dm_p": 0.3262198744288303,11120"dm_stat": -0.982069688920023411121},11122"garch11__t__w1000_r5": {11123"n": 1540,11124"ratio": 0.9379077725591429,11125"dm_p": 0.33876680712338314,11126"dm_stat": -0.956902402430858611127},11128"garch12__ged__w1000_r5": {11129"n": 1540,11130"ratio": 0.9708311056339048,11131"dm_p": 0.5195355073646112,11132"dm_stat": -0.644209625453806411133},11134"garch12__normal__w1000_r5": {11135"n": 1540,11136"ratio": 0.9194098821633805,11137"dm_p": 0.2213421027857513,11138"dm_stat": -1.223463150348254711139},11140"garch12__skewt__w1000_r5": {11141"n": 1540,11142"ratio": 0.932373846577858,11143"dm_p": 0.29678930382983626,11144"dm_stat": -1.043697442091556611145},11146"garch12__t__w1000_r5": {11147"n": 1540,11148"ratio": 0.9334192153997676,11149"dm_p": 0.30521261368599917,11150"dm_stat": -1.025660936741280611151},11152"garch21__ged__w1000_r5": {11153"n": 1540,11154"ratio": 0.9629168665446017,11155"dm_p": 0.5436440745592218,11156"dm_stat": -0.607446766357845311157},11158"garch21__normal__w1000_r5": {11159"n": 1540,11160"ratio": 0.9957281390477958,11161"dm_p": 0.909786655126804,11162"dm_stat": -0.1133262906148475211163},11164"garch21__skewt__w1000_r5": {11165"n": 1540,11166"ratio": 0.9678262397704069,11167"dm_p": 0.6937006392994811,11168"dm_stat": -0.393911919854848511169},11170"garch21__t__w1000_r5": {11171"n": 1540,11172"ratio": 0.972268095682141,11173"dm_p": 0.7349499432718991,11174"dm_stat": -0.338609727654468211175},11176"garchm11__ged__w1000_r5": {11177"n": 1540,11178"ratio": 0.9506573500571517,11179"dm_p": 0.3744156419694196,11180"dm_stat": -0.888490805014950911181},11182"garchm11__normal__w1000_r5": {11183"n": 1540,11184"ratio": 1.0059048578895409,11185"dm_p": 0.023376127822995245,11186"dm_stat": 2.269494470248768311187},11188"garchm11__skewt__w1000_r5": {11189"n": 1540,11190"ratio": 0.9325140242805976,11191"dm_p": 0.3016371756097266,11192"dm_stat": -1.033275828395000311193},11194"garchm11__t__w1000_r5": {11195"n": 1540,11196"ratio": 0.9332522595384412,11197"dm_p": 0.3068728544868038,11198"dm_stat": -1.022145136496520611199},11200"garchx_rv11__normal__w1000_r5": {11201"n": 1540,11202"ratio": 0.6949406647165423,11203"dm_p": 0.00101738662335068,11204"dm_stat": -3.291980789002586511205},11206"garchx_rv11__t__w1000_r5": {11207"n": 1540,11208"ratio": 0.6808252573745245,11209"dm_p": 0.00034325741095804637,11210"dm_stat": -3.588309012968040611211},11212"gas_t11__t__w1000_r5": {11213"n": 1540,11214"ratio": 0.9621672392260768,11215"dm_p": 0.7057157010465176,11216"dm_stat": -0.377686333810464311217},11218"gjr11__ged__w1000_r5": {11219"n": 1540,11220"ratio": 1.0266495859105476,11221"dm_p": 0.7268782741437396,11222"dm_stat": 0.349344783829843711223},11224"gjr11__normal__w1000_r5": {11225"n": 1540,11226"ratio": 1.0231759383932242,11227"dm_p": 0.7034861606603463,11228"dm_stat": 0.3806895527046186311229},11230"gjr11__skewt__w1000_r5": {11231"n": 1540,11232"ratio": 1.0101204879699806,11233"dm_p": 0.8960392133197441,11234"dm_stat": 0.130687990143488211235},11236"gjr11__t__w1000_r5": {11237"n": 1540,11238"ratio": 1.0103354686814086,11239"dm_p": 0.8942362358735931,11240"dm_stat": 0.1329677915508946411241},11242"har_rv__empirical__w1000_r5": {11243"n": 1540,11244"ratio": 0.6532768909146092,11245"dm_p": 0.0031990475887973945,11246"dm_stat": -2.95258174134116611247},11248"heavy11__normal__w1000_r5": {11249"n": 1540,11250"ratio": 0.6954615664616436,11251"dm_p": 0.0010723669269542564,11252"dm_stat": -3.277044839861243311253},11254"heavy11__t__w1000_r5": {11255"n": 1540,11256"ratio": 0.6803010033396816,11257"dm_p": 0.00036465969299087343,11258"dm_stat": -3.572372786358932311259},11260"histvar22__empirical__w1000_r5": {11261"n": 1540,11262"ratio": 1.0691041827675878,11263"dm_p": 0.6196118803884535,11264"dm_stat": 0.496501011321512211265},11266"histvar252__empirical__w1000_r5": {11267"n": 1540,11268"ratio": 0.9945473101125243,11269"dm_p": 0.9590892456809806,11270"dm_stat": -0.0513048696219670911271},11272"histvar66__empirical__w1000_r5": {11273"n": 1540,11274"ratio": 0.9796180493538683,11275"dm_p": 0.8655881276900909,11276"dm_stat": -0.1692933841719676811277},11278"igarch11__ged__w1000_r5": {11279"n": 1540,11280"ratio": 0.9057553588274111,11281"dm_p": 0.32754391006927275,11282"dm_stat": -0.979384601674958311283},11284"igarch11__normal__w1000_r5": {11285"n": 1540,11286"ratio": 0.886003119901745,11287"dm_p": 0.2206114071483496,11288"dm_stat": -1.225401689701507911289},11290"igarch11__skewt__w1000_r5": {11291"n": 1540,11292"ratio": 0.9341766232171326,11293"dm_p": 0.5060692258461241,11294"dm_stat": -0.665126529435931611295},11296"igarch11__t__w1000_r5": {11297"n": 1540,11298"ratio": 0.9283859365841471,11299"dm_p": 0.47154766503614165,11300"dm_stat": -0.720140796981709611301},11302"loghar_rv__empirical__w1000_r5": {11303"n": 1540,11304"ratio": 0.6327492045072084,11305"dm_p": 5.847018658124118e-05,11306"dm_stat": -4.03012618295429711307},11308"msgarch2__normal__w1000_r5": {11309"n": 1540,11310"ratio": 0.8826933280587989,11311"dm_p": 0.03123763181088539,11312"dm_stat": -2.15600757334813311313},11314"msgarch2__t__w1000_r5": {11315"n": 1540,11316"ratio": 0.8538824902238823,11317"dm_p": 0.045038928904695394,11318"dm_stat": -2.005925521098843611319},11320"nagarch11__ged__w1000_r5": {11321"n": 1540,11322"ratio": 1.0219916830341929,11323"dm_p": 0.7423056743596433,11324"dm_stat": 0.3288607654204193711325},11326"nagarch11__normal__w1000_r5": {11327"n": 1540,11328"ratio": 0.9359332890622108,11329"dm_p": 0.567007946294335,11330"dm_stat": -0.572587079389135811331},11332"nagarch11__skewt__w1000_r5": {11333"n": 1540,11334"ratio": 1.0134985540656964,11335"dm_p": 0.8577256948783345,11336"dm_stat": 0.1793000686189746811337},11338"nagarch11__t__w1000_r5": {11339"n": 1540,11340"ratio": 1.0158043030857367,11341"dm_p": 0.834012787175141,11342"dm_stat": 0.2095933802852796311343},11344"qgarch11__ged__w1000_r5": {11345"n": 1540,11346"ratio": 0.9829105017648042,11347"dm_p": 0.7764571090559931,11348"dm_stat": -0.2839888729706548411349},11350"qgarch11__normal__w1000_r5": {11351"n": 1540,11352"ratio": 1.0227675887633794,11353"dm_p": 0.2537404067410984,11354"dm_stat": 1.141738345754964411355},11356"qgarch11__skewt__w1000_r5": {11357"n": 1540,11358"ratio": 0.9616163719082418,11359"dm_p": 0.5647851572410426,11360"dm_stat": -0.575873097032615411361},11362"qgarch11__t__w1000_r5": {11363"n": 1540,11364"ratio": 0.9612597082952244,11365"dm_p": 0.5623426606418842,11366"dm_stat": -0.57949110466474111367},11368"realgarch11__normal__w1000_r5": {11369"n": 1540,11370"ratio": 0.723574986062589,11371"dm_p": 0.00047632133712468514,11372"dm_stat": -3.501240081341908411373},11374"realgarch11__t__w1000_r5": {11375"n": 1540,11376"ratio": 1.227712229826645,11377"dm_p": 0.2740522140928087,11378"dm_stat": 1.094168703115154811379},11380"rm2006__normal__w1000_r5": {11381"n": 1540,11382"ratio": 0.8245490105028614,11383"dm_p": 0.008439317523601421,11384"dm_stat": -2.637369528006621611385},11386"rm_rw__empirical__w1000_r5": {11387"n": 1540,11388"ratio": 0.9826697574306448,11389"dm_p": 0.8715013235173353,11390"dm_stat": -0.161778749602780511391},11392"tarch11__ged__w1000_r5": {11393"n": 1540,11394"ratio": 1.0410838939543494,11395"dm_p": 0.6665179648806436,11396"dm_stat": 0.431014806900270711397},11398"tarch11__normal__w1000_r5": {11399"n": 1540,11400"ratio": 0.9800363631746764,11401"dm_p": 0.7740871601115787,11402"dm_stat": -0.2870833329698904711403},11404"tarch11__skewt__w1000_r5": {11405"n": 1540,11406"ratio": 1.0493546826105635,11407"dm_p": 0.6207114286155763,11408"dm_stat": 0.494942403044400811409},11410"tarch11__t__w1000_r5": {11411"n": 1540,11412"ratio": 1.0503870445575143,11413"dm_p": 0.6133055067933615,11414"dm_stat": 0.505463788137975711415}11416},11417"vol_tercile66=low": {11418"aparch11__ged__w1000_r5": {11419"n": 436,11420"ratio": 5.535380154817073,11421"dm_p": 0.013842155091219442,11422"dm_stat": 2.471356415057530211423},11424"aparch11__normal__w1000_r5": {11425"n": 436,11426"ratio": 4.9812755041525545,11427"dm_p": 0.05829813310907595,11428"dm_stat": 1.898451913839335411429},11430"aparch11__skewt__w1000_r5": {11431"n": 436,11432"ratio": 18.894869333371403,11433"dm_p": 0.13040793732233186,11434"dm_stat": 1.515358448794954511435},11436"aparch11__t__w1000_r5": {11437"n": 436,11438"ratio": 9.01721416176762,11439"dm_p": 0.009133767784949065,11440"dm_stat": 2.618736957472862511441},11442"arch5__ged__w1000_r5": {11443"n": 436,11444"ratio": 1.0307002272527632,11445"dm_p": 0.8366912551718502,11446"dm_stat": 0.2062511198345316211447},11448"arch5__normal__w1000_r5": {11449"n": 436,11450"ratio": 1.0397179167240025,11451"dm_p": 0.7739141736293337,11452"dm_stat": 0.2874375737739323611453},11454"arch5__skewt__w1000_r5": {11455"n": 436,11456"ratio": 1.0544808473252938,11457"dm_p": 0.7591293745508739,11458"dm_stat": 0.306817140254165211459},11460"arch5__t__w1000_r5": {11461"n": 436,11462"ratio": 1.0541938916674578,11463"dm_p": 0.7602679823977156,11464"dm_stat": 0.305320662494586411465},11466"avgarch11__ged__w1000_r5": {11467"n": 436,11468"ratio": 0.9614449578688206,11469"dm_p": 0.3778237791005886,11470"dm_stat": -0.882815097089507811471},11472"avgarch11__normal__w1000_r5": {11473"n": 436,11474"ratio": 0.9596116746793629,11475"dm_p": 0.43630988363174583,11476"dm_stat": -0.779158729053056311477},11478"avgarch11__skewt__w1000_r5": {11479"n": 436,11480"ratio": 0.9686835042140405,11481"dm_p": 0.4931758977278294,11482"dm_stat": -0.685845501546185211483},11484"avgarch11__t__w1000_r5": {11485"n": 436,11486"ratio": 0.9774923191211169,11487"dm_p": 0.6270082628889788,11488"dm_stat": -0.4862874508001885411489},11490"cgarch11__ged__w1000_r5": {11491"n": 436,11492"ratio": 0.9667948356632208,11493"dm_p": 0.47668394644280815,11494"dm_stat": -0.712262716884628611495},11496"cgarch11__normal__w1000_r5": {11497"n": 436,11498"ratio": 0.9874862479542473,11499"dm_p": 0.8179049937897758,11500"dm_stat": -0.230379755194532411501},11502"cgarch11__skewt__w1000_r5": {11503"n": 436,11504"ratio": 0.9659415068594784,11505"dm_p": 0.48883618547181146,11506"dm_stat": -0.692749888415634911507},11508"cgarch11__t__w1000_r5": {11509"n": 436,11510"ratio": 0.9691934600334726,11511"dm_p": 0.5221289654114399,11512"dm_stat": -0.640586043461376211513},11514"constvar__normal__w1000_r5": {11515"n": 436,11516"ratio": 1.2225381815455332,11517"dm_p": 0.006209241638176579,11518"dm_stat": 2.749933158838411311519},11520"egarch11__ged__w1000_r5": {11521"n": 436,11522"ratio": 3.163976256999186,11523"dm_p": 0.2679667082889921,11524"dm_stat": 1.109176877679907611525},11526"egarch11__normal__w1000_r5": {11527"n": 436,11528"ratio": 5023754.79778211,11529"dm_p": 0.31588577464228723,11530"dm_stat": 1.00410591872885311531},11532"egarch11__skewt__w1000_r5": {11533"n": 436,11534"ratio": 0.7688994816412162,11535"dm_p": 0.47799966519533593,11536"dm_stat": -0.710137049071630911537},11538"egarch11__t__w1000_r5": {11539"n": 436,11540"ratio": 0.7107297769664213,11541"dm_p": 0.34191655486879624,11542"dm_stat": -0.951425882014949411543},11544"ewma094__normal__w1000_r5": {11545"n": 436,11546"ratio": 0.9724219650105872,11547"dm_p": 0.7809392180810061,11548"dm_stat": -0.278267531530275411549},11550"figarch11__ged__w1000_r5": {11551"n": 436,11552"ratio": 0.8573110290302617,11553"dm_p": 0.15559081625334387,11554"dm_stat": -1.422524177643127411555},11556"figarch11__normal__w1000_r5": {11557"n": 436,11558"ratio": 0.8757261217503683,11559"dm_p": 0.19450577384076348,11560"dm_stat": -1.299368323955427711561},11562"figarch11__skewt__w1000_r5": {11563"n": 436,11564"ratio": 0.8576032318116282,11565"dm_p": 0.22039337279237142,11566"dm_stat": -1.227247395115523811567},11568"figarch11__t__w1000_r5": {11569"n": 436,11570"ratio": 0.8592447072528268,11571"dm_p": 0.22432606737273844,11572"dm_stat": -1.216836874043521611573},11574"garch11__ged__w1000_r5": {11575"n": 436,11576"ratio": 0.9869942174128944,11577"dm_p": 0.5404670870762757,11578"dm_stat": -0.612590735057791411579},11580"garch11__normal__w1000_r5": {11581"n": 436,11582"ratio": 1.0,11583"dm_p": 1.0,11584"dm_stat": 0.011585},11586"garch11__skewt__w1000_r5": {11587"n": 436,11588"ratio": 1.0025873554198772,11589"dm_p": 0.9243743301077396,11590"dm_stat": 0.0949801494113137911591},11592"garch11__t__w1000_r5": {11593"n": 436,11594"ratio": 1.0054396803487293,11595"dm_p": 0.8439380359245869,11596"dm_stat": 0.1969763604443545411597},11598"garch12__ged__w1000_r5": {11599"n": 436,11600"ratio": 0.9814655919328648,11601"dm_p": 0.37220438014424834,11602"dm_stat": -0.893273982743037811603},11604"garch12__normal__w1000_r5": {11605"n": 436,11606"ratio": 1.0082784747388347,11607"dm_p": 0.2619540156469689,11608"dm_stat": 1.123242565611197711609},11610"garch12__skewt__w1000_r5": {11611"n": 436,11612"ratio": 0.9961434884649097,11613"dm_p": 0.8825605451929307,11614"dm_stat": -0.147810835767106711615},11616"garch12__t__w1000_r5": {11617"n": 436,11618"ratio": 0.9982324768186217,11619"dm_p": 0.9470986140893832,11620"dm_stat": -0.0663890182676935811621},11622"garch21__ged__w1000_r5": {11623"n": 436,11624"ratio": 0.9871111006637632,11625"dm_p": 0.544765934906031,11626"dm_stat": -0.60609781836101711627},11628"garch21__normal__w1000_r5": {11629"n": 436,11630"ratio": 1.0022324586732034,11631"dm_p": 0.39814163826761256,11632"dm_stat": 0.84577791394248111633},11634"garch21__skewt__w1000_r5": {11635"n": 436,11636"ratio": 1.0026368358850621,11637"dm_p": 0.9229408976227071,11638"dm_stat": 0.0967860247181550611639},11640"garch21__t__w1000_r5": {11641"n": 436,11642"ratio": 1.00549689247554,11643"dm_p": 0.8423130975935557,11644"dm_stat": 0.199054525551400311645},11646"garchm11__ged__w1000_r5": {11647"n": 436,11648"ratio": 0.9978910563318811,11649"dm_p": 0.9197298061691102,11650"dm_stat": -0.1008325981031132511651},11652"garchm11__normal__w1000_r5": {11653"n": 436,11654"ratio": 0.9877189573432275,11655"dm_p": 0.4400063974690066,11656"dm_stat": -0.772891415362765211657},11658"garchm11__skewt__w1000_r5": {11659"n": 436,11660"ratio": 1.0050471884404788,11661"dm_p": 0.8503069094749279,11662"dm_stat": 0.1888392101939672411663},11664"garchm11__t__w1000_r5": {11665"n": 436,11666"ratio": 1.0072862321558367,11667"dm_p": 0.7865316945055798,11668"dm_stat": 0.270984236227763511669},11670"garchx_rv11__normal__w1000_r5": {11671"n": 436,11672"ratio": 0.9348785446969843,11673"dm_p": 0.4580963325331773,11674"dm_stat": -0.742646889843495911675},11676"garchx_rv11__t__w1000_r5": {11677"n": 436,11678"ratio": 0.899324395013214,11679"dm_p": 0.3183225970617101,11680"dm_stat": -0.999056779261059211681},11682"gas_t11__t__w1000_r5": {11683"n": 436,11684"ratio": 0.950433840512776,11685"dm_p": 0.09047144737691265,11686"dm_stat": -1.696685799430539811687},11688"gjr11__ged__w1000_r5": {11689"n": 436,11690"ratio": 1.5179163078376818,11691"dm_p": 0.2776416668177994,11692"dm_stat": 1.086993390828902511693},11694"gjr11__normal__w1000_r5": {11695"n": 436,11696"ratio": 1.459111747770212,11697"dm_p": 0.27704847699977503,11698"dm_stat": 1.088338114690121911699},11700"gjr11__skewt__w1000_r5": {11701"n": 436,11702"ratio": 1.5734071380362251,11703"dm_p": 0.2570901957791132,11704"dm_stat": 1.13478529654761711705},11706"gjr11__t__w1000_r5": {11707"n": 436,11708"ratio": 1.5727348347773458,11709"dm_p": 0.256337956443287,11710"dm_stat": 1.136584027258641611711},11712"har_rv__empirical__w1000_r5": {11713"n": 436,11714"ratio": 0.7489183571392387,11715"dm_p": 0.0004986158620456568,11716"dm_stat": -3.50793130085718511717},11718"heavy11__normal__w1000_r5": {11719"n": 436,11720"ratio": 0.9203448225498619,11721"dm_p": 0.34744205808732853,11722"dm_stat": -0.940580171190784911723},11724"heavy11__t__w1000_r5": {11725"n": 436,11726"ratio": 0.9059998204745602,11727"dm_p": 0.3436670508166365,11728"dm_stat": -0.947977859657029411729},11730"histvar22__empirical__w1000_r5": {11731"n": 436,11732"ratio": 1.2286557275205907,11733"dm_p": 0.1403614540926096,11734"dm_stat": 1.477140923053408311735},11736"histvar252__empirical__w1000_r5": {11737"n": 436,11738"ratio": 1.0290020891923626,11739"dm_p": 0.7485527860573924,11740"dm_stat": 0.32075145069327111741},11742"histvar66__empirical__w1000_r5": {11743"n": 436,11744"ratio": 1.3137461335878406,11745"dm_p": 0.3369486854490515,11746"dm_stat": 0.961273503084959511747},11748"igarch11__ged__w1000_r5": {11749"n": 436,11750"ratio": 0.9436234571725941,11751"dm_p": 0.47668973464278885,11752"dm_stat": -0.71225335844883111753},11754"igarch11__normal__w1000_r5": {11755"n": 436,11756"ratio": 0.9488311210619973,11757"dm_p": 0.5011476133090712,11758"dm_stat": -0.673247112359700511759},11760"igarch11__skewt__w1000_r5": {11761"n": 436,11762"ratio": 0.9412141963130719,11763"dm_p": 0.4419131395537115,11764"dm_stat": -0.769670455030285211765},11766"igarch11__t__w1000_r5": {11767"n": 436,11768"ratio": 0.9453672102986503,11769"dm_p": 0.47528060144084994,11770"dm_stat": -0.714533510036625911771},11772"loghar_rv__empirical__w1000_r5": {11773"n": 436,11774"ratio": 0.7494448289983642,11775"dm_p": 1.1741586392798939e-05,11776"dm_stat": -4.43374292820488111777},11778"msgarch2__normal__w1000_r5": {11779"n": 436,11780"ratio": 0.9210040078705674,11781"dm_p": 0.49009160137371727,11782"dm_stat": -0.690749162674845211783},11784"msgarch2__t__w1000_r5": {11785"n": 436,11786"ratio": 0.8520621161331319,11787"dm_p": 0.1720262445614448,11788"dm_stat": -1.367974641622833611789},11790"nagarch11__ged__w1000_r5": {11791"n": 436,11792"ratio": 3.2975642562984047,11793"dm_p": 0.287148825489726,11794"dm_stat": 1.065703530675703711795},11796"nagarch11__normal__w1000_r5": {11797"n": 436,11798"ratio": 3.576739543337023,11799"dm_p": 0.2893643317650266,11800"dm_stat": 1.06081119666771311801},11802"nagarch11__skewt__w1000_r5": {11803"n": 436,11804"ratio": 4.179263882498161,11805"dm_p": 0.28866527947824905,11806"dm_stat": 1.062352115917332611807},11808"nagarch11__t__w1000_r5": {11809"n": 436,11810"ratio": 3.2704934535517967,11811"dm_p": 0.2840334905351791,11812"dm_stat": 1.072626341023090311813},11814"qgarch11__ged__w1000_r5": {11815"n": 436,11816"ratio": 1.3445318537199396,11817"dm_p": 0.2873991585775294,11818"dm_stat": 1.065149461769295411819},11820"qgarch11__normal__w1000_r5": {11821"n": 436,11822"ratio": 1.3682180153659451,11823"dm_p": 0.27129332783588334,11824"dm_stat": 1.10148820441571911825},11826"qgarch11__skewt__w1000_r5": {11827"n": 436,11828"ratio": 1.3159864132431438,11829"dm_p": 0.26673032811764397,11830"dm_stat": 1.112051233819702611831},11832"qgarch11__t__w1000_r5": {11833"n": 436,11834"ratio": 1.3164701717301737,11835"dm_p": 0.26578674262900354,11836"dm_stat": 1.114251089949873411837},11838"realgarch11__normal__w1000_r5": {11839"n": 436,11840"ratio": 0.8023052930005504,11841"dm_p": 0.0034540037372212773,11842"dm_stat": -2.940280045686235211843},11844"realgarch11__t__w1000_r5": {11845"n": 436,11846"ratio": 4.45358235974947,11847"dm_p": 0.015325037807638242,11848"dm_stat": 2.434226581722910511849},11850"rm2006__normal__w1000_r5": {11851"n": 436,11852"ratio": 0.8422488107972189,11853"dm_p": 0.09916497167587461,11854"dm_stat": -1.652447214766098211855},11856"rm_rw__empirical__w1000_r5": {11857"n": 436,11858"ratio": 0.934475173171835,11859"dm_p": 0.602149241277974,11860"dm_stat": -0.52169353806001711861},11862"tarch11__ged__w1000_r5": {11863"n": 436,11864"ratio": 1.6882624368816912,11865"dm_p": 0.25586617717448906,11866"dm_stat": 1.137714008433211811867},11868"tarch11__normal__w1000_r5": {11869"n": 436,11870"ratio": 1.6356416204917612,11871"dm_p": 0.2538888993468449,11872"dm_stat": 1.142465754146205511873},11874"tarch11__skewt__w1000_r5": {11875"n": 436,11876"ratio": 1.6968381458540354,11877"dm_p": 0.24159711806627907,11878"dm_stat": 1.172602173279543511879},11880"tarch11__t__w1000_r5": {11881"n": 436,11882"ratio": 1.7026633887836213,11883"dm_p": 0.23940339638980782,11884"dm_stat": 1.178093540497316511885}11886},11887"vol_tercile66=mid": {11888"aparch11__ged__w1000_r5": {11889"n": 747,11890"ratio": 2.5937838764065893,11891"dm_p": 0.013911421062301197,11892"dm_stat": 2.465365958331448211893},11894"aparch11__normal__w1000_r5": {11895"n": 747,11896"ratio": 3.4493835922104874,11897"dm_p": 0.011462065768471722,11898"dm_stat": 2.534564838404351811899},11900"aparch11__skewt__w1000_r5": {11901"n": 747,11902"ratio": 5.739913140148713,11903"dm_p": 0.005712802650652218,11904"dm_stat": 2.771848754809614211905},11906"aparch11__t__w1000_r5": {11907"n": 747,11908"ratio": 6.429602335513637,11909"dm_p": 0.056860167560964806,11910"dm_stat": 1.907341447815125811911},11912"arch5__ged__w1000_r5": {11913"n": 747,11914"ratio": 1.0532740499780167,11915"dm_p": 0.03703639866087213,11916"dm_stat": 2.089107091226114511917},11918"arch5__normal__w1000_r5": {11919"n": 747,11920"ratio": 1.04890676736888,11921"dm_p": 0.17504744043673734,11922"dm_stat": 1.357454191822496311923},11924"arch5__skewt__w1000_r5": {11925"n": 747,11926"ratio": 1.0401572183126668,11927"dm_p": 0.2770645368938058,11928"dm_stat": 1.087732448568388411929},11930"arch5__t__w1000_r5": {11931"n": 747,11932"ratio": 1.0430547884391332,11933"dm_p": 0.2270308608198551,11934"dm_stat": 1.209039128578892611935},11936"avgarch11__ged__w1000_r5": {11937"n": 747,11938"ratio": 1.0149484664264423,11939"dm_p": 0.6175954879116068,11940"dm_stat": 0.4994701397124614611941},11942"avgarch11__normal__w1000_r5": {11943"n": 747,11944"ratio": 1.0108584049451315,11945"dm_p": 0.6547194674054161,11946"dm_stat": 0.4473954042306505511947},11948"avgarch11__skewt__w1000_r5": {11949"n": 747,11950"ratio": 0.980650666114694,11951"dm_p": 0.5210540390203517,11952"dm_stat": -0.64202522143194511953},11954"avgarch11__t__w1000_r5": {11955"n": 747,11956"ratio": 0.9826270054848358,11957"dm_p": 0.5594064682762834,11958"dm_stat": -0.583985699961588811959},11960"cgarch11__ged__w1000_r5": {11961"n": 747,11962"ratio": 1.0293093374214861,11963"dm_p": 0.4311983675672773,11964"dm_stat": 0.787570092885206911965},11966"cgarch11__normal__w1000_r5": {11967"n": 747,11968"ratio": 1.033317695241161,11969"dm_p": 0.2393090191679612,11970"dm_stat": 1.17765678656291711971},11972"cgarch11__skewt__w1000_r5": {11973"n": 747,11974"ratio": 0.9986448631139593,11975"dm_p": 0.9807617513681512,11976"dm_stat": -0.0241219928670507811977},11978"cgarch11__t__w1000_r5": {11979"n": 747,11980"ratio": 1.0050776853372598,11981"dm_p": 0.9256346939657519,11982"dm_stat": 0.0933699984977384911983},11984"constvar__normal__w1000_r5": {11985"n": 747,11986"ratio": 1.3148105291545082,11987"dm_p": 0.001046817409992451,11988"dm_stat": 3.29057673742132511989},11990"egarch11__ged__w1000_r5": {11991"n": 747,11992"ratio": 2.1528598438627675,11993"dm_p": 0.2826367756060496,11994"dm_stat": 1.07519114603772211995},11996"egarch11__normal__w1000_r5": {11997"n": 747,11998"ratio": 1.2021963421822452,11999"dm_p": 0.03293668115182133,12000"dm_stat": 2.136827725847832312001},12002"egarch11__skewt__w1000_r5": {12003"n": 742,12004"ratio": 1.3257331789006497,12005"dm_p": 0.11300142339383841,12006"dm_stat": 1.586725548210456312007},12008"egarch11__t__w1000_r5": {12009"n": 747,12010"ratio": 1.059267298433212,12011"dm_p": 0.349161529475698,12012"dm_stat": 0.936805998560731812013},12014"ewma094__normal__w1000_r5": {12015"n": 747,12016"ratio": 0.8495199632891159,12017"dm_p": 0.3904577451173903,12018"dm_stat": -0.859287870688714512019},12020"figarch11__ged__w1000_r5": {12021"n": 747,12022"ratio": 0.9378442452248814,12023"dm_p": 0.12527198030470982,12024"dm_stat": -1.53473880169510312025},12026"figarch11__normal__w1000_r5": {12027"n": 747,12028"ratio": 0.9489647217165412,12029"dm_p": 0.19692389579467312,12030"dm_stat": -1.291518670368646512031},12032"figarch11__skewt__w1000_r5": {12033"n": 747,12034"ratio": 0.9105168189157343,12035"dm_p": 0.15629998462475966,12036"dm_stat": -1.419057289591262312037},12038"figarch11__t__w1000_r5": {12039"n": 747,12040"ratio": 0.912573470034929,12041"dm_p": 0.15811978267855786,12042"dm_stat": -1.412840192368688912043},12044"garch11__ged__w1000_r5": {12045"n": 747,12046"ratio": 0.9831475944032757,12047"dm_p": 0.2676604595341544,12048"dm_stat": -1.109294881339216312049},12050"garch11__normal__w1000_r5": {12051"n": 747,12052"ratio": 1.0,12053"dm_p": 1.0,12054"dm_stat": 0.012055},12056"garch11__skewt__w1000_r5": {12057"n": 747,12058"ratio": 0.9459354976523077,12059"dm_p": 0.17482520713974523,12060"dm_stat": -1.358154673052525612061},12062"garch11__t__w1000_r5": {12063"n": 747,12064"ratio": 0.9529409761391423,12065"dm_p": 0.21673297576186434,12066"dm_stat": -1.23630861383248312067},12068"garch12__ged__w1000_r5": {12069"n": 747,12070"ratio": 0.9772021131303802,12071"dm_p": 0.19858055802813948,12072"dm_stat": -1.286750069801863212073},12074"garch12__normal__w1000_r5": {12075"n": 747,12076"ratio": 0.994125312437277,12077"dm_p": 0.2224931470431498,12078"dm_stat": -1.220943527995877612079},12080"garch12__skewt__w1000_r5": {12081"n": 747,12082"ratio": 0.9443526021361264,12083"dm_p": 0.20162234781876967,12084"dm_stat": -1.278069786683805612085},12086"garch12__t__w1000_r5": {12087"n": 747,12088"ratio": 0.9488865955228164,12089"dm_p": 0.21955493467006204,12090"dm_stat": -1.22874489901942612091},12092"garch21__ged__w1000_r5": {12093"n": 747,12094"ratio": 0.9864115912792669,12095"dm_p": 0.4150818234298175,12096"dm_stat": -0.815438143781747412097},12098"garch21__normal__w1000_r5": {12099"n": 747,12100"ratio": 1.0109590292868043,12101"dm_p": 0.15549398969871595,12102"dm_stat": 1.421828449516494112103},12104"garch21__skewt__w1000_r5": {12105"n": 747,12106"ratio": 0.9511319881369191,12107"dm_p": 0.22209885325086481,12108"dm_stat": -1.221986119692458612109},12110"garch21__t__w1000_r5": {12111"n": 747,12112"ratio": 0.9553957054117461,12113"dm_p": 0.24186360376541913,12114"dm_stat": -1.171271570517289112115},12116"garchm11__ged__w1000_r5": {12117"n": 747,12118"ratio": 0.9758836518936032,12119"dm_p": 0.12168726007587392,12120"dm_stat": -1.54949341187696812121},12122"garchm11__normal__w1000_r5": {12123"n": 747,12124"ratio": 0.998654390975738,12125"dm_p": 0.5689667606430562,12126"dm_stat": -0.569826753857614212127},12128"garchm11__skewt__w1000_r5": {12129"n": 747,12130"ratio": 0.9447700379600039,12131"dm_p": 0.16342130475194047,12132"dm_stat": -1.395032229551117712133},12134"garchm11__t__w1000_r5": {12135"n": 747,12136"ratio": 0.9479113011188809,12137"dm_p": 0.16919512187822774,12138"dm_stat": -1.376127465470181812139},12140"garchx_rv11__normal__w1000_r5": {12141"n": 747,12142"ratio": 0.6298012810906196,12143"dm_p": 0.10066385626592213,12144"dm_stat": -1.64367907677305412145},12146"garchx_rv11__t__w1000_r5": {12147"n": 747,12148"ratio": 0.5592449176633991,12149"dm_p": 0.09456226707732264,12150"dm_stat": -1.67393646414522612151},12152"gas_t11__t__w1000_r5": {12153"n": 747,12154"ratio": 0.9373085448135207,12155"dm_p": 0.24209555724687268,12156"dm_stat": -1.170694160500009612157},12158"gjr11__ged__w1000_r5": {12159"n": 747,12160"ratio": 1.2977753092619881,12161"dm_p": 0.06312271249365596,12162"dm_stat": 1.86110365488288212163},12164"gjr11__normal__w1000_r5": {12165"n": 747,12166"ratio": 1.3042911415460312,12167"dm_p": 0.0463007274887544,12168"dm_stat": 1.995966093587956612169},12170"gjr11__skewt__w1000_r5": {12171"n": 747,12172"ratio": 1.2759294107141086,12173"dm_p": 0.07567324104589607,12174"dm_stat": 1.778839342888475412175},12176"gjr11__t__w1000_r5": {12177"n": 747,12178"ratio": 1.2781566660408847,12179"dm_p": 0.07347516165225537,12180"dm_stat": 1.79239279673387612181},12182"har_rv__empirical__w1000_r5": {12183"n": 747,12184"ratio": 0.5590578507906769,12185"dm_p": 0.1318234511370047,12186"dm_stat": -1.50860376363131112187},12188"heavy11__normal__w1000_r5": {12189"n": 747,12190"ratio": 0.6236780675466904,12191"dm_p": 0.09503769986196788,12192"dm_stat": -1.671523481007639812193},12194"heavy11__t__w1000_r5": {12195"n": 747,12196"ratio": 0.614446181899045,12197"dm_p": 0.07624815332728563,12198"dm_stat": -1.775347612199056312199},12200"histvar22__empirical__w1000_r5": {12201"n": 747,12202"ratio": 1.535995523769174,12203"dm_p": 0.0007628239612888719,12204"dm_stat": 3.379903180968204512205},12206"histvar252__empirical__w1000_r5": {12207"n": 747,12208"ratio": 1.5606351062285866,12209"dm_p": 0.03577220486476989,12210"dm_stat": 2.103318974235473412211},12212"histvar66__empirical__w1000_r5": {12213"n": 747,12214"ratio": 1.2366400396579935,12215"dm_p": 0.07898849034539221,12216"dm_stat": 1.758993824384028812217},12218"igarch11__ged__w1000_r5": {12219"n": 747,12220"ratio": 1.1038709963622768,12221"dm_p": 0.19634323294377143,12222"dm_stat": 1.293197036140211612223},12224"igarch11__normal__w1000_r5": {12225"n": 747,12226"ratio": 1.0785576555922667,12227"dm_p": 0.34244404434136816,12228"dm_stat": 0.949952480760439612229},12230"igarch11__skewt__w1000_r5": {12231"n": 747,12232"ratio": 1.0255709540867002,12233"dm_p": 0.6782399534597212,12234"dm_stat": 0.415029069676889512235},12236"igarch11__t__w1000_r5": {12237"n": 747,12238"ratio": 1.047311537252809,12239"dm_p": 0.43724526864825436,12240"dm_stat": 0.777271063044486812241},12242"loghar_rv__empirical__w1000_r5": {12243"n": 747,12244"ratio": 0.548725990438309,12245"dm_p": 0.1170826658907884,12246"dm_stat": -1.568954133873697912247},12248"msgarch2__normal__w1000_r5": {12249"n": 747,12250"ratio": 1.0608571593955838,12251"dm_p": 0.10056090527570954,12252"dm_stat": 1.64417727389398512253},12254"msgarch2__t__w1000_r5": {12255"n": 747,12256"ratio": 0.947572107029382,12257"dm_p": 0.5466380913509079,12258"dm_stat": -0.603081019818767512259},12260"nagarch11__ged__w1000_r5": {12261"n": 747,12262"ratio": 2.0737317308312653,12263"dm_p": 0.2555895240968016,12264"dm_stat": 1.137751540933705112265},12266"nagarch11__normal__w1000_r5": {12267"n": 747,12268"ratio": 2.647569755644498,12269"dm_p": 0.23914259249841988,12270"dm_stat": 1.17807443905585512271},12272"nagarch11__skewt__w1000_r5": {12273"n": 747,12274"ratio": 3.153290550776538,12275"dm_p": 0.30162155623582415,12276"dm_stat": 1.0336782983329612277},12278"nagarch11__t__w1000_r5": {12279"n": 747,12280"ratio": 1.9968459048103446,12281"dm_p": 0.2756373191125603,12282"dm_stat": 1.090972278787010612283},12284"qgarch11__ged__w1000_r5": {12285"n": 747,12286"ratio": 1.1274368633108662,12287"dm_p": 0.06348008464504049,12288"dm_stat": 1.858581858529484712289},12290"qgarch11__normal__w1000_r5": {12291"n": 747,12292"ratio": 1.145489418281298,12293"dm_p": 0.03709076558490097,12294"dm_stat": 2.08850524681176612295},12296"qgarch11__skewt__w1000_r5": {12297"n": 747,12298"ratio": 1.0681104878045753,12299"dm_p": 0.33295198348802013,12300"dm_stat": 0.968814009314006712301},12302"qgarch11__t__w1000_r5": {12303"n": 747,12304"ratio": 1.073216422595734,12305"dm_p": 0.30435104017797177,12306"dm_stat": 1.027855315121572812307},12308"realgarch11__normal__w1000_r5": {12309"n": 747,12310"ratio": 0.7554201082541642,12311"dm_p": 0.025590562388695004,12312"dm_stat": -2.236854313866695412313},12314"realgarch11__t__w1000_r5": {12315"n": 747,12316"ratio": 3.2407047261626767,12317"dm_p": 0.06483140979510833,12318"dm_stat": 1.849151202081010112319},12320"rm2006__normal__w1000_r5": {12321"n": 747,12322"ratio": 0.7547836947350866,12323"dm_p": 0.1967210444127273,12324"dm_stat": -1.29210458498930312325},12326"rm_rw__empirical__w1000_r5": {12327"n": 747,12328"ratio": 0.7328780046045769,12329"dm_p": 0.4624172757922396,12330"dm_stat": -0.735251736419540112331},12332"tarch11__ged__w1000_r5": {12333"n": 747,12334"ratio": 1.2834506668231995,12335"dm_p": 0.09860182564165351,12336"dm_stat": 1.653736161224071512337},12338"tarch11__normal__w1000_r5": {12339"n": 747,12340"ratio": 1.2839806234190012,12341"dm_p": 0.06565439762488119,12342"dm_stat": 1.843487069938424312343},12344"tarch11__skewt__w1000_r5": {12345"n": 747,12346"ratio": 1.2620660111315798,12347"dm_p": 0.14883361716121385,12348"dm_stat": 1.445157322247459212349},12350"tarch11__t__w1000_r5": {12351"n": 747,12352"ratio": 1.2652473138525602,12353"dm_p": 0.1434772569096652,12354"dm_stat": 1.464505124708828512355}12356},12357"prev_sign=neg": {12358"aparch11__ged__w1000_r5": {12359"n": 1334,12360"ratio": 2.1830916740011976,12361"dm_p": 0.0003623248615442506,12362"dm_stat": 3.575301433348889712363},12364"aparch11__normal__w1000_r5": {12365"n": 1334,12366"ratio": 1.9124595851788668,12367"dm_p": 0.006117444393385057,12368"dm_stat": 2.74580365116249912369},12370"aparch11__skewt__w1000_r5": {12371"n": 1334,12372"ratio": 6.498737587374571,12373"dm_p": 0.04547501299587439,12374"dm_stat": 2.00211166319649512375},12376"aparch11__t__w1000_r5": {12377"n": 1334,12378"ratio": 4.082274965868547,12379"dm_p": 0.031048576313688483,12380"dm_stat": 2.158737104471032612381},12382"arch5__ged__w1000_r5": {12383"n": 1334,12384"ratio": 1.1120704483705492,12385"dm_p": 0.05681226528664442,12386"dm_stat": 1.906407099177097812387},12388"arch5__normal__w1000_r5": {12389"n": 1334,12390"ratio": 1.0990471228023075,12391"dm_p": 0.057882105329715654,12392"dm_stat": 1.898226306120831312393},12394"arch5__skewt__w1000_r5": {12395"n": 1334,12396"ratio": 1.1015877342570901,12397"dm_p": 0.08838940599242685,12398"dm_stat": 1.70520382564870312399},12400"arch5__t__w1000_r5": {12401"n": 1334,12402"ratio": 1.1040327863885198,12403"dm_p": 0.08383934046735927,12404"dm_stat": 1.73012533473584312405},12406"avgarch11__ged__w1000_r5": {12407"n": 1334,12408"ratio": 1.023331958932627,12409"dm_p": 0.6810510511227764,12410"dm_stat": 0.411119423666437112411},12412"avgarch11__normal__w1000_r5": {12413"n": 1334,12414"ratio": 0.9925080659678482,12415"dm_p": 0.8577343643251587,12416"dm_stat": -0.1792936707135247312417},12418"avgarch11__skewt__w1000_r5": {12419"n": 1334,12420"ratio": 1.0229859512143054,12421"dm_p": 0.6928789605066131,12422"dm_stat": 0.395036761126294412423},12424"avgarch11__t__w1000_r5": {12425"n": 1334,12426"ratio": 1.0237745741973723,12427"dm_p": 0.6827750514562165,12428"dm_stat": 0.40876872811140112429},12430"cgarch11__ged__w1000_r5": {12431"n": 1334,12432"ratio": 0.9020638932756071,12433"dm_p": 0.05792828425435749,12434"dm_stat": -1.89787603017135712435},12436"cgarch11__normal__w1000_r5": {12437"n": 1334,12438"ratio": 0.9345443169162038,12439"dm_p": 0.23223998224503034,12440"dm_stat": -1.19515264364821112441},12442"cgarch11__skewt__w1000_r5": {12443"n": 1334,12444"ratio": 0.8914360566944212,12445"dm_p": 0.038670188855121586,12446"dm_stat": -2.069726974311270512447},12448"cgarch11__t__w1000_r5": {12449"n": 1334,12450"ratio": 0.8947482069496643,12451"dm_p": 0.04287160344690291,12452"dm_stat": -2.02689755595457112453},12454"constvar__normal__w1000_r5": {12455"n": 1334,12456"ratio": 1.2726152239837096,12457"dm_p": 0.013493215412154355,12458"dm_stat": 2.473774551439051512459},12460"egarch11__ged__w1000_r5": {12461"n": 1334,12462"ratio": 1.244055779323459,12463"dm_p": 0.05943465703559205,12464"dm_stat": 1.886575270585253212465},12466"egarch11__normal__w1000_r5": {12467"n": 1332,12468"ratio": 1113277.750027528,12469"dm_p": 0.3169335660912684,12470"dm_stat": 1.001155587781072512471},12472"egarch11__skewt__w1000_r5": {12473"n": 1312,12474"ratio": 1.9072198032907806,12475"dm_p": 0.24637841669068064,12476"dm_stat": 1.159709127500200312477},12478"egarch11__t__w1000_r5": {12479"n": 1325,12480"ratio": 1.0614540531083383,12481"dm_p": 0.33864618991079404,12482"dm_stat": 0.957189835916643612483},12484"ewma094__normal__w1000_r5": {12485"n": 1334,12486"ratio": 0.8091007759725006,12487"dm_p": 0.05205557991312192,12488"dm_stat": -1.944414729900145712489},12490"figarch11__ged__w1000_r5": {12491"n": 1334,12492"ratio": 0.88796777449845,12493"dm_p": 0.010332146795376446,12494"dm_stat": -2.56815947499508112495},12496"figarch11__normal__w1000_r5": {12497"n": 1334,12498"ratio": 0.895416615993278,12499"dm_p": 0.024577976594055684,12500"dm_stat": -2.250526876496334412501},12502"figarch11__skewt__w1000_r5": {12503"n": 1334,12504"ratio": 0.874391992691565,12505"dm_p": 0.013332253658352718,12506"dm_stat": -2.478079484164562412507},12508"figarch11__t__w1000_r5": {12509"n": 1334,12510"ratio": 0.8760535235587184,12511"dm_p": 0.01379151847287317,12512"dm_stat": -2.465915133880987512513},12514"garch11__ged__w1000_r5": {12515"n": 1334,12516"ratio": 0.9637374767793107,12517"dm_p": 0.2237768813934864,12518"dm_stat": -1.21711240958165112519},12520"garch11__normal__w1000_r5": {12521"n": 1334,12522"ratio": 1.0,12523"dm_p": 1.0,12524"dm_stat": 0.012525},12526"garch11__skewt__w1000_r5": {12527"n": 1334,12528"ratio": 0.9508169313605807,12529"dm_p": 0.1829734535792511,12530"dm_stat": -1.332348387956721712531},12532"garch11__t__w1000_r5": {12533"n": 1334,12534"ratio": 0.9533555723882164,12535"dm_p": 0.20264894050919346,12536"dm_stat": -1.274667950427166512537},12538"garch12__ged__w1000_r5": {12539"n": 1334,12540"ratio": 0.9721303219096472,12541"dm_p": 0.26715773798485026,12542"dm_stat": -1.110096308372412212543},12544"garch12__normal__w1000_r5": {12545"n": 1334,12546"ratio": 0.935445641683841,12547"dm_p": 0.25201298088881346,12548"dm_stat": -1.145970637015218512549},12550"garch12__skewt__w1000_r5": {12551"n": 1334,12552"ratio": 0.9452714932772928,12553"dm_p": 0.1493643603567325,12554"dm_stat": -1.44261328837100112555},12556"garch12__t__w1000_r5": {12557"n": 1334,12558"ratio": 0.9475705175919754,12559"dm_p": 0.16318848111392498,12560"dm_stat": -1.395198185771089612561},12562"garch21__ged__w1000_r5": {12563"n": 1334,12564"ratio": 0.9820183004702103,12565"dm_p": 0.5730007873298092,12566"dm_stat": -0.563776926357092912567},12568"garch21__normal__w1000_r5": {12569"n": 1334,12570"ratio": 0.9993199452450959,12571"dm_p": 0.9776719994923043,12572"dm_stat": -0.02799290569584656612573},12574"garch21__skewt__w1000_r5": {12575"n": 1334,12576"ratio": 0.9775061762145503,12577"dm_p": 0.6527344365260274,12578"dm_stat": -0.45006821452452312579},12580"garch21__t__w1000_r5": {12581"n": 1334,12582"ratio": 0.9828021991651967,12583"dm_p": 0.7275247155568574,12584"dm_stat": -0.3484933799286673612585},12586"garchm11__ged__w1000_r5": {12587"n": 1334,12588"ratio": 0.9630532590569634,12589"dm_p": 0.23101253362419605,12590"dm_stat": -1.198301839062662712591},12592"garchm11__normal__w1000_r5": {12593"n": 1334,12594"ratio": 1.0019246344694557,12595"dm_p": 0.637652734092686,12596"dm_stat": 0.471091141499732912597},12598"garchm11__skewt__w1000_r5": {12599"n": 1334,12600"ratio": 0.9483161854495722,12601"dm_p": 0.16802799783913666,12602"dm_stat": -1.379318285886404812603},12604"garchm11__t__w1000_r5": {12605"n": 1334,12606"ratio": 0.9498876342368924,12607"dm_p": 0.1772683560594341,12608"dm_stat": -1.349927692137440312609},12610"garchx_rv11__normal__w1000_r5": {12611"n": 1334,12612"ratio": 0.6899174299778693,12613"dm_p": 0.006111254011683754,12614"dm_stat": -2.74613772104222612615},12616"garchx_rv11__t__w1000_r5": {12617"n": 1334,12618"ratio": 0.661033888807231,12619"dm_p": 0.004559182225203352,12620"dm_stat": -2.841454474939479412621},12622"gas_t11__t__w1000_r5": {12623"n": 1334,12624"ratio": 0.9784005436530787,12625"dm_p": 0.7259794688211614,12626"dm_stat": -0.350552520754506712627},12628"gjr11__ged__w1000_r5": {12629"n": 1334,12630"ratio": 1.086671840154576,12631"dm_p": 0.3391917139065493,12632"dm_stat": 0.956106652308925912633},12634"gjr11__normal__w1000_r5": {12635"n": 1334,12636"ratio": 1.0828466805216819,12637"dm_p": 0.3155212859609137,12638"dm_stat": 1.004082069304831312639},12640"gjr11__skewt__w1000_r5": {12641"n": 1334,12642"ratio": 1.0729042337248784,12643"dm_p": 0.3582338125995795,12644"dm_stat": 0.919053590447666312645},12646"gjr11__t__w1000_r5": {12647"n": 1334,12648"ratio": 1.0742406645155316,12649"dm_p": 0.3513067091562667,12650"dm_stat": 0.932384471509611312651},12652"har_rv__empirical__w1000_r5": {12653"n": 1334,12654"ratio": 0.6038203885805727,12655"dm_p": 0.007918582364804933,12656"dm_stat": -2.65953751867230612657},12658"heavy11__normal__w1000_r5": {12659"n": 1334,12660"ratio": 0.6886307219397845,12661"dm_p": 0.005920326454227556,12662"dm_stat": -2.75659418009724312663},12664"heavy11__t__w1000_r5": {12665"n": 1334,12666"ratio": 0.6715336574555978,12667"dm_p": 0.003953599185263241,12668"dm_stat": -2.88687771436384912669},12670"histvar22__empirical__w1000_r5": {12671"n": 1334,12672"ratio": 1.0854470983464217,12673"dm_p": 0.424674761593404,12674"dm_stat": 0.79858255176351212675},12676"histvar252__empirical__w1000_r5": {12677"n": 1334,12678"ratio": 1.1496387690768195,12679"dm_p": 0.3487479138344598,12680"dm_stat": 0.937350840006563112681},12682"histvar66__empirical__w1000_r5": {12683"n": 1334,12684"ratio": 0.9676535782197321,12685"dm_p": 0.8084784731848615,12686"dm_stat": -0.2424375021833463712687},12688"igarch11__ged__w1000_r5": {12689"n": 1334,12690"ratio": 0.9017660119347989,12691"dm_p": 0.24621191532571,12692"dm_stat": -1.160109619322051712693},12694"igarch11__normal__w1000_r5": {12695"n": 1334,12696"ratio": 0.8974798951413208,12697"dm_p": 0.21692310474465112,12698"dm_stat": -1.235336141778537612699},12700"igarch11__skewt__w1000_r5": {12701"n": 1334,12702"ratio": 0.9026016153600148,12703"dm_p": 0.2805883061929771,12704"dm_stat": -1.079436843329632912705},12706"igarch11__t__w1000_r5": {12707"n": 1334,12708"ratio": 0.9026685903122933,12709"dm_p": 0.2817241659970676,12710"dm_stat": -1.076890216656148712711},12712"loghar_rv__empirical__w1000_r5": {12713"n": 1334,12714"ratio": 0.6035331354896261,12715"dm_p": 0.0025090883502419162,12716"dm_stat": -3.027997343520189712717},12718"msgarch2__normal__w1000_r5": {12719"n": 1334,12720"ratio": 0.9466126846270914,12721"dm_p": 0.3181133010190489,12722"dm_stat": -0.998716501287351312723},12724"msgarch2__t__w1000_r5": {12725"n": 1334,12726"ratio": 0.8860606525952612,12727"dm_p": 0.026382020619382184,12728"dm_stat": -2.22301423391797312729},12730"nagarch11__ged__w1000_r5": {12731"n": 1334,12732"ratio": 1.0187166868114808,12733"dm_p": 0.6468203412239142,12734"dm_stat": 0.4582878667876358312735},12736"nagarch11__normal__w1000_r5": {12737"n": 1334,12738"ratio": 0.9754039457654762,12739"dm_p": 0.8034550159653914,12740"dm_stat": -0.248927751002313712741},12742"nagarch11__skewt__w1000_r5": {12743"n": 1334,12744"ratio": 1.0047132453234007,12745"dm_p": 0.9232085592038372,12746"dm_stat": 0.096411112227837512747},12748"nagarch11__t__w1000_r5": {12749"n": 1334,12750"ratio": 1.0074392905869882,12751"dm_p": 0.8790706345299449,12752"dm_stat": 0.152176655432450912753},12754"qgarch11__ged__w1000_r5": {12755"n": 1334,12756"ratio": 0.9871516871480978,12757"dm_p": 0.705259562523154,12758"dm_stat": -0.3783113362945908512759},12760"qgarch11__normal__w1000_r5": {12761"n": 1334,12762"ratio": 1.018657788626507,12763"dm_p": 0.3117451910970576,12764"dm_stat": 1.011950866970360712765},12766"qgarch11__skewt__w1000_r5": {12767"n": 1334,12768"ratio": 0.9671308663148734,12769"dm_p": 0.402531161890177,12770"dm_stat": -0.837376344345657412771},12772"qgarch11__t__w1000_r5": {12773"n": 1334,12774"ratio": 0.9682302846269687,12775"dm_p": 0.41817428255834166,12776"dm_stat": -0.809844169785361612777},12778"realgarch11__normal__w1000_r5": {12779"n": 1334,12780"ratio": 0.7502809464343502,12781"dm_p": 0.0014233392787090923,12782"dm_stat": -3.19657428552514812783},12784"realgarch11__t__w1000_r5": {12785"n": 1334,12786"ratio": 1.7055213499416808,12787"dm_p": 0.054041753878102686,12788"dm_stat": 1.928205507083021512789},12790"rm2006__normal__w1000_r5": {12791"n": 1334,12792"ratio": 0.7808545015253133,12793"dm_p": 0.0255690801890108,12794"dm_stat": -2.235203570266594712795},12796"rm_rw__empirical__w1000_r5": {12797"n": 1334,12798"ratio": 0.8345938142900218,12799"dm_p": 0.28253420406955676,12800"dm_stat": -1.075078347902116212801},12802"tarch11__ged__w1000_r5": {12803"n": 1334,12804"ratio": 1.0874667637909834,12805"dm_p": 0.27222099725341536,12806"dm_stat": 1.098416545753890612807},12808"tarch11__normal__w1000_r5": {12809"n": 1334,12810"ratio": 1.039953112421912,12811"dm_p": 0.5618738686469625,12812"dm_stat": 0.580205850515949412813},12814"tarch11__skewt__w1000_r5": {12815"n": 1334,12816"ratio": 1.0891358645241465,12817"dm_p": 0.24491297857186756,12818"dm_stat": 1.163307450302978812819},12820"tarch11__t__w1000_r5": {12821"n": 1334,12822"ratio": 1.0916199734001675,12823"dm_p": 0.2338272811423615,12824"dm_stat": 1.191097686617706812825}12826},12827"prev_sign=pos": {12828"aparch11__ged__w1000_r5": {12829"n": 1389,12830"ratio": 2.276141934769167,12831"dm_p": 0.0016775593631537533,12832"dm_stat": 3.148237701442958312833},12834"aparch11__normal__w1000_r5": {12835"n": 1389,12836"ratio": 2.4650214163728665,12837"dm_p": 0.013485177839214301,12838"dm_stat": 2.473857668924450712839},12840"aparch11__skewt__w1000_r5": {12841"n": 1389,12842"ratio": 4.899862825612443,12843"dm_p": 0.0166067793773505,12844"dm_stat": 2.39820992970657412845},12846"aparch11__t__w1000_r5": {12847"n": 1389,12848"ratio": 6.175329942768082,12849"dm_p": 0.02493696807105705,12850"dm_stat": 2.24481503638186212851},12852"arch5__ged__w1000_r5": {12853"n": 1389,12854"ratio": 1.0203636128429387,12855"dm_p": 0.8069754726594055,12856"dm_stat": 0.244376353348351312857},12858"arch5__normal__w1000_r5": {12859"n": 1389,12860"ratio": 1.0342487362340873,12861"dm_p": 0.6566963455319994,12862"dm_stat": 0.4445748375558355412863},12864"arch5__skewt__w1000_r5": {12865"n": 1389,12866"ratio": 0.9980990225691668,12867"dm_p": 0.9829767981793159,12868"dm_stat": -0.02134088363258138812869},12870"arch5__t__w1000_r5": {12871"n": 1389,12872"ratio": 0.9986540165126758,12873"dm_p": 0.987955935620039,12874"dm_stat": -0.01509828926590461912875},12876"avgarch11__ged__w1000_r5": {12877"n": 1389,12878"ratio": 0.9320863703220085,12879"dm_p": 0.3079160820403015,12880"dm_stat": -1.019979176420182712881},12882"avgarch11__normal__w1000_r5": {12883"n": 1389,12884"ratio": 0.9179070792132762,12885"dm_p": 0.13104902976329125,12886"dm_stat": -1.510870637850301812887},12888"avgarch11__skewt__w1000_r5": {12889"n": 1389,12890"ratio": 0.9304406180069437,12891"dm_p": 0.3234852405193693,12892"dm_stat": -0.987672426288470212893},12894"avgarch11__t__w1000_r5": {12895"n": 1389,12896"ratio": 0.9322851345329443,12897"dm_p": 0.3375238506998796,12898"dm_stat": -0.959401017035365212899},12900"cgarch11__ged__w1000_r5": {12901"n": 1389,12902"ratio": 0.9323776822341404,12903"dm_p": 0.16955249083137594,12904"dm_stat": -1.37435779778727512905},12906"cgarch11__normal__w1000_r5": {12907"n": 1389,12908"ratio": 0.9479184029677933,12909"dm_p": 0.1982385057476442,12910"dm_stat": -1.28720196913857212911},12912"cgarch11__skewt__w1000_r5": {12913"n": 1389,12914"ratio": 0.9238514227833826,12915"dm_p": 0.24365799322941228,12916"dm_stat": -1.16638795493362612917},12918"cgarch11__t__w1000_r5": {12919"n": 1389,12920"ratio": 0.9255873864349744,12921"dm_p": 0.25368606361971296,12922"dm_stat": -1.141915584924415812923},12924"constvar__normal__w1000_r5": {12925"n": 1389,12926"ratio": 1.1843455932099944,12927"dm_p": 0.022342556094212016,12928"dm_stat": 2.287054957689658612929},12930"egarch11__ged__w1000_r5": {12931"n": 1389,12932"ratio": 2.2596860147834175,12933"dm_p": 0.20171768298823656,12934"dm_stat": 1.277278130075448812935},12936"egarch11__normal__w1000_r5": {12937"n": 1386,12938"ratio": 9369.746085991363,12939"dm_p": 0.3169383505186494,12940"dm_stat": 1.001131006359845812941},12942"egarch11__skewt__w1000_r5": {12943"n": 1381,12944"ratio": 2.2127055881489914,12945"dm_p": 0.2606392614220144,12946"dm_stat": 1.125343312251409812947},12948"egarch11__t__w1000_r5": {12949"n": 1383,12950"ratio": 0.9804868191748279,12951"dm_p": 0.8597343127717705,12952"dm_stat": -0.1767453526118512612953},12954"ewma094__normal__w1000_r5": {12955"n": 1389,12956"ratio": 0.9604153279345101,12957"dm_p": 0.49175741875891177,12958"dm_stat": -0.687698730545856412959},12960"figarch11__ged__w1000_r5": {12961"n": 1389,12962"ratio": 0.871509736451846,12963"dm_p": 0.007450123604581561,12964"dm_stat": -2.679963344139751212965},12966"figarch11__normal__w1000_r5": {12967"n": 1389,12968"ratio": 0.8921592211102356,12969"dm_p": 0.016505860835750532,12970"dm_stat": -2.400451192041486612971},12972"figarch11__skewt__w1000_r5": {12973"n": 1389,12974"ratio": 0.8686717831460908,12975"dm_p": 0.03538757054201442,12976"dm_stat": -2.10595366718523412977},12978"figarch11__t__w1000_r5": {12979"n": 1389,12980"ratio": 0.870247078403001,12981"dm_p": 0.037151911075562566,12982"dm_stat": -2.086098455674463712983},12984"garch11__ged__w1000_r5": {12985"n": 1389,12986"ratio": 0.9605148016471732,12987"dm_p": 0.4547148279424271,12988"dm_stat": -0.747787809211281712989},12990"garch11__normal__w1000_r5": {12991"n": 1389,12992"ratio": 1.0,12993"dm_p": 1.0,12994"dm_stat": 0.012995},12996"garch11__skewt__w1000_r5": {12997"n": 1389,12998"ratio": 0.9409849131527999,12999"dm_p": 0.3481300351610964,13000"dm_stat": -0.938540431334593213001},13002"garch11__t__w1000_r5": {13003"n": 1389,13004"ratio": 0.9439849567179687,13005"dm_p": 0.37343648622700565,13006"dm_stat": -0.890342156385530513007},13008"garch12__ged__w1000_r5": {13009"n": 1389,13010"ratio": 0.974918833134213,13011"dm_p": 0.5590433973373503,13012"dm_stat": -0.584404162790416513013},13014"garch12__normal__w1000_r5": {13015"n": 1389,13016"ratio": 0.9565735371378004,13017"dm_p": 0.23675467170223452,13018"dm_stat": -1.183649093718286413019},13020"garch12__skewt__w1000_r5": {13021"n": 1389,13022"ratio": 0.939216915920803,13023"dm_p": 0.33347284207106526,13024"dm_stat": -0.967479671618960213025},13026"garch12__t__w1000_r5": {13027"n": 1389,13028"ratio": 0.9405303829642635,13029"dm_p": 0.34388536564489613,13030"dm_stat": -0.946839520619713813031},13032"garch21__ged__w1000_r5": {13033"n": 1389,13034"ratio": 0.9563588982666645,13035"dm_p": 0.47144191463133506,13036"dm_stat": -0.7203319653540713037},13038"garch21__normal__w1000_r5": {13039"n": 1389,13040"ratio": 0.9997354014496662,13041"dm_p": 0.9936336637728252,13042"dm_stat": -0.00798054124134470413043},13044"garch21__skewt__w1000_r5": {13045"n": 1389,13046"ratio": 0.9582171118765683,13047"dm_p": 0.5318213269540666,13048"dm_stat": -0.625384821637439113049},13050"garch21__t__w1000_r5": {13051"n": 1389,13052"ratio": 0.9611029950048646,13053"dm_p": 0.5607176034748639,13054"dm_stat": -0.581916234591905813055},13056"garchm11__ged__w1000_r5": {13057"n": 1389,13058"ratio": 0.9593619563378877,13059"dm_p": 0.4434202064170591,13060"dm_stat": -0.766649668132349413061},13062"garchm11__normal__w1000_r5": {13063"n": 1389,13064"ratio": 1.0026544519829832,13065"dm_p": 0.3209913194467538,13066"dm_stat": 0.992777733076780313067},13068"garchm11__skewt__w1000_r5": {13069"n": 1389,13070"ratio": 0.9383151564003327,13071"dm_p": 0.3297708625887503,13072"dm_stat": -0.974917897016859913073},13074"garchm11__t__w1000_r5": {13075"n": 1389,13076"ratio": 0.9394888904276552,13077"dm_p": 0.3389646495354986,13078"dm_stat": -0.956542785363337813079},13080"garchx_rv11__normal__w1000_r5": {13081"n": 1389,13082"ratio": 0.7383103129389764,13083"dm_p": 0.0025503251744562693,13084"dm_stat": -3.022806071327532413085},13086"garchx_rv11__t__w1000_r5": {13087"n": 1389,13088"ratio": 0.7118590655310951,13089"dm_p": 0.0011086748164506974,13090"dm_stat": -3.268238619528417713091},13092"gas_t11__t__w1000_r5": {13093"n": 1389,13094"ratio": 0.9282589561645596,13095"dm_p": 0.32539304839892846,13096"dm_stat": -0.983784264594280613097},13098"gjr11__ged__w1000_r5": {13099"n": 1389,13100"ratio": 1.205387820923108,13101"dm_p": 0.28045061380271324,13102"dm_stat": 1.079728650413094313103},13104"gjr11__normal__w1000_r5": {13105"n": 1389,13106"ratio": 1.1915721118345126,13107"dm_p": 0.2585703056809691,13108"dm_stat": 1.130240170907173713109},13110"gjr11__skewt__w1000_r5": {13111"n": 1389,13112"ratio": 1.2028434129867411,13113"dm_p": 0.3188352111659401,13114"dm_stat": 0.997212451040361613115},13116"gjr11__t__w1000_r5": {13117"n": 1389,13118"ratio": 1.202318193454624,13119"dm_p": 0.3189665517022527,13120"dm_stat": 0.99694174693326913121},13122"har_rv__empirical__w1000_r5": {13123"n": 1389,13124"ratio": 0.6989794946373508,13125"dm_p": 0.00029223727135288595,13126"dm_stat": -3.631318221148285313127},13128"heavy11__normal__w1000_r5": {13129"n": 1389,13130"ratio": 0.7340393993321156,13131"dm_p": 0.0021413891607237096,13132"dm_stat": -3.075662033242948713133},13134"heavy11__t__w1000_r5": {13135"n": 1389,13136"ratio": 0.7240538995845961,13137"dm_p": 0.001073067674641177,13138"dm_stat": -3.27753763902834913139},13140"histvar22__empirical__w1000_r5": {13141"n": 1389,13142"ratio": 1.295896581999879,13143"dm_p": 0.0014521809204487046,13144"dm_stat": 3.19047312479079713145},13146"histvar252__empirical__w1000_r5": {13147"n": 1389,13148"ratio": 1.0603897455526434,13149"dm_p": 0.5098505064094708,13150"dm_stat": 0.659240798432942413151},13152"histvar66__empirical__w1000_r5": {13153"n": 1389,13154"ratio": 1.197445217778051,13155"dm_p": 0.14696547733648388,13156"dm_stat": 1.451144901791438813157},13158"igarch11__ged__w1000_r5": {13159"n": 1389,13160"ratio": 1.007216939062106,13161"dm_p": 0.9143277496700332,13162"dm_stat": 0.1076010061042685413163},13164"igarch11__normal__w1000_r5": {13165"n": 1389,13166"ratio": 0.9729223201561021,13167"dm_p": 0.6642832957670807,13168"dm_stat": -0.434099995853282213169},13170"igarch11__skewt__w1000_r5": {13171"n": 1389,13172"ratio": 1.014550845800917,13173"dm_p": 0.8307748437973786,13174"dm_stat": 0.2137481627627626813175},13176"igarch11__t__w1000_r5": {13177"n": 1389,13178"ratio": 1.0162856747029543,13179"dm_p": 0.812247168879916,13180"dm_stat": 0.2375732410634019713181},13182"loghar_rv__empirical__w1000_r5": {13183"n": 1389,13184"ratio": 0.6638525386991108,13185"dm_p": 0.00014504589622162873,13186"dm_stat": -3.80999079155368713187},13188"msgarch2__normal__w1000_r5": {13189"n": 1389,13190"ratio": 0.8924178844924084,13191"dm_p": 0.05723657488798999,13192"dm_stat": -1.903081955193749513193},13194"msgarch2__t__w1000_r5": {13195"n": 1389,13196"ratio": 0.854750538992979,13197"dm_p": 0.054195590107995746,13198"dm_stat": -1.926903486173691813199},13200"nagarch11__ged__w1000_r5": {13201"n": 1389,13202"ratio": 2.1056084151005696,13203"dm_p": 0.2606389132951852,13204"dm_stat": 1.12534147141675813205},13206"nagarch11__normal__w1000_r5": {13207"n": 1389,13208"ratio": 2.354214482667989,13209"dm_p": 0.2772002390426539,13210"dm_stat": 1.087057262600792413211},13212"nagarch11__skewt__w1000_r5": {13213"n": 1389,13214"ratio": 2.8206888428201693,13215"dm_p": 0.28263535443305177,13216"dm_stat": 1.074835129868123813217},13218"nagarch11__t__w1000_r5": {13219"n": 1389,13220"ratio": 2.0691778613855294,13221"dm_p": 0.26664697863124065,13222"dm_stat": 1.11126447904808113223},13224"qgarch11__ged__w1000_r5": {13225"n": 1389,13226"ratio": 1.1394399954033214,13227"dm_p": 0.27085705874704197,13228"dm_stat": 1.1015299362039213229},13230"qgarch11__normal__w1000_r5": {13231"n": 1389,13232"ratio": 1.1756161371936371,13233"dm_p": 0.1324127191293191,13234"dm_stat": 1.505540412511330813235},13236"qgarch11__skewt__w1000_r5": {13237"n": 1389,13238"ratio": 1.0980517214907812,13239"dm_p": 0.4082122666598341,13240"dm_stat": 0.827294673444588213241},13242"qgarch11__t__w1000_r5": {13243"n": 1389,13244"ratio": 1.0985188427263664,13245"dm_p": 0.4059470295731481,13246"dm_stat": 0.831300222850874813247},13248"realgarch11__normal__w1000_r5": {13249"n": 1389,13250"ratio": 0.7262406041049964,13251"dm_p": 0.0002834419366273028,13252"dm_stat": -3.6392713866530913253},13254"realgarch11__t__w1000_r5": {13255"n": 1389,13256"ratio": 2.4001614584726045,13257"dm_p": 0.006396492721602099,13258"dm_stat": 2.730880773963860513259},13260"rm2006__normal__w1000_r5": {13261"n": 1389,13262"ratio": 0.85253825058142,13263"dm_p": 0.005566869051972867,13264"dm_stat": -2.776602375512214213265},13266"rm_rw__empirical__w1000_r5": {13267"n": 1389,13268"ratio": 1.0421436524991015,13269"dm_p": 0.7385561375860797,13270"dm_stat": 0.333832827405730413271},13272"tarch11__ged__w1000_r5": {13273"n": 1389,13274"ratio": 1.2666169320197174,13275"dm_p": 0.2714873504270639,13276"dm_stat": 1.100081539093959813277},13278"tarch11__normal__w1000_r5": {13279"n": 1389,13280"ratio": 1.218096735220675,13281"dm_p": 0.3247432352092972,13282"dm_stat": 0.985106928189723513283},13284"tarch11__skewt__w1000_r5": {13285"n": 1389,13286"ratio": 1.2701496253425462,13287"dm_p": 0.27559600124706735,13288"dm_stat": 1.090695939440191613289},13290"tarch11__t__w1000_r5": {13291"n": 1389,13292"ratio": 1.2716489522897292,13293"dm_p": 0.27365527692387354,13294"dm_stat": 1.095117214966334213295}13296},13297"episode=covid": {13298"aparch11__ged__w1000_r5": {13299"n": 93,13300"ratio": 1.431603633294445,13301"dm_p": 0.19645691826878425,13302"dm_stat": 1.30114836818836813303},13304"aparch11__normal__w1000_r5": {13305"n": 93,13306"ratio": 1.3666159852808044,13307"dm_p": 0.2382823396332916,13308"dm_stat": 1.187003160632829513309},13310"aparch11__skewt__w1000_r5": {13311"n": 93,13312"ratio": 0.7404861019584682,13313"dm_p": 0.2119007081187603,13314"dm_stat": -1.257096643096561813315},13316"aparch11__t__w1000_r5": {13317"n": 93,13318"ratio": 0.9284537909946349,13319"dm_p": 0.2971761960816137,13320"dm_stat": -1.04845365475207113321},13322"arch5__ged__w1000_r5": {13323"n": 93,13324"ratio": 1.129886517551741,13325"dm_p": 0.14885161357530594,13326"dm_stat": 1.455801379352705813327},13328"arch5__normal__w1000_r5": {13329"n": 93,13330"ratio": 1.0414035620529278,13331"dm_p": 0.55954901724267,13332"dm_stat": 0.585643483038508913333},13334"arch5__skewt__w1000_r5": {13335"n": 93,13336"ratio": 1.1025365586362845,13337"dm_p": 0.31832211576051567,13338"dm_stat": 1.003353370208558213339},13340"arch5__t__w1000_r5": {13341"n": 93,13342"ratio": 1.1141722089802606,13343"dm_p": 0.28841099718817004,13344"dm_stat": 1.067785883373434613345},13346"avgarch11__ged__w1000_r5": {13347"n": 93,13348"ratio": 1.1513640676509296,13349"dm_p": 0.4036321805593703,13350"dm_stat": 0.839021303418727913351},13352"avgarch11__normal__w1000_r5": {13353"n": 93,13354"ratio": 1.0806108848549183,13355"dm_p": 0.5202582376913144,13356"dm_stat": 0.645425038340848913357},13358"avgarch11__skewt__w1000_r5": {13359"n": 93,13360"ratio": 1.090313369768845,13361"dm_p": 0.5443266938072232,13362"dm_stat": 0.60854344574413113363},13364"avgarch11__t__w1000_r5": {13365"n": 93,13366"ratio": 1.0934435668046005,13367"dm_p": 0.5350600919047493,13368"dm_stat": 0.622642022702885713369},13370"cgarch11__ged__w1000_r5": {13371"n": 93,13372"ratio": 0.9650893287360244,13373"dm_p": 0.2956404593223478,13374"dm_stat": -1.051812468355513713375},13376"cgarch11__normal__w1000_r5": {13377"n": 93,13378"ratio": 1.023474401812269,13379"dm_p": 0.43978027554345517,13380"dm_stat": 0.77593031245149113381},13382"cgarch11__skewt__w1000_r5": {13383"n": 93,13384"ratio": 0.8918077165526386,13385"dm_p": 0.21799671952560548,13386"dm_stat": -1.240358885287560713387},13388"cgarch11__t__w1000_r5": {13389"n": 93,13390"ratio": 0.8980722120739026,13391"dm_p": 0.21887427889749067,13392"dm_stat": -1.237977680707776713393},13394"constvar__normal__w1000_r5": {13395"n": 93,13396"ratio": 1.5010555881443797,13397"dm_p": 0.15065210598028791,13398"dm_stat": 1.449306943146969813399},13400"egarch11__ged__w1000_r5": {13401"n": 93,13402"ratio": 1.0438922757735447,13403"dm_p": 0.18146062286002376,13404"dm_stat": 1.346464893404306613405},13406"egarch11__normal__w1000_r5": {13407"n": 93,13408"ratio": 1.0878237800688781,13409"dm_p": 0.1183961146151418,13410"dm_stat": 1.57627029197336313411},13412"egarch11__skewt__w1000_r5": {13413"n": 93,13414"ratio": 0.9424308000937907,13415"dm_p": 0.26399650091768334,13416"dm_stat": -1.123859737115421513417},13418"egarch11__t__w1000_r5": {13419"n": 93,13420"ratio": 0.9490027554150549,13421"dm_p": 0.2732276841916705,13422"dm_stat": -1.102251134819986613423},13424"ewma094__normal__w1000_r5": {13425"n": 93,13426"ratio": 0.6584854103246621,13427"dm_p": 0.3439702629296614,13428"dm_stat": -0.951249259518866413429},13430"figarch11__ged__w1000_r5": {13431"n": 93,13432"ratio": 0.9259483625503157,13433"dm_p": 0.26861683576095685,13434"dm_stat": -1.112979538526060613435},13436"figarch11__normal__w1000_r5": {13437"n": 93,13438"ratio": 0.9325526712316805,13439"dm_p": 0.26893670382478124,13440"dm_stat": -1.112231152927605413441},13442"figarch11__skewt__w1000_r5": {13443"n": 93,13444"ratio": 0.8542941746121582,13445"dm_p": 0.21164607052480705,13446"dm_stat": -1.25780344023613613447},13448"figarch11__t__w1000_r5": {13449"n": 93,13450"ratio": 0.858609369042513,13451"dm_p": 0.21256696651838036,13452"dm_stat": -1.255250257322960713453},13454"garch11__ged__w1000_r5": {13455"n": 93,13456"ratio": 0.9592816216240406,13457"dm_p": 0.0877916783806968,13458"dm_stat": -1.725517547614980213459},13460"garch11__normal__w1000_r5": {13461"n": 93,13462"ratio": 1.0,13463"dm_p": 1.0,13464"dm_stat": 0.013465},13466"garch11__skewt__w1000_r5": {13467"n": 93,13468"ratio": 0.8943519609596811,13469"dm_p": 0.1697207366653738,13470"dm_stat": -1.383954445123059713471},13472"garch11__t__w1000_r5": {13473"n": 93,13474"ratio": 0.8997768898610464,13475"dm_p": 0.16631083192217488,13476"dm_stat": -1.395212144123529513477},13478"garch12__ged__w1000_r5": {13479"n": 93,13480"ratio": 0.9482268122125583,13481"dm_p": 0.12068081572981608,13482"dm_stat": -1.56643205869303113483},13484"garch12__normal__w1000_r5": {13485"n": 93,13486"ratio": 0.9834503527395754,13487"dm_p": 0.06209610353266626,13488"dm_stat": -1.888599509940673813489},13490"garch12__skewt__w1000_r5": {13491"n": 93,13492"ratio": 0.8825405037380981,13493"dm_p": 0.17854564412957544,13494"dm_stat": -1.355597934121640413495},13496"garch12__t__w1000_r5": {13497"n": 93,13498"ratio": 0.8879062148189976,13499"dm_p": 0.17580176930039704,13500"dm_stat": -1.364298483925958913501},13502"garch21__ged__w1000_r5": {13503"n": 93,13504"ratio": 1.0030994232282149,13505"dm_p": 0.9370719568215828,13506"dm_stat": 0.0791667225290859213507},13508"garch21__normal__w1000_r5": {13509"n": 93,13510"ratio": 1.034850510623835,13511"dm_p": 0.25379064341633956,13512"dm_stat": 1.148375718642029813513},13514"garch21__skewt__w1000_r5": {13515"n": 93,13516"ratio": 0.894325003820916,13517"dm_p": 0.1697005523772156,13518"dm_stat": -1.384020573204239913519},13520"garch21__t__w1000_r5": {13521"n": 93,13522"ratio": 0.9178619496113337,13523"dm_p": 0.2412290665439412,13524"dm_stat": -1.179528339979505813525},13526"garchm11__ged__w1000_r5": {13527"n": 93,13528"ratio": 0.9620043505317405,13529"dm_p": 0.09005934970885611,13530"dm_stat": -1.713115779642908413531},13532"garchm11__normal__w1000_r5": {13533"n": 93,13534"ratio": 1.002174380303923,13535"dm_p": 0.4526421908696283,13536"dm_stat": 0.754221854961175713537},13538"garchm11__skewt__w1000_r5": {13539"n": 93,13540"ratio": 0.8980289038236283,13541"dm_p": 0.16780170468531813,13542"dm_stat": -1.390268603115024913543},13544"garchm11__t__w1000_r5": {13545"n": 93,13546"ratio": 0.9029152558217761,13547"dm_p": 0.16426211751779124,13548"dm_stat": -1.402060974845987813549},13550"garchx_rv11__normal__w1000_r5": {13551"n": 93,13552"ratio": 0.4614970945290827,13553"dm_p": 0.2067856388708352,13554"dm_stat": -1.271416049370301313555},13556"garchx_rv11__t__w1000_r5": {13557"n": 93,13558"ratio": 0.369078469636116,13559"dm_p": 0.1963067825039879,13560"dm_stat": -1.301589017706740813561},13562"gas_t11__t__w1000_r5": {13563"n": 93,13564"ratio": 0.9229867371038998,13565"dm_p": 0.2866291751134983,13566"dm_stat": -1.071764786886702613567},13568"gjr11__ged__w1000_r5": {13569"n": 93,13570"ratio": 1.4500029520322884,13571"dm_p": 0.2097470153996414,13572"dm_stat": 1.26309445467999613573},13574"gjr11__normal__w1000_r5": {13575"n": 93,13576"ratio": 1.4196559738508632,13577"dm_p": 0.21290568072462904,13578"dm_stat": 1.254313215376492213579},13580"gjr11__skewt__w1000_r5": {13581"n": 93,13582"ratio": 1.3502058732781916,13583"dm_p": 0.24617702229996086,13584"dm_stat": 1.167122662962252413585},13586"gjr11__t__w1000_r5": {13587"n": 93,13588"ratio": 1.3510111131043983,13589"dm_p": 0.24747220535064943,13590"dm_stat": 1.163904744200158413591},13592"har_rv__empirical__w1000_r5": {13593"n": 93,13594"ratio": 0.2986315291945944,13595"dm_p": 0.18681958424726602,13596"dm_stat": -1.329959101849332613597},13598"heavy11__normal__w1000_r5": {13599"n": 93,13600"ratio": 0.46216753401061295,13601"dm_p": 0.20731690513323883,13602"dm_stat": -1.269916732052444313603},13604"heavy11__t__w1000_r5": {13605"n": 93,13606"ratio": 0.45862929231160515,13607"dm_p": 0.20016634922670656,13608"dm_stat": -1.290339849516475313609},13610"histvar22__empirical__w1000_r5": {13611"n": 93,13612"ratio": 0.8732845315411581,13613"dm_p": 0.5616237546804203,13614"dm_stat": -0.582546395276974413615},13616"histvar252__empirical__w1000_r5": {13617"n": 93,13618"ratio": 1.8919171853773786,13619"dm_p": 0.10783466167018313,13620"dm_stat": 1.623825295377420613621},13622"histvar66__empirical__w1000_r5": {13623"n": 93,13624"ratio": 1.2881721674961946,13625"dm_p": 0.019938477509822344,13626"dm_stat": 2.368777094593483413627},13628"igarch11__ged__w1000_r5": {13629"n": 93,13630"ratio": 1.1688841201964595,13631"dm_p": 0.0929009580511087,13632"dm_stat": 1.69793073882185513633},13634"igarch11__normal__w1000_r5": {13635"n": 93,13636"ratio": 1.2119098929901158,13637"dm_p": 0.04814970083236859,13638"dm_stat": 2.002729901838692613639},13640"igarch11__skewt__w1000_r5": {13641"n": 93,13642"ratio": 1.0140024788032,13643"dm_p": 0.9076980082847744,13644"dm_stat": 0.1162623816423928613645},13646"igarch11__t__w1000_r5": {13647"n": 93,13648"ratio": 1.0387598026267126,13649"dm_p": 0.727875137787677,13650"dm_stat": 0.3490155898358889313651},13652"loghar_rv__empirical__w1000_r5": {13653"n": 93,13654"ratio": 0.3104840731014851,13655"dm_p": 0.18257949147839383,13656"dm_stat": -1.342988717483193413657},13658"msgarch2__normal__w1000_r5": {13659"n": 93,13660"ratio": 1.0597267404299757,13661"dm_p": 0.46606347513122265,13662"dm_stat": 0.731943574643591413663},13664"msgarch2__t__w1000_r5": {13665"n": 93,13666"ratio": 0.8987322477342701,13667"dm_p": 0.38560882414487024,13668"dm_stat": -0.871759698948136113669},13670"nagarch11__ged__w1000_r5": {13671"n": 93,13672"ratio": 0.9944717204675672,13673"dm_p": 0.8073283208470315,13674"dm_stat": -0.2445774055375551413675},13676"nagarch11__normal__w1000_r5": {13677"n": 93,13678"ratio": 1.3073312514047903,13679"dm_p": 0.2129194328027611,13680"dm_stat": 1.254275193813697113681},13682"nagarch11__skewt__w1000_r5": {13683"n": 93,13684"ratio": 0.8987121723149917,13685"dm_p": 0.19897853528920753,13686"dm_stat": -1.293784574324591713687},13688"nagarch11__t__w1000_r5": {13689"n": 93,13690"ratio": 0.8987794605681165,13691"dm_p": 0.19364566698490737,13692"dm_stat": -1.309441406694811713693},13694"qgarch11__ged__w1000_r5": {13695"n": 93,13696"ratio": 0.9969542884854571,13697"dm_p": 0.8875249545646973,13698"dm_stat": -0.1418293096523887713699},13700"qgarch11__normal__w1000_r5": {13701"n": 93,13702"ratio": 1.0672981434602982,13703"dm_p": 0.1635038779564307,13704"dm_stat": 1.404612339807254813705},13706"qgarch11__skewt__w1000_r5": {13707"n": 93,13708"ratio": 0.904704965563957,13709"dm_p": 0.1999607090563417,13710"dm_stat": -1.290935128962446913711},13712"qgarch11__t__w1000_r5": {13713"n": 93,13714"ratio": 0.9059260704263286,13715"dm_p": 0.1944122380489734,13716"dm_stat": -1.307171210193348813717},13718"realgarch11__normal__w1000_r5": {13719"n": 93,13720"ratio": 0.7820621009759414,13721"dm_p": 0.19553482666777405,13722"dm_stat": -1.303858684723695313723},13724"realgarch11__t__w1000_r5": {13725"n": 93,13726"ratio": 0.7148230243095159,13727"dm_p": 0.18538997459067025,13728"dm_stat": -1.334327147605538713729},13730"rm2006__normal__w1000_r5": {13731"n": 93,13732"ratio": 0.601509211762635,13733"dm_p": 0.310406990885059,13734"dm_stat": -1.019992058381352413735},13736"rm_rw__empirical__w1000_r5": {13737"n": 93,13738"ratio": 0.24944574291816882,13739"dm_p": 0.2346103768556738,13740"dm_stat": -1.196411070167845213741},13742"tarch11__ged__w1000_r5": {13743"n": 93,13744"ratio": 1.2463379012617868,13745"dm_p": 0.3351635719840412,13746"dm_stat": 0.968843237906769813747},13748"tarch11__normal__w1000_r5": {13749"n": 93,13750"ratio": 1.2464565589944105,13751"dm_p": 0.32320233416822514,13752"dm_stat": 0.99323148390199413753},13754"tarch11__skewt__w1000_r5": {13755"n": 93,13756"ratio": 1.1783169736499628,13757"dm_p": 0.40265348552812413,13758"dm_stat": 0.840775765234758313759},13760"tarch11__t__w1000_r5": {13761"n": 93,13762"ratio": 1.1836942428658568,13763"dm_p": 0.39504646784391984,13764"dm_stat": 0.854502179447028113765}13766},13767"episode=none": {13768"aparch11__ged__w1000_r5": {13769"n": 2330,13770"ratio": 2.5221327742409017,13771"dm_p": 0.0002095970381164475,13772"dm_stat": 3.713034468907036713773},13774"aparch11__normal__w1000_r5": {13775"n": 2330,13776"ratio": 2.4481802956189496,13777"dm_p": 0.00480836416215268,13778"dm_stat": 2.822310648821829513779},13780"aparch11__skewt__w1000_r5": {13781"n": 2330,13782"ratio": 7.211253525075588,13783"dm_p": 0.0232742836047795,13784"dm_stat": 2.27040030917147613785},13786"aparch11__t__w1000_r5": {13787"n": 2330,13788"ratio": 6.207050062791941,13789"dm_p": 0.01505515184155019,13790"dm_stat": 2.43285410385293713791},13792"arch5__ged__w1000_r5": {13793"n": 2330,13794"ratio": 1.0403686063084083,13795"dm_p": 0.6466457783527954,13796"dm_stat": 0.4584864431859767613797},13798"arch5__normal__w1000_r5": {13799"n": 2330,13800"ratio": 1.0527675621874806,13801"dm_p": 0.5168994394492229,13802"dm_stat": 0.648231025579934613803},13804"arch5__skewt__w1000_r5": {13805"n": 2330,13806"ratio": 1.0296537004920243,13807"dm_p": 0.7433820915350043,13808"dm_stat": 0.3274167949981245413809},13810"arch5__t__w1000_r5": {13811"n": 2330,13812"ratio": 1.0297231868954146,13813"dm_p": 0.7431510986626301,13814"dm_stat": 0.3277222975880700313815},13816"avgarch11__ged__w1000_r5": {13817"n": 2330,13818"ratio": 0.9510611069252287,13819"dm_p": 0.44995530012432067,13820"dm_stat": -0.755616952530208713821},13822"avgarch11__normal__w1000_r5": {13823"n": 2330,13824"ratio": 0.9323268748989915,13825"dm_p": 0.16063270649969774,13826"dm_stat": -1.403393942024775613827},13828"avgarch11__skewt__w1000_r5": {13829"n": 2330,13830"ratio": 0.9602961166708914,13831"dm_p": 0.5922445739149457,13832"dm_stat": -0.535660182575961813833},13834"avgarch11__t__w1000_r5": {13835"n": 2330,13836"ratio": 0.9613140354454099,13837"dm_p": 0.6011029870707058,13838"dm_stat": -0.522886486285572313839},13840"cgarch11__ged__w1000_r5": {13841"n": 2330,13842"ratio": 0.9173784632324985,13843"dm_p": 0.10256501017672254,13844"dm_stat": -1.633186200638584413845},13846"cgarch11__normal__w1000_r5": {13847"n": 2330,13848"ratio": 0.9403494654970841,13849"dm_p": 0.23324613658104754,13850"dm_stat": -1.192348391029113713851},13852"cgarch11__skewt__w1000_r5": {13853"n": 2330,13854"ratio": 0.9180892819069435,13855"dm_p": 0.17786717567792854,13856"dm_stat": -1.347758422492712413857},13858"cgarch11__t__w1000_r5": {13859"n": 2330,13860"ratio": 0.920208275594306,13861"dm_p": 0.18882418581418997,13862"dm_stat": -1.314450170332360313863},13864"constvar__normal__w1000_r5": {13865"n": 2330,13866"ratio": 1.115133390567763,13867"dm_p": 0.15530948187028162,13868"dm_stat": 1.421485739524415813869},13870"egarch11__ged__w1000_r5": {13871"n": 2330,13872"ratio": 1.901107198100426,13873"dm_p": 0.12764354944979228,13874"dm_stat": 1.524003718851880713875},13876"egarch11__normal__w1000_r5": {13877"n": 2325,13878"ratio": 795228.6509061832,13879"dm_p": 0.3159759340465826,13880"dm_stat": 1.002977914276415213881},13882"egarch11__skewt__w1000_r5": {13883"n": 2300,13884"ratio": 2.3618937184578708,13885"dm_p": 0.20713487572700884,13886"dm_stat": 1.26183859023880213887},13888"egarch11__t__w1000_r5": {13889"n": 2315,13890"ratio": 1.0459509716007653,13891"dm_p": 0.6216659340740809,13892"dm_stat": 0.493556971946922213893},13894"ewma094__normal__w1000_r5": {13895"n": 2330,13896"ratio": 0.9023918456031924,13897"dm_p": 0.1815446176852479,13898"dm_stat": -1.336413755087567913899},13900"figarch11__ged__w1000_r5": {13901"n": 2330,13902"ratio": 0.8716399506226614,13903"dm_p": 0.0036343317295372663,13904"dm_stat": -2.9112264462033113905},13906"figarch11__normal__w1000_r5": {13907"n": 2330,13908"ratio": 0.8869975946018331,13909"dm_p": 0.009969657212587588,13910"dm_stat": -2.57899494347345413911},13912"figarch11__skewt__w1000_r5": {13913"n": 2330,13914"ratio": 0.8744129375225179,13915"dm_p": 0.02117506985484218,13916"dm_stat": -2.306411050835755413917},13918"figarch11__t__w1000_r5": {13919"n": 2330,13920"ratio": 0.8759195556129412,13921"dm_p": 0.022574767256953975,13922"dm_stat": -2.28207438754428613923},13924"garch11__ged__w1000_r5": {13925"n": 2330,13926"ratio": 0.9632441479656709,13927"dm_p": 0.4493907204972265,13928"dm_stat": -0.756558855477027413929},13930"garch11__normal__w1000_r5": {13931"n": 2330,13932"ratio": 1.0,13933"dm_p": 1.0,13934"dm_stat": 0.013935},13936"garch11__skewt__w1000_r5": {13937"n": 2330,13938"ratio": 0.9544675464017646,13939"dm_p": 0.4269112273846772,13940"dm_stat": -0.794627419340106613941},13942"garch11__t__w1000_r5": {13943"n": 2330,13944"ratio": 0.9562528435089896,13945"dm_p": 0.44652555914984216,13946"dm_stat": -0.761349272347084713947},13948"garch12__ged__w1000_r5": {13949"n": 2330,13950"ratio": 0.9812390241849068,13951"dm_p": 0.6372860552091492,13952"dm_stat": -0.471558597750200113953},13954"garch12__normal__w1000_r5": {13955"n": 2330,13956"ratio": 0.9348548342523103,13957"dm_p": 0.264139013303789,13958"dm_stat": -1.11693106247943913959},13960"garch12__skewt__w1000_r5": {13961"n": 2330,13962"ratio": 0.9536219135301853,13963"dm_p": 0.4178267368961094,13964"dm_stat": -0.810341471239785813965},13966"garch12__t__w1000_r5": {13967"n": 2330,13968"ratio": 0.9549454901971478,13969"dm_p": 0.4323790986782834,13970"dm_stat": -0.785263270652025113971},13972"garch21__ged__w1000_r5": {13973"n": 2330,13974"ratio": 0.9652664261431328,13975"dm_p": 0.5201125851618914,13976"dm_stat": -0.643269480162548913977},13978"garch21__normal__w1000_r5": {13979"n": 2330,13980"ratio": 0.9927095875532698,13981"dm_p": 0.825590051102887,13982"dm_stat": -0.22038575963491413983},13984"garch21__skewt__w1000_r5": {13985"n": 2330,13986"ratio": 0.981072247454369,13987"dm_p": 0.7921353553274535,13988"dm_stat": -0.2635690125157753613989},13990"garch21__t__w1000_r5": {13991"n": 2330,13992"ratio": 0.982155801061306,13993"dm_p": 0.8045622773977432,13994"dm_stat": -0.2474752242585374613995},13996"garchm11__ged__w1000_r5": {13997"n": 2330,13998"ratio": 0.9650914112631477,13999"dm_p": 0.4781367266818789,14000"dm_stat": -0.709417042416732314001},14002"garchm11__normal__w1000_r5": {14003"n": 2330,14004"ratio": 1.0008186106033825,14005"dm_p": 0.8036261607247541,14006"dm_stat": 0.248685282272962114007},14008"garchm11__skewt__w1000_r5": {14009"n": 2330,14010"ratio": 0.9564598547643943,14011"dm_p": 0.4497392551830944,14012"dm_stat": -0.7559773067147214013},14014"garchm11__t__w1000_r5": {14015"n": 2330,14016"ratio": 0.9573271523551946,14017"dm_p": 0.4589030114493307,14018"dm_stat": -0.7407775406894314019},14020"garchx_rv11__normal__w1000_r5": {14021"n": 2330,14022"ratio": 0.7725431586029924,14023"dm_p": 0.003957922456167573,14024"dm_stat": -2.88437615212718614025},14026"garchx_rv11__t__w1000_r5": {14027"n": 2330,14028"ratio": 0.7541609347218942,14029"dm_p": 0.0011453282128106072,14030"dm_stat": -3.256202659416451714031},14032"gas_t11__t__w1000_r5": {14033"n": 2330,14034"ratio": 0.9590382524646095,14035"dm_p": 0.6384839567399795,14036"dm_stat": -0.4698811038160050614037},14038"gjr11__ged__w1000_r5": {14039"n": 2330,14040"ratio": 1.118657800148086,14041"dm_p": 0.3269345715433865,14042"dm_stat": 0.980513454762998214043},14044"gjr11__normal__w1000_r5": {14045"n": 2330,14046"ratio": 1.1037867354637791,14047"dm_p": 0.3253653300675634,14048"dm_stat": 0.983699769411436914049},14050"gjr11__skewt__w1000_r5": {14051"n": 2330,14052"ratio": 1.1237266085093314,14053"dm_p": 0.3440572405565355,14054"dm_stat": 0.946371637520865214055},14056"gjr11__t__w1000_r5": {14057"n": 2330,14058"ratio": 1.1228296737680052,14059"dm_p": 0.34705484828994626,14060"dm_stat": 0.940507481731770114061},14062"har_rv__empirical__w1000_r5": {14063"n": 2330,14064"ratio": 0.7173443754592327,14065"dm_p": 0.005535761895506919,14066"dm_stat": -2.77667418430882514067},14068"heavy11__normal__w1000_r5": {14069"n": 2330,14070"ratio": 0.768995670738839,14071"dm_p": 0.0034716767757014466,14072"dm_stat": -2.92555523441225814073},14074"heavy11__t__w1000_r5": {14075"n": 2330,14076"ratio": 0.754872327757329,14077"dm_p": 0.0012746955035503125,14078"dm_stat": -3.225556026318852514079},14080"histvar22__empirical__w1000_r5": {14081"n": 2330,14082"ratio": 1.225966721362881,14083"dm_p": 0.07866913666780953,14084"dm_stat": 1.759233562545909714085},14086"histvar252__empirical__w1000_r5": {14087"n": 2330,14088"ratio": 0.9837597588333188,14089"dm_p": 0.8499555748852828,14090"dm_stat": -0.1891961443376552814091},14092"histvar66__empirical__w1000_r5": {14093"n": 2330,14094"ratio": 1.017521857319605,14095"dm_p": 0.8932483898988992,14096"dm_stat": 0.134209651981637114097},14098"igarch11__ged__w1000_r5": {14099"n": 2330,14100"ratio": 0.9226852960138888,14101"dm_p": 0.36856748525394933,14102"dm_stat": -0.899334504950601714103},14104"igarch11__normal__w1000_r5": {14105"n": 2330,14106"ratio": 0.8950373858785601,14107"dm_p": 0.203762647317246,14108"dm_stat": -1.271261310190642314109},14110"igarch11__skewt__w1000_r5": {14111"n": 2330,14112"ratio": 0.9512536726349642,14113"dm_p": 0.5805719579704003,14114"dm_stat": -0.552626888748798814115},14116"igarch11__t__w1000_r5": {14117"n": 2330,14118"ratio": 0.9484580936877968,14119"dm_p": 0.5613447237482598,14120"dm_stat": -0.580928690843720914121},14122"loghar_rv__empirical__w1000_r5": {14123"n": 2330,14124"ratio": 0.6994432834162503,14125"dm_p": 0.00013008627618778753,14126"dm_stat": -3.832728763393871614127},14128"msgarch2__normal__w1000_r5": {14129"n": 2330,14130"ratio": 0.8984082734227244,14131"dm_p": 0.050651727100895584,14132"dm_stat": -1.955430306368009414133},14134"msgarch2__t__w1000_r5": {14135"n": 2330,14136"ratio": 0.8654990929006225,14137"dm_p": 0.04976030145729365,14138"dm_stat": -1.963040616110616614139},14140"nagarch11__ged__w1000_r5": {14141"n": 2330,14142"ratio": 1.668753329733105,14143"dm_p": 0.24778180768200428,14144"dm_stat": 1.15604381709338314145},14146"nagarch11__normal__w1000_r5": {14147"n": 2330,14148"ratio": 1.723903459756563,14149"dm_p": 0.32407746647457386,14150"dm_stat": 0.986322232501891114151},14152"nagarch11__skewt__w1000_r5": {14153"n": 2330,14154"ratio": 2.087950813610873,14155"dm_p": 0.27359112046669043,14156"dm_stat": 1.095088451239012914157},14158"nagarch11__t__w1000_r5": {14159"n": 2330,14160"ratio": 1.6536589915150484,14161"dm_p": 0.2508832959301626,14162"dm_stat": 1.14849238908750914163},14164"qgarch11__ged__w1000_r5": {14165"n": 2330,14166"ratio": 1.085028163626812,14167"dm_p": 0.3251758577801728,14168"dm_stat": 0.984085165219504714169},14170"qgarch11__normal__w1000_r5": {14171"n": 2330,14172"ratio": 1.1114986266431854,14173"dm_p": 0.11729476571475998,14174"dm_stat": 1.566810826687152314175},14176"qgarch11__skewt__w1000_r5": {14177"n": 2330,14178"ratio": 1.0626374447393283,14179"dm_p": 0.45601588779633095,14180"dm_stat": 0.745547754018958814181},14182"qgarch11__t__w1000_r5": {14183"n": 2330,14184"ratio": 1.0625376831147788,14185"dm_p": 0.45763395553122616,14186"dm_stat": 0.742872239420267414187},14188"realgarch11__normal__w1000_r5": {14189"n": 2330,14190"ratio": 0.7520635247471353,14191"dm_p": 0.000489935983781965,14192"dm_stat": -3.49112778393459514193},14194"realgarch11__t__w1000_r5": {14195"n": 2330,14196"ratio": 2.411227704465793,14197"dm_p": 0.0013490972999952511,14198"dm_stat": 3.20920902509207214199},14200"rm2006__normal__w1000_r5": {14201"n": 2330,14202"ratio": 0.83913015885289,14203"dm_p": 0.006682694766603588,14204"dm_stat": -2.714690960949019514205},14206"rm_rw__empirical__w1000_r5": {14207"n": 2330,14208"ratio": 1.0851380161333224,14209"dm_p": 0.34429572965730093,14210"dm_stat": 0.945903895554255714211},14212"tarch11__ged__w1000_r5": {14213"n": 2330,14214"ratio": 1.1818093305326183,14215"dm_p": 0.25522062445895183,14216"dm_stat": 1.138040505586943814217},14218"tarch11__normal__w1000_r5": {14219"n": 2330,14220"ratio": 1.1191653979692655,14221"dm_p": 0.3872563373248735,14222"dm_stat": 0.864765922705781114223},14224"tarch11__skewt__w1000_r5": {14225"n": 2330,14226"ratio": 1.1959146246488754,14227"dm_p": 0.2390812240959863,14228"dm_stat": 1.177587976789224314229},14230"tarch11__t__w1000_r5": {14231"n": 2330,14232"ratio": 1.1974752193998799,14233"dm_p": 0.2357939261227967,14234"dm_stat": 1.185871734446796214235}14236},14237"episode=rate_shock_2022": {14238"aparch11__ged__w1000_r5": {14239"n": 258,14240"ratio": 0.8509989200919306,14241"dm_p": 0.011950446852884855,14242"dm_stat": -2.531619254084114714243},14244"aparch11__normal__w1000_r5": {14245"n": 258,14246"ratio": 0.8939218079388561,14247"dm_p": 0.018939399167103247,14248"dm_stat": -2.361666315726133714249},14250"aparch11__skewt__w1000_r5": {14251"n": 258,14252"ratio": 0.8423002983331132,14253"dm_p": 0.015940838780363877,14254"dm_stat": -2.426333770227887314255},14256"aparch11__t__w1000_r5": {14257"n": 258,14258"ratio": 0.8348321245343913,14259"dm_p": 0.009028451940591433,14260"dm_stat": -2.630972074901902314261},14262"arch5__ged__w1000_r5": {14263"n": 258,14264"ratio": 1.26780169609087,14265"dm_p": 0.02668238924338731,14266"dm_stat": 2.22894734127126814267},14268"arch5__normal__w1000_r5": {14269"n": 258,14270"ratio": 1.2755305319294585,14271"dm_p": 0.024868512235833497,14272"dm_stat": 2.25667986045814914273},14274"arch5__skewt__w1000_r5": {14275"n": 258,14276"ratio": 1.213552095279659,14277"dm_p": 0.05672463537329707,14278"dm_stat": 1.914047970554815514279},14280"arch5__t__w1000_r5": {14281"n": 258,14282"ratio": 1.2147688814444018,14283"dm_p": 0.05606015311169167,14284"dm_stat": 1.919249109631765914285},14286"avgarch11__ged__w1000_r5": {14287"n": 258,14288"ratio": 0.9137247710556785,14289"dm_p": 0.038505893774670494,14290"dm_stat": -2.08011605482673114291},14292"avgarch11__normal__w1000_r5": {14293"n": 258,14294"ratio": 0.9379589706801046,14295"dm_p": 0.11071888438283438,14296"dm_stat": -1.60048795606941814297},14298"avgarch11__skewt__w1000_r5": {14299"n": 258,14300"ratio": 0.8774011909726366,14301"dm_p": 0.003360197132713001,14302"dm_stat": -2.960335077622086314303},14304"avgarch11__t__w1000_r5": {14305"n": 258,14306"ratio": 0.8797857922642203,14307"dm_p": 0.003758052302426776,14308"dm_stat": -2.924502062938259414309},14310"cgarch11__ged__w1000_r5": {14311"n": 258,14312"ratio": 0.779486820067006,14313"dm_p": 0.005136463320590732,14314"dm_stat": -2.82258022680722214315},14316"cgarch11__normal__w1000_r5": {14317"n": 258,14318"ratio": 0.7696735358821839,14319"dm_p": 0.0053803370181975336,14320"dm_stat": -2.807205256439946314321},14322"cgarch11__skewt__w1000_r5": {14323"n": 258,14324"ratio": 0.7662793380571804,14325"dm_p": 0.002346487603367321,14326"dm_stat": -3.073100850377634714327},14328"cgarch11__t__w1000_r5": {14329"n": 258,14330"ratio": 0.7685878880349564,14331"dm_p": 0.002650608897082958,14332"dm_stat": -3.03519675419996714333},14334"constvar__normal__w1000_r5": {14335"n": 258,14336"ratio": 1.7065716374425068,14337"dm_p": 0.015299523859276784,14338"dm_stat": 2.441548899522157314339},14340"egarch11__ged__w1000_r5": {14341"n": 258,14342"ratio": 0.8203982292956383,14343"dm_p": 0.004585426054542105,14344"dm_stat": -2.859923136193218314345},14346"egarch11__normal__w1000_r5": {14347"n": 258,14348"ratio": 0.8409598479745911,14349"dm_p": 0.0028241454859201593,14350"dm_stat": -3.01532554046027514351},14352"egarch11__skewt__w1000_r5": {14353"n": 258,14354"ratio": 0.7929574942030612,14355"dm_p": 0.0010806207014528487,14356"dm_stat": -3.306187324009518314357},14358"egarch11__t__w1000_r5": {14359"n": 258,14360"ratio": 0.7972363095881511,14361"dm_p": 0.00119279936950424,14362"dm_stat": -3.27722490144218814363},14364"ewma094__normal__w1000_r5": {14365"n": 258,14366"ratio": 0.8572428216591998,14367"dm_p": 0.08663414806474862,14368"dm_stat": -1.720011556804364314369},14370"figarch11__ged__w1000_r5": {14371"n": 258,14372"ratio": 0.8536953357753798,14373"dm_p": 0.00660013376226991,14374"dm_stat": -2.73868307585531414375},14376"figarch11__normal__w1000_r5": {14377"n": 258,14378"ratio": 0.8580443439568521,14379"dm_p": 0.00909605210580564,14380"dm_stat": -2.628366184804160614381},14382"figarch11__skewt__w1000_r5": {14383"n": 258,14384"ratio": 0.8281379455925345,14385"dm_p": 0.0028865773407127687,14386"dm_stat": -3.008450253968780514387},14388"figarch11__t__w1000_r5": {14389"n": 258,14390"ratio": 0.8266351255498092,14391"dm_p": 0.0026225813715681063,14392"dm_stat": -3.03851773844906214393},14394"garch11__ged__w1000_r5": {14395"n": 258,14396"ratio": 0.9289493269744733,14397"dm_p": 0.09344381126087632,14398"dm_stat": -1.683751821810228314399},14400"garch11__normal__w1000_r5": {14401"n": 258,14402"ratio": 1.0,14403"dm_p": 1.0,14404"dm_stat": 0.014405},14406"garch11__skewt__w1000_r5": {14407"n": 258,14408"ratio": 0.903126790986115,14409"dm_p": 0.10165597452294806,14410"dm_stat": -1.642757749110962614411},14412"garch11__t__w1000_r5": {14413"n": 258,14414"ratio": 0.912676722697324,14415"dm_p": 0.13355772457059067,14416"dm_stat": -1.50497796578849214417},14418"garch12__ged__w1000_r5": {14419"n": 258,14420"ratio": 0.9060813772008927,14421"dm_p": 0.05499544252383205,14422"dm_stat": -1.927691674868752714423},14424"garch12__normal__w1000_r5": {14425"n": 258,14426"ratio": 0.9621676015076065,14427"dm_p": 0.1074145691740238,14428"dm_stat": -1.615568425948341414429},14430"garch12__skewt__w1000_r5": {14431"n": 258,14432"ratio": 0.8782060414728964,14433"dm_p": 0.04204729339524971,14434"dm_stat": -2.04325351323785114435},14436"garch12__t__w1000_r5": {14437"n": 258,14438"ratio": 0.8803073573423227,14439"dm_p": 0.04094031373938513,14440"dm_stat": -2.054482021016750714441},14442"garch21__ged__w1000_r5": {14443"n": 258,14444"ratio": 0.9289601084442705,14445"dm_p": 0.09350223692691435,14446"dm_stat": -1.683450101252152314447},14448"garch21__normal__w1000_r5": {14449"n": 258,14450"ratio": 1.0000205799873485,14451"dm_p": 0.3912735349644111,14452"dm_stat": 0.858759352705958314453},14454"garch21__skewt__w1000_r5": {14455"n": 258,14456"ratio": 0.9058118310254168,14457"dm_p": 0.11314919794471558,14458"dm_stat": -1.589622942817244614459},14460"garch21__t__w1000_r5": {14461"n": 258,14462"ratio": 0.9126932278164012,14463"dm_p": 0.13363447756679678,14464"dm_stat": -1.504679385655660214465},14466"garchm11__ged__w1000_r5": {14467"n": 258,14468"ratio": 0.879191752908854,14469"dm_p": 0.04307298563032322,14470"dm_stat": -2.03307191966128414471},14472"garchm11__normal__w1000_r5": {14473"n": 258,14474"ratio": 1.0094418389004383,14475"dm_p": 0.35183750814192766,14476"dm_stat": 0.93272479660114714477},14478"garchm11__skewt__w1000_r5": {14479"n": 258,14480"ratio": 0.8276633886293387,14481"dm_p": 0.020563861282420222,14482"dm_stat": -2.3303184871308514483},14484"garchm11__t__w1000_r5": {14485"n": 258,14486"ratio": 0.8294793557035544,14487"dm_p": 0.02144285259358148,14488"dm_stat": -2.314252193904650314489},14490"garchx_rv11__normal__w1000_r5": {14491"n": 258,14492"ratio": 0.5353501910281431,14493"dm_p": 0.0016645949625635433,14494"dm_stat": -3.177968703638018414495},14496"garchx_rv11__t__w1000_r5": {14497"n": 258,14498"ratio": 0.5046163708535996,14499"dm_p": 0.001470439625022199,14500"dm_stat": -3.215185683232410614501},14502"gas_t11__t__w1000_r5": {14503"n": 258,14504"ratio": 0.8449555372908589,14505"dm_p": 0.0009839567978761786,14506"dm_stat": -3.333482754298895414507},14508"gjr11__ged__w1000_r5": {14509"n": 258,14510"ratio": 0.8782221852778218,14511"dm_p": 0.032744496085704566,14512"dm_stat": -2.14680950615407914513},14514"gjr11__normal__w1000_r5": {14515"n": 258,14516"ratio": 0.9787128401534108,14517"dm_p": 0.33383460189922126,14518"dm_stat": -0.968240433364824314519},14520"gjr11__skewt__w1000_r5": {14521"n": 258,14522"ratio": 0.855215034897217,14523"dm_p": 0.012809075448489842,14524"dm_stat": -2.50657141869177614525},14526"gjr11__t__w1000_r5": {14527"n": 258,14528"ratio": 0.8700955967801418,14529"dm_p": 0.019296681492810105,14530"dm_stat": -2.354574492993696514531},14532"har_rv__empirical__w1000_r5": {14533"n": 258,14534"ratio": 0.49982089995415124,14535"dm_p": 0.0018607033588961648,14536"dm_stat": -3.144252669653613314537},14538"heavy11__normal__w1000_r5": {14539"n": 258,14540"ratio": 0.5359495796075787,14541"dm_p": 0.0016458424647617467,14542"dm_stat": -3.18138272821138114543},14544"heavy11__t__w1000_r5": {14545"n": 258,14546"ratio": 0.5024945778435339,14547"dm_p": 0.0014572846470457957,14548"dm_stat": -3.21786926501813614549},14550"histvar22__empirical__w1000_r5": {14551"n": 258,14552"ratio": 1.2451054865875122,14553"dm_p": 0.12221266628055266,14554"dm_stat": 1.550664411412880514555},14556"histvar252__empirical__w1000_r5": {14557"n": 258,14558"ratio": 1.01203452364808,14559"dm_p": 0.9447538046721871,14560"dm_stat": 0.0693640234604492314561},14562"histvar66__empirical__w1000_r5": {14563"n": 258,14564"ratio": 1.1289465292865088,14565"dm_p": 0.39169660432135495,14566"dm_stat": 0.857991491674878614567},14568"igarch11__ged__w1000_r5": {14569"n": 258,14570"ratio": 0.7617469588207149,14571"dm_p": 0.018102993811766634,14572"dm_stat": -2.378740214331391414573},14574"igarch11__normal__w1000_r5": {14575"n": 258,14576"ratio": 0.7497186156511904,14577"dm_p": 0.016820535162128242,14578"dm_stat": -2.406320596577335514579},14580"igarch11__skewt__w1000_r5": {14581"n": 258,14582"ratio": 0.7526858023685077,14583"dm_p": 0.014492480589722549,14584"dm_stat": -2.461519790170269714585},14586"igarch11__t__w1000_r5": {14587"n": 258,14588"ratio": 0.7513550047624568,14589"dm_p": 0.01474134360181889,14590"dm_stat": -2.455258537103836714591},14592"loghar_rv__empirical__w1000_r5": {14593"n": 258,14594"ratio": 0.43329573009344036,14595"dm_p": 0.0015658039891671106,14596"dm_stat": -3.19637137800277814597},14598"msgarch2__normal__w1000_r5": {14599"n": 258,14600"ratio": 0.9169007374401535,14601"dm_p": 0.19322439930460775,14602"dm_stat": -1.304516876893136314603},14604"msgarch2__t__w1000_r5": {14605"n": 258,14606"ratio": 0.8108713292378604,14607"dm_p": 0.08241168677846346,14608"dm_stat": -1.74367411692259314609},14610"nagarch11__ged__w1000_r5": {14611"n": 258,14612"ratio": 0.8271229958212248,14613"dm_p": 0.031046138442453502,14614"dm_stat": -2.168397310444119414615},14616"nagarch11__normal__w1000_r5": {14617"n": 258,14618"ratio": 0.9450234524915156,14619"dm_p": 0.11011357723162224,14620"dm_stat": -1.603223472295983514621},14622"nagarch11__skewt__w1000_r5": {14623"n": 258,14624"ratio": 0.8134050721276854,14625"dm_p": 0.0341040194662337,14626"dm_stat": -2.130213103698268614627},14628"nagarch11__t__w1000_r5": {14629"n": 258,14630"ratio": 0.8231888424114322,14631"dm_p": 0.042319027634459896,14632"dm_stat": -2.040535730170358614633},14634"qgarch11__ged__w1000_r5": {14635"n": 258,14636"ratio": 0.8426212976781372,14637"dm_p": 0.027085900124286064,14638"dm_stat": -2.22300171524001114639},14640"qgarch11__normal__w1000_r5": {14641"n": 258,14642"ratio": 0.9277889699829894,14643"dm_p": 0.1269846841726168,14644"dm_stat": -1.531059364636461414645},14646"qgarch11__skewt__w1000_r5": {14647"n": 258,14648"ratio": 0.8144176078334013,14649"dm_p": 0.026190791785528172,14650"dm_stat": -2.23629737525636414651},14652"qgarch11__t__w1000_r5": {14653"n": 258,14654"ratio": 0.8244479596386841,14655"dm_p": 0.03220354331600267,14656"dm_stat": -2.153578613267688614657},14658"realgarch11__normal__w1000_r5": {14659"n": 258,14660"ratio": 0.5848078368216773,14661"dm_p": 0.0012068950442857527,14662"dm_stat": -3.27376650099397914663},14664"realgarch11__t__w1000_r5": {14665"n": 258,14666"ratio": 0.567106236442494,14667"dm_p": 0.0009177267104465985,14668"dm_stat": -3.35366606124651514669},14670"rm2006__normal__w1000_r5": {14671"n": 258,14672"ratio": 0.7910234164064504,14673"dm_p": 0.0007604033994272206,14674"dm_stat": -3.407662657367732414675},14676"rm_rw__empirical__w1000_r5": {14677"n": 258,14678"ratio": 0.5753315351018246,14679"dm_p": 0.03744951760995368,14680"dm_stat": -2.09167259851431314681},14682"tarch11__ged__w1000_r5": {14683"n": 258,14684"ratio": 0.828181340212511,14685"dm_p": 0.008426926288255957,14686"dm_stat": -2.65496522105027914687},14688"tarch11__normal__w1000_r5": {14689"n": 258,14690"ratio": 0.8604452209040625,14691"dm_p": 0.008742732113710374,14692"dm_stat": -2.642183457883471314693},14694"tarch11__skewt__w1000_r5": {14695"n": 258,14696"ratio": 0.7964144679674641,14697"dm_p": 0.0012797009356387214,14698"dm_stat": -3.256479852341386514699},14700"tarch11__t__w1000_r5": {14701"n": 258,14702"ratio": 0.8003579670241092,14703"dm_p": 0.0013833428965756272,14704"dm_stat": -3.23338456197129414705}14706}14707},14708"22": {14709"vol_tercile=high": {14710"aparch11__ged__w1000_r5": {14711"n": 1216,14712"ratio": 1.5946415960783558,14713"dm_p": 0.10147536247557104,14714"dm_stat": 1.638984570014885314715},14716"aparch11__normal__w1000_r5": {14717"n": 1216,14718"ratio": 1.6131497375781576,14719"dm_p": 0.15173999650133846,14720"dm_stat": 1.434313995039460314721},14722"aparch11__skewt__w1000_r5": {14723"n": 1216,14724"ratio": 1.1057046583701422,14725"dm_p": 0.4355002003017324,14726"dm_stat": 0.780072389611621814727},14728"aparch11__t__w1000_r5": {14729"n": 1216,14730"ratio": 2.281108546575871,14731"dm_p": 0.19221118139021956,14732"dm_stat": 1.30479075290916214733},14734"arch5__ged__w1000_r5": {14735"n": 1216,14736"ratio": 1.0942001946890285,14737"dm_p": 0.18960024502612488,14738"dm_stat": 1.312497377303995614739},14740"arch5__normal__w1000_r5": {14741"n": 1216,14742"ratio": 1.0956124248626793,14743"dm_p": 0.13154928852868553,14744"dm_stat": 1.509037098723441614745},14746"arch5__skewt__w1000_r5": {14747"n": 1216,14748"ratio": 1.0497123525292014,14749"dm_p": 0.4730812292569439,14750"dm_stat": 0.717698407291577314751},14752"arch5__t__w1000_r5": {14753"n": 1216,14754"ratio": 1.0515332520310152,14755"dm_p": 0.46034310974795234,14756"dm_stat": 0.738516766483384614757},14758"avgarch11__ged__w1000_r5": {14759"n": 1216,14760"ratio": 0.9754091320482762,14761"dm_p": 0.6803786801100263,14762"dm_stat": -0.412045605134006114763},14764"avgarch11__normal__w1000_r5": {14765"n": 1216,14766"ratio": 0.9417950558422342,14767"dm_p": 0.11508688346331691,14768"dm_stat": -1.57686509456459814769},14770"avgarch11__skewt__w1000_r5": {14771"n": 1216,14772"ratio": 0.9682815743846969,14773"dm_p": 0.6271356585514881,14774"dm_stat": -0.48588592818717114775},14776"avgarch11__t__w1000_r5": {14777"n": 1216,14778"ratio": 0.971397349353376,14779"dm_p": 0.6604593354028012,14780"dm_stat": -0.4393869210863962614781},14782"cgarch11__ged__w1000_r5": {14783"n": 1216,14784"ratio": 0.8682313670850965,14785"dm_p": 0.10776042661690004,14786"dm_stat": -1.609529274297265814787},14788"cgarch11__normal__w1000_r5": {14789"n": 1216,14790"ratio": 0.9324774773735748,14791"dm_p": 0.24127069336814985,14792"dm_stat": -1.172389094370708514793},14794"cgarch11__skewt__w1000_r5": {14795"n": 1216,14796"ratio": 0.864371785595475,14797"dm_p": 0.15720010402986487,14798"dm_stat": -1.415425280649495814799},14800"cgarch11__t__w1000_r5": {14801"n": 1216,14802"ratio": 0.8660378679951847,14803"dm_p": 0.1613617379072147,14804"dm_stat": -1.40136028975271214805},14806"constvar__normal__w1000_r5": {14807"n": 1216,14808"ratio": 1.195707956409056,14809"dm_p": 0.04518243515429972,14810"dm_stat": 2.005019661817648614811},14812"egarch11__ged__w1000_r5": {14813"n": 1216,14814"ratio": 1.4874819969010817,14815"dm_p": 0.1894629756065796,14816"dm_stat": 1.312904711068325214817},14818"egarch11__normal__w1000_r5": {14819"n": 1216,14820"ratio": 1.955941710960064,14821"dm_p": 0.2462147261863198,14822"dm_stat": 1.16015228084738814823},14824"egarch11__skewt__w1000_r5": {14825"n": 1192,14826"ratio": 2.8480951414546363,14827"dm_p": 0.30837697050907464,14828"dm_stat": 1.019069417060074714829},14830"egarch11__t__w1000_r5": {14831"n": 1206,14832"ratio": 1.042065316124253,14833"dm_p": 0.6992926171785713,14834"dm_stat": 0.386367648249871714835},14836"ewma094__normal__w1000_r5": {14837"n": 1216,14838"ratio": 0.941604356069968,14839"dm_p": 0.47428456389553686,14840"dm_stat": -0.715747885613652214841},14842"figarch11__ged__w1000_r5": {14843"n": 1216,14844"ratio": 0.8507033389843012,14845"dm_p": 0.04181833641258619,14846"dm_stat": -2.03747934551597114847},14848"figarch11__normal__w1000_r5": {14849"n": 1216,14850"ratio": 0.8674033878184005,14851"dm_p": 0.08216027833444343,14852"dm_stat": -1.739726492163721214853},14854"figarch11__skewt__w1000_r5": {14855"n": 1216,14856"ratio": 0.8370166621751783,14857"dm_p": 0.04239050135195129,14858"dm_stat": -2.03180626063664514859},14860"figarch11__t__w1000_r5": {14861"n": 1216,14862"ratio": 0.8394888624071302,14863"dm_p": 0.045454489966788886,14864"dm_stat": -2.002484909099842414865},14866"garch11__ged__w1000_r5": {14867"n": 1216,14868"ratio": 0.9337494748654002,14869"dm_p": 0.17924731650060213,14870"dm_stat": -1.34385146279955914871},14872"garch11__normal__w1000_r5": {14873"n": 1216,14874"ratio": 1.0,14875"dm_p": 1.0,14876"dm_stat": 0.014877},14878"garch11__skewt__w1000_r5": {14879"n": 1216,14880"ratio": 0.903947045227511,14881"dm_p": 0.1205655780820252,14882"dm_stat": -1.553494035800931514883},14884"garch11__t__w1000_r5": {14885"n": 1216,14886"ratio": 0.9078182377932176,14887"dm_p": 0.13317569503926538,14888"dm_stat": -1.502702254104613314889},14890"garch12__ged__w1000_r5": {14891"n": 1216,14892"ratio": 0.9357814674903984,14893"dm_p": 0.17902028111157087,14894"dm_stat": -1.34455394169998214895},14896"garch12__normal__w1000_r5": {14897"n": 1216,14898"ratio": 0.9805060685655983,14899"dm_p": 0.04902818469633874,14900"dm_stat": -1.970322606259916814901},14902"garch12__skewt__w1000_r5": {14903"n": 1216,14904"ratio": 0.8945513988903568,14905"dm_p": 0.10110522918272136,14906"dm_stat": -1.640764044871504214907},14908"garch12__t__w1000_r5": {14909"n": 1216,14910"ratio": 0.8969073432828641,14911"dm_p": 0.10695113277155056,14912"dm_stat": -1.613244237343242314913},14914"garch21__ged__w1000_r5": {14915"n": 1216,14916"ratio": 0.9366262285127018,14917"dm_p": 0.2500759690935567,14918"dm_stat": -1.150714876278048114919},14920"garch21__normal__w1000_r5": {14921"n": 1216,14922"ratio": 0.9975596669549519,14923"dm_p": 0.9060091169430377,14924"dm_stat": -0.1180985195248267914925},14926"garch21__skewt__w1000_r5": {14927"n": 1216,14928"ratio": 0.9085182318856763,14929"dm_p": 0.13343535283727334,14930"dm_stat": -1.501696448197410714931},14932"garch21__t__w1000_r5": {14933"n": 1216,14934"ratio": 0.9185515889933227,14935"dm_p": 0.1737477964170756,14936"dm_stat": -1.361057819876742714937},14938"garchm11__ged__w1000_r5": {14939"n": 1216,14940"ratio": 0.909900778729276,14941"dm_p": 0.11092449573328828,14942"dm_stat": -1.595213803404863314943},14944"garchm11__normal__w1000_r5": {14945"n": 1216,14946"ratio": 1.002595263268302,14947"dm_p": 0.5144134616109854,14948"dm_stat": 0.652172177270807514949},14950"garchm11__skewt__w1000_r5": {14951"n": 1216,14952"ratio": 0.8826036901833801,14953"dm_p": 0.08659831557251221,14954"dm_stat": -1.715010333732783314955},14956"garchm11__t__w1000_r5": {14957"n": 1216,14958"ratio": 0.8833630007541828,14959"dm_p": 0.08732714132700474,14960"dm_stat": -1.711049919910040214961},14962"garchx_rv11__normal__w1000_r5": {14963"n": 1216,14964"ratio": 0.8441172706699467,14965"dm_p": 0.04166401050098451,14966"dm_stat": -2.039020764338544714967},14968"garchx_rv11__t__w1000_r5": {14969"n": 1216,14970"ratio": 0.787837017919814,14971"dm_p": 0.005050509987435059,14972"dm_stat": -2.80891524547857214973},14974"gas_t11__t__w1000_r5": {14975"n": 1216,14976"ratio": 0.9527315182836203,14977"dm_p": 0.5583748361522743,14978"dm_stat": -0.585418838430936514979},14980"gjr11__ged__w1000_r5": {14981"n": 1216,14982"ratio": 1.008114994306546,14983"dm_p": 0.9141432676001927,14984"dm_stat": 0.107836405944828814985},14986"gjr11__normal__w1000_r5": {14987"n": 1216,14988"ratio": 1.0063750139044807,14989"dm_p": 0.9183103747369535,14990"dm_stat": 0.1025836156623193414991},14992"gjr11__skewt__w1000_r5": {14993"n": 1216,14994"ratio": 0.9795362600047034,14995"dm_p": 0.7867896433340927,14996"dm_stat": -0.2705414998948744714997},14998"gjr11__t__w1000_r5": {14999"n": 1216,15000"ratio": 0.9816164151811092,15001"dm_p": 0.8061734033044488,15002"dm_stat": -0.2454190800759002115003},15004"har_rv__empirical__w1000_r5": {15005"n": 1216,15006"ratio": 0.729121198121348,15007"dm_p": 0.00256642055584326,15008"dm_stat": -3.021672188100558415009},15010"heavy11__normal__w1000_r5": {15011"n": 1216,15012"ratio": 0.8435026933897162,15013"dm_p": 0.04113734398780586,15014"dm_stat": -2.04431785560565515015},15016"heavy11__t__w1000_r5": {15017"n": 1216,15018"ratio": 0.7879316296619082,15019"dm_p": 0.00501279875812343,15020"dm_stat": -2.811343261728354515021},15022"histvar22__empirical__w1000_r5": {15023"n": 1216,15024"ratio": 1.31989961881269,15025"dm_p": 0.05709688740512643,15026"dm_stat": 1.904378608881687415027},15028"histvar252__empirical__w1000_r5": {15029"n": 1216,15030"ratio": 1.0496586097722878,15031"dm_p": 0.736110760941159,15032"dm_stat": 0.33708537433470415033},15034"histvar66__empirical__w1000_r5": {15035"n": 1216,15036"ratio": 1.0391948495819576,15037"dm_p": 0.8447877177711614,15038"dm_stat": 0.1958149927117405215039},15040"igarch11__ged__w1000_r5": {15041"n": 1216,15042"ratio": 1.0352606024409146,15043"dm_p": 0.7107342829340758,15044"dm_stat": 0.370956925142568815045},15046"igarch11__normal__w1000_r5": {15047"n": 1216,15048"ratio": 0.9725777681215922,15049"dm_p": 0.7507791904304245,15050"dm_stat": -0.3176840607984202615051},15052"igarch11__skewt__w1000_r5": {15053"n": 1216,15054"ratio": 1.1292020367693614,15055"dm_p": 0.34820861789833946,15056"dm_stat": 0.938432658045983215057},15058"igarch11__t__w1000_r5": {15059"n": 1216,15060"ratio": 1.132994811357405,15061"dm_p": 0.3318703164191637,15062"dm_stat": 0.970741317429153915063},15064"loghar_rv__empirical__w1000_r5": {15065"n": 1216,15066"ratio": 0.6914426780582555,15067"dm_p": 0.00043443108203388336,15068"dm_stat": -3.52794136935674115069},15070"msgarch2__normal__w1000_r5": {15071"n": 1216,15072"ratio": 0.9611670079378329,15073"dm_p": 0.2878998814890271,15074"dm_stat": -1.063205834382096315075},15076"msgarch2__t__w1000_r5": {15077"n": 1216,15078"ratio": 0.854463094203374,15079"dm_p": 0.04825421323938918,15080"dm_stat": -1.977116610630642815081},15082"nagarch11__ged__w1000_r5": {15083"n": 1216,15084"ratio": 1.088572925413516,15085"dm_p": 0.579828936216141,15086"dm_stat": 0.553783473942950715087},15088"nagarch11__normal__w1000_r5": {15089"n": 1216,15090"ratio": 1.1889764025718768,15091"dm_p": 0.2729408261283253,15092"dm_stat": 1.09681220948249815093},15094"nagarch11__skewt__w1000_r5": {15095"n": 1216,15096"ratio": 1.139945588203776,15097"dm_p": 0.5360491623883445,15098"dm_stat": 0.618974543203397115099},15100"nagarch11__t__w1000_r5": {15101"n": 1216,15102"ratio": 1.0894277146816458,15103"dm_p": 0.6040635278530299,15104"dm_stat": 0.518701272927308515105},15106"qgarch11__ged__w1000_r5": {15107"n": 1216,15108"ratio": 0.9425613860781432,15109"dm_p": 0.3551172616860502,15110"dm_stat": -0.925062166090157915111},15112"qgarch11__normal__w1000_r5": {15113"n": 1216,15114"ratio": 0.9921502514169773,15115"dm_p": 0.8036558211813669,15116"dm_stat": -0.2486729229046844615117},15118"qgarch11__skewt__w1000_r5": {15119"n": 1216,15120"ratio": 0.9119997936054622,15121"dm_p": 0.22264617354460664,15122"dm_stat": -1.220146336287311515123},15124"qgarch11__t__w1000_r5": {15125"n": 1216,15126"ratio": 0.9110714766407337,15127"dm_p": 0.21124704856940388,15128"dm_stat": -1.250803330081634415129},15130"realgarch11__normal__w1000_r5": {15131"n": 1216,15132"ratio": 0.8545488421591276,15133"dm_p": 0.0024132341869505703,15134"dm_stat": -3.040397025333281315135},15136"realgarch11__t__w1000_r5": {15137"n": 1216,15138"ratio": 2.377108673548417,15139"dm_p": 0.04659916969369413,15140"dm_stat": 1.991958080009813115141},15142"rm2006__normal__w1000_r5": {15143"n": 1216,15144"ratio": 0.8346215126699809,15145"dm_p": 0.07318466282003165,15146"dm_stat": -1.793230791198194415147},15148"rm_rw__empirical__w1000_r5": {15149"n": 1216,15150"ratio": 1.4862597793822565,15151"dm_p": 0.10037237277893712,15152"dm_stat": 1.64430275491472415153},15154"tarch11__ged__w1000_r5": {15155"n": 1216,15156"ratio": 1.023304653086562,15157"dm_p": 0.7727469231972213,15158"dm_stat": 0.288848062949558515159},15160"tarch11__normal__w1000_r5": {15161"n": 1216,15162"ratio": 0.9615343392807101,15163"dm_p": 0.527628418428429,15164"dm_stat": -0.631812258982849315165},15166"tarch11__skewt__w1000_r5": {15167"n": 1216,15168"ratio": 1.0305524282938536,15169"dm_p": 0.7289690394057822,15170"dm_stat": 0.346577132556802315171},15172"tarch11__t__w1000_r5": {15173"n": 1216,15174"ratio": 1.037635369285805,15175"dm_p": 0.6676280783570633,15176"dm_stat": 0.4295102664126012615177}15178},15179"vol_tercile=low": {15180"aparch11__ged__w1000_r5": {15181"n": 426,15182"ratio": 3.3770959088513157,15183"dm_p": 0.14049504276084696,15184"dm_stat": 1.476705940305862915185},15186"aparch11__normal__w1000_r5": {15187"n": 426,15188"ratio": 3.689578986468645,15189"dm_p": 0.17299512887038454,15190"dm_stat": 1.364936556832411915191},15192"aparch11__skewt__w1000_r5": {15193"n": 426,15194"ratio": 18.108197419341106,15195"dm_p": 0.1468749542521525,15196"dm_stat": 1.453312589874354915197},15198"aparch11__t__w1000_r5": {15199"n": 426,15200"ratio": 7.595186760737344,15201"dm_p": 0.024819746361422954,15202"dm_stat": 2.25219280468734415203},15204"arch5__ged__w1000_r5": {15205"n": 426,15206"ratio": 0.8936827997745614,15207"dm_p": 0.5554831348595384,15208"dm_stat": -0.590031445603567715209},15210"arch5__normal__w1000_r5": {15211"n": 426,15212"ratio": 0.8951019206595446,15213"dm_p": 0.5500484755612862,15214"dm_stat": -0.598164986567637115215},15216"arch5__skewt__w1000_r5": {15217"n": 426,15218"ratio": 0.8990825895672734,15219"dm_p": 0.6465749074821134,15220"dm_stat": -0.458852156991116415221},15222"arch5__t__w1000_r5": {15223"n": 426,15224"ratio": 0.8995056306243823,15225"dm_p": 0.648026045944291,15226"dm_stat": -0.4568308218735311315227},15228"avgarch11__ged__w1000_r5": {15229"n": 426,15230"ratio": 0.9524885314468292,15231"dm_p": 0.4170032863075086,15232"dm_stat": -0.812423864524856615233},15234"avgarch11__normal__w1000_r5": {15235"n": 426,15236"ratio": 0.9144502934698164,15237"dm_p": 0.26829358796039654,15238"dm_stat": -1.108451873564619215239},15240"avgarch11__skewt__w1000_r5": {15241"n": 426,15242"ratio": 0.9596058337106768,15243"dm_p": 0.5335291409955142,15244"dm_stat": -0.623136387892419215245},15246"avgarch11__t__w1000_r5": {15247"n": 426,15248"ratio": 0.9643097581528516,15249"dm_p": 0.5869096029791393,15250"dm_stat": -0.543734045143556715251},15252"cgarch11__ged__w1000_r5": {15253"n": 426,15254"ratio": 0.9206462898912076,15255"dm_p": 0.18859012221153307,15256"dm_stat": -1.316875074083286215257},15258"cgarch11__normal__w1000_r5": {15259"n": 426,15260"ratio": 0.936054385545628,15261"dm_p": 0.208384174187395,15262"dm_stat": -1.259935099985619815263},15264"cgarch11__skewt__w1000_r5": {15265"n": 426,15266"ratio": 0.9266242768876871,15267"dm_p": 0.2641772394340224,15268"dm_stat": -1.11804995388502515269},15270"cgarch11__t__w1000_r5": {15271"n": 426,15272"ratio": 0.9279802271796406,15273"dm_p": 0.2740739460635004,15274"dm_stat": -1.09514362987738415275},15276"constvar__normal__w1000_r5": {15277"n": 426,15278"ratio": 0.9188524550067272,15279"dm_p": 0.6586678577746772,15280"dm_stat": -0.4420638560439207315281},15282"egarch11__ged__w1000_r5": {15283"n": 426,15284"ratio": 1.2762292493339347,15285"dm_p": 0.45359192377934976,15286"dm_stat": 0.750129248599210315287},15288"egarch11__normal__w1000_r5": {15289"n": 426,15290"ratio": 24383351.54664331,15291"dm_p": 0.3266723036690479,15292"dm_stat": 0.981972005178861715293},15294"egarch11__skewt__w1000_r5": {15295"n": 426,15296"ratio": 0.6575397008038764,15297"dm_p": 0.3804567992655695,15298"dm_stat": -0.877968630681732315299},15300"egarch11__t__w1000_r5": {15301"n": 426,15302"ratio": 1.0163703655348182,15303"dm_p": 0.8716943252075755,15304"dm_stat": 0.161604226027643115305},15306"ewma094__normal__w1000_r5": {15307"n": 426,15308"ratio": 1.1386053647943268,15309"dm_p": 0.6330827822811095,15310"dm_stat": 0.47773732820108715311},15312"figarch11__ged__w1000_r5": {15313"n": 426,15314"ratio": 0.7541768244297309,15315"dm_p": 0.03918184902719143,15316"dm_stat": -2.06866361000025615317},15318"figarch11__normal__w1000_r5": {15319"n": 426,15320"ratio": 0.7636287950422737,15321"dm_p": 0.05420462801225896,15322"dm_stat": -1.930542124871403615323},15324"figarch11__skewt__w1000_r5": {15325"n": 426,15326"ratio": 0.7627842554870856,15327"dm_p": 0.06884195145091145,15328"dm_stat": -1.824080542785725415329},15330"figarch11__t__w1000_r5": {15331"n": 426,15332"ratio": 0.7629479365746297,15333"dm_p": 0.07037205990885383,15334"dm_stat": -1.814069430834050815335},15336"garch11__ged__w1000_r5": {15337"n": 426,15338"ratio": 0.960152452661306,15339"dm_p": 0.5785219762167566,15340"dm_stat": -0.555972864136302915341},15342"garch11__normal__w1000_r5": {15343"n": 426,15344"ratio": 1.0,15345"dm_p": 1.0,15346"dm_stat": 0.015347},15348"garch11__skewt__w1000_r5": {15349"n": 426,15350"ratio": 0.9852363573049507,15351"dm_p": 0.840356584724081,15352"dm_stat": -0.2015607287481967215353},15354"garch11__t__w1000_r5": {15355"n": 426,15356"ratio": 0.9868204157902908,15357"dm_p": 0.857435684541131,15358"dm_stat": -0.1797484994918068815359},15360"garch12__ged__w1000_r5": {15361"n": 426,15362"ratio": 0.9761873857495988,15363"dm_p": 0.6550386696768205,15364"dm_stat": -0.447088843496367915365},15366"garch12__normal__w1000_r5": {15367"n": 426,15368"ratio": 1.0007585751008226,15369"dm_p": 0.9249193770296078,15370"dm_stat": 0.0942948534349569415371},15372"garch12__skewt__w1000_r5": {15373"n": 426,15374"ratio": 0.9788763719925464,15375"dm_p": 0.7716450176548206,15376"dm_stat": -0.2904089884986177415377},15378"garch12__t__w1000_r5": {15379"n": 426,15380"ratio": 0.9803930908069305,15381"dm_p": 0.7879475252569197,15382"dm_stat": -0.269146547337098915383},15384"garch21__ged__w1000_r5": {15385"n": 426,15386"ratio": 0.959375184132358,15387"dm_p": 0.5737879919597167,15388"dm_stat": -0.562917350723644615389},15390"garch21__normal__w1000_r5": {15391"n": 426,15392"ratio": 0.9380287873058746,15393"dm_p": 0.2986148103827529,15394"dm_stat": -1.040682001502120315395},15396"garch21__skewt__w1000_r5": {15397"n": 426,15398"ratio": 0.9849675752083481,15399"dm_p": 0.8379603099400945,15400"dm_stat": -0.2046285467536711515401},15402"garch21__t__w1000_r5": {15403"n": 426,15404"ratio": 0.9865372515834535,15405"dm_p": 0.8548031428242403,15406"dm_stat": -0.1831047544277899215407},15408"garchm11__ged__w1000_r5": {15409"n": 426,15410"ratio": 0.9626364874379411,15411"dm_p": 0.6003138408493494,15412"dm_stat": -0.524342296145330915413},15414"garchm11__normal__w1000_r5": {15415"n": 426,15416"ratio": 0.9999942809300221,15417"dm_p": 0.9989917561884453,15418"dm_stat": -0.001264390099856097415419},15420"garchm11__skewt__w1000_r5": {15421"n": 426,15422"ratio": 0.984604169616045,15423"dm_p": 0.8313162554431025,15424"dm_stat": -0.2131447610055643715425},15426"garchm11__t__w1000_r5": {15427"n": 426,15428"ratio": 0.9856821520822076,15429"dm_p": 0.8430187440159014,15430"dm_stat": -0.1981547402069015815431},15432"garchx_rv11__normal__w1000_r5": {15433"n": 426,15434"ratio": 0.9650436055091145,15435"dm_p": 0.7029139789047609,15436"dm_stat": -0.381646966333201615437},15438"garchx_rv11__t__w1000_r5": {15439"n": 426,15440"ratio": 0.9142378848026168,15441"dm_p": 0.3951867703222205,15442"dm_stat": -0.851111365802691315443},15444"gas_t11__t__w1000_r5": {15445"n": 426,15446"ratio": 0.9509661149640175,15447"dm_p": 0.4198653044218847,15448"dm_stat": -0.80743893297341415449},15450"gjr11__ged__w1000_r5": {15451"n": 426,15452"ratio": 1.1481240477191448,15453"dm_p": 0.4953231086410359,15454"dm_stat": 0.682454951940674815455},15456"gjr11__normal__w1000_r5": {15457"n": 426,15458"ratio": 1.103928998066926,15459"dm_p": 0.5470376609070539,15460"dm_stat": 0.602688071979633815461},15462"gjr11__skewt__w1000_r5": {15463"n": 426,15464"ratio": 1.193338342487717,15465"dm_p": 0.40277056716900145,15466"dm_stat": 0.83752088000057715467},15468"gjr11__t__w1000_r5": {15469"n": 426,15470"ratio": 1.1976956529977794,15471"dm_p": 0.398125438084524,15472"dm_stat": 0.845826602845978715473},15474"har_rv__empirical__w1000_r5": {15475"n": 426,15476"ratio": 0.8716668392582788,15477"dm_p": 0.14687415992183228,15478"dm_stat": -1.453315453383170515479},15480"heavy11__normal__w1000_r5": {15481"n": 426,15482"ratio": 0.9259285926986354,15483"dm_p": 0.41977903219308765,15484"dm_stat": -0.80758890419168115485},15486"heavy11__t__w1000_r5": {15487"n": 426,15488"ratio": 0.9071049996725454,15489"dm_p": 0.35665833430064287,15490"dm_stat": -0.922755216900839615491},15492"histvar22__empirical__w1000_r5": {15493"n": 426,15494"ratio": 1.7970080688809107,15495"dm_p": 0.10099853746110427,15496"dm_stat": 1.643599222120249615497},15498"histvar252__empirical__w1000_r5": {15499"n": 426,15500"ratio": 0.6752109975620229,15501"dm_p": 0.08044734011564962,15502"dm_stat": -1.752276922910354315503},15504"histvar66__empirical__w1000_r5": {15505"n": 426,15506"ratio": 1.270843657186137,15507"dm_p": 0.5071342483802331,15508"dm_stat": 0.663868811835272415509},15510"igarch11__ged__w1000_r5": {15511"n": 426,15512"ratio": 0.8932479770967316,15513"dm_p": 0.3045467146589016,15514"dm_stat": -1.027974067455048615515},15516"igarch11__normal__w1000_r5": {15517"n": 426,15518"ratio": 0.8948992651511511,15519"dm_p": 0.2749654298963478,15520"dm_stat": -1.093108351919275715521},15522"igarch11__skewt__w1000_r5": {15523"n": 426,15524"ratio": 0.8885904142827504,15525"dm_p": 0.22799113231878315,15526"dm_stat": -1.207292129276012415527},15528"igarch11__t__w1000_r5": {15529"n": 426,15530"ratio": 0.8930785871962105,15531"dm_p": 0.2369143514864599,15532"dm_stat": -1.184405940028366215533},15534"loghar_rv__empirical__w1000_r5": {15535"n": 426,15536"ratio": 0.8077164278949206,15537"dm_p": 0.0413822137588632,15538"dm_stat": -2.045889729795065615539},15540"msgarch2__normal__w1000_r5": {15541"n": 426,15542"ratio": 0.931599986624261,15543"dm_p": 0.33889322965113217,15544"dm_stat": -0.957432661598260715545},15546"msgarch2__t__w1000_r5": {15547"n": 426,15548"ratio": 0.8861129966026692,15549"dm_p": 0.0684800589458831,15550"dm_stat": -1.826475102672274515551},15552"nagarch11__ged__w1000_r5": {15553"n": 426,15554"ratio": 1.4321844842868898,15555"dm_p": 0.3816086021912092,15556"dm_stat": 0.875845805828291415557},15558"nagarch11__normal__w1000_r5": {15559"n": 426,15560"ratio": 1.4409887559216477,15561"dm_p": 0.32555569705704446,15562"dm_stat": 0.984243666659228415563},15564"nagarch11__skewt__w1000_r5": {15565"n": 426,15566"ratio": 1.4501404347518976,15567"dm_p": 0.35919978725830437,15568"dm_stat": 0.917884777482616215569},15570"nagarch11__t__w1000_r5": {15571"n": 426,15572"ratio": 1.457825116099681,15573"dm_p": 0.3542760356381355,15574"dm_stat": 0.927340619620518115575},15576"qgarch11__ged__w1000_r5": {15577"n": 426,15578"ratio": 1.081884665098531,15579"dm_p": 0.6150216583527061,15580"dm_stat": 0.503289251912534915581},15582"qgarch11__normal__w1000_r5": {15583"n": 426,15584"ratio": 1.1236898617696054,15585"dm_p": 0.33439324975395934,15586"dm_stat": 0.966400809278722215587},15588"qgarch11__skewt__w1000_r5": {15589"n": 426,15590"ratio": 1.0833710771071006,15591"dm_p": 0.5619743419581893,15592"dm_stat": 0.580367580678271815593},15594"qgarch11__t__w1000_r5": {15595"n": 426,15596"ratio": 1.089659738145489,15597"dm_p": 0.5438627274059157,15598"dm_stat": 0.607471126098437915599},15600"realgarch11__normal__w1000_r5": {15601"n": 426,15602"ratio": 0.8202914685178525,15603"dm_p": 0.1380458166883034,15604"dm_stat": -1.485904365191612215605},15606"realgarch11__t__w1000_r5": {15607"n": 426,15608"ratio": 9.237691729773887,15609"dm_p": 0.01523286960068272,15610"dm_stat": 2.436667478058840415611},15612"rm2006__normal__w1000_r5": {15613"n": 426,15614"ratio": 0.8637863483338515,15615"dm_p": 0.3040189050007954,15616"dm_stat": -1.029098062175468615617},15618"rm_rw__empirical__w1000_r5": {15619"n": 426,15620"ratio": 1.5444518047245954,15621"dm_p": 0.15375318343305178,15622"dm_stat": 1.428949916583443415623},15624"tarch11__ged__w1000_r5": {15625"n": 426,15626"ratio": 1.2309978972835822,15627"dm_p": 0.35985717650384574,15628"dm_stat": 0.916628499342657815629},15630"tarch11__normal__w1000_r5": {15631"n": 426,15632"ratio": 1.1642326140167032,15633"dm_p": 0.3869075342760267,15634"dm_stat": 0.866130045136828815635},15636"tarch11__skewt__w1000_r5": {15637"n": 426,15638"ratio": 1.2339430179566815,15639"dm_p": 0.31967712802520776,15640"dm_stat": 0.99628799423449715641},15642"tarch11__t__w1000_r5": {15643"n": 426,15644"ratio": 1.2431414679856705,15645"dm_p": 0.31450001781811737,15646"dm_stat": 1.007016108084909615647}15648},15649"vol_tercile=mid": {15650"aparch11__ged__w1000_r5": {15651"n": 843,15652"ratio": 3.555030746018625,15653"dm_p": 0.006654595495063875,15654"dm_stat": 2.720406974911102615655},15656"aparch11__normal__w1000_r5": {15657"n": 843,15658"ratio": 2.5281774294686574,15659"dm_p": 0.10852933619923862,15660"dm_stat": 1.606544106908699215661},15662"aparch11__skewt__w1000_r5": {15663"n": 843,15664"ratio": 13.213729423277844,15665"dm_p": 0.16292032626820124,15666"dm_stat": 1.396538760068032315667},15668"aparch11__t__w1000_r5": {15669"n": 843,15670"ratio": 17.00836700735735,15671"dm_p": 0.10905795503955476,15672"dm_stat": 1.604141095374285415673},15674"arch5__ged__w1000_r5": {15675"n": 843,15676"ratio": 0.9898078646078616,15677"dm_p": 0.8753571384642063,15678"dm_stat": -0.1569052478813681415679},15680"arch5__normal__w1000_r5": {15681"n": 843,15682"ratio": 1.028807564232703,15683"dm_p": 0.7086152385713764,15684"dm_stat": 0.373843000379246515685},15686"arch5__skewt__w1000_r5": {15687"n": 843,15688"ratio": 0.9690654488424179,15689"dm_p": 0.7155018327751859,15690"dm_stat": -0.364599638918725615691},15692"arch5__t__w1000_r5": {15693"n": 843,15694"ratio": 0.969234988264676,15695"dm_p": 0.7170145587751544,15696"dm_stat": -0.3625734176334950415697},15698"avgarch11__ged__w1000_r5": {15699"n": 843,15700"ratio": 0.896899944063085,15701"dm_p": 0.13124783875466509,15702"dm_stat": -1.510669558572083715703},15704"avgarch11__normal__w1000_r5": {15705"n": 843,15706"ratio": 0.9566128012919966,15707"dm_p": 0.6049980003980955,15708"dm_stat": -0.517421291189024415709},15710"avgarch11__skewt__w1000_r5": {15711"n": 843,15712"ratio": 0.8607981456656586,15713"dm_p": 0.12107111808451641,15714"dm_stat": -1.551861565101687215715},15716"avgarch11__t__w1000_r5": {15717"n": 843,15718"ratio": 0.8646392796216538,15719"dm_p": 0.12892268790986317,15720"dm_stat": -1.519855535737656215721},15722"cgarch11__ged__w1000_r5": {15723"n": 843,15724"ratio": 1.0204324919000498,15725"dm_p": 0.6142427332989073,15726"dm_stat": 0.504214255158486715727},15728"cgarch11__normal__w1000_r5": {15729"n": 843,15730"ratio": 1.1597643528828074,15731"dm_p": 0.16345545021306582,15732"dm_stat": 1.394762017229975715733},15734"cgarch11__skewt__w1000_r5": {15735"n": 843,15736"ratio": 1.0070888171578525,15737"dm_p": 0.890174275377368,15738"dm_stat": 0.138125477662388315739},15740"cgarch11__t__w1000_r5": {15741"n": 843,15742"ratio": 1.0138835162814193,15743"dm_p": 0.7862040606157592,15744"dm_stat": 0.271329584340114315745},15746"constvar__normal__w1000_r5": {15747"n": 843,15748"ratio": 1.0185728188309806,15749"dm_p": 0.7975011747092157,15750"dm_stat": 0.2566635980519957315751},15752"egarch11__ged__w1000_r5": {15753"n": 843,15754"ratio": 1.4851602742495298,15755"dm_p": 0.17152740909453085,15756"dm_stat": 1.368478358134289615757},15758"egarch11__normal__w1000_r5": {15759"n": 838,15760"ratio": 1.5471271402479279,15761"dm_p": 0.2305930726904912,15762"dm_stat": 1.199705871435521315763},15764"egarch11__skewt__w1000_r5": {15765"n": 837,15766"ratio": 8.080103379786305,15767"dm_p": 0.305075645702897,15768"dm_stat": 1.02623928992472815769},15770"egarch11__t__w1000_r5": {15771"n": 838,15772"ratio": 0.985035057701121,15773"dm_p": 0.5261542990893753,15774"dm_stat": -0.63415292150253615775},15776"ewma094__normal__w1000_r5": {15777"n": 843,15778"ratio": 1.1355591623121641,15779"dm_p": 0.2814510685908726,15780"dm_stat": 1.07775658141070615781},15782"figarch11__ged__w1000_r5": {15783"n": 843,15784"ratio": 0.9588408689491602,15785"dm_p": 0.14103996018395148,15786"dm_stat": -1.473314561279834615787},15788"figarch11__normal__w1000_r5": {15789"n": 843,15790"ratio": 0.9809281360673093,15791"dm_p": 0.5974759025780696,15792"dm_stat": -0.528234316325913215793},15794"figarch11__skewt__w1000_r5": {15795"n": 843,15796"ratio": 0.9466358844943646,15797"dm_p": 0.16903802709781943,15798"dm_stat": -1.376483126775923715799},15800"figarch11__t__w1000_r5": {15801"n": 843,15802"ratio": 0.9470029852041351,15803"dm_p": 0.17432830064215096,15804"dm_stat": -1.35957538603057415805},15806"garch11__ged__w1000_r5": {15807"n": 843,15808"ratio": 0.9825342076466965,15809"dm_p": 0.30756115440526266,15810"dm_stat": -1.0209715778422515811},15812"garch11__normal__w1000_r5": {15813"n": 843,15814"ratio": 1.0,15815"dm_p": 1.0,15816"dm_stat": 0.015817},15818"garch11__skewt__w1000_r5": {15819"n": 843,15820"ratio": 0.9570777880578464,15821"dm_p": 0.21014370845082195,15822"dm_stat": -1.254127533075297515823},15824"garch11__t__w1000_r5": {15825"n": 843,15826"ratio": 0.9597147860650559,15827"dm_p": 0.23180203278384284,15828"dm_stat": -1.196593030424647315829},15830"garch12__ged__w1000_r5": {15831"n": 843,15832"ratio": 0.9887671383213683,15833"dm_p": 0.4569260537395363,15834"dm_stat": -0.74426131341952315835},15836"garch12__normal__w1000_r5": {15837"n": 843,15838"ratio": 0.997115058327011,15839"dm_p": 0.7300635253974367,15840"dm_stat": -0.3451556984151541415841},15842"garch12__skewt__w1000_r5": {15843"n": 843,15844"ratio": 0.9555550605692645,15845"dm_p": 0.18755671260963946,15846"dm_stat": -1.318913214561261615847},15848"garch12__t__w1000_r5": {15849"n": 843,15850"ratio": 0.9596148055347558,15851"dm_p": 0.2160665390314732,15852"dm_stat": -1.237985423764390415853},15854"garch21__ged__w1000_r5": {15855"n": 843,15856"ratio": 0.9850219297299028,15857"dm_p": 0.3950165148417507,15858"dm_stat": -0.850990599359708415859},15860"garch21__normal__w1000_r5": {15861"n": 843,15862"ratio": 1.0400814816129225,15863"dm_p": 0.2661614554293332,15864"dm_stat": 1.112684651588344415865},15866"garch21__skewt__w1000_r5": {15867"n": 843,15868"ratio": 0.9601146842257735,15869"dm_p": 0.2401740000192892,15870"dm_stat": -1.175382437329195515871},15872"garch21__t__w1000_r5": {15873"n": 843,15874"ratio": 0.9630446773994767,15875"dm_p": 0.2656905451598144,15876"dm_stat": -1.113782030569171715877},15878"garchm11__ged__w1000_r5": {15879"n": 843,15880"ratio": 0.9639271334700804,15881"dm_p": 0.12625651863542295,15882"dm_stat": -1.53054887728693515883},15884"garchm11__normal__w1000_r5": {15885"n": 843,15886"ratio": 1.0047041843678437,15887"dm_p": 0.2235037043088232,15888"dm_stat": 1.218161839809949215889},15890"garchm11__skewt__w1000_r5": {15891"n": 843,15892"ratio": 0.940729784341603,15893"dm_p": 0.14878308150976322,15894"dm_stat": -1.445166839545090315895},15896"garchm11__t__w1000_r5": {15897"n": 843,15898"ratio": 0.9420225226547218,15899"dm_p": 0.1567940076620693,15900"dm_stat": -1.41720123077442315901},15902"garchx_rv11__normal__w1000_r5": {15903"n": 843,15904"ratio": 0.9466935579368098,15905"dm_p": 0.6617731592955123,15906"dm_stat": -0.437621158168877215907},15908"garchx_rv11__t__w1000_r5": {15909"n": 843,15910"ratio": 0.8539022434789193,15911"dm_p": 0.3086490522970339,15912"dm_stat": -1.01867676213610715913},15914"gas_t11__t__w1000_r5": {15915"n": 843,15916"ratio": 0.9229036045392908,15917"dm_p": 0.03024890706118088,15918"dm_stat": -2.17048569826061715919},15920"gjr11__ged__w1000_r5": {15921"n": 843,15922"ratio": 1.096722505279795,15923"dm_p": 0.08965445103156282,15924"dm_stat": 1.699181083104986715925},15926"gjr11__normal__w1000_r5": {15927"n": 843,15928"ratio": 1.1366727254358744,15929"dm_p": 0.022550067614387694,15930"dm_stat": 2.28518090885447415931},15932"gjr11__skewt__w1000_r5": {15933"n": 843,15934"ratio": 1.069557768518907,15935"dm_p": 0.18619818286170958,15936"dm_stat": 1.322989063621034215937},15938"gjr11__t__w1000_r5": {15939"n": 843,15940"ratio": 1.074047681474735,15941"dm_p": 0.15537300475132174,15942"dm_stat": 1.422081166295428515943},15944"har_rv__empirical__w1000_r5": {15945"n": 843,15946"ratio": 0.8240870980815339,15947"dm_p": 0.34474344925399864,15948"dm_stat": -0.945365618636405915949},15950"heavy11__normal__w1000_r5": {15951"n": 843,15952"ratio": 0.9461680895860426,15953"dm_p": 0.6491723720753068,15954"dm_stat": -0.455075310955621515955},15956"heavy11__t__w1000_r5": {15957"n": 843,15958"ratio": 0.8786755948529466,15959"dm_p": 0.33613506110336144,15960"dm_stat": -0.962379974677417415961},15962"histvar22__empirical__w1000_r5": {15963"n": 843,15964"ratio": 1.8086415112425234,15965"dm_p": 0.000242469162646374,15966"dm_stat": 3.68591391986545615967},15968"histvar252__empirical__w1000_r5": {15969"n": 843,15970"ratio": 1.2860366947376938,15971"dm_p": 0.2384936396552828,15972"dm_stat": 1.179597185691519315973},15974"histvar66__empirical__w1000_r5": {15975"n": 843,15976"ratio": 1.1701350288198864,15977"dm_p": 0.24546673448754153,15978"dm_stat": 1.162241421026415615979},15980"igarch11__ged__w1000_r5": {15981"n": 843,15982"ratio": 1.257469603126408,15983"dm_p": 0.17809939517147155,15984"dm_stat": 1.34775594755198415985},15986"igarch11__normal__w1000_r5": {15987"n": 843,15988"ratio": 1.117438589010015,15989"dm_p": 0.4480272661671757,15990"dm_stat": 0.759063071249348815991},15992"igarch11__skewt__w1000_r5": {15993"n": 843,15994"ratio": 1.3817846441813872,15995"dm_p": 0.12132082165449708,15996"dm_stat": 1.550819039292489415997},15998"igarch11__t__w1000_r5": {15999"n": 843,16000"ratio": 1.4106883561154422,16001"dm_p": 0.10601023621737064,16002"dm_stat": 1.618124704311701716003},16004"loghar_rv__empirical__w1000_r5": {16005"n": 843,16006"ratio": 0.7652771744721459,16007"dm_p": 0.25442079368772874,16008"dm_stat": -1.14045567617061616009},16010"msgarch2__normal__w1000_r5": {16011"n": 843,16012"ratio": 0.963541276373472,16013"dm_p": 0.4041848677465305,16014"dm_stat": -0.834590799619163516015},16016"msgarch2__t__w1000_r5": {16017"n": 843,16018"ratio": 0.9444154055687441,16019"dm_p": 0.32318283720670415,16020"dm_stat": -0.988518327780453716021},16022"nagarch11__ged__w1000_r5": {16023"n": 843,16024"ratio": 1.2607915189600334,16025"dm_p": 0.18955665319296985,16026"dm_stat": 1.312952547215295916027},16028"nagarch11__normal__w1000_r5": {16029"n": 843,16030"ratio": 1.398896306717782,16031"dm_p": 0.11424852120097377,16032"dm_stat": 1.581022144786176816033},16034"nagarch11__skewt__w1000_r5": {16035"n": 843,16036"ratio": 1.2907052108226684,16037"dm_p": 0.26683931126716115,16038"dm_stat": 1.111107367868909216039},16040"nagarch11__t__w1000_r5": {16041"n": 843,16042"ratio": 1.228245834374442,16043"dm_p": 0.24805065095252365,16044"dm_stat": 1.155898260094031316045},16046"qgarch11__ged__w1000_r5": {16047"n": 843,16048"ratio": 1.0650459804045216,16049"dm_p": 0.07549283363984968,16050"dm_stat": 1.779656298097015416051},16052"qgarch11__normal__w1000_r5": {16053"n": 843,16054"ratio": 1.0777568915688585,16055"dm_p": 0.0802071839229662,16056"dm_stat": 1.751597050560300716057},16058"qgarch11__skewt__w1000_r5": {16059"n": 843,16060"ratio": 1.0247209327521052,16061"dm_p": 0.3739436730369488,16062"dm_stat": 0.88958346338482116063},16064"qgarch11__t__w1000_r5": {16065"n": 843,16066"ratio": 1.028804972001422,16067"dm_p": 0.31347242520026375,16068"dm_stat": 1.008566282635179616069},16070"realgarch11__normal__w1000_r5": {16071"n": 843,16072"ratio": 0.8909132713757759,16073"dm_p": 0.22538584314960544,16074"dm_stat": -1.21322029468328616075},16076"realgarch11__t__w1000_r5": {16077"n": 843,16078"ratio": 7.362194548432261,16079"dm_p": 0.0032999538824414086,16080"dm_stat": 2.946747696580867416081},16082"rm2006__normal__w1000_r5": {16083"n": 843,16084"ratio": 1.132086294446024,16085"dm_p": 0.4694191456288947,16086"dm_stat": 0.72375180375878416087},16088"rm_rw__empirical__w1000_r5": {16089"n": 843,16090"ratio": 1.185650672927796,16091"dm_p": 0.37712997441788054,16092"dm_stat": 0.883663777883112916093},16094"tarch11__ged__w1000_r5": {16095"n": 843,16096"ratio": 0.9941132961300879,16097"dm_p": 0.945569086965641,16098"dm_stat": -0.0682924009011764316099},16100"tarch11__normal__w1000_r5": {16101"n": 843,16102"ratio": 1.0249942447471774,16103"dm_p": 0.7839150807768147,16104"dm_stat": 0.274308181575832116105},16106"tarch11__skewt__w1000_r5": {16107"n": 843,16108"ratio": 0.9565921559807922,16109"dm_p": 0.6636149907342263,16110"dm_stat": -0.435081187915793116111},16112"tarch11__t__w1000_r5": {16113"n": 843,16114"ratio": 0.968592279056375,16115"dm_p": 0.7521018925327371,16116"dm_stat": -0.3159722301099947616117}16118},16119"vol_tercile66=high": {16120"aparch11__ged__w1000_r5": {16121"n": 1404,16122"ratio": 1.8404726870030945,16123"dm_p": 0.05512457696195481,16124"dm_stat": 1.919493146320818516125},16126"aparch11__normal__w1000_r5": {16127"n": 1404,16128"ratio": 1.478427966073394,16129"dm_p": 0.18981599192124063,16130"dm_stat": 1.311759210576292516131},16132"aparch11__skewt__w1000_r5": {16133"n": 1404,16134"ratio": 5.571385917767534,16135"dm_p": 0.306945388293022,16136"dm_stat": 1.022024725625322316137},16138"aparch11__t__w1000_r5": {16139"n": 1404,16140"ratio": 6.914492795860319,16141"dm_p": 0.2228361744276502,16142"dm_stat": 1.21956137340946616143},16144"arch5__ged__w1000_r5": {16145"n": 1404,16146"ratio": 1.0737319889686396,16147"dm_p": 0.3370372558212955,16148"dm_stat": 0.960364532586824316149},16150"arch5__normal__w1000_r5": {16151"n": 1404,16152"ratio": 1.0929229561373857,16153"dm_p": 0.20037055991242153,16154"dm_stat": 1.281099128788236316155},16156"arch5__skewt__w1000_r5": {16157"n": 1404,16158"ratio": 1.030776138836969,16159"dm_p": 0.6839782681157535,16160"dm_stat": 0.4071250251985884516161},16162"arch5__t__w1000_r5": {16163"n": 1404,16164"ratio": 1.032686865294541,16165"dm_p": 0.6669826772229296,16166"dm_stat": 0.4303836656436380616167},16168"avgarch11__ged__w1000_r5": {16169"n": 1404,16170"ratio": 0.9342206609027873,16171"dm_p": 0.28880827588349256,16172"dm_stat": -1.061141398351270716173},16174"avgarch11__normal__w1000_r5": {16175"n": 1404,16176"ratio": 0.9291554835156104,16177"dm_p": 0.15680492561632037,16178"dm_stat": -1.416658032717196516179},16180"avgarch11__skewt__w1000_r5": {16181"n": 1404,16182"ratio": 0.9378058265692839,16183"dm_p": 0.35939068249863176,16184"dm_stat": -0.916827353417053916185},16186"avgarch11__t__w1000_r5": {16187"n": 1404,16188"ratio": 0.9411438808296742,16189"dm_p": 0.3831031269271012,16190"dm_stat": -0.872466673309541316191},16192"cgarch11__ged__w1000_r5": {16193"n": 1404,16194"ratio": 0.8090975634660865,16195"dm_p": 0.029831682517193012,16196"dm_stat": -2.17453394316111516197},16198"cgarch11__normal__w1000_r5": {16199"n": 1404,16200"ratio": 0.9007217733977402,16201"dm_p": 0.08923926585664449,16202"dm_stat": -1.70060249821663616203},16204"cgarch11__skewt__w1000_r5": {16205"n": 1404,16206"ratio": 0.8162490376742271,16207"dm_p": 0.08191648097401451,16208"dm_stat": -1.740921905124893616209},16210"cgarch11__t__w1000_r5": {16211"n": 1404,16212"ratio": 0.8172646296334013,16213"dm_p": 0.08287800136043955,16214"dm_stat": -1.735465242799125716215},16216"constvar__normal__w1000_r5": {16217"n": 1404,16218"ratio": 1.1730084838621795,16219"dm_p": 0.08105139864047554,16220"dm_stat": 1.745875903391925316221},16222"egarch11__ged__w1000_r5": {16223"n": 1404,16224"ratio": 1.3886925593838657,16225"dm_p": 0.17420949899611282,16226"dm_stat": 1.359491021595112816227},16228"egarch11__normal__w1000_r5": {16229"n": 1399,16230"ratio": 2.177822357485966,16231"dm_p": 0.2646195368671177,16232"dm_stat": 1.11598686978000916233},16234"egarch11__skewt__w1000_r5": {16235"n": 1379,16236"ratio": 6.4689478465472465,16237"dm_p": 0.291022785374207,16238"dm_stat": 1.056285847461856216239},16240"egarch11__t__w1000_r5": {16241"n": 1389,16242"ratio": 1.0125568475344169,16243"dm_p": 0.9067780812829571,16244"dm_stat": 0.11712482653357516245},16246"ewma094__normal__w1000_r5": {16247"n": 1404,16248"ratio": 0.9517441356214269,16249"dm_p": 0.511952335230619,16250"dm_stat": -0.655967899326759916251},16252"figarch11__ged__w1000_r5": {16253"n": 1404,16254"ratio": 0.7998170426288036,16255"dm_p": 0.01651652420469109,16256"dm_stat": -2.40018258586657516257},16258"figarch11__normal__w1000_r5": {16259"n": 1404,16260"ratio": 0.8306072043376257,16261"dm_p": 0.049651277158595374,16262"dm_stat": -1.964655070440077416263},16264"figarch11__skewt__w1000_r5": {16265"n": 1404,16266"ratio": 0.793566536843867,16267"dm_p": 0.02422076819671577,16268"dm_stat": -2.256052722624879416269},16270"figarch11__t__w1000_r5": {16271"n": 1404,16272"ratio": 0.795883424625588,16273"dm_p": 0.02566576802959569,16274"dm_stat": -2.233611304809860716275},16276"garch11__ged__w1000_r5": {16277"n": 1404,16278"ratio": 0.906149969698565,16279"dm_p": 0.12018171453144792,16280"dm_stat": -1.554957540113712316281},16282"garch11__normal__w1000_r5": {16283"n": 1404,16284"ratio": 1.0,16285"dm_p": 1.0,16286"dm_stat": 0.016287},16288"garch11__skewt__w1000_r5": {16289"n": 1404,16290"ratio": 0.885396948537142,16291"dm_p": 0.11140316963057592,16292"dm_stat": -1.59292098676092816293},16294"garch11__t__w1000_r5": {16295"n": 1404,16296"ratio": 0.8891146574086342,16297"dm_p": 0.12129277032587528,16298"dm_stat": -1.550309533265776816299},16300"garch12__ged__w1000_r5": {16301"n": 1404,16302"ratio": 0.9195679209170857,16303"dm_p": 0.12027645149347609,16304"dm_stat": -1.554559906176569416305},16306"garch12__normal__w1000_r5": {16307"n": 1404,16308"ratio": 0.9766844664737989,16309"dm_p": 0.029275196357864058,16310"dm_stat": -2.181996913512234616311},16312"garch12__skewt__w1000_r5": {16313"n": 1404,16314"ratio": 0.8760432147905789,16315"dm_p": 0.09468458371587438,16316"dm_stat": -1.672318066875711616317},16318"garch12__t__w1000_r5": {16319"n": 1404,16320"ratio": 0.8781819590352462,16321"dm_p": 0.09910438848898553,16322"dm_stat": -1.650305034195944716323},16324"garch21__ged__w1000_r5": {16325"n": 1404,16326"ratio": 0.9096308341701098,16327"dm_p": 0.18590006513293272,16328"dm_stat": -1.32345399129125116329},16330"garch21__normal__w1000_r5": {16331"n": 1404,16332"ratio": 0.9901810781458564,16333"dm_p": 0.8104035544045384,16334"dm_stat": -0.2399506657533401516335},16336"garch21__skewt__w1000_r5": {16337"n": 1404,16338"ratio": 0.8904126642713857,16339"dm_p": 0.12326343245894378,16340"dm_stat": -1.542146792627107316341},16342"garch21__t__w1000_r5": {16343"n": 1404,16344"ratio": 0.9004563194095501,16345"dm_p": 0.15919118340876134,16346"dm_stat": -1.408545445800684716347},16348"garchm11__ged__w1000_r5": {16349"n": 1404,16350"ratio": 0.8785309298882716,16351"dm_p": 0.0679214007245539,16352"dm_stat": -1.826938344994292416353},16354"garchm11__normal__w1000_r5": {16355"n": 1404,16356"ratio": 1.0049405399515214,16357"dm_p": 0.25497905697804507,16358"dm_stat": 1.138804632364131716359},16360"garchm11__skewt__w1000_r5": {16361"n": 1404,16362"ratio": 0.86007800805993,16363"dm_p": 0.0727697933847705,16364"dm_stat": -1.79562186462810516365},16366"garchm11__t__w1000_r5": {16367"n": 1404,16368"ratio": 0.8605031015665136,16369"dm_p": 0.07281911758262094,16370"dm_stat": -1.795312186387444616371},16372"garchx_rv11__normal__w1000_r5": {16373"n": 1404,16374"ratio": 0.8938371656145084,16375"dm_p": 0.2369206715215344,16376"dm_stat": -1.183224414729725516377},16378"garchx_rv11__t__w1000_r5": {16379"n": 1404,16380"ratio": 0.8310407823765632,16381"dm_p": 0.0336222047685411,16382"dm_stat": -2.12666304170236316383},16384"gas_t11__t__w1000_r5": {16385"n": 1404,16386"ratio": 0.9375567095007642,16387"dm_p": 0.4294682884507719,16388"dm_stat": -0.790330590670199516389},16390"gjr11__ged__w1000_r5": {16391"n": 1404,16392"ratio": 0.9340411408553138,16393"dm_p": 0.36004789539873827,16394"dm_stat": -0.915573642959350516395},16396"gjr11__normal__w1000_r5": {16397"n": 1404,16398"ratio": 0.9568654356067983,16399"dm_p": 0.5056395264885863,16400"dm_stat": -0.665813872399886916401},16402"gjr11__skewt__w1000_r5": {16403"n": 1404,16404"ratio": 0.908541481579858,16405"dm_p": 0.22643134592330694,16406"dm_stat": -1.210133932193837616407},16408"gjr11__t__w1000_r5": {16409"n": 1404,16410"ratio": 0.9107585558173149,16411"dm_p": 0.23188842582833522,16412"dm_stat": -1.196026200612604116413},16414"har_rv__empirical__w1000_r5": {16415"n": 1404,16416"ratio": 0.7604482056597761,16417"dm_p": 0.005368989931718997,16418"dm_stat": -2.78836634677904216419},16420"heavy11__normal__w1000_r5": {16421"n": 1404,16422"ratio": 0.893313612407748,16423"dm_p": 0.23496976688785978,16424"dm_stat": -1.18816432267341716425},16426"heavy11__t__w1000_r5": {16427"n": 1404,16428"ratio": 0.8312800697273408,16429"dm_p": 0.03479474671495462,16430"dm_stat": -2.11279277129756816431},16432"histvar22__empirical__w1000_r5": {16433"n": 1404,16434"ratio": 1.596660108487,16435"dm_p": 0.009714540956081577,16436"dm_stat": 2.589374207018749516437},16438"histvar252__empirical__w1000_r5": {16439"n": 1404,16440"ratio": 0.9115165698483149,16441"dm_p": 0.45902650857800087,16442"dm_stat": -0.74065512413484116443},16444"histvar66__empirical__w1000_r5": {16445"n": 1404,16446"ratio": 0.9417872856759284,16447"dm_p": 0.7686933409526693,16448"dm_stat": -0.2941414335460792516449},16450"igarch11__ged__w1000_r5": {16451"n": 1404,16452"ratio": 1.0388463311195124,16453"dm_p": 0.716057794491423,16454"dm_stat": 0.3638058678947822516455},16456"igarch11__normal__w1000_r5": {16457"n": 1404,16458"ratio": 0.9226329557263564,16459"dm_p": 0.3515557888831546,16460"dm_stat": -0.93188596754764516461},16462"igarch11__skewt__w1000_r5": {16463"n": 1404,16464"ratio": 1.2222679284097406,16465"dm_p": 0.20282106915051687,16466"dm_stat": 1.274150573776540416467},16468"igarch11__t__w1000_r5": {16469"n": 1404,16470"ratio": 1.2220787220617877,16471"dm_p": 0.20247957315485454,16472"dm_stat": 1.275115217333155716473},16474"loghar_rv__empirical__w1000_r5": {16475"n": 1404,16476"ratio": 0.7388434578348463,16477"dm_p": 0.0007495675089107649,16478"dm_stat": -3.37821609276042316479},16480"msgarch2__normal__w1000_r5": {16481"n": 1404,16482"ratio": 0.9286066406365138,16483"dm_p": 0.12320162687580576,16484"dm_stat": -1.542401243494925216485},16486"msgarch2__t__w1000_r5": {16487"n": 1404,16488"ratio": 0.8043893732869026,16489"dm_p": 0.0110457972640036,16490"dm_stat": -2.544627997328509316491},16492"nagarch11__ged__w1000_r5": {16493"n": 1404,16494"ratio": 0.9297392866768015,16495"dm_p": 0.34726464275827695,16496"dm_stat": -0.940223760342134116497},16498"nagarch11__normal__w1000_r5": {16499"n": 1404,16500"ratio": 1.000298506807576,16501"dm_p": 0.9941951303705494,16502"dm_stat": 0.00727668593670390916503},16504"nagarch11__skewt__w1000_r5": {16505"n": 1404,16506"ratio": 0.9308473983284626,16507"dm_p": 0.4092283227055525,16508"dm_stat": -0.825499647526858716509},16510"nagarch11__t__w1000_r5": {16511"n": 1404,16512"ratio": 0.9371860496568147,16513"dm_p": 0.45246479432872033,16514"dm_stat": -0.751521689766824816515},16516"qgarch11__ged__w1000_r5": {16517"n": 1404,16518"ratio": 0.8972073905722809,16519"dm_p": 0.13776578460663141,16520"dm_stat": -1.485010111833104516521},16522"qgarch11__normal__w1000_r5": {16523"n": 1404,16524"ratio": 0.9720439899589388,16525"dm_p": 0.30666486020764694,16526"dm_stat": -1.022617842562816316527},16528"qgarch11__skewt__w1000_r5": {16529"n": 1404,16530"ratio": 0.8766723088250111,16531"dm_p": 0.12304300236798515,16532"dm_stat": -1.543054750622235416533},16534"qgarch11__t__w1000_r5": {16535"n": 1404,16536"ratio": 0.875345529891988,16537"dm_p": 0.11438124196831279,16538"dm_stat": -1.57978621985021916539},16540"realgarch11__normal__w1000_r5": {16541"n": 1404,16542"ratio": 0.8581700154233872,16543"dm_p": 0.009713727799380832,16544"dm_stat": -2.589403169565672516545},16546"realgarch11__t__w1000_r5": {16547"n": 1404,16548"ratio": 2.985182215017556,16549"dm_p": 0.015034823714611682,16550"dm_stat": 2.43453761256131216551},16552"rm2006__normal__w1000_r5": {16553"n": 1404,16554"ratio": 0.8289230276166052,16555"dm_p": 0.04813298154280781,16556"dm_stat": -1.977921311251816116557},16558"rm_rw__empirical__w1000_r5": {16559"n": 1404,16560"ratio": 1.68160654501972,16561"dm_p": 0.03088922849936122,16562"dm_stat": 2.16067552271963316563},16564"tarch11__ged__w1000_r5": {16565"n": 1404,16566"ratio": 0.9512771186858012,16567"dm_p": 0.4925134155465316,16568"dm_stat": -0.686496648691744916569},16570"tarch11__normal__w1000_r5": {16571"n": 1404,16572"ratio": 0.9137358557903557,16573"dm_p": 0.17604932154698702,16574"dm_stat": -1.353702555297996216575},16576"tarch11__skewt__w1000_r5": {16577"n": 1404,16578"ratio": 0.9637592939069901,16579"dm_p": 0.6283345206652807,16580"dm_stat": -0.4841788408969877616581},16582"tarch11__t__w1000_r5": {16583"n": 1404,16584"ratio": 0.9730747161135802,16585"dm_p": 0.7163193972637927,16586"dm_stat": -0.363455510273295116587}16588},16589"vol_tercile66=low": {16590"aparch11__ged__w1000_r5": {16591"n": 385,16592"ratio": 3.641244506319003,16593"dm_p": 0.08114034406545066,16594"dm_stat": 1.748709140540303716595},16596"aparch11__normal__w1000_r5": {16597"n": 385,16598"ratio": 2.794592541348083,16599"dm_p": 0.16086279303512954,16600"dm_stat": 1.404888686757126616601},16602"aparch11__skewt__w1000_r5": {16603"n": 385,16604"ratio": 14.020605195389994,16605"dm_p": 0.1774973125731199,16606"dm_stat": 1.350980002423623816607},16608"aparch11__t__w1000_r5": {16609"n": 385,16610"ratio": 6.826889578047263,16611"dm_p": 0.016339632414055807,16612"dm_stat": 2.411861390862005516613},16614"arch5__ged__w1000_r5": {16615"n": 385,16616"ratio": 0.9046754518366319,16617"dm_p": 0.50030176463073,16618"dm_stat": -0.674653720320915916619},16620"arch5__normal__w1000_r5": {16621"n": 385,16622"ratio": 0.9085373101494771,16623"dm_p": 0.5028868401543646,16624"dm_stat": -0.670586897258864616625},16626"arch5__skewt__w1000_r5": {16627"n": 385,16628"ratio": 0.8881144287018283,16629"dm_p": 0.5344673799534866,16630"dm_stat": -0.621761930197654516631},16632"arch5__t__w1000_r5": {16633"n": 385,16634"ratio": 0.8880422292500294,16635"dm_p": 0.5342722280624693,16636"dm_stat": -0.622059013603689516637},16638"avgarch11__ged__w1000_r5": {16639"n": 385,16640"ratio": 0.9640133488855672,16641"dm_p": 0.43365324339249167,16642"dm_stat": -0.783778529106716216643},16644"avgarch11__normal__w1000_r5": {16645"n": 385,16646"ratio": 0.9246740413748489,16647"dm_p": 0.25936097011079595,16648"dm_stat": -1.129573787750681516649},16650"avgarch11__skewt__w1000_r5": {16651"n": 385,16652"ratio": 0.9538685264382855,16653"dm_p": 0.41601556850936217,16654"dm_stat": -0.81423396439996316655},16656"avgarch11__t__w1000_r5": {16657"n": 385,16658"ratio": 0.9577165886642173,16659"dm_p": 0.4585540423312687,16660"dm_stat": -0.741978327637370716661},16662"cgarch11__ged__w1000_r5": {16663"n": 385,16664"ratio": 1.032679181293844,16665"dm_p": 0.42950095025599305,16666"dm_stat": 0.790882152973314116667},16668"cgarch11__normal__w1000_r5": {16669"n": 385,16670"ratio": 1.1189087579421644,16671"dm_p": 0.2978953616555807,16672"dm_stat": 1.042371302571560616673},16674"cgarch11__skewt__w1000_r5": {16675"n": 385,16676"ratio": 1.025684784122423,16677"dm_p": 0.5364145588843503,16678"dm_stat": 0.618800704969692316679},16680"cgarch11__t__w1000_r5": {16681"n": 385,16682"ratio": 1.0266429232105507,16683"dm_p": 0.5260940764338912,16684"dm_stat": 0.634558791725146116685},16686"constvar__normal__w1000_r5": {16687"n": 385,16688"ratio": 0.9210105424870935,16689"dm_p": 0.5674838106516348,16690"dm_stat": -0.572255418536720816691},16692"egarch11__ged__w1000_r5": {16693"n": 385,16694"ratio": 1.5071214422386805,16695"dm_p": 0.3347275261271208,16696"dm_stat": 0.965849188480141916697},16698"egarch11__normal__w1000_r5": {16699"n": 385,16700"ratio": 19887043.879379243,16701"dm_p": 0.32764628667469353,16702"dm_stat": 0.980115310256411516703},16704"egarch11__skewt__w1000_r5": {16705"n": 385,16706"ratio": 0.6598767800524428,16707"dm_p": 0.2814923513554249,16708"dm_stat": -1.078489504179005516709},16710"egarch11__t__w1000_r5": {16711"n": 385,16712"ratio": 1.0300033807881066,16713"dm_p": 0.6199242406825881,16714"dm_stat": 0.4963602856911941716715},16716"ewma094__normal__w1000_r5": {16717"n": 385,16718"ratio": 1.2932490386829592,16719"dm_p": 0.18882166016798813,16720"dm_stat": 1.316409981405843616721},16722"figarch11__ged__w1000_r5": {16723"n": 385,16724"ratio": 0.8859892783863449,16725"dm_p": 0.20751081191555873,16726"dm_stat": -1.2625675819188216727},16728"figarch11__normal__w1000_r5": {16729"n": 385,16730"ratio": 0.882138258162534,16731"dm_p": 0.21316041233254465,16732"dm_stat": -1.24699216219584316733},16734"figarch11__skewt__w1000_r5": {16735"n": 385,16736"ratio": 0.8846718220019107,16737"dm_p": 0.2486649707977938,16738"dm_stat": -1.15535133719303816739},16740"figarch11__t__w1000_r5": {16741"n": 385,16742"ratio": 0.8843059855005605,16743"dm_p": 0.25001792830126085,16744"dm_stat": -1.152048353493830616745},16746"garch11__ged__w1000_r5": {16747"n": 385,16748"ratio": 1.0157484104688252,16749"dm_p": 0.5455677243764735,16750"dm_stat": 0.604952719528295716751},16752"garch11__normal__w1000_r5": {16753"n": 385,16754"ratio": 1.0,16755"dm_p": 1.0,16756"dm_stat": 0.016757},16758"garch11__skewt__w1000_r5": {16759"n": 385,16760"ratio": 1.0223466142901974,16761"dm_p": 0.45548703461962553,16762"dm_stat": 0.747055830089320416763},16764"garch11__t__w1000_r5": {16765"n": 385,16766"ratio": 1.0235899921585814,16767"dm_p": 0.4308539847826657,16768"dm_stat": 0.788563047158850316769},16770"garch12__ged__w1000_r5": {16771"n": 385,16772"ratio": 1.0138239107491527,16773"dm_p": 0.5965903341926416,16774"dm_stat": 0.529751567607389516775},16776"garch12__normal__w1000_r5": {16777"n": 385,16778"ratio": 1.0071525743243865,16779"dm_p": 0.34744390782772905,16780"dm_stat": 0.940711891223311416781},16782"garch12__skewt__w1000_r5": {16783"n": 385,16784"ratio": 1.0189696546748408,16785"dm_p": 0.5220823254765034,16786"dm_stat": 0.640726867340827116787},16788"garch12__t__w1000_r5": {16789"n": 385,16790"ratio": 1.0201160168777577,16791"dm_p": 0.49761472877428115,16792"dm_stat": 0.678892824891045116793},16794"garch21__ged__w1000_r5": {16795"n": 385,16796"ratio": 1.0157897400207565,16797"dm_p": 0.5445207250009437,16798"dm_stat": 0.606530820616427316799},16800"garch21__normal__w1000_r5": {16801"n": 385,16802"ratio": 1.002036730519398,16803"dm_p": 0.39022907618737673,16804"dm_stat": 0.860175395566433916805},16806"garch21__skewt__w1000_r5": {16807"n": 385,16808"ratio": 1.0224114813778085,16809"dm_p": 0.45422604036734654,16810"dm_stat": 0.749149034427120616811},16812"garch21__t__w1000_r5": {16813"n": 385,16814"ratio": 1.0236737937143623,16815"dm_p": 0.4289345085233849,16816"dm_stat": 0.791854301095202316817},16818"garchm11__ged__w1000_r5": {16819"n": 385,16820"ratio": 1.0207476760678225,16821"dm_p": 0.401327788700968,16822"dm_stat": 0.840184447743324916823},16824"garchm11__normal__w1000_r5": {16825"n": 385,16826"ratio": 1.001602409988168,16827"dm_p": 0.7571340217032736,16828"dm_stat": 0.309467189707387416829},16830"garchm11__skewt__w1000_r5": {16831"n": 385,16832"ratio": 1.0233763792804966,16833"dm_p": 0.4069373715870833,16834"dm_stat": 0.830207400695958616835},16836"garchm11__t__w1000_r5": {16837"n": 385,16838"ratio": 1.0242596839520433,16839"dm_p": 0.38843377791958245,16840"dm_stat": 0.86344143486111916841},16842"garchx_rv11__normal__w1000_r5": {16843"n": 385,16844"ratio": 0.9811217274655201,16845"dm_p": 0.7907042814834495,16846"dm_stat": -0.265581207965621116847},16848"garchx_rv11__t__w1000_r5": {16849"n": 385,16850"ratio": 0.9240092058625056,16851"dm_p": 0.36438258004508567,16852"dm_stat": -0.90812341738242216853},16854"gas_t11__t__w1000_r5": {16855"n": 385,16856"ratio": 0.982665523127454,16857"dm_p": 0.4881061325351544,16858"dm_stat": -0.693993121178581116859},16860"gjr11__ged__w1000_r5": {16861"n": 385,16862"ratio": 1.231558102075456,16863"dm_p": 0.24851613126716918,16864"dm_stat": 1.155715469542486516865},16866"gjr11__normal__w1000_r5": {16867"n": 385,16868"ratio": 1.195406346973821,16869"dm_p": 0.22221687780867386,16870"dm_stat": 1.222636526420075116871},16872"gjr11__skewt__w1000_r5": {16873"n": 385,16874"ratio": 1.2580541389459725,16875"dm_p": 0.22793711229438066,16876"dm_stat": 1.207618991088483116877},16878"gjr11__t__w1000_r5": {16879"n": 385,16880"ratio": 1.2615581058322047,16881"dm_p": 0.22717095340037602,16882"dm_stat": 1.209614634783715616883},16884"har_rv__empirical__w1000_r5": {16885"n": 385,16886"ratio": 0.8562241442677093,16887"dm_p": 0.2099439449624912,16888"dm_stat": -1.25582235555450716889},16890"heavy11__normal__w1000_r5": {16891"n": 385,16892"ratio": 0.9587293401563359,16893"dm_p": 0.5275825805209845,16894"dm_stat": -0.632276362098935716895},16896"heavy11__t__w1000_r5": {16897"n": 385,16898"ratio": 0.9387982027915228,16899"dm_p": 0.3917625152497662,16900"dm_stat": -0.857392988780326116901},16902"histvar22__empirical__w1000_r5": {16903"n": 385,16904"ratio": 1.3655373229671504,16905"dm_p": 0.10795143823543277,16906"dm_stat": 1.611228952833332616907},16908"histvar252__empirical__w1000_r5": {16909"n": 385,16910"ratio": 0.978562700401199,16911"dm_p": 0.9193562378227929,16912"dm_stat": -0.1013112821097850716913},16914"histvar66__empirical__w1000_r5": {16915"n": 385,16916"ratio": 1.412760693830651,16917"dm_p": 0.23404725037984586,16918"dm_stat": 1.19187265983857116919},16920"igarch11__ged__w1000_r5": {16921"n": 385,16922"ratio": 1.0903669029659113,16923"dm_p": 0.4708959288941487,16924"dm_stat": 0.721736178713520816925},16926"igarch11__normal__w1000_r5": {16927"n": 385,16928"ratio": 1.0698990334852754,16929"dm_p": 0.5439609335576219,16930"dm_stat": 0.607375193185108816931},16932"igarch11__skewt__w1000_r5": {16933"n": 385,16934"ratio": 1.0696835519886319,16935"dm_p": 0.5250964372302792,16936"dm_stat": 0.636090397685979316937},16938"igarch11__t__w1000_r5": {16939"n": 385,16940"ratio": 1.0818066277310567,16941"dm_p": 0.48558633208744617,16942"dm_stat": 0.698021295225783516943},16944"loghar_rv__empirical__w1000_r5": {16945"n": 385,16946"ratio": 0.7881550560328199,16947"dm_p": 0.09381618057108415,16948"dm_stat": -1.679766043948960116949},16950"msgarch2__normal__w1000_r5": {16951"n": 385,16952"ratio": 0.9622926800242897,16953"dm_p": 0.44316488293933853,16954"dm_stat": -0.767653414335197716955},16956"msgarch2__t__w1000_r5": {16957"n": 385,16958"ratio": 0.9441487282276577,16959"dm_p": 0.2301230372359921,16960"dm_stat": -1.201951464681299216961},16962"nagarch11__ged__w1000_r5": {16963"n": 385,16964"ratio": 1.6043338895016122,16965"dm_p": 0.3082166270550077,16966"dm_stat": 1.020325222126947716967},16968"nagarch11__normal__w1000_r5": {16969"n": 385,16970"ratio": 1.603789396680182,16971"dm_p": 0.3028208027199715,16972"dm_stat": 1.031788082232114216973},16974"nagarch11__skewt__w1000_r5": {16975"n": 385,16976"ratio": 1.6648013228338538,16977"dm_p": 0.31281875001012865,16978"dm_stat": 1.010653377356929716979},16980"nagarch11__t__w1000_r5": {16981"n": 385,16982"ratio": 1.6047420093449942,16983"dm_p": 0.3079852176218446,16984"dm_stat": 1.020814074980914316985},16986"qgarch11__ged__w1000_r5": {16987"n": 385,16988"ratio": 1.1398777252744932,16989"dm_p": 0.29448642451225604,16990"dm_stat": 1.049764916722616216991},16992"qgarch11__normal__w1000_r5": {16993"n": 385,16994"ratio": 1.1402599299332448,16995"dm_p": 0.2447301245009377,16996"dm_stat": 1.165029835033646316997},16998"qgarch11__skewt__w1000_r5": {16999"n": 385,17000"ratio": 1.121038073712443,17001"dm_p": 0.2892599993116369,17002"dm_stat": 1.061213201019020717003},17004"qgarch11__t__w1000_r5": {17005"n": 385,17006"ratio": 1.125641955512656,17007"dm_p": 0.2861959321301376,17008"dm_stat": 1.067990052059000217009},17010"realgarch11__normal__w1000_r5": {17011"n": 385,17012"ratio": 0.8403270801344132,17013"dm_p": 0.15480281921560876,17014"dm_stat": -1.425577031249609717015},17016"realgarch11__t__w1000_r5": {17017"n": 385,17018"ratio": 6.8166925928299795,17019"dm_p": 0.02617387639050206,17020"dm_stat": 2.23226002288171817021},17022"rm2006__normal__w1000_r5": {17023"n": 385,17024"ratio": 1.1753919720631851,17025"dm_p": 0.32160594359751915,17026"dm_stat": 0.992443976099507617027},17028"rm_rw__empirical__w1000_r5": {17029"n": 385,17030"ratio": 1.2733453656726197,17031"dm_p": 0.3143929823506595,17032"dm_stat": 1.007366588781534617033},17034"tarch11__ged__w1000_r5": {17035"n": 385,17036"ratio": 1.233976717249303,17037"dm_p": 0.34765860830372847,17038"dm_stat": 0.940292585473829117039},17040"tarch11__normal__w1000_r5": {17041"n": 385,17042"ratio": 1.1771821754634761,17043"dm_p": 0.36010118152172116,17044"dm_stat": 0.916268427025391217045},17046"tarch11__skewt__w1000_r5": {17047"n": 385,17048"ratio": 1.2152926585266604,17049"dm_p": 0.36304864879497845,17050"dm_stat": 0.910654628979427617051},17052"tarch11__t__w1000_r5": {17053"n": 385,17054"ratio": 1.226397014407845,17055"dm_p": 0.35278012465108866,17056"dm_stat": 0.930338913536658217057}17058},17059"vol_tercile66=mid": {17060"aparch11__ged__w1000_r5": {17061"n": 696,17062"ratio": 2.609889654757342,17063"dm_p": 0.022140600649530152,17064"dm_stat": 2.293089357104784617065},17066"aparch11__normal__w1000_r5": {17067"n": 696,17068"ratio": 3.4432533492384905,17069"dm_p": 0.03966344173080136,17070"dm_stat": 2.06111595602257917071},17072"aparch11__skewt__w1000_r5": {17073"n": 696,17074"ratio": 5.811579749089545,17075"dm_p": 0.011008670003744739,17076"dm_stat": 2.549266869578070717077},17078"aparch11__t__w1000_r5": {17079"n": 696,17080"ratio": 8.304003521582597,17081"dm_p": 0.09412962841109128,17082"dm_stat": 1.676297676684805217083},17084"arch5__ged__w1000_r5": {17085"n": 696,17086"ratio": 1.0502416639924146,17087"dm_p": 0.1339017160361254,17088"dm_stat": 1.500644339700406117089},17090"arch5__normal__w1000_r5": {17091"n": 696,17092"ratio": 1.052218877571726,17093"dm_p": 0.15085121014642683,17094"dm_stat": 1.438116188771977317095},17096"arch5__skewt__w1000_r5": {17097"n": 696,17098"ratio": 1.0418613163466508,17099"dm_p": 0.4038070885834066,17100"dm_stat": 0.835351164953807817101},17102"arch5__t__w1000_r5": {17103"n": 696,17104"ratio": 1.042450266820712,17105"dm_p": 0.39547855558375367,17106"dm_stat": 0.850250657129291917107},17108"avgarch11__ged__w1000_r5": {17109"n": 696,17110"ratio": 0.9700957667010561,17111"dm_p": 0.22795946569074263,17112"dm_stat": -1.206696882477004117113},17114"avgarch11__normal__w1000_r5": {17115"n": 696,17116"ratio": 0.979989421078013,17117"dm_p": 0.5535879411607628,17118"dm_stat": -0.592680258637202217119},17120"avgarch11__skewt__w1000_r5": {17121"n": 696,17122"ratio": 0.9231373631700742,17123"dm_p": 0.08860130520329997,17124"dm_stat": -1.705214393641493617125},17126"avgarch11__t__w1000_r5": {17127"n": 696,17128"ratio": 0.9271576132395498,17129"dm_p": 0.09973727078724863,17130"dm_stat": -1.648328280274720617131},17132"cgarch11__ged__w1000_r5": {17133"n": 696,17134"ratio": 1.0371172962528206,17135"dm_p": 0.46857504983896875,17136"dm_stat": 0.725197371988131517137},17138"cgarch11__normal__w1000_r5": {17139"n": 696,17140"ratio": 1.0609498336323429,17141"dm_p": 0.22453726592759005,17142"dm_stat": 1.215633659144646417143},17144"cgarch11__skewt__w1000_r5": {17145"n": 696,17146"ratio": 1.010653224607431,17147"dm_p": 0.8626246685168768,17148"dm_stat": 0.1730981623416502617149},17150"cgarch11__t__w1000_r5": {17151"n": 696,17152"ratio": 1.0198450566087083,17153"dm_p": 0.7438813389968059,17154"dm_stat": 0.326847899053431717155},17156"constvar__normal__w1000_r5": {17157"n": 696,17158"ratio": 1.100173684584136,17159"dm_p": 0.020235934451919346,17160"dm_stat": 2.32729439934849317161},17162"egarch11__ged__w1000_r5": {17163"n": 696,17164"ratio": 1.4986720891260854,17165"dm_p": 0.2698679838791772,17166"dm_stat": 1.104247418241152417167},17168"egarch11__normal__w1000_r5": {17169"n": 696,17170"ratio": 1.1564171605224025,17171"dm_p": 0.09764891833722503,17172"dm_stat": 1.6585935551036517173},17174"egarch11__skewt__w1000_r5": {17175"n": 691,17176"ratio": 1.2208339915986761,17177"dm_p": 0.28238938530696883,17178"dm_stat": 1.075807473169668717179},17180"egarch11__t__w1000_r5": {17181"n": 696,17182"ratio": 1.0336460792319384,17183"dm_p": 0.45616596825258904,17184"dm_stat": 0.74559205118776817185},17186"ewma094__normal__w1000_r5": {17187"n": 696,17188"ratio": 0.9353092500255554,17189"dm_p": 0.5549777840724597,17190"dm_stat": -0.590603995277924817191},17192"figarch11__ged__w1000_r5": {17193"n": 696,17194"ratio": 0.9612316847559036,17195"dm_p": 0.3147976804639656,17196"dm_stat": -1.005933442015125417197},17198"figarch11__normal__w1000_r5": {17199"n": 696,17200"ratio": 0.9686910617863465,17201"dm_p": 0.4522131124790489,17202"dm_stat": -0.752153987796688217203},17204"figarch11__skewt__w1000_r5": {17205"n": 696,17206"ratio": 0.9391834747203734,17207"dm_p": 0.19901899106328044,17208"dm_stat": -1.28557679029851217209},17210"figarch11__t__w1000_r5": {17211"n": 696,17212"ratio": 0.9406619045633439,17213"dm_p": 0.2087567905617943,17214"dm_stat": -1.258158965397278717215},17216"garch11__ged__w1000_r5": {17217"n": 696,17218"ratio": 0.9842498197772522,17219"dm_p": 0.17078419488645313,17220"dm_stat": -1.371106894363995717221},17222"garch11__normal__w1000_r5": {17223"n": 696,17224"ratio": 1.0,17225"dm_p": 1.0,17226"dm_stat": 0.017227},17228"garch11__skewt__w1000_r5": {17229"n": 696,17230"ratio": 0.948412161107661,17231"dm_p": 0.1722511693915396,17232"dm_stat": -1.366413339746169317233},17234"garch11__t__w1000_r5": {17235"n": 696,17236"ratio": 0.9520453006186675,17237"dm_p": 0.1894993622877705,17238"dm_stat": -1.313347305441125817239},17240"garch12__ged__w1000_r5": {17241"n": 696,17242"ratio": 0.9823277989679695,17243"dm_p": 0.12459817824366706,17244"dm_stat": -1.537613866219367517245},17246"garch12__normal__w1000_r5": {17247"n": 696,17248"ratio": 0.9965349149112481,17249"dm_p": 0.5126881238330799,17250"dm_stat": -0.654994330009811217251},17252"garch12__skewt__w1000_r5": {17253"n": 696,17254"ratio": 0.9439254760846937,17255"dm_p": 0.14865094251790306,17256"dm_stat": -1.445918153176844117257},17258"garch12__t__w1000_r5": {17259"n": 696,17260"ratio": 0.9491720044491387,17261"dm_p": 0.17061505119534157,17262"dm_stat": -1.371650008918715617263},17264"garch21__ged__w1000_r5": {17265"n": 696,17266"ratio": 0.9852455616782487,17267"dm_p": 0.18780358779167364,17268"dm_stat": -1.31840150773796317269},17270"garch21__normal__w1000_r5": {17271"n": 696,17272"ratio": 1.0052903891290093,17273"dm_p": 0.31849114503100323,17274"dm_stat": 0.998279779181838217275},17276"garch21__skewt__w1000_r5": {17277"n": 696,17278"ratio": 0.9509144218919636,17279"dm_p": 0.18824057826864843,17280"dm_stat": -1.317095855404163617281},17282"garch21__t__w1000_r5": {17283"n": 696,17284"ratio": 0.9550364247917125,17285"dm_p": 0.21009477310137709,17286"dm_stat": -1.254464953921215217287},17288"garchm11__ged__w1000_r5": {17289"n": 696,17290"ratio": 0.9666545790929114,17291"dm_p": 0.03993208017116542,17292"dm_stat": -2.05831609144643717293},17294"garchm11__normal__w1000_r5": {17295"n": 696,17296"ratio": 0.998693320968947,17297"dm_p": 0.549177739917521,17298"dm_stat": -0.599285612364513417299},17300"garchm11__skewt__w1000_r5": {17301"n": 696,17302"ratio": 0.9354544111909303,17303"dm_p": 0.14054090759955418,17304"dm_stat": -1.47546328878350617305},17306"garchm11__t__w1000_r5": {17307"n": 696,17308"ratio": 0.9376629295591064,17309"dm_p": 0.14846619264502756,17310"dm_stat": -1.446577270853145517311},17312"garchx_rv11__normal__w1000_r5": {17313"n": 696,17314"ratio": 0.8101660535360543,17315"dm_p": 0.20802963557568344,17316"dm_stat": -1.260173769094945317317},17318"garchx_rv11__t__w1000_r5": {17319"n": 696,17320"ratio": 0.7331932491003453,17321"dm_p": 0.16140344382958444,17322"dm_stat": -1.401860185764175717323},17324"gas_t11__t__w1000_r5": {17325"n": 696,17326"ratio": 0.9200118143057273,17327"dm_p": 0.06199498863729762,17328"dm_stat": -1.869346152096995417329},17330"gjr11__ged__w1000_r5": {17331"n": 696,17332"ratio": 1.1520393094835057,17333"dm_p": 0.0489967351344049,17334"dm_stat": 1.972078530025177317335},17336"gjr11__normal__w1000_r5": {17337"n": 696,17338"ratio": 1.1430738587733424,17339"dm_p": 0.04415668104654694,17340"dm_stat": 2.01626333731795417341},17342"gjr11__skewt__w1000_r5": {17343"n": 696,17344"ratio": 1.1236858371881473,17345"dm_p": 0.07065352799812676,17346"dm_stat": 1.810477287858324417347},17348"gjr11__t__w1000_r5": {17349"n": 696,17350"ratio": 1.1285761420203637,17351"dm_p": 0.06228754251867671,17352"dm_stat": 1.867249274881016617353},17354"har_rv__empirical__w1000_r5": {17355"n": 696,17356"ratio": 0.7549988418517097,17357"dm_p": 0.2675393708981639,17358"dm_stat": -1.10963677102024617359},17360"heavy11__normal__w1000_r5": {17361"n": 696,17362"ratio": 0.7994674705118038,17363"dm_p": 0.19089618543553116,17364"dm_stat": -1.30920915030954117365},17366"heavy11__t__w1000_r5": {17367"n": 696,17368"ratio": 0.7388056515728019,17369"dm_p": 0.16376151641900355,17370"dm_stat": -1.394005313884403517371},17372"histvar22__empirical__w1000_r5": {17373"n": 696,17374"ratio": 1.6184125979294384,17375"dm_p": 0.0007151756083555023,17376"dm_stat": 3.398908842250778517377},17378"histvar252__empirical__w1000_r5": {17379"n": 696,17380"ratio": 1.3647420735135496,17381"dm_p": 0.16556873386996315,17382"dm_stat": 1.388043004043552717383},17384"histvar66__empirical__w1000_r5": {17385"n": 696,17386"ratio": 1.2018360935394903,17387"dm_p": 0.22292488783609293,17388"dm_stat": 1.21987806284984217389},17390"igarch11__ged__w1000_r5": {17391"n": 696,17392"ratio": 1.0950216490004048,17393"dm_p": 0.5075101841195926,17394"dm_stat": 0.663062798575191917395},17396"igarch11__normal__w1000_r5": {17397"n": 696,17398"ratio": 1.073122185679737,17399"dm_p": 0.5842845918112142,17400"dm_stat": 0.547392859155990317401},17402"igarch11__skewt__w1000_r5": {17403"n": 696,17404"ratio": 1.0650721618765744,17405"dm_p": 0.6240826619272077,17406"dm_stat": 0.49029110709191317407},17408"igarch11__t__w1000_r5": {17409"n": 696,17410"ratio": 1.0970629691129699,17411"dm_p": 0.4749654036852852,17412"dm_stat": 0.714811750082487317413},17414"loghar_rv__empirical__w1000_r5": {17415"n": 696,17416"ratio": 0.6686911761597029,17417"dm_p": 0.1704612841851926,17418"dm_stat": -1.372144100378054817419},17420"msgarch2__normal__w1000_r5": {17421"n": 696,17422"ratio": 1.0077693154649592,17423"dm_p": 0.7837979618853924,17424"dm_stat": 0.274479186791514317425},17426"msgarch2__t__w1000_r5": {17427"n": 696,17428"ratio": 0.99523230652864,17429"dm_p": 0.9541703173231337,17430"dm_stat": -0.05749135481341676617431},17432"nagarch11__ged__w1000_r5": {17433"n": 696,17434"ratio": 1.3762979861130564,17435"dm_p": 0.20693567312126632,17436"dm_stat": 1.263214588744094617437},17438"nagarch11__normal__w1000_r5": {17439"n": 696,17440"ratio": 1.6098005315999837,17441"dm_p": 0.12685529382133023,17442"dm_stat": 1.528452139107740117443},17444"nagarch11__skewt__w1000_r5": {17445"n": 696,17446"ratio": 1.4746400000066122,17447"dm_p": 0.27415634296120583,17448"dm_stat": 1.09440543153564617449},17450"nagarch11__t__w1000_r5": {17451"n": 696,17452"ratio": 1.347579825604006,17453"dm_p": 0.25706405434786095,17454"dm_stat": 1.134289866027440317455},17456"qgarch11__ged__w1000_r5": {17457"n": 696,17458"ratio": 1.0884480445657059,17459"dm_p": 0.05752964946623897,17460"dm_stat": 1.902417695658019417461},17462"qgarch11__normal__w1000_r5": {17463"n": 696,17464"ratio": 1.0874559579117122,17465"dm_p": 0.04898955730472011,17466"dm_stat": 1.972141277997670117467},17468"qgarch11__skewt__w1000_r5": {17469"n": 696,17470"ratio": 1.0404770555240752,17471"dm_p": 0.3419519192846539,17472"dm_stat": 0.950966587934801317473},17474"qgarch11__t__w1000_r5": {17475"n": 696,17476"ratio": 1.046298321817352,17477"dm_p": 0.3012719911689092,17478"dm_stat": 1.03447924156902117479},17480"realgarch11__normal__w1000_r5": {17481"n": 696,17482"ratio": 0.8725805876753738,17483"dm_p": 0.10152763139736855,17484"dm_stat": -1.639663695155449517485},17486"realgarch11__t__w1000_r5": {17487"n": 696,17488"ratio": 7.759407224757987,17489"dm_p": 0.00952800816126323,17490"dm_stat": 2.599723147236190417491},17492"rm2006__normal__w1000_r5": {17493"n": 696,17494"ratio": 0.8457628318419859,17495"dm_p": 0.16330638153916072,17496"dm_stat": -1.39551470460055817497},17498"rm_rw__empirical__w1000_r5": {17499"n": 696,17500"ratio": 1.0041565221865452,17501"dm_p": 0.9896281247097536,17502"dm_stat": 0.01300426179383472217503},17504"tarch11__ged__w1000_r5": {17505"n": 696,17506"ratio": 1.1035455116628616,17507"dm_p": 0.19212737449200912,17508"dm_stat": 1.305580174546094217509},17510"tarch11__normal__w1000_r5": {17511"n": 696,17512"ratio": 1.0822613980501343,17513"dm_p": 0.1883806506376165,17514"dm_stat": 1.31667781763042117515},17516"tarch11__skewt__w1000_r5": {17517"n": 696,17518"ratio": 1.073445700058534,17519"dm_p": 0.4182740303773137,17520"dm_stat": 0.809901440724967617521},17522"tarch11__t__w1000_r5": {17523"n": 696,17524"ratio": 1.0787528944031957,17525"dm_p": 0.38373916614461717,17526"dm_stat": 0.871578817797439417527}17528},17529"prev_sign=neg": {17530"aparch11__ged__w1000_r5": {17531"n": 1211,17532"ratio": 2.4738195864813184,17533"dm_p": 0.005033424976318121,17534"dm_stat": 2.810034433301349417535},17536"aparch11__normal__w1000_r5": {17537"n": 1211,17538"ratio": 2.0225904440824842,17539"dm_p": 0.016415375443769264,17540"dm_stat": 2.40290174415949117541},17542"aparch11__skewt__w1000_r5": {17543"n": 1211,17544"ratio": 9.034346384260546,17545"dm_p": 0.06980760364928858,17546"dm_stat": 1.81476464967188717547},17548"aparch11__t__w1000_r5": {17549"n": 1211,17550"ratio": 5.892384446399718,17551"dm_p": 0.05364986231598408,17552"dm_stat": 1.931537919429728417553},17554"arch5__ged__w1000_r5": {17555"n": 1211,17556"ratio": 1.0518871788399113,17557"dm_p": 0.1966301204859447,17558"dm_stat": 1.29192411976744817559},17560"arch5__normal__w1000_r5": {17561"n": 1211,17562"ratio": 1.0573034230790226,17563"dm_p": 0.1543748618854964,17564"dm_stat": 1.425139168270104217565},17566"arch5__skewt__w1000_r5": {17567"n": 1211,17568"ratio": 1.0253679671496307,17569"dm_p": 0.5715292232038862,17570"dm_stat": 0.565955128987607217571},17572"arch5__t__w1000_r5": {17573"n": 1211,17574"ratio": 1.0267214012886925,17575"dm_p": 0.5524623630857916,17576"dm_stat": 0.594240484595870517577},17578"avgarch11__ged__w1000_r5": {17579"n": 1211,17580"ratio": 0.9725745855619155,17581"dm_p": 0.37030797965953016,17582"dm_stat": -0.896230412966299617583},17584"avgarch11__normal__w1000_r5": {17585"n": 1211,17586"ratio": 0.9593626687938053,17587"dm_p": 0.1528660076388313,17588"dm_stat": -1.430380525564232117589},17590"avgarch11__skewt__w1000_r5": {17591"n": 1211,17592"ratio": 0.9604278462012733,17593"dm_p": 0.30820768551722677,17594"dm_stat": -1.019419383716330817595},17596"avgarch11__t__w1000_r5": {17597"n": 1211,17598"ratio": 0.9633627202527149,17599"dm_p": 0.3401502557600042,17600"dm_stat": -0.954244953801233917601},17602"cgarch11__ged__w1000_r5": {17603"n": 1211,17604"ratio": 0.9131462381525015,17605"dm_p": 0.12707667916960905,17606"dm_stat": -1.526781553925759217607},17608"cgarch11__normal__w1000_r5": {17609"n": 1211,17610"ratio": 0.9965859954830584,17611"dm_p": 0.9555832264879989,17612"dm_stat": -0.0557084980456520417613},17614"cgarch11__skewt__w1000_r5": {17615"n": 1211,17616"ratio": 0.907135298190871,17617"dm_p": 0.1259694264498787,17618"dm_stat": -1.531248296455983717619},17620"cgarch11__t__w1000_r5": {17621"n": 1211,17622"ratio": 0.9101045104311186,17623"dm_p": 0.13734588823047314,17624"dm_stat": -1.486732886583950417625},17626"constvar__normal__w1000_r5": {17627"n": 1211,17628"ratio": 1.0989757554556088,17629"dm_p": 0.06629476469663101,17630"dm_stat": 1.838085923569921617631},17632"egarch11__ged__w1000_r5": {17633"n": 1211,17634"ratio": 1.249244899893901,17635"dm_p": 0.20037737468389666,17636"dm_stat": 1.281175884538001717637},17638"egarch11__normal__w1000_r5": {17639"n": 1209,17640"ratio": 8999503.759498496,17641"dm_p": 0.32047890389977085,17642"dm_stat": 0.993882927258090217643},17644"egarch11__skewt__w1000_r5": {17645"n": 1189,17646"ratio": 3.461542748971774,17647"dm_p": 0.3098014260145147,17648"dm_stat": 1.01607317062364417649},17650"egarch11__t__w1000_r5": {17651"n": 1202,17652"ratio": 1.0277598582430276,17653"dm_p": 0.6689465017119864,17654"dm_stat": 0.4276996211174605717655},17656"ewma094__normal__w1000_r5": {17657"n": 1211,17658"ratio": 1.0083524110150885,17659"dm_p": 0.9077138901328486,17660"dm_stat": 0.1159468680108973317661},17662"figarch11__ged__w1000_r5": {17663"n": 1211,17664"ratio": 0.8769144211588998,17665"dm_p": 0.02021173351570811,17666"dm_stat": -2.32546564149053717667},17668"figarch11__normal__w1000_r5": {17669"n": 1211,17670"ratio": 0.8869274806780314,17671"dm_p": 0.04364198788080536,17672"dm_stat": -2.01962887680476517673},17674"figarch11__skewt__w1000_r5": {17675"n": 1211,17676"ratio": 0.8661407872510006,17677"dm_p": 0.014056948626084212,17678"dm_stat": -2.459377230494111717679},17680"figarch11__t__w1000_r5": {17681"n": 1211,17682"ratio": 0.8675484129314518,17683"dm_p": 0.014829731471481446,17684"dm_stat": -2.440007394510973317685},17686"garch11__ged__w1000_r5": {17687"n": 1211,17688"ratio": 0.964389002562796,17689"dm_p": 0.13672254611010753,17690"dm_stat": -1.489096485774957617691},17692"garch11__normal__w1000_r5": {17693"n": 1211,17694"ratio": 1.0,17695"dm_p": 1.0,17696"dm_stat": 0.017697},17698"garch11__skewt__w1000_r5": {17699"n": 1211,17700"ratio": 0.9495427152438889,17701"dm_p": 0.10193103832457706,17702"dm_stat": -1.636806047570576117703},17704"garch11__t__w1000_r5": {17705"n": 1211,17706"ratio": 0.9528088448019979,17707"dm_p": 0.11935212025220444,17708"dm_stat": -1.558601940411412217709},17710"garch12__ged__w1000_r5": {17711"n": 1211,17712"ratio": 0.9643581097357738,17713"dm_p": 0.14508666477600377,17714"dm_stat": -1.458048520093560517715},17716"garch12__normal__w1000_r5": {17717"n": 1211,17718"ratio": 0.9847398548928111,17719"dm_p": 0.04917804714169655,17720"dm_stat": -1.969025687663328717721},17722"garch12__skewt__w1000_r5": {17723"n": 1211,17724"ratio": 0.9398432748467109,17725"dm_p": 0.07745014759350362,17726"dm_stat": -1.767179858813783717727},17728"garch12__t__w1000_r5": {17729"n": 1211,17730"ratio": 0.9424689532993415,17731"dm_p": 0.08788240598141431,17732"dm_stat": -1.708056203115316817733},17734"garch21__ged__w1000_r5": {17735"n": 1211,17736"ratio": 0.9743660410205878,17737"dm_p": 0.2872646291901128,17738"dm_stat": -1.064610488615635817739},17740"garch21__normal__w1000_r5": {17741"n": 1211,17742"ratio": 0.9998441308782123,17743"dm_p": 0.9941963346356427,17744"dm_stat": -0.00727538309399554517745},17746"garch21__skewt__w1000_r5": {17747"n": 1211,17748"ratio": 0.9533397025580695,17749"dm_p": 0.13168476894384487,17750"dm_stat": -1.508511291192775617751},17752"garch21__t__w1000_r5": {17753"n": 1211,17754"ratio": 0.9605210542581599,17755"dm_p": 0.17630045419728807,17756"dm_stat": -1.353024778616989317757},17758"garchm11__ged__w1000_r5": {17759"n": 1211,17760"ratio": 0.9445526395920022,17761"dm_p": 0.06851423241897121,17762"dm_stat": -1.82323635817009817763},17764"garchm11__normal__w1000_r5": {17765"n": 1211,17766"ratio": 1.0030863867217656,17767"dm_p": 0.24293074629396838,17768"dm_stat": 1.16826319067434617769},17770"garchm11__skewt__w1000_r5": {17771"n": 1211,17772"ratio": 0.9317573023425227,17773"dm_p": 0.06721088900042771,17774"dm_stat": -1.831907588911359917775},17776"garchm11__t__w1000_r5": {17777"n": 1211,17778"ratio": 0.9323893817619159,17779"dm_p": 0.06737326704378412,17780"dm_stat": -1.830819763760314717781},17782"garchx_rv11__normal__w1000_r5": {17783"n": 1211,17784"ratio": 0.8901243884590359,17785"dm_p": 0.134892667041693,17786"dm_stat": -1.4960835001411717787},17788"garchx_rv11__t__w1000_r5": {17789"n": 1211,17790"ratio": 0.83255919695369,17791"dm_p": 0.04752106380062218,17792"dm_stat": -1.983645656114694717793},17794"gas_t11__t__w1000_r5": {17795"n": 1211,17796"ratio": 0.9599543379167148,17797"dm_p": 0.36708089796729615,17798"dm_stat": -0.902292846052655417799},17800"gjr11__ged__w1000_r5": {17801"n": 1211,17802"ratio": 1.0312235283836562,17803"dm_p": 0.5876622470331236,17804"dm_stat": 0.542371840625732817805},17806"gjr11__normal__w1000_r5": {17807"n": 1211,17808"ratio": 1.0366031446574147,17809"dm_p": 0.49121853887636446,17810"dm_stat": 0.688581697638683717811},17812"gjr11__skewt__w1000_r5": {17813"n": 1211,17814"ratio": 1.0169449149169438,17815"dm_p": 0.7227135130500598,17816"dm_stat": 0.3549171467503318717817},17818"gjr11__t__w1000_r5": {17819"n": 1211,17820"ratio": 1.0195404033778406,17821"dm_p": 0.6803728824368966,17822"dm_stat": 0.4120539272164780417823},17824"har_rv__empirical__w1000_r5": {17825"n": 1211,17826"ratio": 0.7624014162786903,17827"dm_p": 0.03382883331685183,17828"dm_stat": -2.124521664212096517829},17830"heavy11__normal__w1000_r5": {17831"n": 1211,17832"ratio": 0.8828789694437347,17833"dm_p": 0.10503489234921928,17834"dm_stat": -1.622135285516794517835},17836"heavy11__t__w1000_r5": {17837"n": 1211,17838"ratio": 0.8411028504688158,17839"dm_p": 0.04154787343719919,17840"dm_stat": -2.040192893470510717841},17842"histvar22__empirical__w1000_r5": {17843"n": 1211,17844"ratio": 1.4737860273967127,17845"dm_p": 0.004740179624367951,17846"dm_stat": 2.82942631785825417847},17848"histvar252__empirical__w1000_r5": {17849"n": 1211,17850"ratio": 1.0749199955217137,17851"dm_p": 0.64542470098539,17852"dm_stat": 0.460242723986001517853},17854"histvar66__empirical__w1000_r5": {17855"n": 1211,17856"ratio": 1.0338871808927415,17857"dm_p": 0.8301750374636507,17858"dm_stat": 0.2145234390753451817859},17860"igarch11__ged__w1000_r5": {17861"n": 1211,17862"ratio": 1.0416048706500933,17863"dm_p": 0.6641797876315758,17864"dm_stat": 0.4342562566250587317865},17866"igarch11__normal__w1000_r5": {17867"n": 1211,17868"ratio": 0.9812453882691682,17869"dm_p": 0.8234647483744517,17870"dm_stat": -0.223139309006250217871},17872"igarch11__skewt__w1000_r5": {17873"n": 1211,17874"ratio": 1.0979217080273478,17875"dm_p": 0.4168866543107016,17876"dm_stat": 0.812112785004899517877},17878"igarch11__t__w1000_r5": {17879"n": 1211,17880"ratio": 1.108309387416275,17881"dm_p": 0.3764755664672044,17882"dm_stat": 0.884734587267984517883},17884"loghar_rv__empirical__w1000_r5": {17885"n": 1211,17886"ratio": 0.724347277616504,17887"dm_p": 0.015615470728620203,17888"dm_stat": -2.421205324914325317889},17890"msgarch2__normal__w1000_r5": {17891"n": 1211,17892"ratio": 0.9734110757612828,17893"dm_p": 0.20513561580283105,17894"dm_stat": -1.267737469613063217895},17896"msgarch2__t__w1000_r5": {17897"n": 1211,17898"ratio": 0.8970822594161311,17899"dm_p": 0.01921930472517433,17900"dm_stat": -2.344389052467148517901},17902"nagarch11__ged__w1000_r5": {17903"n": 1211,17904"ratio": 0.9861338591287179,17905"dm_p": 0.7291340194941478,17906"dm_stat": -0.3463578447219421417907},17908"nagarch11__normal__w1000_r5": {17909"n": 1211,17910"ratio": 1.063548198368674,17911"dm_p": 0.3680549913665399,17912"dm_stat": 0.900459415809500117913},17914"nagarch11__skewt__w1000_r5": {17915"n": 1211,17916"ratio": 0.9784231214410991,17917"dm_p": 0.6112723168861351,17918"dm_stat": -0.508390313949778217919},17920"nagarch11__t__w1000_r5": {17921"n": 1211,17922"ratio": 0.9830631626314421,17923"dm_p": 0.6963166960084408,17924"dm_stat": -0.390390271303709317925},17926"qgarch11__ged__w1000_r5": {17927"n": 1211,17928"ratio": 0.9652966722662051,17929"dm_p": 0.3207309569641392,17930"dm_stat": -0.993364503861805917931},17932"qgarch11__normal__w1000_r5": {17933"n": 1211,17934"ratio": 0.9999687734197195,17935"dm_p": 0.9989794070609921,17936"dm_stat": -0.001279388217216375817937},17938"qgarch11__skewt__w1000_r5": {17939"n": 1211,17940"ratio": 0.9459130047231812,17941"dm_p": 0.15291709319527752,17942"dm_stat": -1.430202425144185617943},17944"qgarch11__t__w1000_r5": {17945"n": 1211,17946"ratio": 0.9471787341518132,17947"dm_p": 0.15795238266487605,17948"dm_stat": -1.412865696312709317949},17950"realgarch11__normal__w1000_r5": {17951"n": 1211,17952"ratio": 0.8825087848495456,17953"dm_p": 0.009968026660311468,17954"dm_stat": -2.58101057837100817955},17956"realgarch11__t__w1000_r5": {17957"n": 1211,17958"ratio": 4.409079049928667,17959"dm_p": 0.006350505906112187,17960"dm_stat": 2.733883715437317517961},17962"rm2006__normal__w1000_r5": {17963"n": 1211,17964"ratio": 0.9400008813629334,17965"dm_p": 0.4643370879818267,17966"dm_stat": -0.731956125521957217967},17968"rm_rw__empirical__w1000_r5": {17969"n": 1211,17970"ratio": 1.3215579434892541,17971"dm_p": 0.09723262389206691,17972"dm_stat": 1.65970654655233317973},17974"tarch11__ged__w1000_r5": {17975"n": 1211,17976"ratio": 0.9935230561078672,17977"dm_p": 0.8727207325444052,17978"dm_stat": -0.1602375039127614817979},17980"tarch11__normal__w1000_r5": {17981"n": 1211,17982"ratio": 0.9628175912481949,17983"dm_p": 0.27950088350473096,17984"dm_stat": -1.08192621665640817985},17986"tarch11__skewt__w1000_r5": {17987"n": 1211,17988"ratio": 0.9906350794679448,17989"dm_p": 0.8386844589521931,17990"dm_stat": -0.2036203095997564417991},17992"tarch11__t__w1000_r5": {17993"n": 1211,17994"ratio": 0.9974839931014081,17995"dm_p": 0.9560507703189342,17996"dm_stat": -0.0551214963216454517997}17998},17999"prev_sign=pos": {18000"aparch11__ged__w1000_r5": {18001"n": 1274,18002"ratio": 2.464585885791181,18003"dm_p": 0.010925037930497348,18004"dm_stat": 2.54883001013856718005},18006"aparch11__normal__w1000_r5": {18007"n": 1274,18008"ratio": 2.574436166006887,18009"dm_p": 0.03682880978532857,18010"dm_stat": 2.089855832909020418011},18012"aparch11__skewt__w1000_r5": {18013"n": 1274,18014"ratio": 6.134308603042178,18015"dm_p": 0.03491126080246709,18016"dm_stat": 2.111646023609967218017},18018"aparch11__t__w1000_r5": {18019"n": 1274,18020"ratio": 8.830330813516307,18021"dm_p": 0.04967547337525473,18022"dm_stat": 1.964620045521728618023},18024"arch5__ged__w1000_r5": {18025"n": 1274,18026"ratio": 0.995422541748077,18027"dm_p": 0.9455637652690942,18028"dm_stat": -0.0682921907439878718029},18030"arch5__normal__w1000_r5": {18031"n": 1274,18032"ratio": 1.0138004232346671,18033"dm_p": 0.8293382503451859,18034"dm_stat": 0.2155946666727907918035},18036"arch5__skewt__w1000_r5": {18037"n": 1274,18038"ratio": 0.9652449211541584,18039"dm_p": 0.6592787927068297,18040"dm_stat": -0.441012556923300318041},18042"arch5__t__w1000_r5": {18043"n": 1274,18044"ratio": 0.9660497702521467,18045"dm_p": 0.6668897459159588,18046"dm_stat": -0.4305207604313076618047},18048"avgarch11__ged__w1000_r5": {18049"n": 1274,18050"ratio": 0.9231059561526614,18051"dm_p": 0.06894680236280398,18052"dm_stat": -1.820308199407969718053},18054"avgarch11__normal__w1000_r5": {18055"n": 1274,18056"ratio": 0.9170236923527275,18057"dm_p": 0.07456537963822915,18058"dm_stat": -1.784593353201102218059},18060"avgarch11__skewt__w1000_r5": {18061"n": 1274,18062"ratio": 0.9115764289206948,18063"dm_p": 0.055079573824026125,18064"dm_stat": -1.920012506342153418065},18066"avgarch11__t__w1000_r5": {18067"n": 1274,18068"ratio": 0.9160380502129482,18069"dm_p": 0.06683050050335766,18070"dm_stat": -1.834382607892755918071},18072"cgarch11__ged__w1000_r5": {18073"n": 1274,18074"ratio": 0.925642576680607,18075"dm_p": 0.2322972489654327,18076"dm_stat": -1.195031654054760318077},18078"cgarch11__normal__w1000_r5": {18079"n": 1274,18080"ratio": 0.9885263933152006,18081"dm_p": 0.7963678571205305,18082"dm_stat": -0.2581046577337419718083},18084"cgarch11__skewt__w1000_r5": {18085"n": 1274,18086"ratio": 0.9232594683057626,18087"dm_p": 0.31730167909255674,18088"dm_stat": -1.000411185252902718089},18090"cgarch11__t__w1000_r5": {18091"n": 1274,18092"ratio": 0.9261892295867008,18093"dm_p": 0.33604802381980337,18094"dm_stat": -0.962367046778342718095},18096"constvar__normal__w1000_r5": {18097"n": 1274,18098"ratio": 1.0863946856275934,18099"dm_p": 0.1920652475339136,18100"dm_stat": 1.305186383081999218101},18102"egarch11__ged__w1000_r5": {18103"n": 1274,18104"ratio": 1.6793791749017979,18105"dm_p": 0.19759228517187466,18106"dm_stat": 1.289115047527494818107},18108"egarch11__normal__w1000_r5": {18109"n": 1271,18110"ratio": 9790.926593624936,18111"dm_p": 0.3201235612607577,18112"dm_stat": 0.994593308740485518113},18114"egarch11__skewt__w1000_r5": {18115"n": 1266,18116"ratio": 4.1587188956172625,18117"dm_p": 0.3263320629380945,18118"dm_stat": 0.981909755515453318119},18120"egarch11__t__w1000_r5": {18121"n": 1268,18122"ratio": 1.0148588275710106,18123"dm_p": 0.8318965836807296,18124"dm_stat": 0.212313539517380818125},18126"ewma094__normal__w1000_r5": {18127"n": 1274,18128"ratio": 1.061272032341964,18129"dm_p": 0.4998636974366409,18130"dm_stat": 0.674897099174186718131},18132"figarch11__ged__w1000_r5": {18133"n": 1274,18134"ratio": 0.8388056239557613,18135"dm_p": 0.011151834327707963,18136"dm_stat": -2.541618482788005718137},18138"figarch11__normal__w1000_r5": {18139"n": 1274,18140"ratio": 0.863465891488852,18141"dm_p": 0.027504150644105742,18142"dm_stat": -2.20682631083838518143},18144"figarch11__skewt__w1000_r5": {18145"n": 1274,18146"ratio": 0.8323918307135965,18147"dm_p": 0.02199190294526899,18148"dm_stat": -2.29332080246913518149},18150"figarch11__t__w1000_r5": {18151"n": 1274,18152"ratio": 0.8338995328430342,18153"dm_p": 0.02323941271958689,18154"dm_stat": -2.272220145639518155},18156"garch11__ged__w1000_r5": {18157"n": 1274,18158"ratio": 0.9368383934463593,18159"dm_p": 0.16606967998053815,18160"dm_stat": -1.385737843170285618161},18162"garch11__normal__w1000_r5": {18163"n": 1274,18164"ratio": 1.0,18165"dm_p": 1.0,18166"dm_stat": 0.018167},18168"garch11__skewt__w1000_r5": {18169"n": 1274,18170"ratio": 0.9159581447409465,18171"dm_p": 0.15033130035281655,18172"dm_stat": -1.439229656109134718173},18174"garch11__t__w1000_r5": {18175"n": 1274,18176"ratio": 0.9188251087626015,18177"dm_p": 0.1634369818094929,18178"dm_stat": -1.39441048104319818179},18180"garch12__ged__w1000_r5": {18181"n": 1274,18182"ratio": 0.9500287771579058,18183"dm_p": 0.15436073077699503,18184"dm_stat": -1.425143912438916218185},18186"garch12__normal__w1000_r5": {18187"n": 1274,18188"ratio": 0.9940471478481511,18189"dm_p": 0.2819297095934582,18190"dm_stat": -1.076450668845918818191},18192"garch12__skewt__w1000_r5": {18193"n": 1274,18194"ratio": 0.9128448821572419,18195"dm_p": 0.13634437103512453,18196"dm_stat": -1.49048542828988618197},18198"garch12__t__w1000_r5": {18199"n": 1274,18200"ratio": 0.9154896286587378,18201"dm_p": 0.1472510003924923,18202"dm_stat": -1.450193131207404618203},18204"garch21__ged__w1000_r5": {18205"n": 1274,18206"ratio": 0.929299807328194,18207"dm_p": 0.21006201372347819,18208"dm_stat": -1.25402811254396618209},18210"garch21__normal__w1000_r5": {18211"n": 1274,18212"ratio": 0.9929492676565126,18213"dm_p": 0.8164496330956283,18214"dm_stat": -0.232161837488885518215},18216"garch21__skewt__w1000_r5": {18217"n": 1274,18218"ratio": 0.9184183920945059,18219"dm_p": 0.16197891358154065,18220"dm_stat": -1.399259089944084418221},18222"garch21__t__w1000_r5": {18223"n": 1274,18224"ratio": 0.9240043880910181,18225"dm_p": 0.18966085346825914,18226"dm_stat": -1.312284111638090618227},18228"garchm11__ged__w1000_r5": {18229"n": 1274,18230"ratio": 0.9229149658622082,18231"dm_p": 0.1022437430926335,18232"dm_stat": -1.63525060841693918233},18234"garchm11__normal__w1000_r5": {18235"n": 1274,18236"ratio": 1.0020674837565517,18237"dm_p": 0.5313604804650714,18238"dm_stat": 0.626101697813372518239},18240"garchm11__skewt__w1000_r5": {18241"n": 1274,18242"ratio": 0.9024421453301128,18243"dm_p": 0.10657101594052414,18244"dm_stat": -1.614942207349230818245},18246"garchm11__t__w1000_r5": {18247"n": 1274,18248"ratio": 0.9038060435895106,18249"dm_p": 0.11129177969367851,18250"dm_stat": -1.59352021639111518251},18252"garchx_rv11__normal__w1000_r5": {18253"n": 1274,18254"ratio": 0.9019474498522811,18255"dm_p": 0.27301104692520817,18256"dm_stat": -1.096628912027314518257},18258"garchx_rv11__t__w1000_r5": {18259"n": 1274,18260"ratio": 0.8284871767949583,18261"dm_p": 0.05177442245719125,18262"dm_stat": -1.946833300004769718263},18264"gas_t11__t__w1000_r5": {18265"n": 1274,18266"ratio": 0.9259421692530204,18267"dm_p": 0.09073141253730731,18268"dm_stat": -1.692835774107048818269},18270"gjr11__ged__w1000_r5": {18271"n": 1274,18272"ratio": 1.0939588924449912,18273"dm_p": 0.49886633146086795,18274"dm_stat": 0.676468177432764218275},18276"gjr11__normal__w1000_r5": {18277"n": 1274,18278"ratio": 1.0888987059927886,18279"dm_p": 0.4511454955646709,18280"dm_stat": 0.753738748189523518281},18282"gjr11__skewt__w1000_r5": {18283"n": 1274,18284"ratio": 1.0818122630649636,18285"dm_p": 0.5874234237226813,18286"dm_stat": 0.542711545009935518287},18288"gjr11__t__w1000_r5": {18289"n": 1274,18290"ratio": 1.0856819477865545,18291"dm_p": 0.5722233240921966,18292"dm_stat": 0.564926455279517718293},18294"har_rv__empirical__w1000_r5": {18295"n": 1274,18296"ratio": 0.8075140423962759,18297"dm_p": 0.012621743446625712,18298"dm_stat": -2.497809429240672518299},18300"heavy11__normal__w1000_r5": {18301"n": 1274,18302"ratio": 0.8922380182339289,18303"dm_p": 0.22578247746153307,18304"dm_stat": -1.211881905345122418305},18306"heavy11__t__w1000_r5": {18307"n": 1274,18308"ratio": 0.829481748150452,18309"dm_p": 0.0517078770353976,18310"dm_stat": -1.947387852772781318311},18312"histvar22__empirical__w1000_r5": {18313"n": 1274,18314"ratio": 1.6301071864487928,18315"dm_p": 0.0004688442763543304,18316"dm_stat": 3.507066291537321418317},18318"histvar252__empirical__w1000_r5": {18319"n": 1274,18320"ratio": 0.9895032938349633,18321"dm_p": 0.9292045690581213,18322"dm_stat": -0.0888632484226069418323},18324"histvar66__empirical__w1000_r5": {18325"n": 1274,18326"ratio": 1.2246549022050552,18327"dm_p": 0.22582970083908013,18328"dm_stat": 1.211758523474581118329},18330"igarch11__ged__w1000_r5": {18331"n": 1274,18332"ratio": 1.0932010059124742,18333"dm_p": 0.32364752612633424,18334"dm_stat": 0.98737283061357918335},18336"igarch11__normal__w1000_r5": {18337"n": 1274,18338"ratio": 1.0115198313476144,18339"dm_p": 0.8767195094569954,18340"dm_stat": 0.1551603423041798318341},18342"igarch11__skewt__w1000_r5": {18343"n": 1274,18344"ratio": 1.2062225382629141,18345"dm_p": 0.1505212245882988,18346"dm_stat": 1.438559310618290618347},18348"igarch11__t__w1000_r5": {18349"n": 1274,18350"ratio": 1.2169297212607528,18351"dm_p": 0.13145487804963332,18352"dm_stat": 1.509360312201184318353},18354"loghar_rv__empirical__w1000_r5": {18355"n": 1274,18356"ratio": 0.7463394602809201,18357"dm_p": 0.0017908428677563303,18358"dm_stat": -3.129497785703128518359},18360"msgarch2__normal__w1000_r5": {18361"n": 1274,18362"ratio": 0.9346120968570351,18363"dm_p": 0.08401183826317546,18364"dm_stat": -1.72922177185956618365},18366"msgarch2__t__w1000_r5": {18367"n": 1274,18368"ratio": 0.869308065280265,18369"dm_p": 0.04253800951173661,18370"dm_stat": -2.030256792453619218371},18372"nagarch11__ged__w1000_r5": {18373"n": 1274,18374"ratio": 1.4649559969157575,18375"dm_p": 0.32137836352579435,18376"dm_stat": 0.992015744980343818377},18378"nagarch11__normal__w1000_r5": {18379"n": 1274,18380"ratio": 1.5741546139724933,18381"dm_p": 0.24185512326370595,18382"dm_stat": 1.170907420849424818383},18384"nagarch11__skewt__w1000_r5": {18385"n": 1274,18386"ratio": 1.5602614313456031,18387"dm_p": 0.3336224240179726,18388"dm_stat": 0.967210707705422618389},18390"nagarch11__t__w1000_r5": {18391"n": 1274,18392"ratio": 1.4622173379661896,18393"dm_p": 0.3322015179745797,18394"dm_stat": 0.970058672564578718395},18396"qgarch11__ged__w1000_r5": {18397"n": 1274,18398"ratio": 1.0481902853749023,18399"dm_p": 0.6252602916172326,18400"dm_stat": 0.488527645341148618401},18402"qgarch11__normal__w1000_r5": {18403"n": 1274,18404"ratio": 1.0909225687273651,18405"dm_p": 0.25539633080381713,18406"dm_stat": 1.137852152840830318407},18408"qgarch11__skewt__w1000_r5": {18409"n": 1274,18410"ratio": 1.0127580950323871,18411"dm_p": 0.8939871536565008,18412"dm_stat": 0.1332874058692446718413},18414"qgarch11__t__w1000_r5": {18415"n": 1274,18416"ratio": 1.0153032391193886,18417"dm_p": 0.8742876209133935,18418"dm_stat": 0.158246552215196518419},18420"realgarch11__normal__w1000_r5": {18421"n": 1274,18422"ratio": 0.8266582823929255,18423"dm_p": 0.017249440197884547,18424"dm_stat": -2.384470912119374618425},18426"realgarch11__t__w1000_r5": {18427"n": 1274,18428"ratio": 5.871526900086171,18429"dm_p": 0.005030677636420411,18430"dm_stat": 2.80995610055338718431},18432"rm2006__normal__w1000_r5": {18433"n": 1274,18434"ratio": 0.8929780035153978,18435"dm_p": 0.12103155006488461,18436"dm_stat": -1.551495478086665218437},18438"rm_rw__empirical__w1000_r5": {18439"n": 1274,18440"ratio": 1.5365193061245221,18441"dm_p": 0.04419999070299396,18442"dm_stat": 2.014186353394771318443},18444"tarch11__ged__w1000_r5": {18445"n": 1274,18446"ratio": 1.1347767142936451,18447"dm_p": 0.4240145822853878,18448"dm_stat": 0.7997332218529118449},18450"tarch11__normal__w1000_r5": {18451"n": 1274,18452"ratio": 1.087033389918067,18453"dm_p": 0.5272848958540807,18454"dm_stat": 0.6323298760372418455},18456"tarch11__skewt__w1000_r5": {18457"n": 1274,18458"ratio": 1.1263773392916723,18459"dm_p": 0.45455867390015536,18460"dm_stat": 0.748065746737181318461},18462"tarch11__t__w1000_r5": {18463"n": 1274,18464"ratio": 1.1375352221680075,18465"dm_p": 0.42372976731475737,18466"dm_stat": 0.800224977361914218467}18468},18469"episode=covid": {18470"aparch11__ged__w1000_r5": {18471"n": 93,18472"ratio": 1.1504478938318896,18473"dm_p": 0.27287170234811914,18474"dm_stat": 1.103074915075494818475},18476"aparch11__normal__w1000_r5": {18477"n": 93,18478"ratio": 1.0571734715053394,18479"dm_p": 0.439241607254061,18480"dm_stat": 0.776847471369487418481},18482"aparch11__skewt__w1000_r5": {18483"n": 93,18484"ratio": 0.7614177252083913,18485"dm_p": 0.3028341521427442,18486"dm_stat": -1.036179812702910518487},18488"aparch11__t__w1000_r5": {18489"n": 93,18490"ratio": 0.8910371411990146,18491"dm_p": 0.32567806735614907,18492"dm_stat": -0.988135367416775118493},18494"arch5__ged__w1000_r5": {18495"n": 93,18496"ratio": 1.0259174059908918,18497"dm_p": 0.8293306415106321,18498"dm_stat": 0.2161740889123025818499},18500"arch5__normal__w1000_r5": {18501"n": 93,18502"ratio": 1.0048641442518944,18503"dm_p": 0.9668272671524202,18504"dm_stat": 0.04170119874023362618505},18506"arch5__skewt__w1000_r5": {18507"n": 93,18508"ratio": 0.977830023695253,18509"dm_p": 0.8741769549868251,18510"dm_stat": -0.1587969066615726218511},18512"arch5__t__w1000_r5": {18513"n": 93,18514"ratio": 0.9799015792087588,18515"dm_p": 0.8860988615418387,18516"dm_stat": -0.1436400640599354618517},18518"avgarch11__ged__w1000_r5": {18519"n": 93,18520"ratio": 0.9680874277286743,18521"dm_p": 0.7404578453563977,18522"dm_stat": -0.3322479436758205618523},18524"avgarch11__normal__w1000_r5": {18525"n": 93,18526"ratio": 0.9527372143270357,18527"dm_p": 0.6478231777782837,18528"dm_stat": -0.458292294019242518529},18530"avgarch11__skewt__w1000_r5": {18531"n": 93,18532"ratio": 0.9260424809947099,18533"dm_p": 0.5331495034251321,18534"dm_stat": -0.62556433121707818535},18536"avgarch11__t__w1000_r5": {18537"n": 93,18538"ratio": 0.9273744564541695,18539"dm_p": 0.5380960318978181,18540"dm_stat": -0.618009423757754618541},18542"cgarch11__ged__w1000_r5": {18543"n": 93,18544"ratio": 0.9947459779245903,18545"dm_p": 0.6089501816504167,18546"dm_stat": -0.513331254693454518547},18548"cgarch11__normal__w1000_r5": {18549"n": 93,18550"ratio": 1.1284189466549674,18551"dm_p": 0.41176537478856434,18552"dm_stat": 0.824540174184355418553},18554"cgarch11__skewt__w1000_r5": {18555"n": 93,18556"ratio": 0.950601165461957,18557"dm_p": 0.27204211581761095,18558"dm_stat": -1.104997571537509818559},18560"cgarch11__t__w1000_r5": {18561"n": 93,18562"ratio": 0.9527077932822751,18563"dm_p": 0.26434530996021816,18564"dm_stat": -1.123033713962843518565},18566"constvar__normal__w1000_r5": {18567"n": 93,18568"ratio": 1.0597523309003605,18569"dm_p": 0.6733762022505022,18570"dm_stat": 0.422870961711537218571},18572"egarch11__ged__w1000_r5": {18573"n": 93,18574"ratio": 1.0347052272128698,18575"dm_p": 0.4495723433399707,18576"dm_stat": 0.759370443526857518577},18578"egarch11__normal__w1000_r5": {18579"n": 93,18580"ratio": 1.0472068044155873,18581"dm_p": 0.3663095023438848,18582"dm_stat": 0.907887874217409718583},18584"egarch11__skewt__w1000_r5": {18585"n": 93,18586"ratio": 0.9700442618147871,18587"dm_p": 0.16460042926600185,18588"dm_stat": -1.40092551411460918589},18590"egarch11__t__w1000_r5": {18591"n": 93,18592"ratio": 0.973213503877487,18593"dm_p": 0.14001014077519255,18594"dm_stat": -1.488609584322578418595},18596"ewma094__normal__w1000_r5": {18597"n": 93,18598"ratio": 1.0894166059453196,18599"dm_p": 0.5780746748079013,18600"dm_stat": 0.55818394836382818601},18602"figarch11__ged__w1000_r5": {18603"n": 93,18604"ratio": 1.006495660728877,18605"dm_p": 0.6883938080462249,18606"dm_stat": 0.4023035808551068718607},18608"figarch11__normal__w1000_r5": {18609"n": 93,18610"ratio": 0.9965295959431266,18611"dm_p": 0.8304495888523579,18612"dm_stat": -0.2147345054796804318613},18614"figarch11__skewt__w1000_r5": {18615"n": 93,18616"ratio": 0.9601924352003282,18617"dm_p": 0.17016367228740636,18618"dm_stat": -1.382504798722877318619},18620"figarch11__t__w1000_r5": {18621"n": 93,18622"ratio": 0.9614090899004865,18623"dm_p": 0.17119983661218757,18624"dm_stat": -1.37912481495624318625},18626"garch11__ged__w1000_r5": {18627"n": 93,18628"ratio": 0.9767269590835937,18629"dm_p": 0.0626012445319265,18630"dm_stat": -1.884889990893266418631},18632"garch11__normal__w1000_r5": {18633"n": 93,18634"ratio": 1.0,18635"dm_p": 1.0,18636"dm_stat": 0.018637},18638"garch11__skewt__w1000_r5": {18639"n": 93,18640"ratio": 0.9354991505489693,18641"dm_p": 0.2349110461416989,18642"dm_stat": -1.195636764108744918643},18644"garch11__t__w1000_r5": {18645"n": 93,18646"ratio": 0.9371162289442562,18647"dm_p": 0.22865262968256853,18648"dm_stat": -1.21190361375236918649},18650"garch12__ged__w1000_r5": {18651"n": 93,18652"ratio": 0.9765723190300502,18653"dm_p": 0.10502698837101826,18654"dm_stat": -1.63709460345618655},18656"garch12__normal__w1000_r5": {18657"n": 93,18658"ratio": 0.9921521603737307,18659"dm_p": 0.22782947999910075,18660"dm_stat": -1.214066990833973418661},18662"garch12__skewt__w1000_r5": {18663"n": 93,18664"ratio": 0.9349797211565073,18665"dm_p": 0.24230622925301584,18666"dm_stat": -1.176812271242917218667},18668"garch12__t__w1000_r5": {18669"n": 93,18670"ratio": 0.9366217636514461,18671"dm_p": 0.235932211282055,18672"dm_stat": -1.19301229487326118673},18674"garch21__ged__w1000_r5": {18675"n": 93,18676"ratio": 1.0056460766766504,18677"dm_p": 0.7867575666356322,18678"dm_stat": 0.271313767120425918679},18680"garch21__normal__w1000_r5": {18681"n": 93,18682"ratio": 1.022223060132519,18683"dm_p": 0.3402940691541854,18684"dm_stat": 0.958557435012393218685},18686"garch21__skewt__w1000_r5": {18687"n": 93,18688"ratio": 0.93546241948731,18689"dm_p": 0.23483979081828255,18690"dm_stat": -1.195820201633091718691},18692"garch21__t__w1000_r5": {18693"n": 93,18694"ratio": 0.9551781959535145,18695"dm_p": 0.3124496394431688,18696"dm_stat": -1.015671214769347218697},18698"garchm11__ged__w1000_r5": {18699"n": 93,18700"ratio": 0.978486520929317,18701"dm_p": 0.062144339184559895,18702"dm_stat": -1.888244196440235218703},18704"garchm11__normal__w1000_r5": {18705"n": 93,18706"ratio": 0.9970923655622717,18707"dm_p": 0.38992964160711646,18708"dm_stat": -0.863826710498593918709},18710"garchm11__skewt__w1000_r5": {18711"n": 93,18712"ratio": 0.9358853615393661,18713"dm_p": 0.2305475166662162,18714"dm_stat": -1.206944858004288718715},18716"garchm11__t__w1000_r5": {18717"n": 93,18718"ratio": 0.9373038851038662,18719"dm_p": 0.22393292298699138,18720"dm_stat": -1.224385399762291818721},18722"garchx_rv11__normal__w1000_r5": {18723"n": 93,18724"ratio": 0.7236389317412164,18725"dm_p": 0.33252150096778493,18726"dm_stat": -0.974180370420339318727},18728"garchx_rv11__t__w1000_r5": {18729"n": 93,18730"ratio": 0.6496992566676164,18731"dm_p": 0.3170511710550837,18732"dm_stat": -1.006006307184905718733},18734"gas_t11__t__w1000_r5": {18735"n": 93,18736"ratio": 0.9364921456323085,18737"dm_p": 0.24716094459251808,18738"dm_stat": -1.164676983820872418739},18740"gjr11__ged__w1000_r5": {18741"n": 93,18742"ratio": 1.1709653368670694,18743"dm_p": 0.2892831989227284,18744"dm_stat": 1.0658443505755318745},18746"gjr11__normal__w1000_r5": {18747"n": 93,18748"ratio": 1.1610004602407065,18749"dm_p": 0.25547919615256115,18750"dm_stat": 1.144272168074346218751},18752"gjr11__skewt__w1000_r5": {18753"n": 93,18754"ratio": 1.1028776139004504,18755"dm_p": 0.30510670247108107,18756"dm_stat": 1.031293626669598218757},18758"gjr11__t__w1000_r5": {18759"n": 93,18760"ratio": 1.1033788798450972,18761"dm_p": 0.3079035504112776,18762"dm_stat": 1.0253137222411618763},18764"har_rv__empirical__w1000_r5": {18765"n": 93,18766"ratio": 0.5658061224898495,18767"dm_p": 0.3098793025001908,18768"dm_stat": -1.021111382692201818769},18770"heavy11__normal__w1000_r5": {18771"n": 93,18772"ratio": 0.7296834083242063,18773"dm_p": 0.3352666493504468,18774"dm_stat": -0.968635575449811518775},18776"heavy11__t__w1000_r5": {18777"n": 93,18778"ratio": 0.6777232884132318,18779"dm_p": 0.32026558781940884,18780"dm_stat": -0.999310216419135118781},18782"histvar22__empirical__w1000_r5": {18783"n": 93,18784"ratio": 1.1977458055432422,18785"dm_p": 0.26509348973954555,18786"dm_stat": 1.121264503668457918787},18788"histvar252__empirical__w1000_r5": {18789"n": 93,18790"ratio": 1.5695009861471123,18791"dm_p": 0.254329738300716,18792"dm_stat": 1.147063508596833718793},18794"histvar66__empirical__w1000_r5": {18795"n": 93,18796"ratio": 1.2896138441754776,18797"dm_p": 0.10334890676319922,18798"dm_stat": 1.645162550618438618799},18800"igarch11__ged__w1000_r5": {18801"n": 93,18802"ratio": 1.3138925841228453,18803"dm_p": 0.18763705913981818,18804"dm_stat": 1.327472648485671618805},18806"igarch11__normal__w1000_r5": {18807"n": 93,18808"ratio": 1.3098340669705177,18809"dm_p": 0.16458525100520932,18810"dm_stat": 1.40097641794427118811},18812"igarch11__skewt__w1000_r5": {18813"n": 93,18814"ratio": 1.2318130567777361,18815"dm_p": 0.16804950249794814,18816"dm_stat": 1.389450191102433318817},18818"igarch11__t__w1000_r5": {18819"n": 93,18820"ratio": 1.2556117271660323,18821"dm_p": 0.17301447551154137,18822"dm_stat": 1.373242748577439718823},18824"loghar_rv__empirical__w1000_r5": {18825"n": 93,18826"ratio": 0.531249220144547,18827"dm_p": 0.31361657098423806,18828"dm_stat": -1.013211274151753818829},18830"msgarch2__normal__w1000_r5": {18831"n": 93,18832"ratio": 0.9725778595716069,18833"dm_p": 0.5781404688535962,18834"dm_stat": -0.558087189422737218835},18836"msgarch2__t__w1000_r5": {18837"n": 93,18838"ratio": 0.9888992133494621,18839"dm_p": 0.6960094492899334,18840"dm_stat": -0.3919393736898036418841},18842"nagarch11__ged__w1000_r5": {18843"n": 93,18844"ratio": 1.0199014061301972,18845"dm_p": 0.6117567996119467,18846"dm_stat": 0.509306570741056618847},18848"nagarch11__normal__w1000_r5": {18849"n": 93,18850"ratio": 1.3113317669791789,18851"dm_p": 0.3379463244092668,18852"dm_stat": 0.963251619845447318853},18854"nagarch11__skewt__w1000_r5": {18855"n": 93,18856"ratio": 0.9566459889691131,18857"dm_p": 0.22569033207156614,18858"dm_stat": -1.219715638083713318859},18860"nagarch11__t__w1000_r5": {18861"n": 93,18862"ratio": 0.9551701891105912,18863"dm_p": 0.2175538073576411,18864"dm_stat": -1.24156336043469818865},18866"qgarch11__ged__w1000_r5": {18867"n": 93,18868"ratio": 1.0213143403603409,18869"dm_p": 0.6030653649313806,18870"dm_stat": 0.521797456697024418871},18872"qgarch11__normal__w1000_r5": {18873"n": 93,18874"ratio": 1.0677996268579384,18875"dm_p": 0.33570352539907405,18876"dm_stat": 0.967755896723056318877},18878"qgarch11__skewt__w1000_r5": {18879"n": 93,18880"ratio": 0.9596142879316941,18881"dm_p": 0.22819079614982699,18882"dm_stat": -1.21311669504543818883},18884"qgarch11__t__w1000_r5": {18885"n": 93,18886"ratio": 0.9587133931344985,18887"dm_p": 0.21760787082078212,18888"dm_stat": -1.241416241880328318889},18890"realgarch11__normal__w1000_r5": {18891"n": 93,18892"ratio": 0.8490202063020842,18893"dm_p": 0.3871060927475819,18894"dm_stat": -0.869004518020970718895},18896"realgarch11__t__w1000_r5": {18897"n": 93,18898"ratio": 0.8085394215135602,18899"dm_p": 0.36055279330025675,18900"dm_stat": -0.918896196856660118901},18902"rm2006__normal__w1000_r5": {18903"n": 93,18904"ratio": 1.1063110046564844,18905"dm_p": 0.6487882854787219,18906"dm_stat": 0.45694416430568418907},18908"rm_rw__empirical__w1000_r5": {18909"n": 93,18910"ratio": 0.5817483599494835,18911"dm_p": 0.395175160588745,18912"dm_stat": -0.85426862041690918913},18914"tarch11__ged__w1000_r5": {18915"n": 93,18916"ratio": 0.9776204639375284,18917"dm_p": 0.8156497781782793,18918"dm_stat": -0.2338128397767097218919},18920"tarch11__normal__w1000_r5": {18921"n": 93,18922"ratio": 0.9703465860664262,18923"dm_p": 0.7714802568513105,18924"dm_stat": -0.291296569163051418925},18926"tarch11__skewt__w1000_r5": {18927"n": 93,18928"ratio": 0.9321472901335184,18929"dm_p": 0.5582973135969387,18930"dm_stat": -0.587514715762824718931},18932"tarch11__t__w1000_r5": {18933"n": 93,18934"ratio": 0.9358041816358215,18935"dm_p": 0.5728182392072741,18936"dm_stat": -0.56593137961508818937}18938},18939"episode=none": {18940"aparch11__ged__w1000_r5": {18941"n": 2101,18942"ratio": 3.0705052210095176,18943"dm_p": 0.002997433182094647,18944"dm_stat": 2.971470628964117318945},18946"aparch11__normal__w1000_r5": {18947"n": 2101,18948"ratio": 2.804948438840242,18949"dm_p": 0.015022507286037049,18950"dm_stat": 2.4338391557397718951},18952"aparch11__skewt__w1000_r5": {18953"n": 2101,18954"ratio": 10.609164598623966,18955"dm_p": 0.04037309183915994,18956"dm_stat": 2.051181535426452718957},18958"aparch11__t__w1000_r5": {18959"n": 2101,18960"ratio": 9.87654130514317,18961"dm_p": 0.02218893265463308,18962"dm_stat": 2.288815801088379718963},18964"arch5__ged__w1000_r5": {18965"n": 2101,18966"ratio": 0.9956075024297735,18967"dm_p": 0.9421165251009942,18968"dm_stat": -0.0726186194909097218969},18970"arch5__normal__w1000_r5": {18971"n": 2101,18972"ratio": 1.0166071645071573,18973"dm_p": 0.7701738881905992,18974"dm_stat": 0.2921852013092776618975},18976"arch5__skewt__w1000_r5": {18977"n": 2101,18978"ratio": 0.9782337019459786,18979"dm_p": 0.7627152619133709,18980"dm_stat": -0.301956319230365218981},18982"arch5__t__w1000_r5": {18983"n": 2101,18984"ratio": 0.9790054078512063,18985"dm_p": 0.7712257834638896,18986"dm_stat": -0.2908094379512002318987},18988"avgarch11__ged__w1000_r5": {18989"n": 2101,18990"ratio": 0.9530960993812301,18991"dm_p": 0.2743728728568579,18992"dm_stat": -1.093333331211981318993},18994"avgarch11__normal__w1000_r5": {18995"n": 2101,18996"ratio": 0.9422439598600305,18997"dm_p": 0.14610525414865397,18998"dm_stat": -1.453965669917910718999},19000"avgarch11__skewt__w1000_r5": {19001"n": 2101,19002"ratio": 0.9535772105933047,19003"dm_p": 0.3387207904584775,19004"dm_stat": -0.956914039454406119005},19006"avgarch11__t__w1000_r5": {19007"n": 2101,19008"ratio": 0.9576711381672419,19009"dm_p": 0.3808117165829162,19010"dm_stat": -0.876586167119534919011},19012"cgarch11__ged__w1000_r5": {19013"n": 2101,19014"ratio": 0.9352447416729909,19015"dm_p": 0.3330890696357222,19016"dm_stat": -0.968133730105384219017},19018"cgarch11__normal__w1000_r5": {19019"n": 2101,19020"ratio": 1.0041540193824496,19021"dm_p": 0.930048273123474,19022"dm_stat": 0.0877946344505430719023},19024"cgarch11__skewt__w1000_r5": {19025"n": 2101,19026"ratio": 0.9439737185957134,19027"dm_p": 0.47399202968054627,19028"dm_stat": -0.71612785424840819029},19030"cgarch11__t__w1000_r5": {19031"n": 2101,19032"ratio": 0.947465604723876,19033"dm_p": 0.5007559989012919,19034"dm_stat": -0.673417223263554919035},19036"constvar__normal__w1000_r5": {19037"n": 2101,19038"ratio": 1.0517822739815441,19039"dm_p": 0.4371511603970587,19040"dm_stat": 0.777161274385464719041},19042"egarch11__ged__w1000_r5": {19043"n": 2101,19044"ratio": 1.6522919341411462,19045"dm_p": 0.09224675574135956,19046"dm_stat": 1.68443227962175819047},19048"egarch11__normal__w1000_r5": {19049"n": 2096,19050"ratio": 6978620.821615951,19051"dm_p": 0.31896747257164726,19052"dm_stat": 0.996819039017349519053},19054"egarch11__skewt__w1000_r5": {19055"n": 2071,19056"ratio": 4.984724409241076,19057"dm_p": 0.2946098615674098,19058"dm_stat": 1.048328075464522819059},19060"egarch11__t__w1000_r5": {19061"n": 2086,19062"ratio": 1.0741996766992705,19063"dm_p": 0.3218865617625886,19064"dm_stat": 0.990823868741166719065},19066"ewma094__normal__w1000_r5": {19067"n": 2101,19068"ratio": 1.0333205393116225,19069"dm_p": 0.7251423938663266,19070"dm_stat": 0.3516415304866163419071},19072"figarch11__ged__w1000_r5": {19073"n": 2101,19074"ratio": 0.8310982764297641,19075"dm_p": 0.012796613150370407,19076"dm_stat": -2.49151453834975719077},19078"figarch11__normal__w1000_r5": {19079"n": 2101,19080"ratio": 0.8554970199572085,19081"dm_p": 0.040646713114630854,19082"dm_stat": -2.04838158469643719083},19084"figarch11__skewt__w1000_r5": {19085"n": 2101,19086"ratio": 0.8363311658024003,19087"dm_p": 0.029369464488500464,19088"dm_stat": -2.179982631161808519089},19090"figarch11__t__w1000_r5": {19091"n": 2101,19092"ratio": 0.8383389409547316,19093"dm_p": 0.031245409384749574,19094"dm_stat": -2.155380225864204719095},19096"garch11__ged__w1000_r5": {19097"n": 2101,19098"ratio": 0.9509341791996888,19099"dm_p": 0.2682861527050219,19100"dm_stat": -1.10731135583109319101},19102"garch11__normal__w1000_r5": {19103"n": 2101,19104"ratio": 1.0,19105"dm_p": 1.0,19106"dm_stat": 0.019107},19108"garch11__skewt__w1000_r5": {19109"n": 2101,19110"ratio": 0.9437530876690347,19111"dm_p": 0.2844650947064288,19112"dm_stat": -1.070616140233616719113},19114"garch11__t__w1000_r5": {19115"n": 2101,19116"ratio": 0.9456457582527458,19117"dm_p": 0.29912796755687737,19118"dm_stat": -1.038562175577234719119},19120"garch12__ged__w1000_r5": {19121"n": 2101,19122"ratio": 0.9699654035439719,19123"dm_p": 0.3886512067340396,19124"dm_stat": -0.862244918322892219125},19126"garch12__normal__w1000_r5": {19127"n": 2101,19128"ratio": 0.9927516243210475,19129"dm_p": 0.27968027962118197,19130"dm_stat": -1.081317011105182219131},19132"garch12__skewt__w1000_r5": {19133"n": 2101,19134"ratio": 0.9434225967585103,19135"dm_p": 0.2808722347240448,19136"dm_stat": -1.078639741060681219137},19138"garch12__t__w1000_r5": {19139"n": 2101,19140"ratio": 0.9459731069980472,19141"dm_p": 0.30084622387417803,19142"dm_stat": -1.034875475794835719143},19144"garch21__ged__w1000_r5": {19145"n": 2101,19146"ratio": 0.9455654317732192,19147"dm_p": 0.2716797240016068,19148"dm_stat": -1.09949159866925119149},19150"garch21__normal__w1000_r5": {19151"n": 2101,19152"ratio": 0.9890518393141876,19153"dm_p": 0.709075956394081,19154"dm_stat": -0.37314800026002119155},19156"garch21__skewt__w1000_r5": {19157"n": 2101,19158"ratio": 0.9470020456638233,19159"dm_p": 0.30176575255690946,19160"dm_stat": -1.032908295831481719161},19162"garch21__t__w1000_r5": {19163"n": 2101,19164"ratio": 0.9492351626282173,19165"dm_p": 0.3199771574451794,19166"dm_stat": -0.994740370196699119167},19168"garchm11__ged__w1000_r5": {19169"n": 2101,19170"ratio": 0.9459904046049086,19171"dm_p": 0.23721984517315242,19172"dm_stat": -1.18230173931613819173},19174"garchm11__normal__w1000_r5": {19175"n": 2101,19176"ratio": 1.004245897686354,19177"dm_p": 0.1671556860783355,19178"dm_stat": 1.38187948169864419179},19180"garchm11__skewt__w1000_r5": {19181"n": 2101,19182"ratio": 0.9439093217775643,19183"dm_p": 0.30072606042597283,19184"dm_stat": -1.035132841619148819185},19186"garchm11__t__w1000_r5": {19187"n": 2101,19188"ratio": 0.9447892638366913,19189"dm_p": 0.30768644176579757,19190"dm_stat": -1.020336469040054719191},19192"garchx_rv11__normal__w1000_r5": {19193"n": 2101,19194"ratio": 0.967373513126607,19195"dm_p": 0.6082996950655527,19196"dm_stat": -0.512579083595591719197},19198"garchx_rv11__t__w1000_r5": {19199"n": 2101,19200"ratio": 0.9016909276252896,19201"dm_p": 0.08589344977336182,19202"dm_stat": -1.71827728959133319203},19204"gas_t11__t__w1000_r5": {19205"n": 2101,19206"ratio": 0.971139167142163,19207"dm_p": 0.604350621026038,19208"dm_stat": -0.518232550291902519209},19210"gjr11__ged__w1000_r5": {19211"n": 2101,19212"ratio": 1.0565216369853976,19213"dm_p": 0.582552294975787,19214"dm_stat": 0.549745656963835919215},19216"gjr11__normal__w1000_r5": {19217"n": 2101,19218"ratio": 1.0436595430254196,19219"dm_p": 0.6193058039899674,19220"dm_stat": 0.496908199085496919221},19222"gjr11__skewt__w1000_r5": {19223"n": 2101,19224"ratio": 1.0609410381995823,19225"dm_p": 0.5853634009975752,19226"dm_stat": 0.545651599609287619227},19228"gjr11__t__w1000_r5": {19229"n": 2101,19230"ratio": 1.0624659825352811,19231"dm_p": 0.5782395304732938,19232"dm_stat": 0.556044707153400819233},19234"har_rv__empirical__w1000_r5": {19235"n": 2101,19236"ratio": 0.8537531771244166,19237"dm_p": 0.033237844988271974,19238"dm_stat": -2.13060195442108119239},19240"heavy11__normal__w1000_r5": {19241"n": 2101,19242"ratio": 0.9537838928423599,19243"dm_p": 0.4681458190073384,19244"dm_stat": -0.725631077991007819245},19246"heavy11__t__w1000_r5": {19247"n": 2101,19248"ratio": 0.9016096034712697,19249"dm_p": 0.08710953756156596,19250"dm_stat": -1.71164623595341219251},19252"histvar22__empirical__w1000_r5": {19253"n": 2101,19254"ratio": 1.6672963435975656,19255"dm_p": 0.00038996975389467346,19256"dm_stat": 3.552522394038614419257},19258"histvar252__empirical__w1000_r5": {19259"n": 2101,19260"ratio": 0.9404501869915867,19261"dm_p": 0.5942592508461167,19262"dm_stat": -0.532755440185782819263},19264"histvar66__empirical__w1000_r5": {19265"n": 2101,19266"ratio": 1.1065956895048943,19267"dm_p": 0.6002392735318164,19268"dm_stat": 0.524135987141803419269},19270"igarch11__ged__w1000_r5": {19271"n": 2101,19272"ratio": 1.043102746893878,19273"dm_p": 0.6440233600272857,19274"dm_stat": 0.4621475879470856619275},19276"igarch11__normal__w1000_r5": {19277"n": 2101,19278"ratio": 0.945578266672607,19279"dm_p": 0.46469017813926794,19280"dm_stat": -0.731279268529937119281},19282"igarch11__skewt__w1000_r5": {19283"n": 2101,19284"ratio": 1.183475523065501,19285"dm_p": 0.19966714839526545,19286"dm_stat": 1.282904381947244519287},19288"igarch11__t__w1000_r5": {19289"n": 2101,19290"ratio": 1.1920705126317481,19291"dm_p": 0.178008208493538,19292"dm_stat": 1.347364539986612819293},19294"loghar_rv__empirical__w1000_r5": {19295"n": 2101,19296"ratio": 0.8248040896282639,19297"dm_p": 0.0036863790872102534,19298"dm_stat": -2.907085831313372319299},19300"msgarch2__normal__w1000_r5": {19301"n": 2101,19302"ratio": 0.9630191675299223,19303"dm_p": 0.303034726628659,19304"dm_stat": -1.030200080961103219305},19306"msgarch2__t__w1000_r5": {19307"n": 2101,19308"ratio": 0.8861821269886497,19309"dm_p": 0.07936070647084995,19310"dm_stat": -1.755259628554615419311},19312"nagarch11__ged__w1000_r5": {19313"n": 2101,19314"ratio": 1.317821533166659,19315"dm_p": 0.30965160224098864,19316"dm_stat": 1.016199192063218719317},19318"nagarch11__normal__w1000_r5": {19319"n": 2101,19320"ratio": 1.3406865486754789,19321"dm_p": 0.2900387948986449,19322"dm_stat": 1.058303541906526519323},19324"nagarch11__skewt__w1000_r5": {19325"n": 2101,19326"ratio": 1.3881909028508082,19327"dm_p": 0.3145983109788477,19328"dm_stat": 1.005861024230679119329},19330"nagarch11__t__w1000_r5": {19331"n": 2101,19332"ratio": 1.3271799881170248,19333"dm_p": 0.30891968076623555,19334"dm_stat": 1.01773807970302119335},19336"qgarch11__ged__w1000_r5": {19337"n": 2101,19338"ratio": 1.0321023702315308,19339"dm_p": 0.6705873784308195,19340"dm_stat": 0.425401805617819619341},19342"qgarch11__normal__w1000_r5": {19343"n": 2101,19344"ratio": 1.0510006819271203,19345"dm_p": 0.3739036704310557,19346"dm_stat": 0.889374575387720119347},19348"qgarch11__skewt__w1000_r5": {19349"n": 2101,19350"ratio": 1.0187600255496427,19351"dm_p": 0.7990319840656142,19352"dm_stat": 0.2546323739248818619353},19354"qgarch11__t__w1000_r5": {19355"n": 2101,19356"ratio": 1.019579568315809,19357"dm_p": 0.792173126329669,19358"dm_stat": 0.2635232936263413619359},19360"realgarch11__normal__w1000_r5": {19361"n": 2101,19362"ratio": 0.8679584419017023,19363"dm_p": 0.013958135472979976,19364"dm_stat": -2.460401945245034319365},19366"realgarch11__t__w1000_r5": {19367"n": 2101,19368"ratio": 6.852956979350256,19369"dm_p": 5.8680287641284354e-05,19370"dm_stat": 4.02627176204324219371},19372"rm2006__normal__w1000_r5": {19373"n": 2101,19374"ratio": 0.8860923282037051,19375"dm_p": 0.1433205758957261,19376"dm_stat": -1.464084341450742319377},19378"rm_rw__empirical__w1000_r5": {19379"n": 2101,19380"ratio": 1.7151385612316234,19381"dm_p": 0.003953386876369964,19382"dm_stat": 2.885052987036094619383},19384"tarch11__ged__w1000_r5": {19385"n": 2101,19386"ratio": 1.1135781669720777,19387"dm_p": 0.3534459292950502,19388"dm_stat": 0.928131682339421319389},19390"tarch11__normal__w1000_r5": {19391"n": 2101,19392"ratio": 1.0589384055613766,19393"dm_p": 0.5471509769486129,19394"dm_stat": 0.602132455212636319395},19396"tarch11__skewt__w1000_r5": {19397"n": 2101,19398"ratio": 1.1226620590332625,19399"dm_p": 0.3285357438648644,19400"dm_stat": 0.97729489866485119401},19402"tarch11__t__w1000_r5": {19403"n": 2101,19404"ratio": 1.1330616125507513,19405"dm_p": 0.2966074626403831,19406"dm_stat": 1.043995867008273219407}19408},19409"episode=rate_shock_2022": {19410"aparch11__ged__w1000_r5": {19411"n": 258,19412"ratio": 0.7835193627800836,19413"dm_p": 0.06195764777690416,19414"dm_stat": -1.874776191683576619415},19416"aparch11__normal__w1000_r5": {19417"n": 258,19418"ratio": 0.869989853994286,19419"dm_p": 0.024538810916877287,19420"dm_stat": -2.26190883751746819421},19422"aparch11__skewt__w1000_r5": {19423"n": 258,19424"ratio": 0.7969799189708342,19425"dm_p": 0.04303669954329084,19426"dm_stat": -2.03342857918737919427},19428"aparch11__t__w1000_r5": {19429"n": 258,19430"ratio": 0.7696865276788593,19431"dm_p": 0.04613889549065047,19432"dm_stat": -2.003819885867628619433},19434"arch5__ged__w1000_r5": {19435"n": 258,19436"ratio": 1.2319508496819684,19437"dm_p": 0.142177584927714,19438"dm_stat": 1.472247514203217419439},19440"arch5__normal__w1000_r5": {19441"n": 258,19442"ratio": 1.2396256974564281,19443"dm_p": 0.13676917270676583,19444"dm_stat": 1.492597357231795719445},19446"arch5__skewt__w1000_r5": {19447"n": 258,19448"ratio": 1.1609716704537798,19449"dm_p": 0.25228335299191756,19450"dm_stat": 1.14739998435352619451},19452"arch5__t__w1000_r5": {19453"n": 258,19454"ratio": 1.1625133979296653,19455"dm_p": 0.24942179361156455,19456"dm_stat": 1.154367553549252819457},19458"avgarch11__ged__w1000_r5": {19459"n": 258,19460"ratio": 0.8820595040629944,19461"dm_p": 0.10835073112414251,19462"dm_stat": -1.611258850543618319463},19464"avgarch11__normal__w1000_r5": {19465"n": 258,19466"ratio": 0.8818027465171101,19467"dm_p": 0.004735455519312358,19468"dm_stat": -2.849367570241589519469},19470"avgarch11__skewt__w1000_r5": {19471"n": 258,19472"ratio": 0.8268569149180863,19473"dm_p": 0.05136183595601194,19474"dm_stat": -1.957577110653414819475},19476"avgarch11__t__w1000_r5": {19477"n": 258,19478"ratio": 0.8319806066506912,19479"dm_p": 0.052159519449708105,19480"dm_stat": -1.950867540825779819481},19482"cgarch11__ged__w1000_r5": {19483"n": 258,19484"ratio": 0.6437865550137484,19485"dm_p": 0.0001305521281967126,19486"dm_stat": -3.88438868094277619487},19488"cgarch11__normal__w1000_r5": {19489"n": 258,19490"ratio": 0.6284501068125412,19491"dm_p": 4.8864784159168566e-05,19492"dm_stat": -4.13114375344059119493},19494"cgarch11__skewt__w1000_r5": {19495"n": 258,19496"ratio": 0.6305782050355171,19497"dm_p": 0.0003222983717947929,19498"dm_stat": -3.646042900077462319499},19500"cgarch11__t__w1000_r5": {19501"n": 258,19502"ratio": 0.6314783353905515,19503"dm_p": 0.00033866436964534604,19504"dm_stat": -3.632624440944022519505},19506"constvar__normal__w1000_r5": {19507"n": 258,19508"ratio": 1.3519341920900563,19509"dm_p": 0.0999512607369879,19510"dm_stat": 1.651042691151233319511},19512"egarch11__ged__w1000_r5": {19513"n": 258,19514"ratio": 0.7641678279236105,19515"dm_p": 0.07166947892460653,19516"dm_stat": -1.808679368289442619517},19518"egarch11__normal__w1000_r5": {19519"n": 258,19520"ratio": 0.7648165175943781,19521"dm_p": 0.023914414505364308,19522"dm_stat": -2.2719816920884119523},19524"egarch11__skewt__w1000_r5": {19525"n": 258,19526"ratio": 0.717137599963064,19527"dm_p": 0.05210473991777433,19528"dm_stat": -1.951325537654111919529},19530"egarch11__t__w1000_r5": {19531"n": 258,19532"ratio": 0.7258308772127314,19533"dm_p": 0.05314774910838684,19534"dm_stat": -1.942673906522136819535},19536"ewma094__normal__w1000_r5": {19537"n": 258,19538"ratio": 0.7854592149013656,19539"dm_p": 0.33613089227669857,19540"dm_stat": -0.963642771633879919541},19542"figarch11__ged__w1000_r5": {19543"n": 258,19544"ratio": 0.7711049268808232,19545"dm_p": 0.0002643614763956931,19546"dm_stat": -3.69934057697755419547},19548"figarch11__normal__w1000_r5": {19549"n": 258,19550"ratio": 0.7768555457455836,19551"dm_p": 0.0002487699283306306,19552"dm_stat": -3.715569390332382819553},19554"figarch11__skewt__w1000_r5": {19555"n": 258,19556"ratio": 0.7364921394584486,19557"dm_p": 0.000277987500764015,19558"dm_stat": -3.685880456874092419559},19560"figarch11__t__w1000_r5": {19561"n": 258,19562"ratio": 0.7344737143732807,19563"dm_p": 0.0002385041556706223,19564"dm_stat": -3.726787224948383319565},19566"garch11__ged__w1000_r5": {19567"n": 258,19568"ratio": 0.9108708215414958,19569"dm_p": 0.17528177209030768,19570"dm_stat": -1.359177707703662619571},19572"garch11__normal__w1000_r5": {19573"n": 258,19574"ratio": 1.0,19575"dm_p": 1.0,19576"dm_stat": 0.019577},19578"garch11__skewt__w1000_r5": {19579"n": 258,19580"ratio": 0.8610003221906256,19581"dm_p": 0.13705284355474376,19582"dm_stat": -1.491514657142626319583},19584"garch11__t__w1000_r5": {19585"n": 258,19586"ratio": 0.8758080948855148,19587"dm_p": 0.16812255358342454,19588"dm_stat": -1.382160303374149219589},19590"garch12__ged__w1000_r5": {19591"n": 258,19592"ratio": 0.8337594306763808,19593"dm_p": 0.18917623385687551,19594"dm_stat": -1.31650862885212919595},19596"garch12__normal__w1000_r5": {19597"n": 258,19598"ratio": 0.9502967258567392,19599"dm_p": 0.22080624403711802,19600"dm_stat": -1.22737101567214119601},19602"garch12__skewt__w1000_r5": {19603"n": 258,19604"ratio": 0.7950869808408131,19605"dm_p": 0.12679971041623106,19606"dm_stat": -1.531808445418528119607},19608"garch12__t__w1000_r5": {19609"n": 258,19610"ratio": 0.8003938325822013,19611"dm_p": 0.13543020636640238,19612"dm_stat": -1.497731516328598219613},19614"garch21__ged__w1000_r5": {19615"n": 258,19616"ratio": 0.9108317452341881,19617"dm_p": 0.17523296002540215,19618"dm_stat": -1.359331993301855319619},19620"garch21__normal__w1000_r5": {19621"n": 258,19622"ratio": 1.0000498864112033,19623"dm_p": 0.337440419828538,19624"dm_stat": 0.961029919524963419625},19626"garch21__skewt__w1000_r5": {19627"n": 258,19628"ratio": 0.8636783540340464,19629"dm_p": 0.14662868285232586,19630"dm_stat": -1.45594371403773519631},19632"garch21__t__w1000_r5": {19633"n": 258,19634"ratio": 0.8758366254542989,19635"dm_p": 0.16818808913411185,19636"dm_stat": -1.38194660542248719637},19638"garchm11__ged__w1000_r5": {19639"n": 258,19640"ratio": 0.7639790398917553,19641"dm_p": 0.09787218475131741,19642"dm_stat": -1.66130188798318219643},19644"garchm11__normal__w1000_r5": {19645"n": 258,19646"ratio": 0.9992199202937755,19647"dm_p": 0.9554563273131789,19648"dm_stat": -0.0559107767526815419649},19650"garchm11__skewt__w1000_r5": {19651"n": 258,19652"ratio": 0.6934442545152113,19653"dm_p": 0.05579337763515159,19654"dm_stat": -1.921351791062081419655},19656"garchm11__t__w1000_r5": {19657"n": 258,19658"ratio": 0.6942522524805919,19659"dm_p": 0.05554416310112294,19660"dm_stat": -1.923323684152923819661},19662"garchx_rv11__normal__w1000_r5": {19663"n": 258,19664"ratio": 0.7111012566657171,19665"dm_p": 0.001232770700037898,19666"dm_stat": -3.26751441237886219667},19668"garchx_rv11__t__w1000_r5": {19669"n": 258,19670"ratio": 0.6670743686815048,19671"dm_p": 0.0007474792004959662,19672"dm_stat": -3.412551396951253319673},19674"gas_t11__t__w1000_r5": {19675"n": 258,19676"ratio": 0.7576987434225425,19677"dm_p": 0.0531965679854498,19678"dm_stat": -1.942272467961433419679},19680"gjr11__ged__w1000_r5": {19681"n": 258,19682"ratio": 0.8759320385932988,19683"dm_p": 0.09950840209321915,19684"dm_stat": -1.65321351911404819685},19686"gjr11__normal__w1000_r5": {19687"n": 258,19688"ratio": 0.9923055259073061,19689"dm_p": 0.5748060539380302,19690"dm_stat": -0.561705706590283819691},19692"gjr11__skewt__w1000_r5": {19693"n": 258,19694"ratio": 0.8365490629060321,19695"dm_p": 0.05183297320951939,19696"dm_stat": -1.953603713910010219697},19698"gjr11__t__w1000_r5": {19699"n": 258,19700"ratio": 0.8570013524215088,19701"dm_p": 0.059478201941792645,19702"dm_stat": -1.893023543911156719703},19704"har_rv__empirical__w1000_r5": {19705"n": 258,19706"ratio": 0.676600445269641,19707"dm_p": 1.6118588179987653e-06,19708"dm_stat": -4.91119519042822219709},19710"heavy11__normal__w1000_r5": {19711"n": 258,19712"ratio": 0.7120466629096242,19713"dm_p": 0.0013475253828948229,19714"dm_stat": -3.241178792080384519715},19716"heavy11__t__w1000_r5": {19717"n": 258,19718"ratio": 0.6663907902966847,19719"dm_p": 0.0008971063287376523,19720"dm_stat": -3.360227684582703519721},19722"histvar22__empirical__w1000_r5": {19723"n": 258,19724"ratio": 1.212370902681359,19725"dm_p": 0.48590461577263605,19726"dm_stat": 0.697845632659810819727},19728"histvar252__empirical__w1000_r5": {19729"n": 258,19730"ratio": 0.6991333114070549,19731"dm_p": 0.010567826882161489,19732"dm_stat": -2.57554774860954819733},19734"histvar66__empirical__w1000_r5": {19735"n": 258,19736"ratio": 0.8380764394961184,19737"dm_p": 0.18975255652589446,19738"dm_stat": -1.31478987813831119739},19740"igarch11__ged__w1000_r5": {19741"n": 258,19742"ratio": 0.6018652318618827,19743"dm_p": 0.05789739621501546,19744"dm_stat": -1.904991489682107619745},19746"igarch11__normal__w1000_r5": {19747"n": 258,19748"ratio": 0.5952935426684983,19749"dm_p": 0.0699734432775399,19750"dm_stat": -1.819664810529742419751},19752"igarch11__skewt__w1000_r5": {19753"n": 258,19754"ratio": 0.5878563461169938,19755"dm_p": 0.039651966655395256,19756"dm_stat": -2.0678808318821219757},19758"igarch11__t__w1000_r5": {19759"n": 258,19760"ratio": 0.5883779845917184,19761"dm_p": 0.04244381178611546,19762"dm_stat": -2.039292658695964519763},19764"loghar_rv__empirical__w1000_r5": {19765"n": 258,19766"ratio": 0.480767806152872,19767"dm_p": 0.0006559277138138791,19768"dm_stat": -3.44963203229066119769},19770"msgarch2__normal__w1000_r5": {19771"n": 258,19772"ratio": 0.8675803596733964,19773"dm_p": 0.008409111444628749,19774"dm_stat": -2.655699016387777619775},19776"msgarch2__t__w1000_r5": {19777"n": 258,19778"ratio": 0.6664756427515157,19779"dm_p": 0.00019214044581163892,19780"dm_stat": -3.78391421616098819781},19782"nagarch11__ged__w1000_r5": {19783"n": 258,19784"ratio": 0.7467945685274057,19785"dm_p": 0.14764885972406053,19786"dm_stat": -1.45226075064372419787},19788"nagarch11__normal__w1000_r5": {19789"n": 258,19790"ratio": 0.9637528624011441,19791"dm_p": 0.08819222002378233,19792"dm_stat": -1.711516714910104319793},19794"nagarch11__skewt__w1000_r5": {19795"n": 258,19796"ratio": 0.7575477202528886,19797"dm_p": 0.1148569565755478,19798"dm_stat": -1.582098358493601519799},19800"nagarch11__t__w1000_r5": {19801"n": 258,19802"ratio": 0.7722195094105535,19803"dm_p": 0.1320587638420036,19804"dm_stat": -1.510836096516498919805},19806"qgarch11__ged__w1000_r5": {19807"n": 258,19808"ratio": 0.7586359523352723,19809"dm_p": 0.14448995412688773,19810"dm_stat": -1.463729264310068619811},19812"qgarch11__normal__w1000_r5": {19813"n": 258,19814"ratio": 0.9283096510172949,19815"dm_p": 0.17448437182494675,19816"dm_stat": -1.361702188539212919817},19818"qgarch11__skewt__w1000_r5": {19819"n": 258,19820"ratio": 0.6989010887935203,19821"dm_p": 0.10231695081935306,19822"dm_stat": -1.639575320161631719823},19824"qgarch11__t__w1000_r5": {19825"n": 258,19826"ratio": 0.7135447489632588,19827"dm_p": 0.11609876494283564,19828"dm_stat": -1.576682218206234619829},19830"realgarch11__normal__w1000_r5": {19831"n": 258,19832"ratio": 0.8249326805410968,19833"dm_p": 0.006355815927798539,19834"dm_stat": -2.75143110678529519835},19836"realgarch11__t__w1000_r5": {19837"n": 258,19838"ratio": 0.7973412551190172,19839"dm_p": 0.0019045125188196582,19840"dm_stat": -3.13717172667717519841},19842"rm2006__normal__w1000_r5": {19843"n": 258,19844"ratio": 0.7116676008297076,19845"dm_p": 0.10305687016191811,19846"dm_stat": -1.636032261327571519847},19848"rm_rw__empirical__w1000_r5": {19849"n": 258,19850"ratio": 0.9042495969031898,19851"dm_p": 0.6507006785973604,19852"dm_stat": -0.4533202295770184519853},19854"tarch11__ged__w1000_r5": {19855"n": 258,19856"ratio": 0.8032841922512479,19857"dm_p": 0.0774881305025561,19858"dm_stat": -1.772548612656137419859},19860"tarch11__normal__w1000_r5": {19861"n": 258,19862"ratio": 0.8076569203282763,19863"dm_p": 0.02141975473192982,19864"dm_stat": -2.314666932801376519865},19866"tarch11__skewt__w1000_r5": {19867"n": 258,19868"ratio": 0.756866331475078,19869"dm_p": 0.04392005872679939,19870"dm_stat": -2.02481765401619719871},19872"tarch11__t__w1000_r5": {19873"n": 258,19874"ratio": 0.7649331225936679,19875"dm_p": 0.04583813803686804,19876"dm_stat": -2.00661523725627519877}19878}19879}19880},19881"secondary": {19882"rv5ss_on|mse|1": {19883"aparch11__ged__w1000_r5": 31693183.07110969,19884"aparch11__normal__w1000_r5": 2.1633918012666548e+16,19885"aparch11__skewt__w1000_r5": 5.247725744877922e+95,19886"aparch11__t__w1000_r5": 1.6245711982621394e+96,19887"arch5__ged__w1000_r5": 0.9912037763392727,19888"arch5__normal__w1000_r5": 1.003236611679333,19889"arch5__skewt__w1000_r5": 0.9942439858445483,19890"arch5__t__w1000_r5": 0.9935035314921813,19891"avgarch11__ged__w1000_r5": 0.9637756436036894,19892"avgarch11__normal__w1000_r5": 0.96415053710087,19893"avgarch11__skewt__w1000_r5": 0.9624736195083539,19894"avgarch11__t__w1000_r5": 0.9625192477120126,19895"cgarch11__ged__w1000_r5": 0.9738000148721624,19896"cgarch11__normal__w1000_r5": 0.9845005891788386,19897"cgarch11__skewt__w1000_r5": 0.9684438910922345,19898"cgarch11__t__w1000_r5": 0.9684723840203986,19899"constvar__normal__w1000_r5": 0.9833696086029305,19900"egarch11__ged__w1000_r5": 278013.5002875733,19901"egarch11__normal__w1000_r5": 1.4507799400962595e+17,19902"egarch11__skewt__w1000_r5": 3.310113059640185e+16,19903"egarch11__t__w1000_r5": 26.653750512315582,19904"ewma094__normal__w1000_r5": 0.9950651342597253,19905"figarch11__ged__w1000_r5": 0.9808006710579198,19906"figarch11__normal__w1000_r5": 0.9923906501709482,19907"figarch11__skewt__w1000_r5": 0.9743395422065071,19908"figarch11__t__w1000_r5": 0.974187528816729,19909"garch11__ged__w1000_r5": 0.9828231410265977,19910"garch11__normal__w1000_r5": 1.0,19911"garch11__skewt__w1000_r5": 0.9757336202859277,19912"garch11__t__w1000_r5": 0.9758436323319931,19913"garch12__ged__w1000_r5": 0.9827900323664086,19914"garch12__normal__w1000_r5": 0.9811226483853244,19915"garch12__skewt__w1000_r5": 0.9750176687294573,19916"garch12__t__w1000_r5": 0.9750652417645973,19917"garch21__ged__w1000_r5": 0.9839074956684682,19918"garch21__normal__w1000_r5": 0.9983426230524216,19919"garch21__skewt__w1000_r5": 0.9827674547502829,19920"garch21__t__w1000_r5": 0.982866418982805,19921"garchm11__ged__w1000_r5": 0.9844421614916097,19922"garchm11__normal__w1000_r5": 1.0005312676086109,19923"garchm11__skewt__w1000_r5": 0.9761688213277053,19924"garchm11__t__w1000_r5": 0.9762299732909997,19925"garchx_rv11__normal__w1000_r5": 1.3295315100943776,19926"garchx_rv11__t__w1000_r5": 1.2388076374159012,19927"gas_t11__t__w1000_r5": 0.9660916200121217,19928"gjr11__ged__w1000_r5": 0.9806136864014708,19929"gjr11__normal__w1000_r5": 0.9853061438028531,19930"gjr11__skewt__w1000_r5": 0.9830828120573344,19931"gjr11__t__w1000_r5": 0.9830585154428046,19932"har_rv__empirical__w1000_r5": 0.998695941647687,19933"heavy11__normal__w1000_r5": 1.3331130369494342,19934"heavy11__t__w1000_r5": 1.2471780869834113,19935"histvar22__empirical__w1000_r5": 1.0221489696665527,19936"histvar252__empirical__w1000_r5": 0.9792517650160711,19937"histvar66__empirical__w1000_r5": 0.989662334364548,19938"igarch11__ged__w1000_r5": 0.9866536558281276,19939"igarch11__normal__w1000_r5": 0.9871841725130867,19940"igarch11__skewt__w1000_r5": 0.9919955784615107,19941"igarch11__t__w1000_r5": 0.9907831485333536,19942"loghar_rv__empirical__w1000_r5": 0.9323130338804865,19943"msgarch2__normal__w1000_r5": 0.9537461514752816,19944"msgarch2__t__w1000_r5": 0.954587840277928,19945"nagarch11__ged__w1000_r5": 0.9836152002965629,19946"nagarch11__normal__w1000_r5": 0.9762137724324509,19947"nagarch11__skewt__w1000_r5": 0.980681935797033,19948"nagarch11__t__w1000_r5": 0.9809600656885814,19949"qgarch11__ged__w1000_r5": 0.9817235085858694,19950"qgarch11__normal__w1000_r5": 1.0039489578389902,19951"qgarch11__skewt__w1000_r5": 0.9780738286874253,19952"qgarch11__t__w1000_r5": 0.9780031154034043,19953"realgarch11__normal__w1000_r5": 0.9471068261041213,19954"realgarch11__t__w1000_r5": 0.9688508193318395,19955"rm2006__normal__w1000_r5": 0.9808347525431939,19956"rm_rw__empirical__w1000_r5": 1.7100933866959538,19957"tarch11__ged__w1000_r5": 0.9674439977798106,19958"tarch11__normal__w1000_r5": 0.9664704612338079,19959"tarch11__skewt__w1000_r5": 0.9671405287717056,19960"tarch11__t__w1000_r5": 0.967200817531232219961},19962"rv5ss_on|mse|5": {19963"aparch11__ged__w1000_r5": 5071231284704.203,19964"aparch11__normal__w1000_r5": 1.146497900477805e+17,19965"aparch11__skewt__w1000_r5": 3.376452474241076e+141,19966"aparch11__t__w1000_r5": 2.4238051185396866e+142,19967"arch5__ged__w1000_r5": 0.9480094125141734,19968"arch5__normal__w1000_r5": 0.9644505372688061,19969"arch5__skewt__w1000_r5": 0.9511735459399072,19970"arch5__t__w1000_r5": 0.949809505275156,19971"avgarch11__ged__w1000_r5": 0.8772768195204299,19972"avgarch11__normal__w1000_r5": 0.8771255662059819,19973"avgarch11__skewt__w1000_r5": 0.8765145173068177,19974"avgarch11__t__w1000_r5": 0.8765760643756263,19975"cgarch11__ged__w1000_r5": 0.9204491891649873,19976"cgarch11__normal__w1000_r5": 0.9563671795903226,19977"cgarch11__skewt__w1000_r5": 0.9070917944464224,19978"cgarch11__t__w1000_r5": 0.9071920257187251,19979"constvar__normal__w1000_r5": 0.9038649170381018,19980"egarch11__ged__w1000_r5": 674618.5634643094,19981"egarch11__normal__w1000_r5": 4.821135497761512e+35,19982"egarch11__skewt__w1000_r5": 7.715623273320804e+52,19983"egarch11__t__w1000_r5": 1.171368828481958,19984"ewma094__normal__w1000_r5": 0.9871744432588879,19985"figarch11__ged__w1000_r5": 0.9373608620465596,19986"figarch11__normal__w1000_r5": 0.9740948781780173,19987"figarch11__skewt__w1000_r5": 0.9201007802519615,19988"figarch11__t__w1000_r5": 0.9197026640266638,19989"garch11__ged__w1000_r5": 0.9525679959231808,19990"garch11__normal__w1000_r5": 1.0,19991"garch11__skewt__w1000_r5": 0.9318038558184814,19992"garch11__t__w1000_r5": 0.9320005701763716,19993"garch12__ged__w1000_r5": 0.9567627663318784,19994"garch12__normal__w1000_r5": 0.9397819990870402,19995"garch12__skewt__w1000_r5": 0.9311174878547138,19996"garch12__t__w1000_r5": 0.93116916780176,19997"garch21__ged__w1000_r5": 0.9528582136047324,19998"garch21__normal__w1000_r5": 0.9915513589477506,19999"garch21__skewt__w1000_r5": 0.9478702015717058,20000"garch21__t__w1000_r5": 0.9482272507908659,20001"garchm11__ged__w1000_r5": 0.9539292037646143,20002"garchm11__normal__w1000_r5": 1.0004564881403846,20003"garchm11__skewt__w1000_r5": 0.9294230424394344,20004"garchm11__t__w1000_r5": 0.9296538521757924,20005"garchx_rv11__normal__w1000_r5": 1.8471236622041147,20006"garchx_rv11__t__w1000_r5": 1.668437759554624,20007"gas_t11__t__w1000_r5": 0.8732822629383866,20008"gjr11__ged__w1000_r5": 0.9465156236610218,20009"gjr11__normal__w1000_r5": 0.957131385320386,20010"gjr11__skewt__w1000_r5": 0.9481784200193335,20011"gjr11__t__w1000_r5": 0.9481817311998954,20012"har_rv__empirical__w1000_r5": 0.9431101940106895,20013"heavy11__normal__w1000_r5": 1.850184816643181,20014"heavy11__t__w1000_r5": 1.6768059743597201,20015"histvar22__empirical__w1000_r5": 1.0460863267270748,20016"histvar252__empirical__w1000_r5": 0.8915002395368933,20017"histvar66__empirical__w1000_r5": 0.9350488170790713,20018"igarch11__ged__w1000_r5": 0.9750014254682818,20019"igarch11__normal__w1000_r5": 0.9539681761698066,20020"igarch11__skewt__w1000_r5": 1.0152006734947578,20021"igarch11__t__w1000_r5": 1.0111890059792454,20022"loghar_rv__empirical__w1000_r5": 0.806352786668965,20023"msgarch2__normal__w1000_r5": 0.8688814588061953,20024"msgarch2__t__w1000_r5": 0.8612518741317994,20025"nagarch11__ged__w1000_r5": 0.9536655654467668,20026"nagarch11__normal__w1000_r5": 0.9163709486519155,20027"nagarch11__skewt__w1000_r5": 0.9439780318898008,20028"nagarch11__t__w1000_r5": 0.9445822837982674,20029"qgarch11__ged__w1000_r5": 0.9475091604237814,20030"qgarch11__normal__w1000_r5": 1.0020053133800222,20031"qgarch11__skewt__w1000_r5": 0.935939070100288,20032"qgarch11__t__w1000_r5": 0.9357101108729237,20033"realgarch11__normal__w1000_r5": 0.857675903693687,20034"realgarch11__t__w1000_r5": 5416289381810047.0,20035"rm2006__normal__w1000_r5": 0.9679422939003088,20036"rm_rw__empirical__w1000_r5": 3.6387167376502365,20037"tarch11__ged__w1000_r5": 0.8854974565367513,20038"tarch11__normal__w1000_r5": 0.8795611298617048,20039"tarch11__skewt__w1000_r5": 0.8861264785047662,20040"tarch11__t__w1000_r5": 0.886328154078788520041},20042"rv5ss_on|mse|22": {20043"aparch11__ged__w1000_r5": 4.561727619998514e+19,20044"aparch11__normal__w1000_r5": 3.645455175957752e+18,20045"aparch11__skewt__w1000_r5": 1.764872206260661e+170,20046"aparch11__t__w1000_r5": 2.9922515706430726e+176,20047"arch5__ged__w1000_r5": 0.9060793779373262,20048"arch5__normal__w1000_r5": 0.9300496207740987,20049"arch5__skewt__w1000_r5": 0.8989863078376742,20050"arch5__t__w1000_r5": 0.8995432549023552,20051"avgarch11__ged__w1000_r5": 0.8829831976110792,20052"avgarch11__normal__w1000_r5": 0.8938218932397328,20053"avgarch11__skewt__w1000_r5": 0.8845587077051843,20054"avgarch11__t__w1000_r5": 0.8858432822748215,20055"cgarch11__ged__w1000_r5": 0.8624406221739762,20056"cgarch11__normal__w1000_r5": 0.97254521013421,20057"cgarch11__skewt__w1000_r5": 0.8551284725592656,20058"cgarch11__t__w1000_r5": 0.856279520400503,20059"constvar__normal__w1000_r5": 0.9449349204996076,20060"egarch11__ged__w1000_r5": 887019.8692667072,20061"egarch11__normal__w1000_r5": 7.62777452133867e+44,20062"egarch11__skewt__w1000_r5": 1.0808365781214166e+132,20063"egarch11__t__w1000_r5": 1.6254505915332806,20064"ewma094__normal__w1000_r5": 0.9939555993942014,20065"figarch11__ged__w1000_r5": 0.8386141642889462,20066"figarch11__normal__w1000_r5": 0.8703622907017629,20067"figarch11__skewt__w1000_r5": 0.8348905263336707,20068"figarch11__t__w1000_r5": 0.8359348818939853,20069"garch11__ged__w1000_r5": 0.8833288721868489,20070"garch11__normal__w1000_r5": 1.0,20071"garch11__skewt__w1000_r5": 0.8678557387092487,20072"garch11__t__w1000_r5": 0.8693768223209342,20073"garch12__ged__w1000_r5": 0.9050684551316883,20074"garch12__normal__w1000_r5": 0.992284147042279,20075"garch12__skewt__w1000_r5": 0.8650289953641661,20076"garch12__t__w1000_r5": 0.8661550628833232,20077"garch21__ged__w1000_r5": 0.8694754937425399,20078"garch21__normal__w1000_r5": 0.9533374453228339,20079"garch21__skewt__w1000_r5": 0.8697024503154198,20080"garch21__t__w1000_r5": 0.872714133651437,20081"garchm11__ged__w1000_r5": 0.8773789814795897,20082"garchm11__normal__w1000_r5": 1.0038690803828243,20083"garchm11__skewt__w1000_r5": 0.8625697229306406,20084"garchm11__t__w1000_r5": 0.8630266868393519,20085"garchx_rv11__normal__w1000_r5": 1.0100741226701824,20086"garchx_rv11__t__w1000_r5": 0.9094744039056022,20087"gas_t11__t__w1000_r5": 0.8921071504369625,20088"gjr11__ged__w1000_r5": 0.8815206779667326,20089"gjr11__normal__w1000_r5": 0.8876828968498975,20090"gjr11__skewt__w1000_r5": 0.8767747532829092,20091"gjr11__t__w1000_r5": 0.8783540210155041,20092"har_rv__empirical__w1000_r5": 0.8270008635534302,20093"heavy11__normal__w1000_r5": 1.0087372636436347,20094"heavy11__t__w1000_r5": 0.9123566276290421,20095"histvar22__empirical__w1000_r5": 1.3367279518032062,20096"histvar252__empirical__w1000_r5": 0.9258986536974725,20097"histvar66__empirical__w1000_r5": 1.0465064293691282,20098"igarch11__ged__w1000_r5": 1.2380040764004412,20099"igarch11__normal__w1000_r5": 1.038139772337006,20100"igarch11__skewt__w1000_r5": 1.7458392516146808,20101"igarch11__t__w1000_r5": 1.751533270108669,20102"loghar_rv__empirical__w1000_r5": 0.7896947698773967,20103"msgarch2__normal__w1000_r5": 0.8841693116305499,20104"msgarch2__t__w1000_r5": 0.8545213843903193,20105"nagarch11__ged__w1000_r5": 0.8941286094463929,20106"nagarch11__normal__w1000_r5": 0.970063810197186,20107"nagarch11__skewt__w1000_r5": 0.8859394387508391,20108"nagarch11__t__w1000_r5": 0.8867766323366422,20109"qgarch11__ged__w1000_r5": 0.884299408465048,20110"qgarch11__normal__w1000_r5": 0.982377718724299,20111"qgarch11__skewt__w1000_r5": 0.8678351915070406,20112"qgarch11__t__w1000_r5": 0.8677950187780683,20113"realgarch11__normal__w1000_r5": 0.8338118411891619,20114"realgarch11__t__w1000_r5": 4.765997308422849e+16,20115"rm2006__normal__w1000_r5": 0.881462528665606,20116"rm_rw__empirical__w1000_r5": 2.4906507253197856,20117"tarch11__ged__w1000_r5": 0.8898400570713908,20118"tarch11__normal__w1000_r5": 0.8900804822762919,20119"tarch11__skewt__w1000_r5": 0.8937903157951841,20120"tarch11__t__w1000_r5": 0.896274901903032220121},20122"rv5ss_on|mae|1": {20123"aparch11__ged__w1000_r5": 2413.0560205885236,20124"aparch11__normal__w1000_r5": 34186526.60534189,20125"aparch11__skewt__w1000_r5": 1.7568659824365331e+47,20126"aparch11__t__w1000_r5": 2.9617151280625363e+47,20127"arch5__ged__w1000_r5": 0.9409643067175169,20128"arch5__normal__w1000_r5": 0.9749024862270098,20129"arch5__skewt__w1000_r5": 0.9407897498938333,20130"arch5__t__w1000_r5": 0.9401261123127749,20131"avgarch11__ged__w1000_r5": 0.862479814279882,20132"avgarch11__normal__w1000_r5": 0.889200358501164,20133"avgarch11__skewt__w1000_r5": 0.8621597728156144,20134"avgarch11__t__w1000_r5": 0.8627882396078425,20135"cgarch11__ged__w1000_r5": 0.9236605326756248,20136"cgarch11__normal__w1000_r5": 0.9891209874255371,20137"cgarch11__skewt__w1000_r5": 0.9010318195608833,20138"cgarch11__t__w1000_r5": 0.9013769479069981,20139"constvar__normal__w1000_r5": 0.98516949479004,20140"egarch11__ged__w1000_r5": 63.40034766072433,20141"egarch11__normal__w1000_r5": 39594791.31357211,20142"egarch11__skewt__w1000_r5": 42515158.346883856,20143"egarch11__t__w1000_r5": 1.4956296932711832,20144"ewma094__normal__w1000_r5": 0.9809812178741318,20145"figarch11__ged__w1000_r5": 0.9164202704427711,20146"figarch11__normal__w1000_r5": 0.9473359812906829,20147"figarch11__skewt__w1000_r5": 0.9004978514274331,20148"figarch11__t__w1000_r5": 0.900746963226881,20149"garch11__ged__w1000_r5": 0.9128036892778405,20150"garch11__normal__w1000_r5": 1.0,20151"garch11__skewt__w1000_r5": 0.8973935391573196,20152"garch11__t__w1000_r5": 0.8983075571966916,20153"garch12__ged__w1000_r5": 0.921235472085807,20154"garch12__normal__w1000_r5": 0.983135452564275,20155"garch12__skewt__w1000_r5": 0.8931933340661817,20156"garch12__t__w1000_r5": 0.8932948448902525,20157"garch21__ged__w1000_r5": 0.9166409007156348,20158"garch21__normal__w1000_r5": 0.9717257559878096,20159"garch21__skewt__w1000_r5": 0.9019824731118485,20160"garch21__t__w1000_r5": 0.9032890391378172,20161"garchm11__ged__w1000_r5": 0.9207266437151972,20162"garchm11__normal__w1000_r5": 1.0044028495406476,20163"garchm11__skewt__w1000_r5": 0.9047844234734205,20164"garchm11__t__w1000_r5": 0.9049782453149374,20165"garchx_rv11__normal__w1000_r5": 0.8506758650544071,20166"garchx_rv11__t__w1000_r5": 0.8115062445729175,20167"gas_t11__t__w1000_r5": 0.8623035305462027,20168"gjr11__ged__w1000_r5": 0.9079917349278371,20169"gjr11__normal__w1000_r5": 0.9320562978811221,20170"gjr11__skewt__w1000_r5": 0.9103640773967568,20171"gjr11__t__w1000_r5": 0.9090521629016383,20172"har_rv__empirical__w1000_r5": 0.8575237519575508,20173"heavy11__normal__w1000_r5": 0.8506571802579685,20174"heavy11__t__w1000_r5": 0.8141528406287234,20175"histvar22__empirical__w1000_r5": 1.0814488467996894,20176"histvar252__empirical__w1000_r5": 1.0484148071032955,20177"histvar66__empirical__w1000_r5": 1.0462206013249966,20178"igarch11__ged__w1000_r5": 1.0444651506825988,20179"igarch11__normal__w1000_r5": 1.0388975460526306,20180"igarch11__skewt__w1000_r5": 1.0847727752192546,20181"igarch11__t__w1000_r5": 1.081417519757125,20182"loghar_rv__empirical__w1000_r5": 0.7443174201962338,20183"msgarch2__normal__w1000_r5": 0.9131811726143162,20184"msgarch2__t__w1000_r5": 0.8539573095360414,20185"nagarch11__ged__w1000_r5": 0.9324256452985207,20186"nagarch11__normal__w1000_r5": 1.0108843732538138,20187"nagarch11__skewt__w1000_r5": 0.9257026568742333,20188"nagarch11__t__w1000_r5": 0.9298861499074025,20189"qgarch11__ged__w1000_r5": 0.915200002184792,20190"qgarch11__normal__w1000_r5": 1.0022921334776969,20191"qgarch11__skewt__w1000_r5": 0.9082069373559178,20192"qgarch11__t__w1000_r5": 0.906348889107032,20193"realgarch11__normal__w1000_r5": 0.7806545354130027,20194"realgarch11__t__w1000_r5": 0.8126333308692291,20195"rm2006__normal__w1000_r5": 0.9342816696325309,20196"rm_rw__empirical__w1000_r5": 0.9025749209078935,20197"tarch11__ged__w1000_r5": 0.8705156174927383,20198"tarch11__normal__w1000_r5": 0.8860380689520884,20199"tarch11__skewt__w1000_r5": 0.8742609871320067,20200"tarch11__t__w1000_r5": 0.874667030376678120201},20202"rv5ss_on|mae|5": {20203"aparch11__ged__w1000_r5": 317917.3556421821,20204"aparch11__normal__w1000_r5": 47554384.508437045,20205"aparch11__skewt__w1000_r5": 8.135798658323637e+69,20206"aparch11__t__w1000_r5": 2.1035024472568466e+70,20207"arch5__ged__w1000_r5": 0.9263857040166475,20208"arch5__normal__w1000_r5": 0.9655744296743849,20209"arch5__skewt__w1000_r5": 0.9252460467785523,20210"arch5__t__w1000_r5": 0.9248516595718924,20211"avgarch11__ged__w1000_r5": 0.8453566089030439,20212"avgarch11__normal__w1000_r5": 0.8869009391585564,20213"avgarch11__skewt__w1000_r5": 0.8439385253957385,20214"avgarch11__t__w1000_r5": 0.8434942312803895,20215"cgarch11__ged__w1000_r5": 0.9203724842066568,20216"cgarch11__normal__w1000_r5": 1.0060494508812148,20217"cgarch11__skewt__w1000_r5": 0.8963365869433683,20218"cgarch11__t__w1000_r5": 0.8972783329750547,20219"constvar__normal__w1000_r5": 0.9558252580639794,20220"egarch11__ged__w1000_r5": 60.017854195613296,20221"egarch11__normal__w1000_r5": 4.374450319593639e+16,20222"egarch11__skewt__w1000_r5": 1.7707135318065556e+25,20223"egarch11__t__w1000_r5": 0.9523560638937594,20224"ewma094__normal__w1000_r5": 0.9885605522299995,20225"figarch11__ged__w1000_r5": 0.9085043189469172,20226"figarch11__normal__w1000_r5": 0.9488225684825221,20227"figarch11__skewt__w1000_r5": 0.8902676693612434,20228"figarch11__t__w1000_r5": 0.8903925633276225,20229"garch11__ged__w1000_r5": 0.9019079937470124,20230"garch11__normal__w1000_r5": 1.0,20231"garch11__skewt__w1000_r5": 0.8866876904760985,20232"garch11__t__w1000_r5": 0.8881457042110091,20233"garch12__ged__w1000_r5": 0.9128749226384212,20234"garch12__normal__w1000_r5": 0.9840740467389287,20235"garch12__skewt__w1000_r5": 0.8846977704870053,20236"garch12__t__w1000_r5": 0.8851943695981088,20237"garch21__ged__w1000_r5": 0.9023975088856152,20238"garch21__normal__w1000_r5": 0.9658110595456263,20239"garch21__skewt__w1000_r5": 0.8921743237596375,20240"garch21__t__w1000_r5": 0.8948249293633359,20241"garchm11__ged__w1000_r5": 0.9038784908966903,20242"garchm11__normal__w1000_r5": 1.0029715334356002,20243"garchm11__skewt__w1000_r5": 0.8906906314434905,20244"garchm11__t__w1000_r5": 0.8910596830261195,20245"garchx_rv11__normal__w1000_r5": 0.913283842644711,20246"garchx_rv11__t__w1000_r5": 0.8604642019665821,20247"gas_t11__t__w1000_r5": 0.8387744233614564,20248"gjr11__ged__w1000_r5": 0.9051049783548765,20249"gjr11__normal__w1000_r5": 0.9377494792303598,20250"gjr11__skewt__w1000_r5": 0.9044622643910407,20251"gjr11__t__w1000_r5": 0.9028032824562795,20252"har_rv__empirical__w1000_r5": 0.8478426213752839,20253"heavy11__normal__w1000_r5": 0.9107503193313753,20254"heavy11__t__w1000_r5": 0.8625453386398538,20255"histvar22__empirical__w1000_r5": 1.102269082450616,20256"histvar252__empirical__w1000_r5": 1.0124862396903243,20257"histvar66__empirical__w1000_r5": 1.0171856105081039,20258"igarch11__ged__w1000_r5": 1.0702144935099953,20259"igarch11__normal__w1000_r5": 1.040646308685903,20260"igarch11__skewt__w1000_r5": 1.1512568538291592,20261"igarch11__t__w1000_r5": 1.1473802249702423,20262"loghar_rv__empirical__w1000_r5": 0.7541990849830419,20263"msgarch2__normal__w1000_r5": 0.9183389847040727,20264"msgarch2__t__w1000_r5": 0.8485870139394326,20265"nagarch11__ged__w1000_r5": 0.9246566639003854,20266"nagarch11__normal__w1000_r5": 1.01308190438069,20267"nagarch11__skewt__w1000_r5": 0.9212648692744924,20268"nagarch11__t__w1000_r5": 0.9242823933544972,20269"qgarch11__ged__w1000_r5": 0.90554778105246,20270"qgarch11__normal__w1000_r5": 1.0039402185555881,20271"qgarch11__skewt__w1000_r5": 0.8982398766220899,20272"qgarch11__t__w1000_r5": 0.8954311207621238,20273"realgarch11__normal__w1000_r5": 0.792964430664599,20274"realgarch11__t__w1000_r5": 13842334.416350273,20275"rm2006__normal__w1000_r5": 0.937889065248553,20276"rm_rw__empirical__w1000_r5": 1.0122574299391018,20277"tarch11__ged__w1000_r5": 0.857743355466412,20278"tarch11__normal__w1000_r5": 0.8822438625523388,20279"tarch11__skewt__w1000_r5": 0.8615923392872269,20280"tarch11__t__w1000_r5": 0.86175095762239920281},20282"rv5ss_on|mae|22": {20283"aparch11__ged__w1000_r5": 510751994.8434279,20284"aparch11__normal__w1000_r5": 177992955.003396,20285"aparch11__skewt__w1000_r5": 1.2078577299966694e+84,20286"aparch11__t__w1000_r5": 1.086472603108558e+87,20287"arch5__ged__w1000_r5": 0.956182156219289,20288"arch5__normal__w1000_r5": 0.9862380245394563,20289"arch5__skewt__w1000_r5": 0.950876246977977,20290"arch5__t__w1000_r5": 0.9511136696578497,20291"avgarch11__ged__w1000_r5": 0.8855514042941953,20292"avgarch11__normal__w1000_r5": 0.9397734038399435,20293"avgarch11__skewt__w1000_r5": 0.8832888321488892,20294"avgarch11__t__w1000_r5": 0.8864913075548987,20295"cgarch11__ged__w1000_r5": 0.9305338344823265,20296"cgarch11__normal__w1000_r5": 1.0132488657151426,20297"cgarch11__skewt__w1000_r5": 0.9239274067983015,20298"cgarch11__t__w1000_r5": 0.9255490067551956,20299"constvar__normal__w1000_r5": 0.9861812102540138,20300"egarch11__ged__w1000_r5": 46.66216093712991,20301"egarch11__normal__w1000_r5": 1.1582424529666922e+21,20302"egarch11__skewt__w1000_r5": 4.472406660904825e+64,20303"egarch11__t__w1000_r5": 0.9863161208515218,20304"ewma094__normal__w1000_r5": 1.0108805465776236,20305"figarch11__ged__w1000_r5": 0.8924342130614179,20306"figarch11__normal__w1000_r5": 0.9304390875206727,20307"figarch11__skewt__w1000_r5": 0.8850179118564225,20308"figarch11__t__w1000_r5": 0.8856806375672878,20309"garch11__ged__w1000_r5": 0.9050858128156631,20310"garch11__normal__w1000_r5": 1.0,20311"garch11__skewt__w1000_r5": 0.8994008295163223,20312"garch11__t__w1000_r5": 0.9016989034590528,20313"garch12__ged__w1000_r5": 0.9211794514590959,20314"garch12__normal__w1000_r5": 0.9976804210400299,20315"garch12__skewt__w1000_r5": 0.8978402806688428,20316"garch12__t__w1000_r5": 0.8991819470411275,20317"garch21__ged__w1000_r5": 0.9035209867196563,20318"garch21__normal__w1000_r5": 0.9729435122583777,20319"garch21__skewt__w1000_r5": 0.9032981957459689,20320"garch21__t__w1000_r5": 0.9079497251360841,20321"garchm11__ged__w1000_r5": 0.8991565200834278,20322"garchm11__normal__w1000_r5": 1.0028007567689443,20323"garchm11__skewt__w1000_r5": 0.900061906985365,20324"garchm11__t__w1000_r5": 0.9000704120037539,20325"garchx_rv11__normal__w1000_r5": 0.9530593551173393,20326"garchx_rv11__t__w1000_r5": 0.8825278848278457,20327"gas_t11__t__w1000_r5": 0.8847769784912468,20328"gjr11__ged__w1000_r5": 0.917468446323481,20329"gjr11__normal__w1000_r5": 0.9568550773166483,20330"gjr11__skewt__w1000_r5": 0.914214720058123,20331"gjr11__t__w1000_r5": 0.9135214783090826,20332"har_rv__empirical__w1000_r5": 0.8797437975612624,20333"heavy11__normal__w1000_r5": 0.9447699067543573,20334"heavy11__t__w1000_r5": 0.8828430025035051,20335"histvar22__empirical__w1000_r5": 1.1897222736364421,20336"histvar252__empirical__w1000_r5": 0.9963446111190349,20337"histvar66__empirical__w1000_r5": 1.0549686856426943,20338"igarch11__ged__w1000_r5": 1.1894858050087143,20339"igarch11__normal__w1000_r5": 1.0901020496909422,20340"igarch11__skewt__w1000_r5": 1.428302655302294,20341"igarch11__t__w1000_r5": 1.4318774860697063,20342"loghar_rv__empirical__w1000_r5": 0.8317226800829871,20343"msgarch2__normal__w1000_r5": 0.9240008625511212,20344"msgarch2__t__w1000_r5": 0.8744659756589614,20345"nagarch11__ged__w1000_r5": 0.931449227626604,20346"nagarch11__normal__w1000_r5": 1.0135754913785522,20347"nagarch11__skewt__w1000_r5": 0.9382456513700881,20348"nagarch11__t__w1000_r5": 0.9391226152370008,20349"qgarch11__ged__w1000_r5": 0.9135004668676105,20350"qgarch11__normal__w1000_r5": 0.9943605980953742,20351"qgarch11__skewt__w1000_r5": 0.9111319320660904,20352"qgarch11__t__w1000_r5": 0.9076083953191594,20353"realgarch11__normal__w1000_r5": 0.847535820365351,20354"realgarch11__t__w1000_r5": 28824049.09953253,20355"rm2006__normal__w1000_r5": 0.9272528311097398,20356"rm_rw__empirical__w1000_r5": 1.1216904561888594,20357"tarch11__ged__w1000_r5": 0.9011733285945704,20358"tarch11__normal__w1000_r5": 0.9444817154143018,20359"tarch11__skewt__w1000_r5": 0.9041327229388139,20360"tarch11__t__w1000_r5": 0.909912494967449620361},20362"rv5ss_on|mse_sd|1": {20363"aparch11__ged__w1000_r5": 7793.325640730336,20364"aparch11__normal__w1000_r5": 110905561.28499343,20365"aparch11__skewt__w1000_r5": 5.6995880433661426e+47,20366"aparch11__t__w1000_r5": 9.608334557397958e+47,20367"arch5__ged__w1000_r5": 0.9001284210032326,20368"arch5__normal__w1000_r5": 0.93190547213573,20369"arch5__skewt__w1000_r5": 0.9008853778177656,20370"arch5__t__w1000_r5": 0.9001986616539539,20371"avgarch11__ged__w1000_r5": 0.8204233582159575,20372"avgarch11__normal__w1000_r5": 0.8343315827694356,20373"avgarch11__skewt__w1000_r5": 0.8133220880018223,20374"avgarch11__t__w1000_r5": 0.8138798259452767,20375"cgarch11__ged__w1000_r5": 0.8617139506810163,20376"cgarch11__normal__w1000_r5": 0.9304305394563273,20377"cgarch11__skewt__w1000_r5": 0.831170285079759,20378"cgarch11__t__w1000_r5": 0.831728540142736,20379"constvar__normal__w1000_r5": 0.9885659504915277,20380"egarch11__ged__w1000_r5": 201.4650134422062,20381"egarch11__normal__w1000_r5": 128416787.94199386,20382"egarch11__skewt__w1000_r5": 137534166.12723607,20383"egarch11__t__w1000_r5": 2.6144334819463246,20384"ewma094__normal__w1000_r5": 0.9697030899622867,20385"figarch11__ged__w1000_r5": 0.8665013478458965,20386"figarch11__normal__w1000_r5": 0.9005189245490319,20387"figarch11__skewt__w1000_r5": 0.8434757796636476,20388"figarch11__t__w1000_r5": 0.8437924755923066,20389"garch11__ged__w1000_r5": 0.8901343131464401,20390"garch11__normal__w1000_r5": 1.0,20391"garch11__skewt__w1000_r5": 0.8550831247693484,20392"garch11__t__w1000_r5": 0.8562955650940385,20393"garch12__ged__w1000_r5": 0.9050220815312734,20394"garch12__normal__w1000_r5": 0.9665249855325957,20395"garch12__skewt__w1000_r5": 0.850546276202408,20396"garch12__t__w1000_r5": 0.8510366414184396,20397"garch21__ged__w1000_r5": 0.8908175965157599,20398"garch21__normal__w1000_r5": 0.9659938248829606,20399"garch21__skewt__w1000_r5": 0.8647805552848831,20400"garch21__t__w1000_r5": 0.8660433116212034,20401"garchm11__ged__w1000_r5": 0.8984300066420972,20402"garchm11__normal__w1000_r5": 1.0041247309153403,20403"garchm11__skewt__w1000_r5": 0.8602903637251474,20404"garchm11__t__w1000_r5": 0.8605906001295419,20405"garchx_rv11__normal__w1000_r5": 0.8360103406552306,20406"garchx_rv11__t__w1000_r5": 0.7805719232330381,20407"gas_t11__t__w1000_r5": 0.8204168550551327,20408"gjr11__ged__w1000_r5": 0.8958229780800372,20409"gjr11__normal__w1000_r5": 0.9186714183156766,20410"gjr11__skewt__w1000_r5": 0.8987941885161417,20411"gjr11__t__w1000_r5": 0.8982486955643406,20412"har_rv__empirical__w1000_r5": 0.8094343445373181,20413"heavy11__normal__w1000_r5": 0.8386624495700313,20414"heavy11__t__w1000_r5": 0.7894157217275849,20415"histvar22__empirical__w1000_r5": 1.118783793373641,20416"histvar252__empirical__w1000_r5": 1.0103715586311737,20417"histvar66__empirical__w1000_r5": 1.052974532755617,20418"igarch11__ged__w1000_r5": 1.0070355749673452,20419"igarch11__normal__w1000_r5": 1.0123965614532178,20420"igarch11__skewt__w1000_r5": 1.0357875263072185,20421"igarch11__t__w1000_r5": 1.0286089214446108,20422"loghar_rv__empirical__w1000_r5": 0.6382202257791639,20423"msgarch2__normal__w1000_r5": 0.8286184397921929,20424"msgarch2__t__w1000_r5": 0.7774106433405488,20425"nagarch11__ged__w1000_r5": 0.9300775053773948,20426"nagarch11__normal__w1000_r5": 0.999104141908342,20427"nagarch11__skewt__w1000_r5": 0.9131411286831937,20428"nagarch11__t__w1000_r5": 0.914725706027249,20429"qgarch11__ged__w1000_r5": 0.9016570746051142,20430"qgarch11__normal__w1000_r5": 1.0183829593733356,20431"qgarch11__skewt__w1000_r5": 0.8777338565866064,20432"qgarch11__t__w1000_r5": 0.877103289541298,20433"realgarch11__normal__w1000_r5": 0.7022368960352414,20434"realgarch11__t__w1000_r5": 0.7993783241133784,20435"rm2006__normal__w1000_r5": 0.8889298127476758,20436"rm_rw__empirical__w1000_r5": 0.9036208081000812,20437"tarch11__ged__w1000_r5": 0.8535827995072726,20438"tarch11__normal__w1000_r5": 0.859424839647194,20439"tarch11__skewt__w1000_r5": 0.8544562303534061,20440"tarch11__t__w1000_r5": 0.855052421969701220441},20442"rv5ss_on|mse_sd|5": {20443"aparch11__ged__w1000_r5": 1105892.0522138502,20444"aparch11__normal__w1000_r5": 165449088.82832658,20445"aparch11__skewt__w1000_r5": 2.830607044999645e+70,20446"aparch11__t__w1000_r5": 7.318505651916013e+70,20447"arch5__ged__w1000_r5": 0.8943556044251731,20448"arch5__normal__w1000_r5": 0.9242698687527918,20449"arch5__skewt__w1000_r5": 0.8914103972191864,20450"arch5__t__w1000_r5": 0.891107132963379,20451"avgarch11__ged__w1000_r5": 0.8063813917890654,20452"avgarch11__normal__w1000_r5": 0.8194172497081624,20453"avgarch11__skewt__w1000_r5": 0.8028721988166038,20454"avgarch11__t__w1000_r5": 0.8032999270459491,20455"cgarch11__ged__w1000_r5": 0.8667103403033968,20456"cgarch11__normal__w1000_r5": 0.9482924952773328,20457"cgarch11__skewt__w1000_r5": 0.8367060588541461,20458"cgarch11__t__w1000_r5": 0.8377026892592259,20459"constvar__normal__w1000_r5": 0.9257501429981261,20460"egarch11__ged__w1000_r5": 204.09305186822832,20461"egarch11__normal__w1000_r5": 1.5216706618954643e+17,20462"egarch11__skewt__w1000_r5": 6.1464665517483195e+25,20463"egarch11__t__w1000_r5": 1.0134882246900696,20464"ewma094__normal__w1000_r5": 0.9574536094761108,20465"figarch11__ged__w1000_r5": 0.8621855887380554,20466"figarch11__normal__w1000_r5": 0.9065139394007118,20467"figarch11__skewt__w1000_r5": 0.8402680331335781,20468"figarch11__t__w1000_r5": 0.8407494830803206,20469"garch11__ged__w1000_r5": 0.8923736603307727,20470"garch11__normal__w1000_r5": 1.0,20471"garch11__skewt__w1000_r5": 0.8609572021694828,20472"garch11__t__w1000_r5": 0.8621604452465491,20473"garch12__ged__w1000_r5": 0.9132590204092792,20474"garch12__normal__w1000_r5": 0.9505006463403793,20475"garch12__skewt__w1000_r5": 0.8587755847372899,20476"garch12__t__w1000_r5": 0.8593904058083904,20477"garch21__ged__w1000_r5": 0.8878488751219752,20478"garch21__normal__w1000_r5": 0.9654516011156882,20479"garch21__skewt__w1000_r5": 0.8723090285418585,20480"garch21__t__w1000_r5": 0.8745677585612853,20481"garchm11__ged__w1000_r5": 0.8937177478513526,20482"garchm11__normal__w1000_r5": 1.0027749538439188,20483"garchm11__skewt__w1000_r5": 0.8587381584734246,20484"garchm11__t__w1000_r5": 0.8594933598851657,20485"garchx_rv11__normal__w1000_r5": 0.9344346327203181,20486"garchx_rv11__t__w1000_r5": 0.8694064945370289,20487"gas_t11__t__w1000_r5": 0.7876588497260468,20488"gjr11__ged__w1000_r5": 0.9065377609521235,20489"gjr11__normal__w1000_r5": 0.9278129848872727,20490"gjr11__skewt__w1000_r5": 0.9053232281871804,20491"gjr11__t__w1000_r5": 0.9052998735271853,20492"har_rv__empirical__w1000_r5": 0.7956355711211741,20493"heavy11__normal__w1000_r5": 0.9336479916926871,20494"heavy11__t__w1000_r5": 0.8747086912515973,20495"histvar22__empirical__w1000_r5": 1.102148911724026,20496"histvar252__empirical__w1000_r5": 0.9251456561216403,20497"histvar66__empirical__w1000_r5": 0.9893485836407794,20498"igarch11__ged__w1000_r5": 1.0158359212170185,20499"igarch11__normal__w1000_r5": 0.9822461681719709,20500"igarch11__skewt__w1000_r5": 1.082500858745282,20501"igarch11__t__w1000_r5": 1.0766009521896667,20502"loghar_rv__empirical__w1000_r5": 0.6376390003206743,20503"msgarch2__normal__w1000_r5": 0.8277043493386306,20504"msgarch2__t__w1000_r5": 0.7712032037022452,20505"nagarch11__ged__w1000_r5": 0.9366982227116586,20506"nagarch11__normal__w1000_r5": 0.9725217237115698,20507"nagarch11__skewt__w1000_r5": 0.9215066906352194,20508"nagarch11__t__w1000_r5": 0.9229127333532351,20509"qgarch11__ged__w1000_r5": 0.9037366599035654,20510"qgarch11__normal__w1000_r5": 1.0123387699018813,20511"qgarch11__skewt__w1000_r5": 0.8813020896659507,20512"qgarch11__t__w1000_r5": 0.8808352157143435,20513"realgarch11__normal__w1000_r5": 0.7139752970026559,20514"realgarch11__t__w1000_r5": 48158538.05886254,20515"rm2006__normal__w1000_r5": 0.890449916852157,20516"rm_rw__empirical__w1000_r5": 1.0915990514219007,20517"tarch11__ged__w1000_r5": 0.8398117877130301,20518"tarch11__normal__w1000_r5": 0.8419648036715516,20519"tarch11__skewt__w1000_r5": 0.8435193020921008,20520"tarch11__t__w1000_r5": 0.844224934633319620521},20522"rv5ss_on|mse_sd|22": {20523"aparch11__ged__w1000_r5": 2373179152.726467,20524"aparch11__normal__w1000_r5": 827031127.3016801,20525"aparch11__skewt__w1000_r5": 5.6122648138615376e+84,20526"aparch11__t__w1000_r5": 5.048253457522291e+87,20527"arch5__ged__w1000_r5": 0.9215062803104561,20528"arch5__normal__w1000_r5": 0.9594115809865041,20529"arch5__skewt__w1000_r5": 0.9098163825268584,20530"arch5__t__w1000_r5": 0.910622813584499,20531"avgarch11__ged__w1000_r5": 0.8588917345994921,20532"avgarch11__normal__w1000_r5": 0.8922812891631582,20533"avgarch11__skewt__w1000_r5": 0.8583374672279984,20534"avgarch11__t__w1000_r5": 0.8610834618561333,20535"cgarch11__ged__w1000_r5": 0.8600173579200873,20536"cgarch11__normal__w1000_r5": 0.9822655833414844,20537"cgarch11__skewt__w1000_r5": 0.8473281178561992,20538"cgarch11__t__w1000_r5": 0.8495391098048425,20539"constvar__normal__w1000_r5": 0.9771121176115806,20540"egarch11__ged__w1000_r5": 210.40034116120069,20541"egarch11__normal__w1000_r5": 5.379199280580943e+21,20542"egarch11__skewt__w1000_r5": 2.073044147700638e+65,20543"egarch11__t__w1000_r5": 1.1356208396040217,20544"ewma094__normal__w1000_r5": 0.9916929979046328,20545"figarch11__ged__w1000_r5": 0.8149824072743097,20546"figarch11__normal__w1000_r5": 0.8618961495970989,20547"figarch11__skewt__w1000_r5": 0.8066165331669363,20548"figarch11__t__w1000_r5": 0.8080602227554678,20549"garch11__ged__w1000_r5": 0.8732786262472924,20550"garch11__normal__w1000_r5": 1.0,20551"garch11__skewt__w1000_r5": 0.8532824418669445,20552"garch11__t__w1000_r5": 0.8557133736834692,20553"garch12__ged__w1000_r5": 0.8986207860772732,20554"garch12__normal__w1000_r5": 0.9889229985775967,20555"garch12__skewt__w1000_r5": 0.8485162395511865,20556"garch12__t__w1000_r5": 0.8503649592215364,20557"garch21__ged__w1000_r5": 0.8599494975842981,20558"garch21__normal__w1000_r5": 0.9609741660234539,20559"garch21__skewt__w1000_r5": 0.8565721489462546,20560"garch21__t__w1000_r5": 0.8615896758757142,20561"garchm11__ged__w1000_r5": 0.8619233284320957,20562"garchm11__normal__w1000_r5": 1.0042659417800661,20563"garchm11__skewt__w1000_r5": 0.8437923303818917,20564"garchm11__t__w1000_r5": 0.8445098637058436,20565"garchx_rv11__normal__w1000_r5": 0.9332007580656229,20566"garchx_rv11__t__w1000_r5": 0.8377495446735564,20567"gas_t11__t__w1000_r5": 0.8614006893777894,20568"gjr11__ged__w1000_r5": 0.8950311295668554,20569"gjr11__normal__w1000_r5": 0.9167932576892986,20570"gjr11__skewt__w1000_r5": 0.8854124404192671,20571"gjr11__t__w1000_r5": 0.8872447261443475,20572"har_rv__empirical__w1000_r5": 0.7916117636877953,20573"heavy11__normal__w1000_r5": 0.9274941398302627,20574"heavy11__t__w1000_r5": 0.8404047256189131,20575"histvar22__empirical__w1000_r5": 1.3256164600740832,20576"histvar252__empirical__w1000_r5": 0.9497375333053952,20577"histvar66__empirical__w1000_r5": 1.0687036335379796,20578"igarch11__ged__w1000_r5": 1.227293093234838,20579"igarch11__normal__w1000_r5": 1.0397193187571365,20580"igarch11__skewt__w1000_r5": 1.617650743669596,20581"igarch11__t__w1000_r5": 1.6248305622884174,20582"loghar_rv__empirical__w1000_r5": 0.7267160866229478,20583"msgarch2__normal__w1000_r5": 0.880735827692149,20584"msgarch2__t__w1000_r5": 0.8218990122610287,20585"nagarch11__ged__w1000_r5": 0.91509948569596,20586"nagarch11__normal__w1000_r5": 1.0181561690685452,20587"nagarch11__skewt__w1000_r5": 0.9077407151489597,20588"nagarch11__t__w1000_r5": 0.9089790062980456,20589"qgarch11__ged__w1000_r5": 0.8853375568654602,20590"qgarch11__normal__w1000_r5": 0.9906276581298096,20591"qgarch11__skewt__w1000_r5": 0.8640818066712564,20592"qgarch11__t__w1000_r5": 0.8636296120058004,20593"realgarch11__normal__w1000_r5": 0.7930581552136707,20594"realgarch11__t__w1000_r5": 133923768.89682367,20595"rm2006__normal__w1000_r5": 0.8701822739115858,20596"rm_rw__empirical__w1000_r5": 1.261646744190701,20597"tarch11__ged__w1000_r5": 0.8868552190238773,20598"tarch11__normal__w1000_r5": 0.8984030107911959,20599"tarch11__skewt__w1000_r5": 0.8922828545593655,20600"tarch11__t__w1000_r5": 0.897305000043827520601},20602"rv5_on|qlike|1": {20603"aparch11__ged__w1000_r5": 2.0406945661718083,20604"aparch11__normal__w1000_r5": 2.127352054891155,20605"aparch11__skewt__w1000_r5": 4.437519304733789,20606"aparch11__t__w1000_r5": 3.909069173961209,20607"arch5__ged__w1000_r5": 1.056742615043436,20608"arch5__normal__w1000_r5": 1.0854562789868296,20609"arch5__skewt__w1000_r5": 1.030447317368375,20610"arch5__t__w1000_r5": 1.0316110623689803,20611"avgarch11__ged__w1000_r5": 0.9637032540780832,20612"avgarch11__normal__w1000_r5": 0.9570027434415423,20613"avgarch11__skewt__w1000_r5": 0.9543277467003772,20614"avgarch11__t__w1000_r5": 0.9558312310989847,20615"cgarch11__ged__w1000_r5": 0.8963709932156796,20616"cgarch11__normal__w1000_r5": 0.9298520851983223,20617"cgarch11__skewt__w1000_r5": 0.8764042344673527,20618"cgarch11__t__w1000_r5": 0.8780946194213316,20619"constvar__normal__w1000_r5": 1.369389201879095,20620"egarch11__ged__w1000_r5": 1.8275851230287623,20621"egarch11__normal__w1000_r5": 149956.10681638122,20622"egarch11__skewt__w1000_r5": 1.4788917288268164,20623"egarch11__t__w1000_r5": 1.0626406575383103,20624"ewma094__normal__w1000_r5": 0.8963196225973628,20625"figarch11__ged__w1000_r5": 0.868250228438514,20626"figarch11__normal__w1000_r5": 0.8855685921103189,20627"figarch11__skewt__w1000_r5": 0.852837374812687,20628"figarch11__t__w1000_r5": 0.8538946963471976,20629"garch11__ged__w1000_r5": 0.9464154759443871,20630"garch11__normal__w1000_r5": 1.0,20631"garch11__skewt__w1000_r5": 0.9231717738407452,20632"garch11__t__w1000_r5": 0.9261009058295472,20633"garch12__ged__w1000_r5": 0.9526013719144164,20634"garch12__normal__w1000_r5": 0.9660533463463462,20635"garch12__skewt__w1000_r5": 0.9144502960715122,20636"garch12__t__w1000_r5": 0.9157908232106652,20637"garch21__ged__w1000_r5": 0.9542954218551511,20638"garch21__normal__w1000_r5": 0.9915140954791312,20639"garch21__skewt__w1000_r5": 0.9272660645421129,20640"garch21__t__w1000_r5": 0.9298881480578441,20641"garchm11__ged__w1000_r5": 0.9569036563132735,20642"garchm11__normal__w1000_r5": 1.004048953380914,20643"garchm11__skewt__w1000_r5": 0.9327141250553556,20644"garchm11__t__w1000_r5": 0.9337914858070271,20645"garchx_rv11__normal__w1000_r5": 0.6908239543431064,20646"garchx_rv11__t__w1000_r5": 0.663719142637909,20647"gas_t11__t__w1000_r5": 0.9709979530142145,20648"gjr11__ged__w1000_r5": 1.131798774074959,20649"gjr11__normal__w1000_r5": 1.1392043053915017,20650"gjr11__skewt__w1000_r5": 1.121512239550917,20651"gjr11__t__w1000_r5": 1.1213526512931316,20652"har_rv__empirical__w1000_r5": 0.6697738868478691,20653"heavy11__normal__w1000_r5": 0.6929065840275359,20654"heavy11__t__w1000_r5": 0.6776909617340581,20655"histvar22__empirical__w1000_r5": 1.1615469235275906,20656"histvar252__empirical__w1000_r5": 1.2309620607084915,20657"histvar66__empirical__w1000_r5": 1.124616305049809,20658"igarch11__ged__w1000_r5": 0.9708913792720817,20659"igarch11__normal__w1000_r5": 0.973131837293035,20660"igarch11__skewt__w1000_r5": 0.9676620331428774,20661"igarch11__t__w1000_r5": 0.9659333983629131,20662"loghar_rv__empirical__w1000_r5": 0.6402475257308506,20663"msgarch2__normal__w1000_r5": 0.9122720134152492,20664"msgarch2__t__w1000_r5": 0.8583401495098756,20665"nagarch11__ged__w1000_r5": 1.6398454677182117,20666"nagarch11__normal__w1000_r5": 1.95792176525628,20667"nagarch11__skewt__w1000_r5": 2.5206154770239584,20668"nagarch11__t__w1000_r5": 1.597645968532027,20669"qgarch11__ged__w1000_r5": 1.0331282549306944,20670"qgarch11__normal__w1000_r5": 1.0821158285182377,20671"qgarch11__skewt__w1000_r5": 1.0022448182702062,20672"qgarch11__t__w1000_r5": 1.0026489686848525,20673"realgarch11__normal__w1000_r5": 0.7302895493744811,20674"realgarch11__t__w1000_r5": 0.7465391576280461,20675"rm2006__normal__w1000_r5": 0.8294775056913222,20676"rm_rw__empirical__w1000_r5": 0.8797501730355675,20677"tarch11__ged__w1000_r5": 1.153215130891704,20678"tarch11__normal__w1000_r5": 1.1379088661436327,20679"tarch11__skewt__w1000_r5": 1.15212962569356,20680"tarch11__t__w1000_r5": 1.154348427309844820681},20682"rv5_on|qlike|5": {20683"aparch11__ged__w1000_r5": 2.25065573224151,20684"aparch11__normal__w1000_r5": 2.1905357613041354,20685"aparch11__skewt__w1000_r5": 5.898153477670472,20686"aparch11__t__w1000_r5": 5.131080473417405,20687"arch5__ged__w1000_r5": 1.063121910920237,20688"arch5__normal__w1000_r5": 1.0630421663223857,20689"arch5__skewt__w1000_r5": 1.0458464044620976,20690"arch5__t__w1000_r5": 1.047419039558452,20691"avgarch11__ged__w1000_r5": 0.972955687399048,20692"avgarch11__normal__w1000_r5": 0.9539531598161566,20693"avgarch11__skewt__w1000_r5": 0.9689953856358937,20694"avgarch11__t__w1000_r5": 0.9703397992913259,20695"cgarch11__ged__w1000_r5": 0.9138560611889844,20696"cgarch11__normal__w1000_r5": 0.9435150515216468,20697"cgarch11__skewt__w1000_r5": 0.9002578894281534,20698"cgarch11__t__w1000_r5": 0.9029692952904631,20699"constvar__normal__w1000_r5": 1.2288945751634173,20700"egarch11__ged__w1000_r5": 1.6959138344039788,20701"egarch11__normal__w1000_r5": 605751.9945424931,20702"egarch11__skewt__w1000_r5": 2.0657288522125157,20703"egarch11__t__w1000_r5": 1.018875796793452,20704"ewma094__normal__w1000_r5": 0.8831900460166279,20705"figarch11__ged__w1000_r5": 0.8774343384613131,20706"figarch11__normal__w1000_r5": 0.8921662841914723,20707"figarch11__skewt__w1000_r5": 0.8674353683497752,20708"figarch11__t__w1000_r5": 0.8690524832409785,20709"garch11__ged__w1000_r5": 0.9568288146422697,20710"garch11__normal__w1000_r5": 1.0,20711"garch11__skewt__w1000_r5": 0.9379099227663025,20712"garch11__t__w1000_r5": 0.9407362694827418,20713"garch12__ged__w1000_r5": 0.9680612952373531,20714"garch12__normal__w1000_r5": 0.9507868482808471,20715"garch12__skewt__w1000_r5": 0.9338256641110708,20716"garch12__t__w1000_r5": 0.9357145288846681,20717"garch21__ged__w1000_r5": 0.9645885522533296,20718"garch21__normal__w1000_r5": 0.9981956245178957,20719"garch21__skewt__w1000_r5": 0.9579372597558824,20720"garch21__t__w1000_r5": 0.9621780984682754,20721"garchm11__ged__w1000_r5": 0.9559500819321141,20722"garchm11__normal__w1000_r5": 1.002411557468945,20723"garchm11__skewt__w1000_r5": 0.9350339014531338,20724"garchm11__t__w1000_r5": 0.9366957149997831,20725"garchx_rv11__normal__w1000_r5": 0.709053712090657,20726"garchx_rv11__t__w1000_r5": 0.6784313814099393,20727"gas_t11__t__w1000_r5": 0.9415574473997838,20728"gjr11__ged__w1000_r5": 1.134801354130097,20729"gjr11__normal__w1000_r5": 1.1296161217356484,20730"gjr11__skewt__w1000_r5": 1.123489451276997,20731"gjr11__t__w1000_r5": 1.124284569665335,20732"har_rv__empirical__w1000_r5": 0.6466059664522101,20733"heavy11__normal__w1000_r5": 0.7058470719574909,20734"heavy11__t__w1000_r5": 0.6904380971953034,20735"histvar22__empirical__w1000_r5": 1.2020735884828946,20736"histvar252__empirical__w1000_r5": 1.1080161992593265,20737"histvar66__empirical__w1000_r5": 1.070452263511814,20738"igarch11__ged__w1000_r5": 0.9543136486452289,20739"igarch11__normal__w1000_r5": 0.935861463895698,20740"igarch11__skewt__w1000_r5": 0.9578358843520668,20741"igarch11__t__w1000_r5": 0.9587606215696162,20742"loghar_rv__empirical__w1000_r5": 0.6211573660935834,20743"msgarch2__normal__w1000_r5": 0.9190630550633345,20744"msgarch2__t__w1000_r5": 0.8622876026076639,20745"nagarch11__ged__w1000_r5": 1.5039646431400402,20746"nagarch11__normal__w1000_r5": 1.609325062440383,20747"nagarch11__skewt__w1000_r5": 1.8197660746266355,20748"nagarch11__t__w1000_r5": 1.479900620559496,20749"qgarch11__ged__w1000_r5": 1.0508808281468844,20750"qgarch11__normal__w1000_r5": 1.088341566277054,20751"qgarch11__skewt__w1000_r5": 1.0190448880736256,20752"qgarch11__t__w1000_r5": 1.0200716333788384,20753"realgarch11__normal__w1000_r5": 0.7330397275161957,20754"realgarch11__t__w1000_r5": 2.0426899698340506,20755"rm2006__normal__w1000_r5": 0.8142255215223511,20756"rm_rw__empirical__w1000_r5": 0.9300071467138228,20757"tarch11__ged__w1000_r5": 1.1583013718389361,20758"tarch11__normal__w1000_r5": 1.1167931429238522,20759"tarch11__skewt__w1000_r5": 1.1600509595869082,20760"tarch11__t__w1000_r5": 1.162352939119290620761},20762"rv5_on|qlike|22": {20763"aparch11__ged__w1000_r5": 2.4981138497959683,20764"aparch11__normal__w1000_r5": 2.295633353826266,20765"aparch11__skewt__w1000_r5": 7.836892633511557,20766"aparch11__t__w1000_r5": 7.336878859369553,20767"arch5__ged__w1000_r5": 1.0219066948620452,20768"arch5__normal__w1000_r5": 1.0343643629290766,20769"arch5__skewt__w1000_r5": 0.9919162378165776,20770"arch5__t__w1000_r5": 0.9929908837624446,20771"avgarch11__ged__w1000_r5": 0.9404003286132636,20772"avgarch11__normal__w1000_r5": 0.9344572539342061,20773"avgarch11__skewt__w1000_r5": 0.9264313155741514,20774"avgarch11__t__w1000_r5": 0.9301461752820218,20775"cgarch11__ged__w1000_r5": 0.9174701252724454,20776"cgarch11__normal__w1000_r5": 0.9932371204578354,20777"cgarch11__skewt__w1000_r5": 0.9104117272222874,20778"cgarch11__t__w1000_r5": 0.9134083531552585,20779"constvar__normal__w1000_r5": 1.0864290404992096,20780"egarch11__ged__w1000_r5": 1.4416884498622489,20781"egarch11__normal__w1000_r5": 5091560.979419985,20782"egarch11__skewt__w1000_r5": 3.821684254919935,20783"egarch11__t__w1000_r5": 1.014168434998072,20784"ewma094__normal__w1000_r5": 1.0317174676780319,20785"figarch11__ged__w1000_r5": 0.8573783986839106,20786"figarch11__normal__w1000_r5": 0.875701434119286,20787"figarch11__skewt__w1000_r5": 0.8467738311629492,20788"figarch11__t__w1000_r5": 0.8482401638145584,20789"garch11__ged__w1000_r5": 0.9482269810550054,20790"garch11__normal__w1000_r5": 1.0,20791"garch11__skewt__w1000_r5": 0.9277574876317515,20792"garch11__t__w1000_r5": 0.9309575495050715,20793"garch12__ged__w1000_r5": 0.9541308972917415,20794"garch12__normal__w1000_r5": 0.9892727001375762,20795"garch12__skewt__w1000_r5": 0.9209440576661676,20796"garch12__t__w1000_r5": 0.923693486708905,20797"garch21__ged__w1000_r5": 0.9501549871579857,20798"garch21__normal__w1000_r5": 0.9964044111621018,20799"garch21__skewt__w1000_r5": 0.9308393557828358,20800"garch21__t__w1000_r5": 0.9373102750238789,20801"garchm11__ged__w1000_r5": 0.9307375305380092,20802"garchm11__normal__w1000_r5": 1.002854653088959,20803"garchm11__skewt__w1000_r5": 0.911242373032249,20804"garchm11__t__w1000_r5": 0.9123563586088625,20805"garchx_rv11__normal__w1000_r5": 0.894629667605051,20806"garchx_rv11__t__w1000_r5": 0.8274277371019929,20807"gas_t11__t__w1000_r5": 0.9308076967737359,20808"gjr11__ged__w1000_r5": 1.057307848872338,20809"gjr11__normal__w1000_r5": 1.060194087422378,20810"gjr11__skewt__w1000_r5": 1.0415996932678913,20811"gjr11__t__w1000_r5": 1.0450433395792162,20812"har_rv__empirical__w1000_r5": 0.7792161492423554,20813"heavy11__normal__w1000_r5": 0.8862690022284202,20814"heavy11__t__w1000_r5": 0.8326540884785866,20815"histvar22__empirical__w1000_r5": 1.5449647593993001,20816"histvar252__empirical__w1000_r5": 1.0305721475138436,20817"histvar66__empirical__w1000_r5": 1.1219804189407676,20818"igarch11__ged__w1000_r5": 1.0636810174796238,20819"igarch11__normal__w1000_r5": 0.9919959951772054,20820"igarch11__skewt__w1000_r5": 1.1479654951314404,20821"igarch11__t__w1000_r5": 1.1586401973738867,20822"loghar_rv__empirical__w1000_r5": 0.7234233127897628,20823"msgarch2__normal__w1000_r5": 0.9475591959956119,20824"msgarch2__t__w1000_r5": 0.8753186601927919,20825"nagarch11__ged__w1000_r5": 1.2034362056889645,20826"nagarch11__normal__w1000_r5": 1.2991987564282204,20827"nagarch11__skewt__w1000_r5": 1.2407383856474086,20828"nagarch11__t__w1000_r5": 1.1987055876020625,20829"qgarch11__ged__w1000_r5": 1.000685493632305,20830"qgarch11__normal__w1000_r5": 1.0416496835259892,20831"qgarch11__skewt__w1000_r5": 0.9714902651124191,20832"qgarch11__t__w1000_r5": 0.9735364629298424,20833"realgarch11__normal__w1000_r5": 0.8507174168075309,20834"realgarch11__t__w1000_r5": 5.133660169789996,20835"rm2006__normal__w1000_r5": 0.9191808956524827,20836"rm_rw__empirical__w1000_r5": 1.4154571187704563,20837"tarch11__ged__w1000_r5": 1.048807139615893,20838"tarch11__normal__w1000_r5": 1.0143912601542189,20839"tarch11__skewt__w1000_r5": 1.0428122091891678,20840"tarch11__t__w1000_r5": 1.051925988907244320841},20842"rv1_on|qlike|1": {20843"aparch11__ged__w1000_r5": 2.1001048429887708,20844"aparch11__normal__w1000_r5": 2.156660959718996,20845"aparch11__skewt__w1000_r5": 4.5417307649092535,20846"aparch11__t__w1000_r5": 4.002276720442504,20847"arch5__ged__w1000_r5": 1.0997154787231065,20848"arch5__normal__w1000_r5": 1.1325732788476957,20849"arch5__skewt__w1000_r5": 1.0604744027998563,20850"arch5__t__w1000_r5": 1.0619097601040843,20851"avgarch11__ged__w1000_r5": 0.985978289234775,20852"avgarch11__normal__w1000_r5": 0.970539029582684,20853"avgarch11__skewt__w1000_r5": 0.972778983877564,20854"avgarch11__t__w1000_r5": 0.9747286321908852,20855"cgarch11__ged__w1000_r5": 0.8941202688336792,20856"cgarch11__normal__w1000_r5": 0.9140995608877417,20857"cgarch11__skewt__w1000_r5": 0.8733202160323958,20858"cgarch11__t__w1000_r5": 0.8752130036331183,20859"constvar__normal__w1000_r5": 1.4524937639434004,20860"egarch11__ged__w1000_r5": 1.8870190108627822,20861"egarch11__normal__w1000_r5": 191169.70950038015,20862"egarch11__skewt__w1000_r5": 1.515124038977474,20863"egarch11__t__w1000_r5": 1.0953469129835574,20864"ewma094__normal__w1000_r5": 0.9027167692420606,20865"figarch11__ged__w1000_r5": 0.8634046771695314,20866"figarch11__normal__w1000_r5": 0.879399513019059,20867"figarch11__skewt__w1000_r5": 0.8455413540613084,20868"figarch11__t__w1000_r5": 0.8467166206745848,20869"garch11__ged__w1000_r5": 0.9564101801243201,20870"garch11__normal__w1000_r5": 1.0,20871"garch11__skewt__w1000_r5": 0.9266233324583754,20872"garch11__t__w1000_r5": 0.9297850111438002,20873"garch12__ged__w1000_r5": 0.9624841396394189,20874"garch12__normal__w1000_r5": 0.954850053658875,20875"garch12__skewt__w1000_r5": 0.9182283908146974,20876"garch12__t__w1000_r5": 0.9198206340793627,20877"garch21__ged__w1000_r5": 0.9663266430340998,20878"garch21__normal__w1000_r5": 1.0011764817710727,20879"garch21__skewt__w1000_r5": 0.9326124721420783,20880"garch21__t__w1000_r5": 0.9361114230685145,20881"garchm11__ged__w1000_r5": 0.9651965491247531,20882"garchm11__normal__w1000_r5": 1.0043592278284803,20883"garchm11__skewt__w1000_r5": 0.9347418512359502,20884"garchm11__t__w1000_r5": 0.9354809604655347,20885"garchx_rv11__normal__w1000_r5": 0.6615036208536922,20886"garchx_rv11__t__w1000_r5": 0.6371627055870175,20887"gas_t11__t__w1000_r5": 0.9933274364065403,20888"gjr11__ged__w1000_r5": 1.1610103590707488,20889"gjr11__normal__w1000_r5": 1.1654692278531122,20890"gjr11__skewt__w1000_r5": 1.143413700941195,20891"gjr11__t__w1000_r5": 1.1432324095576545,20892"har_rv__empirical__w1000_r5": 0.6272789246402569,20893"heavy11__normal__w1000_r5": 0.6676434916037363,20894"heavy11__t__w1000_r5": 0.6536753777242824,20895"histvar22__empirical__w1000_r5": 1.1914131520638787,20896"histvar252__empirical__w1000_r5": 1.2626109171645115,20897"histvar66__empirical__w1000_r5": 1.1801109890105392,20898"igarch11__ged__w1000_r5": 0.9390121469134725,20899"igarch11__normal__w1000_r5": 0.9360488356474964,20900"igarch11__skewt__w1000_r5": 0.9278427617816899,20901"igarch11__t__w1000_r5": 0.9259511160415532,20902"loghar_rv__empirical__w1000_r5": 0.601722978063733,20903"msgarch2__normal__w1000_r5": 0.910334283898699,20904"msgarch2__t__w1000_r5": 0.8725877620912276,20905"nagarch11__ged__w1000_r5": 1.6895244374330727,20906"nagarch11__normal__w1000_r5": 1.996397117692317,20907"nagarch11__skewt__w1000_r5": 2.6288421216416316,20908"nagarch11__t__w1000_r5": 1.6402145180388241,20909"qgarch11__ged__w1000_r5": 1.0564798656304712,20910"qgarch11__normal__w1000_r5": 1.0958349765904627,20911"qgarch11__skewt__w1000_r5": 1.017379702420651,20912"qgarch11__t__w1000_r5": 1.0180212710889833,20913"realgarch11__normal__w1000_r5": 0.7043575857775428,20914"realgarch11__t__w1000_r5": 0.7137337802180069,20915"rm2006__normal__w1000_r5": 0.8303692208268622,20916"rm_rw__empirical__w1000_r5": 0.9256801228089134,20917"tarch11__ged__w1000_r5": 1.1949811006889721,20918"tarch11__normal__w1000_r5": 1.1709932116138366,20919"tarch11__skewt__w1000_r5": 1.1897626987834102,20920"tarch11__t__w1000_r5": 1.192606741070335220921},20922"rv1_on|qlike|5": {20923"aparch11__ged__w1000_r5": 2.2294650588259417,20924"aparch11__normal__w1000_r5": 2.137291476365248,20925"aparch11__skewt__w1000_r5": 5.695501640650731,20926"aparch11__t__w1000_r5": 4.959848056305793,20927"arch5__ged__w1000_r5": 1.1033005470323654,20928"arch5__normal__w1000_r5": 1.0961149032734996,20929"arch5__skewt__w1000_r5": 1.0765576138040942,20930"arch5__t__w1000_r5": 1.0782866686980437,20931"avgarch11__ged__w1000_r5": 0.9959775002048777,20932"avgarch11__normal__w1000_r5": 0.9629550295704944,20933"avgarch11__skewt__w1000_r5": 0.9893673355668616,20934"avgarch11__t__w1000_r5": 0.9907685591919174,20935"cgarch11__ged__w1000_r5": 0.9150385361093852,20936"cgarch11__normal__w1000_r5": 0.9273178765668036,20937"cgarch11__skewt__w1000_r5": 0.9029969503771583,20938"cgarch11__t__w1000_r5": 0.9057973922845999,20939"constvar__normal__w1000_r5": 1.2798970422127518,20940"egarch11__ged__w1000_r5": 1.710090572141164,20941"egarch11__normal__w1000_r5": 728574.85869902,20942"egarch11__skewt__w1000_r5": 2.0355887121332263,20943"egarch11__t__w1000_r5": 1.0435583950715215,20944"ewma094__normal__w1000_r5": 0.8937946364292239,20945"figarch11__ged__w1000_r5": 0.8823478227219053,20946"figarch11__normal__w1000_r5": 0.8917531080040435,20947"figarch11__skewt__w1000_r5": 0.8722967175131577,20948"figarch11__t__w1000_r5": 0.8738733175809396,20949"garch11__ged__w1000_r5": 0.9708462825989315,20950"garch11__normal__w1000_r5": 1.0,20951"garch11__skewt__w1000_r5": 0.9467438209045453,20952"garch11__t__w1000_r5": 0.9497511328341921,20953"garch12__ged__w1000_r5": 0.9811172674258971,20954"garch12__normal__w1000_r5": 0.9373433478472074,20955"garch12__skewt__w1000_r5": 0.9428349825174249,20956"garch12__t__w1000_r5": 0.9449507146605713,20957"garch21__ged__w1000_r5": 0.981719741196687,20958"garch21__normal__w1000_r5": 1.0083132106470285,20959"garch21__skewt__w1000_r5": 0.973083253894674,20960"garch21__t__w1000_r5": 0.9784352919037849,20961"garchm11__ged__w1000_r5": 0.967388172889118,20962"garchm11__normal__w1000_r5": 1.001882700090563,20963"garchm11__skewt__w1000_r5": 0.940896383397733,20964"garchm11__t__w1000_r5": 0.9423371334162277,20965"garchx_rv11__normal__w1000_r5": 0.6979921802197446,20966"garchx_rv11__t__w1000_r5": 0.6742353298762036,20967"gas_t11__t__w1000_r5": 0.9650376881725862,20968"gjr11__ged__w1000_r5": 1.1596343183320674,20969"gjr11__normal__w1000_r5": 1.1480759166592212,20970"gjr11__skewt__w1000_r5": 1.1406688505469007,20971"gjr11__t__w1000_r5": 1.1417880814761079,20972"har_rv__empirical__w1000_r5": 0.6144351419653609,20973"heavy11__normal__w1000_r5": 0.6983526782534384,20974"heavy11__t__w1000_r5": 0.6870240209891746,20975"histvar22__empirical__w1000_r5": 1.2118558695096262,20976"histvar252__empirical__w1000_r5": 1.1177950732590165,20977"histvar66__empirical__w1000_r5": 1.114510959020579,20978"igarch11__ged__w1000_r5": 0.91681860728995,20979"igarch11__normal__w1000_r5": 0.8945239680448049,20980"igarch11__skewt__w1000_r5": 0.9092782823321806,20981"igarch11__t__w1000_r5": 0.9100520048394922,20982"loghar_rv__empirical__w1000_r5": 0.5965511013080992,20983"msgarch2__normal__w1000_r5": 0.9138342364077685,20984"msgarch2__t__w1000_r5": 0.8840879423211842,20985"nagarch11__ged__w1000_r5": 1.525903274475005,20986"nagarch11__normal__w1000_r5": 1.5933531370272191,20987"nagarch11__skewt__w1000_r5": 1.8394256825851991,20988"nagarch11__t__w1000_r5": 1.4960764357523062,20989"qgarch11__ged__w1000_r5": 1.0727748892587465,20990"qgarch11__normal__w1000_r5": 1.0971386439440967,20991"qgarch11__skewt__w1000_r5": 1.034060496145224,20992"qgarch11__t__w1000_r5": 1.035546135217187,20993"realgarch11__normal__w1000_r5": 0.7290858848188276,20994"realgarch11__t__w1000_r5": 1.9438649179234297,20995"rm2006__normal__w1000_r5": 0.8245726364139965,20996"rm_rw__empirical__w1000_r5": 0.9530694419651398,20997"tarch11__ged__w1000_r5": 1.1919490078197759,20998"tarch11__normal__w1000_r5": 1.1345185449082777,20999"tarch11__skewt__w1000_r5": 1.1883433940993378,21000"tarch11__t__w1000_r5": 1.190872315235549421001},21002"rv1_on|qlike|22": {21003"aparch11__ged__w1000_r5": 2.4029188218921815,21004"aparch11__normal__w1000_r5": 2.1914957720711548,21005"aparch11__skewt__w1000_r5": 7.302119151086639,21006"aparch11__t__w1000_r5": 6.844956759372957,21007"arch5__ged__w1000_r5": 1.0467681565648113,21008"arch5__normal__w1000_r5": 1.0499781763703044,21009"arch5__skewt__w1000_r5": 1.003793076222038,21010"arch5__t__w1000_r5": 1.004985234093173,21011"avgarch11__ged__w1000_r5": 0.9555882091784771,21012"avgarch11__normal__w1000_r5": 0.9288910616702889,21013"avgarch11__skewt__w1000_r5": 0.933132018793278,21014"avgarch11__t__w1000_r5": 0.937071977255841,21015"cgarch11__ged__w1000_r5": 0.9079865093171907,21016"cgarch11__normal__w1000_r5": 0.9726629438782559,21017"cgarch11__skewt__w1000_r5": 0.8953304531012234,21018"cgarch11__t__w1000_r5": 0.8982791170635916,21019"constvar__normal__w1000_r5": 1.1196548817241025,21020"egarch11__ged__w1000_r5": 1.4334205424264548,21021"egarch11__normal__w1000_r5": 5257153.364961007,21022"egarch11__skewt__w1000_r5": 3.5997364916577266,21023"egarch11__t__w1000_r5": 1.0239651698752674,21024"ewma094__normal__w1000_r5": 1.053664308837753,21025"figarch11__ged__w1000_r5": 0.855629434370905,21026"figarch11__normal__w1000_r5": 0.8671986952695463,21027"figarch11__skewt__w1000_r5": 0.8396110513511972,21028"figarch11__t__w1000_r5": 0.8410088046685605,21029"garch11__ged__w1000_r5": 0.9529178094789769,21030"garch11__normal__w1000_r5": 1.0,21031"garch11__skewt__w1000_r5": 0.9217730512162131,21032"garch11__t__w1000_r5": 0.9250336233834598,21033"garch12__ged__w1000_r5": 0.9582565068966967,21034"garch12__normal__w1000_r5": 0.986725090525441,21035"garch12__skewt__w1000_r5": 0.915253449437082,21036"garch12__t__w1000_r5": 0.9181955670923455,21037"garch21__ged__w1000_r5": 0.9566748050015906,21038"garch21__normal__w1000_r5": 0.9990402021031674,21039"garch21__skewt__w1000_r5": 0.9255110890425942,21040"garch21__t__w1000_r5": 0.9334027854252623,21041"garchm11__ged__w1000_r5": 0.9317692618495098,21042"garchm11__normal__w1000_r5": 1.0018468550519628,21043"garchm11__skewt__w1000_r5": 0.901161983411064,21044"garchm11__t__w1000_r5": 0.9022351641859974,21045"garchx_rv11__normal__w1000_r5": 0.8843473294520986,21046"garchx_rv11__t__w1000_r5": 0.8239860530205226,21047"gas_t11__t__w1000_r5": 0.9402772965693869,21048"gjr11__ged__w1000_r5": 1.0686248226193944,21049"gjr11__normal__w1000_r5": 1.0691819489816825,21050"gjr11__skewt__w1000_r5": 1.040330611441648,21051"gjr11__t__w1000_r5": 1.0446710934165673,21052"har_rv__empirical__w1000_r5": 0.7522935121641366,21053"heavy11__normal__w1000_r5": 0.8793726131080798,21054"heavy11__t__w1000_r5": 0.8302067788908214,21055"histvar22__empirical__w1000_r5": 1.596929847654845,21056"histvar252__empirical__w1000_r5": 1.0306410250082294,21057"histvar66__empirical__w1000_r5": 1.1397809179445246,21058"igarch11__ged__w1000_r5": 1.0105485737943596,21059"igarch11__normal__w1000_r5": 0.9467013075794425,21060"igarch11__skewt__w1000_r5": 1.072821862114726,21061"igarch11__t__w1000_r5": 1.0830135699741887,21062"loghar_rv__empirical__w1000_r5": 0.6972782145616758,21063"msgarch2__normal__w1000_r5": 0.9491328877170024,21064"msgarch2__t__w1000_r5": 0.8840574935377626,21065"nagarch11__ged__w1000_r5": 1.2121435618507674,21066"nagarch11__normal__w1000_r5": 1.29828396809829,21067"nagarch11__skewt__w1000_r5": 1.2388550278244044,21068"nagarch11__t__w1000_r5": 1.1988785667767419,21069"qgarch11__ged__w1000_r5": 1.0116983181789394,21070"qgarch11__normal__w1000_r5": 1.0475121905052032,21071"qgarch11__skewt__w1000_r5": 0.9716520979944369,21072"qgarch11__t__w1000_r5": 0.9747966333076173,21073"realgarch11__normal__w1000_r5": 0.8579304044309414,21074"realgarch11__t__w1000_r5": 4.723626750509902,21075"rm2006__normal__w1000_r5": 0.9293548328747151,21076"rm_rw__empirical__w1000_r5": 1.4525071724428742,21077"tarch11__ged__w1000_r5": 1.0718198829891559,21078"tarch11__normal__w1000_r5": 1.019110098318663,21079"tarch11__skewt__w1000_r5": 1.0570774878680391,21080"tarch11__t__w1000_r5": 1.067155977092096421081},21082"bv5_on|qlike|1": {21083"aparch11__ged__w1000_r5": 2.1518493666114917,21084"aparch11__normal__w1000_r5": 2.295848792677237,21085"aparch11__skewt__w1000_r5": 4.972207432288673,21086"aparch11__t__w1000_r5": 4.366726086529738,21087"arch5__ged__w1000_r5": 1.0220140333727916,21088"arch5__normal__w1000_r5": 1.0476229775198258,21089"arch5__skewt__w1000_r5": 1.010498311079055,21090"arch5__t__w1000_r5": 1.0113774893861507,21091"avgarch11__ged__w1000_r5": 0.9387480321941434,21092"avgarch11__normal__w1000_r5": 0.9386460424926785,21093"avgarch11__skewt__w1000_r5": 0.9337509937366978,21094"avgarch11__t__w1000_r5": 0.935069681107017,21095"cgarch11__ged__w1000_r5": 0.9070458367066565,21096"cgarch11__normal__w1000_r5": 0.954327101837017,21097"cgarch11__skewt__w1000_r5": 0.8839036997179567,21098"cgarch11__t__w1000_r5": 0.8856655078911676,21099"constvar__normal__w1000_r5": 1.3740676737630755,21100"egarch11__ged__w1000_r5": 1.8461470513699965,21101"egarch11__normal__w1000_r5": 170500.02852196977,21102"egarch11__skewt__w1000_r5": 1.5456124621449514,21103"egarch11__t__w1000_r5": 1.0560368254434611,21104"ewma094__normal__w1000_r5": 0.8889149141434263,21105"figarch11__ged__w1000_r5": 0.8725213800493449,21106"figarch11__normal__w1000_r5": 0.8931556329129793,21107"figarch11__skewt__w1000_r5": 0.8610120660315592,21108"figarch11__t__w1000_r5": 0.8618838524077947,21109"garch11__ged__w1000_r5": 0.9293362559217399,21110"garch11__normal__w1000_r5": 1.0,21111"garch11__skewt__w1000_r5": 0.9114387058394166,21112"garch11__t__w1000_r5": 0.9144748939711237,21113"garch12__ged__w1000_r5": 0.9391719765731618,21114"garch12__normal__w1000_r5": 0.9793821036063678,21115"garch12__skewt__w1000_r5": 0.9035911380659607,21116"garch12__t__w1000_r5": 0.9046792809952215,21117"garch21__ged__w1000_r5": 0.9366196351987454,21118"garch21__normal__w1000_r5": 0.9810263904568379,21119"garch21__skewt__w1000_r5": 0.9155455802341351,21120"garch21__t__w1000_r5": 0.9179758034054398,21121"garchm11__ged__w1000_r5": 0.9441334008092457,21122"garchm11__normal__w1000_r5": 1.0044766210044447,21123"garchm11__skewt__w1000_r5": 0.9263199545966145,21124"garchm11__t__w1000_r5": 0.9266941358311818,21125"garchx_rv11__normal__w1000_r5": 0.6484386441793655,21126"garchx_rv11__t__w1000_r5": 0.6189442439895717,21127"gas_t11__t__w1000_r5": 0.9387280480904518,21128"gjr11__ged__w1000_r5": 1.1152026512725604,21129"gjr11__normal__w1000_r5": 1.1266060337077468,21130"gjr11__skewt__w1000_r5": 1.1122784241581436,21131"gjr11__t__w1000_r5": 1.1109814241405236,21132"har_rv__empirical__w1000_r5": 0.667189346812903,21133"heavy11__normal__w1000_r5": 0.6484888396683156,21134"heavy11__t__w1000_r5": 0.6312789796096189,21135"histvar22__empirical__w1000_r5": 1.1402689601247304,21136"histvar252__empirical__w1000_r5": 1.2875406979428543,21137"histvar66__empirical__w1000_r5": 1.1700966354658482,21138"igarch11__ged__w1000_r5": 1.0173632093723426,21139"igarch11__normal__w1000_r5": 1.0268315175722829,21140"igarch11__skewt__w1000_r5": 1.0290687687444124,21141"igarch11__t__w1000_r5": 1.0266004458485083,21142"loghar_rv__empirical__w1000_r5": 0.6073606083349276,21143"msgarch2__normal__w1000_r5": 0.9110698790425329,21144"msgarch2__t__w1000_r5": 0.8429425409682578,21145"nagarch11__ged__w1000_r5": 1.6302481924297636,21146"nagarch11__normal__w1000_r5": 1.9870527799043152,21147"nagarch11__skewt__w1000_r5": 2.499389226209328,21148"nagarch11__t__w1000_r5": 1.595714844983105,21149"qgarch11__ged__w1000_r5": 1.015218526358174,21150"qgarch11__normal__w1000_r5": 1.079826756687435,21151"qgarch11__skewt__w1000_r5": 0.9908294884511373,21152"qgarch11__t__w1000_r5": 0.9903888540639488,21153"realgarch11__normal__w1000_r5": 0.6870323567460103,21154"realgarch11__t__w1000_r5": 0.7155942970737865,21155"rm2006__normal__w1000_r5": 0.8277061220802142,21156"rm_rw__empirical__w1000_r5": 0.7698911932467951,21157"tarch11__ged__w1000_r5": 1.1281951542231428,21158"tarch11__normal__w1000_r5": 1.1231084425430355,21159"tarch11__skewt__w1000_r5": 1.1326869020643766,21160"tarch11__t__w1000_r5": 1.134170268415139621161},21162"bv5_on|qlike|5": {21163"aparch11__ged__w1000_r5": 2.4270698792997285,21164"aparch11__normal__w1000_r5": 2.417229298018077,21165"aparch11__skewt__w1000_r5": 6.795541753249669,21166"aparch11__t__w1000_r5": 5.888661410924123,21167"arch5__ged__w1000_r5": 1.0315186914520151,21168"arch5__normal__w1000_r5": 1.0402253385477036,21169"arch5__skewt__w1000_r5": 1.0246870429649726,21170"arch5__t__w1000_r5": 1.0261863623501872,21171"avgarch11__ged__w1000_r5": 0.9440836746293012,21172"avgarch11__normal__w1000_r5": 0.9383730204166908,21173"avgarch11__skewt__w1000_r5": 0.9437951080805478,21174"avgarch11__t__w1000_r5": 0.9447781568920535,21175"cgarch11__ged__w1000_r5": 0.935167603345776,21176"cgarch11__normal__w1000_r5": 0.9823191351665784,21177"cgarch11__skewt__w1000_r5": 0.9179048785280968,21178"cgarch11__t__w1000_r5": 0.9207279102211109,21179"constvar__normal__w1000_r5": 1.2280016719963531,21180"egarch11__ged__w1000_r5": 1.7362122872272454,21181"egarch11__normal__w1000_r5": 680011.1039367005,21182"egarch11__skewt__w1000_r5": 2.2519533370211375,21183"egarch11__t__w1000_r5": 1.0028949519013475,21184"ewma094__normal__w1000_r5": 0.8775782724355782,21185"figarch11__ged__w1000_r5": 0.8822518539036025,21186"figarch11__normal__w1000_r5": 0.9046681689171552,21187"figarch11__skewt__w1000_r5": 0.8764847969412504,21188"figarch11__t__w1000_r5": 0.8781067963942872,21189"garch11__ged__w1000_r5": 0.9414757726733364,21190"garch11__normal__w1000_r5": 1.0,21191"garch11__skewt__w1000_r5": 0.9286843777843423,21192"garch11__t__w1000_r5": 0.9315205187845413,21193"garch12__ged__w1000_r5": 0.9556683130450327,21194"garch12__normal__w1000_r5": 0.9724740762326118,21195"garch12__skewt__w1000_r5": 0.9243415167714885,21196"garch12__t__w1000_r5": 0.9259978094181478,21197"garch21__ged__w1000_r5": 0.946766321573424,21198"garch21__normal__w1000_r5": 0.993006253902274,21199"garch21__skewt__w1000_r5": 0.9406907089840223,21200"garch21__t__w1000_r5": 0.9446623456247404,21201"garchm11__ged__w1000_r5": 0.9436414999793377,21202"garchm11__normal__w1000_r5": 1.0027166675967893,21203"garchm11__skewt__w1000_r5": 0.9298486642049144,21204"garchm11__t__w1000_r5": 0.9310562526992587,21205"garchx_rv11__normal__w1000_r5": 0.6871043119254854,21206"garchx_rv11__t__w1000_r5": 0.6471192124336395,21207"gas_t11__t__w1000_r5": 0.9008196514517797,21208"gjr11__ged__w1000_r5": 1.123301689169625,21209"gjr11__normal__w1000_r5": 1.1251587128817155,21210"gjr11__skewt__w1000_r5": 1.1205676469110986,21211"gjr11__t__w1000_r5": 1.1200886826774583,21212"har_rv__empirical__w1000_r5": 0.6754842434785905,21213"heavy11__normal__w1000_r5": 0.6809178214506291,21214"heavy11__t__w1000_r5": 0.6584638385297594,21215"histvar22__empirical__w1000_r5": 1.1783980111088534,21216"histvar252__empirical__w1000_r5": 1.1623595378805403,21217"histvar66__empirical__w1000_r5": 1.117494959909526,21218"igarch11__ged__w1000_r5": 1.0166283198548514,21219"igarch11__normal__w1000_r5": 0.9981256034249445,21220"igarch11__skewt__w1000_r5": 1.0400713130669705,21221"igarch11__t__w1000_r5": 1.0405934981000875,21222"loghar_rv__empirical__w1000_r5": 0.6142809216021156,21223"msgarch2__normal__w1000_r5": 0.9320914039084482,21224"msgarch2__t__w1000_r5": 0.8518745564208245,21225"nagarch11__ged__w1000_r5": 1.5136497193339638,21226"nagarch11__normal__w1000_r5": 1.6797448217728226,21227"nagarch11__skewt__w1000_r5": 1.8557111792763445,21228"nagarch11__t__w1000_r5": 1.498118025110866,21229"qgarch11__ged__w1000_r5": 1.035262746196896,21230"qgarch11__normal__w1000_r5": 1.0857766701738794,21231"qgarch11__skewt__w1000_r5": 1.0112258830443985,21232"qgarch11__t__w1000_r5": 1.0111932748623413,21233"realgarch11__normal__w1000_r5": 0.7003474769206413,21234"realgarch11__t__w1000_r5": 2.303016190975663,21235"rm2006__normal__w1000_r5": 0.811413602339809,21236"rm_rw__empirical__w1000_r5": 0.8684167448036358,21237"tarch11__ged__w1000_r5": 1.128164263019665,21238"tarch11__normal__w1000_r5": 1.1119493428983105,21239"tarch11__skewt__w1000_r5": 1.13664192644419,21240"tarch11__t__w1000_r5": 1.138156000171075521241},21242"bv5_on|qlike|22": {21243"aparch11__ged__w1000_r5": 2.6925724884207813,21244"aparch11__normal__w1000_r5": 2.49085181617235,21245"aparch11__skewt__w1000_r5": 8.849504628596227,21246"aparch11__t__w1000_r5": 8.273731110393834,21247"arch5__ged__w1000_r5": 1.0000432688135845,21248"arch5__normal__w1000_r5": 1.0234746341547447,21249"arch5__skewt__w1000_r5": 0.9857273939760179,21250"arch5__t__w1000_r5": 0.9866933994444534,21251"avgarch11__ged__w1000_r5": 0.9160727398930028,21252"avgarch11__normal__w1000_r5": 0.9367772961066414,21253"avgarch11__skewt__w1000_r5": 0.9135607154706914,21254"avgarch11__t__w1000_r5": 0.9167580643671128,21255"cgarch11__ged__w1000_r5": 0.9436583963622989,21256"cgarch11__normal__w1000_r5": 1.0281490331439118,21257"cgarch11__skewt__w1000_r5": 0.9421835728170567,21258"cgarch11__t__w1000_r5": 0.9454260090072569,21259"constvar__normal__w1000_r5": 1.0620040080675743,21260"egarch11__ged__w1000_r5": 1.4611749055456908,21261"egarch11__normal__w1000_r5": 5370423.843278534,21262"egarch11__skewt__w1000_r5": 4.247277463264503,21263"egarch11__t__w1000_r5": 1.0058460509352638,21264"ewma094__normal__w1000_r5": 1.0068347771772153,21265"figarch11__ged__w1000_r5": 0.8701482572945066,21266"figarch11__normal__w1000_r5": 0.8977798361013876,21267"figarch11__skewt__w1000_r5": 0.8677814048269696,21268"figarch11__t__w1000_r5": 0.8693261027926376,21269"garch11__ged__w1000_r5": 0.9416566964036118,21270"garch11__normal__w1000_r5": 1.0,21271"garch11__skewt__w1000_r5": 0.9348506185193223,21272"garch11__t__w1000_r5": 0.9379738451672716,21273"garch12__ged__w1000_r5": 0.9497315862157867,21274"garch12__normal__w1000_r5": 0.9928335917187691,21275"garch12__skewt__w1000_r5": 0.9272389663632205,21276"garch12__t__w1000_r5": 0.9297402639293006,21277"garch21__ged__w1000_r5": 0.9425657376151406,21278"garch21__normal__w1000_r5": 0.9953053273406104,21279"garch21__skewt__w1000_r5": 0.9382350331462673,21280"garch21__t__w1000_r5": 0.944065745932351,21281"garchm11__ged__w1000_r5": 0.927073530397221,21282"garchm11__normal__w1000_r5": 1.003880884383069,21283"garchm11__skewt__w1000_r5": 0.9223838615685542,21284"garchm11__t__w1000_r5": 0.9232198056867594,21285"garchx_rv11__normal__w1000_r5": 0.9070438431039977,21286"garchx_rv11__t__w1000_r5": 0.8279422322432459,21287"gas_t11__t__w1000_r5": 0.9059388420255522,21288"gjr11__ged__w1000_r5": 1.048368056074079,21289"gjr11__normal__w1000_r5": 1.0537037657659398,21290"gjr11__skewt__w1000_r5": 1.0472701532316924,21291"gjr11__t__w1000_r5": 1.049264809428451,21292"har_rv__empirical__w1000_r5": 0.8176447782033703,21293"heavy11__normal__w1000_r5": 0.8946068052760484,21294"heavy11__t__w1000_r5": 0.8322752397917398,21295"histvar22__empirical__w1000_r5": 1.4660539375133013,21296"histvar252__empirical__w1000_r5": 1.0573841137232283,21297"histvar66__empirical__w1000_r5": 1.1645309193796483,21298"igarch11__ged__w1000_r5": 1.139426404152984,21299"igarch11__normal__w1000_r5": 1.0554898221524756,21300"igarch11__skewt__w1000_r5": 1.2614452031031989,21301"igarch11__t__w1000_r5": 1.2731842274123033,21302"loghar_rv__empirical__w1000_r5": 0.7481966982639349,21303"msgarch2__normal__w1000_r5": 0.9434082478507638,21304"msgarch2__t__w1000_r5": 0.8753583871441825,21305"nagarch11__ged__w1000_r5": 1.1951767781783444,21306"nagarch11__normal__w1000_r5": 1.3062895699321027,21307"nagarch11__skewt__w1000_r5": 1.2478099613530134,21308"nagarch11__t__w1000_r5": 1.203282592403394,21309"qgarch11__ged__w1000_r5": 0.9898989055993606,21310"qgarch11__normal__w1000_r5": 1.0368686170764168,21311"qgarch11__skewt__w1000_r5": 0.9748119135928212,21312"qgarch11__t__w1000_r5": 0.9752759857374603,21313"realgarch11__normal__w1000_r5": 0.8327638171663199,21314"realgarch11__t__w1000_r5": 5.847294773259628,21315"rm2006__normal__w1000_r5": 0.9086790283983451,21316"rm_rw__empirical__w1000_r5": 1.3542033582100397,21317"tarch11__ged__w1000_r5": 1.0178545786620168,21318"tarch11__normal__w1000_r5": 1.0109199491722707,21319"tarch11__skewt__w1000_r5": 1.0231244112568028,21320"tarch11__t__w1000_r5": 1.031682568531071521321},21322"medrv_on|qlike|1": {21323"aparch11__ged__w1000_r5": 2.116432112438038,21324"aparch11__normal__w1000_r5": 2.256541465967,21325"aparch11__skewt__w1000_r5": 4.907792066465976,21326"aparch11__t__w1000_r5": 4.3295524300590005,21327"arch5__ged__w1000_r5": 1.0268761557770025,21328"arch5__normal__w1000_r5": 1.056810979561859,21329"arch5__skewt__w1000_r5": 1.0150577490241912,21330"arch5__t__w1000_r5": 1.0160176380362298,21331"avgarch11__ged__w1000_r5": 0.9441250438521084,21332"avgarch11__normal__w1000_r5": 0.9427989822838014,21333"avgarch11__skewt__w1000_r5": 0.943991416581739,21334"avgarch11__t__w1000_r5": 0.9452399095003503,21335"cgarch11__ged__w1000_r5": 0.9134240876962809,21336"cgarch11__normal__w1000_r5": 0.9564995681943389,21337"cgarch11__skewt__w1000_r5": 0.8950308102746204,21338"cgarch11__t__w1000_r5": 0.8967414512953834,21339"constvar__normal__w1000_r5": 1.3632210245333083,21340"egarch11__ged__w1000_r5": 1.74713875510669,21341"egarch11__normal__w1000_r5": 177394.7114122885,21342"egarch11__skewt__w1000_r5": 1.5466570360318088,21343"egarch11__t__w1000_r5": 1.0636818596717166,21344"ewma094__normal__w1000_r5": 0.8787693647357789,21345"figarch11__ged__w1000_r5": 0.878175548450228,21346"figarch11__normal__w1000_r5": 0.89881426355434,21347"figarch11__skewt__w1000_r5": 0.8672273938810636,21348"figarch11__t__w1000_r5": 0.8681436189847577,21349"garch11__ged__w1000_r5": 0.9330979551658626,21350"garch11__normal__w1000_r5": 1.0,21351"garch11__skewt__w1000_r5": 0.9206307124332287,21352"garch11__t__w1000_r5": 0.9234254012289446,21353"garch12__ged__w1000_r5": 0.9436155854219422,21354"garch12__normal__w1000_r5": 0.9738073807345247,21355"garch12__skewt__w1000_r5": 0.9133018384034917,21356"garch12__t__w1000_r5": 0.9142720916395848,21357"garch21__ged__w1000_r5": 0.9399833751244989,21358"garch21__normal__w1000_r5": 0.9787316443646009,21359"garch21__skewt__w1000_r5": 0.9243699914055913,21360"garch21__t__w1000_r5": 0.9267093461804288,21361"garchm11__ged__w1000_r5": 0.9481895509266275,21362"garchm11__normal__w1000_r5": 1.004049643598601,21363"garchm11__skewt__w1000_r5": 0.936070551261644,21364"garchm11__t__w1000_r5": 0.9361187800700999,21365"garchx_rv11__normal__w1000_r5": 0.6453920565280442,21366"garchx_rv11__t__w1000_r5": 0.6157169521952114,21367"gas_t11__t__w1000_r5": 0.9518139551612077,21368"gjr11__ged__w1000_r5": 1.0973138938347358,21369"gjr11__normal__w1000_r5": 1.1040558912573104,21370"gjr11__skewt__w1000_r5": 1.0984151228281964,21371"gjr11__t__w1000_r5": 1.0967449956079467,21372"har_rv__empirical__w1000_r5": 0.6708353727219695,21373"heavy11__normal__w1000_r5": 0.6452563157396262,21374"heavy11__t__w1000_r5": 0.6276997374466087,21375"histvar22__empirical__w1000_r5": 1.0888613601679336,21376"histvar252__empirical__w1000_r5": 1.2813507743835184,21377"histvar66__empirical__w1000_r5": 1.164831606408564,21378"igarch11__ged__w1000_r5": 1.0129900141587487,21379"igarch11__normal__w1000_r5": 1.0240318046072137,21380"igarch11__skewt__w1000_r5": 1.0291734743067313,21381"igarch11__t__w1000_r5": 1.0268063322355356,21382"loghar_rv__empirical__w1000_r5": 0.6233867889488781,21383"msgarch2__normal__w1000_r5": 0.9169054607906553,21384"msgarch2__t__w1000_r5": 0.8553763658033341,21385"nagarch11__ged__w1000_r5": 1.5304819530475322,21386"nagarch11__normal__w1000_r5": 1.8156994634818076,21387"nagarch11__skewt__w1000_r5": 2.2569184118154677,21388"nagarch11__t__w1000_r5": 1.5052106801205876,21389"qgarch11__ged__w1000_r5": 1.0080841807614178,21390"qgarch11__normal__w1000_r5": 1.0702206497081326,21391"qgarch11__skewt__w1000_r5": 0.989651507150909,21392"qgarch11__t__w1000_r5": 0.9888882978414295,21393"realgarch11__normal__w1000_r5": 0.6850627093300887,21394"realgarch11__t__w1000_r5": 0.7195051613469566,21395"rm2006__normal__w1000_r5": 0.8285490957486565,21396"rm_rw__empirical__w1000_r5": 0.787038881730482,21397"tarch11__ged__w1000_r5": 1.110294515214909,21398"tarch11__normal__w1000_r5": 1.1011421586342942,21399"tarch11__skewt__w1000_r5": 1.1181915350190108,21400"tarch11__t__w1000_r5": 1.119383296568642321401},21402"medrv_on|qlike|5": {21403"aparch11__ged__w1000_r5": 2.407555806519787,21404"aparch11__normal__w1000_r5": 2.3900632384450557,21405"aparch11__skewt__w1000_r5": 6.753397884628623,21406"aparch11__t__w1000_r5": 5.8723935406016405,21407"arch5__ged__w1000_r5": 1.041081539236244,21408"arch5__normal__w1000_r5": 1.0508321224125468,21409"arch5__skewt__w1000_r5": 1.0386190759714777,21410"arch5__t__w1000_r5": 1.0400919845258656,21411"avgarch11__ged__w1000_r5": 0.9518379752628485,21412"avgarch11__normal__w1000_r5": 0.9450056621849,21413"avgarch11__skewt__w1000_r5": 0.9577004959341439,21414"avgarch11__t__w1000_r5": 0.9583760485567601,21415"cgarch11__ged__w1000_r5": 0.9415989153434063,21416"cgarch11__normal__w1000_r5": 0.9844847046137953,21417"cgarch11__skewt__w1000_r5": 0.9299422500720003,21418"cgarch11__t__w1000_r5": 0.9327425146988257,21419"constvar__normal__w1000_r5": 1.2291034514396741,21420"egarch11__ged__w1000_r5": 1.6856696630911452,21421"egarch11__normal__w1000_r5": 721298.0814889723,21422"egarch11__skewt__w1000_r5": 2.2615242894635488,21423"egarch11__t__w1000_r5": 1.019165435414231,21424"ewma094__normal__w1000_r5": 0.8625360708900656,21425"figarch11__ged__w1000_r5": 0.8892473306264156,21426"figarch11__normal__w1000_r5": 0.9106148435118504,21427"figarch11__skewt__w1000_r5": 0.8856568332099067,21428"figarch11__t__w1000_r5": 0.8872573900684589,21429"garch11__ged__w1000_r5": 0.9456392341958235,21430"garch11__normal__w1000_r5": 1.0,21431"garch11__skewt__w1000_r5": 0.939480981203777,21432"garch11__t__w1000_r5": 0.9420999097787063,21433"garch12__ged__w1000_r5": 0.9600780638900827,21434"garch12__normal__w1000_r5": 0.9615724923246309,21435"garch12__skewt__w1000_r5": 0.9351109823648635,21436"garch12__t__w1000_r5": 0.9366127200365725,21437"garch21__ged__w1000_r5": 0.951564016691866,21438"garch21__normal__w1000_r5": 0.9913785382833951,21439"garch21__skewt__w1000_r5": 0.9564711114740503,21440"garch21__t__w1000_r5": 0.9602172879548174,21441"garchm11__ged__w1000_r5": 0.9494356524282191,21442"garchm11__normal__w1000_r5": 1.0027835330802448,21443"garchm11__skewt__w1000_r5": 0.9423609212970734,21444"garchm11__t__w1000_r5": 0.9433511883542576,21445"garchx_rv11__normal__w1000_r5": 0.6800506136430181,21446"garchx_rv11__t__w1000_r5": 0.6423409143252453,21447"gas_t11__t__w1000_r5": 0.9207934485929318,21448"gjr11__ged__w1000_r5": 1.1108873201482505,21449"gjr11__normal__w1000_r5": 1.1084085158129753,21450"gjr11__skewt__w1000_r5": 1.113401363410745,21451"gjr11__t__w1000_r5": 1.1125282533193168,21452"har_rv__empirical__w1000_r5": 0.6767261545450477,21453"heavy11__normal__w1000_r5": 0.6733104654451249,21454"heavy11__t__w1000_r5": 0.652487312964292,21455"histvar22__empirical__w1000_r5": 1.1184055368896104,21456"histvar252__empirical__w1000_r5": 1.1657660442140543,21457"histvar66__empirical__w1000_r5": 1.1168283231294085,21458"igarch11__ged__w1000_r5": 1.0122591056707464,21459"igarch11__normal__w1000_r5": 0.9951963830082688,21460"igarch11__skewt__w1000_r5": 1.0415975865794225,21461"igarch11__t__w1000_r5": 1.0419802488579537,21462"loghar_rv__empirical__w1000_r5": 0.6266999785633215,21463"msgarch2__normal__w1000_r5": 0.9320766630089461,21464"msgarch2__t__w1000_r5": 0.8662140415866386,21465"nagarch11__ged__w1000_r5": 1.4572245038787146,21466"nagarch11__normal__w1000_r5": 1.5833029340852744,21467"nagarch11__skewt__w1000_r5": 1.7659381267687657,21468"nagarch11__t__w1000_r5": 1.4474469714690896,21469"qgarch11__ged__w1000_r5": 1.029124460699045,21470"qgarch11__normal__w1000_r5": 1.0773718064997198,21471"qgarch11__skewt__w1000_r5": 1.0114714588522997,21472"qgarch11__t__w1000_r5": 1.0111393040355252,21473"realgarch11__normal__w1000_r5": 0.6993388734465368,21474"realgarch11__t__w1000_r5": 2.3120285201541386,21475"rm2006__normal__w1000_r5": 0.8091681876227588,21476"rm_rw__empirical__w1000_r5": 0.850820361501434,21477"tarch11__ged__w1000_r5": 1.1184384639348768,21478"tarch11__normal__w1000_r5": 1.095675031198778,21479"tarch11__skewt__w1000_r5": 1.130601846979505,21480"tarch11__t__w1000_r5": 1.131645190087024621481},21482"medrv_on|qlike|22": {21483"aparch11__ged__w1000_r5": 2.69241427871005,21484"aparch11__normal__w1000_r5": 2.5009607865240584,21485"aparch11__skewt__w1000_r5": 8.899466252546784,21486"aparch11__t__w1000_r5": 8.323803899953415,21487"arch5__ged__w1000_r5": 1.0013210027145907,21488"arch5__normal__w1000_r5": 1.0278767984784984,21489"arch5__skewt__w1000_r5": 0.9932845295035778,21490"arch5__t__w1000_r5": 0.9942627297397193,21491"avgarch11__ged__w1000_r5": 0.9232856766773517,21492"avgarch11__normal__w1000_r5": 0.9492238549952751,21493"avgarch11__skewt__w1000_r5": 0.9263258027120024,21494"avgarch11__t__w1000_r5": 0.9294811866663992,21495"cgarch11__ged__w1000_r5": 0.9484861943516459,21496"cgarch11__normal__w1000_r5": 1.0349364036291135,21497"cgarch11__skewt__w1000_r5": 0.9504804179185665,21498"cgarch11__t__w1000_r5": 0.9537912606205229,21499"constvar__normal__w1000_r5": 1.0658543343128979,21500"egarch11__ged__w1000_r5": 1.4530885034528558,21501"egarch11__normal__w1000_r5": 5313068.413819156,21502"egarch11__skewt__w1000_r5": 4.287551210155312,21503"egarch11__t__w1000_r5": 1.0135840985395081,21504"ewma094__normal__w1000_r5": 0.9956380304794012,21505"figarch11__ged__w1000_r5": 0.8744688686379044,21506"figarch11__normal__w1000_r5": 0.90291027089962,21507"figarch11__skewt__w1000_r5": 0.875624643594451,21508"figarch11__t__w1000_r5": 0.8772056438557942,21509"garch11__ged__w1000_r5": 0.9425596849770284,21510"garch11__normal__w1000_r5": 1.0,21511"garch11__skewt__w1000_r5": 0.9424430690940788,21512"garch11__t__w1000_r5": 0.9454822433574702,21513"garch12__ged__w1000_r5": 0.9509169029991899,21514"garch12__normal__w1000_r5": 0.9933034391866998,21515"garch12__skewt__w1000_r5": 0.9346760044763912,21516"garch12__t__w1000_r5": 0.9370239834288058,21517"garch21__ged__w1000_r5": 0.9433478113981869,21518"garch21__normal__w1000_r5": 0.9944970706057794,21519"garch21__skewt__w1000_r5": 0.9461731795099033,21520"garch21__t__w1000_r5": 0.9517715440691613,21521"garchm11__ged__w1000_r5": 0.9297297962818193,21522"garchm11__normal__w1000_r5": 1.0042808969185428,21523"garchm11__skewt__w1000_r5": 0.9318279525145524,21524"garchm11__t__w1000_r5": 0.932560882903892,21525"garchx_rv11__normal__w1000_r5": 0.9109448550290719,21526"garchx_rv11__t__w1000_r5": 0.8321359819563292,21527"gas_t11__t__w1000_r5": 0.9227458279614148,21528"gjr11__ged__w1000_r5": 1.0399555943930532,21529"gjr11__normal__w1000_r5": 1.0437942928386914,21530"gjr11__skewt__w1000_r5": 1.0446609719902695,21531"gjr11__t__w1000_r5": 1.046189211387068,21532"har_rv__empirical__w1000_r5": 0.829373972171131,21533"heavy11__normal__w1000_r5": 0.8979104603455907,21534"heavy11__t__w1000_r5": 0.8358926151486047,21535"histvar22__empirical__w1000_r5": 1.4400138746397133,21536"histvar252__empirical__w1000_r5": 1.0639160630436635,21537"histvar66__empirical__w1000_r5": 1.1481893163245473,21538"igarch11__ged__w1000_r5": 1.1541875346807275,21539"igarch11__normal__w1000_r5": 1.0694978267573272,21540"igarch11__skewt__w1000_r5": 1.2819889779717444,21541"igarch11__t__w1000_r5": 1.2938553979171612,21542"loghar_rv__empirical__w1000_r5": 0.771849536164101,21543"msgarch2__normal__w1000_r5": 0.9518608037986784,21544"msgarch2__t__w1000_r5": 0.8811481307741262,21545"nagarch11__ged__w1000_r5": 1.1759854974598007,21546"nagarch11__normal__w1000_r5": 1.2828121322064219,21547"nagarch11__skewt__w1000_r5": 1.2310894456341466,21548"nagarch11__t__w1000_r5": 1.1890847417582493,21549"qgarch11__ged__w1000_r5": 0.9849586764714161,21550"qgarch11__normal__w1000_r5": 1.0320608499085573,21551"qgarch11__skewt__w1000_r5": 0.9767059610040241,21552"qgarch11__t__w1000_r5": 0.976622795541395,21553"realgarch11__normal__w1000_r5": 0.8409980381438731,21554"realgarch11__t__w1000_r5": 5.9300500122806765,21555"rm2006__normal__w1000_r5": 0.9005007419186948,21556"rm_rw__empirical__w1000_r5": 1.342426694459959,21557"tarch11__ged__w1000_r5": 1.0155176864715487,21558"tarch11__normal__w1000_r5": 1.0119461092547362,21559"tarch11__skewt__w1000_r5": 1.0251651268491977,21560"tarch11__t__w1000_r5": 1.0330246600982221561},21562"r2|qlike|1": {21563"aparch11__ged__w1000_r5": 1.1164024023594434,21564"aparch11__normal__w1000_r5": 1.1385322381775225,21565"aparch11__skewt__w1000_r5": 1.4400576736247015,21566"aparch11__t__w1000_r5": 1.3758521964422485,21567"arch5__ged__w1000_r5": 1.004179969332814,21568"arch5__normal__w1000_r5": 1.0086538261154496,21569"arch5__skewt__w1000_r5": 1.0010158121232602,21570"arch5__t__w1000_r5": 1.0010292740434559,21571"avgarch11__ged__w1000_r5": 0.9910185309717897,21572"avgarch11__normal__w1000_r5": 0.991601236356503,21573"avgarch11__skewt__w1000_r5": 0.9908241490923129,21574"avgarch11__t__w1000_r5": 0.9909328747758063,21575"cgarch11__ged__w1000_r5": 0.9845211647742372,21576"cgarch11__normal__w1000_r5": 0.9859004042452411,21577"cgarch11__skewt__w1000_r5": 0.9835699809883239,21578"cgarch11__t__w1000_r5": 0.9838290948458276,21579"constvar__normal__w1000_r5": 1.0176872785849855,21580"egarch11__ged__w1000_r5": 1.0471071748128165,21581"egarch11__normal__w1000_r5": 1160.428286019149,21582"egarch11__skewt__w1000_r5": 1.0537525965225265,21583"egarch11__t__w1000_r5": 0.9964130131007655,21584"ewma094__normal__w1000_r5": 0.9932352021069925,21585"figarch11__ged__w1000_r5": 0.9820701684154132,21586"figarch11__normal__w1000_r5": 0.9837886930404405,21587"figarch11__skewt__w1000_r5": 0.98089638418581,21588"figarch11__t__w1000_r5": 0.9809501929354216,21589"garch11__ged__w1000_r5": 0.9907355100097552,21590"garch11__normal__w1000_r5": 1.0,21591"garch11__skewt__w1000_r5": 0.9882813384395267,21592"garch11__t__w1000_r5": 0.9885411077747671,21593"garch12__ged__w1000_r5": 0.9930612368941812,21594"garch12__normal__w1000_r5": 0.9939470172628929,21595"garch12__skewt__w1000_r5": 0.9883930335236829,21596"garch12__t__w1000_r5": 0.9884811514190625,21597"garch21__ged__w1000_r5": 0.9920380813866068,21598"garch21__normal__w1000_r5": 0.9997012307309407,21599"garch21__skewt__w1000_r5": 0.9893184758312225,21600"garch21__t__w1000_r5": 0.9894789721477316,21601"garchm11__ged__w1000_r5": 0.9911686755668803,21602"garchm11__normal__w1000_r5": 0.9997901884734414,21603"garchm11__skewt__w1000_r5": 0.9878183371286187,21604"garchm11__t__w1000_r5": 0.9877190790547627,21605"garchx_rv11__normal__w1000_r5": 0.9576140173544597,21606"garchx_rv11__t__w1000_r5": 0.954105975142598,21607"gas_t11__t__w1000_r5": 0.9938147472368322,21608"gjr11__ged__w1000_r5": 1.0020918633200329,21609"gjr11__normal__w1000_r5": 1.0050178269183112,21610"gjr11__skewt__w1000_r5": 1.0014287759521152,21611"gjr11__t__w1000_r5": 1.0007495875781518,21612"har_rv__empirical__w1000_r5": 0.9568977588879373,21613"heavy11__normal__w1000_r5": 0.956682713735364,21614"heavy11__t__w1000_r5": 0.9552356113123552,21615"histvar22__empirical__w1000_r5": 1.0286260754233043,21616"histvar252__empirical__w1000_r5": 1.0071059460817826,21617"histvar66__empirical__w1000_r5": 1.0015502223458772,21618"igarch11__ged__w1000_r5": 0.9910887657139054,21619"igarch11__normal__w1000_r5": 0.98856601408847,21620"igarch11__skewt__w1000_r5": 0.9901128519565373,21621"igarch11__t__w1000_r5": 0.9898228288196953,21622"loghar_rv__empirical__w1000_r5": 0.9540292092105344,21623"msgarch2__normal__w1000_r5": 0.9805978128185153,21624"msgarch2__t__w1000_r5": 0.9834630539651376,21625"nagarch11__ged__w1000_r5": 1.0247660683463753,21626"nagarch11__normal__w1000_r5": 1.0277417548485255,21627"nagarch11__skewt__w1000_r5": 1.0419825165701413,21628"nagarch11__t__w1000_r5": 1.0220262703604326,21629"qgarch11__ged__w1000_r5": 0.9973315854398822,21630"qgarch11__normal__w1000_r5": 1.0045933363028883,21631"qgarch11__skewt__w1000_r5": 0.9942400185052539,21632"qgarch11__t__w1000_r5": 0.9939739365875999,21633"realgarch11__normal__w1000_r5": 0.9581780709402495,21634"realgarch11__t__w1000_r5": 0.9662453059510548,21635"rm2006__normal__w1000_r5": 0.9807102301565104,21636"rm_rw__empirical__w1000_r5": 0.9934928335812708,21637"tarch11__ged__w1000_r5": 1.0032397440254366,21638"tarch11__normal__w1000_r5": 1.000472725872948,21639"tarch11__skewt__w1000_r5": 1.0025965052107757,21640"tarch11__t__w1000_r5": 1.00262166731323921641},21642"r2|qlike|5": {21643"aparch11__ged__w1000_r5": 1.448689810190798,21644"aparch11__normal__w1000_r5": 1.4335561750997388,21645"aparch11__skewt__w1000_r5": 2.9350564334353177,21646"aparch11__t__w1000_r5": 2.6743073904151413,21647"arch5__ged__w1000_r5": 0.9985171532154018,21648"arch5__normal__w1000_r5": 0.9958407054632245,21649"arch5__skewt__w1000_r5": 0.9984186397386142,21650"arch5__t__w1000_r5": 0.9987681317588483,21651"avgarch11__ged__w1000_r5": 0.9872232597559801,21652"avgarch11__normal__w1000_r5": 0.9812058637931225,21653"avgarch11__skewt__w1000_r5": 0.9879701924242997,21654"avgarch11__t__w1000_r5": 0.9876811664399926,21655"cgarch11__ged__w1000_r5": 0.9607403705882306,21656"cgarch11__normal__w1000_r5": 0.9628180939204194,21657"cgarch11__skewt__w1000_r5": 0.961659944004084,21658"cgarch11__t__w1000_r5": 0.9628592187705206,21659"constvar__normal__w1000_r5": 1.0252247032693582,21660"egarch11__ged__w1000_r5": 1.1259554066336668,21661"egarch11__normal__w1000_r5": 198037.75499999043,21662"egarch11__skewt__w1000_r5": 1.428351741974724,21663"egarch11__t__w1000_r5": 1.0085394616888843,21664"ewma094__normal__w1000_r5": 0.9879781611043004,21665"figarch11__ged__w1000_r5": 0.9484895268505567,21666"figarch11__normal__w1000_r5": 0.9516537147640441,21667"figarch11__skewt__w1000_r5": 0.9463686069229785,21668"figarch11__t__w1000_r5": 0.9469110802847138,21669"garch11__ged__w1000_r5": 0.9826878594404086,21670"garch11__normal__w1000_r5": 1.0,21671"garch11__skewt__w1000_r5": 0.9775650641799137,21672"garch11__t__w1000_r5": 0.9785731978140959,21673"garch12__ged__w1000_r5": 0.988876357734461,21674"garch12__normal__w1000_r5": 0.9723597640360108,21675"garch12__skewt__w1000_r5": 0.9763713402364975,21676"garch12__t__w1000_r5": 0.9767009178562361,21677"garch21__ged__w1000_r5": 0.9835690728403376,21678"garch21__normal__w1000_r5": 0.9955225062150904,21679"garch21__skewt__w1000_r5": 0.9870005552180836,21680"garch21__t__w1000_r5": 0.9876607349960532,21681"garchm11__ged__w1000_r5": 0.9810763730170093,21682"garchm11__normal__w1000_r5": 1.0017704676391295,21683"garchm11__skewt__w1000_r5": 0.9739508268427384,21684"garchm11__t__w1000_r5": 0.9752182668987749,21685"garchx_rv11__normal__w1000_r5": 0.8741838833991756,21686"garchx_rv11__t__w1000_r5": 0.8683429093308137,21687"gas_t11__t__w1000_r5": 0.9831285825708884,21688"gjr11__ged__w1000_r5": 1.0130569826345326,21689"gjr11__normal__w1000_r5": 1.0103007414990701,21690"gjr11__skewt__w1000_r5": 1.0110009190745568,21691"gjr11__t__w1000_r5": 1.0104899059190446,21692"har_rv__empirical__w1000_r5": 0.8690682600097028,21693"heavy11__normal__w1000_r5": 0.8712890866879106,21694"heavy11__t__w1000_r5": 0.872102930465187,21695"histvar22__empirical__w1000_r5": 1.1162984224211323,21696"histvar252__empirical__w1000_r5": 0.998588278120915,21697"histvar66__empirical__w1000_r5": 0.9974392563527059,21698"igarch11__ged__w1000_r5": 0.9746784064179027,21699"igarch11__normal__w1000_r5": 0.9626068595042323,21700"igarch11__skewt__w1000_r5": 0.9757811111046195,21701"igarch11__t__w1000_r5": 0.9756101199021701,21702"loghar_rv__empirical__w1000_r5": 0.8533002742423359,21703"msgarch2__normal__w1000_r5": 0.9403349870618666,21704"msgarch2__t__w1000_r5": 0.9476641299261882,21705"nagarch11__ged__w1000_r5": 1.0468038809578146,21706"nagarch11__normal__w1000_r5": 1.0253093555009984,21707"nagarch11__skewt__w1000_r5": 1.0565060043127406,21708"nagarch11__t__w1000_r5": 1.0384959065691886,21709"qgarch11__ged__w1000_r5": 1.0005941180905649,21710"qgarch11__normal__w1000_r5": 1.015255535536973,21711"qgarch11__skewt__w1000_r5": 0.9898085920425526,21712"qgarch11__t__w1000_r5": 0.98907381029243,21713"realgarch11__normal__w1000_r5": 0.8776028728769022,21714"realgarch11__t__w1000_r5": 1.4282964633274173,21715"rm2006__normal__w1000_r5": 0.9514288233951443,21716"rm_rw__empirical__w1000_r5": 1.0372583519878464,21717"tarch11__ged__w1000_r5": 1.022068483478374,21718"tarch11__normal__w1000_r5": 0.993978065127716,21719"tarch11__skewt__w1000_r5": 1.0203525818758805,21720"tarch11__t__w1000_r5": 1.018845719723999521721},21722"r2|qlike|22": {21723"aparch11__ged__w1000_r5": 2.004627704276507,21724"aparch11__normal__w1000_r5": 1.912294846740446,21725"aparch11__skewt__w1000_r5": 5.5111239888872054,21726"aparch11__t__w1000_r5": 5.204188241423485,21727"arch5__ged__w1000_r5": 0.9774392480590635,21728"arch5__normal__w1000_r5": 0.9798211975132595,21729"arch5__skewt__w1000_r5": 0.9723472720999286,21730"arch5__t__w1000_r5": 0.9731756083573774,21731"avgarch11__ged__w1000_r5": 0.9465500721471825,21732"avgarch11__normal__w1000_r5": 0.9385130814837339,21733"avgarch11__skewt__w1000_r5": 0.9405985293611779,21734"avgarch11__t__w1000_r5": 0.9431386524376063,21735"cgarch11__ged__w1000_r5": 0.9212257747137041,21736"cgarch11__normal__w1000_r5": 0.9653980549583563,21737"cgarch11__skewt__w1000_r5": 0.9338784911485133,21738"cgarch11__t__w1000_r5": 0.9359145835641457,21739"constvar__normal__w1000_r5": 0.9980260778468365,21740"egarch11__ged__w1000_r5": 1.175631098426511,21741"egarch11__normal__w1000_r5": 2920326.8677427727,21742"egarch11__skewt__w1000_r5": 2.9058654851328476,21743"egarch11__t__w1000_r5": 0.9850405523615421,21744"ewma094__normal__w1000_r5": 1.0320796425931211,21745"figarch11__ged__w1000_r5": 0.8862317383490707,21746"figarch11__normal__w1000_r5": 0.8973011499746052,21747"figarch11__skewt__w1000_r5": 0.8841631735101255,21748"figarch11__t__w1000_r5": 0.8857070085292692,21749"garch11__ged__w1000_r5": 0.9665695800791373,21750"garch11__normal__w1000_r5": 1.0,21751"garch11__skewt__w1000_r5": 0.9493706299328738,21752"garch11__t__w1000_r5": 0.9515564338371929,21753"garch12__ged__w1000_r5": 0.970917332919391,21754"garch12__normal__w1000_r5": 0.9737945904157083,21755"garch12__skewt__w1000_r5": 0.9454909778818537,21756"garch12__t__w1000_r5": 0.9472856195505427,21757"garch21__ged__w1000_r5": 0.9609110386789765,21758"garch21__normal__w1000_r5": 0.983078651535212,21759"garch21__skewt__w1000_r5": 0.9514640033044782,21760"garch21__t__w1000_r5": 0.9532299148265947,21761"garchm11__ged__w1000_r5": 0.9565158211082273,21762"garchm11__normal__w1000_r5": 1.0015732411865015,21763"garchm11__skewt__w1000_r5": 0.942438084098748,21764"garchm11__t__w1000_r5": 0.9425361604412432,21765"garchx_rv11__normal__w1000_r5": 0.9128494092197114,21766"garchx_rv11__t__w1000_r5": 0.8746579464641273,21767"gas_t11__t__w1000_r5": 0.9594304357998806,21768"gjr11__ged__w1000_r5": 0.9858713706620055,21769"gjr11__normal__w1000_r5": 0.9737695189471253,21770"gjr11__skewt__w1000_r5": 0.9769322578750549,21771"gjr11__t__w1000_r5": 0.9775362070793028,21772"har_rv__empirical__w1000_r5": 0.8368775089806582,21773"heavy11__normal__w1000_r5": 0.9041041410638182,21774"heavy11__t__w1000_r5": 0.8768844506310691,21775"histvar22__empirical__w1000_r5": 1.4110515069159004,21776"histvar252__empirical__w1000_r5": 0.9806200668917096,21777"histvar66__empirical__w1000_r5": 1.0154212408621617,21778"igarch11__ged__w1000_r5": 1.0234747368860124,21779"igarch11__normal__w1000_r5": 0.9735115367962406,21780"igarch11__skewt__w1000_r5": 1.0971867649837717,21781"igarch11__t__w1000_r5": 1.1048359371422,21782"loghar_rv__empirical__w1000_r5": 0.8198414398881713,21783"msgarch2__normal__w1000_r5": 0.9199958924676258,21784"msgarch2__t__w1000_r5": 0.8906296419387226,21785"nagarch11__ged__w1000_r5": 1.030526336438442,21786"nagarch11__normal__w1000_r5": 1.030649383495361,21787"nagarch11__skewt__w1000_r5": 1.0267271690010775,21788"nagarch11__t__w1000_r5": 1.0172281530646725,21789"qgarch11__ged__w1000_r5": 0.978144103355151,21790"qgarch11__normal__w1000_r5": 0.9975391259187678,21791"qgarch11__skewt__w1000_r5": 0.9553985318702242,21792"qgarch11__t__w1000_r5": 0.9552610819090877,21793"realgarch11__normal__w1000_r5": 0.8781362610463066,21794"realgarch11__t__w1000_r5": 3.8684364273828553,21795"rm2006__normal__w1000_r5": 0.9551949236141415,21796"rm_rw__empirical__w1000_r5": 1.4332843525552572,21797"tarch11__ged__w1000_r5": 0.9752499867202297,21798"tarch11__normal__w1000_r5": 0.9235186505564583,21799"tarch11__skewt__w1000_r5": 0.9713772824996258,21800"tarch11__t__w1000_r5": 0.974157944491307721801},21802"rv5ss_scaled|qlike|1": {21803"aparch11__ged__w1000_r5": 2.011668414018448,21804"aparch11__normal__w1000_r5": 2.1198809575376574,21805"aparch11__skewt__w1000_r5": 4.451687414369414,21806"aparch11__t__w1000_r5": 3.917633409390439,21807"arch5__ged__w1000_r5": 1.0547457054271494,21808"arch5__normal__w1000_r5": 1.0868852453170494,21809"arch5__skewt__w1000_r5": 1.037887682300864,21810"arch5__t__w1000_r5": 1.0390141021566304,21811"avgarch11__ged__w1000_r5": 0.9760618503726576,21812"avgarch11__normal__w1000_r5": 0.9619542432514508,21813"avgarch11__skewt__w1000_r5": 0.977959461742985,21814"avgarch11__t__w1000_r5": 0.9793680232639572,21815"cgarch11__ged__w1000_r5": 0.9096939526872478,21816"cgarch11__normal__w1000_r5": 0.9373529166860148,21817"cgarch11__skewt__w1000_r5": 0.8993056787699559,21818"cgarch11__t__w1000_r5": 0.9006209048597871,21819"constvar__normal__w1000_r5": 1.3547334867661431,21820"egarch11__ged__w1000_r5": 1.793593938382213,21821"egarch11__normal__w1000_r5": 133192.3936375179,21822"egarch11__skewt__w1000_r5": 1.489823156170204,21823"egarch11__t__w1000_r5": 1.064749609758665,21824"ewma094__normal__w1000_r5": 0.8719996190358686,21825"figarch11__ged__w1000_r5": 0.876097981329677,21826"figarch11__normal__w1000_r5": 0.8929444470658067,21827"figarch11__skewt__w1000_r5": 0.8693576100905012,21828"figarch11__t__w1000_r5": 0.8705462900026651,21829"garch11__ged__w1000_r5": 0.9567809040453225,21830"garch11__normal__w1000_r5": 1.0,21831"garch11__skewt__w1000_r5": 0.9464003772612966,21832"garch11__t__w1000_r5": 0.949124489259367,21833"garch12__ged__w1000_r5": 0.9635009253934885,21834"garch12__normal__w1000_r5": 0.9642213264397966,21835"garch12__skewt__w1000_r5": 0.9379944802227271,21836"garch12__t__w1000_r5": 0.9391320283100206,21837"garch21__ged__w1000_r5": 0.963365525088422,21838"garch21__normal__w1000_r5": 0.9922801808681888,21839"garch21__skewt__w1000_r5": 0.9494184785768818,21840"garch21__t__w1000_r5": 0.9514326289846136,21841"garchm11__ged__w1000_r5": 0.9684658457113046,21842"garchm11__normal__w1000_r5": 1.0043870215653743,21843"garchm11__skewt__w1000_r5": 0.9577618647676848,21844"garchm11__t__w1000_r5": 0.9583426458014396,21845"garchx_rv11__normal__w1000_r5": 0.6926811938781166,21846"garchx_rv11__t__w1000_r5": 0.6667901258625843,21847"gas_t11__t__w1000_r5": 0.9903742493242494,21848"gjr11__ged__w1000_r5": 1.1247660277499212,21849"gjr11__normal__w1000_r5": 1.126937464379099,21850"gjr11__skewt__w1000_r5": 1.1263617151841647,21851"gjr11__t__w1000_r5": 1.1253867042407577,21852"har_rv__empirical__w1000_r5": 0.6874762214122083,21853"heavy11__normal__w1000_r5": 0.6924938594707742,21854"heavy11__t__w1000_r5": 0.6774856947606296,21855"histvar22__empirical__w1000_r5": 1.0869451017959073,21856"histvar252__empirical__w1000_r5": 1.2146669893885524,21857"histvar66__empirical__w1000_r5": 1.0974895573464474,21858"igarch11__ged__w1000_r5": 0.9812568060138873,21859"igarch11__normal__w1000_r5": 0.9891228283805762,21860"igarch11__skewt__w1000_r5": 0.9861538678846228,21861"igarch11__t__w1000_r5": 0.9841808896578917,21862"loghar_rv__empirical__w1000_r5": 0.6747106945235649,21863"msgarch2__normal__w1000_r5": 0.9257297904372993,21864"msgarch2__t__w1000_r5": 0.8711009304873992,21865"nagarch11__ged__w1000_r5": 1.5974522842806864,21866"nagarch11__normal__w1000_r5": 1.875054835550961,21867"nagarch11__skewt__w1000_r5": 2.4241418842687406,21868"nagarch11__t__w1000_r5": 1.566449430613748,21869"qgarch11__ged__w1000_r5": 1.0299489738607646,21870"qgarch11__normal__w1000_r5": 1.070368189593002,21871"qgarch11__skewt__w1000_r5": 1.0116832192937781,21872"qgarch11__t__w1000_r5": 1.0115248941288728,21873"realgarch11__normal__w1000_r5": 0.7374269401941128,21874"realgarch11__t__w1000_r5": 0.7708776930480592,21875"rm2006__normal__w1000_r5": 0.8190539706174947,21876"rm_rw__empirical__w1000_r5": 0.8773285274594488,21877"tarch11__ged__w1000_r5": 1.1453145639366438,21878"tarch11__normal__w1000_r5": 1.1264166609857402,21879"tarch11__skewt__w1000_r5": 1.1510238972872613,21880"tarch11__t__w1000_r5": 1.153017105656590821881},21882"rv5ss_scaled|qlike|5": {21883"aparch11__ged__w1000_r5": 2.2197018445406678,21884"aparch11__normal__w1000_r5": 2.1798810138819156,21885"aparch11__skewt__w1000_r5": 5.908701653773444,21886"aparch11__t__w1000_r5": 5.141000177758072,21887"arch5__ged__w1000_r5": 1.0653792503583892,21888"arch5__normal__w1000_r5": 1.0643232666924647,21889"arch5__skewt__w1000_r5": 1.0634313155917163,21890"arch5__t__w1000_r5": 1.0648711895762235,21891"avgarch11__ged__w1000_r5": 0.9870183483970241,21892"avgarch11__normal__w1000_r5": 0.9625919211237574,21893"avgarch11__skewt__w1000_r5": 0.9961612045887108,21894"avgarch11__t__w1000_r5": 0.9972523754108547,21895"cgarch11__ged__w1000_r5": 0.9281150405897021,21896"cgarch11__normal__w1000_r5": 0.9515799718292733,21897"cgarch11__skewt__w1000_r5": 0.927337231959566,21898"cgarch11__t__w1000_r5": 0.9298208160061944,21899"constvar__normal__w1000_r5": 1.2198177116476163,21900"egarch11__ged__w1000_r5": 1.6594183700796126,21901"egarch11__normal__w1000_r5": 559403.2094664898,21902"egarch11__skewt__w1000_r5": 2.0862083969792313,21903"egarch11__t__w1000_r5": 1.031236461906336,21904"ewma094__normal__w1000_r5": 0.8542975456300033,21905"figarch11__ged__w1000_r5": 0.8876997845838162,21906"figarch11__normal__w1000_r5": 0.9005494184753406,21907"figarch11__skewt__w1000_r5": 0.8884528934883851,21908"figarch11__t__w1000_r5": 0.8900398607867717,21909"garch11__ged__w1000_r5": 0.967173530947048,21910"garch11__normal__w1000_r5": 1.0,21911"garch11__skewt__w1000_r5": 0.9633896027769182,21912"garch11__t__w1000_r5": 0.9660481188014828,21913"garch12__ged__w1000_r5": 0.979066606212483,21914"garch12__normal__w1000_r5": 0.946876008741019,21915"garch12__skewt__w1000_r5": 0.9596683436597626,21916"garch12__t__w1000_r5": 0.9613443960040429,21917"garch21__ged__w1000_r5": 0.9733454300254205,21918"garch21__normal__w1000_r5": 0.9961577412963268,21919"garch21__skewt__w1000_r5": 0.9850924155953724,21920"garch21__t__w1000_r5": 0.9883507305597744,21921"garchm11__ged__w1000_r5": 0.968320893947383,21922"garchm11__normal__w1000_r5": 1.0022541860137635,21923"garchm11__skewt__w1000_r5": 0.9633984825998299,21924"garchm11__t__w1000_r5": 0.9645347065062339,21925"garchx_rv11__normal__w1000_r5": 0.7149652105400234,21926"garchx_rv11__t__w1000_r5": 0.6868405532175613,21927"gas_t11__t__w1000_r5": 0.9673480646723739,21928"gjr11__ged__w1000_r5": 1.1241262558539504,21929"gjr11__normal__w1000_r5": 1.11230832385182,21930"gjr11__skewt__w1000_r5": 1.1275678502931692,21931"gjr11__t__w1000_r5": 1.127442755440667,21932"har_rv__empirical__w1000_r5": 0.6842669705926486,21933"heavy11__normal__w1000_r5": 0.7090037850213008,21934"heavy11__t__w1000_r5": 0.6952132795564856,21935"histvar22__empirical__w1000_r5": 1.117218396424518,21936"histvar252__empirical__w1000_r5": 1.0956194261332417,21937"histvar66__empirical__w1000_r5": 1.0421950028455462,21938"igarch11__ged__w1000_r5": 0.9665536111062641,21939"igarch11__normal__w1000_r5": 0.9552729763259464,21940"igarch11__skewt__w1000_r5": 0.9790996476559906,21941"igarch11__t__w1000_r5": 0.9796789480215001,21942"loghar_rv__empirical__w1000_r5": 0.6673335957846726,21943"msgarch2__normal__w1000_r5": 0.9323865693549861,21944"msgarch2__t__w1000_r5": 0.8795194335415613,21945"nagarch11__ged__w1000_r5": 1.45540023578331,21946"nagarch11__normal__w1000_r5": 1.527255646709133,21947"nagarch11__skewt__w1000_r5": 1.7498995920790348,21948"nagarch11__t__w1000_r5": 1.443438795030793,21949"qgarch11__ged__w1000_r5": 1.0458656991365172,21950"qgarch11__normal__w1000_r5": 1.0753431964140763,21951"qgarch11__skewt__w1000_r5": 1.0292143180477022,21952"qgarch11__t__w1000_r5": 1.029518617408884,21953"realgarch11__normal__w1000_r5": 0.7480221531642094,21954"realgarch11__t__w1000_r5": 2.1126784835714654,21955"rm2006__normal__w1000_r5": 0.8011172896712122,21956"rm_rw__empirical__w1000_r5": 0.911302498671334,21957"tarch11__ged__w1000_r5": 1.1509838256756215,21958"tarch11__normal__w1000_r5": 1.1042830398680203,21959"tarch11__skewt__w1000_r5": 1.1610590612555798,21960"tarch11__t__w1000_r5": 1.162951830185542221961},21962"rv5ss_scaled|qlike|22": {21963"aparch11__ged__w1000_r5": 2.5040607278965386,21964"aparch11__normal__w1000_r5": 2.3287883200789854,21965"aparch11__skewt__w1000_r5": 8.01907152322033,21966"aparch11__t__w1000_r5": 7.501763476765382,21967"arch5__ged__w1000_r5": 1.0235821534535827,21968"arch5__normal__w1000_r5": 1.0342025855100478,21969"arch5__skewt__w1000_r5": 1.0153534532652748,21970"arch5__t__w1000_r5": 1.0163956348899281,21971"avgarch11__ged__w1000_r5": 0.9585319651093553,21972"avgarch11__normal__w1000_r5": 0.9555878802026622,21973"avgarch11__skewt__w1000_r5": 0.9618899492694506,21974"avgarch11__t__w1000_r5": 0.9653611793427962,21975"cgarch11__ged__w1000_r5": 0.9347215134102783,21976"cgarch11__normal__w1000_r5": 1.006133435544975,21977"cgarch11__skewt__w1000_r5": 0.9445669643937449,21978"cgarch11__t__w1000_r5": 0.9477334771080603,21979"constvar__normal__w1000_r5": 1.0882115211761152,21980"egarch11__ged__w1000_r5": 1.4345867139372352,21981"egarch11__normal__w1000_r5": 4522386.771167816,21982"egarch11__skewt__w1000_r5": 3.9290576660854364,21983"egarch11__t__w1000_r5": 1.0323237203951598,21984"ewma094__normal__w1000_r5": 0.9946255569977268,21985"figarch11__ged__w1000_r5": 0.8707751629554241,21986"figarch11__normal__w1000_r5": 0.8863691284589796,21987"figarch11__skewt__w1000_r5": 0.8761245557887687,21988"figarch11__t__w1000_r5": 0.8776606408117641,21989"garch11__ged__w1000_r5": 0.9589885929363715,21990"garch11__normal__w1000_r5": 1.0,21991"garch11__skewt__w1000_r5": 0.9593109596971007,21992"garch11__t__w1000_r5": 0.9622840195487197,21993"garch12__ged__w1000_r5": 0.9657368991390425,21994"garch12__normal__w1000_r5": 0.9914193261418588,21995"garch12__skewt__w1000_r5": 0.9524827776465604,21996"garch12__t__w1000_r5": 0.954916268840914,21997"garch21__ged__w1000_r5": 0.9586093121318817,21998"garch21__normal__w1000_r5": 0.9931661581473864,21999"garch21__skewt__w1000_r5": 0.9619810503634598,22000"garch21__t__w1000_r5": 0.9667498797897679,22001"garchm11__ged__w1000_r5": 0.9444211604739203,22002"garchm11__normal__w1000_r5": 1.002383515873983,22003"garchm11__skewt__w1000_r5": 0.9471405674300261,22004"garchm11__t__w1000_r5": 0.9478285534072501,22005"garchx_rv11__normal__w1000_r5": 0.9022608213524789,22006"garchx_rv11__t__w1000_r5": 0.836618078160685,22007"gas_t11__t__w1000_r5": 0.9632917155090962,22008"gjr11__ged__w1000_r5": 1.0499824793358514,22009"gjr11__normal__w1000_r5": 1.0444363360972726,22010"gjr11__skewt__w1000_r5": 1.0550169050058493,22011"gjr11__t__w1000_r5": 1.056934933612262,22012"har_rv__empirical__w1000_r5": 0.8362123493739221,22013"heavy11__normal__w1000_r5": 0.8902845285831169,22014"heavy11__t__w1000_r5": 0.8398291602986302,22015"histvar22__empirical__w1000_r5": 1.465538128767223,22016"histvar252__empirical__w1000_r5": 1.0245936615955666,22017"histvar66__empirical__w1000_r5": 1.082778560615396,22018"igarch11__ged__w1000_r5": 1.0946946137447702,22019"igarch11__normal__w1000_r5": 1.0314790690318367,22020"igarch11__skewt__w1000_r5": 1.1928186695198009,22021"igarch11__t__w1000_r5": 1.2034867037693986,22022"loghar_rv__empirical__w1000_r5": 0.7909277078764823,22023"msgarch2__normal__w1000_r5": 0.9682271127134495,22024"msgarch2__t__w1000_r5": 0.8944196684494913,22025"nagarch11__ged__w1000_r5": 1.1789197123828228,22026"nagarch11__normal__w1000_r5": 1.2599444048197566,22027"nagarch11__skewt__w1000_r5": 1.2306574890510729,22028"nagarch11__t__w1000_r5": 1.1904763079961953,22029"qgarch11__ged__w1000_r5": 0.9977190169550367,22030"qgarch11__normal__w1000_r5": 1.0297060547206183,22031"qgarch11__skewt__w1000_r5": 0.9894726282093045,22032"qgarch11__t__w1000_r5": 0.9901794910592224,22033"realgarch11__normal__w1000_r5": 0.871274966101974,22034"realgarch11__t__w1000_r5": 5.381088891631555,22035"rm2006__normal__w1000_r5": 0.893087760754119,22036"rm_rw__empirical__w1000_r5": 1.3861914681650218,22037"tarch11__ged__w1000_r5": 1.0487001009206918,22038"tarch11__normal__w1000_r5": 1.0190689632729004,22039"tarch11__skewt__w1000_r5": 1.0562140234466557,22040"tarch11__t__w1000_r5": 1.064361215382157622041}22042},22043"tailrisk": {22044"aparch11__ged__w1000_r5": {22045"0.01": {22046"n": 2794,22047"hit_rate": 0.01395848246241947,22048"kupiec_p": 0.0472220014995546,22049"cc_p": 0.008281533871862722,22050"dq_p": 0.0012920628186355088,22051"fz0_mean": 1.8132616384667954,22052"es_shortfall_ratio": 1.193038941228889822053},22054"0.05": {22055"n": 2794,22056"hit_rate": 0.04509663564781675,22057"kupiec_p": 0.2268792466353136,22058"cc_p": 0.3029221308839591,22059"dq_p": 0.5602825833793887,22060"fz0_mean": 1.2727896664092446,22061"es_shortfall_ratio": 1.134844946484906222062}22063},22064"aparch11__normal__w1000_r5": {22065"0.01": {22066"n": 2794,22067"hit_rate": 0.01789549033643522,22068"kupiec_p": 0.0001598255245750737,22069"cc_p": 0.00015970851569067505,22070"dq_p": 5.03797380939374e-05,22071"fz0_mean": 1.8875437213173518,22072"es_shortfall_ratio": 1.229356170882077722073},22074"0.05": {22075"n": 2794,22076"hit_rate": 0.046528274874731566,22077"kupiec_p": 0.3944849212225291,22078"cc_p": 0.5071782037099054,22079"dq_p": 0.6963597612432947,22080"fz0_mean": 1.294366899982042,22081"es_shortfall_ratio": 1.189579171636409722082}22083},22084"aparch11__skewt__w1000_r5": {22085"0.01": {22086"n": 2794,22087"hit_rate": 0.015748031496062992,22088"kupiec_p": 0.004843696964656819,22089"cc_p": 1.3088721292370926e-09,22090"dq_p": 1.7067393937957105e-46,22091"fz0_mean": 8452804220433.066,22092"es_shortfall_ratio": -7.298334826436166e-0522093},22094"0.05": {22095"n": 2794,22096"hit_rate": 0.05511811023622047,22097"kupiec_p": 0.22168607603475748,22098"cc_p": 0.0006531567287205269,22099"dq_p": 1.8236303205503905e-07,22100"fz0_mean": 1622281979727.0393,22101"es_shortfall_ratio": -0.0001899426129692908822102}22103},22104"aparch11__t__w1000_r5": {22105"0.01": {22106"n": 2794,22107"hit_rate": 0.015390121689334287,22108"kupiec_p": 0.007969790961395686,22109"cc_p": 1.321954936897007e-09,22110"dq_p": 1.7228701419696075e-47,22111"fz0_mean": 7278690059.376043,22112"es_shortfall_ratio": -0.0923347631956689422113},22114"0.05": {22115"n": 2794,22116"hit_rate": 0.05476020042949177,22117"kupiec_p": 0.25520289912259214,22118"cc_p": 0.010150962013715781,22119"dq_p": 0.0023253420929636075,22120"fz0_mean": 1498783751.0616555,22121"es_shortfall_ratio": -0.272926432563137622122}22123},22124"arch5__ged__w1000_r5": {22125"0.01": {22126"n": 2794,22127"hit_rate": 0.01395848246241947,22128"kupiec_p": 0.0472220014995546,22129"cc_p": 0.11925304580722884,22130"dq_p": 0.2552368966358347,22131"fz0_mean": 1.7449635591482155,22132"es_shortfall_ratio": 1.206701072509073922133},22134"0.05": {22135"n": 2794,22136"hit_rate": 0.051181102362204724,22137"kupiec_p": 0.775341168572572,22138"cc_p": 0.8343757279041828,22139"dq_p": 0.4911712452469127,22140"fz0_mean": 1.1950303058424092,22141"es_shortfall_ratio": 1.109084278679717722142}22143},22144"arch5__normal__w1000_r5": {22145"0.01": {22146"n": 2794,22147"hit_rate": 0.017537580529706515,22148"kupiec_p": 0.00029634971929739937,22149"cc_p": 0.0014187823206643574,22150"dq_p": 0.0019817351802612834,22151"fz0_mean": 1.8541120683049523,22152"es_shortfall_ratio": 1.27213489604811322153},22154"0.05": {22155"n": 2794,22156"hit_rate": 0.051181102362204724,22157"kupiec_p": 0.775341168572572,22158"cc_p": 0.8343757279041828,22159"dq_p": 0.32303134596764216,22160"fz0_mean": 1.2073483626895485,22161"es_shortfall_ratio": 1.184143419061378422162}22163},22164"arch5__skewt__w1000_r5": {22165"0.01": {22166"n": 2794,22167"hit_rate": 0.014316392269148175,22168"kupiec_p": 0.031266577032603604,22169"cc_p": 0.0859676404652547,22170"dq_p": 0.2853511295471172,22171"fz0_mean": 1.7268629260697819,22172"es_shortfall_ratio": 1.112121660218558422173},22174"0.05": {22175"n": 2794,22176"hit_rate": 0.05511811023622047,22177"kupiec_p": 0.22168607603475748,22178"cc_p": 0.30181226655130067,22179"dq_p": 0.37776677023973415,22180"fz0_mean": 1.198723823424857,22181"es_shortfall_ratio": 1.079520710764357822182}22183},22184"arch5__t__w1000_r5": {22185"0.01": {22186"n": 2794,22187"hit_rate": 0.01467430207587688,22188"kupiec_p": 0.020254760294167447,22189"cc_p": 0.06029798566852729,22190"dq_p": 0.23378061274530354,22191"fz0_mean": 1.7199598837319097,22192"es_shortfall_ratio": 1.099118845077016222193},22194"0.05": {22195"n": 2794,22196"hit_rate": 0.05404438081603436,22197"kupiec_p": 0.3326609231288594,22198"cc_p": 0.44093688985430024,22199"dq_p": 0.4683005700859989,22200"fz0_mean": 1.196494171929579,22201"es_shortfall_ratio": 1.083290572343070822202}22203},22204"avgarch11__ged__w1000_r5": {22205"0.01": {22206"n": 2794,22207"hit_rate": 0.012884753042233358,22208"kupiec_p": 0.14232878703410057,22209"cc_p": 0.2681179749463007,22210"dq_p": 0.40795127483128757,22211"fz0_mean": 1.7016074004999773,22212"es_shortfall_ratio": 1.186436702789010422213},22214"0.05": {22215"n": 2794,22216"hit_rate": 0.047602004294917684,22217"kupiec_p": 0.5578197590444232,22218"cc_p": 0.8111787652919333,22219"dq_p": 0.7197100130974776,22220"fz0_mean": 1.1813509212027706,22221"es_shortfall_ratio": 1.09634912272833722222}22223},22224"avgarch11__normal__w1000_r5": {22225"0.01": {22226"n": 2794,22227"hit_rate": 0.017537580529706515,22228"kupiec_p": 0.00029634971929739937,22229"cc_p": 0.0014187823206643574,22230"dq_p": 0.006479388801070208,22231"fz0_mean": 1.770247875083206,22232"es_shortfall_ratio": 1.2227698109959622233},22234"0.05": {22235"n": 2794,22236"hit_rate": 0.048675733715103794,22237"kupiec_p": 0.7470486666900765,22238"cc_p": 0.9382680855512161,22239"dq_p": 0.4736564705230153,22240"fz0_mean": 1.1860042846747358,22241"es_shortfall_ratio": 1.167084365777679522242}22243},22244"avgarch11__skewt__w1000_r5": {22245"0.01": {22246"n": 2794,22247"hit_rate": 0.013242662848962061,22248"kupiec_p": 0.10077464329782126,22249"cc_p": 0.21076506359784736,22250"dq_p": 0.4172957419451237,22251"fz0_mean": 1.699223843512404,22252"es_shortfall_ratio": 1.09860857016345622253},22254"0.05": {22255"n": 2794,22256"hit_rate": 0.051181102362204724,22257"kupiec_p": 0.775341168572572,22258"cc_p": 0.9279993838984589,22259"dq_p": 0.7015535712891072,22260"fz0_mean": 1.1838285999213933,22261"es_shortfall_ratio": 1.07042112706674722262}22263},22264"avgarch11__t__w1000_r5": {22265"0.01": {22266"n": 2794,22267"hit_rate": 0.013242662848962061,22268"kupiec_p": 0.10077464329782126,22269"cc_p": 0.21076506359784736,22270"dq_p": 0.40182805937347843,22271"fz0_mean": 1.69185772912711,22272"es_shortfall_ratio": 1.098436702475870322273},22274"0.05": {22275"n": 2794,22276"hit_rate": 0.05153901216893343,22277"kupiec_p": 0.7102900494613683,22278"cc_p": 0.9109593069632125,22279"dq_p": 0.7262275484005389,22280"fz0_mean": 1.1821527286987212,22281"es_shortfall_ratio": 1.066991900040460922282}22283},22284"cgarch11__ged__w1000_r5": {22285"0.01": {22286"n": 2794,22287"hit_rate": 0.012884753042233358,22288"kupiec_p": 0.14232878703410057,22289"cc_p": 0.2681179749463007,22290"dq_p": 0.44587030467871247,22291"fz0_mean": 1.6763771582740972,22292"es_shortfall_ratio": 1.166621567879570822293},22294"0.05": {22295"n": 2794,22296"hit_rate": 0.045454545454545456,22297"kupiec_p": 0.26319310157751113,22298"cc_p": 0.5038525126132039,22299"dq_p": 0.5402661981046717,22300"fz0_mean": 1.1785621414549925,22301"es_shortfall_ratio": 1.09754092195964122302}22303},22304"cgarch11__normal__w1000_r5": {22305"0.01": {22306"n": 2794,22307"hit_rate": 0.015748031496062992,22308"kupiec_p": 0.004843696964656819,22309"cc_p": 0.017769068041019496,22310"dq_p": 0.04053673308258352,22311"fz0_mean": 1.7379046854828346,22312"es_shortfall_ratio": 1.235635782336764522313},22314"0.05": {22315"n": 2794,22316"hit_rate": 0.045454545454545456,22317"kupiec_p": 0.26319310157751113,22318"cc_p": 0.5038525126132039,22319"dq_p": 0.5399386158677628,22320"fz0_mean": 1.1864253968258702,22321"es_shortfall_ratio": 1.158446761290371722322}22323},22324"cgarch11__skewt__w1000_r5": {22325"0.01": {22326"n": 2794,22327"hit_rate": 0.012526843235504653,22328"kupiec_p": 0.19649382124340217,22329"cc_p": 0.3308397636878093,22330"dq_p": 0.4494703323871637,22331"fz0_mean": 1.6705688630624898,22332"es_shortfall_ratio": 1.112981121157413222333},22334"0.05": {22335"n": 2794,22336"hit_rate": 0.048317823908375086,22337"kupiec_p": 0.6816756169821856,22338"cc_p": 0.7432964023208584,22339"dq_p": 0.7076053951790666,22340"fz0_mean": 1.1770581965962998,22341"es_shortfall_ratio": 1.072346364849910322342}22343},22344"cgarch11__t__w1000_r5": {22345"0.01": {22346"n": 2794,22347"hit_rate": 0.012168933428775949,22348"kupiec_p": 0.2651310082005471,22349"cc_p": 0.3956297583970948,22350"dq_p": 0.5381358026828071,22351"fz0_mean": 1.668272674312223,22352"es_shortfall_ratio": 1.121362883567450322353},22354"0.05": {22355"n": 2794,22356"hit_rate": 0.048317823908375086,22357"kupiec_p": 0.6816756169821856,22358"cc_p": 0.7432964023208584,22359"dq_p": 0.6958736125866631,22360"fz0_mean": 1.1760679191391634,22361"es_shortfall_ratio": 1.0746454866646822362}22363},22364"constvar__normal__w1000_r5": {22365"0.01": {22366"n": 2794,22367"hit_rate": 0.019327129563350035,22368"kupiec_p": 1.1228342610066726e-05,22369"cc_p": 4.87351564943042e-06,22370"dq_p": 8.112374647797342e-09,22371"fz0_mean": 1.858778498013442,22372"es_shortfall_ratio": 1.245681044259575622373},22374"0.05": {22375"n": 2794,22376"hit_rate": 0.05153901216893343,22377"kupiec_p": 0.7102900494613683,22378"cc_p": 0.5934668984466741,22379"dq_p": 0.012542629183693277,22380"fz0_mean": 1.2223993713693728,22381"es_shortfall_ratio": 1.192533583051513822382}22383},22384"egarch11__ged__w1000_r5": {22385"0.01": {22386"n": 2794,22387"hit_rate": 0.013242662848962061,22388"kupiec_p": 0.10077464329782126,22389"cc_p": 0.21076506359784736,22390"dq_p": 0.43967726507198135,22391"fz0_mean": 1.7400930862513848,22392"es_shortfall_ratio": 1.191225045450606622393},22394"0.05": {22395"n": 2794,22396"hit_rate": 0.046170365068002865,22397"kupiec_p": 0.34700440484316675,22398"cc_p": 0.5842304526857556,22399"dq_p": 0.39050987770202766,22400"fz0_mean": 1.2121215642561205,22401"es_shortfall_ratio": 1.116624326888650922402}22403},22404"egarch11__normal__w1000_r5": {22405"0.01": {22406"n": 2789,22407"hit_rate": 0.017569021154535677,22408"kupiec_p": 0.00028447974024534427,22409"cc_p": 0.001365832165244481,22410"dq_p": 0.003477232854130414,22411"fz0_mean": 2.898180233992746,22412"es_shortfall_ratio": 1.258118118343600522413},22414"0.05": {22415"n": 2789,22416"hit_rate": 0.04625313732520617,22417"kupiec_p": 0.3580889402543469,22418"cc_p": 0.5971900580840664,22419"dq_p": 0.29026907315092587,22420"fz0_mean": 1.4436380004861977,22421"es_shortfall_ratio": 1.191293320437959222422}22423},22424"egarch11__skewt__w1000_r5": {22425"0.01": {22426"n": 2764,22427"hit_rate": 0.013024602026049204,22428"kupiec_p": 0.1267452342937487,22429"cc_p": 0.24657788091477345,22430"dq_p": 0.47844425557570147,22431"fz0_mean": 1.7448710276618298,22432"es_shortfall_ratio": 1.113122806077869722433},22434"0.05": {22435"n": 2764,22436"hit_rate": 0.049927641099855286,22437"kupiec_p": 0.9860706305519847,22438"cc_p": 0.7198470602677551,22439"dq_p": 0.39071532208958315,22440"fz0_mean": 1.2346780575801204,22441"es_shortfall_ratio": 1.083950310075061822442}22443},22444"egarch11__t__w1000_r5": {22445"0.01": {22446"n": 2779,22447"hit_rate": 0.012594458438287154,22448"kupiec_p": 0.18638810191499083,22449"cc_p": 0.3192201005701054,22450"dq_p": 0.5333432959560982,22451"fz0_mean": 1.6934532974891086,22452"es_shortfall_ratio": 1.117336702248440222453},22454"0.05": {22455"n": 2779,22456"hit_rate": 0.05073767542281396,22457"kupiec_p": 0.8587113293812554,22458"cc_p": 0.7700197486697961,22459"dq_p": 0.34995397796175964,22460"fz0_mean": 1.1892628521478128,22461"es_shortfall_ratio": 1.075162662840784922462}22463},22464"ewma094__normal__w1000_r5": {22465"0.01": {22466"n": 2794,22467"hit_rate": 0.017537580529706515,22468"kupiec_p": 0.00029634971929739937,22469"cc_p": 0.0014187823206643574,22470"dq_p": 0.0018155964605258504,22471"fz0_mean": 1.7501703661979529,22472"es_shortfall_ratio": 1.230710708787493622473},22474"0.05": {22475"n": 2794,22476"hit_rate": 0.049749463135289905,22477"kupiec_p": 0.9515097206001034,22478"cc_p": 0.9125174685506774,22479"dq_p": 0.21442769338117343,22480"fz0_mean": 1.1861523757135857,22481"es_shortfall_ratio": 1.17240054365622482}22483},22484"figarch11__ged__w1000_r5": {22485"0.01": {22486"n": 2794,22487"hit_rate": 0.012526843235504653,22488"kupiec_p": 0.19649382124340217,22489"cc_p": 0.3308397636878093,22490"dq_p": 0.5069798862336861,22491"fz0_mean": 1.6721825375396764,22492"es_shortfall_ratio": 1.177784219615095622493},22494"0.05": {22495"n": 2794,22496"hit_rate": 0.04581245526127416,22497"kupiec_p": 0.30322779581880793,22498"cc_p": 0.5876406853953746,22499"dq_p": 0.8285720459209038,22500"fz0_mean": 1.1772760068738235,22501"es_shortfall_ratio": 1.10293483385371422502}22503},22504"figarch11__normal__w1000_r5": {22505"0.01": {22506"n": 2794,22507"hit_rate": 0.016105941302791697,22508"kupiec_p": 0.0028835595847670164,22509"cc_p": 0.011241330181251846,22510"dq_p": 0.03291349647994778,22511"fz0_mean": 1.7475281519590353,22512"es_shortfall_ratio": 1.243434869804477722513},22514"0.05": {22515"n": 2794,22516"hit_rate": 0.046528274874731566,22517"kupiec_p": 0.3944849212225291,22518"cc_p": 0.6957450318964469,22519"dq_p": 0.7922698920155394,22520"fz0_mean": 1.1852704442675974,22521"es_shortfall_ratio": 1.171130438351765122522}22523},22524"figarch11__skewt__w1000_r5": {22525"0.01": {22526"n": 2794,22527"hit_rate": 0.012884753042233358,22528"kupiec_p": 0.14232878703410057,22529"cc_p": 0.2681179749463007,22530"dq_p": 0.48363567109158245,22531"fz0_mean": 1.6612380417752388,22532"es_shortfall_ratio": 1.096342230843276422533},22534"0.05": {22535"n": 2794,22536"hit_rate": 0.049749463135289905,22537"kupiec_p": 0.9515097206001034,22538"cc_p": 0.9304127448131535,22539"dq_p": 0.9428321874360928,22540"fz0_mean": 1.1768633071545187,22541"es_shortfall_ratio": 1.07079399830424822542}22543},22544"figarch11__t__w1000_r5": {22545"0.01": {22546"n": 2794,22547"hit_rate": 0.012526843235504653,22548"kupiec_p": 0.19649382124340217,22549"cc_p": 0.3308397636878093,22550"dq_p": 0.5403076538479747,22551"fz0_mean": 1.6551757493224886,22552"es_shortfall_ratio": 1.103983792057781722553},22554"0.05": {22555"n": 2794,22556"hit_rate": 0.049749463135289905,22557"kupiec_p": 0.9515097206001034,22558"cc_p": 0.9304127448131535,22559"dq_p": 0.9513588935149095,22560"fz0_mean": 1.1748662054796826,22561"es_shortfall_ratio": 1.071766460390853722562}22563},22564"garch11__ged__w1000_r5": {22565"0.01": {22566"n": 2794,22567"hit_rate": 0.012526843235504653,22568"kupiec_p": 0.19649382124340217,22569"cc_p": 0.3308397636878093,22570"dq_p": 0.5052015440074777,22571"fz0_mean": 1.6897756708302492,22572"es_shortfall_ratio": 1.190200610476105122573},22574"0.05": {22575"n": 2794,22576"hit_rate": 0.047244094488188976,22577"kupiec_p": 0.5000901812213345,22578"cc_p": 0.7582014824071852,22579"dq_p": 0.6537834012122943,22580"fz0_mean": 1.1833000880593114,22581"es_shortfall_ratio": 1.10215688683196322582}22583},22584"garch11__normal__w1000_r5": {22585"0.01": {22586"n": 2794,22587"hit_rate": 0.01825340014316392,22588"kupiec_p": 8.458513572218533e-05,22589"cc_p": 0.00043986455341609056,22590"dq_p": 0.0007071641599886726,22591"fz0_mean": 1.774959576717149,22592"es_shortfall_ratio": 1.206624125845887222593},22594"0.05": {22595"n": 2794,22596"hit_rate": 0.046886184681460275,22597"kupiec_p": 0.4455686196271389,22598"cc_p": 0.5627137732771756,22599"dq_p": 0.29313048915438855,22600"fz0_mean": 1.2017047825669684,22601"es_shortfall_ratio": 1.18484719895384922602}22603},22604"garch11__skewt__w1000_r5": {22605"0.01": {22606"n": 2794,22607"hit_rate": 0.012526843235504653,22608"kupiec_p": 0.19649382124340217,22609"cc_p": 0.3308397636878093,22610"dq_p": 0.48312863104839554,22611"fz0_mean": 1.682533536625288,22612"es_shortfall_ratio": 1.114293451413393822613},22614"0.05": {22615"n": 2794,22616"hit_rate": 0.05010737294201861,22617"kupiec_p": 0.9792315009265949,22618"cc_p": 0.9290650889484278,22619"dq_p": 0.8535875445558392,22620"fz0_mean": 1.1838371935806626,22621"es_shortfall_ratio": 1.074142902283422422622}22623},22624"garch11__t__w1000_r5": {22625"0.01": {22626"n": 2794,22627"hit_rate": 0.012526843235504653,22628"kupiec_p": 0.19649382124340217,22629"cc_p": 0.3308397636878093,22630"dq_p": 0.5027049018611778,22631"fz0_mean": 1.6763805670227756,22632"es_shortfall_ratio": 1.110968615306456422633},22634"0.05": {22635"n": 2794,22636"hit_rate": 0.050465282748747314,22637"kupiec_p": 0.9102841707539484,22638"cc_p": 0.9372331058501062,22639"dq_p": 0.9038526977452189,22640"fz0_mean": 1.182104126826505,22641"es_shortfall_ratio": 1.071532834590922522642}22643},22644"garch12__ged__w1000_r5": {22645"0.01": {22646"n": 2794,22647"hit_rate": 0.012526843235504653,22648"kupiec_p": 0.19649382124340217,22649"cc_p": 0.3308397636878093,22650"dq_p": 0.49601061626556797,22651"fz0_mean": 1.6918059870942044,22652"es_shortfall_ratio": 1.18968508048191922653},22654"0.05": {22655"n": 2794,22656"hit_rate": 0.046528274874731566,22657"kupiec_p": 0.3944849212225291,22658"cc_p": 0.6258264431708593,22659"dq_p": 0.5942841169928819,22660"fz0_mean": 1.1849847785478158,22661"es_shortfall_ratio": 1.106708969054470222662}22663},22664"garch12__normal__w1000_r5": {22665"0.01": {22666"n": 2794,22667"hit_rate": 0.01825340014316392,22668"kupiec_p": 8.458513572218533e-05,22669"cc_p": 0.00027201532590479384,22670"dq_p": 0.00024147114007647943,22671"fz0_mean": 1.7565035987605793,22672"es_shortfall_ratio": 1.199009623516363622673},22674"0.05": {22675"n": 2794,22676"hit_rate": 0.046886184681460275,22677"kupiec_p": 0.4455686196271389,22678"cc_p": 0.7461502311541149,22679"dq_p": 0.4564822356683208,22680"fz0_mean": 1.1974874299402178,22681"es_shortfall_ratio": 1.175245889216092622682}22683},22684"garch12__skewt__w1000_r5": {22685"0.01": {22686"n": 2794,22687"hit_rate": 0.012526843235504653,22688"kupiec_p": 0.19649382124340217,22689"cc_p": 0.3308397636878093,22690"dq_p": 0.4803179542680428,22691"fz0_mean": 1.6833791371254574,22692"es_shortfall_ratio": 1.115131351245754422693},22694"0.05": {22695"n": 2794,22696"hit_rate": 0.05010737294201861,22697"kupiec_p": 0.9792315009265949,22698"cc_p": 0.9996368995989785,22699"dq_p": 0.8885577455236675,22700"fz0_mean": 1.1843272698275262,22701"es_shortfall_ratio": 1.074662403820982722702}22703},22704"garch12__t__w1000_r5": {22705"0.01": {22706"n": 2794,22707"hit_rate": 0.012526843235504653,22708"kupiec_p": 0.19649382124340217,22709"cc_p": 0.3308397636878093,22710"dq_p": 0.5028416983462212,22711"fz0_mean": 1.6769472075304046,22712"es_shortfall_ratio": 1.111881736749524822713},22714"0.05": {22715"n": 2794,22716"hit_rate": 0.05010737294201861,22717"kupiec_p": 0.9792315009265949,22718"cc_p": 0.9996368995989785,22719"dq_p": 0.9057243996584533,22720"fz0_mean": 1.1819805764290394,22721"es_shortfall_ratio": 1.074690361348435822722}22723},22724"garch21__ged__w1000_r5": {22725"0.01": {22726"n": 2794,22727"hit_rate": 0.012526843235504653,22728"kupiec_p": 0.19649382124340217,22729"cc_p": 0.3308397636878093,22730"dq_p": 0.4919741920221975,22731"fz0_mean": 1.6978599697330874,22732"es_shortfall_ratio": 1.197213395652135122733},22734"0.05": {22735"n": 2794,22736"hit_rate": 0.046886184681460275,22737"kupiec_p": 0.4455686196271389,22738"cc_p": 0.7018952474967204,22739"dq_p": 0.6161274905646337,22740"fz0_mean": 1.185069148238466,22741"es_shortfall_ratio": 1.11062089873492122742}22743},22744"garch21__normal__w1000_r5": {22745"0.01": {22746"n": 2794,22747"hit_rate": 0.018611309949892626,22748"kupiec_p": 4.3941352917990017e-05,22749"cc_p": 0.0002370899397829008,22750"dq_p": 0.00033610942599621044,22751"fz0_mean": 1.7997070297024136,22752"es_shortfall_ratio": 1.223406054673314322753},22754"0.05": {22755"n": 2794,22756"hit_rate": 0.047602004294917684,22757"kupiec_p": 0.5578197590444232,22758"cc_p": 0.8111787652919333,22759"dq_p": 0.4528494954151586,22760"fz0_mean": 1.201785614980203,22761"es_shortfall_ratio": 1.196787127426222522762}22763},22764"garch21__skewt__w1000_r5": {22765"0.01": {22766"n": 2794,22767"hit_rate": 0.013242662848962061,22768"kupiec_p": 0.10077464329782126,22769"cc_p": 0.21076506359784736,22770"dq_p": 0.44472760185618443,22771"fz0_mean": 1.6897845579499804,22772"es_shortfall_ratio": 1.090126193694075222773},22774"0.05": {22775"n": 2794,22776"hit_rate": 0.05082319255547602,22777"kupiec_p": 0.8421580070674634,22778"cc_p": 0.9368555116067457,22779"dq_p": 0.8824333045186599,22780"fz0_mean": 1.186195557888826,22781"es_shortfall_ratio": 1.071206594740447922782}22783},22784"garch21__t__w1000_r5": {22785"0.01": {22786"n": 2794,22787"hit_rate": 0.013242662848962061,22788"kupiec_p": 0.10077464329782126,22789"cc_p": 0.21076506359784736,22790"dq_p": 0.4486419136560601,22791"fz0_mean": 1.683361504168427,22792"es_shortfall_ratio": 1.08751494596408422793},22794"0.05": {22795"n": 2794,22796"hit_rate": 0.05153901216893343,22797"kupiec_p": 0.7102900494613683,22798"cc_p": 0.9109593069632125,22799"dq_p": 0.9236400279701029,22800"fz0_mean": 1.184005488019933,22801"es_shortfall_ratio": 1.0662097029607922802}22803},22804"garchm11__ged__w1000_r5": {22805"0.01": {22806"n": 2794,22807"hit_rate": 0.012884753042233358,22808"kupiec_p": 0.14232878703410057,22809"cc_p": 0.2681179749463007,22810"dq_p": 0.46153547385488336,22811"fz0_mean": 1.6902337349970011,22812"es_shortfall_ratio": 1.178766755000023822813},22814"0.05": {22815"n": 2794,22816"hit_rate": 0.047244094488188976,22817"kupiec_p": 0.5000901812213345,22818"cc_p": 0.7582014824071852,22819"dq_p": 0.4722514826512185,22820"fz0_mean": 1.1845617065161764,22821"es_shortfall_ratio": 1.101736572409726122822}22823},22824"garchm11__normal__w1000_r5": {22825"0.01": {22826"n": 2794,22827"hit_rate": 0.01825340014316392,22828"kupiec_p": 8.458513572218533e-05,22829"cc_p": 0.00043986455341609056,22830"dq_p": 0.00075557612460431,22831"fz0_mean": 1.7631317834062141,22832"es_shortfall_ratio": 1.20119503097355222833},22834"0.05": {22835"n": 2794,22836"hit_rate": 0.047602004294917684,22837"kupiec_p": 0.5578197590444232,22838"cc_p": 0.6726208112380245,22839"dq_p": 0.34934183423473586,22840"fz0_mean": 1.2001306982177185,22841"es_shortfall_ratio": 1.179012427510290222842}22843},22844"garchm11__skewt__w1000_r5": {22845"0.01": {22846"n": 2794,22847"hit_rate": 0.012884753042233358,22848"kupiec_p": 0.14232878703410057,22849"cc_p": 0.2681179749463007,22850"dq_p": 0.4464283973287454,22851"fz0_mean": 1.6827310999226426,22852"es_shortfall_ratio": 1.0986574434494522853},22854"0.05": {22855"n": 2794,22856"hit_rate": 0.049033643521832496,22857"kupiec_p": 0.8141372808258105,22858"cc_p": 0.9665665051987995,22859"dq_p": 0.736174741643913,22860"fz0_mean": 1.185013019614302,22861"es_shortfall_ratio": 1.078946885305191322862}22863},22864"garchm11__t__w1000_r5": {22865"0.01": {22866"n": 2794,22867"hit_rate": 0.012884753042233358,22868"kupiec_p": 0.14232878703410057,22869"cc_p": 0.2681179749463007,22870"dq_p": 0.46042852234452425,22871"fz0_mean": 1.6773921218253616,22872"es_shortfall_ratio": 1.097688457768380522873},22874"0.05": {22875"n": 2794,22876"hit_rate": 0.048675733715103794,22877"kupiec_p": 0.7470486666900765,22878"cc_p": 0.9382680855512161,22879"dq_p": 0.7247644174560688,22880"fz0_mean": 1.1831059542703135,22881"es_shortfall_ratio": 1.082961744220859422882}22883},22884"garchx_rv11__normal__w1000_r5": {22885"0.01": {22886"n": 2794,22887"hit_rate": 0.016105941302791697,22888"kupiec_p": 0.0028835595847670164,22889"cc_p": 0.005646090674129038,22890"dq_p": 0.039926126821709554,22891"fz0_mean": 1.6488523955358179,22892"es_shortfall_ratio": 1.208104911535537822893},22894"0.05": {22895"n": 2794,22896"hit_rate": 0.048317823908375086,22897"kupiec_p": 0.6816756169821856,22898"cc_p": 0.2524651718583846,22899"dq_p": 0.6445711985194202,22900"fz0_mean": 1.1329272146587066,22901"es_shortfall_ratio": 1.13731052069906622902}22903},22904"garchx_rv11__t__w1000_r5": {22905"0.01": {22906"n": 2794,22907"hit_rate": 0.01145311381531854,22908"kupiec_p": 0.45055261089142373,22909"cc_p": 0.5191725095001739,22910"dq_p": 0.7915868793807912,22911"fz0_mean": 1.5773418648101203,22912"es_shortfall_ratio": 1.102532399768551222913},22914"0.05": {22915"n": 2794,22916"hit_rate": 0.05261274158911954,22917"kupiec_p": 0.5296414023364246,22918"cc_p": 0.24715068581138203,22919"dq_p": 0.785461657473404,22920"fz0_mean": 1.1227408930874552,22921"es_shortfall_ratio": 1.042963458932904422922}22923},22924"gas_t11__t__w1000_r5": {22925"0.01": {22926"n": 2794,22927"hit_rate": 0.012168933428775949,22928"kupiec_p": 0.2651310082005471,22929"cc_p": 0.3956297583970948,22930"dq_p": 0.6127343656368509,22931"fz0_mean": 1.6934973380345046,22932"es_shortfall_ratio": 1.12966009319577422933},22934"0.05": {22935"n": 2794,22936"hit_rate": 0.050465282748747314,22937"kupiec_p": 0.9102841707539484,22938"cc_p": 0.9372331058501062,22939"dq_p": 0.3345258085205381,22940"fz0_mean": 1.181986782654785,22941"es_shortfall_ratio": 1.071238999959000422942}22943},22944"gjr11__ged__w1000_r5": {22945"0.01": {22946"n": 2794,22947"hit_rate": 0.013242662848962061,22948"kupiec_p": 0.10077464329782126,22949"cc_p": 0.011684295402599265,22950"dq_p": 0.00021980714600676243,22951"fz0_mean": 1.709925845604056,22952"es_shortfall_ratio": 1.192411701607431222953},22954"0.05": {22955"n": 2794,22956"hit_rate": 0.047244094488188976,22957"kupiec_p": 0.5000901812213345,22958"cc_p": 0.7582014824071852,22959"dq_p": 0.6884803851842187,22960"fz0_mean": 1.1931113699529003,22961"es_shortfall_ratio": 1.117030375175392322962}22963},22964"gjr11__normal__w1000_r5": {22965"0.01": {22966"n": 2794,22967"hit_rate": 0.019327129563350035,22968"kupiec_p": 1.1228342610066726e-05,22969"cc_p": 1.7921136921442998e-05,22970"dq_p": 3.273294317165743e-06,22971"fz0_mean": 1.8221753063072117,22972"es_shortfall_ratio": 1.23009333992559822973},22974"0.05": {22975"n": 2794,22976"hit_rate": 0.048317823908375086,22977"kupiec_p": 0.6816756169821856,22978"cc_p": 0.902315758955535,22979"dq_p": 0.4284322843236771,22980"fz0_mean": 1.2065226050606048,22981"es_shortfall_ratio": 1.198760791445752322982}22983},22984"gjr11__skewt__w1000_r5": {22985"0.01": {22986"n": 2794,22987"hit_rate": 0.013600572655690766,22988"kupiec_p": 0.06975953660819435,22989"cc_p": 0.009995215990334318,22990"dq_p": 0.00014518282919452532,22991"fz0_mean": 1.7033665350153897,22992"es_shortfall_ratio": 1.108501746219509522993},22994"0.05": {22995"n": 2794,22996"hit_rate": 0.049749463135289905,22997"kupiec_p": 0.9515097206001034,22998"cc_p": 0.9125174685506774,22999"dq_p": 0.6099893456933876,23000"fz0_mean": 1.195523710051915,23001"es_shortfall_ratio": 1.089500867633716823002}23003},23004"gjr11__t__w1000_r5": {23005"0.01": {23006"n": 2794,23007"hit_rate": 0.013242662848962061,23008"kupiec_p": 0.10077464329782126,23009"cc_p": 0.011684295402599265,23010"dq_p": 0.00022610121197109496,23011"fz0_mean": 1.6938411320298137,23012"es_shortfall_ratio": 1.11231378909719723013},23014"0.05": {23015"n": 2794,23016"hit_rate": 0.05010737294201861,23017"kupiec_p": 0.9792315009265949,23018"cc_p": 0.7500122849748246,23019"dq_p": 0.62143311470891,23020"fz0_mean": 1.192469157230413,23021"es_shortfall_ratio": 1.0888810963603823022}23023},23024"har_rv__empirical__w1000_r5": {23025"0.01": {23026"n": 2794,23027"hit_rate": 0.006800286327845383,23028"kupiec_p": 0.07119338329708472,23029"cc_p": 0.17242679010390582,23030"dq_p": 0.7639947538162031,23031"fz0_mean": 1.5997245995851013,23032"es_shortfall_ratio": 1.13389332800383923033},23034"0.05": {23035"n": 2794,23036"hit_rate": 0.029706513958482464,23037"kupiec_p": 1.1090349796438558e-07,23038"cc_p": 7.197526757754734e-07,23039"dq_p": 0.00014177134562863935,23040"fz0_mean": 1.1804994118021999,23041"es_shortfall_ratio": 1.06415014001386323042}23043},23044"heavy11__normal__w1000_r5": {23045"0.01": {23046"n": 2794,23047"hit_rate": 0.015748031496062992,23048"kupiec_p": 0.004843696964656819,23049"cc_p": 0.009346700294962405,23050"dq_p": 0.06213985198922657,23051"fz0_mean": 1.644941287450516,23052"es_shortfall_ratio": 1.21316163462051423053},23054"0.05": {23055"n": 2794,23056"hit_rate": 0.047959914101646385,23057"kupiec_p": 0.6184650836682856,23058"cc_p": 0.4955874489477635,23059"dq_p": 0.7029117114654413,23060"fz0_mean": 1.1304839595192486,23061"es_shortfall_ratio": 1.14020513089878623062}23063},23064"heavy11__t__w1000_r5": {23065"0.01": {23066"n": 2794,23067"hit_rate": 0.012168933428775949,23068"kupiec_p": 0.2651310082005471,23069"cc_p": 0.3534950117320853,23070"dq_p": 0.6274415950143162,23071"fz0_mean": 1.5810085458725815,23072"es_shortfall_ratio": 1.088476610489071523073},23074"0.05": {23075"n": 2794,23076"hit_rate": 0.051181102362204724,23077"kupiec_p": 0.775341168572572,23078"cc_p": 0.35807857795024506,23079"dq_p": 0.7857603685519307,23080"fz0_mean": 1.1260338457043286,23081"es_shortfall_ratio": 1.056937659760007523082}23083},23084"histvar22__empirical__w1000_r5": {23085"0.01": {23086"n": 2794,23087"hit_rate": 0.010379384395132427,23088"kupiec_p": 0.8412424709458461,23089"cc_p": 0.5835065303338698,23090"dq_p": 0.08562484692312063,23091"fz0_mean": 1.659438238479572,23092"es_shortfall_ratio": 1.072076395349867523093},23094"0.05": {23095"n": 2794,23096"hit_rate": 0.05440229062276306,23097"kupiec_p": 0.29216984705245774,23098"cc_p": 0.4745838809156243,23099"dq_p": 3.972477686351673e-05,23100"fz0_mean": 1.2233537879855145,23101"es_shortfall_ratio": 1.005788589453750623102}23103},23104"histvar252__empirical__w1000_r5": {23105"0.01": {23106"n": 2794,23107"hit_rate": 0.010021474588403722,23108"kupiec_p": 0.9909009229604607,23109"cc_p": 0.009416551117496732,23110"dq_p": 3.5032239413921196e-06,23111"fz0_mean": 1.734385168215395,23112"es_shortfall_ratio": 1.071390279250446823113},23114"0.05": {23115"n": 2794,23116"hit_rate": 0.04581245526127416,23117"kupiec_p": 0.30322779581880793,23118"cc_p": 0.15336823647140396,23119"dq_p": 0.00342225740658505,23120"fz0_mean": 1.2163956400957943,23121"es_shortfall_ratio": 1.005897882559561323122}23123},23124"histvar66__empirical__w1000_r5": {23125"0.01": {23126"n": 2794,23127"hit_rate": 0.010021474588403722,23128"kupiec_p": 0.9909009229604607,23129"cc_p": 0.5654390660546075,23130"dq_p": 0.1905510117392907,23131"fz0_mean": 1.722912338875032,23132"es_shortfall_ratio": 1.076620004081079423133},23134"0.05": {23135"n": 2794,23136"hit_rate": 0.050465282748747314,23137"kupiec_p": 0.9102841707539484,23138"cc_p": 0.9925861393085009,23139"dq_p": 0.0007140913342207554,23140"fz0_mean": 1.2265715592980253,23141"es_shortfall_ratio": 1.009884482672065423142}23143},23144"igarch11__ged__w1000_r5": {23145"0.01": {23146"n": 2794,23147"hit_rate": 0.010021474588403722,23148"kupiec_p": 0.9909009229604607,23149"cc_p": 0.5654390660546075,23150"dq_p": 0.3970632348232921,23151"fz0_mean": 1.6604407806945471,23152"es_shortfall_ratio": 1.220590493861355223153},23154"0.05": {23155"n": 2794,23156"hit_rate": 0.04223335719398712,23157"kupiec_p": 0.05321540980931751,23158"cc_p": 0.1543404659434921,23159"dq_p": 0.2853237008598136,23160"fz0_mean": 1.1821760010874274,23161"es_shortfall_ratio": 1.0915691834606223162}23163},23164"igarch11__normal__w1000_r5": {23165"0.01": {23166"n": 2794,23167"hit_rate": 0.016105941302791697,23168"kupiec_p": 0.0028835595847670164,23169"cc_p": 0.0014368968556819656,23170"dq_p": 6.888018714846191e-05,23171"fz0_mean": 1.70657225484224,23172"es_shortfall_ratio": 1.197478266446350823173},23174"0.05": {23175"n": 2794,23176"hit_rate": 0.04223335719398712,23177"kupiec_p": 0.05321540980931751,23178"cc_p": 0.1543404659434921,23179"dq_p": 0.26436648815665603,23180"fz0_mean": 1.189145352471561,23181"es_shortfall_ratio": 1.169445563734350223182}23183},23184"igarch11__skewt__w1000_r5": {23185"0.01": {23186"n": 2794,23187"hit_rate": 0.010021474588403722,23188"kupiec_p": 0.9909009229604607,23189"cc_p": 0.5654390660546075,23190"dq_p": 0.390567926913402,23191"fz0_mean": 1.6559203082086058,23192"es_shortfall_ratio": 1.113951457768926723193},23194"0.05": {23195"n": 2794,23196"hit_rate": 0.049033643521832496,23197"kupiec_p": 0.8141372808258105,23198"cc_p": 0.8560727762491798,23199"dq_p": 0.33869992400511173,23200"fz0_mean": 1.1795452427933897,23201"es_shortfall_ratio": 1.019434648076007323202}23203},23204"igarch11__t__w1000_r5": {23205"0.01": {23206"n": 2794,23207"hit_rate": 0.010021474588403722,23208"kupiec_p": 0.9909009229604607,23209"cc_p": 0.5654390660546075,23210"dq_p": 0.41133821376328733,23211"fz0_mean": 1.6487333676378795,23212"es_shortfall_ratio": 1.109700165420346723213},23214"0.05": {23215"n": 2794,23216"hit_rate": 0.048317823908375086,23217"kupiec_p": 0.6816756169821856,23218"cc_p": 0.7734481640047942,23219"dq_p": 0.32387316836424024,23220"fz0_mean": 1.1765510098585317,23221"es_shortfall_ratio": 1.022726828751595623222}23223},23224"loghar_rv__empirical__w1000_r5": {23225"0.01": {23226"n": 2794,23227"hit_rate": 0.011095204008589835,23228"kupiec_p": 0.5674824062438316,23229"cc_p": 0.599655373456977,23230"dq_p": 0.7554969791666053,23231"fz0_mean": 1.623845047407868,23232"es_shortfall_ratio": 1.071650551331608123233},23234"0.05": {23235"n": 2794,23236"hit_rate": 0.05010737294201861,23237"kupiec_p": 0.9792315009265949,23238"cc_p": 0.7016860085128731,23239"dq_p": 0.5232820540240533,23240"fz0_mean": 1.1405109005409784,23241"es_shortfall_ratio": 1.023624791898106323242}23243},23244"msgarch2__normal__w1000_r5": {23245"0.01": {23246"n": 2794,23247"hit_rate": 0.015748031496062992,23248"kupiec_p": 0.004843696964656819,23249"cc_p": 0.017769068041019496,23250"dq_p": 0.07957225797638609,23251"fz0_mean": 1.739532702892487,23252"es_shortfall_ratio": 1.247837944981117923253},23254"0.05": {23255"n": 2794,23256"hit_rate": 0.046170365068002865,23257"kupiec_p": 0.34700440484316675,23258"cc_p": 0.6425232272694228,23259"dq_p": 0.5761714634412727,23260"fz0_mean": 1.1767525791006637,23261"es_shortfall_ratio": 1.164641021575128423262}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": 2794,23270"hit_rate": 0.012526843235504653,23271"kupiec_p": 0.19649382124340217,23272"cc_p": 0.3308397636878093,23273"dq_p": 0.31136090470604855,23274"fz0_mean": 1.7102402009886268,23275"es_shortfall_ratio": 1.211185743764948323276},23277"0.05": {23278"n": 2794,23279"hit_rate": 0.047602004294917684,23280"kupiec_p": 0.5578197590444232,23281"cc_p": 0.6726208112380245,23282"dq_p": 0.32543797089132126,23283"fz0_mean": 1.194574120585051,23284"es_shortfall_ratio": 1.111148299093576223285}23286},23287"nagarch11__normal__w1000_r5": {23288"0.01": {23289"n": 2794,23290"hit_rate": 0.01825340014316392,23291"kupiec_p": 8.458513572218533e-05,23292"cc_p": 0.00043986455341609056,23293"dq_p": 9.846808309302891e-05,23294"fz0_mean": 1.7800655999189328,23295"es_shortfall_ratio": 1.21328331031093123296},23297"0.05": {23298"n": 2794,23299"hit_rate": 0.047244094488188976,23300"kupiec_p": 0.5000901812213345,23301"cc_p": 0.6182256208980332,23302"dq_p": 0.24681039508407135,23303"fz0_mean": 1.2052381662846356,23304"es_shortfall_ratio": 1.18073977743893923305}23306},23307"nagarch11__skewt__w1000_r5": {23308"0.01": {23309"n": 2794,23310"hit_rate": 0.012526843235504653,23311"kupiec_p": 0.19649382124340217,23312"cc_p": 0.3308397636878093,23313"dq_p": 0.1670000659406065,23314"fz0_mean": 1.7220086430607855,23315"es_shortfall_ratio": 1.140759005041800223316},23317"0.05": {23318"n": 2794,23319"hit_rate": 0.050465282748747314,23320"kupiec_p": 0.9102841707539484,23321"cc_p": 0.7687670288774968,23322"dq_p": 0.25047396464569815,23323"fz0_mean": 1.2008701664743897,23324"es_shortfall_ratio": 1.081287474795177323325}23326},23327"nagarch11__t__w1000_r5": {23328"0.01": {23329"n": 2794,23330"hit_rate": 0.012526843235504653,23331"kupiec_p": 0.19649382124340217,23332"cc_p": 0.3308397636878093,23333"dq_p": 0.2894710811687342,23334"fz0_mean": 1.6940357546765137,23335"es_shortfall_ratio": 1.131019918910706623336},23337"0.05": {23338"n": 2794,23339"hit_rate": 0.05189692197566213,23340"kupiec_p": 0.6474203279353274,23341"cc_p": 0.7739522890891701,23342"dq_p": 0.36156093225024344,23343"fz0_mean": 1.1946415336436378,23344"es_shortfall_ratio": 1.073125217693424323345}23346},23347"qgarch11__ged__w1000_r5": {23348"0.01": {23349"n": 2794,23350"hit_rate": 0.012884753042233358,23351"kupiec_p": 0.14232878703410057,23352"cc_p": 0.2681179749463007,23353"dq_p": 0.47538071320496533,23354"fz0_mean": 1.6915985787734946,23355"es_shortfall_ratio": 1.18402451264480623356},23357"0.05": {23358"n": 2794,23359"hit_rate": 0.047959914101646385,23360"kupiec_p": 0.6184650836682856,23361"cc_p": 0.7247500786256886,23362"dq_p": 0.5258749392087989,23363"fz0_mean": 1.1876046634215083,23364"es_shortfall_ratio": 1.105634985977766323365}23366},23367"qgarch11__normal__w1000_r5": {23368"0.01": {23369"n": 2794,23370"hit_rate": 0.01717967072297781,23371"kupiec_p": 0.0005390659615505156,23372"cc_p": 0.002464513731952741,23373"dq_p": 0.005581008047042104,23374"fz0_mean": 1.7646068096354879,23375"es_shortfall_ratio": 1.226100789451183723376},23377"0.05": {23378"n": 2794,23379"hit_rate": 0.047959914101646385,23380"kupiec_p": 0.6184650836682856,23381"cc_p": 0.7247500786256886,23382"dq_p": 0.40795530487184156,23383"fz0_mean": 1.201193171468804,23384"es_shortfall_ratio": 1.17952664214575623385}23386},23387"qgarch11__skewt__w1000_r5": {23388"0.01": {23389"n": 2794,23390"hit_rate": 0.012168933428775949,23391"kupiec_p": 0.2651310082005471,23392"cc_p": 0.3956297583970948,23393"dq_p": 0.4385447262650066,23394"fz0_mean": 1.6821113322883394,23395"es_shortfall_ratio": 1.130464301221271423396},23397"0.05": {23398"n": 2794,23399"hit_rate": 0.050465282748747314,23400"kupiec_p": 0.9102841707539484,23401"cc_p": 0.9372331058501062,23402"dq_p": 0.5304789409463517,23403"fz0_mean": 1.188797355721216,23404"es_shortfall_ratio": 1.078004973718898423405}23406},23407"qgarch11__t__w1000_r5": {23408"0.01": {23409"n": 2794,23410"hit_rate": 0.012526843235504653,23411"kupiec_p": 0.19649382124340217,23412"cc_p": 0.3308397636878093,23413"dq_p": 0.47551817216991066,23414"fz0_mean": 1.6745921370020314,23415"es_shortfall_ratio": 1.115177862649187723416},23417"0.05": {23418"n": 2794,23419"hit_rate": 0.051181102362204724,23420"kupiec_p": 0.775341168572572,23421"cc_p": 0.9279993838984589,23422"dq_p": 0.7179621384537292,23423"fz0_mean": 1.1864627491245359,23424"es_shortfall_ratio": 1.075605068009740223425}23426},23427"realgarch11__normal__w1000_r5": {23428"0.01": {23429"n": 2794,23430"hit_rate": 0.0164638511095204,23431"kupiec_p": 0.0016820366470612286,23432"cc_p": 0.003331969438933941,23433"dq_p": 0.020477929761321602,23434"fz0_mean": 1.6707583907634491,23435"es_shortfall_ratio": 1.21128435129605923436},23437"0.05": {23438"n": 2794,23439"hit_rate": 0.047602004294917684,23440"kupiec_p": 0.5578197590444232,23441"cc_p": 0.7135711653894303,23442"dq_p": 0.6995207662723424,23443"fz0_mean": 1.1371468931965325,23444"es_shortfall_ratio": 1.144543799073369323445}23446},23447"realgarch11__t__w1000_r5": {23448"0.01": {23449"n": 2794,23450"hit_rate": 0.011811023622047244,23451"kupiec_p": 0.3496178496006519,23452"cc_p": 0.43517959665098704,23453"dq_p": 0.6997968564932509,23454"fz0_mean": 1.608896017665329,23455"es_shortfall_ratio": 1.10821904331412123456},23457"0.05": {23458"n": 2794,23459"hit_rate": 0.050465282748747314,23460"kupiec_p": 0.9102841707539484,23461"cc_p": 0.9372331058501062,23462"dq_p": 0.8921348734274679,23463"fz0_mean": 1.1345611259283188,23464"es_shortfall_ratio": 1.054962405950671523465}23466},23467"rm2006__normal__w1000_r5": {23468"0.01": {23469"n": 2794,23470"hit_rate": 0.017537580529706515,23471"kupiec_p": 0.00029634971929739937,23472"cc_p": 0.0014187823206643574,23473"dq_p": 0.005424720285549976,23474"fz0_mean": 1.7193875580651174,23475"es_shortfall_ratio": 1.201309906795924323476},23477"0.05": {23478"n": 2794,23479"hit_rate": 0.047602004294917684,23480"kupiec_p": 0.5578197590444232,23481"cc_p": 0.8339557082372961,23482"dq_p": 0.44015485558823075,23483"fz0_mean": 1.1754552115031893,23484"es_shortfall_ratio": 1.165763000383423485}23486},23487"rm_rw__empirical__w1000_r5": {23488"0.01": {23489"n": 2794,23490"hit_rate": 0.010379384395132427,23491"kupiec_p": 0.8412424709458461,23492"cc_p": 0.7230074900999547,23493"dq_p": 0.48270413668854584,23494"fz0_mean": 1.9568995172479895,23495"es_shortfall_ratio": 1.037732099777853623496},23497"0.05": {23498"n": 2794,23499"hit_rate": 0.05010737294201861,23500"kupiec_p": 0.9792315009265949,23501"cc_p": 0.20354785927323965,23502"dq_p": 0.11878417943377115,23503"fz0_mean": 1.361953641664816,23504"es_shortfall_ratio": 0.3965592333354528423505}23506},23507"tarch11__ged__w1000_r5": {23508"0.01": {23509"n": 2794,23510"hit_rate": 0.012884753042233358,23511"kupiec_p": 0.14232878703410057,23512"cc_p": 0.2681179749463007,23513"dq_p": 0.4789508692637995,23514"fz0_mean": 1.7078728621583732,23515"es_shortfall_ratio": 1.1898038642598523516},23517"0.05": {23518"n": 2794,23519"hit_rate": 0.047959914101646385,23520"kupiec_p": 0.6184650836682856,23521"cc_p": 0.8596032858171434,23522"dq_p": 0.19655803830187493,23523"fz0_mean": 1.1859915756820762,23524"es_shortfall_ratio": 1.10900370815136423525}23526},23527"tarch11__normal__w1000_r5": {23528"0.01": {23529"n": 2794,23530"hit_rate": 0.01789549033643522,23531"kupiec_p": 0.0001598255245750737,23532"cc_p": 0.00015970851569067505,23533"dq_p": 7.75723851826995e-05,23534"fz0_mean": 1.8001560095297375,23535"es_shortfall_ratio": 1.243489011998959223536},23537"0.05": {23538"n": 2794,23539"hit_rate": 0.047959914101646385,23540"kupiec_p": 0.6184650836682856,23541"cc_p": 0.7247500786256886,23542"dq_p": 0.3709457044308742,23543"fz0_mean": 1.1935506416109105,23544"es_shortfall_ratio": 1.18499715635558523545}23546},23547"tarch11__skewt__w1000_r5": {23548"0.01": {23549"n": 2794,23550"hit_rate": 0.013600572655690766,23551"kupiec_p": 0.06975953660819435,23552"cc_p": 0.1608417651154482,23553"dq_p": 0.38026698249461793,23554"fz0_mean": 1.7036892902509135,23555"es_shortfall_ratio": 1.098610694865131523556},23557"0.05": {23558"n": 2794,23559"hit_rate": 0.050465282748747314,23560"kupiec_p": 0.9102841707539484,23561"cc_p": 0.9925861393085009,23562"dq_p": 0.3920884532701552,23563"fz0_mean": 1.1888423568396118,23564"es_shortfall_ratio": 1.086406717058276523565}23566},23567"tarch11__t__w1000_r5": {23568"0.01": {23569"n": 2794,23570"hit_rate": 0.012884753042233358,23571"kupiec_p": 0.14232878703410057,23572"cc_p": 0.2681179749463007,23573"dq_p": 0.46971851855411106,23574"fz0_mean": 1.6951026562468088,23575"es_shortfall_ratio": 1.11638428716056923576},23577"0.05": {23578"n": 2794,23579"hit_rate": 0.051181102362204724,23580"kupiec_p": 0.775341168572572,23581"cc_p": 0.9524931030925243,23582"dq_p": 0.45201463858952684,23583"fz0_mean": 1.1871430487708468,23584"es_shortfall_ratio": 1.083416210170096423585}23586}23587},23588"accounting": {23589"aparch11__ged__w1000_r5": {23590"n_refits": 559,23591"failed": 0.0017889087656529517,23592"inadmissible": 0.0,23593"fit_time_mean": 0.15578727742985277,23594"fit_time_median": 0.1170032499358058,23595"iter_mean": 42.894454382826474,23596"restarts_mean": 0.005366726296958855,23597"status_ok": 0.998211091234347,23598"status_stale_fit": 0.001788908765652951723599},23600"aparch11__normal__w1000_r5": {23601"n_refits": 559,23602"failed": 0.0035778175313059034,23603"inadmissible": 0.0,23604"fit_time_mean": 0.09320273166705649,23605"fit_time_median": 0.07146187499165535,23606"iter_mean": 40.30769230769231,23607"restarts_mean": 0.023255813953488372,23608"status_ok": 0.9964221824686941,23609"status_stale_fit": 0.003577817531305903423610},23611"aparch11__skewt__w1000_r5": {23612"n_refits": 559,23613"failed": 0.0,23614"inadmissible": 0.0,23615"fit_time_mean": 0.10977132701063412,23616"fit_time_median": 0.0758449169807136,23617"iter_mean": 47.742397137745975,23618"restarts_mean": 0.008944543828264758,23619"status_ok": 1.023620},23621"aparch11__t__w1000_r5": {23622"n_refits": 559,23623"failed": 0.0,23624"inadmissible": 0.0,23625"fit_time_mean": 0.13573385360075932,23626"fit_time_median": 0.09855537489056587,23627"iter_mean": 48.250447227191415,23628"restarts_mean": 0.01073345259391771,23629"status_ok": 1.023630},23631"arch5__ged__w1000_r5": {23632"n_refits": 559,23633"failed": 0.0,23634"inadmissible": 0.0,23635"fit_time_mean": 0.013110095045274401,23636"fit_time_median": 0.013151624938473105,23637"iter_mean": 15.291592128801431,23638"restarts_mean": 0.0,23639"status_ok": 1.023640},23641"arch5__normal__w1000_r5": {23642"n_refits": 559,23643"failed": 0.0,23644"inadmissible": 0.0,23645"fit_time_mean": 0.009610633218364393,23646"fit_time_median": 0.009216208010911942,23647"iter_mean": 13.871198568872988,23648"restarts_mean": 0.0,23649"status_ok": 1.023650},23651"arch5__skewt__w1000_r5": {23652"n_refits": 559,23653"failed": 0.0,23654"inadmissible": 0.0,23655"fit_time_mean": 0.025229598062316186,23656"fit_time_median": 0.0248604582156986,23657"iter_mean": 17.25939177101968,23658"restarts_mean": 0.0,23659"status_ok": 1.023660},23661"arch5__t__w1000_r5": {23662"n_refits": 559,23663"failed": 0.0,23664"inadmissible": 0.0,23665"fit_time_mean": 0.01826510020475068,23666"fit_time_median": 0.017435708083212376,23667"iter_mean": 16.237924865831843,23668"restarts_mean": 0.0,23669"status_ok": 1.023670},23671"avgarch11__ged__w1000_r5": {23672"n_refits": 559,23673"failed": 0.0,23674"inadmissible": 0.0,23675"fit_time_mean": 0.015565027877245239,23676"fit_time_median": 0.014675249811261892,23677"iter_mean": 17.8783542039356,23678"restarts_mean": 0.0,23679"status_ok": 1.023680},23681"avgarch11__normal__w1000_r5": {23682"n_refits": 559,23683"failed": 0.0,23684"inadmissible": 0.0,23685"fit_time_mean": 0.009217140595103765,23686"fit_time_median": 0.008571082958951592,23687"iter_mean": 16.227191413237925,23688"restarts_mean": 0.0,23689"status_ok": 1.023690},23691"avgarch11__skewt__w1000_r5": {23692"n_refits": 559,23693"failed": 0.0,23694"inadmissible": 0.0,23695"fit_time_mean": 0.04660598546339862,23696"fit_time_median": 0.04362641694024205,23697"iter_mean": 19.023255813953487,23698"restarts_mean": 0.0,23699"status_ok": 1.023700},23701"avgarch11__t__w1000_r5": {23702"n_refits": 559,23703"failed": 0.0,23704"inadmissible": 0.0,23705"fit_time_mean": 0.019550153105528042,23706"fit_time_median": 0.015274208039045334,23707"iter_mean": 17.338103756708406,23708"restarts_mean": 0.0,23709"status_ok": 1.023710},23711"cgarch11__ged__w1000_r5": {23712"n_refits": 559,23713"failed": 0.0,23714"inadmissible": 0.005366726296958855,23715"fit_time_mean": 0.0442267620706121,23716"fit_time_median": 0.042236916022375226,23717"iter_mean": 109.34168157423971,23718"restarts_mean": 1.0,23719"status_ok": 1.023720},23721"cgarch11__normal__w1000_r5": {23722"n_refits": 559,23723"failed": 0.0,23724"inadmissible": 0.014311270125223614,23725"fit_time_mean": 0.03278801095678616,23726"fit_time_median": 0.03035712498240173,23727"iter_mean": 93.90161001788908,23728"restarts_mean": 1.0,23729"status_ok": 1.023730},23731"cgarch11__skewt__w1000_r5": {23732"n_refits": 559,23733"failed": 0.0017889087656529517,23734"inadmissible": 0.005366726296958855,23735"fit_time_mean": 0.11639685407347564,23736"fit_time_median": 0.11373049998655915,23737"iter_mean": 140.737030411449,23738"restarts_mean": 0.998211091234347,23739"status_ok": 0.998211091234347,23740"status_stale_fit": 0.001788908765652951723741},23742"cgarch11__t__w1000_r5": {23743"n_refits": 559,23744"failed": 0.0,23745"inadmissible": 0.0017889087656529517,23746"fit_time_mean": 0.03017054621816641,23747"fit_time_median": 0.028979916824027896,23748"iter_mean": 110.44364937388193,23749"restarts_mean": 1.0,23750"status_ok": 1.023751},23752"constvar__normal__w1000_r5": {23753"n_refits": 559,23754"failed": 0.0,23755"inadmissible": 0.0,23756"fit_time_mean": 0.0004909092886123493,23757"fit_time_median": 0.00033016595989465714,23758"iter_mean": 0.0,23759"restarts_mean": 0.0,23760"status_ok": 1.023761},23762"egarch11__ged__w1000_r5": {23763"n_refits": 559,23764"failed": 0.0,23765"inadmissible": 0.0,23766"fit_time_mean": 0.01811995227031463,23767"fit_time_median": 0.016991332871839404,23768"iter_mean": 15.94454382826476,23769"restarts_mean": 0.0,23770"status_ok": 1.023771},23772"egarch11__normal__w1000_r5": {23773"n_refits": 559,23774"failed": 0.0,23775"inadmissible": 0.03041144901610018,23776"fit_time_mean": 0.010637932101327905,23777"fit_time_median": 0.008637874852865934,23778"iter_mean": 15.343470483005367,23779"restarts_mean": 0.007155635062611807,23780"status_ok": 0.998211091234347,23781"status_forecast_failed": 0.001788908765652951723782},23783"egarch11__skewt__w1000_r5": {23784"n_refits": 559,23785"failed": 0.0017889087656529517,23786"inadmissible": 0.005366726296958855,23787"fit_time_mean": 0.04621119401709232,23788"fit_time_median": 0.03796137496829033,23789"iter_mean": 22.332737030411447,23790"restarts_mean": 0.016100178890876567,23791"status_ok": 0.9874776386404294,23792"status_forecast_failed": 0.01073345259391771,23793"status_stale_fit": 0.001788908765652951723794},23795"egarch11__t__w1000_r5": {23796"n_refits": 559,23797"failed": 0.0,23798"inadmissible": 0.0017889087656529517,23799"fit_time_mean": 0.03884146585460745,23800"fit_time_median": 0.03305345890112221,23801"iter_mean": 19.307692307692307,23802"restarts_mean": 0.007155635062611807,23803"status_ok": 0.9946332737030411,23804"status_forecast_failed": 0.00536672629695885523805},23806"ewma094__normal__w1000_r5": {23807"n_refits": 559,23808"failed": 0.0,23809"inadmissible": 0.0,23810"fit_time_mean": 0.0010652913610335966,23811"fit_time_median": 0.0008118750993162394,23812"iter_mean": 1.9982110912343471,23813"restarts_mean": 0.0,23814"status_ok": 1.023815},23816"figarch11__ged__w1000_r5": {23817"n_refits": 559,23818"failed": 0.0,23819"inadmissible": 0.0,23820"fit_time_mean": 0.1489623327450477,23821"fit_time_median": 0.14524879190139472,23822"iter_mean": 14.20035778175313,23823"restarts_mean": 0.0,23824"status_ok": 1.023825},23826"figarch11__normal__w1000_r5": {23827"n_refits": 559,23828"failed": 0.0,23829"inadmissible": 0.0,23830"fit_time_mean": 0.1267079002713728,23831"fit_time_median": 0.12347987503744662,23832"iter_mean": 12.989266547406082,23833"restarts_mean": 0.0,23834"status_ok": 1.023835},23836"figarch11__skewt__w1000_r5": {23837"n_refits": 559,23838"failed": 0.0,23839"inadmissible": 0.0,23840"fit_time_mean": 0.23351158040254136,23841"fit_time_median": 0.22882316610775888,23842"iter_mean": 15.808586762075134,23843"restarts_mean": 0.0,23844"status_ok": 1.023845},23846"figarch11__t__w1000_r5": {23847"n_refits": 559,23848"failed": 0.0,23849"inadmissible": 0.0,23850"fit_time_mean": 0.1037248079756638,23851"fit_time_median": 0.09956287499517202,23852"iter_mean": 14.921288014311271,23853"restarts_mean": 0.0,23854"status_ok": 1.023855},23856"garch11__ged__w1000_r5": {23857"n_refits": 559,23858"failed": 0.0,23859"inadmissible": 0.0,23860"fit_time_mean": 0.015774711696614305,23861"fit_time_median": 0.010210582986474037,23862"iter_mean": 15.023255813953488,23863"restarts_mean": 0.0,23864"status_ok": 1.023865},23866"garch11__normal__w1000_r5": {23867"n_refits": 559,23868"failed": 0.0,23869"inadmissible": 0.05008944543828265,23870"fit_time_mean": 0.008449180671871908,23871"fit_time_median": 0.007234292104840279,23872"iter_mean": 10.98211091234347,23873"restarts_mean": 0.0017889087656529517,23874"status_ok": 1.023875},23876"garch11__skewt__w1000_r5": {23877"n_refits": 559,23878"failed": 0.0,23879"inadmissible": 0.0,23880"fit_time_mean": 0.014387618474602326,23881"fit_time_median": 0.01355862501077354,23882"iter_mean": 17.22540250447227,23883"restarts_mean": 0.0,23884"status_ok": 1.023885},23886"garch11__t__w1000_r5": {23887"n_refits": 559,23888"failed": 0.0,23889"inadmissible": 0.0,23890"fit_time_mean": 0.012680265572245279,23891"fit_time_median": 0.011832250049337745,23892"iter_mean": 16.118067978533094,23893"restarts_mean": 0.0,23894"status_ok": 1.023895},23896"garch12__ged__w1000_r5": {23897"n_refits": 559,23898"failed": 0.0,23899"inadmissible": 0.0,23900"fit_time_mean": 0.018748434253823353,23901"fit_time_median": 0.012427625013515353,23902"iter_mean": 15.534883720930232,23903"restarts_mean": 0.0,23904"status_ok": 1.023905},23906"garch12__normal__w1000_r5": {23907"n_refits": 559,23908"failed": 0.0,23909"inadmissible": 0.055456171735241505,23910"fit_time_mean": 0.009104650381416056,23911"fit_time_median": 0.007735499879345298,23912"iter_mean": 11.869409660107335,23913"restarts_mean": 0.0,23914"status_ok": 1.023915},23916"garch12__skewt__w1000_r5": {23917"n_refits": 559,23918"failed": 0.0,23919"inadmissible": 0.0,23920"fit_time_mean": 0.016718464624053384,23921"fit_time_median": 0.01573737501166761,23922"iter_mean": 17.876565295169947,23923"restarts_mean": 0.0,23924"status_ok": 1.023925},23926"garch12__t__w1000_r5": {23927"n_refits": 559,23928"failed": 0.0,23929"inadmissible": 0.0,23930"fit_time_mean": 0.018045286120253752,23931"fit_time_median": 0.017748333048075438,23932"iter_mean": 16.59928443649374,23933"restarts_mean": 0.0,23934"status_ok": 1.023935},23936"garch21__ged__w1000_r5": {23937"n_refits": 559,23938"failed": 0.0,23939"inadmissible": 0.0,23940"fit_time_mean": 0.010717516545496202,23941"fit_time_median": 0.009942707838490605,23942"iter_mean": 15.579606440071556,23943"restarts_mean": 0.0,23944"status_ok": 1.023945},23946"garch21__normal__w1000_r5": {23947"n_refits": 559,23948"failed": 0.0,23949"inadmissible": 0.0035778175313059034,23950"fit_time_mean": 0.009259451320644782,23951"fit_time_median": 0.00777004100382328,23952"iter_mean": 12.32737030411449,23953"restarts_mean": 0.0017889087656529517,23954"status_ok": 1.023955},23956"garch21__skewt__w1000_r5": {23957"n_refits": 559,23958"failed": 0.0,23959"inadmissible": 0.0,23960"fit_time_mean": 0.019989313050847973,23961"fit_time_median": 0.019058957928791642,23962"iter_mean": 16.985688729874777,23963"restarts_mean": 0.0,23964"status_ok": 1.023965},23966"garch21__t__w1000_r5": {23967"n_refits": 559,23968"failed": 0.0,23969"inadmissible": 0.0,23970"fit_time_mean": 0.017028436625762866,23971"fit_time_median": 0.016406874870881438,23972"iter_mean": 15.644007155635062,23973"restarts_mean": 0.0,23974"status_ok": 1.023975},23976"garchm11__ged__w1000_r5": {23977"n_refits": 559,23978"failed": 0.0,23979"inadmissible": 0.0,23980"fit_time_mean": 0.025526432689922413,23981"fit_time_median": 0.017557958839461207,23982"iter_mean": 60.24150268336315,23983"restarts_mean": 1.0,23984"status_ok": 1.023985},23986"garchm11__normal__w1000_r5": {23987"n_refits": 559,23988"failed": 0.0,23989"inadmissible": 0.0,23990"fit_time_mean": 0.01381853549559609,23991"fit_time_median": 0.012194124981760979,23992"iter_mean": 54.59570661896243,23993"restarts_mean": 1.0,23994"status_ok": 1.023995},23996"garchm11__skewt__w1000_r5": {23997"n_refits": 559,23998"failed": 0.0,23999"inadmissible": 0.0,24000"fit_time_mean": 0.025871531158179206,24001"fit_time_median": 0.02477033413015306,24002"iter_mean": 77.50268336314848,24003"restarts_mean": 1.0,24004"status_ok": 1.024005},24006"garchm11__t__w1000_r5": {24007"n_refits": 559,24008"failed": 0.0,24009"inadmissible": 0.0,24010"fit_time_mean": 0.020383677640280057,24011"fit_time_median": 0.019470500061288476,24012"iter_mean": 62.368515205724506,24013"restarts_mean": 1.0,24014"status_ok": 1.024015},24016"garchx_rv11__normal__w1000_r5": {24017"n_refits": 559,24018"failed": 0.0,24019"inadmissible": 0.0,24020"fit_time_mean": 0.06189052680838846,24021"fit_time_median": 0.060445541981607676,24022"iter_mean": 123.37567084078712,24023"restarts_mean": 1.0,24024"status_ok": 1.024025},24026"garchx_rv11__t__w1000_r5": {24027"n_refits": 559,24028"failed": 0.0,24029"inadmissible": 0.0035778175313059034,24030"fit_time_mean": 0.06979536493467117,24031"fit_time_median": 0.06817033304832876,24032"iter_mean": 137.3005366726297,24033"restarts_mean": 1.0,24034"status_ok": 1.024035},24036"gas_t11__t__w1000_r5": {24037"n_refits": 559,24038"failed": 0.0,24039"inadmissible": 0.0,24040"fit_time_mean": 0.015560239775036337,24041"fit_time_median": 0.009699249872937799,24042"iter_mean": 39.37567084078712,24043"restarts_mean": 1.0,24044"status_ok": 1.024045},24046"gjr11__ged__w1000_r5": {24047"n_refits": 559,24048"failed": 0.0,24049"inadmissible": 0.0,24050"fit_time_mean": 0.01578564533450656,24051"fit_time_median": 0.01392208319157362,24052"iter_mean": 16.876565295169947,24053"restarts_mean": 0.0,24054"status_ok": 1.024055},24056"gjr11__normal__w1000_r5": {24057"n_refits": 559,24058"failed": 0.0,24059"inadmissible": 0.007155635062611807,24060"fit_time_mean": 0.006881465937539082,24061"fit_time_median": 0.006644916953518987,24062"iter_mean": 12.964221824686941,24063"restarts_mean": 0.0,24064"status_ok": 1.024065},24066"gjr11__skewt__w1000_r5": {24067"n_refits": 559,24068"failed": 0.0,24069"inadmissible": 0.008944543828264758,24070"fit_time_mean": 0.021774359638027995,24071"fit_time_median": 0.02071695914492011,24072"iter_mean": 18.107334525939176,24073"restarts_mean": 0.0,24074"status_ok": 1.024075},24076"gjr11__t__w1000_r5": {24077"n_refits": 559,24078"failed": 0.0,24079"inadmissible": 0.0,24080"fit_time_mean": 0.01858938350142288,24081"fit_time_median": 0.01847208384424448,24082"iter_mean": 17.03577817531306,24083"restarts_mean": 0.0,24084"status_ok": 1.024085},24086"har_rv__empirical__w1000_r5": {24087"n_refits": 559,24088"failed": 0.0,24089"inadmissible": 0.0,24090"fit_time_mean": 0.0015613032065078696,24091"fit_time_median": 0.0013065419625490904,24092"iter_mean": 0.0,24093"restarts_mean": 0.0,24094"status_ok": 1.024095},24096"heavy11__normal__w1000_r5": {24097"n_refits": 559,24098"failed": 0.0,24099"inadmissible": 0.0,24100"fit_time_mean": 0.032358732060337694,24101"fit_time_median": 0.030424457974731922,24102"iter_mean": 87.27549194991056,24103"restarts_mean": 1.0,24104"status_ok": 1.024105},24106"heavy11__t__w1000_r5": {24107"n_refits": 559,24108"failed": 0.0,24109"inadmissible": 0.0,24110"fit_time_mean": 0.03583170399686225,24111"fit_time_median": 0.035283375065773726,24112"iter_mean": 106.31127012522361,24113"restarts_mean": 1.0,24114"status_ok": 1.024115},24116"histvar22__empirical__w1000_r5": {24117"n_refits": 559,24118"failed": 0.0,24119"inadmissible": 0.0,24120"fit_time_mean": 4.047544153277264e-06,24121"fit_time_median": 4.166970029473305e-06,24122"iter_mean": 0.0,24123"restarts_mean": 0.0,24124"status_ok": 1.024125},24126"histvar252__empirical__w1000_r5": {24127"n_refits": 559,24128"failed": 0.0,24129"inadmissible": 0.0,24130"fit_time_mean": 8.67316056182858e-06,24131"fit_time_median": 2.9578804969787598e-06,24132"iter_mean": 0.0,24133"restarts_mean": 0.0,24134"status_ok": 1.024135},24136"histvar66__empirical__w1000_r5": {24137"n_refits": 559,24138"failed": 0.0,24139"inadmissible": 0.0,24140"fit_time_mean": 4.7535549729316094e-06,24141"fit_time_median": 3.7499703466892242e-06,24142"iter_mean": 0.0,24143"restarts_mean": 0.0,24144"status_ok": 1.024145},24146"igarch11__ged__w1000_r5": {24147"n_refits": 559,24148"failed": 0.0017889087656529517,24149"inadmissible": 0.0,24150"fit_time_mean": 0.006638654869646233,24151"fit_time_median": 0.006057125050574541,24152"iter_mean": 37.334525939177105,24153"restarts_mean": 0.998211091234347,24154"status_ok": 0.998211091234347,24155"status_stale_fit": 0.001788908765652951724156},24157"igarch11__normal__w1000_r5": {24158"n_refits": 559,24159"failed": 0.0,24160"inadmissible": 0.0,24161"fit_time_mean": 0.004637548655824659,24162"fit_time_median": 0.0035872498992830515,24163"iter_mean": 27.622540250447226,24164"restarts_mean": 1.0,24165"status_ok": 1.024166},24167"igarch11__skewt__w1000_r5": {24168"n_refits": 559,24169"failed": 0.007155635062611807,24170"inadmissible": 0.0,24171"fit_time_mean": 2.7752784331381646,24172"fit_time_median": 2.0966835420113057,24173"iter_mean": 47.13237924865832,24174"restarts_mean": 0.9928443649373881,24175"status_ok": 0.9928443649373881,24176"status_stale_fit": 0.00715563506261180724177},24178"igarch11__t__w1000_r5": {24179"n_refits": 559,24180"failed": 0.0,24181"inadmissible": 0.0,24182"fit_time_mean": 0.007835298535049174,24183"fit_time_median": 0.006265583913773298,24184"iter_mean": 34.665474060822895,24185"restarts_mean": 1.0,24186"status_ok": 1.024187},24188"loghar_rv__empirical__w1000_r5": {24189"n_refits": 559,24190"failed": 0.0,24191"inadmissible": 0.0,24192"fit_time_mean": 0.0014058220744206302,24193"fit_time_median": 0.0010957920458167791,24194"iter_mean": 0.0,24195"restarts_mean": 0.0,24196"status_ok": 1.024197},24198"msgarch2__normal__w1000_r5": {24199"n_refits": 559,24200"failed": 0.008944543828264758,24201"inadmissible": 0.0,24202"fit_time_mean": 0.12014793466496713,24203"fit_time_median": 0.1149673331528902,24204"iter_mean": 195.0644007155635,24205"restarts_mean": 1.0017889087656529,24206"status_ok": 0.9910554561717353,24207"status_stale_fit": 0.00894454382826475824208},24209"msgarch2__t__w1000_r5": {24210"n_refits": 559,24211"failed": 0.0,24212"inadmissible": 0.0,24213"fit_time_mean": 0.22510981595115354,24214"fit_time_median": 0.21565187512896955,24215"iter_mean": 218.9731663685152,24216"restarts_mean": 1.0161001788908766,24217"status_ok": 1.024218},24219"nagarch11__ged__w1000_r5": {24220"n_refits": 559,24221"failed": 0.0,24222"inadmissible": 0.0017889087656529517,24223"fit_time_mean": 0.02698416236666413,24224"fit_time_median": 0.023654875112697482,24225"iter_mean": 57.19499105545617,24226"restarts_mean": 1.0,24227"status_ok": 1.024228},24229"nagarch11__normal__w1000_r5": {24230"n_refits": 559,24231"failed": 0.0017889087656529517,24232"inadmissible": 0.007155635062611807,24233"fit_time_mean": 0.01591496459501654,24234"fit_time_median": 0.0127192921936512,24235"iter_mean": 58.58855098389982,24236"restarts_mean": 0.998211091234347,24237"status_ok": 0.998211091234347,24238"status_stale_fit": 0.001788908765652951724239},24240"nagarch11__skewt__w1000_r5": {24241"n_refits": 559,24242"failed": 0.0,24243"inadmissible": 0.0,24244"fit_time_mean": 2.5635189701072467,24245"fit_time_median": 2.390729958191514,24246"iter_mean": 69.02146690518784,24247"restarts_mean": 1.0,24248"status_ok": 1.024249},24250"nagarch11__t__w1000_r5": {24251"n_refits": 559,24252"failed": 0.0,24253"inadmissible": 0.0,24254"fit_time_mean": 0.020883215198539903,24255"fit_time_median": 0.0186602920293808,24256"iter_mean": 57.81216457960644,24257"restarts_mean": 1.0,24258"status_ok": 1.024259},24260"qgarch11__ged__w1000_r5": {24261"n_refits": 559,24262"failed": 0.0,24263"inadmissible": 0.0,24264"fit_time_mean": 0.018366245024342736,24265"fit_time_median": 0.01729679200798273,24266"iter_mean": 56.398926654740606,24267"restarts_mean": 1.0,24268"status_ok": 1.024269},24270"qgarch11__normal__w1000_r5": {24271"n_refits": 559,24272"failed": 0.0,24273"inadmissible": 0.007155635062611807,24274"fit_time_mean": 0.014385699232863612,24275"fit_time_median": 0.00848483294248581,24276"iter_mean": 52.18604651162791,24277"restarts_mean": 1.0,24278"status_ok": 1.024279},24280"qgarch11__skewt__w1000_r5": {24281"n_refits": 559,24282"failed": 0.0,24283"inadmissible": 0.0,24284"fit_time_mean": 0.05175395093421736,24285"fit_time_median": 0.04906120779924095,24286"iter_mean": 71.59749552772809,24287"restarts_mean": 1.0,24288"status_ok": 1.024289},24290"qgarch11__t__w1000_r5": {24291"n_refits": 559,24292"failed": 0.0,24293"inadmissible": 0.0,24294"fit_time_mean": 0.013092853218876824,24295"fit_time_median": 0.011673084227368236,24296"iter_mean": 55.61001788908766,24297"restarts_mean": 1.0,24298"status_ok": 1.024299},24300"realgarch11__normal__w1000_r5": {24301"n_refits": 559,24302"failed": 0.0,24303"inadmissible": 0.0,24304"fit_time_mean": 0.03136025298318504,24305"fit_time_median": 0.029999749967828393,24306"iter_mean": 85.97137745974955,24307"restarts_mean": 1.0,24308"status_ok": 1.024309},24310"realgarch11__t__w1000_r5": {24311"n_refits": 559,24312"failed": 0.0,24313"inadmissible": 0.0,24314"fit_time_mean": 0.0900769139859119,24315"fit_time_median": 0.08629308291710913,24316"iter_mean": 131.01431127012523,24317"restarts_mean": 1.0,24318"status_ok": 1.024319},24320"rm2006__normal__w1000_r5": {24321"n_refits": 559,24322"failed": 0.0,24323"inadmissible": 0.0,24324"fit_time_mean": 0.003720566043913471,24325"fit_time_median": 0.003112291917204857,24326"iter_mean": 1.9946332737030412,24327"restarts_mean": 0.0,24328"status_ok": 1.024329},24330"rm_rw__empirical__w1000_r5": {24331"n_refits": 559,24332"failed": 0.0,24333"inadmissible": 0.0,24334"fit_time_mean": 2.5041610475676217e-06,24335"fit_time_median": 2.208864316344261e-06,24336"iter_mean": 0.0,24337"restarts_mean": 0.0,24338"status_ok": 1.024339},24340"tarch11__ged__w1000_r5": {24341"n_refits": 559,24342"failed": 0.0,24343"inadmissible": 0.0,24344"fit_time_mean": 0.042659803655594984,24345"fit_time_median": 0.041107290890067816,24346"iter_mean": 19.584973166368517,24347"restarts_mean": 0.0,24348"status_ok": 1.024349},24350"tarch11__normal__w1000_r5": {24351"n_refits": 559,24352"failed": 0.0,24353"inadmissible": 0.0,24354"fit_time_mean": 0.008970137038276479,24355"fit_time_median": 0.009007833199575543,24356"iter_mean": 17.78175313059034,24357"restarts_mean": 0.0,24358"status_ok": 1.024359},24360"tarch11__skewt__w1000_r5": {24361"n_refits": 559,24362"failed": 0.0,24363"inadmissible": 0.0,24364"fit_time_mean": 0.0424844402497491,24365"fit_time_median": 0.0405805001500994,24366"iter_mean": 20.821109123434706,24367"restarts_mean": 0.0,24368"status_ok": 1.024369},24370"tarch11__t__w1000_r5": {24371"n_refits": 559,24372"failed": 0.0,24373"inadmissible": 0.0,24374"fit_time_mean": 0.018383988567456364,24375"fit_time_median": 0.01747179194353521,24376"iter_mean": 18.991055456171736,24377"restarts_mean": 0.0,24378"status_ok": 1.024379}24380}24381}