spb/wp46_uqo

1{2"symbol": "JPM",3"asset_class": "stock",4"period": "test",5"horizons": {6"1": {7"n_origins": 2723,8"n_valid_targets": 2722,9"benchmark": "garch11__normal__w1000_r5",10"specs": {11"aparch11__ged__w1000_r5": {12"n_pair": 2722,13"coverage": 1.0,14"mean": 0.329717588316431,15"mean_bench": 0.33078463096192817,16"ratio": 0.9967742073070499,17"dm_stat": -0.09298674645877242,18"dm_p": 0.9259209360321083,19"own_mean": 0.329717588316431,20"own_n": 272221},22"aparch11__normal__w1000_r5": {23"n_pair": 2722,24"coverage": 1.0,25"mean": 0.32718393451735744,26"mean_bench": 0.33078463096192817,27"ratio": 0.9891146803462427,28"dm_stat": -0.3562980066006818,29"dm_p": 0.7216450256118209,30"own_mean": 0.32718393451735744,31"own_n": 272232},33"aparch11__skewt__w1000_r5": {34"n_pair": 2722,35"coverage": 1.0,36"mean": 0.34438916354672744,37"mean_bench": 0.33078463096192817,38"ratio": 1.041128067362855,39"dm_stat": 0.7533404793425276,40"dm_p": 0.45131051602990335,41"own_mean": 0.34438916354672744,42"own_n": 272243},44"aparch11__t__w1000_r5": {45"n_pair": 2722,46"coverage": 1.0,47"mean": 0.32968361446108924,48"mean_bench": 0.33078463096192817,49"ratio": 0.9966715004332664,50"dm_stat": -0.0938739015027786,51"dm_p": 0.9252162373641739,52"own_mean": 0.32968361446108924,53"own_n": 272254},55"arch5__ged__w1000_r5": {56"n_pair": 2722,57"coverage": 1.0,58"mean": 0.343216970754592,59"mean_bench": 0.33078463096192817,60"ratio": 1.0375843936778755,61"dm_stat": 2.2265087785245066,62"dm_p": 0.026061693457589512,63"own_mean": 0.343216970754592,64"own_n": 272265},66"arch5__normal__w1000_r5": {67"n_pair": 2722,68"coverage": 1.0,69"mean": 0.34639634504301703,70"mean_bench": 0.33078463096192817,71"ratio": 1.0471960079756115,72"dm_stat": 2.7924580295770225,73"dm_p": 0.005267481311757321,74"own_mean": 0.34639634504301703,75"own_n": 272276},77"arch5__skewt__w1000_r5": {78"n_pair": 2722,79"coverage": 1.0,80"mean": 0.34046681673788415,81"mean_bench": 0.33078463096192817,82"ratio": 1.0292703616483028,83"dm_stat": 1.5279653906478075,84"dm_p": 0.12663736180945892,85"own_mean": 0.34046681673788415,86"own_n": 272287},88"arch5__t__w1000_r5": {89"n_pair": 2722,90"coverage": 1.0,91"mean": 0.34038506389195816,92"mean_bench": 0.33078463096192817,93"ratio": 1.029023213388457,94"dm_stat": 1.5166186063674165,95"dm_p": 0.12947916627936454,96"own_mean": 0.34038506389195816,97"own_n": 272298},99"avgarch11__ged__w1000_r5": {100"n_pair": 2722,101"coverage": 1.0,102"mean": 0.3255716757472048,103"mean_bench": 0.33078463096192817,104"ratio": 0.9842406365750307,105"dm_stat": -1.1670242992627775,106"dm_p": 0.24330281900429462,107"own_mean": 0.3255716757472048,108"own_n": 2722109},110"avgarch11__normal__w1000_r5": {111"n_pair": 2722,112"coverage": 1.0,113"mean": 0.3348592166633814,114"mean_bench": 0.33078463096192817,115"ratio": 1.0123179414037595,116"dm_stat": 0.5049509888378255,117"dm_p": 0.6136341525958601,118"own_mean": 0.3348592166633814,119"own_n": 2722120},121"avgarch11__skewt__w1000_r5": {122"n_pair": 2722,123"coverage": 1.0,124"mean": 0.3223334975897825,125"mean_bench": 0.33078463096192817,126"ratio": 0.9744512514152499,127"dm_stat": -1.6581466592990959,128"dm_p": 0.0974031320188052,129"own_mean": 0.3223334975897825,130"own_n": 2722131},132"avgarch11__t__w1000_r5": {133"n_pair": 2722,134"coverage": 1.0,135"mean": 0.322639182615526,136"mean_bench": 0.33078463096192817,137"ratio": 0.9753753724206743,138"dm_stat": -1.5867080621485272,139"dm_p": 0.11269497208183465,140"own_mean": 0.322639182615526,141"own_n": 2722142},143"cgarch11__ged__w1000_r5": {144"n_pair": 2722,145"coverage": 1.0,146"mean": 0.3252679767763029,147"mean_bench": 0.33078463096192817,148"ratio": 0.9833225196419111,149"dm_stat": -1.2030485900641787,150"dm_p": 0.22906218279228657,151"own_mean": 0.3252679767763029,152"own_n": 2722153},154"cgarch11__normal__w1000_r5": {155"n_pair": 2722,156"coverage": 1.0,157"mean": 0.32914395442955874,158"mean_bench": 0.33078463096192817,159"ratio": 0.995040046063814,160"dm_stat": -0.41696144519781614,161"dm_p": 0.6767395003361248,162"own_mean": 0.32914395442955874,163"own_n": 2722164},165"cgarch11__skewt__w1000_r5": {166"n_pair": 2722,167"coverage": 1.0,168"mean": 0.32021955513882805,169"mean_bench": 0.33078463096192817,170"ratio": 0.9680605601524572,171"dm_stat": -1.6116881277497797,172"dm_p": 0.10714579894741337,173"own_mean": 0.32021955513882805,174"own_n": 2722175},176"cgarch11__t__w1000_r5": {177"n_pair": 2722,178"coverage": 1.0,179"mean": 0.3203763162654851,180"mean_bench": 0.33078463096192817,181"ratio": 0.9685344670755243,182"dm_stat": -1.5936351709551206,183"dm_p": 0.11113391667241347,184"own_mean": 0.3203763162654851,185"own_n": 2722186},187"constvar__normal__w1000_r5": {188"n_pair": 2722,189"coverage": 1.0,190"mean": 0.7408265087976914,191"mean_bench": 0.33078463096192817,192"ratio": 2.23960377676361,193"dm_stat": 2.1376730584804187,194"dm_p": 0.032632160756738575,195"own_mean": 0.7408265087976914,196"own_n": 2722197},198"egarch11__ged__w1000_r5": {199"n_pair": 2722,200"coverage": 1.0,201"mean": 0.32625249319896166,202"mean_bench": 0.33078463096192817,203"ratio": 0.986298826067623,204"dm_stat": -0.42000083819459694,205"dm_p": 0.6745180024753156,206"own_mean": 0.32625249319896166,207"own_n": 2722208},209"egarch11__normal__w1000_r5": {210"n_pair": 2722,211"coverage": 1.0,212"mean": 0.33056295005538217,213"mean_bench": 0.33078463096192817,214"ratio": 0.9993298331125562,215"dm_stat": -0.020092265386665892,216"dm_p": 0.9839712433824617,217"own_mean": 0.33056295005538217,218"own_n": 2722219},220"egarch11__skewt__w1000_r5": {221"n_pair": 2722,222"coverage": 1.0,223"mean": 0.3213049900062645,224"mean_bench": 0.33078463096192817,225"ratio": 0.9713419546485679,226"dm_stat": -0.8719712627205491,227"dm_p": 0.3833009872495772,228"own_mean": 0.3213049900062645,229"own_n": 2722230},231"egarch11__t__w1000_r5": {232"n_pair": 2722,233"coverage": 1.0,234"mean": 0.3237863764162366,235"mean_bench": 0.33078463096192817,236"ratio": 0.9788434712781531,237"dm_stat": -0.6515150960103637,238"dm_p": 0.5147690564349536,239"own_mean": 0.3237863764162366,240"own_n": 2722241},242"ewma094__normal__w1000_r5": {243"n_pair": 2722,244"coverage": 1.0,245"mean": 0.3643388402947082,246"mean_bench": 0.33078463096192817,247"ratio": 1.1014382356133166,248"dm_stat": 2.7680910997100945,249"dm_p": 0.005676746134057824,250"own_mean": 0.3643388402947082,251"own_n": 2722252},253"figarch11__ged__w1000_r5": {254"n_pair": 2722,255"coverage": 1.0,256"mean": 0.3199513832242799,257"mean_bench": 0.33078463096192817,258"ratio": 0.9672498455984941,259"dm_stat": -1.981496143786383,260"dm_p": 0.047636156687918506,261"own_mean": 0.3199513832242799,262"own_n": 2722263},264"figarch11__normal__w1000_r5": {265"n_pair": 2722,266"coverage": 1.0,267"mean": 0.3222933131867961,268"mean_bench": 0.33078463096192817,269"ratio": 0.9743297693413411,270"dm_stat": -1.7072758360966482,271"dm_p": 0.0878848780549068,272"own_mean": 0.3222933131867961,273"own_n": 2722274},275"figarch11__skewt__w1000_r5": {276"n_pair": 2722,277"coverage": 1.0,278"mean": 0.3204924598716222,279"mean_bench": 0.33078463096192817,280"ratio": 0.9688855825605437,281"dm_stat": -1.493725393337319,282"dm_p": 0.13536335401321342,283"own_mean": 0.3204924598716222,284"own_n": 2722285},286"figarch11__t__w1000_r5": {287"n_pair": 2722,288"coverage": 1.0,289"mean": 0.3203937010391161,290"mean_bench": 0.33078463096192817,291"ratio": 0.9685870232465303,292"dm_stat": -1.5079809319688082,293"dm_p": 0.13167549912118076,294"own_mean": 0.3203937010391161,295"own_n": 2722296},297"garch11__ged__w1000_r5": {298"n_pair": 2722,299"coverage": 1.0,300"mean": 0.3259232941332769,301"mean_bench": 0.33078463096192817,302"ratio": 0.9853036194138935,303"dm_stat": -2.251661339468743,304"dm_p": 0.02442313445100805,305"own_mean": 0.3259232941332769,306"own_n": 2722307},308"garch11__normal__w1000_r5": {309"n_pair": 2722,310"coverage": 1.0,311"mean": 0.33078463096192817,312"mean_bench": 0.33078463096192817,313"ratio": 1.0,314"dm_stat": 0.0,315"dm_p": 1.0,316"own_mean": 0.33078463096192817,317"own_n": 2722318},319"garch11__skewt__w1000_r5": {320"n_pair": 2722,321"coverage": 1.0,322"mean": 0.3211001894196902,323"mean_bench": 0.33078463096192817,324"ratio": 0.9707228189106748,325"dm_stat": -2.1997009456985124,326"dm_p": 0.027911929018120833,327"own_mean": 0.3211001894196902,328"own_n": 2722329},330"garch11__t__w1000_r5": {331"n_pair": 2722,332"coverage": 1.0,333"mean": 0.3211592481880215,334"mean_bench": 0.33078463096192817,335"ratio": 0.9709013603627354,336"dm_stat": -2.1712455256552095,337"dm_p": 0.029998772362891998,338"own_mean": 0.3211592481880215,339"own_n": 2722340},341"garch12__ged__w1000_r5": {342"n_pair": 2722,343"coverage": 1.0,344"mean": 0.3306087967932146,345"mean_bench": 0.33078463096192817,346"ratio": 0.9994684330762217,347"dm_stat": -0.05215469151612381,348"dm_p": 0.9584092630690412,349"own_mean": 0.3306087967932146,350"own_n": 2722351},352"garch12__normal__w1000_r5": {353"n_pair": 2722,354"coverage": 1.0,355"mean": 0.3363479491238134,356"mean_bench": 0.33078463096192817,357"ratio": 1.0168185509275536,358"dm_stat": 1.2587902202401922,359"dm_p": 0.20821409943080613,360"own_mean": 0.3363479491238134,361"own_n": 2722362},363"garch12__skewt__w1000_r5": {364"n_pair": 2722,365"coverage": 1.0,366"mean": 0.32267956395984826,367"mean_bench": 0.33078463096192817,368"ratio": 0.9754974498709017,369"dm_stat": -1.755921212395805,370"dm_p": 0.07921436099963473,371"own_mean": 0.32267956395984826,372"own_n": 2722373},374"garch12__t__w1000_r5": {375"n_pair": 2722,376"coverage": 1.0,377"mean": 0.32278480759904277,378"mean_bench": 0.33078463096192817,379"ratio": 0.9758156135016861,380"dm_stat": -1.720587054918417,381"dm_p": 0.08543947360004853,382"own_mean": 0.32278480759904277,383"own_n": 2722384},385"garch21__ged__w1000_r5": {386"n_pair": 2722,387"coverage": 1.0,388"mean": 0.3248045999704685,389"mean_bench": 0.33078463096192817,390"ratio": 0.9819216782410065,391"dm_stat": -2.532058305598338,392"dm_p": 0.011395326944715307,393"own_mean": 0.3248045999704685,394"own_n": 2722395},396"garch21__normal__w1000_r5": {397"n_pair": 2722,398"coverage": 1.0,399"mean": 0.33330093189177645,400"mean_bench": 0.33078463096192817,401"ratio": 1.0076070672404907,402"dm_stat": 0.8762525163505245,403"dm_p": 0.38097012116492696,404"own_mean": 0.33330093189177645,405"own_n": 2722406},407"garch21__skewt__w1000_r5": {408"n_pair": 2722,409"coverage": 1.0,410"mean": 0.32075551632071964,411"mean_bench": 0.33078463096192817,412"ratio": 0.9696808324738556,413"dm_stat": -2.324211777753071,414"dm_p": 0.020187423261690755,415"own_mean": 0.32075551632071964,416"own_n": 2722417},418"garch21__t__w1000_r5": {419"n_pair": 2722,420"coverage": 1.0,421"mean": 0.3207690966797909,422"mean_bench": 0.33078463096192817,423"ratio": 0.9697218874619057,424"dm_stat": -2.300203986966953,425"dm_p": 0.02151199325639187,426"own_mean": 0.3207690966797909,427"own_n": 2722428},429"garchm11__ged__w1000_r5": {430"n_pair": 2722,431"coverage": 1.0,432"mean": 0.3315279446629435,433"mean_bench": 0.33078463096192817,434"ratio": 1.0022471228450178,435"dm_stat": 0.1580152120778191,436"dm_p": 0.8744565369684153,437"own_mean": 0.3315279446629435,438"own_n": 2722439},440"garchm11__normal__w1000_r5": {441"n_pair": 2722,442"coverage": 1.0,443"mean": 0.33591823081674305,444"mean_bench": 0.33078463096192817,445"ratio": 1.0155194630412128,446"dm_stat": 1.1521958862105373,447"dm_p": 0.24934180633103578,448"own_mean": 0.33591823081674305,449"own_n": 2722450},451"garchm11__skewt__w1000_r5": {452"n_pair": 2722,453"coverage": 1.0,454"mean": 0.3223064565787369,455"mean_bench": 0.33078463096192817,456"ratio": 0.9743695033274775,457"dm_stat": -1.52259953936961,458"dm_p": 0.1279751261051044,459"own_mean": 0.3223064565787369,460"own_n": 2722461},462"garchm11__t__w1000_r5": {463"n_pair": 2722,464"coverage": 1.0,465"mean": 0.32242240929769295,466"mean_bench": 0.33078463096192817,467"ratio": 0.9747200417385846,468"dm_stat": -1.5327876902963695,469"dm_p": 0.12544442722166033,470"own_mean": 0.32242240929769295,471"own_n": 2722472},473"garchx_rv11__normal__w1000_r5": {474"n_pair": 2722,475"coverage": 1.0,476"mean": 0.2945734231496589,477"mean_bench": 0.33078463096192817,478"ratio": 0.8905293522647458,479"dm_stat": -3.6748908638043174,480"dm_p": 0.00024254456404242315,481"own_mean": 0.2945734231496589,482"own_n": 2722483},484"garchx_rv11__t__w1000_r5": {485"n_pair": 2722,486"coverage": 1.0,487"mean": 0.2886068860815776,488"mean_bench": 0.33078463096192817,489"ratio": 0.8724918241887573,490"dm_stat": -3.8987109525321606,491"dm_p": 9.904272462955014e-05,492"own_mean": 0.2886068860815776,493"own_n": 2722494},495"gas_t11__t__w1000_r5": {496"n_pair": 2722,497"coverage": 1.0,498"mean": 0.324880108826599,499"mean_bench": 0.33078463096192817,500"ratio": 0.9821499502012573,501"dm_stat": -0.769729675247913,502"dm_p": 0.4415270784917927,503"own_mean": 0.324880108826599,504"own_n": 2722505},506"gjr11__ged__w1000_r5": {507"n_pair": 2722,508"coverage": 1.0,509"mean": 0.32995889436128184,510"mean_bench": 0.33078463096192817,511"ratio": 0.9975037032456887,512"dm_stat": -0.0895459047438482,513"dm_p": 0.928654663663824,514"own_mean": 0.32995889436128184,515"own_n": 2722516},517"gjr11__normal__w1000_r5": {518"n_pair": 2722,519"coverage": 1.0,520"mean": 0.33385725866233384,521"mean_bench": 0.33078463096192817,522"ratio": 1.0092889070797226,523"dm_stat": 0.3811711441265268,524"dm_p": 0.7031060181992256,525"own_mean": 0.33385725866233384,526"own_n": 2722527},528"gjr11__skewt__w1000_r5": {529"n_pair": 2722,530"coverage": 1.0,531"mean": 0.3238026466160932,532"mean_bench": 0.33078463096192817,533"ratio": 0.9788926579643945,534"dm_stat": -0.7067132195573071,535"dm_p": 0.4798052247148462,536"own_mean": 0.3238026466160932,537"own_n": 2722538},539"gjr11__t__w1000_r5": {540"n_pair": 2722,541"coverage": 1.0,542"mean": 0.3251020002342857,543"mean_bench": 0.33078463096192817,544"ratio": 0.9828207534578699,545"dm_stat": -0.5819138222791355,546"dm_p": 0.5606729367134105,547"own_mean": 0.3251020002342857,548"own_n": 2722549},550"har_rv__empirical__w1000_r5": {551"n_pair": 2722,552"coverage": 1.0,553"mean": 6858587.500121143,554"mean_bench": 0.33078463096192817,555"ratio": 20734299.17277667,556"dm_stat": 1.1979427696505611,557"dm_p": 0.23104363391391144,558"own_mean": 6858587.500121143,559"own_n": 2722560},561"heavy11__normal__w1000_r5": {562"n_pair": 2722,563"coverage": 1.0,564"mean": 0.296149516757887,565"mean_bench": 0.33078463096192817,566"ratio": 0.8952940645902393,567"dm_stat": -3.45293028135925,568"dm_p": 0.0005630002003009858,569"own_mean": 0.296149516757887,570"own_n": 2722571},572"heavy11__t__w1000_r5": {573"n_pair": 2722,574"coverage": 1.0,575"mean": 0.29023962021772237,576"mean_bench": 0.33078463096192817,577"ratio": 0.8774277673472914,578"dm_stat": -3.7179757425092927,579"dm_p": 0.0002048771060082956,580"own_mean": 0.29023962021772237,581"own_n": 2722582},583"histvar22__empirical__w1000_r5": {584"n_pair": 2722,585"coverage": 1.0,586"mean": 0.4319290229774764,587"mean_bench": 0.33078463096192817,588"ratio": 1.3057711348964984,589"dm_stat": 4.687071543300228,590"dm_p": 2.9078643139313993e-06,591"own_mean": 0.4319290229774764,592"own_n": 2722593},594"histvar252__empirical__w1000_r5": {595"n_pair": 2722,596"coverage": 1.0,597"mean": 0.5616176346214977,598"mean_bench": 0.33078463096192817,599"ratio": 1.6978347300728653,600"dm_stat": 2.48772451758586,601"dm_p": 0.012915772066385937,602"own_mean": 0.5616176346214977,603"own_n": 2722604},605"histvar66__empirical__w1000_r5": {606"n_pair": 2722,607"coverage": 1.0,608"mean": 0.4540001476532704,609"mean_bench": 0.33078463096192817,610"ratio": 1.3724946843298889,611"dm_stat": 3.15477517861632,612"dm_p": 0.0016237488825564163,613"own_mean": 0.4540001476532704,614"own_n": 2722615},616"igarch11__ged__w1000_r5": {617"n_pair": 2722,618"coverage": 1.0,619"mean": 0.3434320946037532,620"mean_bench": 0.33078463096192817,621"ratio": 1.0382347378263794,622"dm_stat": 1.491417326362223,623"dm_p": 0.1359678799618446,624"own_mean": 0.3434320946037532,625"own_n": 2722626},627"igarch11__normal__w1000_r5": {628"n_pair": 2722,629"coverage": 1.0,630"mean": 0.34657571632411277,631"mean_bench": 0.33078463096192817,632"ratio": 1.0477382679971068,633"dm_stat": 1.8383906025592165,634"dm_p": 0.06611380394492232,635"own_mean": 0.34657571632411277,636"own_n": 2722637},638"igarch11__skewt__w1000_r5": {639"n_pair": 2722,640"coverage": 1.0,641"mean": 0.35070420243678857,642"mean_bench": 0.33078463096192817,643"ratio": 1.0602191565458585,644"dm_stat": 2.276275557243789,645"dm_p": 0.022906887637180247,646"own_mean": 0.35070420243678857,647"own_n": 2722648},649"igarch11__t__w1000_r5": {650"n_pair": 2722,651"coverage": 1.0,652"mean": 0.352159630709179,653"mean_bench": 0.33078463096192817,654"ratio": 1.0646190836771705,655"dm_stat": 2.4333200741112972,656"dm_p": 0.015025059380701514,657"own_mean": 0.352159630709179,658"own_n": 2722659},660"loghar_rv__empirical__w1000_r5": {661"n_pair": 2722,662"coverage": 1.0,663"mean": 0.28568862791752525,664"mean_bench": 0.33078463096192817,665"ratio": 0.8636695939794335,666"dm_stat": -5.021732381403759,667"dm_p": 5.451627151968274e-07,668"own_mean": 0.28568862791752525,669"own_n": 2722670},671"msgarch2__normal__w1000_r5": {672"n_pair": 2722,673"coverage": 1.0,674"mean": 0.3281342138506472,675"mean_bench": 0.33078463096192817,676"ratio": 0.9919874841114187,677"dm_stat": -0.533285091989401,678"dm_p": 0.5938797998690235,679"own_mean": 0.3281342138506472,680"own_n": 2722681},682"msgarch2__t__w1000_r5": {683"n_pair": 2722,684"coverage": 1.0,685"mean": 0.32186548081405864,686"mean_bench": 0.33078463096192817,687"ratio": 0.9730363828514872,688"dm_stat": -0.8939689660430576,689"dm_p": 0.37141755865975873,690"own_mean": 0.32186548081405864,691"own_n": 2722692},693"nagarch11__ged__w1000_r5": {694"n_pair": 2722,695"coverage": 1.0,696"mean": 0.32935783542630437,697"mean_bench": 0.33078463096192817,698"ratio": 0.9956866329264614,699"dm_stat": -0.13804162337781342,700"dm_p": 0.89021773585161,701"own_mean": 0.32935783542630437,702"own_n": 2722703},704"nagarch11__normal__w1000_r5": {705"n_pair": 2722,706"coverage": 1.0,707"mean": 0.3300568323004635,708"mean_bench": 0.33078463096192817,709"ratio": 0.9977997809047289,710"dm_stat": -0.073056913370145,711"dm_p": 0.9417661977873711,712"own_mean": 0.3300568323004635,713"own_n": 2722714},715"nagarch11__skewt__w1000_r5": {716"n_pair": 2722,717"coverage": 1.0,718"mean": 0.3240619504493524,719"mean_bench": 0.33078463096192817,720"ratio": 0.9796765632882456,721"dm_stat": -0.658956236668969,722"dm_p": 0.5099796295162375,723"own_mean": 0.3240619504493524,724"own_n": 2722725},726"nagarch11__t__w1000_r5": {727"n_pair": 2722,728"coverage": 1.0,729"mean": 0.3255776674246882,730"mean_bench": 0.33078463096192817,731"ratio": 0.9842587501054749,732"dm_stat": -0.5141193693553028,733"dm_p": 0.6072102855607205,734"own_mean": 0.3255776674246882,735"own_n": 2722736},737"qgarch11__ged__w1000_r5": {738"n_pair": 2722,739"coverage": 1.0,740"mean": 0.3233244809923406,741"mean_bench": 0.33078463096192817,742"ratio": 0.9774471082652986,743"dm_stat": -1.000334889825621,744"dm_p": 0.31723741666443034,745"own_mean": 0.3233244809923406,746"own_n": 2722747},748"qgarch11__normal__w1000_r5": {749"n_pair": 2722,750"coverage": 1.0,751"mean": 0.328231454670031,752"mean_bench": 0.33078463096192817,753"ratio": 0.9922814542970981,754"dm_stat": -0.34284432513756535,755"dm_p": 0.7317420609400516,756"own_mean": 0.328231454670031,757"own_n": 2722758},759"qgarch11__skewt__w1000_r5": {760"n_pair": 2722,761"coverage": 1.0,762"mean": 0.3179249301598545,763"mean_bench": 0.33078463096192817,764"ratio": 0.961123644817846,765"dm_stat": -1.6831487674008019,766"dm_p": 0.09246101256453297,767"own_mean": 0.3179249301598545,768"own_n": 2722769},770"qgarch11__t__w1000_r5": {771"n_pair": 2722,772"coverage": 1.0,773"mean": 0.31770875388529707,774"mean_bench": 0.33078463096192817,775"ratio": 0.9604701190662752,776"dm_stat": -1.7046631192906663,777"dm_p": 0.08837142841610804,778"own_mean": 0.31770875388529707,779"own_n": 2722780},781"realgarch11__normal__w1000_r5": {782"n_pair": 2722,783"coverage": 1.0,784"mean": 0.30570567002621984,785"mean_bench": 0.33078463096192817,786"ratio": 0.9241834154664978,787"dm_stat": -2.1807475502336917,788"dm_p": 0.029287469238044185,789"own_mean": 0.30570567002621984,790"own_n": 2722791},792"realgarch11__t__w1000_r5": {793"n_pair": 2722,794"coverage": 1.0,795"mean": 0.3026742379509732,796"mean_bench": 0.33078463096192817,797"ratio": 0.9150190475016647,798"dm_stat": -2.4815850929292202,799"dm_p": 0.013139900596391054,800"own_mean": 0.3026742379509732,801"own_n": 2722802},803"rm2006__normal__w1000_r5": {804"n_pair": 2722,805"coverage": 1.0,806"mean": 0.333436349095985,807"mean_bench": 0.33078463096192817,808"ratio": 1.0080164490301307,809"dm_stat": 0.32332623177890246,810"dm_p": 0.746473035612767,811"own_mean": 0.333436349095985,812"own_n": 2722813},814"rm_rw__empirical__w1000_r5": {815"n_pair": 2722,816"coverage": 1.0,817"mean": 0.4087555837039906,818"mean_bench": 0.33078463096192817,819"ratio": 1.2357151616002273,820"dm_stat": 3.556721092734393,821"dm_p": 0.00038192086248774345,822"own_mean": 0.4087555837039906,823"own_n": 2722824},825"tarch11__ged__w1000_r5": {826"n_pair": 2722,827"coverage": 1.0,828"mean": 0.32235679327367295,829"mean_bench": 0.33078463096192817,830"ratio": 0.9745216769480888,831"dm_stat": -0.8216678836228699,832"dm_p": 0.4113379305078725,833"own_mean": 0.32235679327367295,834"own_n": 2722835},836"tarch11__normal__w1000_r5": {837"n_pair": 2722,838"coverage": 1.0,839"mean": 0.3255856770530555,840"mean_bench": 0.33078463096192817,841"ratio": 0.9842829641336298,842"dm_stat": -0.5598656733627061,843"dm_p": 0.5756171490339327,844"own_mean": 0.3255856770530555,845"own_n": 2722846},847"tarch11__skewt__w1000_r5": {848"n_pair": 2722,849"coverage": 1.0,850"mean": 0.3191540114439863,851"mean_bench": 0.33078463096192817,852"ratio": 0.9648392989598102,853"dm_stat": -1.0700506848679354,854"dm_p": 0.2846914041770817,855"own_mean": 0.3191540114439863,856"own_n": 2722857},858"tarch11__t__w1000_r5": {859"n_pair": 2722,860"coverage": 1.0,861"mean": 0.3199483113269035,862"mean_bench": 0.33078463096192817,863"ratio": 0.967240558899268,864"dm_stat": -0.9914688719092302,865"dm_p": 0.32154484203300626,866"own_mean": 0.3199483113269035,867"own_n": 2722868}869},870"common_sample_A": {871"n": 2722,872"specs": [873"aparch11__ged__w1000_r5",874"aparch11__normal__w1000_r5",875"aparch11__skewt__w1000_r5",876"aparch11__t__w1000_r5",877"arch5__ged__w1000_r5",878"arch5__normal__w1000_r5",879"arch5__skewt__w1000_r5",880"arch5__t__w1000_r5",881"avgarch11__ged__w1000_r5",882"avgarch11__normal__w1000_r5",883"avgarch11__skewt__w1000_r5",884"avgarch11__t__w1000_r5",885"cgarch11__ged__w1000_r5",886"cgarch11__normal__w1000_r5",887"cgarch11__skewt__w1000_r5",888"cgarch11__t__w1000_r5",889"constvar__normal__w1000_r5",890"egarch11__ged__w1000_r5",891"egarch11__normal__w1000_r5",892"egarch11__skewt__w1000_r5",893"egarch11__t__w1000_r5",894"ewma094__normal__w1000_r5",895"figarch11__ged__w1000_r5",896"figarch11__normal__w1000_r5",897"figarch11__skewt__w1000_r5",898"figarch11__t__w1000_r5",899"garch11__ged__w1000_r5",900"garch11__normal__w1000_r5",901"garch11__skewt__w1000_r5",902"garch11__t__w1000_r5",903"garch12__ged__w1000_r5",904"garch12__normal__w1000_r5",905"garch12__skewt__w1000_r5",906"garch12__t__w1000_r5",907"garch21__ged__w1000_r5",908"garch21__normal__w1000_r5",909"garch21__skewt__w1000_r5",910"garch21__t__w1000_r5",911"garchm11__ged__w1000_r5",912"garchm11__normal__w1000_r5",913"garchm11__skewt__w1000_r5",914"garchm11__t__w1000_r5",915"gas_t11__t__w1000_r5",916"gjr11__ged__w1000_r5",917"gjr11__normal__w1000_r5",918"gjr11__skewt__w1000_r5",919"gjr11__t__w1000_r5",920"histvar22__empirical__w1000_r5",921"histvar252__empirical__w1000_r5",922"histvar66__empirical__w1000_r5",923"igarch11__ged__w1000_r5",924"igarch11__normal__w1000_r5",925"igarch11__skewt__w1000_r5",926"igarch11__t__w1000_r5",927"msgarch2__normal__w1000_r5",928"msgarch2__t__w1000_r5",929"nagarch11__ged__w1000_r5",930"nagarch11__normal__w1000_r5",931"nagarch11__skewt__w1000_r5",932"nagarch11__t__w1000_r5",933"qgarch11__ged__w1000_r5",934"qgarch11__normal__w1000_r5",935"qgarch11__skewt__w1000_r5",936"qgarch11__t__w1000_r5",937"rm2006__normal__w1000_r5",938"tarch11__ged__w1000_r5",939"tarch11__normal__w1000_r5",940"tarch11__skewt__w1000_r5",941"tarch11__t__w1000_r5"942],943"mean": {944"aparch11__ged__w1000_r5": 0.329717588316431,945"aparch11__normal__w1000_r5": 0.32718393451735744,946"aparch11__skewt__w1000_r5": 0.34438916354672744,947"aparch11__t__w1000_r5": 0.32968361446108924,948"arch5__ged__w1000_r5": 0.343216970754592,949"arch5__normal__w1000_r5": 0.34639634504301703,950"arch5__skewt__w1000_r5": 0.34046681673788415,951"arch5__t__w1000_r5": 0.34038506389195816,952"avgarch11__ged__w1000_r5": 0.3255716757472048,953"avgarch11__normal__w1000_r5": 0.3348592166633814,954"avgarch11__skewt__w1000_r5": 0.3223334975897825,955"avgarch11__t__w1000_r5": 0.322639182615526,956"cgarch11__ged__w1000_r5": 0.3252679767763029,957"cgarch11__normal__w1000_r5": 0.32914395442955874,958"cgarch11__skewt__w1000_r5": 0.32021955513882805,959"cgarch11__t__w1000_r5": 0.3203763162654851,960"constvar__normal__w1000_r5": 0.7408265087976914,961"egarch11__ged__w1000_r5": 0.32625249319896166,962"egarch11__normal__w1000_r5": 0.33056295005538217,963"egarch11__skewt__w1000_r5": 0.3213049900062645,964"egarch11__t__w1000_r5": 0.3237863764162366,965"ewma094__normal__w1000_r5": 0.3643388402947082,966"figarch11__ged__w1000_r5": 0.3199513832242799,967"figarch11__normal__w1000_r5": 0.3222933131867961,968"figarch11__skewt__w1000_r5": 0.3204924598716222,969"figarch11__t__w1000_r5": 0.3203937010391161,970"garch11__ged__w1000_r5": 0.3259232941332769,971"garch11__normal__w1000_r5": 0.33078463096192817,972"garch11__skewt__w1000_r5": 0.3211001894196902,973"garch11__t__w1000_r5": 0.3211592481880215,974"garch12__ged__w1000_r5": 0.3306087967932146,975"garch12__normal__w1000_r5": 0.3363479491238134,976"garch12__skewt__w1000_r5": 0.32267956395984826,977"garch12__t__w1000_r5": 0.32278480759904277,978"garch21__ged__w1000_r5": 0.3248045999704685,979"garch21__normal__w1000_r5": 0.33330093189177645,980"garch21__skewt__w1000_r5": 0.32075551632071964,981"garch21__t__w1000_r5": 0.3207690966797909,982"garchm11__ged__w1000_r5": 0.3315279446629435,983"garchm11__normal__w1000_r5": 0.33591823081674305,984"garchm11__skewt__w1000_r5": 0.3223064565787369,985"garchm11__t__w1000_r5": 0.32242240929769295,986"gas_t11__t__w1000_r5": 0.324880108826599,987"gjr11__ged__w1000_r5": 0.32995889436128184,988"gjr11__normal__w1000_r5": 0.33385725866233384,989"gjr11__skewt__w1000_r5": 0.3238026466160932,990"gjr11__t__w1000_r5": 0.3251020002342857,991"histvar22__empirical__w1000_r5": 0.4319290229774764,992"histvar252__empirical__w1000_r5": 0.5616176346214977,993"histvar66__empirical__w1000_r5": 0.4540001476532704,994"igarch11__ged__w1000_r5": 0.3434320946037532,995"igarch11__normal__w1000_r5": 0.34657571632411277,996"igarch11__skewt__w1000_r5": 0.35070420243678857,997"igarch11__t__w1000_r5": 0.352159630709179,998"msgarch2__normal__w1000_r5": 0.3281342138506472,999"msgarch2__t__w1000_r5": 0.32186548081405864,1000"nagarch11__ged__w1000_r5": 0.32935783542630437,1001"nagarch11__normal__w1000_r5": 0.3300568323004635,1002"nagarch11__skewt__w1000_r5": 0.3240619504493524,1003"nagarch11__t__w1000_r5": 0.3255776674246882,1004"qgarch11__ged__w1000_r5": 0.3233244809923406,1005"qgarch11__normal__w1000_r5": 0.328231454670031,1006"qgarch11__skewt__w1000_r5": 0.3179249301598545,1007"qgarch11__t__w1000_r5": 0.31770875388529707,1008"rm2006__normal__w1000_r5": 0.333436349095985,1009"tarch11__ged__w1000_r5": 0.32235679327367295,1010"tarch11__normal__w1000_r5": 0.3255856770530555,1011"tarch11__skewt__w1000_r5": 0.3191540114439863,1012"tarch11__t__w1000_r5": 0.31994831132690351013},1014"ratio": {1015"aparch11__ged__w1000_r5": 0.9967742073070499,1016"aparch11__normal__w1000_r5": 0.9891146803462427,1017"aparch11__skewt__w1000_r5": 1.041128067362855,1018"aparch11__t__w1000_r5": 0.9966715004332664,1019"arch5__ged__w1000_r5": 1.0375843936778755,1020"arch5__normal__w1000_r5": 1.0471960079756115,1021"arch5__skewt__w1000_r5": 1.0292703616483028,1022"arch5__t__w1000_r5": 1.029023213388457,1023"avgarch11__ged__w1000_r5": 0.9842406365750307,1024"avgarch11__normal__w1000_r5": 1.0123179414037595,1025"avgarch11__skewt__w1000_r5": 0.9744512514152499,1026"avgarch11__t__w1000_r5": 0.9753753724206743,1027"cgarch11__ged__w1000_r5": 0.9833225196419111,1028"cgarch11__normal__w1000_r5": 0.995040046063814,1029"cgarch11__skewt__w1000_r5": 0.9680605601524572,1030"cgarch11__t__w1000_r5": 0.9685344670755243,1031"constvar__normal__w1000_r5": 2.23960377676361,1032"egarch11__ged__w1000_r5": 0.986298826067623,1033"egarch11__normal__w1000_r5": 0.9993298331125562,1034"egarch11__skewt__w1000_r5": 0.9713419546485679,1035"egarch11__t__w1000_r5": 0.9788434712781531,1036"ewma094__normal__w1000_r5": 1.1014382356133166,1037"figarch11__ged__w1000_r5": 0.9672498455984941,1038"figarch11__normal__w1000_r5": 0.9743297693413411,1039"figarch11__skewt__w1000_r5": 0.9688855825605437,1040"figarch11__t__w1000_r5": 0.9685870232465303,1041"garch11__ged__w1000_r5": 0.9853036194138935,1042"garch11__normal__w1000_r5": 1.0,1043"garch11__skewt__w1000_r5": 0.9707228189106748,1044"garch11__t__w1000_r5": 0.9709013603627354,1045"garch12__ged__w1000_r5": 0.9994684330762217,1046"garch12__normal__w1000_r5": 1.0168185509275536,1047"garch12__skewt__w1000_r5": 0.9754974498709017,1048"garch12__t__w1000_r5": 0.9758156135016861,1049"garch21__ged__w1000_r5": 0.9819216782410065,1050"garch21__normal__w1000_r5": 1.0076070672404907,1051"garch21__skewt__w1000_r5": 0.9696808324738556,1052"garch21__t__w1000_r5": 0.9697218874619057,1053"garchm11__ged__w1000_r5": 1.0022471228450178,1054"garchm11__normal__w1000_r5": 1.0155194630412128,1055"garchm11__skewt__w1000_r5": 0.9743695033274775,1056"garchm11__t__w1000_r5": 0.9747200417385846,1057"gas_t11__t__w1000_r5": 0.9821499502012573,1058"gjr11__ged__w1000_r5": 0.9975037032456887,1059"gjr11__normal__w1000_r5": 1.0092889070797226,1060"gjr11__skewt__w1000_r5": 0.9788926579643945,1061"gjr11__t__w1000_r5": 0.9828207534578699,1062"histvar22__empirical__w1000_r5": 1.3057711348964984,1063"histvar252__empirical__w1000_r5": 1.6978347300728653,1064"histvar66__empirical__w1000_r5": 1.3724946843298889,1065"igarch11__ged__w1000_r5": 1.0382347378263794,1066"igarch11__normal__w1000_r5": 1.0477382679971068,1067"igarch11__skewt__w1000_r5": 1.0602191565458585,1068"igarch11__t__w1000_r5": 1.0646190836771705,1069"msgarch2__normal__w1000_r5": 0.9919874841114187,1070"msgarch2__t__w1000_r5": 0.9730363828514872,1071"nagarch11__ged__w1000_r5": 0.9956866329264614,1072"nagarch11__normal__w1000_r5": 0.9977997809047289,1073"nagarch11__skewt__w1000_r5": 0.9796765632882456,1074"nagarch11__t__w1000_r5": 0.9842587501054749,1075"qgarch11__ged__w1000_r5": 0.9774471082652986,1076"qgarch11__normal__w1000_r5": 0.9922814542970981,1077"qgarch11__skewt__w1000_r5": 0.961123644817846,1078"qgarch11__t__w1000_r5": 0.9604701190662752,1079"rm2006__normal__w1000_r5": 1.0080164490301307,1080"tarch11__ged__w1000_r5": 0.9745216769480888,1081"tarch11__normal__w1000_r5": 0.9842829641336298,1082"tarch11__skewt__w1000_r5": 0.9648392989598102,1083"tarch11__t__w1000_r5": 0.9672405588992681084}1085},1086"mcs_A": {1087"histvar22__empirical__w1000_r5": {1088"p": 0.0025,1089"in": false1090},1091"histvar66__empirical__w1000_r5": {1092"p": 0.114,1093"in": true1094},1095"ewma094__normal__w1000_r5": {1096"p": 0.177,1097"in": true1098},1099"histvar252__empirical__w1000_r5": {1100"p": 0.361,1101"in": true1102},1103"arch5__normal__w1000_r5": {1104"p": 0.6255,1105"in": true1106},1107"constvar__normal__w1000_r5": {1108"p": 0.6255,1109"in": true1110},1111"igarch11__t__w1000_r5": {1112"p": 0.6255,1113"in": true1114},1115"igarch11__skewt__w1000_r5": {1116"p": 0.6255,1117"in": true1118},1119"arch5__ged__w1000_r5": {1120"p": 0.6255,1121"in": true1122},1123"igarch11__normal__w1000_r5": {1124"p": 0.6255,1125"in": true1126},1127"arch5__skewt__w1000_r5": {1128"p": 0.6255,1129"in": true1130},1131"arch5__t__w1000_r5": {1132"p": 0.6255,1133"in": true1134},1135"igarch11__ged__w1000_r5": {1136"p": 0.6255,1137"in": true1138},1139"garch12__normal__w1000_r5": {1140"p": 0.6855,1141"in": true1142},1143"garchm11__normal__w1000_r5": {1144"p": 0.7255,1145"in": true1146},1147"gjr11__normal__w1000_r5": {1148"p": 0.836,1149"in": true1150},1151"garch21__normal__w1000_r5": {1152"p": 0.85,1153"in": true1154},1155"aparch11__skewt__w1000_r5": {1156"p": 0.917,1157"in": true1158},1159"garchm11__ged__w1000_r5": {1160"p": 0.917,1161"in": true1162},1163"garch11__normal__w1000_r5": {1164"p": 0.917,1165"in": true1166},1167"garch12__ged__w1000_r5": {1168"p": 0.917,1169"in": true1170},1171"rm2006__normal__w1000_r5": {1172"p": 0.953,1173"in": true1174},1175"avgarch11__normal__w1000_r5": {1176"p": 0.958,1177"in": true1178},1179"gjr11__ged__w1000_r5": {1180"p": 0.9605,1181"in": true1182},1183"cgarch11__normal__w1000_r5": {1184"p": 0.971,1185"in": true1186},1187"nagarch11__normal__w1000_r5": {1188"p": 0.975,1189"in": true1190},1191"qgarch11__normal__w1000_r5": {1192"p": 0.9755,1193"in": true1194},1195"aparch11__t__w1000_r5": {1196"p": 0.985,1197"in": true1198},1199"msgarch2__normal__w1000_r5": {1200"p": 0.985,1201"in": true1202},1203"aparch11__ged__w1000_r5": {1204"p": 0.985,1205"in": true1206},1207"nagarch11__ged__w1000_r5": {1208"p": 0.985,1209"in": true1210},1211"egarch11__normal__w1000_r5": {1212"p": 0.985,1213"in": true1214},1215"garch11__ged__w1000_r5": {1216"p": 0.99,1217"in": true1218},1219"aparch11__normal__w1000_r5": {1220"p": 0.9985,1221"in": true1222},1223"cgarch11__ged__w1000_r5": {1224"p": 0.999,1225"in": true1226},1227"garch21__ged__w1000_r5": {1228"p": 0.999,1229"in": true1230},1231"egarch11__ged__w1000_r5": {1232"p": 0.999,1233"in": true1234},1235"tarch11__normal__w1000_r5": {1236"p": 0.999,1237"in": true1238},1239"avgarch11__ged__w1000_r5": {1240"p": 0.999,1241"in": true1242},1243"gjr11__t__w1000_r5": {1244"p": 0.999,1245"in": true1246},1247"nagarch11__t__w1000_r5": {1248"p": 0.999,1249"in": true1250},1251"gas_t11__t__w1000_r5": {1252"p": 0.999,1253"in": true1254},1255"gjr11__skewt__w1000_r5": {1256"p": 1.0,1257"in": true1258},1259"garch12__t__w1000_r5": {1260"p": 1.0,1261"in": true1262},1263"qgarch11__ged__w1000_r5": {1264"p": 1.0,1265"in": true1266},1267"garch12__skewt__w1000_r5": {1268"p": 1.0,1269"in": true1270},1271"egarch11__t__w1000_r5": {1272"p": 1.0,1273"in": true1274},1275"nagarch11__skewt__w1000_r5": {1276"p": 1.0,1277"in": true1278},1279"garchm11__t__w1000_r5": {1280"p": 1.0,1281"in": true1282},1283"avgarch11__t__w1000_r5": {1284"p": 1.0,1285"in": true1286},1287"garchm11__skewt__w1000_r5": {1288"p": 1.0,1289"in": true1290},1291"avgarch11__skewt__w1000_r5": {1292"p": 1.0,1293"in": true1294},1295"figarch11__normal__w1000_r5": {1296"p": 1.0,1297"in": true1298},1299"tarch11__ged__w1000_r5": {1300"p": 1.0,1301"in": true1302},1303"garch11__t__w1000_r5": {1304"p": 1.0,1305"in": true1306},1307"garch11__skewt__w1000_r5": {1308"p": 1.0,1309"in": true1310},1311"msgarch2__t__w1000_r5": {1312"p": 1.0,1313"in": true1314},1315"garch21__skewt__w1000_r5": {1316"p": 1.0,1317"in": true1318},1319"egarch11__skewt__w1000_r5": {1320"p": 1.0,1321"in": true1322},1323"garch21__t__w1000_r5": {1324"p": 1.0,1325"in": true1326},1327"cgarch11__t__w1000_r5": {1328"p": 1.0,1329"in": true1330},1331"figarch11__skewt__w1000_r5": {1332"p": 1.0,1333"in": true1334},1335"figarch11__t__w1000_r5": {1336"p": 1.0,1337"in": true1338},1339"cgarch11__skewt__w1000_r5": {1340"p": 1.0,1341"in": true1342},1343"tarch11__t__w1000_r5": {1344"p": 1.0,1345"in": true1346},1347"figarch11__ged__w1000_r5": {1348"p": 1.0,1349"in": true1350},1351"tarch11__skewt__w1000_r5": {1352"p": 1.0,1353"in": true1354},1355"qgarch11__skewt__w1000_r5": {1356"p": 1.0,1357"in": true1358},1359"qgarch11__t__w1000_r5": {1360"p": 1.0,1361"in": true1362}1363},1364"spa_A": {1365"lower": 0.392,1366"consistent": 0.8575,1367"upper": 0.8955,1368"n": 27221369},1370"common_sample_B": {1371"n": 2722,1372"specs": [1373"garchx_rv11__normal__w1000_r5",1374"garchx_rv11__t__w1000_r5",1375"har_rv__empirical__w1000_r5",1376"heavy11__normal__w1000_r5",1377"heavy11__t__w1000_r5",1378"loghar_rv__empirical__w1000_r5",1379"realgarch11__normal__w1000_r5",1380"realgarch11__t__w1000_r5",1381"rm_rw__empirical__w1000_r5",1382"garch11__normal__w1000_r5"1383],1384"mean": {1385"garchx_rv11__normal__w1000_r5": 0.2945734231496589,1386"garchx_rv11__t__w1000_r5": 0.2886068860815776,1387"har_rv__empirical__w1000_r5": 6858587.500121143,1388"heavy11__normal__w1000_r5": 0.296149516757887,1389"heavy11__t__w1000_r5": 0.29023962021772237,1390"loghar_rv__empirical__w1000_r5": 0.28568862791752525,1391"realgarch11__normal__w1000_r5": 0.30570567002621984,1392"realgarch11__t__w1000_r5": 0.3026742379509732,1393"rm_rw__empirical__w1000_r5": 0.4087555837039906,1394"garch11__normal__w1000_r5": 0.330784630961928171395},1396"ratio": {1397"garchx_rv11__normal__w1000_r5": 0.8905293522647458,1398"garchx_rv11__t__w1000_r5": 0.8724918241887573,1399"har_rv__empirical__w1000_r5": 20734299.17277667,1400"heavy11__normal__w1000_r5": 0.8952940645902393,1401"heavy11__t__w1000_r5": 0.8774277673472914,1402"loghar_rv__empirical__w1000_r5": 0.8636695939794335,1403"realgarch11__normal__w1000_r5": 0.9241834154664978,1404"realgarch11__t__w1000_r5": 0.9150190475016647,1405"rm_rw__empirical__w1000_r5": 1.2357151616002273,1406"garch11__normal__w1000_r5": 1.01407}1408},1409"mcs_B": {1410"har_rv__empirical__w1000_r5": {1411"p": 0.412,1412"in": true1413},1414"rm_rw__empirical__w1000_r5": {1415"p": 0.412,1416"in": true1417},1418"garch11__normal__w1000_r5": {1419"p": 0.412,1420"in": true1421},1422"realgarch11__normal__w1000_r5": {1423"p": 0.6195,1424"in": true1425},1426"heavy11__normal__w1000_r5": {1427"p": 0.6195,1428"in": true1429},1430"realgarch11__t__w1000_r5": {1431"p": 0.6325,1432"in": true1433},1434"garchx_rv11__normal__w1000_r5": {1435"p": 0.6325,1436"in": true1437},1438"heavy11__t__w1000_r5": {1439"p": 0.6325,1440"in": true1441},1442"garchx_rv11__t__w1000_r5": {1443"p": 0.704,1444"in": true1445},1446"loghar_rv__empirical__w1000_r5": {1447"p": 1.0,1448"in": true1449}1450},1451"spa_B": {1452"lower": 0.0015,1453"consistent": 0.4505,1454"upper": 0.4625,1455"n": 27221456}1457},1458"5": {1459"n_origins": 2723,1460"n_valid_targets": 2718,1461"benchmark": "garch11__normal__w1000_r5",1462"specs": {1463"aparch11__ged__w1000_r5": {1464"n_pair": 2718,1465"coverage": 1.0,1466"mean": 0.2245762201042569,1467"mean_bench": 0.2605288369624495,1468"ratio": 0.8620013919481224,1469"dm_stat": -1.6987950338831745,1470"dm_p": 0.08947229532472635,1471"own_mean": 0.22457622010425682,1472"own_n": 27181473},1474"aparch11__normal__w1000_r5": {1475"n_pair": 2718,1476"coverage": 1.0,1477"mean": 0.22687680706111815,1478"mean_bench": 0.2605288369624495,1479"ratio": 0.8708318422878398,1480"dm_stat": -2.107789904528051,1481"dm_p": 0.03514054060451148,1482"own_mean": 0.22687680706111815,1483"own_n": 27181484},1485"aparch11__skewt__w1000_r5": {1486"n_pair": 2718,1487"coverage": 1.0,1488"mean": 0.23595298017890642,1489"mean_bench": 0.2605288369624495,1490"ratio": 0.9056693413670548,1491"dm_stat": -0.8826614999270918,1492"dm_p": 0.37749727473077455,1493"own_mean": 0.23595298017890642,1494"own_n": 27181495},1496"aparch11__t__w1000_r5": {1497"n_pair": 2718,1498"coverage": 1.0,1499"mean": 0.22024738703302515,1500"mean_bench": 0.2605288369624495,1501"ratio": 0.8453858298410545,1502"dm_stat": -1.627000337656396,1503"dm_p": 0.10385298247333065,1504"own_mean": 0.2202473870330252,1505"own_n": 27181506},1507"arch5__ged__w1000_r5": {1508"n_pair": 2718,1509"coverage": 1.0,1510"mean": 0.2680510116892208,1511"mean_bench": 0.2605288369624495,1512"ratio": 1.028872714492851,1513"dm_stat": 1.079723215554917,1514"dm_p": 0.280361288751111,1515"own_mean": 0.26805101168922074,1516"own_n": 27181517},1518"arch5__normal__w1000_r5": {1519"n_pair": 2718,1520"coverage": 1.0,1521"mean": 0.2810437513194447,1522"mean_bench": 0.2605288369624495,1523"ratio": 1.0787433536962054,1524"dm_stat": 2.7437627094137174,1525"dm_p": 0.0061138375370336055,1526"own_mean": 0.2810437513194447,1527"own_n": 27181528},1529"arch5__skewt__w1000_r5": {1530"n_pair": 2718,1531"coverage": 1.0,1532"mean": 0.2549924165414098,1533"mean_bench": 0.2605288369624495,1534"ratio": 0.978749298981296,1535"dm_stat": -0.3831051589174001,1536"dm_p": 0.7016717649821531,1537"own_mean": 0.2549924165414098,1538"own_n": 27181539},1540"arch5__t__w1000_r5": {1541"n_pair": 2718,1542"coverage": 1.0,1543"mean": 0.2549200509683292,1544"mean_bench": 0.2605288369624495,1545"ratio": 0.9784715348231156,1546"dm_stat": -0.38739618971833834,1547"dm_p": 0.6984932673630154,1548"own_mean": 0.2549200509683292,1549"own_n": 27181550},1551"avgarch11__ged__w1000_r5": {1552"n_pair": 2718,1553"coverage": 1.0,1554"mean": 0.24773923128692132,1555"mean_bench": 0.2605288369624495,1556"ratio": 0.9509090593400547,1557"dm_stat": -2.623380990223028,1558"dm_p": 0.008754868167148296,1559"own_mean": 0.24773923128692132,1560"own_n": 27181561},1562"avgarch11__normal__w1000_r5": {1563"n_pair": 2718,1564"coverage": 1.0,1565"mean": 0.2616613006911269,1566"mean_bench": 0.2605288369624495,1567"ratio": 1.004346788408842,1568"dm_stat": 0.098924822736481,1569"dm_p": 0.9212052574769132,1570"own_mean": 0.2616613006911269,1571"own_n": 27181572},1573"avgarch11__skewt__w1000_r5": {1574"n_pair": 2718,1575"coverage": 1.0,1576"mean": 0.2334843462999806,1577"mean_bench": 0.2605288369624495,1578"ratio": 0.8961938686796239,1579"dm_stat": -2.347644449399835,1580"dm_p": 0.01896392511668953,1581"own_mean": 0.2334843462999806,1582"own_n": 27181583},1584"avgarch11__t__w1000_r5": {1585"n_pair": 2718,1586"coverage": 1.0,1587"mean": 0.23347148667109796,1588"mean_bench": 0.2605288369624495,1589"ratio": 0.8961445089656184,1590"dm_stat": -2.326736963770644,1591"dm_p": 0.020052437933433306,1592"own_mean": 0.23347148667109796,1593"own_n": 27181594},1595"cgarch11__ged__w1000_r5": {1596"n_pair": 2718,1597"coverage": 1.0,1598"mean": 0.24529924828665914,1599"mean_bench": 0.2605288369624495,1600"ratio": 0.9415435586580175,1601"dm_stat": -1.8206931344321406,1602"dm_p": 0.06876346595659111,1603"own_mean": 0.24529924828665917,1604"own_n": 27181605},1606"cgarch11__normal__w1000_r5": {1607"n_pair": 2718,1608"coverage": 1.0,1609"mean": 0.25687126258343607,1610"mean_bench": 0.2605288369624495,1611"ratio": 0.9859609614749073,1612"dm_stat": -0.7978443350292473,1613"dm_p": 0.4250305531675585,1614"own_mean": 0.2568712625834361,1615"own_n": 27181616},1617"cgarch11__skewt__w1000_r5": {1618"n_pair": 2718,1619"coverage": 1.0,1620"mean": 0.23021282022860348,1621"mean_bench": 0.2605288369624495,1622"ratio": 0.8836366173998024,1623"dm_stat": -1.654001302641069,1624"dm_p": 0.09824276156358008,1625"own_mean": 0.23021282022860348,1626"own_n": 27181627},1628"cgarch11__t__w1000_r5": {1629"n_pair": 2718,1630"coverage": 1.0,1631"mean": 0.22991543726015878,1632"mean_bench": 0.2605288369624495,1633"ratio": 0.8824951584660738,1634"dm_stat": -1.6710086809339861,1635"dm_p": 0.09483512900386645,1636"own_mean": 0.22991543726015878,1637"own_n": 27181638},1639"constvar__normal__w1000_r5": {1640"n_pair": 2718,1641"coverage": 1.0,1642"mean": 0.6231984215278499,1643"mean_bench": 0.2605288369624495,1644"ratio": 2.3920516008662513,1645"dm_stat": 1.7593365228337143,1646"dm_p": 0.07863290448751799,1647"own_mean": 0.6231984215278498,1648"own_n": 27181649},1650"egarch11__ged__w1000_r5": {1651"n_pair": 2718,1652"coverage": 1.0,1653"mean": 0.22823664461623872,1654"mean_bench": 0.2605288369624495,1655"ratio": 0.8760513702716712,1656"dm_stat": -2.317757202604478,1657"dm_p": 0.020536457422230592,1658"own_mean": 0.22823664461623866,1659"own_n": 27181660},1661"egarch11__normal__w1000_r5": {1662"n_pair": 2718,1663"coverage": 1.0,1664"mean": 0.23629757305611532,1665"mean_bench": 0.2605288369624495,1666"ratio": 0.906992008298004,1667"dm_stat": -2.367787350894534,1668"dm_p": 0.017964474211717672,1669"own_mean": 0.23629757305611535,1670"own_n": 27181671},1672"egarch11__skewt__w1000_r5": {1673"n_pair": 2718,1674"coverage": 1.0,1675"mean": 0.22208383626395206,1676"mean_bench": 0.2605288369624495,1677"ratio": 0.852434758674954,1678"dm_stat": -1.9540541834980942,1679"dm_p": 0.05079726702332012,1680"own_mean": 0.22208383626395206,1681"own_n": 27181682},1683"egarch11__t__w1000_r5": {1684"n_pair": 2718,1685"coverage": 1.0,1686"mean": 0.22693316907860037,1687"mean_bench": 0.2605288369624495,1688"ratio": 0.8710481792512997,1689"dm_stat": -1.7093155640174666,1690"dm_p": 0.08750670426189433,1691"own_mean": 0.2269331690786004,1692"own_n": 27181693},1694"ewma094__normal__w1000_r5": {1695"n_pair": 2718,1696"coverage": 1.0,1697"mean": 0.2827241715318097,1698"mean_bench": 0.2605288369624495,1699"ratio": 1.0851933890625676,1700"dm_stat": 1.1163566535633513,1701"dm_p": 0.26436821644998887,1702"own_mean": 0.2827241715318097,1703"own_n": 27181704},1705"figarch11__ged__w1000_r5": {1706"n_pair": 2718,1707"coverage": 1.0,1708"mean": 0.24630334302416199,1709"mean_bench": 0.2605288369624495,1710"ratio": 0.9453976223739952,1711"dm_stat": -1.952173500826111,1712"dm_p": 0.05102018781249506,1713"own_mean": 0.24630334302416196,1714"own_n": 27181715},1716"figarch11__normal__w1000_r5": {1717"n_pair": 2718,1718"coverage": 1.0,1719"mean": 0.2558816622943257,1720"mean_bench": 0.2605288369624495,1721"ratio": 0.9821625324769956,1722"dm_stat": -0.48044702075509627,1723"dm_p": 0.630948246219106,1724"own_mean": 0.2558816622943257,1725"own_n": 27181726},1727"figarch11__skewt__w1000_r5": {1728"n_pair": 2718,1729"coverage": 1.0,1730"mean": 0.2344625456818192,1731"mean_bench": 0.2605288369624495,1732"ratio": 0.8999485370428024,1733"dm_stat": -1.3875627846028187,1734"dm_p": 0.16538400896945243,1735"own_mean": 0.2344625456818192,1736"own_n": 27181737},1738"figarch11__t__w1000_r5": {1739"n_pair": 2718,1740"coverage": 1.0,1741"mean": 0.23443873917219585,1742"mean_bench": 0.2605288369624495,1743"ratio": 0.8998571594052982,1744"dm_stat": -1.3877391873587677,1745"dm_p": 0.16533027284142188,1746"own_mean": 0.2344387391721959,1747"own_n": 27181748},1749"garch11__ged__w1000_r5": {1750"n_pair": 2718,1751"coverage": 1.0,1752"mean": 0.24666179169843014,1753"mean_bench": 0.2605288369624495,1754"ratio": 0.9467734726577771,1755"dm_stat": -1.915891463386456,1756"dm_p": 0.05548374939061669,1757"own_mean": 0.24666179169843014,1758"own_n": 27181759},1760"garch11__normal__w1000_r5": {1761"n_pair": 2718,1762"coverage": 1.0,1763"mean": 0.2605288369624495,1764"mean_bench": 0.2605288369624495,1765"ratio": 1.0,1766"dm_stat": 0.0,1767"dm_p": 1.0,1768"own_mean": 0.2605288369624495,1769"own_n": 27181770},1771"garch11__skewt__w1000_r5": {1772"n_pair": 2718,1773"coverage": 1.0,1774"mean": 0.23358671921794616,1775"mean_bench": 0.2605288369624495,1776"ratio": 0.8965868114308339,1777"dm_stat": -1.6959805090164806,1778"dm_p": 0.09000413213811886,1779"own_mean": 0.23358671921794613,1780"own_n": 27181781},1782"garch11__t__w1000_r5": {1783"n_pair": 2718,1784"coverage": 1.0,1785"mean": 0.2334026589981461,1786"mean_bench": 0.2605288369624495,1787"ratio": 0.8958803244947002,1788"dm_stat": -1.7031039999733577,1789"dm_p": 0.08866297542528491,1790"own_mean": 0.2334026589981461,1791"own_n": 27181792},1793"garch12__ged__w1000_r5": {1794"n_pair": 2718,1795"coverage": 1.0,1796"mean": 0.24572847616091253,1797"mean_bench": 0.2605288369624495,1798"ratio": 0.943191084050054,1799"dm_stat": -1.9368445304975914,1800"dm_p": 0.052867902606344046,1801"own_mean": 0.24572847616091248,1802"own_n": 27181803},1804"garch12__normal__w1000_r5": {1805"n_pair": 2718,1806"coverage": 1.0,1807"mean": 0.25995034718417054,1808"mean_bench": 0.2605288369624495,1809"ratio": 0.9977795556721334,1810"dm_stat": -0.2871948735491596,1811"dm_p": 0.7739850119531153,1812"own_mean": 0.25995034718417054,1813"own_n": 27181814},1815"garch12__skewt__w1000_r5": {1816"n_pair": 2718,1817"coverage": 1.0,1818"mean": 0.23455548998961756,1819"mean_bench": 0.2605288369624495,1820"ratio": 0.9003052895193497,1821"dm_stat": -1.6252359526036575,1822"dm_p": 0.10422827312822691,1823"own_mean": 0.23455548998961762,1824"own_n": 27181825},1826"garch12__t__w1000_r5": {1827"n_pair": 2718,1828"coverage": 1.0,1829"mean": 0.23441832578074948,1830"mean_bench": 0.2605288369624495,1831"ratio": 0.8997788057317303,1832"dm_stat": -1.6298650844107467,1833"dm_p": 0.10324593030084417,1834"own_mean": 0.23441832578074948,1835"own_n": 27181836},1837"garch21__ged__w1000_r5": {1838"n_pair": 2718,1839"coverage": 1.0,1840"mean": 0.24555528830195947,1841"mean_bench": 0.2605288369624495,1842"ratio": 0.9425263290042315,1843"dm_stat": -2.154491135390496,1844"dm_p": 0.03128932386464819,1845"own_mean": 0.24555528830195947,1846"own_n": 27181847},1848"garch21__normal__w1000_r5": {1849"n_pair": 2718,1850"coverage": 1.0,1851"mean": 0.2618624418221857,1852"mean_bench": 0.2605288369624495,1853"ratio": 1.0051188378042328,1854"dm_stat": 0.6016831860944273,1855"dm_p": 0.5474352441698332,1856"own_mean": 0.2618624418221857,1857"own_n": 27181858},1859"garch21__skewt__w1000_r5": {1860"n_pair": 2718,1861"coverage": 1.0,1862"mean": 0.2330746333762975,1863"mean_bench": 0.2605288369624495,1864"ratio": 0.8946212484335888,1865"dm_stat": -1.7503571751200524,1866"dm_p": 0.08016956669070928,1867"own_mean": 0.2330746333762975,1868"own_n": 27181869},1870"garch21__t__w1000_r5": {1871"n_pair": 2718,1872"coverage": 1.0,1873"mean": 0.23280073763373904,1874"mean_bench": 0.2605288369624495,1875"ratio": 0.8935699416156878,1876"dm_stat": -1.7589015595306707,1877"dm_p": 0.07870678430720969,1878"own_mean": 0.23280073763373904,1879"own_n": 27181880},1881"garchm11__ged__w1000_r5": {1882"n_pair": 2718,1883"coverage": 1.0,1884"mean": 0.2423421699129623,1885"mean_bench": 0.2605288369624495,1886"ratio": 0.930193266658967,1887"dm_stat": -1.4975301525770959,1888"dm_p": 0.1343715249684787,1889"own_mean": 0.2423421699129623,1890"own_n": 27181891},1892"garchm11__normal__w1000_r5": {1893"n_pair": 2718,1894"coverage": 1.0,1895"mean": 0.25996925960961925,1896"mean_bench": 0.2605288369624495,1897"ratio": 0.9978521481178266,1898"dm_stat": -0.26279467458532957,1899"dm_p": 0.7927287650918703,1900"own_mean": 0.25996925960961925,1901"own_n": 27181902},1903"garchm11__skewt__w1000_r5": {1904"n_pair": 2718,1905"coverage": 1.0,1906"mean": 0.23166215847804614,1907"mean_bench": 0.2605288369624495,1908"ratio": 0.8891996800777798,1909"dm_stat": -1.5063848033864353,1910"dm_p": 0.1320846677851974,1911"own_mean": 0.2316621584780462,1912"own_n": 27181913},1914"garchm11__t__w1000_r5": {1915"n_pair": 2718,1916"coverage": 1.0,1917"mean": 0.2318649518477686,1918"mean_bench": 0.2605288369624495,1919"ratio": 0.8899780713379829,1920"dm_stat": -1.5396007383791779,1921"dm_p": 0.12377415248559168,1922"own_mean": 0.2318649518477686,1923"own_n": 27181924},1925"garchx_rv11__normal__w1000_r5": {1926"n_pair": 2718,1927"coverage": 1.0,1928"mean": 0.22343289215176707,1929"mean_bench": 0.2605288369624495,1930"ratio": 0.8576129028817292,1931"dm_stat": -1.8648079822398433,1932"dm_p": 0.062316060051286294,1933"own_mean": 0.22343289215176707,1934"own_n": 27181935},1936"garchx_rv11__t__w1000_r5": {1937"n_pair": 2718,1938"coverage": 1.0,1939"mean": 0.21591892559530734,1940"mean_bench": 0.2605288369624495,1941"ratio": 0.8287716941922562,1942"dm_stat": -1.8633745358907234,1943"dm_p": 0.0625174023837305,1944"own_mean": 0.2159189255953074,1945"own_n": 27181946},1947"gas_t11__t__w1000_r5": {1948"n_pair": 2718,1949"coverage": 1.0,1950"mean": 0.22981651808210538,1951"mean_bench": 0.2605288369624495,1952"ratio": 0.882115472366037,1953"dm_stat": -1.99827336767414,1954"dm_p": 0.04578652603563599,1955"own_mean": 0.22981651808210538,1956"own_n": 27181957},1958"gjr11__ged__w1000_r5": {1959"n_pair": 2718,1960"coverage": 1.0,1961"mean": 0.22731921698741817,1962"mean_bench": 0.2605288369624495,1963"ratio": 0.8725299649657673,1964"dm_stat": -1.5374799505031982,1965"dm_p": 0.12429226191873594,1966"own_mean": 0.22731921698741814,1967"own_n": 27181968},1969"gjr11__normal__w1000_r5": {1970"n_pair": 2718,1971"coverage": 1.0,1972"mean": 0.23772463351848383,1973"mean_bench": 0.2605288369624495,1974"ratio": 0.9124695611056196,1975"dm_stat": -1.4585734249378528,1976"dm_p": 0.14479813840747452,1977"own_mean": 0.23772463351848383,1978"own_n": 27181979},1980"gjr11__skewt__w1000_r5": {1981"n_pair": 2718,1982"coverage": 1.0,1983"mean": 0.2213249237748632,1984"mean_bench": 0.2605288369624495,1985"ratio": 0.8495217894315599,1986"dm_stat": -1.5640389282674647,1987"dm_p": 0.11792488371421786,1988"own_mean": 0.2213249237748632,1989"own_n": 27181990},1991"gjr11__t__w1000_r5": {1992"n_pair": 2718,1993"coverage": 1.0,1994"mean": 0.22041473463710728,1995"mean_bench": 0.2605288369624495,1996"ratio": 0.8460281679639021,1997"dm_stat": -1.5826124056568718,1998"dm_p": 0.11362622194034658,1999"own_mean": 0.2204147346371073,2000"own_n": 27182001},2002"har_rv__empirical__w1000_r5": {2003"n_pair": 2718,2004"coverage": 1.0,2005"mean": 1897332.766572147,2006"mean_bench": 0.2605288369624495,2007"ratio": 7282620.9516515555,2008"dm_stat": 1.0203704105444789,2009"dm_p": 0.3076436663325212,2010"own_mean": 1897332.7665721474,2011"own_n": 27182012},2013"heavy11__normal__w1000_r5": {2014"n_pair": 2718,2015"coverage": 1.0,2016"mean": 0.2238659434638784,2017"mean_bench": 0.2605288369624495,2018"ratio": 0.8592751039538268,2019"dm_stat": -1.8485316308550064,2020"dm_p": 0.06463405826181592,2021"own_mean": 0.2238659434638784,2022"own_n": 27182023},2024"heavy11__t__w1000_r5": {2025"n_pair": 2718,2026"coverage": 1.0,2027"mean": 0.21686627500659958,2028"mean_bench": 0.2605288369624495,2029"ratio": 0.8324079496729835,2030"dm_stat": -1.8411940456376499,2031"dm_p": 0.06570208354560256,2032"own_mean": 0.21686627500659958,2033"own_n": 27182034},2035"histvar22__empirical__w1000_r5": {2036"n_pair": 2718,2037"coverage": 1.0,2038"mean": 0.35862548489462026,2039"mean_bench": 0.2605288369624495,2040"ratio": 1.3765289442654274,2041"dm_stat": 3.3956556917810103,2042"dm_p": 0.0006944794816210206,2043"own_mean": 0.3586254848946202,2044"own_n": 27182045},2046"histvar252__empirical__w1000_r5": {2047"n_pair": 2718,2048"coverage": 1.0,2049"mean": 0.4590601676694835,2050"mean_bench": 0.2605288369624495,2051"ratio": 1.7620320768393432,2052"dm_stat": 1.8741837672163062,2053"dm_p": 0.06101233071604007,2054"own_mean": 0.4590601676694835,2055"own_n": 27182056},2057"histvar66__empirical__w1000_r5": {2058"n_pair": 2718,2059"coverage": 1.0,2060"mean": 0.3665098458561468,2061"mean_bench": 0.2605288369624495,2062"ratio": 1.4067918550949987,2063"dm_stat": 2.513870745006959,2064"dm_p": 0.011998797418730457,2065"own_mean": 0.3665098458561468,2066"own_n": 27182067},2068"igarch11__ged__w1000_r5": {2069"n_pair": 2718,2070"coverage": 1.0,2071"mean": 0.24822982642860553,2072"mean_bench": 0.2605288369624495,2073"ratio": 0.9527921335801431,2074"dm_stat": -0.4530095388610862,2075"dm_p": 0.6505780451903949,2076"own_mean": 0.24822982642860553,2077"own_n": 27182078},2079"igarch11__normal__w1000_r5": {2080"n_pair": 2718,2081"coverage": 1.0,2082"mean": 0.2534389331540928,2083"mean_bench": 0.2605288369624495,2084"ratio": 0.9727864911576811,2085"dm_stat": -0.26623780817362014,2086"dm_p": 0.7900762684866064,2087"own_mean": 0.2534389331540928,2088"own_n": 27182089},2090"igarch11__skewt__w1000_r5": {2091"n_pair": 2718,2092"coverage": 1.0,2093"mean": 0.2622645883373259,2094"mean_bench": 0.2605288369624495,2095"ratio": 1.006662415551053,2096"dm_stat": 0.05875219383249259,2097"dm_p": 0.9531538070098672,2098"own_mean": 0.26226458833732585,2099"own_n": 27182100},2101"igarch11__t__w1000_r5": {2102"n_pair": 2718,2103"coverage": 1.0,2104"mean": 0.2653905704562755,2105"mean_bench": 0.2605288369624495,2106"ratio": 1.0186610186822687,2107"dm_stat": 0.16462839437309312,2108"dm_p": 0.8692487269275878,2109"own_mean": 0.2653905704562755,2110"own_n": 27182111},2112"loghar_rv__empirical__w1000_r5": {2113"n_pair": 2718,2114"coverage": 1.0,2115"mean": 0.22801540023500844,2116"mean_bench": 0.2605288369624495,2117"ratio": 0.8752021576324495,2118"dm_stat": -2.578780434568796,2119"dm_p": 0.009967132312093346,2120"own_mean": 0.22801540023500844,2121"own_n": 27182122},2123"msgarch2__normal__w1000_r5": {2124"n_pair": 2718,2125"coverage": 1.0,2126"mean": 0.24576350433438657,2127"mean_bench": 0.2605288369624495,2128"ratio": 0.9433255343238988,2129"dm_stat": -1.776455173791101,2130"dm_p": 0.07576979985665479,2131"own_mean": 0.24576350433438657,2132"own_n": 27182133},2134"msgarch2__t__w1000_r5": {2135"n_pair": 2718,2136"coverage": 1.0,2137"mean": 0.23316114234440316,2138"mean_bench": 0.2605288369624495,2139"ratio": 0.8949532998453031,2140"dm_stat": -1.3807076881781297,2141"dm_p": 0.16748242074058167,2142"own_mean": 0.23316114234440316,2143"own_n": 27182144},2145"nagarch11__ged__w1000_r5": {2146"n_pair": 2718,2147"coverage": 1.0,2148"mean": 0.22428473518380956,2149"mean_bench": 0.2605288369624495,2150"ratio": 0.8608825717674246,2151"dm_stat": -1.6694669747773228,2152"dm_p": 0.09514006962287502,2153"own_mean": 0.22428473518380956,2154"own_n": 27182155},2156"nagarch11__normal__w1000_r5": {2157"n_pair": 2718,2158"coverage": 1.0,2159"mean": 0.22635060302317792,2160"mean_bench": 0.2605288369624495,2161"ratio": 0.8688120887585363,2162"dm_stat": -1.6999774712862532,2163"dm_p": 0.08924961687752048,2164"own_mean": 0.22635060302317797,2165"own_n": 27182166},2167"nagarch11__skewt__w1000_r5": {2168"n_pair": 2718,2169"coverage": 1.0,2170"mean": 0.21906937139164567,2171"mean_bench": 0.2605288369624495,2172"ratio": 0.8408641973986954,2173"dm_stat": -1.7405403847577445,2174"dm_p": 0.08187738448107286,2175"own_mean": 0.21906937139164567,2176"own_n": 27182177},2178"nagarch11__t__w1000_r5": {2179"n_pair": 2718,2180"coverage": 1.0,2181"mean": 0.220122648415776,2182"mean_bench": 0.2605288369624495,2183"ratio": 0.8449070397819444,2184"dm_stat": -1.6928761793472664,2185"dm_p": 0.09059368042544187,2186"own_mean": 0.22012264841577606,2187"own_n": 27182188},2189"qgarch11__ged__w1000_r5": {2190"n_pair": 2718,2191"coverage": 1.0,2192"mean": 0.22593282257062752,2193"mean_bench": 0.2605288369624495,2194"ratio": 0.8672085025397462,2195"dm_stat": -2.0299277431899005,2196"dm_p": 0.04246113726737917,2197"own_mean": 0.22593282257062752,2198"own_n": 27182199},2200"qgarch11__normal__w1000_r5": {2201"n_pair": 2718,2202"coverage": 1.0,2203"mean": 0.23129723399315238,2204"mean_bench": 0.2605288369624495,2205"ratio": 0.8877989733876933,2206"dm_stat": -1.9066921136592052,2207"dm_p": 0.05666585304543251,2208"own_mean": 0.23129723399315238,2209"own_n": 27182210},2211"qgarch11__skewt__w1000_r5": {2212"n_pair": 2718,2213"coverage": 1.0,2214"mean": 0.21883265547547612,2215"mean_bench": 0.2605288369624495,2216"ratio": 0.8399555996444911,2217"dm_stat": -2.060195199843302,2218"dm_p": 0.0394749079053118,2219"own_mean": 0.21883265547547612,2220"own_n": 27182221},2222"qgarch11__t__w1000_r5": {2223"n_pair": 2718,2224"coverage": 1.0,2225"mean": 0.2186174224287329,2226"mean_bench": 0.2605288369624495,2227"ratio": 0.839129460591123,2228"dm_stat": -2.0627779885844415,2229"dm_p": 0.039228556832975756,2230"own_mean": 0.2186174224287329,2231"own_n": 27182232},2233"realgarch11__normal__w1000_r5": {2234"n_pair": 2718,2235"coverage": 1.0,2236"mean": 0.25067566542479064,2237"mean_bench": 0.2605288369624495,2238"ratio": 0.9621801116047702,2239"dm_stat": -0.5624949311040504,2240"dm_p": 0.5738252613010808,2241"own_mean": 0.25067566542479064,2242"own_n": 27182243},2244"realgarch11__t__w1000_r5": {2245"n_pair": 2718,2246"coverage": 1.0,2247"mean": 0.6597137563289703,2248"mean_bench": 0.2605288369624495,2249"ratio": 2.5322101154739203,2250"dm_stat": 7.537658876495243,2251"dm_p": 6.4796669784401e-14,2252"own_mean": 0.6597137563289703,2253"own_n": 27182254},2255"rm2006__normal__w1000_r5": {2256"n_pair": 2718,2257"coverage": 1.0,2258"mean": 0.24579948717431127,2259"mean_bench": 0.2605288369624495,2260"ratio": 0.943463648938558,2261"dm_stat": -0.8873537434101829,2262"dm_p": 0.374967019110608,2263"own_mean": 0.24579948717431133,2264"own_n": 27182265},2266"rm_rw__empirical__w1000_r5": {2267"n_pair": 2718,2268"coverage": 1.0,2269"mean": 0.3950048088833466,2270"mean_bench": 0.2605288369624495,2271"ratio": 1.5161654022210194,2272"dm_stat": 4.111588751847595,2273"dm_p": 4.045998446181576e-05,2274"own_mean": 0.3950048088833467,2275"own_n": 27182276},2277"tarch11__ged__w1000_r5": {2278"n_pair": 2718,2279"coverage": 1.0,2280"mean": 0.22104978723210877,2281"mean_bench": 0.2605288369624495,2282"ratio": 0.8484657199923289,2283"dm_stat": -2.0316727964150734,2284"dm_p": 0.04228391803699509,2285"own_mean": 0.22104978723210877,2286"own_n": 27182287},2288"tarch11__normal__w1000_r5": {2289"n_pair": 2718,2290"coverage": 1.0,2291"mean": 0.224720241065738,2292"mean_bench": 0.2605288369624495,2293"ratio": 0.8625541943294645,2294"dm_stat": -2.363787715546869,2295"dm_p": 0.018159172739301677,2296"own_mean": 0.22472024106573796,2297"own_n": 27182298},2299"tarch11__skewt__w1000_r5": {2300"n_pair": 2718,2301"coverage": 1.0,2302"mean": 0.21415191543900633,2303"mean_bench": 0.2605288369624495,2304"ratio": 0.821989296600869,2305"dm_stat": -1.981630288829478,2306"dm_p": 0.04762126881543821,2307"own_mean": 0.21415191543900633,2308"own_n": 27182309},2310"tarch11__t__w1000_r5": {2311"n_pair": 2718,2312"coverage": 1.0,2313"mean": 0.21517952852461705,2314"mean_bench": 0.2605288369624495,2315"ratio": 0.8259336318905507,2316"dm_stat": -1.940100131045006,2317"dm_p": 0.052470869603898455,2318"own_mean": 0.21517952852461705,2319"own_n": 27182320}2321},2322"common_sample_A": {2323"n": 2718,2324"specs": [2325"aparch11__ged__w1000_r5",2326"aparch11__normal__w1000_r5",2327"aparch11__skewt__w1000_r5",2328"aparch11__t__w1000_r5",2329"arch5__ged__w1000_r5",2330"arch5__normal__w1000_r5",2331"arch5__skewt__w1000_r5",2332"arch5__t__w1000_r5",2333"avgarch11__ged__w1000_r5",2334"avgarch11__normal__w1000_r5",2335"avgarch11__skewt__w1000_r5",2336"avgarch11__t__w1000_r5",2337"cgarch11__ged__w1000_r5",2338"cgarch11__normal__w1000_r5",2339"cgarch11__skewt__w1000_r5",2340"cgarch11__t__w1000_r5",2341"constvar__normal__w1000_r5",2342"egarch11__ged__w1000_r5",2343"egarch11__normal__w1000_r5",2344"egarch11__skewt__w1000_r5",2345"egarch11__t__w1000_r5",2346"ewma094__normal__w1000_r5",2347"figarch11__ged__w1000_r5",2348"figarch11__normal__w1000_r5",2349"figarch11__skewt__w1000_r5",2350"figarch11__t__w1000_r5",2351"garch11__ged__w1000_r5",2352"garch11__normal__w1000_r5",2353"garch11__skewt__w1000_r5",2354"garch11__t__w1000_r5",2355"garch12__ged__w1000_r5",2356"garch12__normal__w1000_r5",2357"garch12__skewt__w1000_r5",2358"garch12__t__w1000_r5",2359"garch21__ged__w1000_r5",2360"garch21__normal__w1000_r5",2361"garch21__skewt__w1000_r5",2362"garch21__t__w1000_r5",2363"garchm11__ged__w1000_r5",2364"garchm11__normal__w1000_r5",2365"garchm11__skewt__w1000_r5",2366"garchm11__t__w1000_r5",2367"gas_t11__t__w1000_r5",2368"gjr11__ged__w1000_r5",2369"gjr11__normal__w1000_r5",2370"gjr11__skewt__w1000_r5",2371"gjr11__t__w1000_r5",2372"histvar22__empirical__w1000_r5",2373"histvar252__empirical__w1000_r5",2374"histvar66__empirical__w1000_r5",2375"igarch11__ged__w1000_r5",2376"igarch11__normal__w1000_r5",2377"igarch11__skewt__w1000_r5",2378"igarch11__t__w1000_r5",2379"msgarch2__normal__w1000_r5",2380"msgarch2__t__w1000_r5",2381"nagarch11__ged__w1000_r5",2382"nagarch11__normal__w1000_r5",2383"nagarch11__skewt__w1000_r5",2384"nagarch11__t__w1000_r5",2385"qgarch11__ged__w1000_r5",2386"qgarch11__normal__w1000_r5",2387"qgarch11__skewt__w1000_r5",2388"qgarch11__t__w1000_r5",2389"rm2006__normal__w1000_r5",2390"tarch11__ged__w1000_r5",2391"tarch11__normal__w1000_r5",2392"tarch11__skewt__w1000_r5",2393"tarch11__t__w1000_r5"2394],2395"mean": {2396"aparch11__ged__w1000_r5": 0.2245762201042569,2397"aparch11__normal__w1000_r5": 0.22687680706111815,2398"aparch11__skewt__w1000_r5": 0.23595298017890642,2399"aparch11__t__w1000_r5": 0.22024738703302515,2400"arch5__ged__w1000_r5": 0.2680510116892208,2401"arch5__normal__w1000_r5": 0.2810437513194447,2402"arch5__skewt__w1000_r5": 0.2549924165414098,2403"arch5__t__w1000_r5": 0.2549200509683292,2404"avgarch11__ged__w1000_r5": 0.24773923128692132,2405"avgarch11__normal__w1000_r5": 0.2616613006911269,2406"avgarch11__skewt__w1000_r5": 0.2334843462999806,2407"avgarch11__t__w1000_r5": 0.23347148667109796,2408"cgarch11__ged__w1000_r5": 0.24529924828665914,2409"cgarch11__normal__w1000_r5": 0.25687126258343607,2410"cgarch11__skewt__w1000_r5": 0.23021282022860348,2411"cgarch11__t__w1000_r5": 0.22991543726015878,2412"constvar__normal__w1000_r5": 0.6231984215278499,2413"egarch11__ged__w1000_r5": 0.22823664461623872,2414"egarch11__normal__w1000_r5": 0.23629757305611532,2415"egarch11__skewt__w1000_r5": 0.22208383626395206,2416"egarch11__t__w1000_r5": 0.22693316907860037,2417"ewma094__normal__w1000_r5": 0.2827241715318097,2418"figarch11__ged__w1000_r5": 0.24630334302416199,2419"figarch11__normal__w1000_r5": 0.2558816622943257,2420"figarch11__skewt__w1000_r5": 0.2344625456818192,2421"figarch11__t__w1000_r5": 0.23443873917219585,2422"garch11__ged__w1000_r5": 0.24666179169843014,2423"garch11__normal__w1000_r5": 0.2605288369624495,2424"garch11__skewt__w1000_r5": 0.23358671921794616,2425"garch11__t__w1000_r5": 0.2334026589981461,2426"garch12__ged__w1000_r5": 0.24572847616091253,2427"garch12__normal__w1000_r5": 0.25995034718417054,2428"garch12__skewt__w1000_r5": 0.23455548998961756,2429"garch12__t__w1000_r5": 0.23441832578074948,2430"garch21__ged__w1000_r5": 0.24555528830195947,2431"garch21__normal__w1000_r5": 0.2618624418221857,2432"garch21__skewt__w1000_r5": 0.2330746333762975,2433"garch21__t__w1000_r5": 0.23280073763373904,2434"garchm11__ged__w1000_r5": 0.2423421699129623,2435"garchm11__normal__w1000_r5": 0.25996925960961925,2436"garchm11__skewt__w1000_r5": 0.23166215847804614,2437"garchm11__t__w1000_r5": 0.2318649518477686,2438"gas_t11__t__w1000_r5": 0.22981651808210538,2439"gjr11__ged__w1000_r5": 0.22731921698741817,2440"gjr11__normal__w1000_r5": 0.23772463351848383,2441"gjr11__skewt__w1000_r5": 0.2213249237748632,2442"gjr11__t__w1000_r5": 0.22041473463710728,2443"histvar22__empirical__w1000_r5": 0.35862548489462026,2444"histvar252__empirical__w1000_r5": 0.4590601676694835,2445"histvar66__empirical__w1000_r5": 0.3665098458561468,2446"igarch11__ged__w1000_r5": 0.24822982642860553,2447"igarch11__normal__w1000_r5": 0.2534389331540928,2448"igarch11__skewt__w1000_r5": 0.2622645883373259,2449"igarch11__t__w1000_r5": 0.2653905704562755,2450"msgarch2__normal__w1000_r5": 0.24576350433438657,2451"msgarch2__t__w1000_r5": 0.23316114234440316,2452"nagarch11__ged__w1000_r5": 0.22428473518380956,2453"nagarch11__normal__w1000_r5": 0.22635060302317792,2454"nagarch11__skewt__w1000_r5": 0.21906937139164567,2455"nagarch11__t__w1000_r5": 0.220122648415776,2456"qgarch11__ged__w1000_r5": 0.22593282257062752,2457"qgarch11__normal__w1000_r5": 0.23129723399315238,2458"qgarch11__skewt__w1000_r5": 0.21883265547547612,2459"qgarch11__t__w1000_r5": 0.2186174224287329,2460"rm2006__normal__w1000_r5": 0.24579948717431127,2461"tarch11__ged__w1000_r5": 0.22104978723210877,2462"tarch11__normal__w1000_r5": 0.224720241065738,2463"tarch11__skewt__w1000_r5": 0.21415191543900633,2464"tarch11__t__w1000_r5": 0.215179528524617052465},2466"ratio": {2467"aparch11__ged__w1000_r5": 0.8620013919481224,2468"aparch11__normal__w1000_r5": 0.8708318422878398,2469"aparch11__skewt__w1000_r5": 0.9056693413670548,2470"aparch11__t__w1000_r5": 0.8453858298410545,2471"arch5__ged__w1000_r5": 1.028872714492851,2472"arch5__normal__w1000_r5": 1.0787433536962054,2473"arch5__skewt__w1000_r5": 0.978749298981296,2474"arch5__t__w1000_r5": 0.9784715348231156,2475"avgarch11__ged__w1000_r5": 0.9509090593400547,2476"avgarch11__normal__w1000_r5": 1.004346788408842,2477"avgarch11__skewt__w1000_r5": 0.8961938686796239,2478"avgarch11__t__w1000_r5": 0.8961445089656184,2479"cgarch11__ged__w1000_r5": 0.9415435586580175,2480"cgarch11__normal__w1000_r5": 0.9859609614749073,2481"cgarch11__skewt__w1000_r5": 0.8836366173998024,2482"cgarch11__t__w1000_r5": 0.8824951584660738,2483"constvar__normal__w1000_r5": 2.3920516008662513,2484"egarch11__ged__w1000_r5": 0.8760513702716712,2485"egarch11__normal__w1000_r5": 0.906992008298004,2486"egarch11__skewt__w1000_r5": 0.852434758674954,2487"egarch11__t__w1000_r5": 0.8710481792512997,2488"ewma094__normal__w1000_r5": 1.0851933890625676,2489"figarch11__ged__w1000_r5": 0.9453976223739952,2490"figarch11__normal__w1000_r5": 0.9821625324769956,2491"figarch11__skewt__w1000_r5": 0.8999485370428024,2492"figarch11__t__w1000_r5": 0.8998571594052982,2493"garch11__ged__w1000_r5": 0.9467734726577771,2494"garch11__normal__w1000_r5": 1.0,2495"garch11__skewt__w1000_r5": 0.8965868114308339,2496"garch11__t__w1000_r5": 0.8958803244947002,2497"garch12__ged__w1000_r5": 0.943191084050054,2498"garch12__normal__w1000_r5": 0.9977795556721334,2499"garch12__skewt__w1000_r5": 0.9003052895193497,2500"garch12__t__w1000_r5": 0.8997788057317303,2501"garch21__ged__w1000_r5": 0.9425263290042315,2502"garch21__normal__w1000_r5": 1.0051188378042328,2503"garch21__skewt__w1000_r5": 0.8946212484335888,2504"garch21__t__w1000_r5": 0.8935699416156878,2505"garchm11__ged__w1000_r5": 0.930193266658967,2506"garchm11__normal__w1000_r5": 0.9978521481178266,2507"garchm11__skewt__w1000_r5": 0.8891996800777798,2508"garchm11__t__w1000_r5": 0.8899780713379829,2509"gas_t11__t__w1000_r5": 0.882115472366037,2510"gjr11__ged__w1000_r5": 0.8725299649657673,2511"gjr11__normal__w1000_r5": 0.9124695611056196,2512"gjr11__skewt__w1000_r5": 0.8495217894315599,2513"gjr11__t__w1000_r5": 0.8460281679639021,2514"histvar22__empirical__w1000_r5": 1.3765289442654274,2515"histvar252__empirical__w1000_r5": 1.7620320768393432,2516"histvar66__empirical__w1000_r5": 1.4067918550949987,2517"igarch11__ged__w1000_r5": 0.9527921335801431,2518"igarch11__normal__w1000_r5": 0.9727864911576811,2519"igarch11__skewt__w1000_r5": 1.006662415551053,2520"igarch11__t__w1000_r5": 1.0186610186822687,2521"msgarch2__normal__w1000_r5": 0.9433255343238988,2522"msgarch2__t__w1000_r5": 0.8949532998453031,2523"nagarch11__ged__w1000_r5": 0.8608825717674246,2524"nagarch11__normal__w1000_r5": 0.8688120887585363,2525"nagarch11__skewt__w1000_r5": 0.8408641973986954,2526"nagarch11__t__w1000_r5": 0.8449070397819444,2527"qgarch11__ged__w1000_r5": 0.8672085025397462,2528"qgarch11__normal__w1000_r5": 0.8877989733876933,2529"qgarch11__skewt__w1000_r5": 0.8399555996444911,2530"qgarch11__t__w1000_r5": 0.839129460591123,2531"rm2006__normal__w1000_r5": 0.943463648938558,2532"tarch11__ged__w1000_r5": 0.8484657199923289,2533"tarch11__normal__w1000_r5": 0.8625541943294645,2534"tarch11__skewt__w1000_r5": 0.821989296600869,2535"tarch11__t__w1000_r5": 0.82593363189055072536}2537},2538"mcs_A": {2539"histvar22__empirical__w1000_r5": {2540"p": 0.004,2541"in": false2542},2543"ewma094__normal__w1000_r5": {2544"p": 0.188,2545"in": true2546},2547"histvar66__empirical__w1000_r5": {2548"p": 0.217,2549"in": true2550},2551"arch5__ged__w1000_r5": {2552"p": 0.27,2553"in": true2554},2555"arch5__normal__w1000_r5": {2556"p": 0.357,2557"in": true2558},2559"histvar252__empirical__w1000_r5": {2560"p": 0.483,2561"in": true2562},2563"arch5__skewt__w1000_r5": {2564"p": 0.588,2565"in": true2566},2567"arch5__t__w1000_r5": {2568"p": 0.59,2569"in": true2570},2571"constvar__normal__w1000_r5": {2572"p": 0.595,2573"in": true2574},2575"igarch11__t__w1000_r5": {2576"p": 0.6275,2577"in": true2578},2579"garchm11__normal__w1000_r5": {2580"p": 0.6535,2581"in": true2582},2583"garch11__normal__w1000_r5": {2584"p": 0.68,2585"in": true2586},2587"igarch11__skewt__w1000_r5": {2588"p": 0.688,2589"in": true2590},2591"garchm11__ged__w1000_r5": {2592"p": 0.688,2593"in": true2594},2595"garch12__normal__w1000_r5": {2596"p": 0.688,2597"in": true2598},2599"garch21__normal__w1000_r5": {2600"p": 0.703,2601"in": true2602},2603"igarch11__normal__w1000_r5": {2604"p": 0.729,2605"in": true2606},2607"garch11__ged__w1000_r5": {2608"p": 0.729,2609"in": true2610},2611"rm2006__normal__w1000_r5": {2612"p": 0.729,2613"in": true2614},2615"cgarch11__normal__w1000_r5": {2616"p": 0.729,2617"in": true2618},2619"garch12__ged__w1000_r5": {2620"p": 0.729,2621"in": true2622},2623"msgarch2__normal__w1000_r5": {2624"p": 0.729,2625"in": true2626},2627"garch21__ged__w1000_r5": {2628"p": 0.765,2629"in": true2630},2631"cgarch11__ged__w1000_r5": {2632"p": 0.7905,2633"in": true2634},2635"igarch11__ged__w1000_r5": {2636"p": 0.8175,2637"in": true2638},2639"gjr11__normal__w1000_r5": {2640"p": 0.866,2641"in": true2642},2643"avgarch11__normal__w1000_r5": {2644"p": 0.9015,2645"in": true2646},2647"figarch11__normal__w1000_r5": {2648"p": 0.9075,2649"in": true2650},2651"garch12__skewt__w1000_r5": {2652"p": 0.9075,2653"in": true2654},2655"garch12__t__w1000_r5": {2656"p": 0.9075,2657"in": true2658},2659"garch11__skewt__w1000_r5": {2660"p": 0.91,2661"in": true2662},2663"garch11__t__w1000_r5": {2664"p": 0.9215,2665"in": true2666},2667"figarch11__ged__w1000_r5": {2668"p": 0.94,2669"in": true2670},2671"garch21__skewt__w1000_r5": {2672"p": 0.94,2673"in": true2674},2675"figarch11__skewt__w1000_r5": {2676"p": 0.94,2677"in": true2678},2679"figarch11__t__w1000_r5": {2680"p": 0.94,2681"in": true2682},2683"garch21__t__w1000_r5": {2684"p": 0.94,2685"in": true2686},2687"avgarch11__ged__w1000_r5": {2688"p": 0.94,2689"in": true2690},2691"qgarch11__normal__w1000_r5": {2692"p": 0.947,2693"in": true2694},2695"garchm11__t__w1000_r5": {2696"p": 0.9535,2697"in": true2698},2699"garchm11__skewt__w1000_r5": {2700"p": 0.9645,2701"in": true2702},2703"avgarch11__t__w1000_r5": {2704"p": 0.9795,2705"in": true2706},2707"avgarch11__skewt__w1000_r5": {2708"p": 0.9805,2709"in": true2710},2711"msgarch2__t__w1000_r5": {2712"p": 0.9825,2713"in": true2714},2715"cgarch11__skewt__w1000_r5": {2716"p": 0.9825,2717"in": true2718},2719"aparch11__skewt__w1000_r5": {2720"p": 0.9825,2721"in": true2722},2723"egarch11__normal__w1000_r5": {2724"p": 0.9825,2725"in": true2726},2727"gjr11__ged__w1000_r5": {2728"p": 0.9825,2729"in": true2730},2731"cgarch11__t__w1000_r5": {2732"p": 0.9825,2733"in": true2734},2735"egarch11__t__w1000_r5": {2736"p": 0.9825,2737"in": true2738},2739"gas_t11__t__w1000_r5": {2740"p": 0.9825,2741"in": true2742},2743"nagarch11__normal__w1000_r5": {2744"p": 0.9825,2745"in": true2746},2747"qgarch11__ged__w1000_r5": {2748"p": 0.9825,2749"in": true2750},2751"aparch11__normal__w1000_r5": {2752"p": 0.9825,2753"in": true2754},2755"aparch11__ged__w1000_r5": {2756"p": 0.9825,2757"in": true2758},2759"nagarch11__ged__w1000_r5": {2760"p": 0.9825,2761"in": true2762},2763"egarch11__ged__w1000_r5": {2764"p": 0.9825,2765"in": true2766},2767"tarch11__normal__w1000_r5": {2768"p": 0.9825,2769"in": true2770},2771"egarch11__skewt__w1000_r5": {2772"p": 0.992,2773"in": true2774},2775"gjr11__skewt__w1000_r5": {2776"p": 0.992,2777"in": true2778},2779"tarch11__ged__w1000_r5": {2780"p": 0.992,2781"in": true2782},2783"nagarch11__t__w1000_r5": {2784"p": 0.992,2785"in": true2786},2787"aparch11__t__w1000_r5": {2788"p": 0.992,2789"in": true2790},2791"gjr11__t__w1000_r5": {2792"p": 0.992,2793"in": true2794},2795"qgarch11__skewt__w1000_r5": {2796"p": 0.992,2797"in": true2798},2799"nagarch11__skewt__w1000_r5": {2800"p": 0.992,2801"in": true2802},2803"qgarch11__t__w1000_r5": {2804"p": 0.992,2805"in": true2806},2807"tarch11__t__w1000_r5": {2808"p": 0.992,2809"in": true2810},2811"tarch11__skewt__w1000_r5": {2812"p": 1.0,2813"in": true2814}2815},2816"spa_A": {2817"lower": 0.115,2818"consistent": 0.565,2819"upper": 0.5925,2820"n": 27182821},2822"common_sample_B": {2823"n": 2718,2824"specs": [2825"garchx_rv11__normal__w1000_r5",2826"garchx_rv11__t__w1000_r5",2827"har_rv__empirical__w1000_r5",2828"heavy11__normal__w1000_r5",2829"heavy11__t__w1000_r5",2830"loghar_rv__empirical__w1000_r5",2831"realgarch11__normal__w1000_r5",2832"realgarch11__t__w1000_r5",2833"rm_rw__empirical__w1000_r5",2834"garch11__normal__w1000_r5"2835],2836"mean": {2837"garchx_rv11__normal__w1000_r5": 0.22343289215176707,2838"garchx_rv11__t__w1000_r5": 0.21591892559530734,2839"har_rv__empirical__w1000_r5": 1897332.766572147,2840"heavy11__normal__w1000_r5": 0.2238659434638784,2841"heavy11__t__w1000_r5": 0.21686627500659958,2842"loghar_rv__empirical__w1000_r5": 0.22801540023500844,2843"realgarch11__normal__w1000_r5": 0.25067566542479064,2844"realgarch11__t__w1000_r5": 0.6597137563289703,2845"rm_rw__empirical__w1000_r5": 0.3950048088833466,2846"garch11__normal__w1000_r5": 0.26052883696244952847},2848"ratio": {2849"garchx_rv11__normal__w1000_r5": 0.8576129028817292,2850"garchx_rv11__t__w1000_r5": 0.8287716941922562,2851"har_rv__empirical__w1000_r5": 7282620.9516515555,2852"heavy11__normal__w1000_r5": 0.8592751039538268,2853"heavy11__t__w1000_r5": 0.8324079496729835,2854"loghar_rv__empirical__w1000_r5": 0.8752021576324495,2855"realgarch11__normal__w1000_r5": 0.9621801116047702,2856"realgarch11__t__w1000_r5": 2.5322101154739203,2857"rm_rw__empirical__w1000_r5": 1.5161654022210194,2858"garch11__normal__w1000_r5": 1.02859}2860},2861"mcs_B": {2862"har_rv__empirical__w1000_r5": {2863"p": 0.611,2864"in": true2865},2866"realgarch11__t__w1000_r5": {2867"p": 0.611,2868"in": true2869},2870"rm_rw__empirical__w1000_r5": {2871"p": 0.611,2872"in": true2873},2874"garch11__normal__w1000_r5": {2875"p": 0.611,2876"in": true2877},2878"realgarch11__normal__w1000_r5": {2879"p": 0.611,2880"in": true2881},2882"heavy11__normal__w1000_r5": {2883"p": 0.675,2884"in": true2885},2886"garchx_rv11__normal__w1000_r5": {2887"p": 0.715,2888"in": true2889},2890"loghar_rv__empirical__w1000_r5": {2891"p": 0.715,2892"in": true2893},2894"heavy11__t__w1000_r5": {2895"p": 0.715,2896"in": true2897},2898"garchx_rv11__t__w1000_r5": {2899"p": 1.0,2900"in": true2901}2902},2903"spa_B": {2904"lower": 0.0685,2905"consistent": 0.4465,2906"upper": 0.6175,2907"n": 27182908}2909},2910"22": {2911"n_origins": 2723,2912"n_valid_targets": 2701,2913"benchmark": "garch11__normal__w1000_r5",2914"specs": {2915"aparch11__ged__w1000_r5": {2916"n_pair": 2701,2917"coverage": 1.0,2918"mean": 0.30657691108135793,2919"mean_bench": 0.40396753162055304,2920"ratio": 0.7589147322100277,2921"dm_stat": -1.5680152509629919,2922"dm_p": 0.11699475409599717,2923"own_mean": 0.3065769110813579,2924"own_n": 27012925},2926"aparch11__normal__w1000_r5": {2927"n_pair": 2701,2928"coverage": 1.0,2929"mean": 0.32459138202405463,2930"mean_bench": 0.40396753162055304,2931"ratio": 0.8035085907075906,2932"dm_stat": -1.6932651014069673,2933"dm_p": 0.09052037147567432,2934"own_mean": 0.3245913820240547,2935"own_n": 27012936},2937"aparch11__skewt__w1000_r5": {2938"n_pair": 2701,2939"coverage": 1.0,2940"mean": 0.29611683449608267,2941"mean_bench": 0.40396753162055304,2942"ratio": 0.7330213725548255,2943"dm_stat": -1.2824167256891452,2944"dm_p": 0.19980658873674537,2945"own_mean": 0.29611683449608267,2946"own_n": 27012947},2948"aparch11__t__w1000_r5": {2949"n_pair": 2701,2950"coverage": 1.0,2951"mean": 0.27792354218404863,2952"mean_bench": 0.40396753162055304,2953"ratio": 0.68798485132984,2954"dm_stat": -1.4540582246678648,2955"dm_p": 0.14604639203480108,2956"own_mean": 0.2779235421840487,2957"own_n": 27012958},2959"arch5__ged__w1000_r5": {2960"n_pair": 2701,2961"coverage": 1.0,2962"mean": 0.41801174227341037,2963"mean_bench": 0.40396753162055304,2964"ratio": 1.0347656916795211,2965"dm_stat": 1.4538977713044199,2966"dm_p": 0.14609087541492438,2967"own_mean": 0.41801174227341037,2968"own_n": 27012969},2970"arch5__normal__w1000_r5": {2971"n_pair": 2701,2972"coverage": 1.0,2973"mean": 0.4341247937570282,2974"mean_bench": 0.40396753162055304,2975"ratio": 1.074652688089799,2976"dm_stat": 2.280178020314626,2977"dm_p": 0.022674765438429226,2978"own_mean": 0.4341247937570282,2979"own_n": 27012980},2981"arch5__skewt__w1000_r5": {2982"n_pair": 2701,2983"coverage": 1.0,2984"mean": 0.3688732023452723,2985"mean_bench": 0.40396753162055304,2986"ratio": 0.9131258664910603,2987"dm_stat": -0.7560362871735612,2988"dm_p": 0.44969339451447876,2989"own_mean": 0.3688732023452722,2990"own_n": 27012991},2992"arch5__t__w1000_r5": {2993"n_pair": 2701,2994"coverage": 1.0,2995"mean": 0.368219127180765,2996"mean_bench": 0.40396753162055304,2997"ratio": 0.9115067384342004,2998"dm_stat": -0.7732529973800482,2999"dm_p": 0.43944035665582537,3000"own_mean": 0.36821912718076494,3001"own_n": 27013002},3003"avgarch11__ged__w1000_r5": {3004"n_pair": 2701,3005"coverage": 1.0,3006"mean": 0.38336867360131743,3007"mean_bench": 0.40396753162055304,3008"ratio": 0.949008629637631,3009"dm_stat": -2.653952399296902,3010"dm_p": 0.0080021638572829,3011"own_mean": 0.38336867360131743,3012"own_n": 27013013},3014"avgarch11__normal__w1000_r5": {3015"n_pair": 2701,3016"coverage": 1.0,3017"mean": 0.3911136072382429,3018"mean_bench": 0.40396753162055304,3019"ratio": 0.9681807982667681,3020"dm_stat": -1.2372658154408818,3021"dm_p": 0.21609600744014065,3022"own_mean": 0.39111360723824296,3023"own_n": 27013024},3025"avgarch11__skewt__w1000_r5": {3026"n_pair": 2701,3027"coverage": 1.0,3028"mean": 0.33579959956574024,3029"mean_bench": 0.40396753162055304,3030"ratio": 0.8312539332521333,3031"dm_stat": -1.7936258204184936,3032"dm_p": 0.07298477676562436,3033"own_mean": 0.3357995995657403,3034"own_n": 27013035},3036"avgarch11__t__w1000_r5": {3037"n_pair": 2701,3038"coverage": 1.0,3039"mean": 0.3355513028097989,3040"mean_bench": 0.40396753162055304,3041"ratio": 0.8306392879242147,3042"dm_stat": -1.7938304175534805,3043"dm_p": 0.07295209586207822,3044"own_mean": 0.3355513028097988,3045"own_n": 27013046},3047"cgarch11__ged__w1000_r5": {3048"n_pair": 2701,3049"coverage": 1.0,3050"mean": 0.3782915393599014,3051"mean_bench": 0.40396753162055304,3052"ratio": 0.9364404556038204,3053"dm_stat": -1.5038525574968635,3054"dm_p": 0.13273629102095383,3055"own_mean": 0.3782915393599015,3056"own_n": 27013057},3058"cgarch11__normal__w1000_r5": {3059"n_pair": 2701,3060"coverage": 1.0,3061"mean": 0.3971559088588556,3062"mean_bench": 0.40396753162055304,3063"ratio": 0.9831381924820245,3064"dm_stat": -0.6372323523787091,3065"dm_p": 0.5240275347185678,3066"own_mean": 0.3971559088588556,3067"own_n": 27013068},3069"cgarch11__skewt__w1000_r5": {3070"n_pair": 2701,3071"coverage": 1.0,3072"mean": 0.3118907847164365,3073"mean_bench": 0.40396753162055304,3074"ratio": 0.7720689419401054,3075"dm_stat": -1.3282262160296545,3076"dm_p": 0.18421564648868177,3077"own_mean": 0.3118907847164365,3078"own_n": 27013079},3080"cgarch11__t__w1000_r5": {3081"n_pair": 2701,3082"coverage": 1.0,3083"mean": 0.31194849150535786,3084"mean_bench": 0.40396753162055304,3085"ratio": 0.7722117920070153,3086"dm_stat": -1.3370792681126693,3087"dm_p": 0.18130940014512656,3088"own_mean": 0.31194849150535786,3089"own_n": 27013090},3091"constvar__normal__w1000_r5": {3092"n_pair": 2701,3093"coverage": 1.0,3094"mean": 0.5662620153169027,3095"mean_bench": 0.40396753162055304,3096"ratio": 1.4017513067084633,3097"dm_stat": 1.6307823532338004,3098"dm_p": 0.10305288452463218,3099"own_mean": 0.5662620153169026,3100"own_n": 27013101},3102"egarch11__ged__w1000_r5": {3103"n_pair": 2701,3104"coverage": 1.0,3105"mean": 0.3204530782655489,3106"mean_bench": 0.40396753162055304,3107"ratio": 0.7932644412782923,3108"dm_stat": -1.9131807510392433,3109"dm_p": 0.05583057745228928,3110"own_mean": 0.320453078265549,3111"own_n": 27013112},3113"egarch11__normal__w1000_r5": {3114"n_pair": 2701,3115"coverage": 1.0,3116"mean": 0.33008366442833864,3117"mean_bench": 0.40396753162055304,3118"ratio": 0.8171044417955511,3119"dm_stat": -1.969214096738298,3120"dm_p": 0.049030615073605996,3121"own_mean": 0.3300836644283386,3122"own_n": 27013123},3124"egarch11__skewt__w1000_r5": {3125"n_pair": 2701,3126"coverage": 1.0,3127"mean": 0.3129044457124211,3128"mean_bench": 0.40396753162055304,3129"ratio": 0.7745782054740291,3130"dm_stat": -1.296409063684444,3131"dm_p": 0.19494538252119115,3132"own_mean": 0.3129044457124211,3133"own_n": 27013134},3135"egarch11__t__w1000_r5": {3136"n_pair": 2701,3137"coverage": 1.0,3138"mean": 0.3168183529728223,3139"mean_bench": 0.40396753162055304,3140"ratio": 0.7842668733842946,3141"dm_stat": -1.0777507362373524,3142"dm_p": 0.2812412885512049,3143"own_mean": 0.3168183529728223,3144"own_n": 27013145},3146"ewma094__normal__w1000_r5": {3147"n_pair": 2701,3148"coverage": 1.0,3149"mean": 0.4056537338482022,3150"mean_bench": 0.40396753162055304,3151"ratio": 1.0041741033515361,3152"dm_stat": 0.03235754365876072,3153"dm_p": 0.9741893116526432,3154"own_mean": 0.40565373384820225,3155"own_n": 27013156},3157"figarch11__ged__w1000_r5": {3158"n_pair": 2701,3159"coverage": 1.0,3160"mean": 0.3694626282258456,3161"mean_bench": 0.40396753162055304,3162"ratio": 0.9145849587062409,3163"dm_stat": -1.45734665686965,3164"dm_p": 0.14513700457116274,3165"own_mean": 0.3694626282258456,3166"own_n": 27013167},3168"figarch11__normal__w1000_r5": {3169"n_pair": 2701,3170"coverage": 1.0,3171"mean": 0.380870863875204,3172"mean_bench": 0.40396753162055304,3173"ratio": 0.9428254353692868,3174"dm_stat": -1.206841174983166,3175"dm_p": 0.22759903781120927,3176"own_mean": 0.380870863875204,3177"own_n": 27013178},3179"figarch11__skewt__w1000_r5": {3180"n_pair": 2701,3181"coverage": 1.0,3182"mean": 0.31999047683973336,3183"mean_bench": 0.40396753162055304,3184"ratio": 0.792119296211906,3185"dm_stat": -1.1859226120834268,3186"dm_p": 0.23575721445795333,3187"own_mean": 0.3199904768397334,3188"own_n": 27013189},3190"figarch11__t__w1000_r5": {3191"n_pair": 2701,3192"coverage": 1.0,3193"mean": 0.3170084236071843,3194"mean_bench": 0.40396753162055304,3195"ratio": 0.7847373830651085,3196"dm_stat": -1.2163515704212946,3197"dm_p": 0.2239573470122172,3198"own_mean": 0.3170084236071843,3199"own_n": 27013200},3201"garch11__ged__w1000_r5": {3202"n_pair": 2701,3203"coverage": 1.0,3204"mean": 0.38108117072717856,3205"mean_bench": 0.40396753162055304,3206"ratio": 0.9433460387235486,3207"dm_stat": -1.529135127059797,3208"dm_p": 0.12634808919912813,3209"own_mean": 0.38108117072717856,3210"own_n": 27013211},3212"garch11__normal__w1000_r5": {3213"n_pair": 2701,3214"coverage": 1.0,3215"mean": 0.40396753162055304,3216"mean_bench": 0.40396753162055304,3217"ratio": 1.0,3218"dm_stat": 0.0,3219"dm_p": 1.0,3220"own_mean": 0.403967531620553,3221"own_n": 27013222},3223"garch11__skewt__w1000_r5": {3224"n_pair": 2701,3225"coverage": 1.0,3226"mean": 0.3268234046345981,3227"mean_bench": 0.40396753162055304,3228"ratio": 0.809033843199021,3229"dm_stat": -1.3504679390998267,3230"dm_p": 0.17697910923714205,3231"own_mean": 0.326823404634598,3232"own_n": 27013233},3234"garch11__t__w1000_r5": {3235"n_pair": 2701,3236"coverage": 1.0,3237"mean": 0.3264944914118704,3238"mean_bench": 0.40396753162055304,3239"ratio": 0.8082196361230014,3240"dm_stat": -1.355296596168793,3241"dm_p": 0.17543644453047108,3242"own_mean": 0.32649449141187037,3243"own_n": 27013244},3245"garch12__ged__w1000_r5": {3246"n_pair": 2701,3247"coverage": 1.0,3248"mean": 0.3772777592443609,3249"mean_bench": 0.40396753162055304,3250"ratio": 0.9339308971958126,3251"dm_stat": -1.692929606834635,3252"dm_p": 0.09058422950138462,3253"own_mean": 0.37727775924436086,3254"own_n": 27013255},3256"garch12__normal__w1000_r5": {3257"n_pair": 2701,3258"coverage": 1.0,3259"mean": 0.3997377571014002,3260"mean_bench": 0.40396753162055304,3261"ratio": 0.9895294195991824,3262"dm_stat": -1.088516534305288,3263"dm_p": 0.27646429150038887,3264"own_mean": 0.3997377571014002,3265"own_n": 27013266},3267"garch12__skewt__w1000_r5": {3268"n_pair": 2701,3269"coverage": 1.0,3270"mean": 0.32819384544543273,3271"mean_bench": 0.40396753162055304,3272"ratio": 0.8124262960660547,3273"dm_stat": -1.325616538813714,3274"dm_p": 0.18507889178922254,3275"own_mean": 0.32819384544543273,3276"own_n": 27013277},3278"garch12__t__w1000_r5": {3279"n_pair": 2701,3280"coverage": 1.0,3281"mean": 0.3279114591619407,3282"mean_bench": 0.40396753162055304,3283"ratio": 0.811727263937509,3284"dm_stat": -1.329708203578369,3285"dm_p": 0.18372675510466205,3286"own_mean": 0.32791145916194064,3287"own_n": 27013288},3289"garch21__ged__w1000_r5": {3290"n_pair": 2701,3291"coverage": 1.0,3292"mean": 0.38258249075749895,3293"mean_bench": 0.40396753162055304,3294"ratio": 0.9470624760924077,3295"dm_stat": -1.68085807137886,3296"dm_p": 0.09290614998101696,3297"own_mean": 0.382582490757499,3298"own_n": 27013299},3300"garch21__normal__w1000_r5": {3301"n_pair": 2701,3302"coverage": 1.0,3303"mean": 0.4071626739183031,3304"mean_bench": 0.40396753162055304,3305"ratio": 1.0079094037209684,3306"dm_stat": 0.7153130104763722,3307"dm_p": 0.4744774997007026,3308"own_mean": 0.40716267391830296,3309"own_n": 27013310},3311"garch21__skewt__w1000_r5": {3312"n_pair": 2701,3313"coverage": 1.0,3314"mean": 0.3292482911231617,3315"mean_bench": 0.40396753162055304,3316"ratio": 0.8150365198964178,3317"dm_stat": -1.3708997533574945,3318"dm_p": 0.17052014916308975,3319"own_mean": 0.3292482911231617,3320"own_n": 27013321},3322"garch21__t__w1000_r5": {3323"n_pair": 2701,3324"coverage": 1.0,3325"mean": 0.3287496996393991,3326"mean_bench": 0.40396753162055304,3327"ratio": 0.8138022833681443,3328"dm_stat": -1.3759652366664934,3329"dm_p": 0.1689465141140923,3330"own_mean": 0.3287496996393991,3331"own_n": 27013332},3333"garchm11__ged__w1000_r5": {3334"n_pair": 2701,3335"coverage": 1.0,3336"mean": 0.36903828458615096,3337"mean_bench": 0.40396753162055304,3338"ratio": 0.9135345187414439,3339"dm_stat": -1.36139492266942,3340"dm_p": 0.1735025155716719,3341"own_mean": 0.369038284586151,3342"own_n": 27013343},3344"garchm11__normal__w1000_r5": {3345"n_pair": 2701,3346"coverage": 1.0,3347"mean": 0.40049582354048063,3348"mean_bench": 0.40396753162055304,3349"ratio": 0.991405972489558,3350"dm_stat": -0.8542338000939157,3351"dm_p": 0.3930512425623058,3352"own_mean": 0.40049582354048063,3353"own_n": 27013354},3355"garchm11__skewt__w1000_r5": {3356"n_pair": 2701,3357"coverage": 1.0,3358"mean": 0.31665386220801317,3359"mean_bench": 0.40396753162055304,3360"ratio": 0.7838596853012592,3361"dm_stat": -1.2848915889056618,3362"dm_p": 0.1989403860935098,3363"own_mean": 0.31665386220801317,3364"own_n": 27013365},3366"garchm11__t__w1000_r5": {3367"n_pair": 2701,3368"coverage": 1.0,3369"mean": 0.3195598719360387,3370"mean_bench": 0.40396753162055304,3371"ratio": 0.7910533568232446,3372"dm_stat": -1.3092741216234136,3373"dm_p": 0.19055291943177685,3374"own_mean": 0.3195598719360387,3375"own_n": 27013376},3377"garchx_rv11__normal__w1000_r5": {3378"n_pair": 2701,3379"coverage": 1.0,3380"mean": 0.3663788111266254,3381"mean_bench": 0.40396753162055304,3382"ratio": 0.9069511345549554,3383"dm_stat": -0.6962554366736433,3384"dm_p": 0.4863288061754101,3385"own_mean": 0.3663788111266254,3386"own_n": 27013387},3388"garchx_rv11__t__w1000_r5": {3389"n_pair": 2701,3390"coverage": 1.0,3391"mean": 0.35202242930373373,3392"mean_bench": 0.40396753162055304,3393"ratio": 0.8714126798546489,3394"dm_stat": -0.7437088012770144,3395"dm_p": 0.4571173753742296,3396"own_mean": 0.35202242930373373,3397"own_n": 27013398},3399"gas_t11__t__w1000_r5": {3400"n_pair": 2701,3401"coverage": 1.0,3402"mean": 0.33756715117009023,3403"mean_bench": 0.40396753162055304,3404"ratio": 0.8356294126310311,3405"dm_stat": -1.6767680856872154,3406"dm_p": 0.09370360125406646,3407"own_mean": 0.3375671511700903,3408"own_n": 27013409},3410"gjr11__ged__w1000_r5": {3411"n_pair": 2701,3412"coverage": 1.0,3413"mean": 0.314979061407709,3414"mean_bench": 0.40396753162055304,3415"ratio": 0.7797138055727929,3416"dm_stat": -1.4175283275363613,3417"dm_p": 0.15644390489909274,3418"own_mean": 0.31497906140770904,3419"own_n": 27013420},3421"gjr11__normal__w1000_r5": {3422"n_pair": 2701,3423"coverage": 1.0,3424"mean": 0.3485521760380974,3425"mean_bench": 0.40396753162055304,3426"ratio": 0.8628222536594666,3427"dm_stat": -1.480603056273834,3428"dm_p": 0.13882905672722082,3429"own_mean": 0.3485521760380974,3430"own_n": 27013431},3432"gjr11__skewt__w1000_r5": {3433"n_pair": 2701,3434"coverage": 1.0,3435"mean": 0.2822298731547504,3436"mean_bench": 0.40396753162055304,3437"ratio": 0.6986449431283728,3438"dm_stat": -1.3328342330942708,3439"dm_p": 0.1826986667338772,3440"own_mean": 0.28222987315475034,3441"own_n": 27013442},3443"gjr11__t__w1000_r5": {3444"n_pair": 2701,3445"coverage": 1.0,3446"mean": 0.27855856875107743,3447"mean_bench": 0.40396753162055304,3448"ratio": 0.6895568256033202,3449"dm_stat": -1.3392571692028825,3450"dm_p": 0.18059969380109675,3451"own_mean": 0.2785585687510775,3452"own_n": 27013453},3454"har_rv__empirical__w1000_r5": {3455"n_pair": 2701,3456"coverage": 1.0,3457"mean": 0.4774717108304393,3458"mean_bench": 0.40396753162055304,3459"ratio": 1.1819556609290294,3460"dm_stat": 0.7467905617608787,3461"dm_p": 0.45525501617354563,3462"own_mean": 0.4774717108304393,3463"own_n": 27013464},3465"heavy11__normal__w1000_r5": {3466"n_pair": 2701,3467"coverage": 1.0,3468"mean": 0.36752307535013495,3469"mean_bench": 0.40396753162055304,3470"ratio": 0.9097836993873795,3471"dm_stat": -0.6780650917185256,3472"dm_p": 0.4977885267919042,3473"own_mean": 0.3675230753501349,3474"own_n": 27013475},3476"heavy11__t__w1000_r5": {3477"n_pair": 2701,3478"coverage": 1.0,3479"mean": 0.3541480910202054,3480"mean_bench": 0.40396753162055304,3481"ratio": 0.8766746416463413,3482"dm_stat": -0.7265732208803208,3483"dm_p": 0.4675504214987547,3484"own_mean": 0.3541480910202054,3485"own_n": 27013486},3487"histvar22__empirical__w1000_r5": {3488"n_pair": 2701,3489"coverage": 1.0,3490"mean": 0.4627516415340652,3491"mean_bench": 0.40396753162055304,3492"ratio": 1.1455169173564377,3493"dm_stat": 0.9983758716613751,3494"dm_p": 0.3181865939933364,3495"own_mean": 0.4627516415340652,3496"own_n": 27013497},3498"histvar252__empirical__w1000_r5": {3499"n_pair": 2701,3500"coverage": 1.0,3501"mean": 0.4913631611806332,3502"mean_bench": 0.40396753162055304,3503"ratio": 1.2163432026566208,3504"dm_stat": 1.6492179331020649,3505"dm_p": 0.09921932496279613,3506"own_mean": 0.49136316118063317,3507"own_n": 27013508},3509"histvar66__empirical__w1000_r5": {3510"n_pair": 2701,3511"coverage": 1.0,3512"mean": 0.5282088359756976,3513"mean_bench": 0.40396753162055304,3514"ratio": 1.3075526982496317,3515"dm_stat": 1.4563003539764736,3516"dm_p": 0.14542587865433038,3517"own_mean": 0.5282088359756977,3518"own_n": 27013519},3520"igarch11__ged__w1000_r5": {3521"n_pair": 2701,3522"coverage": 1.0,3523"mean": 0.3025976726561739,3524"mean_bench": 0.40396753162055304,3525"ratio": 0.749064340498543,3526"dm_stat": -0.8395247369334047,3527"dm_p": 0.4012492401656852,3528"own_mean": 0.3025976726561739,3529"own_n": 27013530},3531"igarch11__normal__w1000_r5": {3532"n_pair": 2701,3533"coverage": 1.0,3534"mean": 0.3590305495216177,3535"mean_bench": 0.40396753162055304,3536"ratio": 0.8887609063068349,3537"dm_stat": -0.5008893694248725,3538"dm_p": 0.6164898138100577,3539"own_mean": 0.3590305495216178,3540"own_n": 27013541},3542"igarch11__skewt__w1000_r5": {3543"n_pair": 2701,3544"coverage": 1.0,3545"mean": 0.33219421037996044,3546"mean_bench": 0.40396753162055304,3547"ratio": 0.82232898532051,3548"dm_stat": -0.4322759065017016,3549"dm_p": 0.6655754166947501,3550"own_mean": 0.3321942103799604,3551"own_n": 27013552},3553"igarch11__t__w1000_r5": {3554"n_pair": 2701,3555"coverage": 1.0,3556"mean": 0.34170565178080314,3557"mean_bench": 0.40396753162055304,3558"ratio": 0.8458740493574307,3559"dm_stat": -0.37543945525581,3560"dm_p": 0.7073631575598236,3561"own_mean": 0.3417056517808031,3562"own_n": 27013563},3564"loghar_rv__empirical__w1000_r5": {3565"n_pair": 2701,3566"coverage": 1.0,3567"mean": 0.36505205819847997,3568"mean_bench": 0.40396753162055304,3569"ratio": 0.903666828702891,3570"dm_stat": -1.397153882803036,3571"dm_p": 0.16248210720512496,3572"own_mean": 0.36505205819847997,3573"own_n": 27013574},3575"msgarch2__normal__w1000_r5": {3576"n_pair": 2701,3577"coverage": 1.0,3578"mean": 0.3586119815229592,3579"mean_bench": 0.40396753162055304,3580"ratio": 0.8877247636322507,3581"dm_stat": -1.5310355585025264,3582"dm_p": 0.12587775394711406,3583"own_mean": 0.35861198152295914,3584"own_n": 27013585},3586"msgarch2__t__w1000_r5": {3587"n_pair": 2701,3588"coverage": 1.0,3589"mean": 0.3378613479152933,3590"mean_bench": 0.40396753162055304,3591"ratio": 0.8363576809253243,3592"dm_stat": -1.5114027286418765,3593"dm_p": 0.13080289876486012,3594"own_mean": 0.3378613479152934,3595"own_n": 27013596},3597"nagarch11__ged__w1000_r5": {3598"n_pair": 2701,3599"coverage": 1.0,3600"mean": 0.2964207247186188,3601"mean_bench": 0.40396753162055304,3602"ratio": 0.7337736365333613,3603"dm_stat": -1.4301593723638355,3604"dm_p": 0.1527869896221658,3605"own_mean": 0.2964207247186188,3606"own_n": 27013607},3608"nagarch11__normal__w1000_r5": {3609"n_pair": 2701,3610"coverage": 1.0,3611"mean": 0.30172996187011264,3612"mean_bench": 0.40396753162055304,3613"ratio": 0.7469163688965176,3614"dm_stat": -1.4538417537081252,3615"dm_p": 0.14610640792839624,3616"own_mean": 0.3017299618701127,3617"own_n": 27013618},3619"nagarch11__skewt__w1000_r5": {3620"n_pair": 2701,3621"coverage": 1.0,3622"mean": 0.2807438816605677,3623"mean_bench": 0.40396753162055304,3624"ratio": 0.6949664507301805,3625"dm_stat": -1.3676813447700675,3626"dm_p": 0.1715256677346837,3627"own_mean": 0.28074388166056774,3628"own_n": 27013629},3630"nagarch11__t__w1000_r5": {3631"n_pair": 2701,3632"coverage": 1.0,3633"mean": 0.2788981646012719,3634"mean_bench": 0.40396753162055304,3635"ratio": 0.6903974769517891,3636"dm_stat": -1.3650240635701045,3637"dm_p": 0.17235921648886973,3638"own_mean": 0.2788981646012719,3639"own_n": 27013640},3641"qgarch11__ged__w1000_r5": {3642"n_pair": 2701,3643"coverage": 1.0,3644"mean": 0.3155584688539023,3645"mean_bench": 0.40396753162055304,3646"ratio": 0.7811480976899564,3647"dm_stat": -1.4367884259967487,3648"dm_p": 0.15089398235200638,3649"own_mean": 0.3155584688539022,3650"own_n": 27013651},3652"qgarch11__normal__w1000_r5": {3653"n_pair": 2701,3654"coverage": 1.0,3655"mean": 0.32210557497757947,3656"mean_bench": 0.40396753162055304,3657"ratio": 0.7973551084301831,3658"dm_stat": -1.417019862844947,3659"dm_p": 0.15659249335987227,3660"own_mean": 0.32210557497757947,3661"own_n": 27013662},3663"qgarch11__skewt__w1000_r5": {3664"n_pair": 2701,3665"coverage": 1.0,3666"mean": 0.2918634956047145,3667"mean_bench": 0.40396753162055304,3668"ratio": 0.7224924598119981,3669"dm_stat": -1.410769444012772,3670"dm_p": 0.1584278097720727,3671"own_mean": 0.2918634956047145,3672"own_n": 27013673},3674"qgarch11__t__w1000_r5": {3675"n_pair": 2701,3676"coverage": 1.0,3677"mean": 0.29021658103482595,3678"mean_bench": 0.40396753162055304,3679"ratio": 0.718415610954166,3680"dm_stat": -1.4045244832067205,3681"dm_p": 0.16027775140312336,3682"own_mean": 0.29021658103482595,3683"own_n": 27013684},3685"realgarch11__normal__w1000_r5": {3686"n_pair": 2701,3687"coverage": 1.0,3688"mean": 0.4007766367159274,3689"mean_bench": 0.40396753162055304,3690"ratio": 0.9921011104733465,3691"dm_stat": -0.1813354793793684,3692"dm_p": 0.8561178700818215,3693"own_mean": 0.4007766367159274,3694"own_n": 27013695},3696"realgarch11__t__w1000_r5": {3697"n_pair": 2701,3698"coverage": 1.0,3699"mean": 1.9138966738782448,3700"mean_bench": 0.40396753162055304,3701"ratio": 4.737748764611036,3702"dm_stat": 6.97512317493433,3703"dm_p": 3.82875640034561e-12,3704"own_mean": 1.9138966738782444,3705"own_n": 27013706},3707"rm2006__normal__w1000_r5": {3708"n_pair": 2701,3709"coverage": 1.0,3710"mean": 0.35863882758049515,3711"mean_bench": 0.40396753162055304,3712"ratio": 0.8877912196106018,3713"dm_stat": -0.8462201237566785,3714"dm_p": 0.39750494840270406,3715"own_mean": 0.35863882758049515,3716"own_n": 27013717},3718"rm_rw__empirical__w1000_r5": {3719"n_pair": 2701,3720"coverage": 1.0,3721"mean": 0.6598673024897941,3722"mean_bench": 0.40396753162055304,3723"ratio": 1.6334661843804017,3724"dm_stat": 2.6142805846724015,3725"dm_p": 0.008991250743532898,3726"own_mean": 0.659867302489794,3727"own_n": 27013728},3729"tarch11__ged__w1000_r5": {3730"n_pair": 2701,3731"coverage": 1.0,3732"mean": 0.3056707466668613,3733"mean_bench": 0.40396753162055304,3734"ratio": 0.7566715707092471,3735"dm_stat": -1.6468173536669215,3736"dm_p": 0.09971196593246229,3737"own_mean": 0.3056707466668613,3738"own_n": 27013739},3740"tarch11__normal__w1000_r5": {3741"n_pair": 2701,3742"coverage": 1.0,3743"mean": 0.3086599349995889,3744"mean_bench": 0.40396753162055304,3745"ratio": 0.764071146414592,3746"dm_stat": -1.7154016246880335,3747"dm_p": 0.08638634955349815,3748"own_mean": 0.3086599349995889,3749"own_n": 27013750},3751"tarch11__skewt__w1000_r5": {3752"n_pair": 2701,3753"coverage": 1.0,3754"mean": 0.2789600640060039,3755"mean_bench": 0.40396753162055304,3756"ratio": 0.6905507056147059,3757"dm_stat": -1.572175047664477,3758"dm_p": 0.1160271284761597,3759"own_mean": 0.2789600640060038,3760"own_n": 27013761},3762"tarch11__t__w1000_r5": {3763"n_pair": 2701,3764"coverage": 1.0,3765"mean": 0.27965421477572416,3766"mean_bench": 0.40396753162055304,3767"ratio": 0.692269038687009,3768"dm_stat": -1.5169090955703994,3769"dm_p": 0.12940670372994167,3770"own_mean": 0.2796542147757242,3771"own_n": 27013772}3773},3774"common_sample_A": {3775"n": 2701,3776"specs": [3777"aparch11__ged__w1000_r5",3778"aparch11__normal__w1000_r5",3779"aparch11__skewt__w1000_r5",3780"aparch11__t__w1000_r5",3781"arch5__ged__w1000_r5",3782"arch5__normal__w1000_r5",3783"arch5__skewt__w1000_r5",3784"arch5__t__w1000_r5",3785"avgarch11__ged__w1000_r5",3786"avgarch11__normal__w1000_r5",3787"avgarch11__skewt__w1000_r5",3788"avgarch11__t__w1000_r5",3789"cgarch11__ged__w1000_r5",3790"cgarch11__normal__w1000_r5",3791"cgarch11__skewt__w1000_r5",3792"cgarch11__t__w1000_r5",3793"constvar__normal__w1000_r5",3794"egarch11__ged__w1000_r5",3795"egarch11__normal__w1000_r5",3796"egarch11__skewt__w1000_r5",3797"egarch11__t__w1000_r5",3798"ewma094__normal__w1000_r5",3799"figarch11__ged__w1000_r5",3800"figarch11__normal__w1000_r5",3801"figarch11__skewt__w1000_r5",3802"figarch11__t__w1000_r5",3803"garch11__ged__w1000_r5",3804"garch11__normal__w1000_r5",3805"garch11__skewt__w1000_r5",3806"garch11__t__w1000_r5",3807"garch12__ged__w1000_r5",3808"garch12__normal__w1000_r5",3809"garch12__skewt__w1000_r5",3810"garch12__t__w1000_r5",3811"garch21__ged__w1000_r5",3812"garch21__normal__w1000_r5",3813"garch21__skewt__w1000_r5",3814"garch21__t__w1000_r5",3815"garchm11__ged__w1000_r5",3816"garchm11__normal__w1000_r5",3817"garchm11__skewt__w1000_r5",3818"garchm11__t__w1000_r5",3819"gas_t11__t__w1000_r5",3820"gjr11__ged__w1000_r5",3821"gjr11__normal__w1000_r5",3822"gjr11__skewt__w1000_r5",3823"gjr11__t__w1000_r5",3824"histvar22__empirical__w1000_r5",3825"histvar252__empirical__w1000_r5",3826"histvar66__empirical__w1000_r5",3827"igarch11__ged__w1000_r5",3828"igarch11__normal__w1000_r5",3829"igarch11__skewt__w1000_r5",3830"igarch11__t__w1000_r5",3831"msgarch2__normal__w1000_r5",3832"msgarch2__t__w1000_r5",3833"nagarch11__ged__w1000_r5",3834"nagarch11__normal__w1000_r5",3835"nagarch11__skewt__w1000_r5",3836"nagarch11__t__w1000_r5",3837"qgarch11__ged__w1000_r5",3838"qgarch11__normal__w1000_r5",3839"qgarch11__skewt__w1000_r5",3840"qgarch11__t__w1000_r5",3841"rm2006__normal__w1000_r5",3842"tarch11__ged__w1000_r5",3843"tarch11__normal__w1000_r5",3844"tarch11__skewt__w1000_r5",3845"tarch11__t__w1000_r5"3846],3847"mean": {3848"aparch11__ged__w1000_r5": 0.30657691108135793,3849"aparch11__normal__w1000_r5": 0.32459138202405463,3850"aparch11__skewt__w1000_r5": 0.29611683449608267,3851"aparch11__t__w1000_r5": 0.27792354218404863,3852"arch5__ged__w1000_r5": 0.41801174227341037,3853"arch5__normal__w1000_r5": 0.4341247937570282,3854"arch5__skewt__w1000_r5": 0.3688732023452723,3855"arch5__t__w1000_r5": 0.368219127180765,3856"avgarch11__ged__w1000_r5": 0.38336867360131743,3857"avgarch11__normal__w1000_r5": 0.3911136072382429,3858"avgarch11__skewt__w1000_r5": 0.33579959956574024,3859"avgarch11__t__w1000_r5": 0.3355513028097989,3860"cgarch11__ged__w1000_r5": 0.3782915393599014,3861"cgarch11__normal__w1000_r5": 0.3971559088588556,3862"cgarch11__skewt__w1000_r5": 0.3118907847164365,3863"cgarch11__t__w1000_r5": 0.31194849150535786,3864"constvar__normal__w1000_r5": 0.5662620153169027,3865"egarch11__ged__w1000_r5": 0.3204530782655489,3866"egarch11__normal__w1000_r5": 0.33008366442833864,3867"egarch11__skewt__w1000_r5": 0.3129044457124211,3868"egarch11__t__w1000_r5": 0.3168183529728223,3869"ewma094__normal__w1000_r5": 0.4056537338482022,3870"figarch11__ged__w1000_r5": 0.3694626282258456,3871"figarch11__normal__w1000_r5": 0.380870863875204,3872"figarch11__skewt__w1000_r5": 0.31999047683973336,3873"figarch11__t__w1000_r5": 0.3170084236071843,3874"garch11__ged__w1000_r5": 0.38108117072717856,3875"garch11__normal__w1000_r5": 0.40396753162055304,3876"garch11__skewt__w1000_r5": 0.3268234046345981,3877"garch11__t__w1000_r5": 0.3264944914118704,3878"garch12__ged__w1000_r5": 0.3772777592443609,3879"garch12__normal__w1000_r5": 0.3997377571014002,3880"garch12__skewt__w1000_r5": 0.32819384544543273,3881"garch12__t__w1000_r5": 0.3279114591619407,3882"garch21__ged__w1000_r5": 0.38258249075749895,3883"garch21__normal__w1000_r5": 0.4071626739183031,3884"garch21__skewt__w1000_r5": 0.3292482911231617,3885"garch21__t__w1000_r5": 0.3287496996393991,3886"garchm11__ged__w1000_r5": 0.36903828458615096,3887"garchm11__normal__w1000_r5": 0.40049582354048063,3888"garchm11__skewt__w1000_r5": 0.31665386220801317,3889"garchm11__t__w1000_r5": 0.3195598719360387,3890"gas_t11__t__w1000_r5": 0.33756715117009023,3891"gjr11__ged__w1000_r5": 0.314979061407709,3892"gjr11__normal__w1000_r5": 0.3485521760380974,3893"gjr11__skewt__w1000_r5": 0.2822298731547504,3894"gjr11__t__w1000_r5": 0.27855856875107743,3895"histvar22__empirical__w1000_r5": 0.4627516415340652,3896"histvar252__empirical__w1000_r5": 0.4913631611806332,3897"histvar66__empirical__w1000_r5": 0.5282088359756976,3898"igarch11__ged__w1000_r5": 0.3025976726561739,3899"igarch11__normal__w1000_r5": 0.3590305495216177,3900"igarch11__skewt__w1000_r5": 0.33219421037996044,3901"igarch11__t__w1000_r5": 0.34170565178080314,3902"msgarch2__normal__w1000_r5": 0.3586119815229592,3903"msgarch2__t__w1000_r5": 0.3378613479152933,3904"nagarch11__ged__w1000_r5": 0.2964207247186188,3905"nagarch11__normal__w1000_r5": 0.30172996187011264,3906"nagarch11__skewt__w1000_r5": 0.2807438816605677,3907"nagarch11__t__w1000_r5": 0.2788981646012719,3908"qgarch11__ged__w1000_r5": 0.3155584688539023,3909"qgarch11__normal__w1000_r5": 0.32210557497757947,3910"qgarch11__skewt__w1000_r5": 0.2918634956047145,3911"qgarch11__t__w1000_r5": 0.29021658103482595,3912"rm2006__normal__w1000_r5": 0.35863882758049515,3913"tarch11__ged__w1000_r5": 0.3056707466668613,3914"tarch11__normal__w1000_r5": 0.3086599349995889,3915"tarch11__skewt__w1000_r5": 0.2789600640060039,3916"tarch11__t__w1000_r5": 0.279654214775724163917},3918"ratio": {3919"aparch11__ged__w1000_r5": 0.7589147322100277,3920"aparch11__normal__w1000_r5": 0.8035085907075906,3921"aparch11__skewt__w1000_r5": 0.7330213725548255,3922"aparch11__t__w1000_r5": 0.68798485132984,3923"arch5__ged__w1000_r5": 1.0347656916795211,3924"arch5__normal__w1000_r5": 1.074652688089799,3925"arch5__skewt__w1000_r5": 0.9131258664910603,3926"arch5__t__w1000_r5": 0.9115067384342004,3927"avgarch11__ged__w1000_r5": 0.949008629637631,3928"avgarch11__normal__w1000_r5": 0.9681807982667681,3929"avgarch11__skewt__w1000_r5": 0.8312539332521333,3930"avgarch11__t__w1000_r5": 0.8306392879242147,3931"cgarch11__ged__w1000_r5": 0.9364404556038204,3932"cgarch11__normal__w1000_r5": 0.9831381924820245,3933"cgarch11__skewt__w1000_r5": 0.7720689419401054,3934"cgarch11__t__w1000_r5": 0.7722117920070153,3935"constvar__normal__w1000_r5": 1.4017513067084633,3936"egarch11__ged__w1000_r5": 0.7932644412782923,3937"egarch11__normal__w1000_r5": 0.8171044417955511,3938"egarch11__skewt__w1000_r5": 0.7745782054740291,3939"egarch11__t__w1000_r5": 0.7842668733842946,3940"ewma094__normal__w1000_r5": 1.0041741033515361,3941"figarch11__ged__w1000_r5": 0.9145849587062409,3942"figarch11__normal__w1000_r5": 0.9428254353692868,3943"figarch11__skewt__w1000_r5": 0.792119296211906,3944"figarch11__t__w1000_r5": 0.7847373830651085,3945"garch11__ged__w1000_r5": 0.9433460387235486,3946"garch11__normal__w1000_r5": 1.0,3947"garch11__skewt__w1000_r5": 0.809033843199021,3948"garch11__t__w1000_r5": 0.8082196361230014,3949"garch12__ged__w1000_r5": 0.9339308971958126,3950"garch12__normal__w1000_r5": 0.9895294195991824,3951"garch12__skewt__w1000_r5": 0.8124262960660547,3952"garch12__t__w1000_r5": 0.811727263937509,3953"garch21__ged__w1000_r5": 0.9470624760924077,3954"garch21__normal__w1000_r5": 1.0079094037209684,3955"garch21__skewt__w1000_r5": 0.8150365198964178,3956"garch21__t__w1000_r5": 0.8138022833681443,3957"garchm11__ged__w1000_r5": 0.9135345187414439,3958"garchm11__normal__w1000_r5": 0.991405972489558,3959"garchm11__skewt__w1000_r5": 0.7838596853012592,3960"garchm11__t__w1000_r5": 0.7910533568232446,3961"gas_t11__t__w1000_r5": 0.8356294126310311,3962"gjr11__ged__w1000_r5": 0.7797138055727929,3963"gjr11__normal__w1000_r5": 0.8628222536594666,3964"gjr11__skewt__w1000_r5": 0.6986449431283728,3965"gjr11__t__w1000_r5": 0.6895568256033202,3966"histvar22__empirical__w1000_r5": 1.1455169173564377,3967"histvar252__empirical__w1000_r5": 1.2163432026566208,3968"histvar66__empirical__w1000_r5": 1.3075526982496317,3969"igarch11__ged__w1000_r5": 0.749064340498543,3970"igarch11__normal__w1000_r5": 0.8887609063068349,3971"igarch11__skewt__w1000_r5": 0.82232898532051,3972"igarch11__t__w1000_r5": 0.8458740493574307,3973"msgarch2__normal__w1000_r5": 0.8877247636322507,3974"msgarch2__t__w1000_r5": 0.8363576809253243,3975"nagarch11__ged__w1000_r5": 0.7337736365333613,3976"nagarch11__normal__w1000_r5": 0.7469163688965176,3977"nagarch11__skewt__w1000_r5": 0.6949664507301805,3978"nagarch11__t__w1000_r5": 0.6903974769517891,3979"qgarch11__ged__w1000_r5": 0.7811480976899564,3980"qgarch11__normal__w1000_r5": 0.7973551084301831,3981"qgarch11__skewt__w1000_r5": 0.7224924598119981,3982"qgarch11__t__w1000_r5": 0.718415610954166,3983"rm2006__normal__w1000_r5": 0.8877912196106018,3984"tarch11__ged__w1000_r5": 0.7566715707092471,3985"tarch11__normal__w1000_r5": 0.764071146414592,3986"tarch11__skewt__w1000_r5": 0.6905507056147059,3987"tarch11__t__w1000_r5": 0.6922690386870093988}3989},3990"mcs_A": {3991"histvar22__empirical__w1000_r5": {3992"p": 0.012,3993"in": false3994},3995"arch5__skewt__w1000_r5": {3996"p": 0.3035,3997"in": true3998},3999"arch5__t__w1000_r5": {4000"p": 0.317,4001"in": true4002},4003"histvar252__empirical__w1000_r5": {4004"p": 0.3775,4005"in": true4006},4007"ewma094__normal__w1000_r5": {4008"p": 0.3775,4009"in": true4010},4011"constvar__normal__w1000_r5": {4012"p": 0.3845,4013"in": true4014},4015"arch5__ged__w1000_r5": {4016"p": 0.411,4017"in": true4018},4019"arch5__normal__w1000_r5": {4020"p": 0.4205,4021"in": true4022},4023"histvar66__empirical__w1000_r5": {4024"p": 0.446,4025"in": true4026},4027"garch11__normal__w1000_r5": {4028"p": 0.664,4029"in": true4030},4031"garch21__normal__w1000_r5": {4032"p": 0.6925,4033"in": true4034},4035"garchm11__normal__w1000_r5": {4036"p": 0.718,4037"in": true4038},4039"garch12__normal__w1000_r5": {4040"p": 0.744,4041"in": true4042},4043"garch11__ged__w1000_r5": {4044"p": 0.7825,4045"in": true4046},4047"cgarch11__normal__w1000_r5": {4048"p": 0.788,4049"in": true4050},4051"garch21__ged__w1000_r5": {4052"p": 0.7945,4053"in": true4054},4055"garchm11__ged__w1000_r5": {4056"p": 0.811,4057"in": true4058},4059"igarch11__normal__w1000_r5": {4060"p": 0.811,4061"in": true4062},4063"garch12__ged__w1000_r5": {4064"p": 0.811,4065"in": true4066},4067"cgarch11__ged__w1000_r5": {4068"p": 0.815,4069"in": true4070},4071"avgarch11__normal__w1000_r5": {4072"p": 0.8235,4073"in": true4074},4075"garch12__skewt__w1000_r5": {4076"p": 0.8365,4077"in": true4078},4079"garch12__t__w1000_r5": {4080"p": 0.8465,4081"in": true4082},4083"msgarch2__normal__w1000_r5": {4084"p": 0.85,4085"in": true4086},4087"gjr11__normal__w1000_r5": {4088"p": 0.884,4089"in": true4090},4091"avgarch11__ged__w1000_r5": {4092"p": 0.8915,4093"in": true4094},4095"garch11__skewt__w1000_r5": {4096"p": 0.8965,4097"in": true4098},4099"garch21__skewt__w1000_r5": {4100"p": 0.8995,4101"in": true4102},4103"garch11__t__w1000_r5": {4104"p": 0.9025,4105"in": true4106},4107"rm2006__normal__w1000_r5": {4108"p": 0.9065,4109"in": true4110},4111"garch21__t__w1000_r5": {4112"p": 0.9065,4113"in": true4114},4115"figarch11__skewt__w1000_r5": {4116"p": 0.9065,4117"in": true4118},4119"figarch11__normal__w1000_r5": {4120"p": 0.9065,4121"in": true4122},4123"garchm11__t__w1000_r5": {4124"p": 0.9065,4125"in": true4126},4127"garchm11__skewt__w1000_r5": {4128"p": 0.9065,4129"in": true4130},4131"figarch11__ged__w1000_r5": {4132"p": 0.9065,4133"in": true4134},4135"figarch11__t__w1000_r5": {4136"p": 0.9065,4137"in": true4138},4139"gas_t11__t__w1000_r5": {4140"p": 0.909,4141"in": true4142},4143"msgarch2__t__w1000_r5": {4144"p": 0.9145,4145"in": true4146},4147"avgarch11__skewt__w1000_r5": {4148"p": 0.9275,4149"in": true4150},4151"egarch11__t__w1000_r5": {4152"p": 0.9295,4153"in": true4154},4155"avgarch11__t__w1000_r5": {4156"p": 0.9295,4157"in": true4158},4159"qgarch11__normal__w1000_r5": {4160"p": 0.9295,4161"in": true4162},4163"egarch11__skewt__w1000_r5": {4164"p": 0.9295,4165"in": true4166},4167"cgarch11__skewt__w1000_r5": {4168"p": 0.9295,4169"in": true4170},4171"cgarch11__t__w1000_r5": {4172"p": 0.9295,4173"in": true4174},4175"aparch11__normal__w1000_r5": {4176"p": 0.9295,4177"in": true4178},4179"egarch11__normal__w1000_r5": {4180"p": 0.9295,4181"in": true4182},4183"gjr11__ged__w1000_r5": {4184"p": 0.9295,4185"in": true4186},4187"qgarch11__ged__w1000_r5": {4188"p": 0.9295,4189"in": true4190},4191"igarch11__t__w1000_r5": {4192"p": 0.944,4193"in": true4194},4195"egarch11__ged__w1000_r5": {4196"p": 0.944,4197"in": true4198},4199"aparch11__ged__w1000_r5": {4200"p": 0.969,4201"in": true4202},4203"tarch11__normal__w1000_r5": {4204"p": 0.969,4205"in": true4206},4207"igarch11__skewt__w1000_r5": {4208"p": 0.969,4209"in": true4210},4211"nagarch11__normal__w1000_r5": {4212"p": 0.969,4213"in": true4214},4215"aparch11__skewt__w1000_r5": {4216"p": 0.969,4217"in": true4218},4219"tarch11__ged__w1000_r5": {4220"p": 0.969,4221"in": true4222},4223"qgarch11__skewt__w1000_r5": {4224"p": 0.969,4225"in": true4226},4227"nagarch11__ged__w1000_r5": {4228"p": 0.969,4229"in": true4230},4231"qgarch11__t__w1000_r5": {4232"p": 0.969,4233"in": true4234},4235"igarch11__ged__w1000_r5": {4236"p": 0.969,4237"in": true4238},4239"gjr11__skewt__w1000_r5": {4240"p": 0.969,4241"in": true4242},4243"nagarch11__skewt__w1000_r5": {4244"p": 0.969,4245"in": true4246},4247"tarch11__t__w1000_r5": {4248"p": 0.9955,4249"in": true4250},4251"nagarch11__t__w1000_r5": {4252"p": 1.0,4253"in": true4254},4255"tarch11__skewt__w1000_r5": {4256"p": 1.0,4257"in": true4258},4259"gjr11__t__w1000_r5": {4260"p": 1.0,4261"in": true4262},4263"aparch11__t__w1000_r5": {4264"p": 1.0,4265"in": true4266}4267},4268"spa_A": {4269"lower": 0.218,4270"consistent": 0.2635,4271"upper": 0.2635,4272"n": 27014273},4274"common_sample_B": {4275"n": 2701,4276"specs": [4277"garchx_rv11__normal__w1000_r5",4278"garchx_rv11__t__w1000_r5",4279"har_rv__empirical__w1000_r5",4280"heavy11__normal__w1000_r5",4281"heavy11__t__w1000_r5",4282"loghar_rv__empirical__w1000_r5",4283"realgarch11__normal__w1000_r5",4284"realgarch11__t__w1000_r5",4285"rm_rw__empirical__w1000_r5",4286"garch11__normal__w1000_r5"4287],4288"mean": {4289"garchx_rv11__normal__w1000_r5": 0.3663788111266254,4290"garchx_rv11__t__w1000_r5": 0.35202242930373373,4291"har_rv__empirical__w1000_r5": 0.4774717108304393,4292"heavy11__normal__w1000_r5": 0.36752307535013495,4293"heavy11__t__w1000_r5": 0.3541480910202054,4294"loghar_rv__empirical__w1000_r5": 0.36505205819847997,4295"realgarch11__normal__w1000_r5": 0.4007766367159274,4296"realgarch11__t__w1000_r5": 1.9138966738782448,4297"rm_rw__empirical__w1000_r5": 0.6598673024897941,4298"garch11__normal__w1000_r5": 0.403967531620553044299},4300"ratio": {4301"garchx_rv11__normal__w1000_r5": 0.9069511345549554,4302"garchx_rv11__t__w1000_r5": 0.8714126798546489,4303"har_rv__empirical__w1000_r5": 1.1819556609290294,4304"heavy11__normal__w1000_r5": 0.9097836993873795,4305"heavy11__t__w1000_r5": 0.8766746416463413,4306"loghar_rv__empirical__w1000_r5": 0.903666828702891,4307"realgarch11__normal__w1000_r5": 0.9921011104733465,4308"realgarch11__t__w1000_r5": 4.737748764611036,4309"rm_rw__empirical__w1000_r5": 1.6334661843804017,4310"garch11__normal__w1000_r5": 1.04311}4312},4313"mcs_B": {4314"realgarch11__t__w1000_r5": {4315"p": 0.0,4316"in": false4317},4318"rm_rw__empirical__w1000_r5": {4319"p": 0.0415,4320"in": false4321},4322"har_rv__empirical__w1000_r5": {4323"p": 0.5295,4324"in": true4325},4326"garch11__normal__w1000_r5": {4327"p": 0.548,4328"in": true4329},4330"realgarch11__normal__w1000_r5": {4331"p": 0.6755,4332"in": true4333},4334"heavy11__normal__w1000_r5": {4335"p": 0.6755,4336"in": true4337},4338"garchx_rv11__normal__w1000_r5": {4339"p": 0.6755,4340"in": true4341},4342"loghar_rv__empirical__w1000_r5": {4343"p": 0.8175,4344"in": true4345},4346"heavy11__t__w1000_r5": {4347"p": 0.8175,4348"in": true4349},4350"garchx_rv11__t__w1000_r5": {4351"p": 1.0,4352"in": true4353}4354},4355"spa_B": {4356"lower": 0.221,4357"consistent": 0.4785,4358"upper": 0.7665,4359"n": 27014360}4361}4362},4363"regimes": {4364"1": {4365"vol_tercile=high": {4366"aparch11__ged__w1000_r5": {4367"n": 960,4368"ratio": 0.9789807987967095,4369"dm_p": 0.7343642437191272,4370"dm_stat": -0.33942454877269054371},4372"aparch11__normal__w1000_r5": {4373"n": 960,4374"ratio": 0.9811224162785759,4375"dm_p": 0.7380020036723229,4376"dm_stat": -0.33459735626293074377},4378"aparch11__skewt__w1000_r5": {4379"n": 960,4380"ratio": 0.9974512501775638,4381"dm_p": 0.970791979113467,4382"dm_stat": -0.036624564373990224383},4384"aparch11__t__w1000_r5": {4385"n": 960,4386"ratio": 0.9584249015683396,4387"dm_p": 0.5069054888836221,4388"dm_stat": -0.66391313232135624389},4390"arch5__ged__w1000_r5": {4391"n": 960,4392"ratio": 1.057304757131763,4393"dm_p": 0.040142529737415146,4394"dm_stat": 2.05507133487165344395},4396"arch5__normal__w1000_r5": {4397"n": 960,4398"ratio": 1.0743769202885394,4399"dm_p": 0.0034510986514172666,4400"dm_stat": 2.9317089573170524401},4402"arch5__skewt__w1000_r5": {4403"n": 960,4404"ratio": 1.0069159634979115,4405"dm_p": 0.8456428186404493,4406"dm_stat": 0.19473351445282984407},4408"arch5__t__w1000_r5": {4409"n": 960,4410"ratio": 1.0055286096869693,4411"dm_p": 0.8762573890427091,4412"dm_stat": 0.155756943775392814413},4414"avgarch11__ged__w1000_r5": {4415"n": 960,4416"ratio": 0.9763230699969803,4417"dm_p": 0.38238928360512625,4418"dm_stat": -0.87390406428687344419},4420"avgarch11__normal__w1000_r5": {4421"n": 960,4422"ratio": 1.0435848898086997,4423"dm_p": 0.4601879280187275,4424"dm_stat": 0.73883508473858874425},4426"avgarch11__skewt__w1000_r5": {4427"n": 960,4428"ratio": 0.930079746803026,4429"dm_p": 0.0300385754533518,4430"dm_stat": -2.17281383899211144431},4432"avgarch11__t__w1000_r5": {4433"n": 960,4434"ratio": 0.9306372111591522,4435"dm_p": 0.03354267542455363,4436"dm_stat": -2.128588579642454437},4438"cgarch11__ged__w1000_r5": {4439"n": 960,4440"ratio": 0.9538544523542687,4441"dm_p": 0.04091972113207739,4442"dm_stat": -2.04710642184036034443},4444"cgarch11__normal__w1000_r5": {4445"n": 960,4446"ratio": 0.965870200993359,4447"dm_p": 0.07963871256042683,4448"dm_stat": -1.75464891573806784449},4450"cgarch11__skewt__w1000_r5": {4451"n": 960,4452"ratio": 0.9065371966793616,4453"dm_p": 0.016042248045464478,4454"dm_stat": -2.41222758560367374455},4456"cgarch11__t__w1000_r5": {4457"n": 960,4458"ratio": 0.906445569442298,4459"dm_p": 0.015778034526246376,4460"dm_stat": -2.41831370022855464461},4462"constvar__normal__w1000_r5": {4463"n": 960,4464"ratio": 3.523988712591724,4465"dm_p": 0.07272912212569174,4466"dm_stat": 1.79650330104668044467},4468"egarch11__ged__w1000_r5": {4469"n": 960,4470"ratio": 0.9395234323204745,4471"dm_p": 0.2456185063637039,4472"dm_stat": -1.16176866320571274473},4474"egarch11__normal__w1000_r5": {4475"n": 960,4476"ratio": 0.9708768554601783,4477"dm_p": 0.6037263729510356,4478"dm_stat": -0.5192210942739314479},4480"egarch11__skewt__w1000_r5": {4481"n": 960,4482"ratio": 0.8922594861952733,4483"dm_p": 0.03738469658359186,4484"dm_stat": -2.0844355966377754485},4486"egarch11__t__w1000_r5": {4487"n": 960,4488"ratio": 0.9078565474858099,4489"dm_p": 0.07194740877945247,4490"dm_stat": -1.80144096945932144491},4492"ewma094__normal__w1000_r5": {4493"n": 960,4494"ratio": 1.0474881157815945,4495"dm_p": 0.34244540303719984,4496"dm_stat": 0.94981530781548474497},4498"figarch11__ged__w1000_r5": {4499"n": 960,4500"ratio": 0.9279593594009029,4501"dm_p": 0.006010225544765176,4502"dm_stat": -2.75335698591554934503},4504"figarch11__normal__w1000_r5": {4505"n": 960,4506"ratio": 0.9468719646061676,4507"dm_p": 0.027602344000746088,4508"dm_stat": -2.20625824376861654509},4510"figarch11__skewt__w1000_r5": {4511"n": 960,4512"ratio": 0.8887777172402295,4513"dm_p": 0.004114887665238103,4514"dm_stat": -2.8761384652756884515},4516"figarch11__t__w1000_r5": {4517"n": 960,4518"ratio": 0.8879860024927115,4519"dm_p": 0.003906849439644192,4520"dm_stat": -2.89261825764451164521},4522"garch11__ged__w1000_r5": {4523"n": 960,4524"ratio": 0.9756428087181547,4525"dm_p": 0.09183274947523459,4526"dm_stat": -1.68749831228626124527},4528"garch11__normal__w1000_r5": {4529"n": 960,4530"ratio": 1.0,4531"dm_p": 1.0,4532"dm_stat": 0.04533},4534"garch11__skewt__w1000_r5": {4535"n": 960,4536"ratio": 0.924905541738276,4537"dm_p": 0.011273867449228927,4538"dm_stat": -2.5390051662974764539},4540"garch11__t__w1000_r5": {4541"n": 960,4542"ratio": 0.9248122349638939,4543"dm_p": 0.012151969767500378,4544"dm_stat": -2.51247357483067554545},4546"garch12__ged__w1000_r5": {4547"n": 960,4548"ratio": 1.0000263215391723,4549"dm_p": 0.9990657659765142,4550"dm_stat": 0.00117119425385269434551},4552"garch12__normal__w1000_r5": {4553"n": 960,4554"ratio": 1.0320653575203498,4555"dm_p": 0.33270523416924347,4556"dm_stat": 0.96916900088868044557},4558"garch12__skewt__w1000_r5": {4559"n": 960,4560"ratio": 0.9247388961060314,4561"dm_p": 0.010373090839673482,4562"dm_stat": -2.56820498952897054563},4564"garch12__t__w1000_r5": {4565"n": 960,4566"ratio": 0.9248962736784075,4567"dm_p": 0.01151792443239962,4568"dm_stat": -2.53145178093601384569},4570"garch21__ged__w1000_r5": {4571"n": 960,4572"ratio": 0.9708474033356099,4573"dm_p": 0.05836624591791249,4574"dm_stat": -1.89520134860451434575},4576"garch21__normal__w1000_r5": {4577"n": 960,4578"ratio": 1.0227872006617604,4579"dm_p": 0.32938938782743005,4580"dm_stat": 0.97584092183913544581},4582"garch21__skewt__w1000_r5": {4583"n": 960,4584"ratio": 0.9268091580396627,4585"dm_p": 0.010929064441457345,4586"dm_stat": -2.5499283178351814587},4588"garch21__t__w1000_r5": {4589"n": 960,4590"ratio": 0.9265722252980486,4591"dm_p": 0.011759231256942565,4592"dm_stat": -2.5241221039533244593},4594"garchm11__ged__w1000_r5": {4595"n": 960,4596"ratio": 1.002108805731729,4597"dm_p": 0.9509920380332143,4598"dm_stat": 0.061477128918426394599},4600"garchm11__normal__w1000_r5": {4601"n": 960,4602"ratio": 1.0269421177003928,4603"dm_p": 0.4244146318748986,4604"dm_stat": 0.79912702694970724605},4606"garchm11__skewt__w1000_r5": {4607"n": 960,4608"ratio": 0.9134245116686563,4609"dm_p": 0.021547778818059728,4610"dm_stat": -2.30201581636421534611},4612"garchm11__t__w1000_r5": {4613"n": 960,4614"ratio": 0.9146968772354779,4615"dm_p": 0.021070738482032714,4616"dm_stat": -2.31052154720302254617},4618"garchx_rv11__normal__w1000_r5": {4619"n": 960,4620"ratio": 0.851423173863978,4621"dm_p": 0.00938993418887755,4622"dm_stat": -2.60277701546099044623},4624"garchx_rv11__t__w1000_r5": {4625"n": 960,4626"ratio": 0.8146409043401822,4627"dm_p": 0.003251050627448596,4628"dm_stat": -2.95037508981707174629},4630"gas_t11__t__w1000_r5": {4631"n": 960,4632"ratio": 0.9480857827259707,4633"dm_p": 0.32734717637429994,4634"dm_stat": -0.97997182420791364635},4636"gjr11__ged__w1000_r5": {4637"n": 960,4638"ratio": 0.9741760633427428,4639"dm_p": 0.6230396383013553,4640"dm_stat": -0.491706113581547264641},4642"gjr11__normal__w1000_r5": {4643"n": 960,4644"ratio": 0.991831204438408,4645"dm_p": 0.8568548535662279,4646"dm_stat": -0.180427796743518914647},4648"gjr11__skewt__w1000_r5": {4649"n": 960,4650"ratio": 0.9212699114897767,4651"dm_p": 0.17152137647955817,4652"dm_stat": -1.36835528723654684653},4654"gjr11__t__w1000_r5": {4655"n": 960,4656"ratio": 0.9314865304549267,4657"dm_p": 0.22593417419669637,4658"dm_stat": -1.21167788065719554659},4660"har_rv__empirical__w1000_r5": {4661"n": 960,4662"ratio": 54827759.823609576,4663"dm_p": 0.1997879411434579,4664"dm_stat": 1.28304029661764424665},4666"heavy11__normal__w1000_r5": {4667"n": 960,4668"ratio": 0.8590804959798408,4669"dm_p": 0.01528685407231295,4670"dm_stat": -2.42987059524433854671},4672"heavy11__t__w1000_r5": {4673"n": 960,4674"ratio": 0.8256346733650562,4675"dm_p": 0.006015047883465234,4676"dm_stat": -2.75309231957306854677},4678"histvar22__empirical__w1000_r5": {4679"n": 960,4680"ratio": 1.1957006441330922,4681"dm_p": 0.008796189350558129,4682"dm_stat": 2.62525648419318364683},4684"histvar252__empirical__w1000_r5": {4685"n": 960,4686"ratio": 2.4372956861692976,4687"dm_p": 0.031726056370470795,4688"dm_stat": 2.1509925972519584689},4690"histvar66__empirical__w1000_r5": {4691"n": 960,4692"ratio": 1.613448460027137,4693"dm_p": 0.01803734247728268,4694"dm_stat": 2.3689215518587424695},4696"igarch11__ged__w1000_r5": {4697"n": 960,4698"ratio": 0.9589538834059949,4699"dm_p": 0.43946739590454226,4700"dm_stat": -0.77341502603905594701},4702"igarch11__normal__w1000_r5": {4703"n": 960,4704"ratio": 0.9542488393349116,4705"dm_p": 0.4063953607778426,4706"dm_stat": -0.83061948437801824707},4708"igarch11__skewt__w1000_r5": {4709"n": 960,4710"ratio": 0.9719704294358852,4711"dm_p": 0.5993573851102841,4712"dm_stat": -0.52549963518464884713},4714"igarch11__t__w1000_r5": {4715"n": 960,4716"ratio": 0.978496545832402,4717"dm_p": 0.6883934966505618,4718"dm_stat": -0.401157551877297744719},4720"loghar_rv__empirical__w1000_r5": {4721"n": 960,4722"ratio": 0.8409937915042269,4723"dm_p": 0.0007028404512819945,4724"dm_stat": -3.3995267810903954725},4726"msgarch2__normal__w1000_r5": {4727"n": 960,4728"ratio": 0.9848926663944818,4729"dm_p": 0.6421222997875246,4730"dm_stat": -0.46488087288856144731},4732"msgarch2__t__w1000_r5": {4733"n": 960,4734"ratio": 0.8616844925106238,4735"dm_p": 0.007550012036750795,4736"dm_stat": -2.67723595468113064737},4738"nagarch11__ged__w1000_r5": {4739"n": 960,4740"ratio": 0.9740054017158305,4741"dm_p": 0.6673570105862541,4742"dm_stat": -0.429910937167187874743},4744"nagarch11__normal__w1000_r5": {4745"n": 960,4746"ratio": 0.9830389228482094,4747"dm_p": 0.7738904543629243,4748"dm_stat": -0.28737085940313044749},4750"nagarch11__skewt__w1000_r5": {4751"n": 960,4752"ratio": 0.9411280813780509,4753"dm_p": 0.33054631223097813,4754"dm_stat": -0.97350811472119854755},4756"nagarch11__t__w1000_r5": {4757"n": 960,4758"ratio": 0.9476167734885306,4759"dm_p": 0.3804035012417918,4760"dm_stat": -0.87755785048532224761},4762"qgarch11__ged__w1000_r5": {4763"n": 960,4764"ratio": 0.931664704921735,4765"dm_p": 0.03475332161274029,4766"dm_stat": -2.11422865665351364767},4768"qgarch11__normal__w1000_r5": {4769"n": 960,4770"ratio": 0.9464457509637437,4771"dm_p": 0.08859560513568496,4772"dm_stat": -1.70458577229041874773},4774"qgarch11__skewt__w1000_r5": {4775"n": 960,4776"ratio": 0.8957243268482914,4777"dm_p": 0.005540191260162911,4778"dm_stat": -2.7801224140818934779},4780"qgarch11__t__w1000_r5": {4781"n": 960,4782"ratio": 0.8947403147725956,4783"dm_p": 0.005584778535689235,4784"dm_stat": -2.77749714275132354785},4786"realgarch11__normal__w1000_r5": {4787"n": 960,4788"ratio": 0.9878117654426881,4789"dm_p": 0.8697591856114303,4790"dm_stat": -0.16400827817792854791},4792"realgarch11__t__w1000_r5": {4793"n": 960,4794"ratio": 0.9618330787874024,4795"dm_p": 0.5989246315632746,4796"dm_stat": -0.52612265811773624797},4798"rm2006__normal__w1000_r5": {4799"n": 960,4800"ratio": 0.9886586938987643,4801"dm_p": 0.7968866330136922,4802"dm_stat": -0.25745000732778344803},4804"rm_rw__empirical__w1000_r5": {4805"n": 960,4806"ratio": 1.1566249590194657,4807"dm_p": 0.18863476531371656,4808"dm_stat": 1.3155642365069314809},4810"tarch11__ged__w1000_r5": {4811"n": 960,4812"ratio": 0.924579652553022,4813"dm_p": 0.14180613546647627,4814"dm_stat": -1.47030882388509394815},4816"tarch11__normal__w1000_r5": {4817"n": 960,4818"ratio": 0.9540507029113582,4819"dm_p": 0.33389579257046054,4820"dm_stat": -0.96678394326335264821},4822"tarch11__skewt__w1000_r5": {4823"n": 960,4824"ratio": 0.8951791572703699,4825"dm_p": 0.05708578538145513,4826"dm_stat": -1.90494769598453464827},4828"tarch11__t__w1000_r5": {4829"n": 960,4830"ratio": 0.900192922425208,4831"dm_p": 0.07372859951585159,4832"dm_stat": -1.790253110815264833}4834},4835"vol_tercile=low": {4836"aparch11__ged__w1000_r5": {4837"n": 771,4838"ratio": 1.00703821974257,4839"dm_p": 0.8708509265018103,4840"dm_stat": 0.162631914937270034841},4842"aparch11__normal__w1000_r5": {4843"n": 771,4844"ratio": 0.9991274057061066,4845"dm_p": 0.9816028997343539,4846"dm_stat": -0.0230668812805185124847},4848"aparch11__skewt__w1000_r5": {4849"n": 771,4850"ratio": 1.0156737480505895,4851"dm_p": 0.7178583835225266,4852"dm_stat": 0.36145515045119384853},4854"aparch11__t__w1000_r5": {4855"n": 771,4856"ratio": 1.0130439909048612,4857"dm_p": 0.7631366148603469,4858"dm_stat": 0.30147118589535784859},4860"arch5__ged__w1000_r5": {4861"n": 771,4862"ratio": 1.0395812162316156,4863"dm_p": 0.19273444750452756,4864"dm_stat": 1.30367381444675554865},4866"arch5__normal__w1000_r5": {4867"n": 771,4868"ratio": 1.0508312798429014,4869"dm_p": 0.15134157081497254,4870"dm_stat": 1.43623518232363484871},4872"arch5__skewt__w1000_r5": {4873"n": 771,4874"ratio": 1.068556535971835,4875"dm_p": 0.015907409968957356,4876"dm_stat": 2.4163775200247394877},4878"arch5__t__w1000_r5": {4879"n": 771,4880"ratio": 1.0675193720330955,4881"dm_p": 0.017303854522709092,4882"dm_stat": 2.38534849662002254883},4884"avgarch11__ged__w1000_r5": {4885"n": 771,4886"ratio": 0.9856492327890634,4887"dm_p": 0.3420589054028387,4888"dm_stat": -0.950692290764844889},4890"avgarch11__normal__w1000_r5": {4891"n": 771,4892"ratio": 0.9913720271409971,4893"dm_p": 0.535844338016448,4894"dm_stat": -0.6193874920428854895},4896"avgarch11__skewt__w1000_r5": {4897"n": 771,4898"ratio": 1.004658664966259,4899"dm_p": 0.7763310555264209,4900"dm_stat": 0.28420322034316154901},4902"avgarch11__t__w1000_r5": {4903"n": 771,4904"ratio": 1.0044041159274026,4905"dm_p": 0.7857260556642162,4906"dm_stat": 0.27195951033473584907},4908"cgarch11__ged__w1000_r5": {4909"n": 771,4910"ratio": 0.9977237711340857,4911"dm_p": 0.9072651739460789,4912"dm_stat": -0.116527125720616764913},4914"cgarch11__normal__w1000_r5": {4915"n": 771,4916"ratio": 1.0116699034376322,4917"dm_p": 0.4880578211108707,4918"dm_stat": 0.69373469972548264919},4920"cgarch11__skewt__w1000_r5": {4921"n": 771,4922"ratio": 1.0099523326617685,4923"dm_p": 0.660612542722754,4924"dm_stat": 0.43923770125730424925},4926"cgarch11__t__w1000_r5": {4927"n": 771,4928"ratio": 1.0111211012229067,4929"dm_p": 0.6245544623207115,4930"dm_stat": 0.4896027733365044931},4932"constvar__normal__w1000_r5": {4933"n": 771,4934"ratio": 1.5984804964183255,4935"dm_p": 1.1207860837491506e-09,4936"dm_stat": 6.167344503062544937},4938"egarch11__ged__w1000_r5": {4939"n": 771,4940"ratio": 1.027896507422663,4941"dm_p": 0.5835377851541466,4942"dm_stat": 0.5484560362351164943},4944"egarch11__normal__w1000_r5": {4945"n": 771,4946"ratio": 1.032647577746654,4947"dm_p": 0.5193645464653096,4948"dm_stat": 0.64462141273568194949},4950"egarch11__skewt__w1000_r5": {4951"n": 771,4952"ratio": 1.0410850180500797,4953"dm_p": 0.4125347298726423,4954"dm_stat": 0.8198861446740744955},4956"egarch11__t__w1000_r5": {4957"n": 771,4958"ratio": 1.0387131940186825,4959"dm_p": 0.433429228620382,4960"dm_stat": 0.78374761506600274961},4962"ewma094__normal__w1000_r5": {4963"n": 771,4964"ratio": 1.1676302503244365,4965"dm_p": 0.046490111138100934,4966"dm_stat": 1.99412975655063284967},4968"figarch11__ged__w1000_r5": {4969"n": 771,4970"ratio": 0.979705082503158,4971"dm_p": 0.5267462934881317,4972"dm_stat": -0.63326859662773944973},4974"figarch11__normal__w1000_r5": {4975"n": 771,4976"ratio": 0.9801410113612048,4977"dm_p": 0.4985753840025874,4978"dm_stat": -0.67705346312668024979},4980"figarch11__skewt__w1000_r5": {4981"n": 771,4982"ratio": 1.0218872749925179,4983"dm_p": 0.5028514591944815,4984"dm_stat": 0.6703252534795454985},4986"figarch11__t__w1000_r5": {4987"n": 771,4988"ratio": 1.0214288736450476,4989"dm_p": 0.5156226403780714,4990"dm_stat": 0.65040812780079454991},4992"garch11__ged__w1000_r5": {4993"n": 771,4994"ratio": 0.9950874237042941,4995"dm_p": 0.5193493632221312,4996"dm_stat": -0.64464484931644534997},4998"garch11__normal__w1000_r5": {4999"n": 771,5000"ratio": 1.0,5001"dm_p": 1.0,5002"dm_stat": 0.05003},5004"garch11__skewt__w1000_r5": {5005"n": 771,5006"ratio": 1.0122801329356546,5007"dm_p": 0.17837233310491735,5008"dm_stat": 1.34701299563867565009},5010"garch11__t__w1000_r5": {5011"n": 771,5012"ratio": 1.0120041876015733,5013"dm_p": 0.19772179283345623,5014"dm_stat": 1.28918247549724235015},5016"garch12__ged__w1000_r5": {5017"n": 771,5018"ratio": 0.9914565794554703,5019"dm_p": 0.3694879475221551,5020"dm_stat": -0.89795927462912225021},5022"garch12__normal__w1000_r5": {5023"n": 771,5024"ratio": 0.9971168077565034,5025"dm_p": 0.7015159944033652,5026"dm_stat": -0.383417593946453755027},5028"garch12__skewt__w1000_r5": {5029"n": 771,5030"ratio": 1.0085582700255684,5031"dm_p": 0.37340842257990253,5032"dm_stat": 0.890625281178795033},5034"garch12__t__w1000_r5": {5035"n": 771,5036"ratio": 1.0081423013520434,5037"dm_p": 0.4089475883784748,5038"dm_stat": 0.82619820534230915039},5040"garch21__ged__w1000_r5": {5041"n": 771,5042"ratio": 0.9953932418857822,5043"dm_p": 0.5472326143865732,5044"dm_stat": -0.60217848115600315045},5046"garch21__normal__w1000_r5": {5047"n": 771,5048"ratio": 1.0010781669445228,5049"dm_p": 0.1524396998453202,5050"dm_stat": 1.43238427861147895051},5052"garch21__skewt__w1000_r5": {5053"n": 771,5054"ratio": 1.0123891375275582,5055"dm_p": 0.17430257999122417,5056"dm_stat": 1.35976417122259525057},5058"garch21__t__w1000_r5": {5059"n": 771,5060"ratio": 1.012115447461153,5061"dm_p": 0.19346879694180197,5062"dm_stat": 1.30152289789985835063},5064"garchm11__ged__w1000_r5": {5065"n": 771,5066"ratio": 0.9988339460899894,5067"dm_p": 0.8943217223557278,5068"dm_stat": -0.132881617950247285069},5070"garchm11__normal__w1000_r5": {5071"n": 771,5072"ratio": 1.002588804341721,5073"dm_p": 0.10923884554837651,5074"dm_stat": 1.6034798029734925075},5076"garchm11__skewt__w1000_r5": {5077"n": 771,5078"ratio": 1.0162360610786028,5079"dm_p": 0.08519021502592505,5080"dm_stat": 1.72355177026199315081},5082"garchm11__t__w1000_r5": {5083"n": 771,5084"ratio": 1.015439278884325,5085"dm_p": 0.11090408641562749,5086"dm_stat": 1.59597768371536235087},5088"garchx_rv11__normal__w1000_r5": {5089"n": 771,5090"ratio": 0.8883041210842911,5091"dm_p": 0.0504214033774701,5092"dm_stat": -1.9594425496787655093},5094"garchx_rv11__t__w1000_r5": {5095"n": 771,5096"ratio": 0.8820947026517005,5097"dm_p": 0.03289366287395436,5098"dm_stat": -2.13723069725357465099},5100"gas_t11__t__w1000_r5": {5101"n": 771,5102"ratio": 1.009975324730528,5103"dm_p": 0.6423746445915103,5104"dm_stat": 0.464564559168302975105},5106"gjr11__ged__w1000_r5": {5107"n": 771,5108"ratio": 1.0185454875785396,5109"dm_p": 0.6232971598460064,5110"dm_stat": 0.491380816068769935111},5112"gjr11__normal__w1000_r5": {5113"n": 771,5114"ratio": 1.0241883274395098,5115"dm_p": 0.49218638739980985,5116"dm_stat": 0.68716385119745685117},5118"gjr11__skewt__w1000_r5": {5119"n": 771,5120"ratio": 1.0302604075485398,5121"dm_p": 0.4322325832924762,5122"dm_stat": 0.78578944344298355123},5124"gjr11__t__w1000_r5": {5125"n": 771,5126"ratio": 1.029912376802714,5127"dm_p": 0.43689474419908686,5128"dm_stat": 0.77785277389584985129},5130"har_rv__empirical__w1000_r5": {5131"n": 771,5132"ratio": 1.0615539794408893,5133"dm_p": 0.22207989187595775,5134"dm_stat": 1.22200446907912855135},5136"heavy11__normal__w1000_r5": {5137"n": 771,5138"ratio": 0.9020635242715045,5139"dm_p": 0.09318125101399306,5140"dm_stat": -1.68093416064285125141},5142"heavy11__t__w1000_r5": {5143"n": 771,5144"ratio": 0.8888558439779973,5145"dm_p": 0.04722716777403833,5146"dm_stat": -1.98744306058525225147},5148"histvar22__empirical__w1000_r5": {5149"n": 771,5150"ratio": 1.4768468599587963,5151"dm_p": 0.0047462330948694455,5152"dm_stat": 2.83202011781046235153},5154"histvar252__empirical__w1000_r5": {5155"n": 771,5156"ratio": 1.239475371862573,5157"dm_p": 0.0010166970627856087,5158"dm_stat": 3.29849436691912655159},5160"histvar66__empirical__w1000_r5": {5161"n": 771,5162"ratio": 1.2507064250565985,5163"dm_p": 0.007043119353315219,5164"dm_stat": 2.7020453926536995165},5166"igarch11__ged__w1000_r5": {5167"n": 771,5168"ratio": 1.0561353728641287,5169"dm_p": 0.021079017925602968,5170"dm_stat": 2.31130861870145355171},5172"igarch11__normal__w1000_r5": {5173"n": 771,5174"ratio": 1.0686598708640236,5175"dm_p": 0.004142477596663404,5176"dm_stat": 2.8757101126893165177},5178"igarch11__skewt__w1000_r5": {5179"n": 771,5180"ratio": 1.1006271455964434,5181"dm_p": 2.148989744583948e-06,5182"dm_stat": 4.7752157588103815183},5184"igarch11__t__w1000_r5": {5185"n": 771,5186"ratio": 1.0988036616835133,5187"dm_p": 2.7370745382928737e-06,5188"dm_stat": 4.7248622752126135189},5190"loghar_rv__empirical__w1000_r5": {5191"n": 771,5192"ratio": 0.8625140449590961,5193"dm_p": 0.010236661773705611,5194"dm_stat": -2.57407585248811585195},5196"msgarch2__normal__w1000_r5": {5197"n": 771,5198"ratio": 0.9979809171244283,5199"dm_p": 0.8770512577160449,5200"dm_stat": -0.154759777699317125201},5202"msgarch2__t__w1000_r5": {5203"n": 771,5204"ratio": 1.0591822778293136,5205"dm_p": 0.19507286302096755,5206"dm_stat": 1.2968453781002825207},5208"nagarch11__ged__w1000_r5": {5209"n": 771,5210"ratio": 1.0335128898620618,5211"dm_p": 0.44909637983984607,5212"dm_stat": 0.75730909553743585213},5214"nagarch11__normal__w1000_r5": {5215"n": 771,5216"ratio": 1.03179086793298,5217"dm_p": 0.44802453983148527,5218"dm_stat": 0.75910085162147515219},5220"nagarch11__skewt__w1000_r5": {5221"n": 771,5222"ratio": 1.0304088193755265,5223"dm_p": 0.46546869524814843,5224"dm_stat": 0.73023493907275785225},5226"nagarch11__t__w1000_r5": {5227"n": 771,5228"ratio": 1.0288512293715797,5229"dm_p": 0.48680172428341967,5230"dm_stat": 0.69573979766267375231},5232"qgarch11__ged__w1000_r5": {5233"n": 771,5234"ratio": 1.0060017342485812,5235"dm_p": 0.8807152175360978,5236"dm_stat": 0.150112439221477185237},5238"qgarch11__normal__w1000_r5": {5239"n": 771,5240"ratio": 1.0180812073264647,5241"dm_p": 0.6410099514238013,5242"dm_stat": 0.46647154662235995243},5244"qgarch11__skewt__w1000_r5": {5245"n": 771,5246"ratio": 1.006743087941815,5247"dm_p": 0.8554720391332199,5248"dm_stat": 0.182202153686706955249},5250"qgarch11__t__w1000_r5": {5251"n": 771,5252"ratio": 1.0062400753016467,5253"dm_p": 0.8667533552217118,5254"dm_stat": 0.167839834656274475255},5256"realgarch11__normal__w1000_r5": {5257"n": 771,5258"ratio": 0.8872296876553738,5259"dm_p": 0.016470162340892706,5260"dm_stat": -2.40359542757522875261},5262"realgarch11__t__w1000_r5": {5263"n": 771,5264"ratio": 0.8962484444767941,5265"dm_p": 0.02627451709219669,5266"dm_stat": -2.22642202999595545267},5268"rm2006__normal__w1000_r5": {5269"n": 771,5270"ratio": 1.010899538709666,5271"dm_p": 0.7948550871995544,5272"dm_stat": 0.26010140626860785273},5274"rm_rw__empirical__w1000_r5": {5275"n": 771,5276"ratio": 1.2380884643892291,5277"dm_p": 0.016954419290435136,5278"dm_stat": 2.3929003452969335279},5280"tarch11__ged__w1000_r5": {5281"n": 771,5282"ratio": 1.0006127694872828,5283"dm_p": 0.988507513959253,5284"dm_stat": 0.0144088717264291385285},5286"tarch11__normal__w1000_r5": {5287"n": 771,5288"ratio": 1.0033892222144727,5289"dm_p": 0.9325249712286151,5290"dm_stat": 0.084696151384868955291},5292"tarch11__skewt__w1000_r5": {5293"n": 771,5294"ratio": 1.0124767713044684,5295"dm_p": 0.7701365730909181,5296"dm_stat": 0.29229924855190585297},5298"tarch11__t__w1000_r5": {5299"n": 771,5300"ratio": 1.0111541162917579,5301"dm_p": 0.7930824154934405,5302"dm_stat": 0.262401093192054965303}5304},5305"vol_tercile=mid": {5306"aparch11__ged__w1000_r5": {5307"n": 991,5308"ratio": 1.0080724339916685,5309"dm_p": 0.8762084865884506,5310"dm_stat": 0.155817696315538665311},5312"aparch11__normal__w1000_r5": {5313"n": 991,5314"ratio": 0.9895651843107942,5315"dm_p": 0.8240102057141123,5316"dm_stat": -0.222449061279049685317},5318"aparch11__skewt__w1000_r5": {5319"n": 991,5320"ratio": 1.1122153744125032,5321"dm_p": 0.3139690701043819,5322"dm_stat": 1.00744098146522345323},5324"aparch11__t__w1000_r5": {5325"n": 991,5326"ratio": 1.0258271292355803,5327"dm_p": 0.6238940795312258,5328"dm_stat": 0.490492566785247445329},5330"arch5__ged__w1000_r5": {5331"n": 991,5332"ratio": 1.0136162686891166,5333"dm_p": 0.610745732873517,5334"dm_stat": 0.50917114181353715335},5336"arch5__normal__w1000_r5": {5337"n": 991,5338"ratio": 1.0134044983738306,5339"dm_p": 0.5958611290265704,5340"dm_stat": 0.53053341337462835341},5342"arch5__skewt__w1000_r5": {5343"n": 991,5344"ratio": 1.0208746355923177,5345"dm_p": 0.4602282022177974,5346"dm_stat": 0.73875941640299845347},5348"arch5__t__w1000_r5": {5349"n": 991,5350"ratio": 1.0225906969235958,5351"dm_p": 0.424809256115226,5352"dm_stat": 0.7984355714369275353},5354"avgarch11__ged__w1000_r5": {5355"n": 991,5356"ratio": 0.9919716935426399,5357"dm_p": 0.692031177865019,5358"dm_stat": -0.39621585152219765359},5360"avgarch11__normal__w1000_r5": {5361"n": 991,5362"ratio": 0.9949551407690517,5363"dm_p": 0.8076841794316711,5364"dm_stat": -0.243479792021791015365},5366"avgarch11__skewt__w1000_r5": {5367"n": 991,5368"ratio": 0.9986779643933481,5369"dm_p": 0.9486061287236078,5370"dm_stat": -0.064473618319306595371},5372"avgarch11__t__w1000_r5": {5373"n": 991,5374"ratio": 1.0010248454484507,5375"dm_p": 0.9601996550812426,5376"dm_stat": 0.049915674359992055377},5378"cgarch11__ged__w1000_r5": {5379"n": 991,5380"ratio": 1.0042569016650291,5381"dm_p": 0.8703868282663068,5382"dm_stat": 0.163209459023538425383},5384"cgarch11__normal__w1000_r5": {5385"n": 991,5386"ratio": 1.0137301995141297,5387"dm_p": 0.5406667356955128,5388"dm_stat": 0.61201745682134155389},5390"cgarch11__skewt__w1000_r5": {5391"n": 991,5392"ratio": 1.0016455930823225,5393"dm_p": 0.9539538700697648,5394"dm_stat": 0.057756968655200235395},5396"cgarch11__t__w1000_r5": {5397"n": 991,5398"ratio": 1.0021630538151751,5399"dm_p": 0.9391681210754323,5400"dm_stat": 0.076334853034384785401},5402"constvar__normal__w1000_r5": {5403"n": 991,5404"ratio": 1.3386653115026506,5405"dm_p": 0.00014296241424546934,5406"dm_stat": 3.81788752944809545407},5408"egarch11__ged__w1000_r5": {5409"n": 991,5410"ratio": 1.0034891598440683,5411"dm_p": 0.9436523809821744,5412"dm_stat": 0.070698012510300565413},5414"egarch11__normal__w1000_r5": {5415"n": 991,5416"ratio": 1.0029265281434714,5417"dm_p": 0.9516839734932866,5418"dm_stat": 0.060607574422172375419},5420"egarch11__skewt__w1000_r5": {5421"n": 991,5422"ratio": 1.0009065879447798,5423"dm_p": 0.9854366569464801,5424"dm_stat": 0.0182580689029021555425},5426"egarch11__t__w1000_r5": {5427"n": 991,5428"ratio": 1.007721716059845,5429"dm_p": 0.8758865427618828,5430"dm_stat": 0.156226242323830985431},5432"ewma094__normal__w1000_r5": {5433"n": 991,5434"ratio": 1.1056748946763026,5435"dm_p": 0.026701393010224974,5436"dm_stat": 2.21916737275816445437},5438"figarch11__ged__w1000_r5": {5439"n": 991,5440"ratio": 1.00093678507018,5441"dm_p": 0.9711888194773366,5442"dm_stat": 0.036126444179334735443},5444"figarch11__normal__w1000_r5": {5445"n": 991,5446"ratio": 1.0003478937709516,5447"dm_p": 0.9879986965821843,5448"dm_stat": 0.0150457702718237375449},5450"figarch11__skewt__w1000_r5": {5451"n": 991,5452"ratio": 1.013937700189726,5453"dm_p": 0.6214092931551886,5454"dm_stat": 0.49400916447168775455},5456"figarch11__t__w1000_r5": {5457"n": 991,5458"ratio": 1.0143325985345857,5459"dm_p": 0.608884302717665,5460"dm_stat": 0.51182976662776075461},5462"garch11__ged__w1000_r5": {5463"n": 991,5464"ratio": 0.9878334063438751,5465"dm_p": 0.05114939571145681,5466"dm_stat": -1.9525926533712985467},5468"garch11__normal__w1000_r5": {5469"n": 991,5470"ratio": 1.0,5471"dm_p": 1.0,5472"dm_stat": 0.05473},5474"garch11__skewt__w1000_r5": {5475"n": 991,5476"ratio": 0.98686625379032,5477"dm_p": 0.30799589502763847,5478"dm_stat": -1.01996151107122435479},5480"garch11__t__w1000_r5": {5481"n": 991,5482"ratio": 0.9877406641902837,5483"dm_p": 0.33792005975262307,5484"dm_stat": -0.95874746321091015485},5486"garch12__ged__w1000_r5": {5487"n": 991,5488"ratio": 1.0056966260000824,5489"dm_p": 0.6594326946141774,5490"dm_stat": 0.44082947983974285491},5492"garch12__normal__w1000_r5": {5493"n": 991,5494"ratio": 1.0164731456798373,5495"dm_p": 0.13347505752599162,5496"dm_stat": 1.50177129712200145497},5498"garch12__skewt__w1000_r5": {5499"n": 991,5500"ratio": 1.0044909708233272,5501"dm_p": 0.800209855321205,5502"dm_stat": 0.25314353212511375503},5504"garch12__t__w1000_r5": {5505"n": 991,5506"ratio": 1.00561901236932,5507"dm_p": 0.751187187951291,5508"dm_stat": 0.31716248383620995509},5510"garch21__ged__w1000_r5": {5511"n": 991,5512"ratio": 0.9828902734844327,5513"dm_p": 0.027010524426382954,5514"dm_stat": -2.21465960954844835515},5516"garch21__normal__w1000_r5": {5517"n": 991,5518"ratio": 0.9960613753281534,5519"dm_p": 0.4197048701447817,5520"dm_stat": -0.80726996125608565521},5522"garch21__skewt__w1000_r5": {5523"n": 991,5524"ratio": 0.9815142735289009,5525"dm_p": 0.1731000741827386,5526"dm_stat": -1.36329319567557745527},5528"garch21__t__w1000_r5": {5529"n": 991,5530"ratio": 0.9821385127260345,5531"dm_p": 0.18880542057002167,5532"dm_stat": -1.31502676067457675533},5534"garchm11__ged__w1000_r5": {5535"n": 991,5536"ratio": 1.0053248179115135,5537"dm_p": 0.667207700579225,5538"dm_stat": 0.43011210679334315539},5540"garchm11__normal__w1000_r5": {5541"n": 991,5542"ratio": 1.0136946443988895,5543"dm_p": 0.2204829385114373,5544"dm_stat": 1.22601935308349645545},5546"garchm11__skewt__w1000_r5": {5547"n": 991,5548"ratio": 1.0073232954058637,5549"dm_p": 0.6764607025432384,5550"dm_stat": 0.41742141115159685551},5552"garchm11__t__w1000_r5": {5553"n": 991,5554"ratio": 1.0076154132321358,5555"dm_p": 0.6592825479503088,5556"dm_stat": 0.44103694348952325557},5558"garchx_rv11__normal__w1000_r5": {5559"n": 991,5560"ratio": 0.9365742811584021,5561"dm_p": 0.06304385158410475,5562"dm_stat": -1.86097588499848725563},5564"garchx_rv11__t__w1000_r5": {5565"n": 991,5566"ratio": 0.9295699565578928,5567"dm_p": 0.10056896343845002,5568"dm_stat": -1.64363581114121045569},5570"gas_t11__t__w1000_r5": {5571"n": 991,5572"ratio": 0.9967814442660428,5573"dm_p": 0.8876637780434793,5574"dm_stat": -0.141297363522395255575},5576"gjr11__ged__w1000_r5": {5577"n": 991,5578"ratio": 1.0058231300195666,5579"dm_p": 0.8767181500881199,5580"dm_stat": 0.155170987650616325581},5582"gjr11__normal__w1000_r5": {5583"n": 991,5584"ratio": 1.0162404489304795,5585"dm_p": 0.6359944524744164,5586"dm_stat": 0.473452933706526145587},5588"gjr11__skewt__w1000_r5": {5589"n": 991,5590"ratio": 0.9999638183691306,5591"dm_p": 0.9992300537406643,5592"dm_stat": -0.0009652283955200355593},5594"gjr11__t__w1000_r5": {5595"n": 991,5596"ratio": 1.0004541181028028,5597"dm_p": 0.9903270894449296,5598"dm_stat": 0.012126554848740875599},5600"har_rv__empirical__w1000_r5": {5601"n": 991,5602"ratio": 0.9546639330620121,5603"dm_p": 0.26318568002191806,5604"dm_stat": -1.11952990200593555605},5606"heavy11__normal__w1000_r5": {5607"n": 991,5608"ratio": 0.9303748519178251,5609"dm_p": 0.047197401190177686,5610"dm_stat": -1.98700232787432455611},5612"heavy11__t__w1000_r5": {5613"n": 991,5614"ratio": 0.9261059552627796,5615"dm_p": 0.08787335131611161,5616"dm_stat": -1.7084121672791555617},5618"histvar22__empirical__w1000_r5": {5619"n": 991,5620"ratio": 1.2835751899021295,5621"dm_p": 0.00015505386766100337,5622"dm_stat": 3.7975078195253035623},5624"histvar252__empirical__w1000_r5": {5625"n": 991,5626"ratio": 1.2555264730785758,5627"dm_p": 0.0013351275355121947,5628"dm_stat": 3.2174936885208985629},5630"histvar66__empirical__w1000_r5": {5631"n": 991,5632"ratio": 1.2047705955738977,5633"dm_p": 0.009756597164150976,5634"dm_stat": 2.58935897726764175635},5636"igarch11__ged__w1000_r5": {5637"n": 991,5638"ratio": 1.1123987957903132,5639"dm_p": 0.0002969450471534478,5640"dm_stat": 3.63086438050525435641},5642"igarch11__normal__w1000_r5": {5643"n": 991,5644"ratio": 1.135354073505635,5645"dm_p": 5.175562292364859e-06,5646"dm_stat": 4.5827200060686875647},5648"igarch11__skewt__w1000_r5": {5649"n": 991,5650"ratio": 1.1252399020294113,5651"dm_p": 0.0001571673006899144,5652"dm_stat": 3.79410036668161245653},5654"igarch11__t__w1000_r5": {5655"n": 991,5656"ratio": 1.1325669875429414,5657"dm_p": 8.264190616927701e-05,5658"dm_stat": 3.95306696154660745659},5660"loghar_rv__empirical__w1000_r5": {5661"n": 991,5662"ratio": 0.8902534989698653,5663"dm_p": 0.006361258928216228,5664"dm_stat": -2.73438489140231465665},5666"msgarch2__normal__w1000_r5": {5667"n": 991,5668"ratio": 0.9948654049625817,5669"dm_p": 0.8050834926334287,5670"dm_stat": -0.246839657614559985671},5672"msgarch2__t__w1000_r5": {5673"n": 991,5674"ratio": 1.0249840727188642,5675"dm_p": 0.6120537384865362,5676"dm_stat": 0.50730511005736685677},5678"nagarch11__ged__w1000_r5": {5679"n": 991,5680"ratio": 0.9877807288836781,5681"dm_p": 0.7633909910080848,5682"dm_stat": -0.3011137434965065683},5684"nagarch11__normal__w1000_r5": {5685"n": 991,5686"ratio": 0.9853654504281415,5687"dm_p": 0.6977395502378859,5688"dm_stat": -0.38848652754235115689},5690"nagarch11__skewt__w1000_r5": {5691"n": 991,5692"ratio": 0.97976204838652,5693"dm_p": 0.61317885600683,5694"dm_stat": -0.50570140412395445695},5696"nagarch11__t__w1000_r5": {5697"n": 991,5698"ratio": 0.9874477685368974,5699"dm_p": 0.7557061705021709,5700"dm_stat": -0.311210431827894545701},5702"qgarch11__ged__w1000_r5": {5703"n": 991,5704"ratio": 1.0046810753589435,5705"dm_p": 0.9006767162731429,5706"dm_stat": 0.124838543742565135707},5708"qgarch11__normal__w1000_r5": {5709"n": 991,5710"ratio": 1.0219336678192765,5711"dm_p": 0.5751015919703677,5712"dm_stat": 0.56074012161372135713},5714"qgarch11__skewt__w1000_r5": {5715"n": 991,5716"ratio": 0.995892802605124,5717"dm_p": 0.9074785081742873,5718"dm_stat": -0.116249342808107645719},5720"qgarch11__t__w1000_r5": {5721"n": 991,5722"ratio": 0.9954834711722728,5723"dm_p": 0.8980853265743552,5724"dm_stat": -0.128113304145055925725},5726"realgarch11__normal__w1000_r5": {5727"n": 991,5728"ratio": 0.883995615199459,5729"dm_p": 0.0001729052636432022,5730"dm_stat": -3.7700052298453565731},5732"realgarch11__t__w1000_r5": {5733"n": 991,5734"ratio": 0.878245835702878,5735"dm_p": 0.00023410665997254025,5736"dm_stat": -3.6925961608470145737},5738"rm2006__normal__w1000_r5": {5739"n": 991,5740"ratio": 1.0273982355993472,5741"dm_p": 0.4266122839516041,5742"dm_stat": 0.79532986480697375743},5744"rm_rw__empirical__w1000_r5": {5745"n": 991,5746"ratio": 1.3229549375933438,5747"dm_p": 0.006051760403539928,5748"dm_stat": 2.7508916426361665749},5750"tarch11__ged__w1000_r5": {5751"n": 991,5752"ratio": 1.0085594284992734,5753"dm_p": 0.8632554812249312,5754"dm_stat": 0.172276357074812155755},5756"tarch11__normal__w1000_r5": {5757"n": 991,5758"ratio": 1.0020525736718504,5759"dm_p": 0.964019837344076,5760"dm_stat": 0.045121156715570925761},5762"tarch11__skewt__w1000_r5": {5763"n": 991,5764"ratio": 1.0026903935864981,5765"dm_p": 0.9578972169285873,5766"dm_stat": 0.0528058958774517765767},5768"tarch11__t__w1000_r5": {5769"n": 991,5770"ratio": 1.0053304032878954,5771"dm_p": 0.9170063009078155,5772"dm_stat": 0.104232064021431315773}5774},5775"vol_tercile66=high": {5776"aparch11__ged__w1000_r5": {5777"n": 1115,5778"ratio": 0.9990981054701867,5779"dm_p": 0.987574543820544,5780"dm_stat": -0.0155771256216175695781},5782"aparch11__normal__w1000_r5": {5783"n": 1115,5784"ratio": 1.00220223740182,5785"dm_p": 0.9667844282702676,5786"dm_stat": 0.0416509393787438055787},5788"aparch11__skewt__w1000_r5": {5789"n": 1115,5790"ratio": 1.100458565796524,5791"dm_p": 0.3530462280967244,5792"dm_stat": 0.92908515032163735793},5794"aparch11__t__w1000_r5": {5795"n": 1115,5796"ratio": 0.983767379740523,5797"dm_p": 0.7811156464828455,5798"dm_stat": -0.277932632472588765799},5800"arch5__ged__w1000_r5": {5801"n": 1115,5802"ratio": 1.0438136553648314,5803"dm_p": 0.07851779427794393,5804"dm_stat": 1.76097010549407875805},5806"arch5__normal__w1000_r5": {5807"n": 1115,5808"ratio": 1.0627872162589194,5809"dm_p": 0.006094585686903471,5810"dm_stat": 2.7479033491093875811},5812"arch5__skewt__w1000_r5": {5813"n": 1115,5814"ratio": 1.001400402101307,5815"dm_p": 0.9636327687151552,5816"dm_stat": 0.0456056132733555817},5818"arch5__t__w1000_r5": {5819"n": 1115,5820"ratio": 1.0005831066629645,5821"dm_p": 0.9848884413362996,5822"dm_stat": 0.0189449151385616865823},5824"avgarch11__ged__w1000_r5": {5825"n": 1115,5826"ratio": 0.9673222256886893,5827"dm_p": 0.17245887478016958,5828"dm_stat": -1.36522212158818215829},5830"avgarch11__normal__w1000_r5": {5831"n": 1115,5832"ratio": 1.0326960375770922,5833"dm_p": 0.5223081811695317,5834"dm_stat": 0.63999387401379065835},5836"avgarch11__skewt__w1000_r5": {5837"n": 1115,5838"ratio": 0.9250476541079596,5839"dm_p": 0.007515668264633719,5840"dm_stat": -2.67798199993566985841},5842"avgarch11__t__w1000_r5": {5843"n": 1115,5844"ratio": 0.9265305955267663,5845"dm_p": 0.009725186951673351,5846"dm_stat": -2.5899163395196475847},5848"cgarch11__ged__w1000_r5": {5849"n": 1115,5850"ratio": 0.9549147720721965,5851"dm_p": 0.04247747288733043,5852"dm_stat": -2.0311436638996845853},5854"cgarch11__normal__w1000_r5": {5855"n": 1115,5856"ratio": 0.967108261171677,5857"dm_p": 0.09046885742205572,5858"dm_stat": -1.69439971604743645859},5860"cgarch11__skewt__w1000_r5": {5861"n": 1115,5862"ratio": 0.9156757747713222,5863"dm_p": 0.017081379603832585,5864"dm_stat": -2.3885360505707835865},5866"cgarch11__t__w1000_r5": {5867"n": 1115,5868"ratio": 0.9164012578867532,5869"dm_p": 0.018109642404440168,5870"dm_stat": -2.366866452639385871},5872"constvar__normal__w1000_r5": {5873"n": 1115,5874"ratio": 3.141807990245453,5875"dm_p": 0.07707911476657403,5876"dm_stat": 1.76952933262843365877},5878"egarch11__ged__w1000_r5": {5879"n": 1115,5880"ratio": 0.955685997641228,5881"dm_p": 0.3725778000901435,5882"dm_stat": -0.89201448431830775883},5884"egarch11__normal__w1000_r5": {5885"n": 1115,5886"ratio": 0.9840944423057432,5887"dm_p": 0.7623012415238659,5888"dm_stat": -0.302534334424844455889},5890"egarch11__skewt__w1000_r5": {5891"n": 1115,5892"ratio": 0.9140742353223464,5893"dm_p": 0.07980086118740494,5894"dm_stat": -1.75344382843709945895},5896"egarch11__t__w1000_r5": {5897"n": 1115,5898"ratio": 0.9273868733364913,5899"dm_p": 0.13524387464132243,5900"dm_stat": -1.49482288699320125901},5902"ewma094__normal__w1000_r5": {5903"n": 1115,5904"ratio": 1.0137656070538776,5905"dm_p": 0.7530172614006959,5906"dm_stat": 0.314740986508004865907},5908"figarch11__ged__w1000_r5": {5909"n": 1115,5910"ratio": 0.9244345303392536,5911"dm_p": 0.0030479936780142126,5912"dm_stat": -2.96937079211891055913},5914"figarch11__normal__w1000_r5": {5915"n": 1115,5916"ratio": 0.9443558738856085,5917"dm_p": 0.020342884336880328,5918"dm_stat": -2.32329029205580055919},5920"figarch11__skewt__w1000_r5": {5921"n": 1115,5922"ratio": 0.8988879631356955,5923"dm_p": 0.004290969990795935,5924"dm_stat": -2.8618191232766245925},5926"figarch11__t__w1000_r5": {5927"n": 1115,5928"ratio": 0.8986553602986932,5929"dm_p": 0.004315098100780309,5930"dm_stat": -2.86002811572678135931},5932"garch11__ged__w1000_r5": {5933"n": 1115,5934"ratio": 0.9690247544137883,5935"dm_p": 0.01504104161533973,5936"dm_stat": -2.43516621859972875937},5938"garch11__normal__w1000_r5": {5939"n": 1115,5940"ratio": 1.0,5941"dm_p": 1.0,5942"dm_stat": 0.05943},5944"garch11__skewt__w1000_r5": {5945"n": 1115,5946"ratio": 0.9227303715595754,5947"dm_p": 0.0028231302473891357,5948"dm_stat": -2.99302848637290445949},5950"garch11__t__w1000_r5": {5951"n": 1115,5952"ratio": 0.9233919353499359,5953"dm_p": 0.0034803195302332717,5954"dm_stat": -2.92805041514863045955},5956"garch12__ged__w1000_r5": {5957"n": 1115,5958"ratio": 0.9882141807669189,5959"dm_p": 0.5486767711136122,5960"dm_stat": -0.59992718454306175961},5962"garch12__normal__w1000_r5": {5963"n": 1115,5964"ratio": 1.0265932634629642,5965"dm_p": 0.3509630377428604,5966"dm_stat": 0.93311452111228485967},5968"garch12__skewt__w1000_r5": {5969"n": 1115,5970"ratio": 0.9224552482756713,5971"dm_p": 0.0026560985485507608,5972"dm_stat": -3.0117445629036085973},5974"garch12__t__w1000_r5": {5975"n": 1115,5976"ratio": 0.9230922461453838,5977"dm_p": 0.003291635308386021,5978"dm_stat": -2.94547311325066245979},5980"garch21__ged__w1000_r5": {5981"n": 1115,5982"ratio": 0.965271645247456,5983"dm_p": 0.010302418694932952,5984"dm_stat": -2.5698824150396765985},5986"garch21__normal__w1000_r5": {5987"n": 1115,5988"ratio": 1.020005951395827,5989"dm_p": 0.32209842772866176,5990"dm_stat": 0.99059512496848455991},5992"garch21__skewt__w1000_r5": {5993"n": 1115,5994"ratio": 0.9245448579866277,5995"dm_p": 0.0026842192814968088,5996"dm_stat": -3.0085195504939545997},5998"garch21__t__w1000_r5": {5999"n": 1115,6000"ratio": 0.9250582198316869,6001"dm_p": 0.0033121274312457216,6002"dm_stat": -2.94353745130175346003},6004"garchm11__ged__w1000_r5": {6005"n": 1115,6006"ratio": 0.9900903393210864,6007"dm_p": 0.7392392305759578,6008"dm_stat": -0.33294396187711456009},6010"garchm11__normal__w1000_r5": {6011"n": 1115,6012"ratio": 1.0217071957355273,6013"dm_p": 0.455344104518669,6014"dm_stat": 0.74679630765918446015},6016"garchm11__skewt__w1000_r5": {6017"n": 1115,6018"ratio": 0.9131629632645644,6019"dm_p": 0.007903377506129839,6020"dm_stat": -2.66097971908390156021},6022"garchm11__t__w1000_r5": {6023"n": 1115,6024"ratio": 0.9146165269664671,6025"dm_p": 0.007979243678377912,6026"dm_stat": -2.6577405591811796027},6028"garchx_rv11__normal__w1000_r5": {6029"n": 1115,6030"ratio": 0.8671564791134438,6031"dm_p": 0.007664160779562525,6032"dm_stat": -2.67137911742716976033},6034"garchx_rv11__t__w1000_r5": {6035"n": 1115,6036"ratio": 0.8359858425621706,6037"dm_p": 0.002936401663313033,6038"dm_stat": -2.98090429197894976039},6040"gas_t11__t__w1000_r5": {6041"n": 1115,6042"ratio": 0.9394269632213337,6043"dm_p": 0.18187390586274754,6044"dm_stat": -1.33584154256467176045},6046"gjr11__ged__w1000_r5": {6047"n": 1115,6048"ratio": 0.9893522748818547,6049"dm_p": 0.8287485480865859,6050"dm_stat": -0.21635769893473926051},6052"gjr11__normal__w1000_r5": {6053"n": 1115,6054"ratio": 1.0083757020829394,6055"dm_p": 0.8447591253983864,6056"dm_stat": 0.195855323674502376057},6058"gjr11__skewt__w1000_r5": {6059"n": 1115,6060"ratio": 0.9415104374295159,6061"dm_p": 0.26826018848862865,6062"dm_stat": -1.1076312694651696063},6064"gjr11__t__w1000_r5": {6065"n": 1115,6066"ratio": 0.950652208317572,6067"dm_p": 0.34248698305052805,6068"dm_stat": -0.94966793421599426069},6070"har_rv__empirical__w1000_r5": {6071"n": 1115,6072"ratio": 47305753.18398795,6073"dm_p": 0.20008896170325788,6074"dm_stat": 1.28205822543476776075},6076"heavy11__normal__w1000_r5": {6077"n": 1115,6078"ratio": 0.8697406948536067,6079"dm_p": 0.010155055976048172,6080"dm_stat": -2.574899871634236081},6082"heavy11__t__w1000_r5": {6083"n": 1115,6084"ratio": 0.8426505563641963,6085"dm_p": 0.004650317249428467,6086"dm_stat": -2.836042306195376087},6088"histvar22__empirical__w1000_r5": {6089"n": 1115,6090"ratio": 1.1538061771951527,6091"dm_p": 0.018310835417859935,6092"dm_stat": 2.36275328452938646093},6094"histvar252__empirical__w1000_r5": {6095"n": 1115,6096"ratio": 2.1960648490156154,6097"dm_p": 0.03664896397594609,6098"dm_stat": 2.09217285712176266099},6100"histvar66__empirical__w1000_r5": {6101"n": 1115,6102"ratio": 1.5059437422900683,6103"dm_p": 0.020919005560933325,6104"dm_stat": 2.31273009933082556105},6106"igarch11__ged__w1000_r5": {6107"n": 1115,6108"ratio": 0.9802056864773032,6109"dm_p": 0.6718317816272812,6110"dm_stat": -0.42374748918613456111},6112"igarch11__normal__w1000_r5": {6113"n": 1115,6114"ratio": 0.9900855622477118,6115"dm_p": 0.8377607230153072,6116"dm_stat": -0.204806498203827386117},6118"igarch11__skewt__w1000_r5": {6119"n": 1115,6120"ratio": 0.9853362336711702,6121"dm_p": 0.7512950523829011,6122"dm_stat": -0.31701047626166946123},6124"igarch11__t__w1000_r5": {6125"n": 1115,6126"ratio": 0.9927803048729834,6127"dm_p": 0.876800895038336,6128"dm_stat": -0.1550615357838436129},6130"loghar_rv__empirical__w1000_r5": {6131"n": 1115,6132"ratio": 0.8358415753457055,6133"dm_p": 0.0001177807216554494,6134"dm_stat": -3.8644212005977396135},6136"msgarch2__normal__w1000_r5": {6137"n": 1115,6138"ratio": 0.9805098358022805,6139"dm_p": 0.5089793922818606,6140"dm_stat": -0.66064062972162256141},6142"msgarch2__t__w1000_r5": {6143"n": 1115,6144"ratio": 0.8682176907554515,6145"dm_p": 0.004552673690075873,6146"dm_stat": -2.8428626068420346147},6148"nagarch11__ged__w1000_r5": {6149"n": 1115,6150"ratio": 0.9909703001770594,6151"dm_p": 0.8723941816810152,6152"dm_stat": -0.160655100907259856153},6154"nagarch11__normal__w1000_r5": {6155"n": 1115,6156"ratio": 0.9949212949866153,6157"dm_p": 0.9248394717656615,6158"dm_stat": -0.094360864251131386159},6160"nagarch11__skewt__w1000_r5": {6161"n": 1115,6162"ratio": 0.963283193036072,6163"dm_p": 0.5113893875116977,6164"dm_stat": -0.65688679401645016165},6166"nagarch11__t__w1000_r5": {6167"n": 1115,6168"ratio": 0.9723381719876655,6169"dm_p": 0.6174112819593006,6170"dm_stat": -0.49966268587961676171},6172"qgarch11__ged__w1000_r5": {6173"n": 1115,6174"ratio": 0.9586782381008389,6175"dm_p": 0.24842552734547108,6176"dm_stat": -1.15478646687545426177},6178"qgarch11__normal__w1000_r5": {6179"n": 1115,6180"ratio": 0.9774327078291404,6181"dm_p": 0.5280150466501993,6182"dm_stat": -0.63123702822249726183},6184"qgarch11__skewt__w1000_r5": {6185"n": 1115,6186"ratio": 0.9257267576245417,6187"dm_p": 0.05422438811323371,6188"dm_stat": -1.9270747934686586189},6190"qgarch11__t__w1000_r5": {6191"n": 1115,6192"ratio": 0.9251521361491535,6193"dm_p": 0.05382458128920581,6194"dm_stat": -1.9302894373968436195},6196"realgarch11__normal__w1000_r5": {6197"n": 1115,6198"ratio": 0.9671572415361392,6199"dm_p": 0.6117003167213014,6200"dm_stat": -0.50779118027492446201},6202"realgarch11__t__w1000_r5": {6203"n": 1115,6204"ratio": 0.9444947767249193,6205"dm_p": 0.38071744678969327,6206"dm_stat": -0.87692314747372166207},6208"rm2006__normal__w1000_r5": {6209"n": 1115,6210"ratio": 0.9700879395549404,6211"dm_p": 0.4573280553862573,6212"dm_stat": -0.74351279476503156213},6214"rm_rw__empirical__w1000_r5": {6215"n": 1115,6216"ratio": 1.1857188062892063,6217"dm_p": 0.07653290065840354,6218"dm_stat": 1.77281311524200356219},6220"tarch11__ged__w1000_r5": {6221"n": 1115,6222"ratio": 0.948010002741099,6223"dm_p": 0.29482882150126044,6224"dm_stat": -1.04808056736958796225},6226"tarch11__normal__w1000_r5": {6227"n": 1115,6228"ratio": 0.9751592513175212,6229"dm_p": 0.5885509451636881,6230"dm_stat": -0.54109404361622676231},6232"tarch11__skewt__w1000_r5": {6233"n": 1115,6234"ratio": 0.9200920657889413,6235"dm_p": 0.12663168354467963,6236"dm_stat": -1.52866382973799156237},6238"tarch11__t__w1000_r5": {6239"n": 1115,6240"ratio": 0.9247022810711791,6241"dm_p": 0.15396000157182452,6242"dm_stat": -1.42665346345999286243}6244},6245"vol_tercile66=low": {6246"aparch11__ged__w1000_r5": {6247"n": 937,6248"ratio": 1.003980722325331,6249"dm_p": 0.9383105407278125,6250"dm_stat": 0.077414261280434066251},6252"aparch11__normal__w1000_r5": {6253"n": 937,6254"ratio": 0.9889746009956676,6255"dm_p": 0.7945223701146096,6256"dm_stat": -0.260516914864010466257},6258"aparch11__skewt__w1000_r5": {6259"n": 937,6260"ratio": 1.0122358011086892,6261"dm_p": 0.8201892888929381,6262"dm_stat": 0.227365380964516256263},6264"aparch11__t__w1000_r5": {6265"n": 937,6266"ratio": 1.0107506784253446,6267"dm_p": 0.8404518169198335,6268"dm_stat": 0.20137154318213966269},6270"arch5__ged__w1000_r5": {6271"n": 937,6272"ratio": 1.020419074199194,6273"dm_p": 0.4248946181675857,6274"dm_stat": 0.79830740492407156275},6276"arch5__normal__w1000_r5": {6277"n": 937,6278"ratio": 1.0304900746372367,6279"dm_p": 0.30465968700642215,6280"dm_stat": 1.02705546587863026281},6282"arch5__skewt__w1000_r5": {6283"n": 937,6284"ratio": 1.0402614362310956,6285"dm_p": 0.11115761137052503,6286"dm_stat": 1.59451816415709516287},6288"arch5__t__w1000_r5": {6289"n": 937,6290"ratio": 1.0401248716312272,6291"dm_p": 0.11051110239778916,6292"dm_stat": 1.5974134162611336293},6294"avgarch11__ged__w1000_r5": {6295"n": 937,6296"ratio": 0.9793632829613257,6297"dm_p": 0.20457410763543246,6298"dm_stat": -1.26951187248871076299},6300"avgarch11__normal__w1000_r5": {6301"n": 937,6302"ratio": 0.983179785754106,6303"dm_p": 0.29148776330668885,6304"dm_stat": -1.05545908519443636305},6306"avgarch11__skewt__w1000_r5": {6307"n": 937,6308"ratio": 0.9937042744469688,6309"dm_p": 0.7084625536070953,6310"dm_stat": -0.374035583696622266311},6312"avgarch11__t__w1000_r5": {6313"n": 937,6314"ratio": 0.9941699472439768,6315"dm_p": 0.7282700323221706,6316"dm_stat": -0.347531709475281176317},6318"cgarch11__ged__w1000_r5": {6319"n": 937,6320"ratio": 0.9853382217084757,6321"dm_p": 0.40510595392065646,6322"dm_stat": -0.83291356337584296323},6324"cgarch11__normal__w1000_r5": {6325"n": 937,6326"ratio": 1.006061101969365,6327"dm_p": 0.6869440049993909,6328"dm_stat": 0.403130885846482556329},6330"cgarch11__skewt__w1000_r5": {6331"n": 937,6332"ratio": 0.9857655120705191,6333"dm_p": 0.5065104543618114,6334"dm_stat": -0.66453684399120826335},6336"cgarch11__t__w1000_r5": {6337"n": 937,6338"ratio": 0.987232514705291,6339"dm_p": 0.5499881243991033,6340"dm_stat": -0.59799470454955846341},6342"constvar__normal__w1000_r5": {6343"n": 937,6344"ratio": 1.538277794249166,6345"dm_p": 7.063156274814277e-08,6346"dm_stat": 5.4331125733677536347},6348"egarch11__ged__w1000_r5": {6349"n": 937,6350"ratio": 1.0299889145072694,6351"dm_p": 0.6167402568087892,6352"dm_stat": 0.50064276549879486353},6354"egarch11__normal__w1000_r5": {6355"n": 937,6356"ratio": 1.0351680287107032,6357"dm_p": 0.5545104643242681,6358"dm_stat": 0.59122792025323586359},6360"egarch11__skewt__w1000_r5": {6361"n": 937,6362"ratio": 1.0393693945909757,6363"dm_p": 0.5161810290144357,6364"dm_stat": 0.64949003939480176365},6366"egarch11__t__w1000_r5": {6367"n": 937,6368"ratio": 1.0367253575816002,6369"dm_p": 0.5366519861553956,6370"dm_stat": 0.61811183936381136371},6372"ewma094__normal__w1000_r5": {6373"n": 937,6374"ratio": 1.1541428073659337,6375"dm_p": 0.03472365607836531,6376"dm_stat": 2.11464941959249856377},6378"figarch11__ged__w1000_r5": {6379"n": 937,6380"ratio": 0.9778076899348,6381"dm_p": 0.4280838582372201,6382"dm_stat": -0.792819573122356383},6384"figarch11__normal__w1000_r5": {6385"n": 937,6386"ratio": 0.9798525010243353,6387"dm_p": 0.4341681217939567,6388"dm_stat": -0.78241583475562676389},6390"figarch11__skewt__w1000_r5": {6391"n": 937,6392"ratio": 1.0044418427914454,6393"dm_p": 0.8772901684209258,6394"dm_stat": 0.154447538478418226395},6396"figarch11__t__w1000_r5": {6397"n": 937,6398"ratio": 1.0047405146071346,6399"dm_p": 0.8698680884925056,6400"dm_stat": 0.163870982069359746401},6402"garch11__ged__w1000_r5": {6403"n": 937,6404"ratio": 0.9941165665422842,6405"dm_p": 0.33579779764211043,6406"dm_stat": -0.96299689645669856407},6408"garch11__normal__w1000_r5": {6409"n": 937,6410"ratio": 1.0,6411"dm_p": 1.0,6412"dm_stat": 0.06413},6414"garch11__skewt__w1000_r5": {6415"n": 937,6416"ratio": 1.002769040006552,6417"dm_p": 0.7846838933709619,6418"dm_stat": 0.273298714550559436419},6420"garch11__t__w1000_r5": {6421"n": 937,6422"ratio": 1.0032251970247672,6423"dm_p": 0.747138102725399,6424"dm_stat": 0.32251037468940986425},6426"garch12__ged__w1000_r5": {6427"n": 937,6428"ratio": 0.991273343172402,6429"dm_p": 0.2654531220658884,6430"dm_stat": -1.1142613365913726431},6432"garch12__normal__w1000_r5": {6433"n": 937,6434"ratio": 0.9947190603879934,6435"dm_p": 0.4227783204343606,6436"dm_stat": -0.8019622993199146437},6438"garch12__skewt__w1000_r5": {6439"n": 937,6440"ratio": 0.9988680382208298,6441"dm_p": 0.913155136924513,6442"dm_stat": -0.109089182294263386443},6444"garch12__t__w1000_r5": {6445"n": 937,6446"ratio": 0.999260735275764,6447"dm_p": 0.9427749006682504,6448"dm_stat": -0.071801898775498546449},6450"garch21__ged__w1000_r5": {6451"n": 937,6452"ratio": 0.9941083222577319,6453"dm_p": 0.33806160157472176,6454"dm_stat": -0.95849325612042316455},6456"garch21__normal__w1000_r5": {6457"n": 937,6458"ratio": 1.0009679414336468,6459"dm_p": 0.23562597984565659,6460"dm_stat": 1.1867535129440986461},6462"garch21__skewt__w1000_r5": {6463"n": 937,6464"ratio": 1.0026923009487698,6465"dm_p": 0.7919049586893212,6466"dm_stat": 0.263913119555519556467},6468"garch21__t__w1000_r5": {6469"n": 937,6470"ratio": 1.003115033882193,6471"dm_p": 0.7572699127623584,6472"dm_stat": 0.30915830491811476473},6474"garchm11__ged__w1000_r5": {6475"n": 937,6476"ratio": 0.9968412167348047,6477"dm_p": 0.6444840035754452,6478"dm_stat": -0.461588070239153276479},6480"garchm11__normal__w1000_r5": {6481"n": 937,6482"ratio": 0.9984307756713524,6483"dm_p": 0.36756097730552717,6484"dm_stat": -0.90148769332135336485},6486"garchm11__skewt__w1000_r5": {6487"n": 937,6488"ratio": 1.004901959087696,6489"dm_p": 0.6369686239222327,6490"dm_stat": 0.472095556164748136491},6492"garchm11__t__w1000_r5": {6493"n": 937,6494"ratio": 1.0050620435806823,6495"dm_p": 0.6099477498791153,6496"dm_stat": 0.51031980615004996497},6498"garchx_rv11__normal__w1000_r5": {6499"n": 937,6500"ratio": 0.8729820161670907,6501"dm_p": 0.010892028447061141,6502"dm_stat": -2.55124226970247046503},6504"garchx_rv11__t__w1000_r5": {6505"n": 937,6506"ratio": 0.8567845531811659,6507"dm_p": 0.0031122848448307447,6508"dm_stat": -2.9641343929602926509},6510"gas_t11__t__w1000_r5": {6511"n": 937,6512"ratio": 0.9988359982896683,6513"dm_p": 0.9558815864400692,6514"dm_stat": -0.0553372617182520756515},6516"gjr11__ged__w1000_r5": {6517"n": 937,6518"ratio": 1.0174132137010559,6519"dm_p": 0.6454801972849897,6520"dm_stat": 0.46019910669466366521},6522"gjr11__normal__w1000_r5": {6523"n": 937,6524"ratio": 1.0232519198828895,6525"dm_p": 0.4935546417956488,6526"dm_stat": 0.68493479426066736527},6528"gjr11__skewt__w1000_r5": {6529"n": 937,6530"ratio": 1.0228456369098706,6531"dm_p": 0.5642276539689566,6532"dm_stat": 0.57677868277361486533},6534"gjr11__t__w1000_r5": {6535"n": 937,6536"ratio": 1.0225543399696748,6537"dm_p": 0.5692507615780218,6538"dm_stat": 0.56935660799051456539},6540"har_rv__empirical__w1000_r5": {6541"n": 937,6542"ratio": 1.0160842057897566,6543"dm_p": 0.7185257031272945,6544"dm_stat": 0.360538652843956366545},6546"heavy11__normal__w1000_r5": {6547"n": 937,6548"ratio": 0.8825546434350106,6549"dm_p": 0.020735297809997076,6550"dm_stat": -2.3166980892921966551},6552"heavy11__t__w1000_r5": {6553"n": 937,6554"ratio": 0.8615568470268932,6555"dm_p": 0.004757858866185798,6556"dm_stat": -2.82976431345188176557},6558"histvar22__empirical__w1000_r5": {6559"n": 937,6560"ratio": 1.3949149029498822,6561"dm_p": 0.003891309283195883,6562"dm_stat": 2.8940544821305736563},6564"histvar252__empirical__w1000_r5": {6565"n": 937,6566"ratio": 1.2283615249536628,6567"dm_p": 0.007417269973183082,6568"dm_stat": 2.68335920220298756569},6570"histvar66__empirical__w1000_r5": {6571"n": 937,6572"ratio": 1.2471070706217862,6573"dm_p": 0.015578629190087104,6574"dm_stat": 2.4230731967775256575},6576"igarch11__ged__w1000_r5": {6577"n": 937,6578"ratio": 1.0557573330397918,6579"dm_p": 0.019423738431643946,6580"dm_stat": 2.34133850472063856581},6582"igarch11__normal__w1000_r5": {6583"n": 937,6584"ratio": 1.0674650207559986,6585"dm_p": 0.003134960025907135,6586"dm_stat": 2.96187863714890886587},6588"igarch11__skewt__w1000_r5": {6589"n": 937,6590"ratio": 1.0928252336989577,6591"dm_p": 0.0005266014945046673,6592"dm_stat": 3.47894022049781176593},6594"igarch11__t__w1000_r5": {6595"n": 937,6596"ratio": 1.0922036368357284,6597"dm_p": 0.0005329655087316739,6598"dm_stat": 3.4756777131355856599},6600"loghar_rv__empirical__w1000_r5": {6601"n": 937,6602"ratio": 0.8340059163650984,6603"dm_p": 0.00027675266155725663,6604"dm_stat": -3.6500002160146716605},6606"msgarch2__normal__w1000_r5": {6607"n": 937,6608"ratio": 0.9885497210148525,6609"dm_p": 0.39497077032673944,6610"dm_stat": -0.85102923875864026611},6612"msgarch2__t__w1000_r5": {6613"n": 937,6614"ratio": 1.0425006091968072,6615"dm_p": 0.30713242538986707,6616"dm_stat": 1.02181513432755346617},6618"nagarch11__ged__w1000_r5": {6619"n": 937,6620"ratio": 1.0187644321817848,6621"dm_p": 0.6820888442852491,6622"dm_stat": 0.409742173542981376623},6624"nagarch11__normal__w1000_r5": {6625"n": 937,6626"ratio": 1.0230559538149222,6627"dm_p": 0.6033766182122157,6628"dm_stat": 0.51972718820722996629},6630"nagarch11__skewt__w1000_r5": {6631"n": 937,6632"ratio": 1.0055154224995584,6633"dm_p": 0.8992981350451027,6634"dm_stat": 0.12658237276849536635},6636"nagarch11__t__w1000_r5": {6637"n": 937,6638"ratio": 1.0038038654976082,6639"dm_p": 0.9300200454254913,6640"dm_stat": 0.087843257839084896641},6642"qgarch11__ged__w1000_r5": {6643"n": 937,6644"ratio": 1.0011110971698396,6645"dm_p": 0.9775952866000652,6646"dm_stat": 0.028091343183575266647},6648"qgarch11__normal__w1000_r5": {6649"n": 937,6650"ratio": 1.0125898674905356,6651"dm_p": 0.7483602382059011,6652"dm_stat": 0.32089679150693356653},6654"qgarch11__skewt__w1000_r5": {6655"n": 937,6656"ratio": 0.996818871553388,6657"dm_p": 0.9308271087962817,6658"dm_stat": -0.086827613528341816659},6660"qgarch11__t__w1000_r5": {6661"n": 937,6662"ratio": 0.9963541333047112,6663"dm_p": 0.9207516476409893,6664"dm_stat": -0.099513790673424836665},6666"realgarch11__normal__w1000_r5": {6667"n": 937,6668"ratio": 0.8606058121962583,6669"dm_p": 0.0006958690697803305,6670"dm_stat": -3.4025581751461286671},6672"realgarch11__t__w1000_r5": {6673"n": 937,6674"ratio": 0.8645502942320532,6675"dm_p": 0.0009726982563829529,6676"dm_stat": -3.30880166529745976677},6678"rm2006__normal__w1000_r5": {6679"n": 937,6680"ratio": 1.002365711674428,6681"dm_p": 0.9491516543986782,6682"dm_stat": 0.063789254486249386683},6684"rm_rw__empirical__w1000_r5": {6685"n": 937,6686"ratio": 1.138491855394004,6687"dm_p": 0.07886227953213588,6688"dm_stat": 1.75924685076620826689},6690"tarch11__ged__w1000_r5": {6691"n": 937,6692"ratio": 1.0014765856741226,6693"dm_p": 0.9758527529331883,6694"dm_stat": 0.030276800576863786695},6696"tarch11__normal__w1000_r5": {6697"n": 937,6698"ratio": 0.997967783005614,6699"dm_p": 0.9626800144866479,6700"dm_stat": -0.046803260141814716701},6702"tarch11__skewt__w1000_r5": {6703"n": 937,6704"ratio": 1.0137369608171647,6705"dm_p": 0.7891805839636513,6706"dm_stat": 0.26745135370596126707},6708"tarch11__t__w1000_r5": {6709"n": 937,6710"ratio": 1.0136823089865417,6711"dm_p": 0.7890690525595717,6712"dm_stat": 0.26759627430606576713}6714},6715"vol_tercile66=mid": {6716"aparch11__ged__w1000_r5": {6717"n": 670,6718"ratio": 0.9792178698183269,6719"dm_p": 0.708023172330728,6720"dm_stat": -0.37467197543275956721},6722"aparch11__normal__w1000_r5": {6723"n": 670,6724"ratio": 0.9613221820843629,6725"dm_p": 0.4691625412030956,6726"dm_stat": -0.72425475935034616727},6728"aparch11__skewt__w1000_r5": {6729"n": 670,6730"ratio": 0.9644538485190216,6731"dm_p": 0.5206441850237801,6732"dm_stat": -0.64269197274298816733},6734"aparch11__t__w1000_r5": {6735"n": 670,6736"ratio": 0.9997423351816577,6737"dm_p": 0.996200461344352,6738"dm_stat": -0.0047638134168842856739},6740"arch5__ged__w1000_r5": {6741"n": 670,6742"ratio": 1.0541992777907463,6743"dm_p": 0.173270228001605,6744"dm_stat": 1.36322495191823076745},6746"arch5__normal__w1000_r5": {6747"n": 670,6748"ratio": 1.0429533496144567,6749"dm_p": 0.24306967380803468,6750"dm_stat": 1.16838007105189816751},6752"arch5__skewt__w1000_r5": {6753"n": 670,6754"ratio": 1.0697917972334539,6755"dm_p": 0.09371775752464057,6756"dm_stat": 1.67849370934325816757},6758"arch5__t__w1000_r5": {6759"n": 670,6760"ratio": 1.0705730461703034,6761"dm_p": 0.08943116934969468,6762"dm_stat": 1.70087501460252356763},6764"avgarch11__ged__w1000_r5": {6765"n": 670,6766"ratio": 1.0289970390875045,6767"dm_p": 0.28182918870439516,6768"dm_stat": 1.07708800348684846769},6770"avgarch11__normal__w1000_r5": {6771"n": 670,6772"ratio": 1.0195191695925354,6773"dm_p": 0.4601925741148327,6774"dm_stat": 0.73895652359081956775},6776"avgarch11__skewt__w1000_r5": {6777"n": 670,6778"ratio": 1.0466833538049938,6779"dm_p": 0.08883414919264951,6780"dm_stat": 1.7040604511116916781},6782"avgarch11__t__w1000_r5": {6783"n": 670,6784"ratio": 1.0472104901270805,6785"dm_p": 0.08353229740964621,6786"dm_stat": 1.73313591488716787},6788"cgarch11__ged__w1000_r5": {6789"n": 670,6790"ratio": 1.040661262104791,6791"dm_p": 0.23699057457755518,6792"dm_stat": 1.18360318316979156793},6794"cgarch11__normal__w1000_r5": {6795"n": 670,6796"ratio": 1.0356415996934,6797"dm_p": 0.22855786903848285,6798"dm_stat": 1.2051853822013036799},6800"cgarch11__skewt__w1000_r5": {6801"n": 670,6802"ratio": 1.0493810866391158,6803"dm_p": 0.16327814904417182,6804"dm_stat": 1.39566593468641046805},6806"cgarch11__t__w1000_r5": {6807"n": 670,6808"ratio": 1.0475827453162028,6809"dm_p": 0.17322402018699562,6810"dm_stat": 1.36337169800848676811},6812"constvar__normal__w1000_r5": {6813"n": 670,6814"ratio": 1.53090902201533,6815"dm_p": 6.889088812361083e-05,6816"dm_stat": 4.00527284503293056817},6818"egarch11__ged__w1000_r5": {6819"n": 670,6820"ratio": 0.9756247754705447,6821"dm_p": 0.630883026147602,6822"dm_stat": -0.480705437193439336823},6824"egarch11__normal__w1000_r5": {6825"n": 670,6826"ratio": 0.9694176211070196,6827"dm_p": 0.5353120206515699,6828"dm_stat": -0.62023845282868736829},6830"egarch11__skewt__w1000_r5": {6831"n": 670,6832"ratio": 0.9752923338235235,6833"dm_p": 0.6195745974053618,6834"dm_stat": -0.49668467232967846835},6836"egarch11__t__w1000_r5": {6837"n": 670,6838"ratio": 0.9880525079520734,6839"dm_p": 0.8126285392307786,6840"dm_stat": -0.237129993164517086841},6842"ewma094__normal__w1000_r5": {6843"n": 670,6844"ratio": 1.1972677864495214,6845"dm_p": 0.0027680307987422268,6846"dm_stat": 3.00355878102257156847},6848"figarch11__ged__w1000_r5": {6849"n": 670,6850"ratio": 1.0405443019589162,6851"dm_p": 0.1715488386249924,6852"dm_stat": 1.36871163767475016853},6854"figarch11__normal__w1000_r5": {6855"n": 670,6856"ratio": 1.0289025956792746,6857"dm_p": 0.20507402839975217,6858"dm_stat": 1.26846253784069226859},6860"figarch11__skewt__w1000_r5": {6861"n": 670,6862"ratio": 1.056780533565764,6863"dm_p": 0.08485426157317323,6864"dm_stat": 1.72574935281126486865},6866"figarch11__t__w1000_r5": {6867"n": 670,6868"ratio": 1.0552982969874471,6869"dm_p": 0.08668472605604992,6870"dm_stat": 1.71567399640066186871},6872"garch11__ged__w1000_r5": {6873"n": 670,6874"ratio": 1.0047954929460345,6875"dm_p": 0.5557867722190725,6876"dm_stat": 0.58940773727828146877},6878"garch11__normal__w1000_r5": {6879"n": 670,6880"ratio": 1.0,6881"dm_p": 1.0,6882"dm_stat": 0.06883},6884"garch11__skewt__w1000_r5": {6885"n": 670,6886"ratio": 1.017603177497355,6887"dm_p": 0.16322364918222157,6888"dm_stat": 1.3958469297231476889},6890"garch11__t__w1000_r5": {6891"n": 670,6892"ratio": 1.0162624200645405,6893"dm_p": 0.18919986368475625,6894"dm_stat": 1.31428761217175376895},6896"garch12__ged__w1000_r5": {6897"n": 670,6898"ratio": 1.0378813515351626,6899"dm_p": 0.04936161076729053,6900"dm_stat": 1.96903304678658026901},6902"garch12__normal__w1000_r5": {6903"n": 670,6904"ratio": 1.0344500344671852,6905"dm_p": 0.05260536813835855,6906"dm_stat": 1.9415973281414266907},6908"garch12__skewt__w1000_r5": {6909"n": 670,6910"ratio": 1.0483377800175535,6911"dm_p": 0.02978475589699475,6912"dm_stat": 2.17759671515705266913},6914"garch12__t__w1000_r5": {6915"n": 670,6916"ratio": 1.047842829531613,6917"dm_p": 0.030617321268684855,6918"dm_stat": 2.16660492810414466919},6920"garch21__ged__w1000_r5": {6921"n": 670,6922"ratio": 0.9963203878016555,6923"dm_p": 0.7421400065236403,6924"dm_stat": -0.329157046184883566925},6926"garch21__normal__w1000_r5": {6927"n": 670,6928"ratio": 0.9926330394519589,6929"dm_p": 0.32725242567289353,6930"dm_stat": -0.98038111136919876931},6932"garch21__skewt__w1000_r5": {6933"n": 670,6934"ratio": 1.0087571748370485,6935"dm_p": 0.546669646183183,6936"dm_stat": 0.60306528171477566937},6938"garch21__t__w1000_r5": {6939"n": 670,6940"ratio": 1.00712026038067,6941"dm_p": 0.6247008706921761,6942"dm_stat": 0.48942556473484166943},6944"garchm11__ged__w1000_r5": {6945"n": 670,6946"ratio": 1.0377253806492295,6947"dm_p": 0.049298928130192064,6948"dm_stat": 1.96957795803139486949},6950"garchm11__normal__w1000_r5": {6951"n": 670,6952"ratio": 1.0320895628308868,6953"dm_p": 0.08090975954484585,6954"dm_stat": 1.74807501309047926955},6956"garchm11__skewt__w1000_r5": {6957"n": 670,6958"ratio": 1.052199981164914,6959"dm_p": 0.01900744342090986,6960"dm_stat": 2.3510958709781826961},6962"garchm11__t__w1000_r5": {6963"n": 670,6964"ratio": 1.0505199594852501,6965"dm_p": 0.022944175645778195,6966"dm_stat": 2.2796208206640166967},6968"garchx_rv11__normal__w1000_r5": {6969"n": 670,6970"ratio": 0.9712265438401834,6971"dm_p": 0.5488545989244057,6972"dm_stat": -0.59978202403350736973},6974"garchx_rv11__t__w1000_r5": {6975"n": 670,6976"ratio": 0.9781120161974413,6977"dm_p": 0.7212905309761432,6978"dm_stat": -0.356884875402233466979},6980"gas_t11__t__w1000_r5": {6981"n": 670,6982"ratio": 1.0445507156631606,6983"dm_p": 0.189999564912188,6984"dm_stat": 1.31191274440304036985},6986"gjr11__ged__w1000_r5": {6987"n": 670,6988"ratio": 0.9802170141000887,6989"dm_p": 0.578857052824198,6990"dm_stat": -0.55532641437319076991},6992"gjr11__normal__w1000_r5": {6993"n": 670,6994"ratio": 0.9868747988236297,6995"dm_p": 0.700230502071392,6996"dm_stat": -0.385174582225601366997},6998"gjr11__skewt__w1000_r5": {6999"n": 670,7000"ratio": 0.9822615866541021,7001"dm_p": 0.6175937837697778,7002"dm_stat": -0.49949663450064477003},7004"gjr11__t__w1000_r5": {7005"n": 670,7006"ratio": 0.9823849627531472,7007"dm_p": 0.621575603249599,7008"dm_stat": -0.493848031724253347009},7010"har_rv__empirical__w1000_r5": {7011"n": 670,7012"ratio": 1.0317179243995358,7013"dm_p": 0.5506517469351468,7014"dm_stat": 0.59708635177030387015},7016"heavy11__normal__w1000_r5": {7017"n": 670,7018"ratio": 0.972270927915324,7019"dm_p": 0.5714714285022723,7020"dm_stat": -0.5661650785671187021},7022"heavy11__t__w1000_r5": {7023"n": 670,7024"ratio": 0.9796301046839676,7025"dm_p": 0.7412673652691604,7026"dm_stat": -0.330312361926181247027},7028"histvar22__empirical__w1000_r5": {7029"n": 670,7030"ratio": 1.4757323674958085,7031"dm_p": 6.576650237101181e-05,7032"dm_stat": 4.0164946549692877033},7034"histvar252__empirical__w1000_r5": {7035"n": 670,7036"ratio": 1.4498929289055782,7037"dm_p": 0.0007521969487048413,7038"dm_stat": 3.38543557804418477039},7040"histvar66__empirical__w1000_r5": {7041"n": 670,7042"ratio": 1.3054578019060763,7043"dm_p": 0.0022408297401889953,7044"dm_stat": 3.0681579084657827045},7046"igarch11__ged__w1000_r5": {7047"n": 670,7048"ratio": 1.131965042776797,7049"dm_p": 0.0008074395159357452,7050"dm_stat": 3.36559934576750137051},7052"igarch11__normal__w1000_r5": {7053"n": 670,7054"ratio": 1.1368153013544389,7055"dm_p": 0.0004297126273720799,7056"dm_stat": 3.5388391059369117057},7058"igarch11__skewt__w1000_r5": {7059"n": 670,7060"ratio": 1.1637288322378134,7061"dm_p": 6.73813360132788e-05,7062"dm_stat": 4.010633042441957063},7064"igarch11__t__w1000_r5": {7065"n": 670,7066"ratio": 1.1703717516579453,7067"dm_p": 5.211537200907204e-05,7068"dm_stat": 4.07234532814694557069},7070"loghar_rv__empirical__w1000_r5": {7071"n": 670,7072"ratio": 0.975058211855906,7073"dm_p": 0.6568334306194537,7074"dm_stat": -0.44448817344953337075},7076"msgarch2__normal__w1000_r5": {7077"n": 670,7078"ratio": 1.0225757448599992,7079"dm_p": 0.3942807287701781,7080"dm_stat": 0.85242964772920657081},7082"msgarch2__t__w1000_r5": {7083"n": 670,7084"ratio": 1.0763457378869268,7085"dm_p": 0.25527851420127634,7086"dm_stat": 1.13859777496236247087},7088"nagarch11__ged__w1000_r5": {7089"n": 670,7090"ratio": 0.9655112731833824,7091"dm_p": 0.33937539882218765,7092"dm_stat": -0.9560835079222267093},7094"nagarch11__normal__w1000_r5": {7095"n": 670,7096"ratio": 0.9598852319227986,7097"dm_p": 0.26555854227134185,7098"dm_stat": -1.1142816169595847099},7100"nagarch11__skewt__w1000_r5": {7101"n": 670,7102"ratio": 0.9696974530402737,7103"dm_p": 0.40449750012314406,7104"dm_stat": -0.83414414739856767105},7106"nagarch11__t__w1000_r5": {7107"n": 670,7108"ratio": 0.9756825695179655,7109"dm_p": 0.5075640309651315,7110"dm_stat": -0.66299201401957627111},7112"qgarch11__ged__w1000_r5": {7113"n": 670,7114"ratio": 0.9763528668610412,7115"dm_p": 0.45006511797098925,7116"dm_stat": -0.75574998442354177117},7118"qgarch11__normal__w1000_r5": {7119"n": 670,7120"ratio": 0.9886459531637107,7121"dm_p": 0.7275118392590524,7122"dm_stat": -0.348583297167515857123},7124"qgarch11__skewt__w1000_r5": {7125"n": 670,7126"ratio": 0.9746521881683107,7127"dm_p": 0.4037559221507432,7128"dm_stat": -0.83546196545979087129},7130"qgarch11__t__w1000_r5": {7131"n": 670,7132"ratio": 0.973500127250059,7133"dm_p": 0.38588106715411835,7134"dm_stat": -0.86767925900155627135},7136"realgarch11__normal__w1000_r5": {7137"n": 670,7138"ratio": 0.9430877613257485,7139"dm_p": 0.16262323905627732,7140"dm_stat": -1.39784393238574437141},7142"realgarch11__t__w1000_r5": {7143"n": 670,7144"ratio": 0.9399602492701363,7145"dm_p": 0.1740028159566434,7146"dm_stat": -1.36090231653418987147},7148"rm2006__normal__w1000_r5": {7149"n": 670,7150"ratio": 1.0991318344563672,7151"dm_p": 0.02781112391258222,7152"dm_stat": 2.2047513809908167153},7154"rm_rw__empirical__w1000_r5": {7155"n": 670,7156"ratio": 1.5125098106923183,7157"dm_p": 0.0065706289378237885,7158"dm_stat": 2.72639960208700947159},7160"tarch11__ged__w1000_r5": {7161"n": 670,7162"ratio": 0.9842707287509211,7163"dm_p": 0.7751454954996331,7164"dm_stat": -0.28576640904607837165},7166"tarch11__normal__w1000_r5": {7167"n": 670,7168"ratio": 0.9799434689142634,7169"dm_p": 0.7026807988556395,7170"dm_stat": -0.381867650969616177171},7172"tarch11__skewt__w1000_r5": {7173"n": 670,7174"ratio": 0.9753557864339104,7175"dm_p": 0.6547757446763187,7176"dm_stat": -0.44733812051602367177},7178"tarch11__t__w1000_r5": {7179"n": 670,7180"ratio": 0.9773113247652977,7181"dm_p": 0.6840316328766842,7182"dm_stat": -0.407145130489240957183}7184},7185"prev_sign=neg": {7186"aparch11__ged__w1000_r5": {7187"n": 1278,7188"ratio": 0.9595231465832856,7189"dm_p": 0.3881914451752456,7190"dm_stat": -0.86319664388834787191},7192"aparch11__normal__w1000_r5": {7193"n": 1278,7194"ratio": 0.9600618471422718,7195"dm_p": 0.3362809571415711,7196"dm_stat": -0.96190195274661037197},7198"aparch11__skewt__w1000_r5": {7199"n": 1278,7200"ratio": 1.0228963645219682,7201"dm_p": 0.7622097948520994,7202"dm_stat": 0.30264488278707037203},7204"aparch11__t__w1000_r5": {7205"n": 1278,7206"ratio": 0.9660712393382299,7207"dm_p": 0.49953864958662797,7208"dm_stat": -0.67540833520436687209},7210"arch5__ged__w1000_r5": {7211"n": 1278,7212"ratio": 1.0235199697380948,7213"dm_p": 0.38565857808411425,7214"dm_stat": 0.86781515729975727215},7216"arch5__normal__w1000_r5": {7217"n": 1278,7218"ratio": 1.0385195167966559,7219"dm_p": 0.16629411859006565,7220"dm_stat": 1.38500081589304857221},7222"arch5__skewt__w1000_r5": {7223"n": 1278,7224"ratio": 1.0031407258353675,7225"dm_p": 0.9186693814722261,7226"dm_stat": 0.102130178248326657227},7228"arch5__t__w1000_r5": {7229"n": 1278,7230"ratio": 1.0023467842576719,7231"dm_p": 0.9384938789784149,7232"dm_stat": 0.077178193497263387233},7234"avgarch11__ged__w1000_r5": {7235"n": 1278,7236"ratio": 0.9758622791645517,7237"dm_p": 0.241064212860621,7238"dm_stat": -1.17287613784747239},7240"avgarch11__normal__w1000_r5": {7241"n": 1278,7242"ratio": 1.011588142811039,7243"dm_p": 0.7715671333712684,7244"dm_stat": 0.29038726575427557245},7246"avgarch11__skewt__w1000_r5": {7247"n": 1278,7248"ratio": 0.9615179729918454,7249"dm_p": 0.1374504822051047,7250"dm_stat": -1.48628540373987457251},7252"avgarch11__t__w1000_r5": {7253"n": 1278,7254"ratio": 0.9617737348831129,7255"dm_p": 0.13765386787171796,7256"dm_stat": -1.48551651027605757257},7258"cgarch11__ged__w1000_r5": {7259"n": 1278,7260"ratio": 1.0019442272817665,7261"dm_p": 0.9363658220161009,7262"dm_stat": 0.079854082220370567263},7264"cgarch11__normal__w1000_r5": {7265"n": 1278,7266"ratio": 1.0111656079017517,7267"dm_p": 0.5816699310304714,7268"dm_stat": 0.551087739952487269},7270"cgarch11__skewt__w1000_r5": {7271"n": 1278,7272"ratio": 0.975097999619146,7273"dm_p": 0.47357837197036373,7274"dm_stat": -0.71688140007442267275},7276"cgarch11__t__w1000_r5": {7277"n": 1278,7278"ratio": 0.9764568751660323,7279"dm_p": 0.4943726319861803,7280"dm_stat": -0.6835670078187117281},7282"constvar__normal__w1000_r5": {7283"n": 1278,7284"ratio": 2.358241805615802,7285"dm_p": 0.06301578808880928,7286"dm_stat": 1.86070333115126887287},7288"egarch11__ged__w1000_r5": {7289"n": 1278,7290"ratio": 0.9594078122812805,7291"dm_p": 0.2846929534761115,7292"dm_stat": -1.07028575494992837293},7294"egarch11__normal__w1000_r5": {7295"n": 1278,7296"ratio": 0.9721828303546552,7297"dm_p": 0.42566844980227314,7298"dm_stat": -0.79688070069915667299},7300"egarch11__skewt__w1000_r5": {7301"n": 1278,7302"ratio": 0.9558818707099269,7303"dm_p": 0.3080251436074924,7304"dm_stat": -1.01978173407342487305},7306"egarch11__t__w1000_r5": {7307"n": 1278,7308"ratio": 0.9663059030522546,7309"dm_p": 0.43761411400102534,7310"dm_stat": -0.77647204196188837311},7312"ewma094__normal__w1000_r5": {7313"n": 1278,7314"ratio": 1.1819210364770891,7315"dm_p": 0.0025329795117090604,7316"dm_stat": 3.0253645179432757317},7318"figarch11__ged__w1000_r5": {7319"n": 1278,7320"ratio": 0.9890443402144787,7321"dm_p": 0.6643458737498148,7322"dm_stat": -0.43402187292315837323},7324"figarch11__normal__w1000_r5": {7325"n": 1278,7326"ratio": 0.995957974599466,7327"dm_p": 0.8658357446872968,7328"dm_stat": -0.168984310087907937329},7330"figarch11__skewt__w1000_r5": {7331"n": 1278,7332"ratio": 0.9813799289858511,7333"dm_p": 0.5835682120035127,7334"dm_stat": -0.54831974392830317335},7336"figarch11__t__w1000_r5": {7337"n": 1278,7338"ratio": 0.9815585344197888,7339"dm_p": 0.5857226833470996,7340"dm_stat": -0.54518326461487767341},7342"garch11__ged__w1000_r5": {7343"n": 1278,7344"ratio": 0.9891959373613052,7345"dm_p": 0.3031606183632074,7346"dm_stat": -1.03009468426602267347},7348"garch11__normal__w1000_r5": {7349"n": 1278,7350"ratio": 1.0,7351"dm_p": 1.0,7352"dm_stat": 0.07353},7354"garch11__skewt__w1000_r5": {7355"n": 1278,7356"ratio": 0.968426714198537,7357"dm_p": 0.14725127375951375,7358"dm_stat": -1.45018938284071937359},7360"garch11__t__w1000_r5": {7361"n": 1278,7362"ratio": 0.9687132791008284,7363"dm_p": 0.1514371065260146,7364"dm_stat": -1.4353329970662667365},7366"garch12__ged__w1000_r5": {7367"n": 1278,7368"ratio": 1.0162169583967322,7369"dm_p": 0.380120114390804,7370"dm_stat": 0.87797928578941637371},7372"garch12__normal__w1000_r5": {7373"n": 1278,7374"ratio": 1.0252019189313086,7375"dm_p": 0.30436014023518565,7376"dm_stat": 1.0275415070935457377},7378"garch12__skewt__w1000_r5": {7379"n": 1278,7380"ratio": 0.9769058581495412,7381"dm_p": 0.3061209943983129,7382"dm_stat": -1.02380562325875477383},7384"garch12__t__w1000_r5": {7385"n": 1278,7386"ratio": 0.9772340798965411,7387"dm_p": 0.31362486009757395,7388"dm_stat": -1.00804284064281927389},7390"garch21__ged__w1000_r5": {7391"n": 1278,7392"ratio": 0.984425888616237,7393"dm_p": 0.15101220657047967,7394"dm_stat": -1.43682664767642337395},7396"garch21__normal__w1000_r5": {7397"n": 1278,7398"ratio": 0.9947974936341686,7399"dm_p": 0.4860999133479959,7400"dm_stat": -0.69672787593151767401},7402"garch21__skewt__w1000_r5": {7403"n": 1278,7404"ratio": 0.9676378185035107,7405"dm_p": 0.12469707798614321,7406"dm_stat": -1.5363630667083537407},7408"garch21__t__w1000_r5": {7409"n": 1278,7410"ratio": 0.9677579565861096,7411"dm_p": 0.1267733277975146,7412"dm_stat": -1.52794704887613227413},7414"garchm11__ged__w1000_r5": {7415"n": 1278,7416"ratio": 1.014265861125579,7417"dm_p": 0.6385931843688722,7418"dm_stat": 0.46977891949457837419},7420"garchm11__normal__w1000_r5": {7421"n": 1278,7422"ratio": 1.0224634245258557,7423"dm_p": 0.3958915258571383,7424"dm_stat": 0.84926770468125427425},7426"garchm11__skewt__w1000_r5": {7427"n": 1278,7428"ratio": 0.9691313842232956,7429"dm_p": 0.3166389068272707,7430"dm_stat": -1.00178152294732047431},7432"garchm11__t__w1000_r5": {7433"n": 1278,7434"ratio": 0.9700223159413618,7435"dm_p": 0.31882712122825624,7436"dm_stat": -0.99726026743842027437},7438"garchx_rv11__normal__w1000_r5": {7439"n": 1278,7440"ratio": 0.8986479546421055,7441"dm_p": 0.022690033631832078,7442"dm_stat": -2.2813792133361547443},7444"garchx_rv11__t__w1000_r5": {7445"n": 1278,7446"ratio": 0.870763223600499,7447"dm_p": 0.005115020266879773,7448"dm_stat": -2.80455156323372377449},7450"gas_t11__t__w1000_r5": {7451"n": 1278,7452"ratio": 0.9652572372792203,7453"dm_p": 0.3830429957593771,7454"dm_stat": -0.87260400905661187455},7456"gjr11__ged__w1000_r5": {7457"n": 1278,7458"ratio": 0.9667238683476194,7459"dm_p": 0.39718946791082615,7460"dm_stat": -0.8469360321058077461},7462"gjr11__normal__w1000_r5": {7463"n": 1278,7464"ratio": 0.9811020199858057,7465"dm_p": 0.5736963511579952,7466"dm_stat": -0.56276110322133037467},7468"gjr11__skewt__w1000_r5": {7469"n": 1278,7470"ratio": 0.9527314636180318,7471"dm_p": 0.2748926122791942,7472"dm_stat": -1.09233340866195037473},7474"gjr11__t__w1000_r5": {7475"n": 1278,7476"ratio": 0.95673668675214,7477"dm_p": 0.3205252321485885,7478"dm_stat": -0.99376565572946017479},7480"har_rv__empirical__w1000_r5": {7481"n": 1278,7482"ratio": 28799227.35968454,7483"dm_p": 0.2775110625725034,7484"dm_stat": 1.0863910067742877485},7486"heavy11__normal__w1000_r5": {7487"n": 1278,7488"ratio": 0.9095186595740856,7489"dm_p": 0.04655790100906447,7490"dm_stat": -1.99223495252913767491},7492"heavy11__t__w1000_r5": {7493"n": 1278,7494"ratio": 0.878244947671128,7495"dm_p": 0.009176734301904738,7496"dm_stat": -2.60937704896738557497},7498"histvar22__empirical__w1000_r5": {7499"n": 1278,7500"ratio": 1.4209497424779187,7501"dm_p": 6.976196846684032e-06,7502"dm_stat": 4.5131347560346967503},7504"histvar252__empirical__w1000_r5": {7505"n": 1278,7506"ratio": 1.8863362144195372,7507"dm_p": 0.028001770618546733,7508"dm_stat": 2.1997712935282117509},7510"histvar66__empirical__w1000_r5": {7511"n": 1278,7512"ratio": 1.532672223812611,7513"dm_p": 0.004440729425207931,7514"dm_stat": 2.8501032266863117515},7516"igarch11__ged__w1000_r5": {7517"n": 1278,7518"ratio": 1.025250475130277,7519"dm_p": 0.5743613098774312,7520"dm_stat": 0.56178468429299377521},7522"igarch11__normal__w1000_r5": {7523"n": 1278,7524"ratio": 1.0222670517369155,7525"dm_p": 0.6303419248544189,7526"dm_stat": 0.48136169818585757527},7528"igarch11__skewt__w1000_r5": {7529"n": 1278,7530"ratio": 1.047172396661125,7531"dm_p": 0.30358810473287307,7532"dm_stat": 1.02918401195338757533},7534"igarch11__t__w1000_r5": {7535"n": 1278,7536"ratio": 1.052134292960479,7537"dm_p": 0.25742474833027057,7538"dm_stat": 1.13300519242944297539},7540"loghar_rv__empirical__w1000_r5": {7541"n": 1278,7542"ratio": 0.8594822112752809,7543"dm_p": 5.1277441294179533e-05,7544"dm_stat": -4.0635639425277447545},7546"msgarch2__normal__w1000_r5": {7547"n": 1278,7548"ratio": 1.0094608781247103,7549"dm_p": 0.6282581561443773,7550"dm_stat": 0.484296994049487067551},7552"msgarch2__t__w1000_r5": {7553"n": 1278,7554"ratio": 0.9695002044037861,7555"dm_p": 0.4599517000790135,7556"dm_stat": -0.73915009374679117557},7558"nagarch11__ged__w1000_r5": {7559"n": 1278,7560"ratio": 0.9743889825234998,7561"dm_p": 0.5675216422143144,7562"dm_stat": -0.57185383884899677563},7564"nagarch11__normal__w1000_r5": {7565"n": 1278,7566"ratio": 0.9698228705918455,7567"dm_p": 0.44931063100673213,7568"dm_stat": -0.75679776850353557569},7570"nagarch11__skewt__w1000_r5": {7571"n": 1278,7572"ratio": 0.969191312920933,7573"dm_p": 0.5183465639921412,7574"dm_stat": -0.64607546914491837575},7576"nagarch11__t__w1000_r5": {7577"n": 1278,7578"ratio": 0.9742350520592238,7579"dm_p": 0.5891451419428032,7580"dm_stat": -0.54021184382055327581},7582"qgarch11__ged__w1000_r5": {7583"n": 1278,7584"ratio": 0.9580114969169827,7585"dm_p": 0.1697491934510623,7586"dm_stat": -1.37378610871641367587},7588"qgarch11__normal__w1000_r5": {7589"n": 1278,7590"ratio": 0.9735905719034272,7591"dm_p": 0.3654329363338306,7592"dm_stat": -0.90538369200880187593},7594"qgarch11__skewt__w1000_r5": {7595"n": 1278,7596"ratio": 0.951860591741409,7597"dm_p": 0.15845196576557835,7598"dm_stat": -1.4111228547276417599},7600"qgarch11__t__w1000_r5": {7601"n": 1278,7602"ratio": 0.9502311088226327,7603"dm_p": 0.14750365923882114,7604"dm_stat": -1.4492845305487057605},7606"realgarch11__normal__w1000_r5": {7607"n": 1278,7608"ratio": 0.943654850952176,7609"dm_p": 0.2666065199053339,7610"dm_stat": -1.11139742892768057611},7612"realgarch11__t__w1000_r5": {7613"n": 1278,7614"ratio": 0.9305113352456896,7615"dm_p": 0.13441731282012917,7616"dm_stat": -1.4978578735872967617},7618"rm2006__normal__w1000_r5": {7619"n": 1278,7620"ratio": 1.0429129870239953,7621"dm_p": 0.26960752071631705,7622"dm_stat": 1.1044465808229937623},7624"rm_rw__empirical__w1000_r5": {7625"n": 1278,7626"ratio": 1.2670369080558004,7627"dm_p": 0.0066362887515388535,7628"dm_stat": 2.71901925190896077629},7630"tarch11__ged__w1000_r5": {7631"n": 1278,7632"ratio": 0.9336044583590228,7633"dm_p": 0.11958785734579228,7634"dm_stat": -1.55754950336067237635},7636"tarch11__normal__w1000_r5": {7637"n": 1278,7638"ratio": 0.9529558827361917,7639"dm_p": 0.21372639761729617,7640"dm_stat": -1.24400396792362377641},7642"tarch11__skewt__w1000_r5": {7643"n": 1278,7644"ratio": 0.9431841585757355,7645"dm_p": 0.23627256664251667,7646"dm_stat": -1.1849123600659267647},7648"tarch11__t__w1000_r5": {7649"n": 1278,7650"ratio": 0.9402764146128995,7651"dm_p": 0.2121408801248206,7652"dm_stat": -1.24832500932538177653}7654},7655"prev_sign=pos": {7656"aparch11__ged__w1000_r5": {7657"n": 1444,7658"ratio": 1.0297667265249546,7659"dm_p": 0.526715680894702,7660"dm_stat": 0.63318115880872767661},7662"aparch11__normal__w1000_r5": {7663"n": 1444,7664"ratio": 1.0148461934680988,7665"dm_p": 0.7258582787592621,7666"dm_stat": 0.350708446258751867667},7668"aparch11__skewt__w1000_r5": {7669"n": 1444,7670"ratio": 1.0572755218155907,7671"dm_p": 0.31588442534141414,7672"dm_stat": 1.00329983389465267673},7674"aparch11__t__w1000_r5": {7675"n": 1444,7676"ratio": 1.023773539479549,7677"dm_p": 0.6020433501593553,7678"dm_stat": 0.52157925734641417679},7680"arch5__ged__w1000_r5": {7681"n": 1444,7682"ratio": 1.050040972580767,7683"dm_p": 0.010506945577870942,7684"dm_stat": 2.5620327468415357685},7686"arch5__normal__w1000_r5": {7687"n": 1444,7688"ratio": 1.0548806026261757,7689"dm_p": 0.00808789888827287,7690"dm_stat": 2.65206002212998557691},7692"arch5__skewt__w1000_r5": {7693"n": 1444,7694"ratio": 1.0524128573240072,7695"dm_p": 0.011511487346878197,7696"dm_stat": 2.53001269749073387697},7698"arch5__t__w1000_r5": {7699"n": 1444,7700"ratio": 1.052649992966334,7701"dm_p": 0.011540611827032145,7702"dm_stat": 2.5291219699216097703},7704"avgarch11__ged__w1000_r5": {7705"n": 1444,7706"ratio": 0.9916611801114825,7707"dm_p": 0.5958547305736184,7708"dm_stat": -0.53048875218482177709},7710"avgarch11__normal__w1000_r5": {7711"n": 1444,7712"ratio": 1.0129643094165819,7713"dm_p": 0.47815629711635266,7714"dm_stat": 0.70945578094238787715},7716"avgarch11__skewt__w1000_r5": {7717"n": 1444,7718"ratio": 0.9859059973646038,7719"dm_p": 0.4109367545742901,7720"dm_stat": -0.82248509361751727721},7722"avgarch11__t__w1000_r5": {7723"n": 1444,7724"ratio": 0.9874220706658787,7725"dm_p": 0.470747137402749,7726"dm_stat": -0.721453953408297727},7728"cgarch11__ged__w1000_r5": {7729"n": 1444,7730"ratio": 0.9668296457413785,7731"dm_p": 0.024148827410476692,7732"dm_stat": -2.25713215907744457733},7734"cgarch11__normal__w1000_r5": {7735"n": 1444,7736"ratio": 0.9807579585607792,7737"dm_p": 0.15584382461242915,7738"dm_stat": -1.41993081937081827739},7740"cgarch11__skewt__w1000_r5": {7741"n": 1444,7742"ratio": 0.9618276408116813,7743"dm_p": 0.0443654656834446,7744"dm_stat": -2.0123794090739347745},7746"cgarch11__t__w1000_r5": {7747"n": 1444,7748"ratio": 0.961517748729799,7749"dm_p": 0.04346537720124306,7750"dm_stat": -2.02098787702864967751},7752"constvar__normal__w1000_r5": {7753"n": 1444,7754"ratio": 2.1345284481466407,7755"dm_p": 0.0622179666387865,7756"dm_stat": 1.86618678013572177757},7758"egarch11__ged__w1000_r5": {7759"n": 1444,7760"ratio": 1.0101156589818288,7761"dm_p": 0.8458320640040793,7762"dm_stat": 0.194474079924163577763},7764"egarch11__normal__w1000_r5": {7765"n": 1444,7766"ratio": 1.0233733903374163,7767"dm_p": 0.6649986372785288,7768"dm_stat": 0.43311130800968127769},7770"egarch11__skewt__w1000_r5": {7771"n": 1444,7772"ratio": 0.9850346416901112,7773"dm_p": 0.7605499495908544,7774"dm_stat": -0.304816395954393977775},7776"egarch11__t__w1000_r5": {7777"n": 1444,7778"ratio": 0.9899477446223709,7779"dm_p": 0.8346057780254745,7780"dm_stat": -0.2088359533965827781},7782"ewma094__normal__w1000_r5": {7783"n": 1444,7784"ratio": 1.03015622907129,7785"dm_p": 0.4648307787025191,7786"dm_stat": 0.73110981205028447787},7788"figarch11__ged__w1000_r5": {7789"n": 1444,7790"ratio": 0.9479468977497191,7791"dm_p": 0.01211432945125153,7792"dm_stat": -2.51197052650178477793},7794"figarch11__normal__w1000_r5": {7795"n": 1444,7796"ratio": 0.955174100649946,7797"dm_p": 0.015975875920573465,7798"dm_stat": -2.41231028943808127799},7800"figarch11__skewt__w1000_r5": {7801"n": 1444,7802"ratio": 0.9578195899003902,7803"dm_p": 0.06522459111647635,7804"dm_stat": -1.845121950523777805},7806"figarch11__t__w1000_r5": {7807"n": 1444,7808"ratio": 0.957098415315536,7809"dm_p": 0.06105439360985236,7810"dm_stat": -1.87456554177193147811},7812"garch11__ged__w1000_r5": {7813"n": 1444,7814"ratio": 0.9818562712797169,7815"dm_p": 0.0035877653148106434,7816"dm_stat": -2.9170923914151557817},7818"garch11__normal__w1000_r5": {7819"n": 1444,7820"ratio": 1.0,7821"dm_p": 1.0,7822"dm_stat": 0.07823},7824"garch11__skewt__w1000_r5": {7825"n": 1444,7826"ratio": 0.9727564329170864,7827"dm_p": 0.03441425737406669,7828"dm_stat": -2.1171919568334197829},7830"garch11__t__w1000_r5": {7831"n": 1444,7832"ratio": 0.9728393001604543,7833"dm_p": 0.03613944243978628,7834"dm_stat": -2.09731369382851357835},7836"garch12__ged__w1000_r5": {7837"n": 1444,7838"ratio": 0.9846345992800207,7839"dm_p": 0.04946902751324434,7840"dm_stat": -1.96618211073888627841},7842"garch12__normal__w1000_r5": {7843"n": 1444,7844"ratio": 1.0093935696088823,7845"dm_p": 0.24399053907864127,7846"dm_stat": 1.16554633023053137847},7848"garch12__skewt__w1000_r5": {7849"n": 1444,7850"ratio": 0.9742500508358984,7851"dm_p": 0.06283915498726016,7852"dm_stat": -1.86176668740504587853},7854"garch12__t__w1000_r5": {7855"n": 1444,7856"ratio": 0.9745593061943791,7857"dm_p": 0.06793091038392289,7858"dm_stat": -1.82683602412768957859},7860"garch21__ged__w1000_r5": {7861"n": 1444,7862"ratio": 0.97970374921227,7863"dm_p": 0.0059970926291288374,7864"dm_stat": -2.75201698774383767865},7866"garch21__normal__w1000_r5": {7867"n": 1444,7868"ratio": 1.0189522503082618,7869"dm_p": 0.30078272091580427,7870"dm_stat": 1.03512768778604587871},7872"garch21__skewt__w1000_r5": {7873"n": 1444,7874"ratio": 0.9714902890737332,7875"dm_p": 0.028473701914358992,7876"dm_stat": -2.1929004789952987877},7878"garch21__t__w1000_r5": {7879"n": 1444,7880"ratio": 0.9714613017471214,7881"dm_p": 0.029856621171526702,7882"dm_stat": -2.174140849125637883},7884"garchm11__ged__w1000_r5": {7885"n": 1444,7886"ratio": 0.9916023668033884,7887"dm_p": 0.23617135442195775,7888"dm_stat": -1.18510427530954337889},7890"garchm11__normal__w1000_r5": {7891"n": 1444,7892"ratio": 1.0093693352789637,7893"dm_p": 0.1595681337291051,7894"dm_stat": 1.4072516538697697895},7896"garchm11__skewt__w1000_r5": {7897"n": 1444,7898"ratio": 0.9790088006213707,7899"dm_p": 0.11261096662511295,7900"dm_stat": -1.58753340398512777901},7902"garchm11__t__w1000_r5": {7903"n": 1444,7904"ratio": 0.9788807234919088,7905"dm_p": 0.1080326549900578,7906"dm_stat": -1.6080971646129957907},7908"garchx_rv11__normal__w1000_r5": {7909"n": 1444,7910"ratio": 0.8833388685643269,7911"dm_p": 0.0028060298623382904,7912"dm_stat": -2.9933736511476947913},7914"garchx_rv11__t__w1000_r5": {7915"n": 1444,7916"ratio": 0.8740228111464472,7917"dm_p": 0.0026881639330123674,7918"dm_stat": -3.0065271216465287919},7920"gas_t11__t__w1000_r5": {7921"n": 1444,7922"ratio": 0.997111488071434,7923"dm_p": 0.8728962792596158,7924"dm_stat": -0.160009126630431877925},7926"gjr11__ged__w1000_r5": {7927"n": 1444,7928"ratio": 1.0247647872166652,7929"dm_p": 0.5392834118782015,7930"dm_stat": 0.61404344172713967931},7932"gjr11__normal__w1000_r5": {7933"n": 1444,7934"ratio": 1.0342534690564957,7935"dm_p": 0.3532169050100752,7936"dm_stat": 0.92866718493930427937},7938"gjr11__skewt__w1000_r5": {7939"n": 1444,7940"ratio": 1.0020631044017785,7941"dm_p": 0.9600456657918859,7942"dm_stat": 0.0501049796687486067943},7944"gjr11__t__w1000_r5": {7945"n": 1444,7946"ratio": 1.0059228894870031,7947"dm_p": 0.8812699796823493,7948"dm_stat": 0.149385940915637237949},7950"har_rv__empirical__w1000_r5": {7951"n": 1444,7952"ratio": 13591353.629005034,7953"dm_p": 0.30116382519970986,7954"dm_stat": 1.03431159148662347955},7956"heavy11__normal__w1000_r5": {7957"n": 1444,7958"ratio": 0.8826956253980884,7959"dm_p": 0.003143135528624686,7960"dm_stat": -2.95836367417387667961},7962"heavy11__t__w1000_r5": {7963"n": 1444,7964"ratio": 0.8767040070834269,7965"dm_p": 0.003624065756356237,7966"dm_stat": -2.91393227175534977967},7968"histvar22__empirical__w1000_r5": {7969"n": 1444,7970"ratio": 1.203759746487973,7971"dm_p": 0.005735553058418092,7972"dm_stat": 2.76666553441158457973},7974"histvar252__empirical__w1000_r5": {7975"n": 1444,7976"ratio": 1.530882736651008,7977"dm_p": 0.03840956685346036,7978"dm_stat": 2.07235512478230937979},7980"histvar66__empirical__w1000_r5": {7981"n": 1444,7982"ratio": 1.2306286422096702,7983"dm_p": 0.021878542170670572,7984"dm_stat": 2.2949569601036737985},7986"igarch11__ged__w1000_r5": {7987"n": 1444,7988"ratio": 1.0497346395260432,7989"dm_p": 0.035097638479609505,7990"dm_stat": 2.10921810436401377991},7992"igarch11__normal__w1000_r5": {7993"n": 1444,7994"ratio": 1.0702976146476484,7995"dm_p": 0.0021864751001540285,7996"dm_stat": 3.06918143598480067997},7998"igarch11__skewt__w1000_r5": {7999"n": 1444,8000"ratio": 1.0717744107551397,8001"dm_p": 0.003656721033832896,8002"dm_stat": 2.91111400659187558003},8004"igarch11__t__w1000_r5": {8005"n": 1444,8006"ratio": 1.0756766130373798,8007"dm_p": 0.002236733156591041,8008"dm_stat": 3.06234123046483568009},8010"loghar_rv__empirical__w1000_r5": {8011"n": 1444,8012"ratio": 0.8673782750654289,8013"dm_p": 0.0013209309906228827,8014"dm_stat": -3.2176986618570598015},8016"msgarch2__normal__w1000_r5": {8017"n": 1444,8018"ratio": 0.976511648616142,8019"dm_p": 0.22787802588228548,8020"dm_stat": -1.2063559215646278021},8022"msgarch2__t__w1000_r5": {8023"n": 1444,8024"ratio": 0.9761683053558919,8025"dm_p": 0.5324102507859547,8026"dm_stat": -0.62448132558361618027},8028"nagarch11__ged__w1000_r5": {8029"n": 1444,8030"ratio": 1.0145495357959,8031"dm_p": 0.7409010697230265,8032"dm_stat": 0.330723889179210038033},8034"nagarch11__normal__w1000_r5": {8035"n": 1444,8036"ratio": 1.0225783706474516,8037"dm_p": 0.6181914346736885,8038"dm_stat": 0.49852300662803468039},8040"nagarch11__skewt__w1000_r5": {8041"n": 1444,8042"ratio": 0.98896313976491,8043"dm_p": 0.7810943154977179,8044"dm_stat": -0.277945106101992258045},8046"nagarch11__t__w1000_r5": {8047"n": 1444,8048"ratio": 0.9931365389254436,8049"dm_p": 0.860788982246735,8050"dm_stat": -0.17540123068150558051},8052"qgarch11__ged__w1000_r5": {8053"n": 1444,8054"ratio": 0.994660840397011,8055"dm_p": 0.86394593613506,8056"dm_stat": -0.171383908281200878057},8058"qgarch11__normal__w1000_r5": {8059"n": 1444,8060"ratio": 1.0088355948931376,8061"dm_p": 0.7819141682460641,8062"dm_stat": 0.276877052200370078063},8064"qgarch11__skewt__w1000_r5": {8065"n": 1444,8066"ratio": 0.9693277456059306,8067"dm_p": 0.29644153873983825,8068"dm_stat": -1.04447300564003588069},8070"qgarch11__t__w1000_r5": {8071"n": 1444,8072"ratio": 0.96953860559182,8073"dm_p": 0.29374387501286053,8074"dm_stat": -1.05032653796363028075},8076"realgarch11__normal__w1000_r5": {8077"n": 1444,8078"ratio": 0.9069379546130409,8079"dm_p": 0.01991544232004681,8080"dm_stat": -2.33052888628963038081},8082"realgarch11__t__w1000_r5": {8083"n": 1444,8084"ratio": 0.90129783819398,8085"dm_p": 0.019565637110726,8086"dm_stat": -2.33718662718150368087},8088"rm2006__normal__w1000_r5": {8089"n": 1444,8090"ratio": 0.9771092834882263,8091"dm_p": 0.4731908384408749,8092"dm_stat": -0.71748528821928658093},8094"rm_rw__empirical__w1000_r5": {8095"n": 1444,8096"ratio": 1.2079741174045497,8097"dm_p": 0.015251776462414669,8098"dm_stat": 2.42924309808991678099},8100"tarch11__ged__w1000_r5": {8101"n": 1444,8102"ratio": 1.0107612388401281,8103"dm_p": 0.8089611234190115,8104"dm_stat": 0.241810806431613438105},8106"tarch11__normal__w1000_r5": {8107"n": 1444,8108"ratio": 1.0120287333805842,8109"dm_p": 0.7766925187018913,8110"dm_stat": 0.283684958384591578111},8112"tarch11__skewt__w1000_r5": {8113"n": 1444,8114"ratio": 0.9840188235533806,8115"dm_p": 0.7189955844605288,8116"dm_stat": -0.3598719106202158117},8118"tarch11__t__w1000_r5": {8119"n": 1444,8120"ratio": 0.9911221620342582,8121"dm_p": 0.840276221400138,8122"dm_stat": -0.201576510419240748123}8124},8125"episode=covid": {8126"aparch11__ged__w1000_r5": {8127"n": 92,8128"ratio": 0.8821369999872037,8129"dm_p": 0.5222877559377765,8130"dm_stat": -0.64230856338184778131},8132"aparch11__normal__w1000_r5": {8133"n": 92,8134"ratio": 0.9805780860713277,8135"dm_p": 0.9024509152143587,8136"dm_stat": -0.122908099708736028137},8138"aparch11__skewt__w1000_r5": {8139"n": 92,8140"ratio": 0.781742064570196,8141"dm_p": 0.2652489390067716,8142"dm_stat": -1.12097284307260718143},8144"aparch11__t__w1000_r5": {8145"n": 92,8146"ratio": 0.7792251126521189,8147"dm_p": 0.25918925679627985,8148"dm_stat": -1.13540027235649298149},8150"arch5__ged__w1000_r5": {8151"n": 92,8152"ratio": 1.0600731901414604,8153"dm_p": 0.11658497429337841,8154"dm_stat": 1.58434279277372758155},8156"arch5__normal__w1000_r5": {8157"n": 92,8158"ratio": 1.1574205892009701,8159"dm_p": 0.0002457334447057159,8160"dm_stat": 3.81748433811040048161},8162"arch5__skewt__w1000_r5": {8163"n": 92,8164"ratio": 0.8746621251215545,8165"dm_p": 0.089137706151521,8166"dm_stat": -1.71832672592550668167},8168"arch5__t__w1000_r5": {8169"n": 92,8170"ratio": 0.8775926713316039,8171"dm_p": 0.0916122748285164,8172"dm_stat": -1.70496738639477948173},8174"avgarch11__ged__w1000_r5": {8175"n": 92,8176"ratio": 0.9941963739219464,8177"dm_p": 0.921146176273726,8178"dm_stat": -0.099265045985660228179},8180"avgarch11__normal__w1000_r5": {8181"n": 92,8182"ratio": 1.1700506406227538,8183"dm_p": 0.10273066565396344,8184"dm_stat": 1.64834374295537188185},8186"avgarch11__skewt__w1000_r5": {8187"n": 92,8188"ratio": 0.7824717226508544,8189"dm_p": 0.006853919571476111,8190"dm_stat": -2.76693314200133068191},8192"avgarch11__t__w1000_r5": {8193"n": 92,8194"ratio": 0.7836259176726275,8195"dm_p": 0.007288113208546856,8196"dm_stat": -2.74513331367499548197},8198"cgarch11__ged__w1000_r5": {8199"n": 92,8200"ratio": 0.8951459216024629,8201"dm_p": 0.002273451556040807,8202"dm_stat": -3.14074613816995468203},8204"cgarch11__normal__w1000_r5": {8205"n": 92,8206"ratio": 0.9380602961338321,8207"dm_p": 0.04817811144821261,8208"dm_stat": -2.00276730165436468209},8210"cgarch11__skewt__w1000_r5": {8211"n": 92,8212"ratio": 0.6885012710262377,8213"dm_p": 0.004263303708155342,8214"dm_stat": -2.93168743995486878215},8216"cgarch11__t__w1000_r5": {8217"n": 92,8218"ratio": 0.6928345008004821,8219"dm_p": 0.004384779673993674,8220"dm_stat": -2.92211358060203938221},8222"constvar__normal__w1000_r5": {8223"n": 92,8224"ratio": 12.033834900707184,8225"dm_p": 0.03303500095144036,8226"dm_stat": 2.164609504811678227},8228"egarch11__ged__w1000_r5": {8229"n": 92,8230"ratio": 1.059033112738216,8231"dm_p": 0.7441292658709839,8232"dm_stat": 0.32738418777727348233},8234"egarch11__normal__w1000_r5": {8235"n": 92,8236"ratio": 1.2022043392635986,8237"dm_p": 0.2990116685099264,8238"dm_stat": 1.04451992685353358239},8240"egarch11__skewt__w1000_r5": {8241"n": 92,8242"ratio": 0.8824354468898409,8243"dm_p": 0.4840449054457866,8244"dm_stat": -0.7026863995139478245},8246"egarch11__t__w1000_r5": {8247"n": 92,8248"ratio": 0.8809942232786184,8249"dm_p": 0.4800899488371889,8250"dm_stat": -0.70907614146691918251},8252"ewma094__normal__w1000_r5": {8253"n": 92,8254"ratio": 1.2186274685779896,8255"dm_p": 0.10078302695145344,8256"dm_stat": 1.65789074481467258257},8258"figarch11__ged__w1000_r5": {8259"n": 92,8260"ratio": 0.887906453362265,8261"dm_p": 0.12522727068088113,8262"dm_stat": -1.54744311082667178263},8264"figarch11__normal__w1000_r5": {8265"n": 92,8266"ratio": 0.9311575568946154,8267"dm_p": 0.3461393955218665,8268"dm_stat": -0.94701448889151828269},8270"figarch11__skewt__w1000_r5": {8271"n": 92,8272"ratio": 0.7159061298598718,8273"dm_p": 0.015915459485798547,8274"dm_stat": -2.45678144004059278275},8276"figarch11__t__w1000_r5": {8277"n": 92,8278"ratio": 0.719257808584705,8279"dm_p": 0.01649713218490144,8280"dm_stat": -2.4429805690785918281},8282"garch11__ged__w1000_r5": {8283"n": 92,8284"ratio": 0.892774715944289,8285"dm_p": 0.0010229864719203958,8286"dm_stat": -3.39365898770659728287},8288"garch11__normal__w1000_r5": {8289"n": 92,8290"ratio": 1.0,8291"dm_p": 1.0,8292"dm_stat": 0.08293},8294"garch11__skewt__w1000_r5": {8295"n": 92,8296"ratio": 0.7344881627461294,8297"dm_p": 0.002300176872101988,8298"dm_stat": -3.13694575245410338299},8300"garch11__t__w1000_r5": {8301"n": 92,8302"ratio": 0.7367090358671042,8303"dm_p": 0.0023170126025221904,8304"dm_stat": -3.13457273410946428305},8306"garch12__ged__w1000_r5": {8307"n": 92,8308"ratio": 0.8908481702701209,8309"dm_p": 0.0008835073747149716,8310"dm_stat": -3.43874342341409638311},8312"garch12__normal__w1000_r5": {8313"n": 92,8314"ratio": 1.0006580775328913,8315"dm_p": 0.952028855701122,8316"dm_stat": 0.060325279841279248317},8318"garch12__skewt__w1000_r5": {8319"n": 92,8320"ratio": 0.7349242108658505,8321"dm_p": 0.0023091407260152222,8322"dm_stat": -3.1356802803299978323},8324"garch12__t__w1000_r5": {8325"n": 92,8326"ratio": 0.7371178317887923,8327"dm_p": 0.002312783385117802,8328"dm_stat": -3.13516733437461568329},8330"garch21__ged__w1000_r5": {8331"n": 92,8332"ratio": 0.9016993732157794,8333"dm_p": 0.0008778388804830903,8334"dm_stat": -3.44071432773078335},8336"garch21__normal__w1000_r5": {8337"n": 92,8338"ratio": 1.0158163147795687,8339"dm_p": 0.11900755018830295,8340"dm_stat": 1.57378540350355438341},8342"garch21__skewt__w1000_r5": {8343"n": 92,8344"ratio": 0.7435296307271865,8345"dm_p": 0.0019440821546918394,8346"dm_stat": -3.19134992928424988347},8348"garch21__t__w1000_r5": {8349"n": 92,8350"ratio": 0.7455922634584615,8351"dm_p": 0.0019622786371624817,8352"dm_stat": -3.18835261129766728353},8354"garchm11__ged__w1000_r5": {8355"n": 92,8356"ratio": 0.8383683039866967,8357"dm_p": 0.060535995129819074,8358"dm_stat": -1.90047851065735478359},8360"garchm11__normal__w1000_r5": {8361"n": 92,8362"ratio": 0.9925412582950024,8363"dm_p": 0.4660897065013774,8364"dm_stat": -0.73193397437542758365},8366"garchm11__skewt__w1000_r5": {8367"n": 92,8368"ratio": 0.6878707576243863,8369"dm_p": 0.01571753260074598,8370"dm_stat": -2.46158039448224258371},8372"garchm11__t__w1000_r5": {8373"n": 92,8374"ratio": 0.6984679290074819,8375"dm_p": 0.015687114109351568,8376"dm_stat": -2.4623227089443628377},8378"garchx_rv11__normal__w1000_r5": {8379"n": 92,8380"ratio": 0.8207735271539225,8381"dm_p": 0.3427858451726038,8382"dm_stat": -0.95365266313728378383},8384"garchx_rv11__t__w1000_r5": {8385"n": 92,8386"ratio": 0.6862445393288473,8387"dm_p": 0.10281818752238614,8388"dm_stat": -1.6479181746050458389},8390"gas_t11__t__w1000_r5": {8391"n": 92,8392"ratio": 0.7335778344452736,8393"dm_p": 0.04356550759379285,8394"dm_stat": -2.04676477728327648395},8396"gjr11__ged__w1000_r5": {8397"n": 92,8398"ratio": 0.8953723403996587,8399"dm_p": 0.5717079873431978,8400"dm_stat": -0.56759456554329048401},8402"gjr11__normal__w1000_r5": {8403"n": 92,8404"ratio": 0.989913990051255,8405"dm_p": 0.9473413762036398,8406"dm_stat": -0.066228269589439738407},8408"gjr11__skewt__w1000_r5": {8409"n": 92,8410"ratio": 0.7929152772539264,8411"dm_p": 0.29288768596296116,8412"dm_stat": -1.05792984195398158413},8414"gjr11__t__w1000_r5": {8415"n": 92,8416"ratio": 0.7898459726435016,8417"dm_p": 0.284127992456205,8418"dm_stat": -1.0774483067771938419},8420"har_rv__empirical__w1000_r5": {8421"n": 92,8422"ratio": 263253293.02553955,8423"dm_p": 0.1371527583568596,8424"dm_stat": 1.4997032321717468425},8426"heavy11__normal__w1000_r5": {8427"n": 92,8428"ratio": 0.842421634574063,8429"dm_p": 0.41158734472664166,8430"dm_stat": -0.82489670475954158431},8432"heavy11__t__w1000_r5": {8433"n": 92,8434"ratio": 0.7127331354324326,8435"dm_p": 0.14081499007581522,8436"dm_stat": -1.48569907649752668437},8438"histvar22__empirical__w1000_r5": {8439"n": 92,8440"ratio": 1.4170713937697492,8441"dm_p": 0.041501500176463445,8442"dm_stat": 2.0677598926549738443},8444"histvar252__empirical__w1000_r5": {8445"n": 92,8446"ratio": 5.75226584506214,8447"dm_p": 0.052794034558830416,8448"dm_stat": 1.9622036928049098449},8450"histvar66__empirical__w1000_r5": {8451"n": 92,8452"ratio": 3.003242984448625,8453"dm_p": 0.029233806063470133,8454"dm_stat": 2.2153167471872368455},8456"igarch11__ged__w1000_r5": {8457"n": 92,8458"ratio": 0.6061923422570691,8459"dm_p": 0.022267411886210734,8460"dm_stat": -2.32551386290380448461},8462"igarch11__normal__w1000_r5": {8463"n": 92,8464"ratio": 0.6147667314794399,8465"dm_p": 0.03145454116051137,8466"dm_stat": -2.18504043965631438467},8468"igarch11__skewt__w1000_r5": {8469"n": 92,8470"ratio": 0.5507810703411821,8471"dm_p": 0.015055989215646893,8472"dm_stat": -2.47802231082647238473},8474"igarch11__t__w1000_r5": {8475"n": 92,8476"ratio": 0.5529021933923026,8477"dm_p": 0.015087770435460657,8478"dm_stat": -2.4772177769191488479},8480"loghar_rv__empirical__w1000_r5": {8481"n": 92,8482"ratio": 0.9635105193863035,8483"dm_p": 0.7258398778307309,8484"dm_stat": -0.35174877916383768485},8486"msgarch2__normal__w1000_r5": {8487"n": 92,8488"ratio": 0.9110041485847008,8489"dm_p": 0.03576449676265965,8490"dm_stat": -2.1312463909242488491},8492"msgarch2__t__w1000_r5": {8493"n": 92,8494"ratio": 0.6665274287600124,8495"dm_p": 0.015954552728889952,8496"dm_stat": -2.45583989553341248497},8498"nagarch11__ged__w1000_r5": {8499"n": 92,8500"ratio": 0.9860352688694365,8501"dm_p": 0.9461662483568541,8502"dm_stat": -0.067708477497967938503},8504"nagarch11__normal__w1000_r5": {8505"n": 92,8506"ratio": 1.048142621378857,8507"dm_p": 0.8197164290986202,8508"dm_stat": 0.228569455559460878509},8510"nagarch11__skewt__w1000_r5": {8511"n": 92,8512"ratio": 0.8788090651532319,8513"dm_p": 0.5363691857281944,8514"dm_stat": -0.62066849522421138515},8516"nagarch11__t__w1000_r5": {8517"n": 92,8518"ratio": 0.8767574624473619,8519"dm_p": 0.529881864409275,8520"dm_stat": -0.63060113748037878521},8522"qgarch11__ged__w1000_r5": {8523"n": 92,8524"ratio": 0.8458599029850985,8525"dm_p": 0.06688463737640621,8526"dm_stat": -1.8546498684846588527},8528"qgarch11__normal__w1000_r5": {8529"n": 92,8530"ratio": 0.9104182769092432,8531"dm_p": 0.25418410145137543,8532"dm_stat": -1.14749713399875168533},8534"qgarch11__skewt__w1000_r5": {8535"n": 92,8536"ratio": 0.7491958289079883,8537"dm_p": 0.02170253148629968,8538"dm_stat": -2.33573341065052638539},8540"qgarch11__t__w1000_r5": {8541"n": 92,8542"ratio": 0.7476432835126102,8543"dm_p": 0.021338353207312817,8544"dm_stat": -2.3424474330830668545},8546"realgarch11__normal__w1000_r5": {8547"n": 92,8548"ratio": 1.5260534888684893,8549"dm_p": 0.0360964661531775,8550"dm_stat": 2.1273407744170988551},8552"realgarch11__t__w1000_r5": {8553"n": 92,8554"ratio": 1.4915044777011797,8555"dm_p": 0.047707552072334534,8556"dm_stat": 2.0070864413033248557},8558"rm2006__normal__w1000_r5": {8559"n": 92,8560"ratio": 1.0745153498663107,8561"dm_p": 0.5113125227018191,8562"dm_stat": 0.65938703566566898563},8564"rm_rw__empirical__w1000_r5": {8565"n": 92,8566"ratio": 0.9759831236978553,8567"dm_p": 0.926431861586332,8568"dm_stat": -0.092591214571162558569},8570"tarch11__ged__w1000_r5": {8571"n": 92,8572"ratio": 0.8951876496637269,8573"dm_p": 0.550477361778742,8574"dm_stat": -0.59927687844830668575},8576"tarch11__normal__w1000_r5": {8577"n": 92,8578"ratio": 1.0078333470077558,8579"dm_p": 0.9601136006799205,8580"dm_stat": 0.050148952676634318581},8582"tarch11__skewt__w1000_r5": {8583"n": 92,8584"ratio": 0.7870823321301555,8585"dm_p": 0.25534141910807817,8586"dm_stat": -1.14468518844201558587},8588"tarch11__t__w1000_r5": {8589"n": 92,8590"ratio": 0.7852765284334609,8591"dm_p": 0.2522918592076325,8592"dm_stat": -1.1521143106273618593}8594},8595"episode=none": {8596"aparch11__ged__w1000_r5": {8597"n": 2338,8598"ratio": 0.9936029949111923,8599"dm_p": 0.8477247049350242,8600"dm_stat": -0.19204364196775338601},8602"aparch11__normal__w1000_r5": {8603"n": 2338,8604"ratio": 0.9744250053686143,8605"dm_p": 0.3712764772928741,8606"dm_stat": -0.89425701616811878607},8608"aparch11__skewt__w1000_r5": {8609"n": 2338,8610"ratio": 1.065012604344101,8611"dm_p": 0.2974144778548701,8612"dm_stat": 1.04222650780734038613},8614"aparch11__t__w1000_r5": {8615"n": 2338,8616"ratio": 1.0078914837988318,8617"dm_p": 0.8169040295414783,8618"dm_stat": 0.231554877137750418619},8620"arch5__ged__w1000_r5": {8621"n": 2338,8622"ratio": 1.0331042492804547,8623"dm_p": 0.060677145271034356,8624"dm_stat": 1.87674799467372628625},8626"arch5__normal__w1000_r5": {8627"n": 2338,8628"ratio": 1.0364575981165196,8629"dm_p": 0.04422027491822403,8630"dm_stat": 2.01308389269564678631},8632"arch5__skewt__w1000_r5": {8633"n": 2338,8634"ratio": 1.043645394025161,8635"dm_p": 0.014636946111286834,8636"dm_stat": 2.44305825435138728637},8638"arch5__t__w1000_r5": {8639"n": 2338,8640"ratio": 1.0432184975393808,8641"dm_p": 0.015170531241740203,8642"dm_stat": 2.4300750040755878643},8644"avgarch11__ged__w1000_r5": {8645"n": 2338,8646"ratio": 0.9768842279896721,8647"dm_p": 0.1031754716497687,8648"dm_stat": -1.63028765377432188649},8650"avgarch11__normal__w1000_r5": {8651"n": 2338,8652"ratio": 0.9765510619096646,8653"dm_p": 0.07292584468932814,8654"dm_stat": -1.794103641470728655},8656"avgarch11__skewt__w1000_r5": {8657"n": 2338,8658"ratio": 0.9897501126570819,8659"dm_p": 0.5204291017563674,8660"dm_stat": -0.64278125845780358661},8662"avgarch11__t__w1000_r5": {8663"n": 2338,8664"ratio": 0.9920359151179254,8665"dm_p": 0.6214645666150983,8666"dm_stat": -0.493841449192755478667},8668"cgarch11__ged__w1000_r5": {8669"n": 2338,8670"ratio": 0.9873227915867975,8671"dm_p": 0.3751948175810779,8672"dm_stat": -0.88695421118573878673},8674"cgarch11__normal__w1000_r5": {8675"n": 2338,8676"ratio": 0.9941079083888456,8677"dm_p": 0.634557818650548,8678"dm_stat": -0.475383867240827768679},8680"cgarch11__skewt__w1000_r5": {8681"n": 2338,8682"ratio": 0.9915101313850361,8683"dm_p": 0.622300509084649,8684"dm_stat": -0.49265804373677558685},8686"cgarch11__t__w1000_r5": {8687"n": 2338,8688"ratio": 0.9919243637501015,8689"dm_p": 0.6380072527253627,8690"dm_stat": -0.47054829137226838691},8692"constvar__normal__w1000_r5": {8693"n": 2338,8694"ratio": 1.3914997077570197,8695"dm_p": 3.819358201704945e-11,8696"dm_stat": 6.6426657804765028697},8698"egarch11__ged__w1000_r5": {8699"n": 2338,8700"ratio": 0.9799869991124283,8701"dm_p": 0.5706584543197653,8702"dm_stat": -0.56716220652550858703},8704"egarch11__normal__w1000_r5": {8705"n": 2338,8706"ratio": 0.9805577132162004,8707"dm_p": 0.5743915623247646,8708"dm_stat": -0.56167465759621848709},8710"egarch11__skewt__w1000_r5": {8711"n": 2338,8712"ratio": 0.9803148229051306,8713"dm_p": 0.5839086253758641,8714"dm_stat": -0.5477605713359898715},8716"egarch11__t__w1000_r5": {8717"n": 2338,8718"ratio": 0.9867352661062195,8719"dm_p": 0.7072393540839926,8720"dm_stat": -0.37561213902988728721},8722"ewma094__normal__w1000_r5": {8723"n": 2338,8724"ratio": 1.10431629428832,8725"dm_p": 0.015238680349471399,8726"dm_stat": 2.4284458913205158727},8728"figarch11__ged__w1000_r5": {8729"n": 2338,8730"ratio": 0.9777370251519051,8731"dm_p": 0.22478705243712868,8732"dm_stat": -1.21421830859368248733},8734"figarch11__normal__w1000_r5": {8735"n": 2338,8736"ratio": 0.977198293792027,8737"dm_p": 0.1640305544061943,8738"dm_stat": -1.39208024623566638739},8740"figarch11__skewt__w1000_r5": {8741"n": 2338,8742"ratio": 0.9995155764875943,8743"dm_p": 0.9804334383245232,8744"dm_stat": -0.0245281321576212338745},8746"figarch11__t__w1000_r5": {8747"n": 2338,8748"ratio": 0.9992225499539604,8749"dm_p": 0.9685168761679577,8750"dm_stat": -0.0394727178109912858751},8752"garch11__ged__w1000_r5": {8753"n": 2338,8754"ratio": 0.995821428700652,8755"dm_p": 0.40659285863713535,8756"dm_stat": -0.83005431210143798757},8758"garch11__normal__w1000_r5": {8759"n": 2338,8760"ratio": 1.0,8761"dm_p": 1.0,8762"dm_stat": 0.08763},8764"garch11__skewt__w1000_r5": {8765"n": 2338,8766"ratio": 0.9996720379059735,8767"dm_p": 0.9704386811111836,8768"dm_stat": -0.037062069070754668769},8770"garch11__t__w1000_r5": {8771"n": 2338,8772"ratio": 1.0001917516999699,8773"dm_p": 0.9825692105451749,8774"dm_stat": 0.0218503312829202688775},8776"garch12__ged__w1000_r5": {8777"n": 2338,8778"ratio": 1.004911331378992,8779"dm_p": 0.5284227297085292,8780"dm_stat": 0.63050981756923718781},8782"garch12__normal__w1000_r5": {8783"n": 2338,8784"ratio": 1.0061269590545872,8785"dm_p": 0.3573339445652887,8786"dm_stat": 0.92063901938767028787},8788"garch12__skewt__w1000_r5": {8789"n": 2338,8790"ratio": 1.0064475201916905,8791"dm_p": 0.5302303606859747,8792"dm_stat": 0.62774801058959658793},8794"garch12__t__w1000_r5": {8795"n": 2338,8796"ratio": 1.0071667062335679,8797"dm_p": 0.4835549622770396,8798"dm_stat": 0.70070808985584128799},8800"garch21__ged__w1000_r5": {8801"n": 2338,8802"ratio": 0.9946671275238356,8803"dm_p": 0.3239688667991417,8804"dm_stat": -0.98654296773323648805},8806"garch21__normal__w1000_r5": {8807"n": 2338,8808"ratio": 1.0013160062622024,8809"dm_p": 0.605219094670845,8810"dm_stat": 0.51697992394257998811},8812"garch21__skewt__w1000_r5": {8813"n": 2338,8814"ratio": 0.9974662558659915,8815"dm_p": 0.7796808710528182,8816"dm_stat": -0.27976720687465248817},8818"garch21__t__w1000_r5": {8819"n": 2338,8820"ratio": 0.9978347222808549,8821"dm_p": 0.8101764716983169,8822"dm_stat": -0.24022555661747758823},8824"garchm11__ged__w1000_r5": {8825"n": 2338,8826"ratio": 1.0048228883354593,8827"dm_p": 0.5108213569908564,8828"dm_stat": 0.65766006693881348829},8830"garchm11__normal__w1000_r5": {8831"n": 2338,8832"ratio": 1.0041695169311662,8833"dm_p": 0.4594694749328129,8834"dm_stat": 0.73984316655983348835},8836"garchm11__skewt__w1000_r5": {8837"n": 2338,8838"ratio": 1.0088652113626477,8839"dm_p": 0.4027931105309496,8840"dm_stat": 0.83679545300294018841},8842"garchm11__t__w1000_r5": {8843"n": 2338,8844"ratio": 1.0086995484658379,8845"dm_p": 0.4053981954599675,8846"dm_stat": 0.83216968896220978847},8848"garchx_rv11__normal__w1000_r5": {8849"n": 2338,8850"ratio": 0.9060918830319754,8851"dm_p": 0.00040892237978606917,8852"dm_stat": -3.5393648173160588853},8854"garchx_rv11__t__w1000_r5": {8855"n": 2338,8856"ratio": 0.8969312885321266,8857"dm_p": 0.00021631217725387835,8858"dm_stat": -3.70498119267613968859},8860"gas_t11__t__w1000_r5": {8861"n": 2338,8862"ratio": 0.9884880662212457,8863"dm_p": 0.5422866336633251,8864"dm_stat": -0.60944821199473668865},8866"gjr11__ged__w1000_r5": {8867"n": 2338,8868"ratio": 1.0084304885583568,8869"dm_p": 0.752800609452061,8870"dm_stat": 0.31498572977225588871},8872"gjr11__normal__w1000_r5": {8873"n": 2338,8874"ratio": 1.011365807226976,8875"dm_p": 0.6413769404013777,8876"dm_stat": 0.465835112483206258877},8878"gjr11__skewt__w1000_r5": {8879"n": 2338,8880"ratio": 1.0063442229581518,8881"dm_p": 0.8170367990456557,8882"dm_stat": 0.231383937055140528883},8884"gjr11__t__w1000_r5": {8885"n": 2338,8886"ratio": 1.0075438746612224,8887"dm_p": 0.7820944907700002,8888"dm_stat": 0.27662244433483578889},8890"har_rv__empirical__w1000_r5": {8891"n": 2338,8892"ratio": 0.9780743258965564,8893"dm_p": 0.4402212277225563,8894"dm_stat": -0.77195146153516968895},8896"heavy11__normal__w1000_r5": {8897"n": 2338,8898"ratio": 0.9105372327001643,8899"dm_p": 0.0010865515781527976,8900"dm_stat": -3.27118499914973138901},8902"heavy11__t__w1000_r5": {8903"n": 2338,8904"ratio": 0.9006512493739406,8905"dm_p": 0.00045744657189559617,8906"dm_stat": -3.50949663157398868907},8908"histvar22__empirical__w1000_r5": {8909"n": 2338,8910"ratio": 1.3270341507626693,8911"dm_p": 2.040717801294548e-05,8912"dm_stat": 4.269132493102548913},8914"histvar252__empirical__w1000_r5": {8915"n": 2338,8916"ratio": 1.3208259248171255,8917"dm_p": 1.0126328229190825e-06,8918"dm_stat": 4.9022230410397668919},8920"histvar66__empirical__w1000_r5": {8921"n": 2338,8922"ratio": 1.2175232058136358,8923"dm_p": 0.00032719235751774546,8924"dm_stat": 3.59811369672243238925},8926"igarch11__ged__w1000_r5": {8927"n": 2338,8928"ratio": 1.070122312250222,8929"dm_p": 0.00017461369916306417,8930"dm_stat": 3.75923386351351278931},8932"igarch11__normal__w1000_r5": {8933"n": 2338,8934"ratio": 1.0803298725607633,8935"dm_p": 1.35183864335533e-05,8936"dm_stat": 4.3608389889878928937},8938"igarch11__skewt__w1000_r5": {8939"n": 2338,8940"ratio": 1.1134525824265185,8941"dm_p": 8.166333806104552e-09,8942"dm_stat": 5.7861684729887328943},8944"igarch11__t__w1000_r5": {8945"n": 2338,8946"ratio": 1.1178023216214221,8947"dm_p": 3.081931317474319e-09,8948"dm_stat": 5.9501593220771528949},8950"loghar_rv__empirical__w1000_r5": {8951"n": 2338,8952"ratio": 0.8630182666545443,8953"dm_p": 3.011635513897814e-06,8954"dm_stat": -4.681443901417748955},8956"msgarch2__normal__w1000_r5": {8957"n": 2338,8958"ratio": 0.9948512675116603,8959"dm_p": 0.7513476890335143,8960"dm_stat": -0.31690012992059668961},8962"msgarch2__t__w1000_r5": {8963"n": 2338,8964"ratio": 1.0081900063519191,8965"dm_p": 0.7881924294146928,8966"dm_stat": 0.26868939509342088967},8968"nagarch11__ged__w1000_r5": {8969"n": 2338,8970"ratio": 1.0015036196529659,8971"dm_p": 0.960944673607326,8972"dm_stat": 0.048973406831769248973},8974"nagarch11__normal__w1000_r5": {8975"n": 2338,8976"ratio": 0.9993718407220347,8977"dm_p": 0.9829682289517331,8978"dm_stat": -0.0213500656268538458979},8980"nagarch11__skewt__w1000_r5": {8981"n": 2338,8982"ratio": 0.990975253813425,8983"dm_p": 0.7609213392927373,8984"dm_stat": -0.304306693693555068985},8986"nagarch11__t__w1000_r5": {8987"n": 2338,8988"ratio": 0.9967317317377531,8989"dm_p": 0.9111060951549884,8990"dm_stat": -0.111655572950602518991},8992"qgarch11__ged__w1000_r5": {8993"n": 2338,8994"ratio": 0.9981578623793763,8995"dm_p": 0.9425128976730731,8996"dm_stat": -0.072119602385296558997},8998"qgarch11__normal__w1000_r5": {8999"n": 2338,9000"ratio": 1.0102009901903273,9001"dm_p": 0.6956351575416896,9002"dm_stat": 0.3912675411576349003},9004"qgarch11__skewt__w1000_r5": {9005"n": 2338,9006"ratio": 0.9888060736425198,9007"dm_p": 0.6450809098101813,9008"dm_stat": -0.460666285105873159009},9010"qgarch11__t__w1000_r5": {9011"n": 2338,9012"ratio": 0.9900801482188616,9013"dm_p": 0.6793656929926787,9014"dm_stat": -0.413380627552550569015},9016"realgarch11__normal__w1000_r5": {9017"n": 2338,9018"ratio": 0.8688523850500545,9019"dm_p": 2.7821294741839086e-07,9020"dm_stat": -5.1527329179933279021},9022"realgarch11__t__w1000_r5": {9023"n": 2338,9024"ratio": 0.8691702259151428,9025"dm_p": 4.432431026909306e-07,9026"dm_stat": -5.0637288042271389027},9028"rm2006__normal__w1000_r5": {9029"n": 2338,9030"ratio": 1.0111152722702719,9031"dm_p": 0.692590999109054,9032"dm_stat": 0.395390238972095469033},9034"rm_rw__empirical__w1000_r5": {9035"n": 2338,9036"ratio": 1.2651892442118782,9037"dm_p": 0.0001682600945487743,9038"dm_stat": 3.7685542654641729039},9040"tarch11__ged__w1000_r5": {9041"n": 2338,9042"ratio": 0.9828965825737975,9043"dm_p": 0.5883403420739526,9044"dm_stat": -0.54131752161057569045},9046"tarch11__normal__w1000_r5": {9047"n": 2338,9048"ratio": 0.9764368334738622,9049"dm_p": 0.4135043133136125,9050"dm_stat": -0.81788836587303619051},9052"tarch11__skewt__w1000_r5": {9053"n": 2338,9054"ratio": 0.9814325206625956,9055"dm_p": 0.5714049198006294,9056"dm_stat": -0.56606356416846239057},9058"tarch11__t__w1000_r5": {9059"n": 2338,9060"ratio": 0.9877187210438233,9061"dm_p": 0.7061949805730952,9062"dm_stat": -0.377017297558289679063}9064},9065"episode=rate_shock_2022": {9066"aparch11__ged__w1000_r5": {9067"n": 251,9068"ratio": 0.99285753026309,9069"dm_p": 0.9526489281009108,9070"dm_stat": -0.0594402661370410859071},9072"aparch11__normal__w1000_r5": {9073"n": 251,9074"ratio": 0.9938340929703536,9075"dm_p": 0.9578670522570293,9076"dm_stat": -0.0528833886505319869077},9078"aparch11__skewt__w1000_r5": {9079"n": 251,9080"ratio": 0.9861490594302871,9081"dm_p": 0.9048262267519211,9082"dm_stat": -0.11968825901579589083},9084"aparch11__t__w1000_r5": {9085"n": 251,9086"ratio": 0.9861135172318827,9087"dm_p": 0.9043543284339544,9088"dm_stat": -0.120284581651043219089},9090"arch5__ged__w1000_r5": {9091"n": 251,9092"ratio": 1.1598049742669316,9093"dm_p": 0.04116075953949194,9094"dm_stat": 2.0525158883840649095},9096"arch5__normal__w1000_r5": {9097"n": 251,9098"ratio": 1.141341795280327,9099"dm_p": 0.053945798099488795,9100"dm_stat": 1.93639978553711479101},9102"arch5__skewt__w1000_r5": {9103"n": 251,9104"ratio": 1.1515952327074142,9105"dm_p": 0.05434043703071144,9106"dm_stat": 1.9332025382230439107},9108"arch5__t__w1000_r5": {9109"n": 251,9110"ratio": 1.1539106206369272,9111"dm_p": 0.04982160295993272,9112"dm_stat": 1.97104617494339549113},9114"avgarch11__ged__w1000_r5": {9115"n": 251,9116"ratio": 1.01352784796114,9117"dm_p": 0.7691004677922751,9118"dm_stat": 0.2938707898823559119},9120"avgarch11__normal__w1000_r5": {9121"n": 251,9122"ratio": 1.0109308844080356,9123"dm_p": 0.8176095735511532,9124"dm_stat": 0.23086362011432529125},9126"avgarch11__skewt__w1000_r5": {9127"n": 251,9128"ratio": 1.0038327568286474,9129"dm_p": 0.9315147184284646,9130"dm_stat": 0.086025857702622179131},9132"avgarch11__t__w1000_r5": {9133"n": 251,9134"ratio": 1.0040299765509593,9135"dm_p": 0.9276114361133231,9136"dm_stat": 0.090942080320952269137},9138"cgarch11__ged__w1000_r5": {9139"n": 251,9140"ratio": 1.0717286158994492,9141"dm_p": 0.28302122500757576,9142"dm_stat": 1.07587300886908389143},9144"cgarch11__normal__w1000_r5": {9145"n": 251,9146"ratio": 1.056716916715551,9147"dm_p": 0.32798971970466556,9148"dm_stat": 0.98008891321242049149},9150"cgarch11__skewt__w1000_r5": {9151"n": 251,9152"ratio": 1.05944838959619,9153"dm_p": 0.36942093736253484,9154"dm_stat": 0.89918207164292269155},9156"cgarch11__t__w1000_r5": {9157"n": 251,9158"ratio": 1.060011342974038,9159"dm_p": 0.3634777495586155,9160"dm_stat": 0.91042047177296059161},9162"constvar__normal__w1000_r5": {9163"n": 251,9164"ratio": 0.9905966562268116,9165"dm_p": 0.9554273014642602,9166"dm_stat": -0.055948776522978279167},9168"egarch11__ged__w1000_r5": {9169"n": 251,9170"ratio": 0.9777116257773516,9171"dm_p": 0.847081196825543,9172"dm_stat": -0.193044062375486359173},9174"egarch11__normal__w1000_r5": {9175"n": 251,9176"ratio": 0.9709871276259849,9177"dm_p": 0.79189149858255,9178"dm_stat": -0.26413760503351939179},9180"egarch11__skewt__w1000_r5": {9181"n": 251,9182"ratio": 0.9769762623939925,9183"dm_p": 0.8403666967018746,9184"dm_stat": -0.201634171389765559185},9186"egarch11__t__w1000_r5": {9187"n": 251,9188"ratio": 0.9782400806217182,9189"dm_p": 0.8500184634798108,9190"dm_stat": -0.18929083687776589191},9192"ewma094__normal__w1000_r5": {9193"n": 251,9194"ratio": 0.9775244677243726,9195"dm_p": 0.7003368431307418,9196"dm_stat": -0.385308026636699169197},9198"figarch11__ged__w1000_r5": {9199"n": 251,9200"ratio": 0.9971435659592318,9201"dm_p": 0.9358448951096181,9202"dm_stat": -0.080574393604101719203},9204"figarch11__normal__w1000_r5": {9205"n": 251,9206"ratio": 0.9917192393081647,9207"dm_p": 0.817205928460769,9208"dm_stat": -0.231383782174829669209},9210"figarch11__skewt__w1000_r5": {9211"n": 251,9212"ratio": 0.989806727428374,9213"dm_p": 0.7710753510238307,9214"dm_stat": -0.29128439349552339215},9216"figarch11__t__w1000_r5": {9217"n": 251,9218"ratio": 0.9900507694453947,9219"dm_p": 0.7755570099487273,9220"dm_stat": -0.285422227780051169221},9222"garch11__ged__w1000_r5": {9223"n": 251,9224"ratio": 0.998312287124332,9225"dm_p": 0.7876385291525015,9226"dm_stat": -0.269667483449530579227},9228"garch11__normal__w1000_r5": {9229"n": 251,9230"ratio": 1.0,9231"dm_p": 1.0,9232"dm_stat": 0.09233},9234"garch11__skewt__w1000_r5": {9235"n": 251,9236"ratio": 0.9828170060471202,9237"dm_p": 0.15256736255844186,9238"dm_stat": -1.43489310282260269239},9240"garch11__t__w1000_r5": {9241"n": 251,9242"ratio": 0.9836912273711411,9243"dm_p": 0.18530915340386017,9244"dm_stat": -1.3282429110716849245},9246"garch12__ged__w1000_r5": {9247"n": 251,9248"ratio": 0.9922501007067468,9249"dm_p": 0.22371017538176882,9250"dm_stat": -1.21974717043067159251},9252"garch12__normal__w1000_r5": {9253"n": 251,9254"ratio": 0.9971950122796251,9255"dm_p": 0.0250040569121666,9256"dm_stat": -2.25491962379286959257},9258"garch12__skewt__w1000_r5": {9259"n": 251,9260"ratio": 0.9741318776433613,9261"dm_p": 0.054029781859286446,9262"dm_stat": -1.93571773316194249263},9264"garch12__t__w1000_r5": {9265"n": 251,9266"ratio": 0.9750714458951966,9267"dm_p": 0.06797951219396578,9268"dm_stat": -1.83308167750179869269},9270"garch21__ged__w1000_r5": {9271"n": 251,9272"ratio": 0.9983335482607557,9273"dm_p": 0.79026291419508,9274"dm_stat": -0.266254187644241649275},9276"garch21__normal__w1000_r5": {9277"n": 251,9278"ratio": 1.0005583897383805,9279"dm_p": 0.1412366346590347,9280"dm_stat": 1.47587201398807799281},9282"garch21__skewt__w1000_r5": {9283"n": 251,9284"ratio": 0.9828129041082619,9285"dm_p": 0.15243829039158316,9286"dm_stat": -1.435346528358489287},9288"garch21__t__w1000_r5": {9289"n": 251,9290"ratio": 0.9836960486595213,9291"dm_p": 0.18545123595822577,9292"dm_stat": -1.32781219582607429293},9294"garchm11__ged__w1000_r5": {9295"n": 251,9296"ratio": 0.9983269385678959,9297"dm_p": 0.7478507535603051,9298"dm_stat": -0.32182955482029799299},9300"garchm11__normal__w1000_r5": {9301"n": 251,9302"ratio": 0.9994573368072565,9303"dm_p": 0.6794728992149685,9304"dm_stat": -0.41366663773972569305},9306"garchm11__skewt__w1000_r5": {9307"n": 251,9308"ratio": 0.9833404857407707,9309"dm_p": 0.1409810570861757,9310"dm_stat": -1.47682513026321459311},9312"garchm11__t__w1000_r5": {9313"n": 251,9314"ratio": 0.9841861863790744,9315"dm_p": 0.17292996408566186,9316"dm_stat": -1.36675496797215169317},9318"garchx_rv11__normal__w1000_r5": {9319"n": 251,9320"ratio": 0.9047856231798994,9321"dm_p": 0.1276003598127672,9322"dm_stat": -1.52871098254272399323},9324"garchx_rv11__t__w1000_r5": {9325"n": 251,9326"ratio": 0.9157923337448942,9327"dm_p": 0.18025770299089314,9328"dm_stat": -1.34371855685866919329},9330"gas_t11__t__w1000_r5": {9331"n": 251,9332"ratio": 1.0033126306224038,9333"dm_p": 0.9312691113119141,9334"dm_stat": 0.086335139511442469335},9336"gjr11__ged__w1000_r5": {9337"n": 251,9338"ratio": 0.9603836262399696,9339"dm_p": 0.6029040442578153,9340"dm_stat": -0.5208905898663939341},9342"gjr11__normal__w1000_r5": {9343"n": 251,9344"ratio": 0.9608776193293183,9345"dm_p": 0.5638548660621054,9346"dm_stat": -0.57789542787541779347},9348"gjr11__skewt__w1000_r5": {9349"n": 251,9350"ratio": 0.955065155077652,9351"dm_p": 0.5712730921462551,9352"dm_stat": -0.56692603086256059353},9354"gjr11__t__w1000_r5": {9355"n": 251,9356"ratio": 0.9545991242675411,9357"dm_p": 0.5670614802443629,9358"dm_stat": -0.57314529863331179359},9360"har_rv__empirical__w1000_r5": {9361"n": 251,9362"ratio": 0.8469472067964512,9363"dm_p": 0.07044652822394176,9364"dm_stat": -1.8167909785743599365},9366"heavy11__normal__w1000_r5": {9367"n": 251,9368"ratio": 0.8991725751838716,9369"dm_p": 0.11627630672339609,9370"dm_stat": -1.57606095203023389371},9372"heavy11__t__w1000_r5": {9373"n": 251,9374"ratio": 0.9145139222201114,9375"dm_p": 0.1742617830195973,9376"dm_stat": -1.3625143454220039377},9378"histvar22__empirical__w1000_r5": {9379"n": 251,9380"ratio": 1.1159155658739732,9381"dm_p": 0.20241727302797097,9382"dm_stat": 1.27804970245938449383},9384"histvar252__empirical__w1000_r5": {9385"n": 251,9386"ratio": 1.3398899862261153,9387"dm_p": 0.04381268935025908,9388"dm_stat": 2.0261371566634319389},9390"histvar66__empirical__w1000_r5": {9391"n": 251,9392"ratio": 1.0945838432676156,9393"dm_p": 0.41206437131547513,9394"dm_stat": 0.82164056184529169395},9396"igarch11__ged__w1000_r5": {9397"n": 251,9398"ratio": 0.9948332105356811,9399"dm_p": 0.8516618734882673,9400"dm_stat": -0.187192065919622879401},9402"igarch11__normal__w1000_r5": {9403"n": 251,9404"ratio": 0.9979628970295823,9405"dm_p": 0.9388943170748356,9406"dm_stat": -0.07673678389556199407},9408"igarch11__skewt__w1000_r5": {9409"n": 251,9410"ratio": 0.9790091548673263,9411"dm_p": 0.5566403246791719,9412"dm_stat": -0.58863092137756279413},9414"igarch11__t__w1000_r5": {9415"n": 251,9416"ratio": 0.9798191471553311,9417"dm_p": 0.5717495281619802,9418"dm_stat": -0.56622386683821759419},9420"loghar_rv__empirical__w1000_r5": {9421"n": 251,9422"ratio": 0.85563692659293,9423"dm_p": 0.06261731062800319,9424"dm_stat": -1.8702525227386829425},9426"msgarch2__normal__w1000_r5": {9427"n": 251,9428"ratio": 0.9979112091197746,9429"dm_p": 0.9517751841227743,9430"dm_stat": -0.060538419565578759431},9432"msgarch2__t__w1000_r5": {9433"n": 251,9434"ratio": 1.0381620252015598,9435"dm_p": 0.5653185189322202,9436"dm_stat": 0.5757256249853259437},9438"nagarch11__ged__w1000_r5": {9439"n": 251,9440"ratio": 0.933885528171192,9441"dm_p": 0.3933609052127893,9442"dm_stat": -0.85501604233671049443},9444"nagarch11__normal__w1000_r5": {9445"n": 251,9446"ratio": 0.934260303753278,9447"dm_p": 0.3124052756226878,9448"dm_stat": -1.01223309833961669449},9450"nagarch11__skewt__w1000_r5": {9451"n": 251,9452"ratio": 0.9300248880667208,9453"dm_p": 0.4045870460592525,9454"dm_stat": -0.83487170312244679455},9456"nagarch11__t__w1000_r5": {9457"n": 251,9458"ratio": 0.9306391942962947,9459"dm_p": 0.40534593911906924,9460"dm_stat": -0.83352218752165719461},9462"qgarch11__ged__w1000_r5": {9463"n": 251,9464"ratio": 0.9354199386484036,9465"dm_p": 0.3217507427152048,9466"dm_stat": -0.99283416555573619467},9468"qgarch11__normal__w1000_r5": {9469"n": 251,9470"ratio": 0.9368717843071122,9471"dm_p": 0.3311407586429046,9472"dm_stat": -0.97371197889666139473},9474"qgarch11__skewt__w1000_r5": {9475"n": 251,9476"ratio": 0.928714586533514,9477"dm_p": 0.26116492816658815,9478"dm_stat": -1.12619017221576669479},9480"qgarch11__t__w1000_r5": {9481"n": 251,9482"ratio": 0.9294405246659297,9483"dm_p": 0.2682638472061816,9484"dm_stat": -1.1095390405790739485},9486"realgarch11__normal__w1000_r5": {9487"n": 251,9488"ratio": 0.8437499762961512,9489"dm_p": 0.06222235182998332,9490"dm_stat": -1.87309363539082529491},9492"realgarch11__t__w1000_r5": {9493"n": 251,9494"ratio": 0.8414052424714847,9495"dm_p": 0.059747306995765484,9496"dm_stat": -1.89124783047821179497},9498"rm2006__normal__w1000_r5": {9499"n": 251,9500"ratio": 0.9364486632539817,9501"dm_p": 0.24548946978580002,9502"dm_stat": -1.1641092609648469503},9504"rm_rw__empirical__w1000_r5": {9505"n": 251,9506"ratio": 1.3222839745395871,9507"dm_p": 0.07519598487382907,9508"dm_stat": 1.7867100055729439509},9510"tarch11__ged__w1000_r5": {9511"n": 251,9512"ratio": 0.9936362237942102,9513"dm_p": 0.9595263330982456,9514"dm_stat": -0.050798897169794759515},9516"tarch11__normal__w1000_r5": {9517"n": 251,9518"ratio": 0.9860407559469713,9519"dm_p": 0.9054916012922911,9520"dm_stat": -0.11884751928094469521},9522"tarch11__skewt__w1000_r5": {9523"n": 251,9524"ratio": 0.9916017273072742,9525"dm_p": 0.9457379864051447,9526"dm_stat": -0.068128265933261999527},9528"tarch11__t__w1000_r5": {9529"n": 251,9530"ratio": 0.9932666853820403,9531"dm_p": 0.9568637686964774,9532"dm_stat": -0.054143887016858479533}9534}9535},9536"5": {9537"vol_tercile=high": {9538"aparch11__ged__w1000_r5": {9539"n": 960,9540"ratio": 0.7632770646373782,9541"dm_p": 0.1201170996452199,9542"dm_stat": -1.55566754431538229543},9544"aparch11__normal__w1000_r5": {9545"n": 960,9546"ratio": 0.7917180871402053,9547"dm_p": 0.06815883087437227,9548"dm_stat": -1.8260149317749049549},9550"aparch11__skewt__w1000_r5": {9551"n": 960,9552"ratio": 0.7623802716068633,9553"dm_p": 0.19070014039123717,9554"dm_stat": -1.30943655739675289555},9556"aparch11__t__w1000_r5": {9557"n": 960,9558"ratio": 0.7158946448099149,9559"dm_p": 0.11052560455322252,9560"dm_stat": -1.59731199980030569561},9562"arch5__ged__w1000_r5": {9563"n": 960,9564"ratio": 1.0035905336259066,9565"dm_p": 0.9322078309450832,9566"dm_stat": 0.085089709875833619567},9568"arch5__normal__w1000_r5": {9569"n": 960,9570"ratio": 1.0914284036581532,9571"dm_p": 0.04401123330169471,9572"dm_stat": 2.0166418178575029573},9574"arch5__skewt__w1000_r5": {9575"n": 960,9576"ratio": 0.8557221791782699,9577"dm_p": 0.15110233605596768,9578"dm_stat": -1.43679524057233889579},9580"arch5__t__w1000_r5": {9581"n": 960,9582"ratio": 0.8561707727587601,9583"dm_p": 0.15448999014673367,9584"dm_stat": -1.42497427961606349585},9586"avgarch11__ged__w1000_r5": {9587"n": 960,9588"ratio": 0.928989838642636,9589"dm_p": 0.03179044070294535,9590"dm_stat": -2.15017996388424279591},9592"avgarch11__normal__w1000_r5": {9593"n": 960,9594"ratio": 1.0209265391212743,9595"dm_p": 0.813750341617901,9596"dm_stat": 0.23565546922730859597},9598"avgarch11__skewt__w1000_r5": {9599"n": 960,9600"ratio": 0.7893707563016004,9601"dm_p": 0.012122229437179114,9602"dm_stat": -2.5133438791341369603},9604"avgarch11__t__w1000_r5": {9605"n": 960,9606"ratio": 0.7882295521634552,9607"dm_p": 0.012840172792778212,9608"dm_stat": -2.49284432928070489609},9610"cgarch11__ged__w1000_r5": {9611"n": 960,9612"ratio": 0.875920077485767,9613"dm_p": 0.03898483930539037,9614"dm_stat": -2.06718216550034449615},9616"cgarch11__normal__w1000_r5": {9617"n": 960,9618"ratio": 0.9485539334113876,9619"dm_p": 0.06889551178563552,9620"dm_stat": -1.82115010783985139621},9622"cgarch11__skewt__w1000_r5": {9623"n": 960,9624"ratio": 0.750814522462792,9625"dm_p": 0.061885285578347174,9626"dm_stat": -1.86930283752350529627},9628"cgarch11__t__w1000_r5": {9629"n": 960,9630"ratio": 0.7482719911603691,9631"dm_p": 0.059819020930608396,9632"dm_stat": -1.88435651107905549633},9634"constvar__normal__w1000_r5": {9635"n": 960,9636"ratio": 3.4194040414251483,9637"dm_p": 0.13823958200839057,9638"dm_stat": 1.48361527416049479639},9640"egarch11__ged__w1000_r5": {9641"n": 960,9642"ratio": 0.7763353566055596,9643"dm_p": 0.012132909920829332,9644"dm_stat": -2.51303111359214849645},9646"egarch11__normal__w1000_r5": {9647"n": 960,9648"ratio": 0.8380196674525694,9649"dm_p": 0.0071461636939723055,9650"dm_stat": -2.69574200532934249651},9652"egarch11__skewt__w1000_r5": {9653"n": 960,9654"ratio": 0.6900509757294229,9655"dm_p": 0.020163595479393524,9656"dm_stat": -2.32717065827767889657},9658"egarch11__t__w1000_r5": {9659"n": 960,9660"ratio": 0.7253543654640059,9661"dm_p": 0.038951153857156244,9662"dm_stat": -2.06753911114165069663},9664"ewma094__normal__w1000_r5": {9665"n": 960,9666"ratio": 0.8452080273726846,9667"dm_p": 0.14114916451098586,9668"dm_stat": -1.47274039069045649669},9670"figarch11__ged__w1000_r5": {9671"n": 960,9672"ratio": 0.8810636469244341,9673"dm_p": 0.0070935589550849935,9674"dm_stat": -2.6982213932083689675},9676"figarch11__normal__w1000_r5": {9677"n": 960,9678"ratio": 0.9549501506551398,9679"dm_p": 0.5102578449944589,9680"dm_stat": -0.65868239850353299681},9682"figarch11__skewt__w1000_r5": {9683"n": 960,9684"ratio": 0.7279148616055722,9685"dm_p": 0.04971101461929318,9686"dm_stat": -1.96492715939675749687},9688"figarch11__t__w1000_r5": {9689"n": 960,9690"ratio": 0.725566767598226,9691"dm_p": 0.048272295666361986,9692"dm_stat": -1.97748963128479439693},9694"garch11__ged__w1000_r5": {9695"n": 960,9696"ratio": 0.901609338156671,9697"dm_p": 0.07537075266984172,9698"dm_stat": -1.78013299459153529699},9700"garch11__normal__w1000_r5": {9701"n": 960,9702"ratio": 1.0,9703"dm_p": 1.0,9704"dm_stat": 0.09705},9706"garch11__skewt__w1000_r5": {9707"n": 960,9708"ratio": 0.7763364563989645,9709"dm_p": 0.059063742484190156,9710"dm_stat": -1.8899669261190299711},9712"garch11__t__w1000_r5": {9713"n": 960,9714"ratio": 0.7737402320264792,9715"dm_p": 0.05734511335298342,9716"dm_stat": -1.90295919986847879717},9718"garch12__ged__w1000_r5": {9719"n": 960,9720"ratio": 0.8835197796266961,9721"dm_p": 0.0430188008837469,9722"dm_stat": -2.02621838633502949723},9724"garch12__normal__w1000_r5": {9725"n": 960,9726"ratio": 0.9900621447481966,9727"dm_p": 0.4755184753745457,9728"dm_stat": -0.71380980920890449729},9730"garch12__skewt__w1000_r5": {9731"n": 960,9732"ratio": 0.7743840330836642,9733"dm_p": 0.05718113304851941,9734"dm_stat": -1.90421570830041399735},9736"garch12__t__w1000_r5": {9737"n": 960,9738"ratio": 0.7722339495050963,9739"dm_p": 0.05593392893214653,9740"dm_stat": -1.91387203394513079741},9742"garch21__ged__w1000_r5": {9743"n": 960,9744"ratio": 0.8970187088302745,9745"dm_p": 0.049604548716301065,9746"dm_stat": -1.96584624548674369747},9748"garch21__normal__w1000_r5": {9749"n": 960,9750"ratio": 1.0131621491319083,9751"dm_p": 0.4481054544746774,9752"dm_stat": 0.7588889683224819753},9754"garch21__skewt__w1000_r5": {9755"n": 960,9756"ratio": 0.7785878671478839,9757"dm_p": 0.057424324415508037,9758"dm_stat": -1.90235331227185619759},9760"garch21__t__w1000_r5": {9761"n": 960,9762"ratio": 0.7756060603820423,9763"dm_p": 0.05588922183177713,9764"dm_stat": -1.91422149366905679765},9766"garchm11__ged__w1000_r5": {9767"n": 960,9768"ratio": 0.8497019915096203,9769"dm_p": 0.11547010722803044,9770"dm_stat": -1.57550338086802999771},9772"garchm11__normal__w1000_r5": {9773"n": 960,9774"ratio": 0.9876867991897139,9775"dm_p": 0.4161577580200938,9776"dm_stat": -0.81345742985079777},9778"garchm11__skewt__w1000_r5": {9779"n": 960,9780"ratio": 0.7430055771263728,9781"dm_p": 0.07614117661832422,9782"dm_stat": -1.77544712599118579783},9784"garchm11__t__w1000_r5": {9785"n": 960,9786"ratio": 0.7455595710790859,9787"dm_p": 0.07180432161830268,9788"dm_stat": -1.80234953513841679789},9790"garchx_rv11__normal__w1000_r5": {9791"n": 960,9792"ratio": 0.7302471739584754,9793"dm_p": 0.05974559010175387,9794"dm_stat": -1.88489938382286519795},9796"garchx_rv11__t__w1000_r5": {9797"n": 960,9798"ratio": 0.6634985470050438,9799"dm_p": 0.053669473136239154,9800"dm_stat": -1.9318732464991169801},9802"gas_t11__t__w1000_r5": {9803"n": 960,9804"ratio": 0.7700519192144688,9805"dm_p": 0.04983508409961028,9806"dm_stat": -1.96385819097621439807},9808"gjr11__ged__w1000_r5": {9809"n": 960,9810"ratio": 0.7474409848345152,9811"dm_p": 0.11312954009227592,9812"dm_stat": -1.58573305067959889813},9814"gjr11__normal__w1000_r5": {9815"n": 960,9816"ratio": 0.8200731993848653,9817"dm_p": 0.11503317321179707,9818"dm_stat": -1.57740055578018189819},9820"gjr11__skewt__w1000_r5": {9821"n": 960,9822"ratio": 0.6887415234605967,9823"dm_p": 0.08967066029186227,9824"dm_stat": -1.69885600889561779825},9826"gjr11__t__w1000_r5": {9827"n": 960,9828"ratio": 0.6818875519090808,9829"dm_p": 0.0868577826019016,9830"dm_stat": -1.7139677604872749831},9832"har_rv__empirical__w1000_r5": {9833"n": 960,9834"ratio": 15824687.88800807,9835"dm_p": 0.30582060330676214,9836"dm_stat": 1.02457824613979169837},9838"heavy11__normal__w1000_r5": {9839"n": 960,9840"ratio": 0.7329143036020443,9841"dm_p": 0.06157876584847454,9842"dm_stat": -1.8715093776859719843},9844"heavy11__t__w1000_r5": {9845"n": 960,9846"ratio": 0.6700465591438418,9847"dm_p": 0.056346386071274505,9848"dm_stat": -1.91065894284856479849},9850"histvar22__empirical__w1000_r5": {9851"n": 960,9852"ratio": 0.9958717421256282,9853"dm_p": 0.9610224869658468,9854"dm_stat": -0.0488832863595297659855},9856"histvar252__empirical__w1000_r5": {9857"n": 960,9858"ratio": 2.3441250363459227,9859"dm_p": 0.10458076485231364,9860"dm_stat": 1.62457957035302819861},9862"histvar66__empirical__w1000_r5": {9863"n": 960,9864"ratio": 1.4942432673621342,9865"dm_p": 0.08634629330311222,9866"dm_stat": 1.71675802680336049867},9868"igarch11__ged__w1000_r5": {9869"n": 960,9870"ratio": 0.7200320889161227,9871"dm_p": 0.1621240852458798,9872"dm_stat": -1.39904079911493329873},9874"igarch11__normal__w1000_r5": {9875"n": 960,9876"ratio": 0.7179388397510718,9877"dm_p": 0.16031245609742328,9878"dm_stat": -1.40510985182810139879},9880"igarch11__skewt__w1000_r5": {9881"n": 960,9882"ratio": 0.7498535579339463,9883"dm_p": 0.23535226013156202,9884"dm_stat": -1.18742954198672859885},9886"igarch11__t__w1000_r5": {9887"n": 960,9888"ratio": 0.7604099471449131,9889"dm_p": 0.2556548030633211,9890"dm_stat": -1.13740096227882339891},9892"loghar_rv__empirical__w1000_r5": {9893"n": 960,9894"ratio": 0.8574128310848046,9895"dm_p": 0.12414839965115906,9896"dm_stat": -1.5389416944125259897},9898"msgarch2__normal__w1000_r5": {9899"n": 960,9900"ratio": 0.8769939156880836,9901"dm_p": 0.04599479086532797,9902"dm_stat": -1.99803587871008479903},9904"msgarch2__t__w1000_r5": {9905"n": 960,9906"ratio": 0.7047485489473747,9907"dm_p": 0.0335040807697336,9908"dm_stat": -2.12905362060779929909},9910"nagarch11__ged__w1000_r5": {9911"n": 960,9912"ratio": 0.7473198300766408,9913"dm_p": 0.10939600025526362,9914"dm_stat": -1.60240219930370259915},9916"nagarch11__normal__w1000_r5": {9917"n": 960,9918"ratio": 0.770949975993559,9919"dm_p": 0.11788413632940224,9920"dm_stat": -1.56512229560314089921},9922"nagarch11__skewt__w1000_r5": {9923"n": 960,9924"ratio": 0.7038483262439529,9925"dm_p": 0.08639728230426962,9926"dm_stat": -1.71647927362103419927},9928"nagarch11__t__w1000_r5": {9929"n": 960,9930"ratio": 0.7114891679256153,9931"dm_p": 0.09539306503840597,9932"dm_stat": -1.66925583419651119933},9934"qgarch11__ged__w1000_r5": {9935"n": 960,9936"ratio": 0.7692596804988826,9937"dm_p": 0.057542015434186446,9938"dm_stat": -1.90145437454028289939},9940"qgarch11__normal__w1000_r5": {9941"n": 960,9942"ratio": 0.7918968128845586,9943"dm_p": 0.051778419785312016,9944"dm_stat": -1.94739947124957729945},9946"qgarch11__skewt__w1000_r5": {9947"n": 960,9948"ratio": 0.7150741040192049,9949"dm_p": 0.05019249582590573,9950"dm_stat": -1.96079121620320849951},9952"qgarch11__t__w1000_r5": {9953"n": 960,9954"ratio": 0.7149238274340345,9955"dm_p": 0.05099729315379785,9956"dm_stat": -1.95395174497666159957},9958"realgarch11__normal__w1000_r5": {9959"n": 960,9960"ratio": 1.037214916780762,9961"dm_p": 0.7832461602164507,9962"dm_stat": 0.275168368794044669963},9964"realgarch11__t__w1000_r5": {9965"n": 960,9966"ratio": 1.9090348635114203,9967"dm_p": 2.666875078421426e-05,9968"dm_stat": 4.220692393146219969},9970"rm2006__normal__w1000_r5": {9971"n": 960,9972"ratio": 0.795494079423668,9973"dm_p": 0.06942987701516438,9974"dm_stat": -1.8176480365519929975},9976"rm_rw__empirical__w1000_r5": {9977"n": 960,9978"ratio": 1.0530009558102111,9979"dm_p": 0.7993535237050678,9980"dm_stat": 0.254254409593553559981},9982"tarch11__ged__w1000_r5": {9983"n": 960,9984"ratio": 0.73358914549493,9985"dm_p": 0.05713623216767301,9986"dm_stat": -1.9045602873003999987},9988"tarch11__normal__w1000_r5": {9989"n": 960,9990"ratio": 0.756728613658239,9991"dm_p": 0.024425027105165014,9992"dm_stat": -2.2539399048613729993},9994"tarch11__skewt__w1000_r5": {9995"n": 960,9996"ratio": 0.6649820900530711,9997"dm_p": 0.04754250517637931,9998"dm_stat": -1.9839827745450299999},10000"tarch11__t__w1000_r5": {10001"n": 960,10002"ratio": 0.6859636191125994,10003"dm_p": 0.062450171850971105,10004"dm_stat": -1.865260017592357510005}10006},10007"vol_tercile=low": {10008"aparch11__ged__w1000_r5": {10009"n": 771,10010"ratio": 0.9770216432475768,10011"dm_p": 0.7131267601245646,10012"dm_stat": -0.3677955529225424610013},10014"aparch11__normal__w1000_r5": {10015"n": 771,10016"ratio": 0.959497382570329,10017"dm_p": 0.3269425233906802,10018"dm_stat": -0.980915470988441810019},10020"aparch11__skewt__w1000_r5": {10021"n": 771,10022"ratio": 0.9892540112450761,10023"dm_p": 0.8650684279066948,10024"dm_stat": -0.1699826539877248310025},10026"aparch11__t__w1000_r5": {10027"n": 771,10028"ratio": 0.9849136076542601,10029"dm_p": 0.8090330995896269,10030"dm_stat": -0.2417566493490340410031},10032"arch5__ged__w1000_r5": {10033"n": 771,10034"ratio": 1.1003098811134064,10035"dm_p": 0.04795306142965353,10036"dm_stat": 1.980943043962981810037},10038"arch5__normal__w1000_r5": {10039"n": 771,10040"ratio": 1.123641780702416,10041"dm_p": 0.025396021803433283,10042"dm_stat": 2.23968526150386710043},10044"arch5__skewt__w1000_r5": {10045"n": 771,10046"ratio": 1.1419555323811652,10047"dm_p": 0.008917750418726457,10048"dm_stat": 2.621863390004590710049},10050"arch5__t__w1000_r5": {10051"n": 771,10052"ratio": 1.1391931989866158,10053"dm_p": 0.009341221071812235,10054"dm_stat": 2.605868311483071410055},10056"avgarch11__ged__w1000_r5": {10057"n": 771,10058"ratio": 0.9794252969056422,10059"dm_p": 0.4219390775219501,10060"dm_stat": -0.803490794059908510061},10062"avgarch11__normal__w1000_r5": {10063"n": 771,10064"ratio": 0.9992791755106264,10065"dm_p": 0.9730028955457412,10066"dm_stat": -0.03385331365377467610067},10068"avgarch11__skewt__w1000_r5": {10069"n": 771,10070"ratio": 1.0012695082147884,10071"dm_p": 0.9624552978117363,10072"dm_stat": 0.0470880042057542410073},10074"avgarch11__t__w1000_r5": {10075"n": 771,10076"ratio": 1.0002541359602661,10077"dm_p": 0.9922361443004872,10078"dm_stat": 0.00973386379811396310079},10080"cgarch11__ged__w1000_r5": {10081"n": 771,10082"ratio": 1.0097167198515968,10083"dm_p": 0.7363510715399056,10084"dm_stat": 0.336811113368036610085},10086"cgarch11__normal__w1000_r5": {10087"n": 771,10088"ratio": 1.0324517971392781,10089"dm_p": 0.21092418843606783,10090"dm_stat": 1.252070963397869310091},10092"cgarch11__skewt__w1000_r5": {10093"n": 771,10094"ratio": 1.0089565087912393,10095"dm_p": 0.7841311874375356,10096"dm_stat": 0.2740350426450075510097},10098"cgarch11__t__w1000_r5": {10099"n": 771,10100"ratio": 1.0104710713878295,10101"dm_p": 0.7467842386488177,10102"dm_stat": 0.322998276456411610103},10104"constvar__normal__w1000_r5": {10105"n": 771,10106"ratio": 1.6069688251362557,10107"dm_p": 4.0950132088077515e-05,10108"dm_stat": 4.12591702458155510109},10110"egarch11__ged__w1000_r5": {10111"n": 771,10112"ratio": 1.0008676254115387,10113"dm_p": 0.9902098287228976,10114"dm_stat": 0.01227445314150794210115},10116"egarch11__normal__w1000_r5": {10117"n": 771,10118"ratio": 0.9964294029638706,10119"dm_p": 0.9537031936884549,10120"dm_stat": -0.0580759564157399810121},10122"egarch11__skewt__w1000_r5": {10123"n": 771,10124"ratio": 1.0625583582936118,10125"dm_p": 0.4225115424298993,10126"dm_stat": 0.802499757130456410127},10128"egarch11__t__w1000_r5": {10129"n": 771,10130"ratio": 1.0555621931607353,10131"dm_p": 0.48266261334463145,10132"dm_stat": 0.702366952037558810133},10134"ewma094__normal__w1000_r5": {10135"n": 771,10136"ratio": 1.4027039929686518,10137"dm_p": 0.036950119858216376,10138"dm_stat": 2.089946701460788410139},10140"figarch11__ged__w1000_r5": {10141"n": 771,10142"ratio": 0.9954307466817309,10143"dm_p": 0.9268541442094078,10144"dm_stat": -0.0918335865067332910145},10146"figarch11__normal__w1000_r5": {10147"n": 771,10148"ratio": 1.0002451338456677,10149"dm_p": 0.9955114549918409,10150"dm_stat": 0.00562741342996008810151},10152"figarch11__skewt__w1000_r5": {10153"n": 771,10154"ratio": 1.050944681526347,10155"dm_p": 0.24227943787049722,10156"dm_stat": 1.170207737512968210157},10158"figarch11__t__w1000_r5": {10159"n": 771,10160"ratio": 1.057448946685447,10161"dm_p": 0.19642126925523856,10162"dm_stat": 1.292935190050670310163},10164"garch11__ged__w1000_r5": {10165"n": 771,10166"ratio": 0.9914157518283023,10167"dm_p": 0.5759632319522706,10168"dm_stat": -0.559529333494453210169},10170"garch11__normal__w1000_r5": {10171"n": 771,10172"ratio": 1.0,10173"dm_p": 1.0,10174"dm_stat": 0.010175},10176"garch11__skewt__w1000_r5": {10177"n": 771,10178"ratio": 1.0160294468895528,10179"dm_p": 0.2675914431231095,10180"dm_stat": 1.109429185872321810181},10182"garch11__t__w1000_r5": {10183"n": 771,10184"ratio": 1.015763827456599,10185"dm_p": 0.2764831827249943,10186"dm_stat": 1.08902589632390510187},10188"garch12__ged__w1000_r5": {10189"n": 771,10190"ratio": 0.9915207863465353,10191"dm_p": 0.6347042272731929,10192"dm_stat": -0.475305232158596410193},10194"garch12__normal__w1000_r5": {10195"n": 771,10196"ratio": 0.9983357275475625,10197"dm_p": 0.6898516301463077,10198"dm_stat": -0.399206659277945110199},10200"garch12__skewt__w1000_r5": {10201"n": 771,10202"ratio": 1.0144145626333634,10203"dm_p": 0.3473344189177059,10204"dm_stat": 0.94034714734889610205},10206"garch12__t__w1000_r5": {10207"n": 771,10208"ratio": 1.0141549061711892,10209"dm_p": 0.36101648477067455,10210"dm_stat": 0.913974231776527810211},10212"garch21__ged__w1000_r5": {10213"n": 771,10214"ratio": 0.9910360423505183,10215"dm_p": 0.5548485048949595,10216"dm_stat": -0.590769089838005110217},10218"garch21__normal__w1000_r5": {10219"n": 771,10220"ratio": 1.0000910609755744,10221"dm_p": 0.8824295411468737,10222"dm_stat": 0.1479391247031143510223},10224"garch21__skewt__w1000_r5": {10225"n": 771,10226"ratio": 1.0155667630798382,10227"dm_p": 0.2874690031757625,10228"dm_stat": 1.064426951885237610229},10230"garch21__t__w1000_r5": {10231"n": 771,10232"ratio": 1.0152992331592503,10233"dm_p": 0.2956798774384561,10234"dm_stat": 1.046453937112607410235},10236"garchm11__ged__w1000_r5": {10237"n": 771,10238"ratio": 0.9992938596121643,10239"dm_p": 0.9705270078514835,10240"dm_stat": -0.0369593363855811310241},10242"garchm11__normal__w1000_r5": {10243"n": 771,10244"ratio": 1.0004306047593354,10245"dm_p": 0.8862333139400058,10246"dm_stat": 0.1431194165271342810247},10248"garchm11__skewt__w1000_r5": {10249"n": 771,10250"ratio": 1.0233770932959496,10251"dm_p": 0.09004493530945568,10252"dm_stat": 1.697295338306851210253},10254"garchm11__t__w1000_r5": {10255"n": 771,10256"ratio": 1.0214512469006318,10257"dm_p": 0.12258076543510138,10258"dm_stat": 1.545729571009417410259},10260"garchx_rv11__normal__w1000_r5": {10261"n": 771,10262"ratio": 0.9728816288160904,10263"dm_p": 0.6333242254848651,10264"dm_stat": -0.4772434135989203610265},10266"garchx_rv11__t__w1000_r5": {10267"n": 771,10268"ratio": 0.97239512359625,10269"dm_p": 0.6250672154549338,10270"dm_stat": -0.488878096755341910271},10272"gas_t11__t__w1000_r5": {10273"n": 771,10274"ratio": 1.0047590155938333,10275"dm_p": 0.8874767828522577,10276"dm_stat": 0.1415445613265494410277},10278"gjr11__ged__w1000_r5": {10279"n": 771,10280"ratio": 0.9980374611225774,10281"dm_p": 0.9613429655725123,10282"dm_stat": -0.04848415395982915610283},10284"gjr11__normal__w1000_r5": {10285"n": 771,10286"ratio": 0.9992500553201071,10287"dm_p": 0.9825641362557991,10288"dm_stat": -0.0218614541668384810289},10290"gjr11__skewt__w1000_r5": {10291"n": 771,10292"ratio": 1.0156386379041868,10293"dm_p": 0.7136279035933736,10294"dm_stat": 0.3671233209749761310295},10296"gjr11__t__w1000_r5": {10297"n": 771,10298"ratio": 1.0148027633747094,10299"dm_p": 0.7274704887540897,10300"dm_stat": 0.3486192279398054310301},10302"har_rv__empirical__w1000_r5": {10303"n": 771,10304"ratio": 1.1023785791690999,10305"dm_p": 0.12987829810289317,10306"dm_stat": 1.516203535071544610307},10308"heavy11__normal__w1000_r5": {10309"n": 771,10310"ratio": 0.97563606300604,10311"dm_p": 0.670285415123533,10312"dm_stat": -0.4259196596267073610313},10314"heavy11__t__w1000_r5": {10315"n": 771,10316"ratio": 0.9744507447700623,10317"dm_p": 0.6517541882691736,10318"dm_stat": -0.451503017541911910319},10320"histvar22__empirical__w1000_r5": {10321"n": 771,10322"ratio": 1.9448598161123707,10323"dm_p": 0.007020849736505725,10324"dm_stat": 2.70310834818869310325},10326"histvar252__empirical__w1000_r5": {10327"n": 771,10328"ratio": 1.2151708049475862,10329"dm_p": 0.022392927413013703,10330"dm_stat": 2.288253065400401610331},10332"histvar66__empirical__w1000_r5": {10333"n": 771,10334"ratio": 1.3813854556807492,10335"dm_p": 0.017610937745072594,10336"dm_stat": 2.37882177724458210337},10338"igarch11__ged__w1000_r5": {10339"n": 771,10340"ratio": 1.114902965964879,10341"dm_p": 0.02973046227280115,10342"dm_stat": 2.17771035222537710343},10344"igarch11__normal__w1000_r5": {10345"n": 771,10346"ratio": 1.1498231576374889,10347"dm_p": 0.0023470161276616876,10348"dm_stat": 3.05255967346233710349},10350"igarch11__skewt__w1000_r5": {10351"n": 771,10352"ratio": 1.1783869933095166,10353"dm_p": 0.0008497648665861433,10354"dm_stat": 3.349239213165611210355},10356"igarch11__t__w1000_r5": {10357"n": 771,10358"ratio": 1.1773324828739884,10359"dm_p": 0.0007158242934237895,10360"dm_stat": 3.397169659325133510361},10362"loghar_rv__empirical__w1000_r5": {10363"n": 771,10364"ratio": 0.8709823312070689,10365"dm_p": 0.012391026661453253,10366"dm_stat": -2.50671126326645410367},10368"msgarch2__normal__w1000_r5": {10369"n": 771,10370"ratio": 1.0185832042661154,10371"dm_p": 0.20173714209525392,10372"dm_stat": 1.277708952582706110373},10374"msgarch2__t__w1000_r5": {10375"n": 771,10376"ratio": 1.1199046496014904,10377"dm_p": 0.21727717772188104,10378"dm_stat": 1.234811927074115110379},10380"nagarch11__ged__w1000_r5": {10381"n": 771,10382"ratio": 1.0023594143577756,10383"dm_p": 0.9710941302549131,10384"dm_stat": 0.0362478459396758710385},10386"nagarch11__normal__w1000_r5": {10387"n": 771,10388"ratio": 0.9922064616890718,10389"dm_p": 0.898889120386217,10390"dm_stat": -0.127106716441059210391},10392"nagarch11__skewt__w1000_r5": {10393"n": 771,10394"ratio": 1.0005639343022898,10395"dm_p": 0.9926043565827333,10396"dm_stat": 0.0092722074056879810397},10398"nagarch11__t__w1000_r5": {10399"n": 771,10400"ratio": 0.9988570933186742,10401"dm_p": 0.9849500132311034,10402"dm_stat": -0.0188696075058079810403},10404"qgarch11__ged__w1000_r5": {10405"n": 771,10406"ratio": 0.9683733845883403,10407"dm_p": 0.5320868638998997,10408"dm_stat": -0.62510573705323510409},10410"qgarch11__normal__w1000_r5": {10411"n": 771,10412"ratio": 0.9794617491269635,10413"dm_p": 0.700540263252106,10414"dm_stat": -0.3847346432349733610415},10416"qgarch11__skewt__w1000_r5": {10417"n": 771,10418"ratio": 0.9731066748365115,10419"dm_p": 0.5591372753208474,10420"dm_stat": -0.584377877565626310421},10422"qgarch11__t__w1000_r5": {10423"n": 771,10424"ratio": 0.9716358268607304,10425"dm_p": 0.5361927367658563,10426"dm_stat": -0.618858315857567610427},10428"realgarch11__normal__w1000_r5": {10429"n": 771,10430"ratio": 0.8955684296787316,10431"dm_p": 0.04409586958171565,10432"dm_stat": -2.016486380274614510433},10434"realgarch11__t__w1000_r5": {10435"n": 771,10436"ratio": 3.3239657245748346,10437"dm_p": 1.7468441411237874e-07,10438"dm_stat": 5.27281786860933110439},10440"rm2006__normal__w1000_r5": {10441"n": 771,10442"ratio": 1.105723352342469,10443"dm_p": 0.362431730599528,10444"dm_stat": 0.911282512634546110445},10446"rm_rw__empirical__w1000_r5": {10447"n": 771,10448"ratio": 1.903546292671609,10449"dm_p": 1.7317159908040308e-06,10450"dm_stat": 4.81976870886966210451},10452"tarch11__ged__w1000_r5": {10453"n": 771,10454"ratio": 0.9684418328160466,10455"dm_p": 0.5707856378505831,10456"dm_stat": -0.567138121869206910457},10458"tarch11__normal__w1000_r5": {10459"n": 771,10460"ratio": 0.9686475549132256,10461"dm_p": 0.49457341988714,10462"dm_stat": -0.683378272427931110463},10464"tarch11__skewt__w1000_r5": {10465"n": 771,10466"ratio": 0.9830062486126847,10467"dm_p": 0.7639224545750068,10468"dm_stat": -0.3004402603805677610469},10470"tarch11__t__w1000_r5": {10471"n": 771,10472"ratio": 0.9798577474964113,10473"dm_p": 0.7195865057617087,10474"dm_stat": -0.359143092129419710475}10476},10477"vol_tercile=mid": {10478"aparch11__ged__w1000_r5": {10479"n": 987,10480"ratio": 0.9155499269197452,10481"dm_p": 0.22637759101464502,10482"dm_stat": -1.210498930032413210483},10484"aparch11__normal__w1000_r5": {10485"n": 987,10486"ratio": 0.9172242519753311,10487"dm_p": 0.18768814743161447,10488"dm_stat": -1.318363521705355310489},10490"aparch11__skewt__w1000_r5": {10491"n": 987,10492"ratio": 1.0661193883801825,10493"dm_p": 0.6812507123973248,10494"dm_stat": 0.4108787638838407610495},10496"aparch11__t__w1000_r5": {10497"n": 987,10498"ratio": 0.9268750280612343,10499"dm_p": 0.3242727213636818,10500"dm_stat": -0.986208552766960410501},10502"arch5__ged__w1000_r5": {10503"n": 987,10504"ratio": 1.0009198922054896,10505"dm_p": 0.9763722666280664,10506"dm_stat": 0.0296248186716452310507},10508"arch5__normal__w1000_r5": {10509"n": 987,10510"ratio": 1.0126344860801426,10511"dm_p": 0.6876225805182112,10512"dm_stat": 0.4022019480156287510513},10514"arch5__skewt__w1000_r5": {10515"n": 987,10516"ratio": 1.0257576066059142,10517"dm_p": 0.48545841618336333,10518"dm_stat": 0.697813400531126710519},10520"arch5__t__w1000_r5": {10521"n": 987,10522"ratio": 1.0267118544332534,10523"dm_p": 0.4653278089062468,10524"dm_stat": 0.730385944090211710525},10526"avgarch11__ged__w1000_r5": {10527"n": 987,10528"ratio": 0.959841632089473,10529"dm_p": 0.1616729238776313,10530"dm_stat": -1.400517796020891410531},10532"avgarch11__normal__w1000_r5": {10533"n": 987,10534"ratio": 0.9812121620813155,10535"dm_p": 0.5262329455284852,10536"dm_stat": -0.633992222915732510537},10538"avgarch11__skewt__w1000_r5": {10539"n": 987,10540"ratio": 0.9733696654355841,10541"dm_p": 0.4186965963386308,10542"dm_stat": -0.809023854629914310543},10544"avgarch11__t__w1000_r5": {10545"n": 987,10546"ratio": 0.9761337744237296,10547"dm_p": 0.46415072768234944,10548"dm_stat": -0.732314396833408510549},10550"cgarch11__ged__w1000_r5": {10551"n": 987,10552"ratio": 0.9853581945743117,10553"dm_p": 0.6777511111638758,10554"dm_stat": -0.4156574669902775610555},10556"cgarch11__normal__w1000_r5": {10557"n": 987,10558"ratio": 1.0033633718447474,10559"dm_p": 0.9087270878606538,10560"dm_stat": 0.1146737249888917910561},10562"cgarch11__skewt__w1000_r5": {10563"n": 987,10564"ratio": 0.9848850657963653,10565"dm_p": 0.7391634042055567,10566"dm_stat": -0.3330552205069937710567},10568"cgarch11__t__w1000_r5": {10569"n": 987,10570"ratio": 0.9834875739797551,10571"dm_p": 0.7142515777886295,10572"dm_stat": -0.366257411227107410573},10574"constvar__normal__w1000_r5": {10575"n": 987,10576"ratio": 1.4260592865378272,10577"dm_p": 0.0005269630015373958,10578"dm_stat": 3.47813892992909110579},10580"egarch11__ged__w1000_r5": {10581"n": 987,10582"ratio": 0.9215621709789387,10583"dm_p": 0.23250449880697763,10584"dm_stat": -1.194666881460957810585},10586"egarch11__normal__w1000_r5": {10587"n": 987,10588"ratio": 0.9353910892329514,10589"dm_p": 0.297301409648171,10590"dm_stat": -1.042789476326886310591},10592"egarch11__skewt__w1000_r5": {10593"n": 987,10594"ratio": 0.919734011113042,10595"dm_p": 0.24602138735066753,10596"dm_stat": -1.16075773294671110597},10598"egarch11__t__w1000_r5": {10599"n": 987,10600"ratio": 0.9354130315277238,10601"dm_p": 0.3569982195169528,10602"dm_stat": -0.921531890310781110603},10604"ewma094__normal__w1000_r5": {10605"n": 987,10606"ratio": 1.177735668153394,10607"dm_p": 0.03649354977376616,10608"dm_stat": 2.09423857479827810609},10610"figarch11__ged__w1000_r5": {10611"n": 987,10612"ratio": 1.0050253537792302,10613"dm_p": 0.8984019570720723,10614"dm_stat": 0.1277132355043426610615},10616"figarch11__normal__w1000_r5": {10617"n": 987,10618"ratio": 1.0104417830299026,10619"dm_p": 0.7695500100795027,10620"dm_stat": 0.2930442235306131610621},10622"figarch11__skewt__w1000_r5": {10623"n": 987,10624"ratio": 1.042322813743784,10625"dm_p": 0.40790486568898027,10626"dm_stat": 0.827939930312945910627},10628"figarch11__t__w1000_r5": {10629"n": 987,10630"ratio": 1.0395189035312185,10631"dm_p": 0.42927588982245957,10632"dm_stat": 0.790757121751379610633},10634"garch11__ged__w1000_r5": {10635"n": 987,10636"ratio": 0.9791875770388694,10637"dm_p": 0.10765842567206359,10638"dm_stat": -1.610272608738772910639},10640"garch11__normal__w1000_r5": {10641"n": 987,10642"ratio": 1.0,10643"dm_p": 1.0,10644"dm_stat": 0.010645},10646"garch11__skewt__w1000_r5": {10647"n": 987,10648"ratio": 0.9823126179551469,10649"dm_p": 0.5492876509709195,10650"dm_stat": -0.59903424551400110651},10652"garch11__t__w1000_r5": {10653"n": 987,10654"ratio": 0.98437868787835,10655"dm_p": 0.591914869376542,10656"dm_stat": -0.536238226984785810657},10658"garch12__ged__w1000_r5": {10659"n": 987,10660"ratio": 0.9965889174475578,10661"dm_p": 0.8726242259970849,10662"dm_stat": -0.160367768354354110663},10664"garch12__normal__w1000_r5": {10665"n": 987,10666"ratio": 1.010337178818349,10667"dm_p": 0.5353081064587142,10668"dm_stat": 0.620141223856064610669},10670"garch12__skewt__w1000_r5": {10671"n": 987,10672"ratio": 1.000957534194193,10673"dm_p": 0.9784890352887071,10674"dm_stat": 0.02697010531761286410675},10676"garch12__t__w1000_r5": {10677"n": 987,10678"ratio": 1.0029242487149594,10679"dm_p": 0.9339331920337812,10680"dm_stat": 0.082918476988409410681},10682"garch21__ged__w1000_r5": {10683"n": 987,10684"ratio": 0.9716855714144659,10685"dm_p": 0.07790086699168318,10686"dm_stat": -1.764836051803600610687},10688"garch21__normal__w1000_r5": {10689"n": 987,10690"ratio": 0.9964455749987986,10691"dm_p": 0.6909341391197031,10692"dm_stat": -0.397704453487250210693},10694"garch21__skewt__w1000_r5": {10695"n": 987,10696"ratio": 0.971692082335478,10697"dm_p": 0.3622601726264984,10698"dm_stat": -0.911489744115718710699},10700"garch21__t__w1000_r5": {10701"n": 987,10702"ratio": 0.9731422458862083,10703"dm_p": 0.3851418961560274,10704"dm_stat": -0.868847658143495510705},10706"garchm11__ged__w1000_r5": {10707"n": 987,10708"ratio": 0.9983434563509279,10709"dm_p": 0.9361017293658243,10710"dm_stat": -0.0801908634804461610711},10712"garchm11__normal__w1000_r5": {10713"n": 987,10714"ratio": 1.01256102497122,10715"dm_p": 0.44914880812060415,10716"dm_stat": 0.757136779552297910717},10718"garchm11__skewt__w1000_r5": {10719"n": 987,10720"ratio": 1.0043723423452153,10721"dm_p": 0.9006625876295641,10722"dm_stat": 0.1248565244634350510723},10724"garchm11__t__w1000_r5": {10725"n": 987,10726"ratio": 1.0048184030584326,10727"dm_p": 0.8858507908926223,10728"dm_stat": 0.1435935296055560210729},10730"garchx_rv11__normal__w1000_r5": {10731"n": 987,10732"ratio": 0.9595681501442527,10733"dm_p": 0.45446755972245617,10734"dm_stat": -0.74828359608241910735},10736"garchx_rv11__t__w1000_r5": {10737"n": 987,10738"ratio": 0.9669790787576258,10739"dm_p": 0.5733338267404663,10740"dm_stat": -0.563336534286591410741},10742"gas_t11__t__w1000_r5": {10743"n": 987,10744"ratio": 0.9507574798857938,10745"dm_p": 0.15982475027458945,10746"dm_stat": -1.406722646616422910747},10748"gjr11__ged__w1000_r5": {10749"n": 987,10750"ratio": 0.9604559320300158,10751"dm_p": 0.4852947342596956,10752"dm_stat": -0.698075236938515510753},10754"gjr11__normal__w1000_r5": {10755"n": 987,10756"ratio": 0.9832960795789459,10757"dm_p": 0.7382132527800903,10758"dm_stat": -0.334314622726634810759},10760"gjr11__skewt__w1000_r5": {10761"n": 987,10762"ratio": 0.9577728679150689,10763"dm_p": 0.4805650172658912,10764"dm_stat": -0.705662034026573610765},10766"gjr11__t__w1000_r5": {10767"n": 987,10768"ratio": 0.9573497377485186,10769"dm_p": 0.4751976411316906,10770"dm_stat": -0.714321220943706310771},10772"har_rv__empirical__w1000_r5": {10773"n": 987,10774"ratio": 1.0109341598833523,10775"dm_p": 0.8351173895964423,10776"dm_stat": 0.208197971318697510777},10778"heavy11__normal__w1000_r5": {10779"n": 987,10780"ratio": 0.9584392558471063,10781"dm_p": 0.4436167081723884,10782"dm_stat": -0.766408523613486310783},10784"heavy11__t__w1000_r5": {10785"n": 987,10786"ratio": 0.9672378607089945,10787"dm_p": 0.5742674913000156,10788"dm_stat": -0.56196513719870710789},10790"histvar22__empirical__w1000_r5": {10791"n": 987,10792"ratio": 1.4590977253878794,10793"dm_p": 0.000320037001493088,10794"dm_stat": 3.61128487673804410795},10796"histvar252__empirical__w1000_r5": {10797"n": 987,10798"ratio": 1.3159750819676652,10799"dm_p": 0.0028750862568586314,10800"dm_stat": 2.988275273958772310801},10802"histvar66__empirical__w1000_r5": {10803"n": 987,10804"ratio": 1.2834529161613455,10805"dm_p": 0.017414334701042013,10806"dm_stat": 2.38185920704671910807},10808"igarch11__ged__w1000_r5": {10809"n": 987,10810"ratio": 1.187291569364631,10811"dm_p": 0.004250121335261755,10812"dm_stat": 2.86563943465893310813},10814"igarch11__normal__w1000_r5": {10815"n": 987,10816"ratio": 1.2299927137205584,10817"dm_p": 0.00013225211745393763,10818"dm_stat": 3.83740752442194510819},10820"igarch11__skewt__w1000_r5": {10821"n": 987,10822"ratio": 1.2724722815528262,10823"dm_p": 0.00017345830012538787,10824"dm_stat": 3.7692551298855510825},10826"igarch11__t__w1000_r5": {10827"n": 987,10828"ratio": 1.2998757092614912,10829"dm_p": 5.7272246600139184e-05,10830"dm_stat": 4.04138310905300610831},10832"loghar_rv__empirical__w1000_r5": {10833"n": 987,10834"ratio": 0.9096090762287309,10835"dm_p": 0.09570726918559652,10836"dm_stat": -1.66762730919558210837},10838"msgarch2__normal__w1000_r5": {10839"n": 987,10840"ratio": 0.9813118688676676,10841"dm_p": 0.5698295315940782,10842"dm_stat": -0.568493257117772510843},10844"msgarch2__t__w1000_r5": {10845"n": 987,10846"ratio": 0.9947959797363133,10847"dm_p": 0.9306995071988635,10848"dm_stat": -0.0869869999335594210849},10850"nagarch11__ged__w1000_r5": {10851"n": 987,10852"ratio": 0.9133796255198565,10853"dm_p": 0.1731745449848743,10854"dm_stat": -1.363060758371133410855},10856"nagarch11__normal__w1000_r5": {10857"n": 987,10858"ratio": 0.9125848437964055,10859"dm_p": 0.13012925024516553,10860"dm_stat": -1.514856443342065310861},10862"nagarch11__skewt__w1000_r5": {10863"n": 987,10864"ratio": 0.915115399893661,10865"dm_p": 0.20730648368149202,10866"dm_stat": -1.26183525437369210867},10868"nagarch11__t__w1000_r5": {10869"n": 987,10870"ratio": 0.9187527335550716,10871"dm_p": 0.23128868955103518,10872"dm_stat": -1.19778471740417610873},10874"qgarch11__ged__w1000_r5": {10875"n": 987,10876"ratio": 0.9331908304873593,10877"dm_p": 0.22369477904990775,10878"dm_stat": -1.217527759756408710879},10880"qgarch11__normal__w1000_r5": {10881"n": 987,10882"ratio": 0.9597352562170384,10883"dm_p": 0.46481005555553956,10884"dm_stat": -0.731233862068709810885},10886"qgarch11__skewt__w1000_r5": {10887"n": 987,10888"ratio": 0.9199430279678157,10889"dm_p": 0.15977609477716073,10890"dm_stat": -1.40688672926029910891},10892"qgarch11__t__w1000_r5": {10893"n": 987,10894"ratio": 0.9186086567367534,10895"dm_p": 0.1529390137676493,10896"dm_stat": -1.43033042768616410897},10898"realgarch11__normal__w1000_r5": {10899"n": 987,10900"ratio": 0.9008286703533905,10901"dm_p": 0.047205700593427116,10902"dm_stat": -1.98693762957559910903},10904"realgarch11__t__w1000_r5": {10905"n": 987,10906"ratio": 2.80500161521948,10907"dm_p": 1.0427149928126863e-05,10908"dm_stat": 4.43106077388423110909},10910"rm2006__normal__w1000_r5": {10911"n": 987,10912"ratio": 1.0337812531751382,10913"dm_p": 0.5205837318967187,10914"dm_stat": 0.642676054455334710915},10916"rm_rw__empirical__w1000_r5": {10917"n": 987,10918"ratio": 1.9184785909785125,10919"dm_p": 2.5764965209705673e-07,10920"dm_stat": 5.18825277064022810921},10922"tarch11__ged__w1000_r5": {10923"n": 987,10924"ratio": 0.9245335893038242,10925"dm_p": 0.25224228072790283,10926"dm_stat": -1.145591265857577510927},10928"tarch11__normal__w1000_r5": {10929"n": 987,10930"ratio": 0.9370254123989497,10931"dm_p": 0.2816649077969921,10932"dm_stat": -1.077176466561633210933},10934"tarch11__skewt__w1000_r5": {10935"n": 987,10936"ratio": 0.9288925915249437,10937"dm_p": 0.3104531098078411,10938"dm_stat": -1.014793728150125110939},10940"tarch11__t__w1000_r5": {10941"n": 987,10942"ratio": 0.9109352289249029,10943"dm_p": 0.2167010132148834,10944"dm_stat": -1.236139752265132510945}10946},10947"vol_tercile66=high": {10948"aparch11__ged__w1000_r5": {10949"n": 1115,10950"ratio": 0.8098003487319735,10951"dm_p": 0.15436206559332663,10952"dm_stat": -1.425260360821685410953},10954"aparch11__normal__w1000_r5": {10955"n": 1115,10956"ratio": 0.8320913481733561,10957"dm_p": 0.09898030400618102,10958"dm_stat": -1.651196502757708510959},10960"aparch11__skewt__w1000_r5": {10961"n": 1115,10962"ratio": 0.8940017088978393,10963"dm_p": 0.5663199799319446,10964"dm_stat": -0.573650707986927910965},10966"aparch11__t__w1000_r5": {10967"n": 1115,10968"ratio": 0.7712035724483752,10969"dm_p": 0.1384313047787291,10970"dm_stat": -1.482721291335900710971},10972"arch5__ged__w1000_r5": {10973"n": 1115,10974"ratio": 1.0126254182370775,10975"dm_p": 0.7448154123514433,10976"dm_stat": 0.325563972707856410977},10978"arch5__normal__w1000_r5": {10979"n": 1115,10980"ratio": 1.095313996009467,10981"dm_p": 0.02543581989848549,10982"dm_stat": 2.237728653895690610983},10984"arch5__skewt__w1000_r5": {10985"n": 1115,10986"ratio": 0.8834231643682194,10987"dm_p": 0.18134632546170495,10988"dm_stat": -1.337457557754380610989},10990"arch5__t__w1000_r5": {10991"n": 1115,10992"ratio": 0.8843735908729389,10993"dm_p": 0.18765098764662363,10994"dm_stat": -1.318369470149662710995},10996"avgarch11__ged__w1000_r5": {10997"n": 1115,10998"ratio": 0.9238769824505894,10999"dm_p": 0.017086615412910407,11000"dm_stat": -2.388422842286920511001},11002"avgarch11__normal__w1000_r5": {11003"n": 1115,11004"ratio": 1.014692633161852,11005"dm_p": 0.856744493748235,11006"dm_stat": 0.1805616598495031211007},11008"avgarch11__skewt__w1000_r5": {11009"n": 1115,11010"ratio": 0.7997460716784129,11011"dm_p": 0.006152580269763878,11012"dm_stat": -2.744775136537039611013},11014"avgarch11__t__w1000_r5": {11015"n": 1115,11016"ratio": 0.7998449730877332,11017"dm_p": 0.007045466792073354,11018"dm_stat": -2.69969209991297211019},11020"cgarch11__ged__w1000_r5": {11021"n": 1115,11022"ratio": 0.8882539138119191,11023"dm_p": 0.04342245789487535,11024"dm_stat": -2.02192798327586611025},11026"cgarch11__normal__w1000_r5": {11027"n": 1115,11028"ratio": 0.9505152832955477,11029"dm_p": 0.09254509940523263,11030"dm_stat": -1.683569324526215511031},11032"cgarch11__skewt__w1000_r5": {11033"n": 1115,11034"ratio": 0.783171825521976,11035"dm_p": 0.06672350354024473,11036"dm_stat": -1.835328469621745611037},11038"cgarch11__t__w1000_r5": {11039"n": 1115,11040"ratio": 0.7813165916945247,11041"dm_p": 0.06530703517815144,11042"dm_stat": -1.8449711436465711043},11044"constvar__normal__w1000_r5": {11045"n": 1115,11046"ratio": 3.243388920735147,11047"dm_p": 0.14118710115995642,11048"dm_stat": 1.472430566479583611049},11050"egarch11__ged__w1000_r5": {11051"n": 1115,11052"ratio": 0.806014205605225,11053"dm_p": 0.014118659426205219,11054"dm_stat": -2.45810411306923611055},11056"egarch11__normal__w1000_r5": {11057"n": 1115,11058"ratio": 0.8611933978931815,11059"dm_p": 0.014739654999798108,11060"dm_stat": -2.44252117050136311061},11062"egarch11__skewt__w1000_r5": {11063"n": 1115,11064"ratio": 0.7291045789124585,11065"dm_p": 0.0198929629620676,11066"dm_stat": -2.33172050412331211067},11068"egarch11__t__w1000_r5": {11069"n": 1115,11070"ratio": 0.7830079163665404,11071"dm_p": 0.06128042254055609,11072"dm_stat": -1.87335953238141311073},11074"ewma094__normal__w1000_r5": {11075"n": 1115,11076"ratio": 0.846881972847382,11077"dm_p": 0.10666722354288938,11078"dm_stat": -1.614661379422941211079},11080"figarch11__ged__w1000_r5": {11081"n": 1115,11082"ratio": 0.8760999248109942,11083"dm_p": 0.004590717647654558,11084"dm_stat": -2.84018964621425911085},11086"figarch11__normal__w1000_r5": {11087"n": 1115,11088"ratio": 0.9447339553046726,11089"dm_p": 0.36759725410779037,11090"dm_stat": -0.901349674119834611091},11092"figarch11__skewt__w1000_r5": {11093"n": 1115,11094"ratio": 0.7587196377569065,11095"dm_p": 0.050915906715031475,11096"dm_stat": -1.954297816337627711097},11098"figarch11__t__w1000_r5": {11099"n": 1115,11100"ratio": 0.7565812219096495,11101"dm_p": 0.04957016054211949,11102"dm_stat": -1.9657967952192611103},11104"garch11__ged__w1000_r5": {11105"n": 1115,11106"ratio": 0.9040586744332397,11107"dm_p": 0.048317420606870866,11108"dm_stat": -1.976739176834182711109},11110"garch11__normal__w1000_r5": {11111"n": 1115,11112"ratio": 1.0,11113"dm_p": 1.0,11114"dm_stat": 0.011115},11116"garch11__skewt__w1000_r5": {11117"n": 1115,11118"ratio": 0.7921724536068729,11119"dm_p": 0.04324037784926007,11120"dm_stat": -2.023690371819128611121},11122"garch11__t__w1000_r5": {11123"n": 1115,11124"ratio": 0.7907866976900045,11125"dm_p": 0.043015328930050396,11126"dm_stat": -2.025877362542354711127},11128"garch12__ged__w1000_r5": {11129"n": 1115,11130"ratio": 0.8832984529031157,11131"dm_p": 0.021920875404051517,11132"dm_stat": -2.294955894300134211133},11134"garch12__normal__w1000_r5": {11135"n": 1115,11136"ratio": 0.9891482076409217,11137"dm_p": 0.4157348981009414,11138"dm_stat": -0.814146717143781111139},11140"garch12__skewt__w1000_r5": {11141"n": 1115,11142"ratio": 0.7889379072795958,11143"dm_p": 0.04054086518001125,11144"dm_stat": -2.05058596091642411145},11146"garch12__t__w1000_r5": {11147"n": 1115,11148"ratio": 0.7877597285330902,11149"dm_p": 0.040460648231267146,11150"dm_stat": -2.05140814826974811151},11152"garch21__ged__w1000_r5": {11153"n": 1115,11154"ratio": 0.8996617921516923,11155"dm_p": 0.029238662704123782,11156"dm_stat": -2.18307229900101811157},11158"garch21__normal__w1000_r5": {11159"n": 1115,11160"ratio": 1.0114294217422353,11161"dm_p": 0.4652871059524641,11162"dm_stat": 0.730419948521121511163},11164"garch21__skewt__w1000_r5": {11165"n": 1115,11166"ratio": 0.7944897667956705,11167"dm_p": 0.0416503765598019,11168"dm_stat": -2.03935327631863611169},11170"garch21__t__w1000_r5": {11171"n": 1115,11172"ratio": 0.7927683270539848,11173"dm_p": 0.04159281313949807,11174"dm_stat": -2.03992976819569211175},11176"garchm11__ged__w1000_r5": {11177"n": 1115,11178"ratio": 0.8538145429569929,11179"dm_p": 0.08954594357317766,11180"dm_stat": -1.699278320672829711181},11182"garchm11__normal__w1000_r5": {11183"n": 1115,11184"ratio": 0.9883486831340217,11185"dm_p": 0.4200936198077035,11186"dm_stat": -0.806557498794069311187},11188"garchm11__skewt__w1000_r5": {11189"n": 1115,11190"ratio": 0.762088266708572,11191"dm_p": 0.06127515187697994,11192"dm_stat": -1.873397691324394411193},11194"garchm11__t__w1000_r5": {11195"n": 1115,11196"ratio": 0.764401643325987,11197"dm_p": 0.05821095389166715,11198"dm_stat": -1.896057952357525811199},11200"garchx_rv11__normal__w1000_r5": {11201"n": 1115,11202"ratio": 0.7626096487708168,11203"dm_p": 0.05981266143985223,11204"dm_stat": -1.88409270871215411205},11206"garchx_rv11__t__w1000_r5": {11207"n": 1115,11208"ratio": 0.6994148634711198,11209"dm_p": 0.04913718787460648,11210"dm_stat": -1.969552151882097311211},11212"gas_t11__t__w1000_r5": {11213"n": 1115,11214"ratio": 0.7816862100390485,11215"dm_p": 0.03595469295209958,11216"dm_stat": -2.099983865283167711217},11218"gjr11__ged__w1000_r5": {11219"n": 1115,11220"ratio": 0.7890711040345694,11221"dm_p": 0.13252313115860678,11222"dm_stat": -1.505328428056868611223},11224"gjr11__normal__w1000_r5": {11225"n": 1115,11226"ratio": 0.852455921067393,11227"dm_p": 0.15198019906230145,11228"dm_stat": -1.433553927368008511229},11230"gjr11__skewt__w1000_r5": {11231"n": 1115,11232"ratio": 0.7364086443565031,11233"dm_p": 0.09765046853848457,11234"dm_stat": -1.657745114411452311235},11236"gjr11__t__w1000_r5": {11237"n": 1115,11238"ratio": 0.7298502270007042,11239"dm_p": 0.09436693617028633,11240"dm_stat": -1.674225773423422711241},11242"har_rv__empirical__w1000_r5": {11243"n": 1115,11244"ratio": 15151094.479870576,11245"dm_p": 0.3058787722184138,11246"dm_stat": 1.024378812705876411247},11248"heavy11__normal__w1000_r5": {11249"n": 1115,11250"ratio": 0.7641581942524365,11251"dm_p": 0.06123299182539875,11252"dm_stat": -1.873703022811738211253},11254"heavy11__t__w1000_r5": {11255"n": 1115,11256"ratio": 0.7049434079498685,11257"dm_p": 0.051853021852928456,11258"dm_stat": -1.946440119709469211259},11260"histvar22__empirical__w1000_r5": {11261"n": 1115,11262"ratio": 1.0142063674304598,11263"dm_p": 0.8620810635383127,11264"dm_stat": 0.1737658373655249511265},11266"histvar252__empirical__w1000_r5": {11267"n": 1115,11268"ratio": 2.2445825041307366,11269"dm_p": 0.09879248340265712,11270"dm_stat": 1.652117119345633711271},11272"histvar66__empirical__w1000_r5": {11273"n": 1115,11274"ratio": 1.4541263016495283,11275"dm_p": 0.06674061339618624,11276"dm_stat": 1.835213029909297511277},11278"igarch11__ged__w1000_r5": {11279"n": 1115,11280"ratio": 0.7767115852041686,11281"dm_p": 0.1956819406183802,11282"dm_stat": -1.294729229572503711283},11284"igarch11__normal__w1000_r5": {11285"n": 1115,11286"ratio": 0.786699242336198,11287"dm_p": 0.22071014893545501,11288"dm_stat": -1.22532936429632111289},11290"igarch11__skewt__w1000_r5": {11291"n": 1115,11292"ratio": 0.8087220326774934,11293"dm_p": 0.2909071703150551,11294"dm_stat": -1.056635247914244711295},11296"igarch11__t__w1000_r5": {11297"n": 1115,11298"ratio": 0.8221753148224797,11299"dm_p": 0.32676918381671677,11300"dm_stat": -0.98107416220097311301},11302"loghar_rv__empirical__w1000_r5": {11303"n": 1115,11304"ratio": 0.841636638535954,11305"dm_p": 0.07281698615912292,11306"dm_stat": -1.795675984572100211307},11308"msgarch2__normal__w1000_r5": {11309"n": 1115,11310"ratio": 0.8876938171872035,11311"dm_p": 0.040227187375752184,11312"dm_stat": -2.05380891672589611313},11314"msgarch2__t__w1000_r5": {11315"n": 1115,11316"ratio": 0.7190545478473153,11317"dm_p": 0.023029430203495238,11318"dm_stat": -2.276095591270084711319},11320"nagarch11__ged__w1000_r5": {11321"n": 1115,11322"ratio": 0.7915825825682498,11323"dm_p": 0.13500482637292643,11324"dm_stat": -1.495739326586950311325},11326"nagarch11__normal__w1000_r5": {11327"n": 1115,11328"ratio": 0.8078863835376174,11329"dm_p": 0.1392245067619492,11330"dm_stat": -1.479743245385805511331},11332"nagarch11__skewt__w1000_r5": {11333"n": 1115,11334"ratio": 0.7533422306444435,11335"dm_p": 0.10200258747797522,11336"dm_stat": -1.636571019756652811337},11338"nagarch11__t__w1000_r5": {11339"n": 1115,11340"ratio": 0.7627393279465158,11341"dm_p": 0.11629711510800252,11342"dm_stat": -1.571730115357203611343},11344"qgarch11__ged__w1000_r5": {11345"n": 1115,11346"ratio": 0.812987916285066,11347"dm_p": 0.08006038655172079,11348"dm_stat": -1.751933485828320911349},11350"qgarch11__normal__w1000_r5": {11351"n": 1115,11352"ratio": 0.8385408028045341,11353"dm_p": 0.09006454911467857,11354"dm_stat": -1.696531965226505811355},11356"qgarch11__skewt__w1000_r5": {11357"n": 1115,11358"ratio": 0.7627999890545691,11359"dm_p": 0.06059020221659601,11360"dm_stat": -1.878379965737167811361},11362"qgarch11__t__w1000_r5": {11363"n": 1115,11364"ratio": 0.7625805784158338,11365"dm_p": 0.061281239634587995,11366"dm_stat": -1.87335361696680911367},11368"realgarch11__normal__w1000_r5": {11369"n": 1115,11370"ratio": 1.0154683588023539,11371"dm_p": 0.903040938202376,11372"dm_stat": 0.1218485506749827511373},11374"realgarch11__t__w1000_r5": {11375"n": 1115,11376"ratio": 1.8151072199795681,11377"dm_p": 1.982540566327519e-05,11378"dm_stat": 4.28530890679097211379},11380"rm2006__normal__w1000_r5": {11381"n": 1115,11382"ratio": 0.8072577206196156,11383"dm_p": 0.054742270638921266,11384"dm_stat": -1.922940074219838811385},11386"rm_rw__empirical__w1000_r5": {11387"n": 1115,11388"ratio": 1.211206722551003,11389"dm_p": 0.2606918623900454,11390"dm_stat": 1.12532940582380411391},11392"tarch11__ged__w1000_r5": {11393"n": 1115,11394"ratio": 0.7773625545137678,11395"dm_p": 0.0707066026247752,11396"dm_stat": -1.80908936185411211397},11398"tarch11__normal__w1000_r5": {11399"n": 1115,11400"ratio": 0.795531783728375,11401"dm_p": 0.03443987033274857,11402"dm_stat": -2.117484129813173711403},11404"tarch11__skewt__w1000_r5": {11405"n": 1115,11406"ratio": 0.7124713708389813,11407"dm_p": 0.05160512063380643,11408"dm_stat": -1.9485071144258611409},11410"tarch11__t__w1000_r5": {11411"n": 1115,11412"ratio": 0.733099943313838,11413"dm_p": 0.06886700830560247,11414"dm_stat": -1.82105254694234111415}11416},11417"vol_tercile66=low": {11418"aparch11__ged__w1000_r5": {11419"n": 937,11420"ratio": 0.9426978721070929,11421"dm_p": 0.35458353703672746,11422"dm_stat": -0.926194720338779611423},11424"aparch11__normal__w1000_r5": {11425"n": 937,11426"ratio": 0.9360034849327673,11427"dm_p": 0.12951671856602373,11428"dm_stat": -1.517347143763097911429},11430"aparch11__skewt__w1000_r5": {11431"n": 937,11432"ratio": 0.9493071071190436,11433"dm_p": 0.4520907088912171,11434"dm_stat": -0.752248582126332411435},11436"aparch11__t__w1000_r5": {11437"n": 937,11438"ratio": 0.9488105622974481,11439"dm_p": 0.4471317778327485,11440"dm_stat": -0.760525981770460711441},11442"arch5__ged__w1000_r5": {11443"n": 937,11444"ratio": 1.086687628872363,11445"dm_p": 0.04820906770419941,11446"dm_stat": 1.978111106799492511447},11448"arch5__normal__w1000_r5": {11449"n": 937,11450"ratio": 1.113530605259113,11451"dm_p": 0.017489310808957794,11452"dm_stat": 2.380481918310983311453},11454"arch5__skewt__w1000_r5": {11455"n": 937,11456"ratio": 1.1208924930991506,11457"dm_p": 0.017983536771514794,11458"dm_stat": 2.370133279363367611459},11460"arch5__t__w1000_r5": {11461"n": 937,11462"ratio": 1.1192472991597313,11463"dm_p": 0.018015183304232168,11464"dm_stat": 2.369479167519900311465},11466"avgarch11__ged__w1000_r5": {11467"n": 937,11468"ratio": 0.9573956635658886,11469"dm_p": 0.1036479514781404,11470"dm_stat": -1.629007347468109311471},11472"avgarch11__normal__w1000_r5": {11473"n": 937,11474"ratio": 0.9781836625993118,11475"dm_p": 0.36262957180671584,11476"dm_stat": -0.910810789759286111477},11478"avgarch11__skewt__w1000_r5": {11479"n": 937,11480"ratio": 0.9751227891096866,11481"dm_p": 0.41495610898246515,11482"dm_stat": -0.815565607958363111483},11484"avgarch11__t__w1000_r5": {11485"n": 937,11486"ratio": 0.9760334377346684,11487"dm_p": 0.4233269729601827,11488"dm_stat": -0.801013736357169411489},11490"cgarch11__ged__w1000_r5": {11491"n": 937,11492"ratio": 0.9813978020173915,11493"dm_p": 0.48156397596406636,11494"dm_stat": -0.704070524385725311495},11496"cgarch11__normal__w1000_r5": {11497"n": 937,11498"ratio": 1.0194036836161207,11499"dm_p": 0.3993353406796428,11500"dm_stat": 0.843194059860330811501},11502"cgarch11__skewt__w1000_r5": {11503"n": 937,11504"ratio": 0.9667693564022438,11505"dm_p": 0.41337850730542014,11506"dm_stat": -0.81832746313067511507},11508"cgarch11__t__w1000_r5": {11509"n": 937,11510"ratio": 0.9686806475520147,11511"dm_p": 0.4320841180304767,11512"dm_stat": -0.785969772408151811513},11514"constvar__normal__w1000_r5": {11515"n": 937,11516"ratio": 1.6224885324577938,11517"dm_p": 1.4068006507974987e-05,11518"dm_stat": 4.3659411987519111519},11520"egarch11__ged__w1000_r5": {11521"n": 937,11522"ratio": 0.9802462107993666,11523"dm_p": 0.7707021976205177,11524"dm_stat": -0.2915409883326710611525},11526"egarch11__normal__w1000_r5": {11527"n": 937,11528"ratio": 0.9919673633075671,11529"dm_p": 0.8936736591132995,11530"dm_stat": -0.1336935315498960811531},11532"egarch11__skewt__w1000_r5": {11533"n": 937,11534"ratio": 1.0063205345330546,11535"dm_p": 0.9304223658095598,11536"dm_stat": 0.0873369487659009711537},11538"egarch11__t__w1000_r5": {11539"n": 937,11540"ratio": 0.9957048371174027,11541"dm_p": 0.9523424716469179,11542"dm_stat": -0.05978143654673695511543},11544"ewma094__normal__w1000_r5": {11545"n": 937,11546"ratio": 1.3245525549300072,11547"dm_p": 0.04910305886231833,11548"dm_stat": 1.970259429861220411549},11550"figarch11__ged__w1000_r5": {11551"n": 937,11552"ratio": 0.9879325251874815,11553"dm_p": 0.7904232400641966,11554"dm_stat": -0.265837062709953211555},11556"figarch11__normal__w1000_r5": {11557"n": 937,11558"ratio": 0.9970014285309265,11559"dm_p": 0.9407253453060979,11560"dm_stat": -0.0743782020160238411561},11562"figarch11__skewt__w1000_r5": {11563"n": 937,11564"ratio": 1.0279641551902137,11565"dm_p": 0.5238758870046478,11566"dm_stat": 0.637621731179804711567},11568"figarch11__t__w1000_r5": {11569"n": 937,11570"ratio": 1.0350384058790236,11571"dm_p": 0.4284495060842974,11572"dm_stat": 0.792191917330141511573},11574"garch11__ged__w1000_r5": {11575"n": 937,11576"ratio": 0.9856397746445731,11577"dm_p": 0.26843709133859406,11578"dm_stat": -1.107326922485358111579},11580"garch11__normal__w1000_r5": {11581"n": 937,11582"ratio": 1.0,11583"dm_p": 1.0,11584"dm_stat": 0.011585},11586"garch11__skewt__w1000_r5": {11587"n": 937,11588"ratio": 1.000930779503876,11589"dm_p": 0.9701150595763788,11590"dm_stat": 0.0374740020354520111591},11592"garch11__t__w1000_r5": {11593"n": 937,11594"ratio": 1.0021101794854785,11595"dm_p": 0.9306714723516257,11596"dm_stat": 0.0870234663169506711597},11598"garch12__ged__w1000_r5": {11599"n": 937,11600"ratio": 0.9852160575187179,11601"dm_p": 0.32100158950906305,11602"dm_stat": -0.992928137070131611603},11604"garch12__normal__w1000_r5": {11605"n": 937,11606"ratio": 0.9916588462006136,11607"dm_p": 0.12680428566434482,11608"dm_stat": -1.52818570373419811609},11610"garch12__skewt__w1000_r5": {11611"n": 937,11612"ratio": 0.9980618810575307,11613"dm_p": 0.9386950196203248,11614"dm_stat": -0.0769308207446756111615},11616"garch12__t__w1000_r5": {11617"n": 937,11618"ratio": 0.9991452053755457,11619"dm_p": 0.9723396000196507,11620"dm_stat": -0.0346833907962188711621},11622"garch21__ged__w1000_r5": {11623"n": 937,11624"ratio": 0.9850218711560466,11625"dm_p": 0.2534385604649623,11626"dm_stat": -1.142740500043661711627},11628"garch21__normal__w1000_r5": {11629"n": 937,11630"ratio": 1.0013515893950726,11631"dm_p": 0.09632692915471873,11632"dm_stat": 1.66460169057772711633},11634"garch21__skewt__w1000_r5": {11635"n": 937,11636"ratio": 1.0001519643260137,11637"dm_p": 0.9952365817510282,11638"dm_stat": 0.00597168974374961111639},11640"garch21__t__w1000_r5": {11641"n": 937,11642"ratio": 1.001276868947536,11643"dm_p": 0.9590854265066787,11644"dm_stat": 0.0513150473576645711645},11646"garchm11__ged__w1000_r5": {11647"n": 937,11648"ratio": 0.9904946172564759,11649"dm_p": 0.5051001523323382,11650"dm_stat": -0.666743735913849511651},11652"garchm11__normal__w1000_r5": {11653"n": 937,11654"ratio": 0.9938105748947595,11655"dm_p": 0.04335600533593681,11656"dm_stat": -2.023009660222920411657},11658"garchm11__skewt__w1000_r5": {11659"n": 937,11660"ratio": 1.0057053381697685,11661"dm_p": 0.8166931673062001,11662"dm_stat": 0.2318654940567637711663},11664"garchm11__t__w1000_r5": {11665"n": 937,11666"ratio": 1.0056444081722082,11667"dm_p": 0.8016643364052117,11668"dm_stat": 0.251265061984023111669},11670"garchx_rv11__normal__w1000_r5": {11671"n": 937,11672"ratio": 0.9623017814367704,11673"dm_p": 0.4456261649716189,11674"dm_stat": -0.76304946163532411675},11676"garchx_rv11__t__w1000_r5": {11677"n": 937,11678"ratio": 0.9614951646189525,11679"dm_p": 0.4700175724241278,11680"dm_stat": -0.72274424575936711681},11682"gas_t11__t__w1000_r5": {11683"n": 937,11684"ratio": 0.9774280240531206,11685"dm_p": 0.5109537812622014,11686"dm_stat": -0.65760481406026911687},11688"gjr11__ged__w1000_r5": {11689"n": 937,11690"ratio": 0.980369239082873,11691"dm_p": 0.6663841231727556,11692"dm_stat": -0.431252449776124611693},11694"gjr11__normal__w1000_r5": {11695"n": 937,11696"ratio": 0.9954863278450332,11697"dm_p": 0.9040551545397837,11698"dm_stat": -0.1205729718585196511699},11700"gjr11__skewt__w1000_r5": {11701"n": 937,11702"ratio": 0.9897275697261199,11703"dm_p": 0.8472567541531493,11704"dm_stat": -0.1926731429538055311705},11706"gjr11__t__w1000_r5": {11707"n": 937,11708"ratio": 0.9892152962754891,11709"dm_p": 0.8405302990689582,11710"dm_stat": -0.2012711377813132811711},11712"har_rv__empirical__w1000_r5": {11713"n": 937,11714"ratio": 1.1021114506482423,11715"dm_p": 0.0626741166480711,11716"dm_stat": 1.863719024678732711717},11718"heavy11__normal__w1000_r5": {11719"n": 937,11720"ratio": 0.9650312574332115,11721"dm_p": 0.48052056766400464,11722"dm_stat": -0.705747847258057811723},11724"heavy11__t__w1000_r5": {11725"n": 937,11726"ratio": 0.9637570841355567,11727"dm_p": 0.49214776022322304,11728"dm_stat": -0.687166930911117411729},11730"histvar22__empirical__w1000_r5": {11731"n": 937,11732"ratio": 1.7389237784680778,11733"dm_p": 0.01100358014934996,11734"dm_stat": 2.54766402478227811735},11736"histvar252__empirical__w1000_r5": {11737"n": 937,11738"ratio": 1.2584884822348696,11739"dm_p": 0.013048605572760278,11740"dm_stat": 2.48719763863532511741},11742"histvar66__empirical__w1000_r5": {11743"n": 937,11744"ratio": 1.3469862470429093,11745"dm_p": 0.04112250349499743,11746"dm_stat": 2.04511720925320711747},11748"igarch11__ged__w1000_r5": {11749"n": 937,11750"ratio": 1.1089579724697674,11751"dm_p": 0.0682721715955499,11752"dm_stat": 1.82531426999001611753},11754"igarch11__normal__w1000_r5": {11755"n": 937,11756"ratio": 1.1412182995547149,11757"dm_p": 0.0063139208572936265,11758"dm_stat": 2.73719997719929511759},11760"igarch11__skewt__w1000_r5": {11761"n": 937,11762"ratio": 1.1903581749143253,11763"dm_p": 0.011903813631339397,11764"dm_stat": 2.519912639052347611765},11766"igarch11__t__w1000_r5": {11767"n": 937,11768"ratio": 1.1914270728000216,11769"dm_p": 0.010588090932324821,11770"dm_stat": 2.561159883132547511771},11772"loghar_rv__empirical__w1000_r5": {11773"n": 937,11774"ratio": 0.8665416321820212,11775"dm_p": 0.0017462426695884605,11776"dm_stat": -3.13935865406419511777},11778"msgarch2__normal__w1000_r5": {11779"n": 937,11780"ratio": 1.0018419652652422,11781"dm_p": 0.9170415218531001,11782"dm_stat": 0.1041892036988368411783},11784"msgarch2__t__w1000_r5": {11785"n": 937,11786"ratio": 1.0772625537457168,11787"dm_p": 0.3788714004679145,11788"dm_stat": 0.880394913495069211789},11790"nagarch11__ged__w1000_r5": {11791"n": 937,11792"ratio": 0.9699017635064455,11793"dm_p": 0.6208774873035267,11794"dm_stat": -0.494771570080671911795},11796"nagarch11__normal__w1000_r5": {11797"n": 937,11798"ratio": 0.9736419055195774,11799"dm_p": 0.6410812393544794,11800"dm_stat": -0.466339193284136811801},11802"nagarch11__skewt__w1000_r5": {11803"n": 937,11804"ratio": 0.9574509543692454,11805"dm_p": 0.4856702714185588,11806"dm_stat": -0.69748861743561411807},11808"nagarch11__t__w1000_r5": {11809"n": 937,11810"ratio": 0.954602708638339,11811"dm_p": 0.4584207047818819,11812"dm_stat": -0.741756913600602611813},11814"qgarch11__ged__w1000_r5": {11815"n": 937,11816"ratio": 0.9529523332959784,11817"dm_p": 0.32996475448617485,11818"dm_stat": -0.974692272341553111819},11820"qgarch11__normal__w1000_r5": {11821"n": 937,11822"ratio": 0.9670500816090323,11823"dm_p": 0.5065699559205289,11824"dm_stat": -0.664443805023968211825},11826"qgarch11__skewt__w1000_r5": {11827"n": 937,11828"ratio": 0.9544097205209584,11829"dm_p": 0.35133912306352116,11830"dm_stat": -0.932460357481489911831},11832"qgarch11__t__w1000_r5": {11833"n": 937,11834"ratio": 0.9531678897349587,11835"dm_p": 0.3400320249992739,11836"dm_stat": -0.954589038116395411837},11838"realgarch11__normal__w1000_r5": {11839"n": 937,11840"ratio": 0.8866398502226664,11841"dm_p": 0.00808267191435957,11842"dm_stat": -2.65427815967708411843},11844"realgarch11__t__w1000_r5": {11845"n": 937,11846"ratio": 3.7407414279798923,11847"dm_p": 1.0683294687494248e-08,11848"dm_stat": 5.77141114909595211849},11850"rm2006__normal__w1000_r5": {11851"n": 937,11852"ratio": 1.0683748093903935,11853"dm_p": 0.48840288418087824,11854"dm_stat": 0.693125273507728511855},11856"rm_rw__empirical__w1000_r5": {11857"n": 937,11858"ratio": 1.6975838437269501,11859"dm_p": 2.4910883685950123e-05,11860"dm_stat": 4.23683524357327311861},11862"tarch11__ged__w1000_r5": {11863"n": 937,11864"ratio": 0.9410741007720899,11865"dm_p": 0.2829571441712279,11866"dm_stat": -1.074317783738092611867},11868"tarch11__normal__w1000_r5": {11869"n": 937,11870"ratio": 0.9471952828761374,11871"dm_p": 0.23464599076377543,11872"dm_stat": -1.189242151470547611873},11874"tarch11__skewt__w1000_r5": {11875"n": 937,11876"ratio": 0.9518992513236545,11877"dm_p": 0.42427096265166436,11878"dm_stat": -0.799383361788751111879},11880"tarch11__t__w1000_r5": {11881"n": 937,11882"ratio": 0.952080776486518,11883"dm_p": 0.42588254472592535,11884"dm_stat": -0.796604881786462411885}11886},11887"vol_tercile66=mid": {11888"aparch11__ged__w1000_r5": {11889"n": 666,11890"ratio": 0.8599752910476768,11891"dm_p": 0.09815641906920111,11892"dm_stat": -1.656183424179246411893},11894"aparch11__normal__w1000_r5": {11895"n": 666,11896"ratio": 0.8611145252717972,11897"dm_p": 0.06979294143343866,11898"dm_stat": -1.816179765963096511899},11900"aparch11__skewt__w1000_r5": {11901"n": 666,11902"ratio": 0.8654177281294072,11903"dm_p": 0.1426843091389282,11904"dm_stat": -1.467605094522124411905},11906"aparch11__t__w1000_r5": {11907"n": 666,11908"ratio": 0.859998719858089,11909"dm_p": 0.12446425219066991,11910"dm_stat": -1.538245521873015611911},11912"arch5__ged__w1000_r5": {11913"n": 666,11914"ratio": 0.977409672012272,11915"dm_p": 0.565321061830804,11916"dm_stat": -0.575243711684570611917},11918"arch5__normal__w1000_r5": {11919"n": 666,11920"ratio": 0.9854847114014704,11921"dm_p": 0.707133826177399,11922"dm_stat": -0.375869448596632711923},11924"arch5__skewt__w1000_r5": {11925"n": 666,11926"ratio": 0.983163394832456,11927"dm_p": 0.7447038041480991,11928"dm_stat": -0.3257661051033426411929},11930"arch5__t__w1000_r5": {11931"n": 666,11932"ratio": 0.9821075035834516,11933"dm_p": 0.728992525987848,11934"dm_stat": -0.3466119339375653411935},11936"avgarch11__ged__w1000_r5": {11937"n": 666,11938"ratio": 1.004739065351393,11939"dm_p": 0.8773914050142247,11940"dm_stat": 0.1543362983632210511941},11942"avgarch11__normal__w1000_r5": {11943"n": 666,11944"ratio": 1.02055793277037,11945"dm_p": 0.5631805187137846,11946"dm_stat": 0.578413933033011611947},11948"avgarch11__skewt__w1000_r5": {11949"n": 666,11950"ratio": 1.0015314334596925,11951"dm_p": 0.9697223852350224,11952"dm_stat": 0.0379707672108096111953},11954"avgarch11__t__w1000_r5": {11955"n": 666,11956"ratio": 0.9996391224129034,11957"dm_p": 0.9927829531021082,11958"dm_stat": -0.00904875167534611811959},11960"cgarch11__ged__w1000_r5": {11961"n": 666,11962"ratio": 1.0055837103757728,11963"dm_p": 0.8741533364989642,11964"dm_stat": 0.1584461719406041511965},11966"cgarch11__normal__w1000_r5": {11967"n": 666,11968"ratio": 1.0177785105209516,11969"dm_p": 0.5487633033421071,11970"dm_stat": 0.59992091518359911971},11972"cgarch11__skewt__w1000_r5": {11973"n": 666,11974"ratio": 0.9919367003887836,11975"dm_p": 0.8704895863887167,11976"dm_stat": -0.1630995739029847711977},11978"cgarch11__t__w1000_r5": {11979"n": 666,11980"ratio": 0.9877371377069714,11981"dm_p": 0.8020610302049167,11982"dm_stat": -0.2507808263288810511983},11984"constvar__normal__w1000_r5": {11985"n": 666,11986"ratio": 1.5755169320268962,11987"dm_p": 0.02334317121001016,11988"dm_stat": 2.27301958752072311989},11990"egarch11__ged__w1000_r5": {11991"n": 666,11992"ratio": 0.8796665201997949,11993"dm_p": 0.1280121456264462,11994"dm_stat": -1.523887759175767411995},11996"egarch11__normal__w1000_r5": {11997"n": 666,11998"ratio": 0.8831763246635863,11999"dm_p": 0.1139783391859343,12000"dm_stat": -1.58264284579618612001},12002"egarch11__skewt__w1000_r5": {12003"n": 666,12004"ratio": 0.904806136247164,12005"dm_p": 0.3039223294189069,12006"dm_stat": -1.02885404637729912007},12008"egarch11__t__w1000_r5": {12009"n": 666,12010"ratio": 0.8854199146629006,12011"dm_p": 0.18058168249675885,12012"dm_stat": -1.340373518373908512013},12014"ewma094__normal__w1000_r5": {12015"n": 666,12016"ratio": 1.276548426935481,12017"dm_p": 0.008636299450456806,12018"dm_stat": 2.63394314033157312019},12020"figarch11__ged__w1000_r5": {12021"n": 666,12022"ratio": 1.0431195011540806,12023"dm_p": 0.3039447415774495,12024"dm_stat": 1.028806324442625512025},12026"figarch11__normal__w1000_r5": {12027"n": 666,12028"ratio": 1.0475894710754898,12029"dm_p": 0.2508783688637042,12030"dm_stat": 1.149220165103845212031},12032"figarch11__skewt__w1000_r5": {12033"n": 666,12034"ratio": 1.0348563209090629,12035"dm_p": 0.5539419146648232,12036"dm_stat": 0.592164200938728512037},12038"figarch11__t__w1000_r5": {12039"n": 666,12040"ratio": 1.0284653872879714,12041"dm_p": 0.6198371544558001,12042"dm_stat": 0.49631363238382812043},12044"garch11__ged__w1000_r5": {12045"n": 666,12046"ratio": 0.9873465664322589,12047"dm_p": 0.49902931864674743,12048"dm_stat": -0.676388305438764612049},12050"garch11__normal__w1000_r5": {12051"n": 666,12052"ratio": 1.0,12053"dm_p": 1.0,12054"dm_stat": 0.012055},12056"garch11__skewt__w1000_r5": {12057"n": 666,12058"ratio": 0.9812506605585347,12059"dm_p": 0.6376633094725458,12060"dm_stat": -0.471184792348582112061},12062"garch11__t__w1000_r5": {12063"n": 666,12064"ratio": 0.9792184633473494,12065"dm_p": 0.5995093046285646,12066"dm_stat": -0.525358226168802812067},12068"garch12__ged__w1000_r5": {12069"n": 666,12070"ratio": 1.0194685959895258,12071"dm_p": 0.4965075441695741,12072"dm_stat": 0.680369156471004812073},12074"garch12__normal__w1000_r5": {12075"n": 666,12076"ratio": 1.0277024000771473,12077"dm_p": 0.17844961754848723,12078"dm_stat": 1.3469672157464312079},12080"garch12__skewt__w1000_r5": {12081"n": 666,12082"ratio": 1.0116492686969178,12083"dm_p": 0.8023094711660617,12084"dm_stat": 0.2504593822817054412085},12086"garch12__t__w1000_r5": {12087"n": 666,12088"ratio": 1.0101610650453454,12089"dm_p": 0.8269012625207681,12090"dm_stat": 0.2187636791068572312091},12092"garch21__ged__w1000_r5": {12093"n": 666,12094"ratio": 0.9778115284748918,12095"dm_p": 0.3171616983206051,12096"dm_stat": -1.001060450583964412097},12098"garch21__normal__w1000_r5": {12099"n": 666,12100"ratio": 0.9960547362471458,12101"dm_p": 0.7487400543228309,12102"dm_stat": -0.3204339491892128612103},12104"garch21__skewt__w1000_r5": {12105"n": 666,12106"ratio": 0.9673138874274286,12107"dm_p": 0.43232188726339443,12108"dm_stat": -0.785702094922587412109},12110"garch21__t__w1000_r5": {12111"n": 666,12112"ratio": 0.964463937531776,12113"dm_p": 0.39402542033893934,12114"dm_stat": -0.852893544645338412115},12116"garchm11__ged__w1000_r5": {12117"n": 666,12118"ratio": 1.0170380304070945,12119"dm_p": 0.5711532998377129,12120"dm_stat": 0.56663511618004212121},12122"garchm11__normal__w1000_r5": {12123"n": 666,12124"ratio": 1.0266048259936402,12125"dm_p": 0.21058456898405906,12126"dm_stat": 1.2531692141695512127},12128"garchm11__skewt__w1000_r5": {12129"n": 666,12130"ratio": 1.0086215685995288,12131"dm_p": 0.85721339939939,12132"dm_stat": 0.1799923593823076512133},12134"garchm11__t__w1000_r5": {12135"n": 666,12136"ratio": 1.0070754702495408,12137"dm_p": 0.8782311834170514,12138"dm_stat": 0.1532708502698058612139},12140"garchx_rv11__normal__w1000_r5": {12141"n": 666,12142"ratio": 0.9194891966259163,12143"dm_p": 0.3594127451563824,12144"dm_stat": -0.917119039667210912145},12146"garchx_rv11__t__w1000_r5": {12147"n": 666,12148"ratio": 0.928290754378043,12149"dm_p": 0.4488172327098386,12150"dm_stat": -0.757836663749092812151},12152"gas_t11__t__w1000_r5": {12153"n": 666,12154"ratio": 0.9713970966412778,12155"dm_p": 0.5422286917327575,12156"dm_stat": -0.609760599437104312157},12158"gjr11__ged__w1000_r5": {12159"n": 666,12160"ratio": 0.9022134680700364,12161"dm_p": 0.15520643753446783,12162"dm_stat": -1.42299537235106112163},12164"gjr11__normal__w1000_r5": {12165"n": 666,12166"ratio": 0.9253082946489263,12167"dm_p": 0.1839276708042558,12168"dm_stat": -1.330141436305548812169},12170"gjr11__skewt__w1000_r5": {12171"n": 666,12172"ratio": 0.8990028824812859,12173"dm_p": 0.1880063728248768,12174"dm_stat": -1.317853852391975612175},12176"gjr11__t__w1000_r5": {12177"n": 666,12178"ratio": 0.8981208493305488,12179"dm_p": 0.18522663716919824,12180"dm_stat": -1.32620641844647712181},12182"har_rv__empirical__w1000_r5": {12183"n": 666,12184"ratio": 1.0067766404898717,12185"dm_p": 0.929668739618979,12186"dm_stat": 0.0882950698688379412187},12188"heavy11__normal__w1000_r5": {12189"n": 666,12190"ratio": 0.9197609612006419,12191"dm_p": 0.3604492534284734,12192"dm_stat": -0.915141134723006512193},12194"heavy11__t__w1000_r5": {12195"n": 666,12196"ratio": 0.9295894423595009,12197"dm_p": 0.4549628606307383,12198"dm_stat": -0.747604771385221512199},12200"histvar22__empirical__w1000_r5": {12201"n": 666,12202"ratio": 1.669824312692809,12203"dm_p": 0.00024948777136879794,12204"dm_stat": 3.68273257820592112205},12206"histvar252__empirical__w1000_r5": {12207"n": 666,12208"ratio": 1.4038997284299504,12209"dm_p": 0.075833129095377,12210"dm_stat": 1.778167875775774812211},12212"histvar66__empirical__w1000_r5": {12213"n": 666,12214"ratio": 1.3878479448739456,12215"dm_p": 0.017142784296154265,12216"dm_stat": 2.38963279015664512217},12218"igarch11__ged__w1000_r5": {12219"n": 666,12220"ratio": 1.1263405593781295,12221"dm_p": 0.1389761471626136,12222"dm_stat": 1.481390703329079412223},12224"igarch11__normal__w1000_r5": {12225"n": 666,12226"ratio": 1.150926104766622,12227"dm_p": 0.07083223643960188,12228"dm_stat": 1.809451790980016712229},12230"igarch11__skewt__w1000_r5": {12231"n": 666,12232"ratio": 1.189098283660135,12233"dm_p": 0.0442888409038952,12234"dm_stat": 2.01516901601345612235},12236"igarch11__t__w1000_r5": {12237"n": 666,12238"ratio": 1.2146485476968172,12239"dm_p": 0.025594410943075845,12240"dm_stat": 2.237343163967825612241},12242"loghar_rv__empirical__w1000_r5": {12243"n": 666,12244"ratio": 0.9680270377704447,12245"dm_p": 0.6833555873646384,12246"dm_stat": -0.4080673391364198512247},12248"msgarch2__normal__w1000_r5": {12249"n": 666,12250"ratio": 0.9838914171752193,12251"dm_p": 0.6728187303421069,12252"dm_stat": -0.422469758445186212253},12254"msgarch2__t__w1000_r5": {12255"n": 666,12256"ratio": 1.0274299460205198,12257"dm_p": 0.6742572917612341,12258"dm_stat": 0.42049833248989312259},12260"nagarch11__ged__w1000_r5": {12261"n": 666,12262"ratio": 0.8552549392390055,12263"dm_p": 0.07099776711739361,12264"dm_stat": -1.80838771592691612265},12266"nagarch11__normal__w1000_r5": {12267"n": 666,12268"ratio": 0.8498972248393851,12269"dm_p": 0.04927263376270477,12270"dm_stat": -1.969828296403054512271},12272"nagarch11__skewt__w1000_r5": {12273"n": 666,12274"ratio": 0.8665557673815676,12275"dm_p": 0.12288907836891287,12276"dm_stat": -1.54472268718568112277},12278"nagarch11__t__w1000_r5": {12279"n": 666,12280"ratio": 0.8686518759006746,12281"dm_p": 0.12752653492213892,12282"dm_stat": -1.525834462222828112283},12284"qgarch11__ged__w1000_r5": {12285"n": 666,12286"ratio": 0.8621108620984711,12287"dm_p": 0.03211369289173222,12288"dm_stat": -2.147507248391531412289},12290"qgarch11__normal__w1000_r5": {12291"n": 666,12292"ratio": 0.8810617636045439,12293"dm_p": 0.053385267645438626,12294"dm_stat": -1.935233774559098212295},12296"qgarch11__skewt__w1000_r5": {12297"n": 666,12298"ratio": 0.8444525768221965,12299"dm_p": 0.028162598768595955,12300"dm_stat": -2.199825130215998612301},12302"qgarch11__t__w1000_r5": {12303"n": 666,12304"ratio": 0.8428381297983502,12305"dm_p": 0.026710544748653867,12306"dm_stat": -2.220655021235916412307},12308"realgarch11__normal__w1000_r5": {12309"n": 666,12310"ratio": 0.9536199182551539,12311"dm_p": 0.5392292360430928,12312"dm_stat": -0.614296923910819612313},12314"realgarch11__t__w1000_r5": {12315"n": 666,12316"ratio": 2.3489546245027575,12317"dm_p": 0.0003271974452983687,12318"dm_stat": 3.611630596955057312319},12320"rm2006__normal__w1000_r5": {12321"n": 666,12322"ratio": 1.0713213703872146,12323"dm_p": 0.25024304237592915,12324"dm_stat": 1.150763782312183712325},12326"rm_rw__empirical__w1000_r5": {12327"n": 666,12328"ratio": 1.9551727759554425,12329"dm_p": 1.0014034881732501e-05,12330"dm_stat": 4.45115638941711712331},12332"tarch11__ged__w1000_r5": {12333"n": 666,12334"ratio": 0.8726133350459179,12335"dm_p": 0.10792474663205748,12336"dm_stat": -1.609760349009023312337},12338"tarch11__normal__w1000_r5": {12339"n": 666,12340"ratio": 0.8894391473488714,12341"dm_p": 0.12089562353079811,12342"dm_stat": -1.553013690219244212343},12344"tarch11__skewt__w1000_r5": {12345"n": 666,12346"ratio": 0.878975598889799,12347"dm_p": 0.1585405332585872,12348"dm_stat": -1.41158284424026912349},12350"tarch11__t__w1000_r5": {12351"n": 666,12352"ratio": 0.8493217406550664,12353"dm_p": 0.0892541411672437,12354"dm_stat": -1.70183265762298612355}12356},12357"prev_sign=neg": {12358"aparch11__ged__w1000_r5": {12359"n": 1278,12360"ratio": 0.8100992370716484,12361"dm_p": 0.10855868962116255,12362"dm_stat": -1.605829156956230412363},12364"aparch11__normal__w1000_r5": {12365"n": 1278,12366"ratio": 0.8353162945953572,12367"dm_p": 0.0688323555244154,12368"dm_stat": -1.821055331359819712369},12370"aparch11__skewt__w1000_r5": {12371"n": 1278,12372"ratio": 0.8605316483929627,12373"dm_p": 0.36170479722440185,12374"dm_stat": -0.912448676454301712375},12376"aparch11__t__w1000_r5": {12377"n": 1278,12378"ratio": 0.795829187895215,12379"dm_p": 0.140707294369282,12380"dm_stat": -1.474077112876800212381},12382"arch5__ged__w1000_r5": {12383"n": 1278,12384"ratio": 1.0015465240729082,12385"dm_p": 0.9624304085372057,12386"dm_stat": 0.047113156146414612387},12388"arch5__normal__w1000_r5": {12389"n": 1278,12390"ratio": 1.0651061801836597,12391"dm_p": 0.09785630046526042,12392"dm_stat": 1.656549244795832812393},12394"arch5__skewt__w1000_r5": {12395"n": 1278,12396"ratio": 0.9261389467178321,12397"dm_p": 0.3463788073017212,12398"dm_stat": -0.941984366263670112399},12400"arch5__t__w1000_r5": {12401"n": 1278,12402"ratio": 0.9264111713145748,12403"dm_p": 0.3472209153284871,12404"dm_stat": -0.940340211292744812405},12406"avgarch11__ged__w1000_r5": {12407"n": 1278,12408"ratio": 0.9572332826433971,12409"dm_p": 0.05777254351050428,12410"dm_stat": -1.899130197048046812411},12412"avgarch11__normal__w1000_r5": {12413"n": 1278,12414"ratio": 1.025890413384711,12415"dm_p": 0.6912141234024612,12416"dm_stat": 0.3972979906966113712417},12418"avgarch11__skewt__w1000_r5": {12419"n": 1278,12420"ratio": 0.8768547493090436,12421"dm_p": 0.041781715582944905,12422"dm_stat": -2.037739857520224412423},12424"avgarch11__t__w1000_r5": {12425"n": 1278,12426"ratio": 0.8756363002031735,12427"dm_p": 0.042677588299325164,12428"dm_stat": -2.028880518040202312429},12430"cgarch11__ged__w1000_r5": {12431"n": 1278,12432"ratio": 0.9513732609473453,12433"dm_p": 0.2622471820207445,12434"dm_stat": -1.121591128093644612435},12436"cgarch11__normal__w1000_r5": {12437"n": 1278,12438"ratio": 1.0079349889518738,12439"dm_p": 0.6944071449218014,12440"dm_stat": 0.392970113133186512441},12442"cgarch11__skewt__w1000_r5": {12443"n": 1278,12444"ratio": 0.8670108648173583,12445"dm_p": 0.1941060670029806,12446"dm_stat": -1.299210922882130712447},12448"cgarch11__t__w1000_r5": {12449"n": 1278,12450"ratio": 0.8666529348828934,12451"dm_p": 0.19105835148491976,12452"dm_stat": -1.308148526664672412453},12454"constvar__normal__w1000_r5": {12455"n": 1278,12456"ratio": 2.70434449585124,12457"dm_p": 0.13714551479466758,12458"dm_stat": 1.48743997163837112459},12460"egarch11__ged__w1000_r5": {12461"n": 1278,12462"ratio": 0.8424818080456986,12463"dm_p": 0.03320377227293319,12464"dm_stat": -2.131920799057203612465},12466"egarch11__normal__w1000_r5": {12467"n": 1278,12468"ratio": 0.8832132287267087,12469"dm_p": 0.010795830548085996,12470"dm_stat": -2.55298644471339412471},12472"egarch11__skewt__w1000_r5": {12473"n": 1278,12474"ratio": 0.8155058635053134,12475"dm_p": 0.09804309057184599,12476"dm_stat": -1.65562692804228912477},12478"egarch11__t__w1000_r5": {12479"n": 1278,12480"ratio": 0.8317862928841532,12481"dm_p": 0.12260587296174119,12482"dm_stat": -1.544951036213046312483},12484"ewma094__normal__w1000_r5": {12485"n": 1278,12486"ratio": 1.1559412546187295,12487"dm_p": 0.1098908241379239,12488"dm_stat": 1.599797707869971712489},12490"figarch11__ged__w1000_r5": {12491"n": 1278,12492"ratio": 0.9615878476128171,12493"dm_p": 0.23843070209524572,12494"dm_stat": -1.179470155907086112495},12496"figarch11__normal__w1000_r5": {12497"n": 1278,12498"ratio": 1.0097927330095962,12499"dm_p": 0.8195783140998256,12500"dm_stat": 0.2281343573941866412501},12502"figarch11__skewt__w1000_r5": {12503"n": 1278,12504"ratio": 0.8764947408107756,12505"dm_p": 0.23438421418666328,12506"dm_stat": -1.189703192743598112507},12508"figarch11__t__w1000_r5": {12509"n": 1278,12510"ratio": 0.8765480659039472,12511"dm_p": 0.23342074948473324,12512"dm_stat": -1.192158095101365312513},12514"garch11__ged__w1000_r5": {12515"n": 1278,12516"ratio": 0.940410507329389,12517"dm_p": 0.13641573591503248,12518"dm_stat": -1.490210893285286412519},12520"garch11__normal__w1000_r5": {12521"n": 1278,12522"ratio": 1.0,12523"dm_p": 1.0,12524"dm_stat": 0.012525},12526"garch11__skewt__w1000_r5": {12527"n": 1278,12528"ratio": 0.8705377259774474,12529"dm_p": 0.1420680351104654,12530"dm_stat": -1.469040730217017612531},12532"garch11__t__w1000_r5": {12533"n": 1278,12534"ratio": 0.8705240556034742,12535"dm_p": 0.1420387435958106,12536"dm_stat": -1.469148752564645212537},12538"garch12__ged__w1000_r5": {12539"n": 1278,12540"ratio": 0.9504174339416716,12541"dm_p": 0.22591574347985108,12542"dm_stat": -1.211531925737338512543},12544"garch12__normal__w1000_r5": {12545"n": 1278,12546"ratio": 1.009239455221306,12547"dm_p": 0.3866882327650741,12548"dm_stat": 0.865935422570321212549},12550"garch12__skewt__w1000_r5": {12551"n": 1278,12552"ratio": 0.8778256114560291,12553"dm_p": 0.16852497599475694,12554"dm_stat": -1.377739960456742912555},12556"garch12__t__w1000_r5": {12557"n": 1278,12558"ratio": 0.8779495254882946,12559"dm_p": 0.1688972708254966,12560"dm_stat": -1.376535284671569712561},12562"garch21__ged__w1000_r5": {12563"n": 1278,12564"ratio": 0.9366808263576886,12565"dm_p": 0.09693642255434498,12566"dm_stat": -1.661112000720223812567},12568"garch21__normal__w1000_r5": {12569"n": 1278,12570"ratio": 1.003551465004264,12571"dm_p": 0.7837151283764238,12572"dm_stat": 0.274538628069197612573},12574"garch21__skewt__w1000_r5": {12575"n": 1278,12576"ratio": 0.8687857721329109,12577"dm_p": 0.13029890330511182,12578"dm_stat": -1.513899020479977412579},12580"garch21__t__w1000_r5": {12581"n": 1278,12582"ratio": 0.8683305754721571,12583"dm_p": 0.12973752367075583,12584"dm_stat": -1.516115944286308412585},12586"garchm11__ged__w1000_r5": {12587"n": 1278,12588"ratio": 0.9195966600754537,12589"dm_p": 0.291481842794974,12590"dm_stat": -1.055312929677164812591},12592"garchm11__normal__w1000_r5": {12593"n": 1278,12594"ratio": 1.003253465715273,12595"dm_p": 0.7905210953247537,12596"dm_stat": 0.2656896832430157312597},12598"garchm11__skewt__w1000_r5": {12599"n": 1278,12600"ratio": 0.8537647019742486,12601"dm_p": 0.1925205254066511,12602"dm_stat": -1.303847624800258412603},12604"garchm11__t__w1000_r5": {12605"n": 1278,12606"ratio": 0.856639339582854,12607"dm_p": 0.18953859014190005,12608"dm_stat": -1.312644600616786212609},12610"garchx_rv11__normal__w1000_r5": {12611"n": 1278,12612"ratio": 0.8469086274695927,12613"dm_p": 0.18038000749460525,12614"dm_stat": -1.34031918033250312615},12616"garchx_rv11__t__w1000_r5": {12617"n": 1278,12618"ratio": 0.8084456193574912,12619"dm_p": 0.15241894366672026,12620"dm_stat": -1.431893729875456412621},12622"gas_t11__t__w1000_r5": {12623"n": 1278,12624"ratio": 0.8609678129321948,12625"dm_p": 0.10522802076392283,12626"dm_stat": -1.621170147371029812627},12628"gjr11__ged__w1000_r5": {12629"n": 1278,12630"ratio": 0.8238569517935028,12631"dm_p": 0.14211142639961455,12632"dm_stat": -1.46888074166124212633},12634"gjr11__normal__w1000_r5": {12635"n": 1278,12636"ratio": 0.8709553761709526,12637"dm_p": 0.14466862275336095,12638"dm_stat": -1.45951766447496112639},12640"gjr11__skewt__w1000_r5": {12641"n": 1278,12642"ratio": 0.8019179824783045,12643"dm_p": 0.15677455480759966,12644"dm_stat": -1.416836785566994812645},12646"gjr11__t__w1000_r5": {12647"n": 1278,12648"ratio": 0.8006749814662796,12649"dm_p": 0.15646234745591356,12650"dm_stat": -1.417905403813999312651},12652"har_rv__empirical__w1000_r5": {12653"n": 1278,12654"ratio": 15210635.383767549,12655"dm_p": 0.3066755636624327,12656"dm_stat": 1.022631986576104212657},12658"heavy11__normal__w1000_r5": {12659"n": 1278,12660"ratio": 0.8495774920126158,12661"dm_p": 0.18649937122349436,12662"dm_stat": -1.321716279921549412663},12664"heavy11__t__w1000_r5": {12665"n": 1278,12666"ratio": 0.8128783613845312,12667"dm_p": 0.15834234049342594,12668"dm_stat": -1.411494877403353612669},12670"histvar22__empirical__w1000_r5": {12671"n": 1278,12672"ratio": 1.4941706322648292,12673"dm_p": 0.00024839863243242033,12674"dm_stat": 3.67427786220704112675},12676"histvar252__empirical__w1000_r5": {12677"n": 1278,12678"ratio": 2.0449513006311184,12679"dm_p": 0.08434266603662223,12680"dm_stat": 1.727372020097643512681},12682"histvar66__empirical__w1000_r5": {12683"n": 1278,12684"ratio": 1.5971515871981268,12685"dm_p": 0.014030445262228356,12686"dm_stat": 2.459870253761457612687},12688"igarch11__ged__w1000_r5": {12689"n": 1278,12690"ratio": 0.9150536659642834,12691"dm_p": 0.5643757593818365,12692"dm_stat": -0.576504600348744512693},12694"igarch11__normal__w1000_r5": {12695"n": 1278,12696"ratio": 0.9304714297886585,12697"dm_p": 0.6323019987979568,12698"dm_stat": -0.478604427677334212699},12700"igarch11__skewt__w1000_r5": {12701"n": 1278,12702"ratio": 0.9503603215911093,12703"dm_p": 0.757596035664191,12704"dm_stat": -0.308705338452998612705},12706"igarch11__t__w1000_r5": {12707"n": 1278,12708"ratio": 0.9627848983551587,12709"dm_p": 0.8169089319782793,12710"dm_stat": -0.2315702295569888612711},12712"loghar_rv__empirical__w1000_r5": {12713"n": 1278,12714"ratio": 0.9008520351932634,12715"dm_p": 0.042858409732977464,12716"dm_stat": -2.027111492745061712717},12718"msgarch2__normal__w1000_r5": {12719"n": 1278,12720"ratio": 0.9488349657114792,12721"dm_p": 0.24171348463996611,12722"dm_stat": -1.17125824862060512723},12724"msgarch2__t__w1000_r5": {12725"n": 1278,12726"ratio": 0.8950150615266085,12727"dm_p": 0.35233872810553485,12728"dm_stat": -0.930402198369684912729},12730"nagarch11__ged__w1000_r5": {12731"n": 1278,12732"ratio": 0.8152099822952724,12733"dm_p": 0.12718150872122996,12734"dm_stat": -1.526305158720998412735},12736"nagarch11__normal__w1000_r5": {12737"n": 1278,12738"ratio": 0.8200186978001198,12739"dm_p": 0.1069939301061119,12740"dm_stat": -1.612989202170307412741},12742"nagarch11__skewt__w1000_r5": {12743"n": 1278,12744"ratio": 0.804521921163585,12745"dm_p": 0.14471776078499352,12746"dm_stat": -1.459338995986134512747},12748"nagarch11__t__w1000_r5": {12749"n": 1278,12750"ratio": 0.8101033608369285,12751"dm_p": 0.15778317829437588,12752"dm_stat": -1.413395485972472712753},12754"qgarch11__ged__w1000_r5": {12755"n": 1278,12756"ratio": 0.8327126959786658,12757"dm_p": 0.0737458456778707,12758"dm_stat": -1.789657668932667812759},12760"qgarch11__normal__w1000_r5": {12761"n": 1278,12762"ratio": 0.8572265966429968,12763"dm_p": 0.0860725581031163,12764"dm_stat": -1.717816267518572912765},12766"qgarch11__skewt__w1000_r5": {12767"n": 1278,12768"ratio": 0.809917364983002,12769"dm_p": 0.09139513860804055,12770"dm_stat": -1.68935700783940212771},12772"qgarch11__t__w1000_r5": {12773"n": 1278,12774"ratio": 0.8080194837169834,12775"dm_p": 0.08977959884935141,12776"dm_stat": -1.697850592423018512777},12778"realgarch11__normal__w1000_r5": {12779"n": 1278,12780"ratio": 1.031990397958359,12781"dm_p": 0.7395146080359288,12782"dm_stat": 0.332568500541513212783},12784"realgarch11__t__w1000_r5": {12785"n": 1278,12786"ratio": 2.5088404155958552,12787"dm_p": 2.2411073919875964e-07,12788"dm_stat": 5.20646725941698812789},12790"rm2006__normal__w1000_r5": {12791"n": 1278,12792"ratio": 0.9734921886120302,12793"dm_p": 0.7438320083409626,12794"dm_stat": -0.3268538294006420612795},12796"rm_rw__empirical__w1000_r5": {12797"n": 1278,12798"ratio": 1.464808527061378,12799"dm_p": 0.01056008210853954,12800"dm_stat": 2.560707346498672312801},12802"tarch11__ged__w1000_r5": {12803"n": 1278,12804"ratio": 0.7966046825856631,12805"dm_p": 0.06612272556266387,12806"dm_stat": -1.83916666072224912807},12808"tarch11__normal__w1000_r5": {12809"n": 1278,12810"ratio": 0.8273557694466916,12811"dm_p": 0.044253326604093285,12812"dm_stat": -2.01367288507391712813},12814"tarch11__skewt__w1000_r5": {12815"n": 1278,12816"ratio": 0.7757556666085886,12817"dm_p": 0.09007993273496565,12818"dm_stat": -1.696262344000567512819},12820"tarch11__t__w1000_r5": {12821"n": 1278,12822"ratio": 0.7764800973030898,12823"dm_p": 0.09252627618229373,12824"dm_stat": -1.683481780967768712825}12826},12827"prev_sign=pos": {12828"aparch11__ged__w1000_r5": {12829"n": 1440,12830"ratio": 0.9096783561544081,12831"dm_p": 0.1890330833536001,12832"dm_stat": -1.314067020474416512833},12834"aparch11__normal__w1000_r5": {12835"n": 1440,12836"ratio": 0.9034561812990253,12837"dm_p": 0.0765992059790178,12838"dm_stat": -1.77204169020722312839},12840"aparch11__skewt__w1000_r5": {12841"n": 1440,12842"ratio": 0.9471325171716407,12843"dm_p": 0.5542199257970539,12844"dm_stat": -0.591587264292405412845},12846"aparch11__t__w1000_r5": {12847"n": 1440,12848"ratio": 0.8909082219239788,12849"dm_p": 0.16226512521569322,12850"dm_stat": -1.398211143603596912851},12852"arch5__ged__w1000_r5": {12853"n": 1440,12854"ratio": 1.0539743659685257,12855"dm_p": 0.07143774065710126,12856"dm_stat": 1.80401664211356712857},12858"arch5__normal__w1000_r5": {12859"n": 1440,12860"ratio": 1.0912703679402185,12861"dm_p": 0.00502904781921195,12862"dm_stat": 2.809495697226436712863},12864"arch5__skewt__w1000_r5": {12865"n": 1440,12866"ratio": 1.0270768084597555,12867"dm_p": 0.5715781021415476,12868"dm_stat": 0.56585864208583212869},12870"arch5__t__w1000_r5": {12871"n": 1440,12872"ratio": 1.0262938283959016,12873"dm_p": 0.5848515183696334,12874"dm_stat": 0.546435218520344712875},12876"avgarch11__ged__w1000_r5": {12877"n": 1440,12878"ratio": 0.9450996711020594,12879"dm_p": 0.006407126661959665,12880"dm_stat": -2.73018312460969112881},12882"avgarch11__normal__w1000_r5": {12883"n": 1440,12884"ratio": 0.9845569619692127,12885"dm_p": 0.6484065500119115,12886"dm_stat": -0.456072658050499212887},12888"avgarch11__skewt__w1000_r5": {12889"n": 1440,12890"ratio": 0.9139586513597775,12891"dm_p": 0.03585895878142686,12892"dm_stat": -2.10049504900189612893},12894"avgarch11__t__w1000_r5": {12895"n": 1440,12896"ratio": 0.9149832091588802,12897"dm_p": 0.03789465357203767,12898"dm_stat": -2.077909169383356712899},12900"cgarch11__ged__w1000_r5": {12901"n": 1440,12902"ratio": 0.9325140614180263,12903"dm_p": 0.026966843313817962,12904"dm_stat": -2.21426427637487512905},12906"cgarch11__normal__w1000_r5": {12907"n": 1440,12908"ratio": 0.9657757702438176,12909"dm_p": 0.11221462850082195,12910"dm_stat": -1.58928987994034712911},12912"cgarch11__skewt__w1000_r5": {12913"n": 1440,12914"ratio": 0.8989089199210039,12915"dm_p": 0.08119974919667372,12916"dm_stat": -1.744991859306353612917},12918"cgarch11__t__w1000_r5": {12919"n": 1440,12920"ratio": 0.8970477166117015,12921"dm_p": 0.07649613043485941,12922"dm_stat": -1.772662746604811312923},12924"constvar__normal__w1000_r5": {12925"n": 1440,12926"ratio": 2.1051814851357453,12927"dm_p": 0.08496584904651355,12928"dm_stat": 1.723760651772000612929},12930"egarch11__ged__w1000_r5": {12931"n": 1440,12932"ratio": 0.9068881403533283,12933"dm_p": 0.07912375703645882,12934"dm_stat": -1.757039307995013312935},12936"egarch11__normal__w1000_r5": {12937"n": 1440,12938"ratio": 0.9288350324496599,12939"dm_p": 0.14652548536799787,12940"dm_stat": -1.452698539584683612941},12942"egarch11__skewt__w1000_r5": {12943"n": 1440,12944"ratio": 0.8863573890044839,12945"dm_p": 0.08021250803996383,12946"dm_stat": -1.750689408266206812947},12948"egarch11__t__w1000_r5": {12949"n": 1440,12950"ratio": 0.9071138793258491,12951"dm_p": 0.1664730279908321,12952"dm_stat": -1.384326847567164812953},12954"ewma094__normal__w1000_r5": {12955"n": 1440,12956"ratio": 1.0202048840222655,12957"dm_p": 0.7606239279020754,12958"dm_stat": 0.3047194109181774512959},12960"figarch11__ged__w1000_r5": {12961"n": 1440,12962"ratio": 0.9305253922895194,12963"dm_p": 0.02891476234828407,12964"dm_stat": -2.186839785096338612965},12966"figarch11__normal__w1000_r5": {12967"n": 1440,12968"ratio": 0.9567816193927418,12969"dm_p": 0.25717051034694377,12970"dm_stat": -1.133553956141573312971},12972"figarch11__skewt__w1000_r5": {12973"n": 1440,12974"ratio": 0.9214930337234732,12975"dm_p": 0.17888160755581206,12976"dm_stat": -1.34486236298049412977},12978"figarch11__t__w1000_r5": {12979"n": 1440,12980"ratio": 0.9212687331480413,12981"dm_p": 0.17734051094091588,12982"dm_stat": -1.349650142080941312983},12984"garch11__ged__w1000_r5": {12985"n": 1440,12986"ratio": 0.9526184490547955,12987"dm_p": 0.04422230378108472,12988"dm_stat": -2.013743583109651512989},12990"garch11__normal__w1000_r5": {12991"n": 1440,12992"ratio": 1.0,12993"dm_p": 1.0,12994"dm_stat": 0.012995},12996"garch11__skewt__w1000_r5": {12997"n": 1440,12998"ratio": 0.9205153230258412,12999"dm_p": 0.11345539659061488,13000"dm_stat": -1.58381569691690513001},13002"garch11__t__w1000_r5": {13003"n": 1440,13004"ratio": 0.9191724195379428,13005"dm_p": 0.10924167214813825,13006"dm_stat": -1.602603558496281413007},13008"garch12__ged__w1000_r5": {13009"n": 1440,13010"ratio": 0.9365530085030034,13011"dm_p": 0.02311637628745613,13012"dm_stat": -2.27393913445669413013},13014"garch12__normal__w1000_r5": {13015"n": 1440,13016"ratio": 0.9872525703877288,13017"dm_p": 0.28625307160049923,13018"dm_stat": -1.066773491255363713019},13020"garch12__skewt__w1000_r5": {13021"n": 1440,13022"ratio": 0.9209549679179546,13023"dm_p": 0.11887608681143202,13024"dm_stat": -1.56043887925142113025},13026"garch12__t__w1000_r5": {13027"n": 1440,13028"ratio": 0.9198310331448741,13029"dm_p": 0.11537998513280023,13030"dm_stat": -1.575417199661302713031},13032"garch21__ged__w1000_r5": {13033"n": 1440,13034"ratio": 0.9478959677236694,13035"dm_p": 0.024526401091557473,13036"dm_stat": -2.25115028011532613037},13038"garch21__normal__w1000_r5": {13039"n": 1440,13040"ratio": 1.0065586157298292,13041"dm_p": 0.3736888617314598,13042"dm_stat": 0.889861754490496913043},13044"garch21__skewt__w1000_r5": {13045"n": 1440,13046"ratio": 0.9183535401230442,13047"dm_p": 0.10281599679868343,13048"dm_stat": -1.63239067785368213049},13050"garch21__t__w1000_r5": {13051"n": 1440,13052"ratio": 0.9167546505950812,13053"dm_p": 0.09886709154642076,13054"dm_stat": -1.651439305305897313055},13056"garchm11__ged__w1000_r5": {13057"n": 1440,13058"ratio": 0.939927236934241,13059"dm_p": 0.04314434955989379,13060"dm_stat": -2.024099643959954313061},13062"garchm11__normal__w1000_r5": {13063"n": 1440,13064"ratio": 0.9928905347441024,13065"dm_p": 0.5549621420492599,13066"dm_stat": -0.590479204233547813067},13068"garchm11__skewt__w1000_r5": {13069"n": 1440,13070"ratio": 0.9217500084160427,13071"dm_p": 0.1421827970742763,13072"dm_stat": -1.468515520306371113073},13074"garchm11__t__w1000_r5": {13075"n": 1440,13076"ratio": 0.9206028021291262,13077"dm_p": 0.12398606705049586,13078"dm_stat": -1.539156000227457813079},13080"garchx_rv11__normal__w1000_r5": {13081"n": 1440,13082"ratio": 0.8674457770059979,13083"dm_p": 0.025631089375205234,13084"dm_stat": -2.234077282149120613085},13086"garchx_rv11__t__w1000_r5": {13087"n": 1440,13088"ratio": 0.8474430874062332,13089"dm_p": 0.03744213778371611,13090"dm_stat": -2.082838784417641313091},13092"gas_t11__t__w1000_r5": {13093"n": 1440,13094"ratio": 0.9015415675690902,13095"dm_p": 0.03987909548741839,13096"dm_stat": -2.056865428291358513097},13098"gjr11__ged__w1000_r5": {13099"n": 1440,13100"ratio": 0.9172406617056049,13101"dm_p": 0.2265034489957585,13102"dm_stat": -1.2099326690799913103},13104"gjr11__normal__w1000_r5": {13105"n": 1440,13106"ratio": 0.9506042072276132,13107"dm_p": 0.34233714188365644,13108"dm_stat": -0.949871316693043513109},13110"gjr11__skewt__w1000_r5": {13111"n": 1440,13112"ratio": 0.8932503206571885,13113"dm_p": 0.16614533807569304,13114"dm_stat": -1.38539852741700813115},13116"gjr11__t__w1000_r5": {13117"n": 1440,13118"ratio": 0.8876892946441794,13119"dm_p": 0.15207977610890538,13120"dm_stat": -1.432983456403836613121},13122"har_rv__empirical__w1000_r5": {13123"n": 1440,13124"ratio": 1.1604982919189732,13125"dm_p": 0.40869546944532187,13126"dm_stat": 0.82643307923160713127},13128"heavy11__normal__w1000_r5": {13129"n": 1440,13130"ratio": 0.868183263904179,13131"dm_p": 0.026313254047797115,13132"dm_stat": -2.223850110554713513133},13134"heavy11__t__w1000_r5": {13135"n": 1440,13136"ratio": 0.8503476957973605,13137"dm_p": 0.039341201744523324,13138"dm_stat": -2.06247987873506413139},13140"histvar22__empirical__w1000_r5": {13141"n": 1440,13142"ratio": 1.2684640949106496,13143"dm_p": 0.00848832204221982,13144"dm_stat": 2.63563217963824213145},13146"histvar252__empirical__w1000_r5": {13147"n": 1440,13148"ratio": 1.50214441440811,13149"dm_p": 0.09309541423536262,13150"dm_stat": 1.680405858175524113151},13152"histvar66__empirical__w1000_r5": {13153"n": 1440,13154"ratio": 1.2319287081717325,13155"dm_p": 0.05250376364530095,13156"dm_stat": 1.940584732466250413157},13158"igarch11__ged__w1000_r5": {13159"n": 1440,13160"ratio": 0.9874584316173562,13161"dm_p": 0.8812376793220468,13162"dm_stat": -0.1494269587504547213163},13164"igarch11__normal__w1000_r5": {13165"n": 1440,13166"ratio": 1.0116568168903828,13167"dm_p": 0.885820393333075,13168"dm_stat": 0.1436203318732324513169},13170"igarch11__skewt__w1000_r5": {13171"n": 1440,13172"ratio": 1.0583811336824256,13173"dm_p": 0.5306424329403442,13174"dm_stat": 0.627177427576890413175},13176"igarch11__t__w1000_r5": {13177"n": 1440,13178"ratio": 1.0699884403502524,13179"dm_p": 0.4534206726575292,13180"dm_stat": 0.749927974571503813181},13182"loghar_rv__empirical__w1000_r5": {13183"n": 1440,13184"ratio": 0.851640355675035,13185"dm_p": 0.007596832758265638,13186"dm_stat": -2.673255750984550313187},13188"msgarch2__normal__w1000_r5": {13189"n": 1440,13190"ratio": 0.9382646083625811,13191"dm_p": 0.033483115187667535,13192"dm_stat": -2.1282832924416913193},13194"msgarch2__t__w1000_r5": {13195"n": 1440,13196"ratio": 0.8948965659876061,13197"dm_p": 0.07435248389233008,13198"dm_stat": -1.785736333123284513199},13200"nagarch11__ged__w1000_r5": {13201"n": 1440,13202"ratio": 0.9028370998338345,13203"dm_p": 0.17211714971006772,13204"dm_stat": -1.36611235307761813205},13206"nagarch11__normal__w1000_r5": {13207"n": 1440,13208"ratio": 0.9136333637087644,13209"dm_p": 0.2062735665029885,13210"dm_stat": -1.264449290965665713211},13212"nagarch11__skewt__w1000_r5": {13213"n": 1440,13214"ratio": 0.8742479635902934,13215"dm_p": 0.08990444152297834,13216"dm_stat": -1.697044786256832313217},13218"nagarch11__t__w1000_r5": {13219"n": 1440,13220"ratio": 0.8768774610343522,13221"dm_p": 0.096861991492889,13222"dm_stat": -1.661345058785264713223},13224"qgarch11__ged__w1000_r5": {13225"n": 1440,13226"ratio": 0.8988961143276161,13227"dm_p": 0.07474331083467214,13228"dm_stat": -1.783330011065909813229},13230"qgarch11__normal__w1000_r5": {13231"n": 1440,13232"ratio": 0.9158825494015805,13233"dm_p": 0.1162852345209204,13234"dm_stat": -1.57150497932036513235},13236"qgarch11__skewt__w1000_r5": {13237"n": 1440,13238"ratio": 0.867548516396874,13239"dm_p": 0.037945814636251546,13240"dm_stat": -2.07735499005802313241},13242"qgarch11__t__w1000_r5": {13243"n": 1440,13244"ratio": 0.8677068724041161,13245"dm_p": 0.038547750986226655,13246"dm_stat": -2.07088209585785113247},13248"realgarch11__normal__w1000_r5": {13249"n": 1440,13250"ratio": 0.898052860402349,13251"dm_p": 0.06939810613461496,13252"dm_stat": -1.817175856419599913253},13254"realgarch11__t__w1000_r5": {13255"n": 1440,13256"ratio": 2.5536773618194695,13257"dm_p": 4.783858805217625e-08,13258"dm_stat": 5.488512025147799513259},13260"rm2006__normal__w1000_r5": {13261"n": 1440,13262"ratio": 0.9158796379358067,13263"dm_p": 0.14167607109309052,13264"dm_stat": -1.470385191701815113265},13266"rm_rw__empirical__w1000_r5": {13267"n": 1440,13268"ratio": 1.5633414762117892,13269"dm_p": 7.249164445521564e-07,13270"dm_stat": 4.97664251725427513271},13272"tarch11__ged__w1000_r5": {13273"n": 1440,13274"ratio": 0.8961049139722923,13275"dm_p": 0.09418217891423808,13276"dm_stat": -1.674843718153200513277},13278"tarch11__normal__w1000_r5": {13279"n": 1440,13280"ratio": 0.894887226498313,13281"dm_p": 0.045189568367598756,13282"dm_stat": -2.00463093852513413283},13284"tarch11__skewt__w1000_r5": {13285"n": 1440,13286"ratio": 0.8644591926488223,13287"dm_p": 0.06343401786191344,13288"dm_stat": -1.857571662279214413289},13290"tarch11__t__w1000_r5": {13291"n": 1440,13292"ratio": 0.8713613102598249,13293"dm_p": 0.07469876118841469,13294"dm_stat": -1.783603782961341613295}13296},13297"episode=covid": {13298"aparch11__ged__w1000_r5": {13299"n": 92,13300"ratio": 0.5223873353268578,13301"dm_p": 0.1364085568669531,13302"dm_stat": -1.502584751348346113303},13304"aparch11__normal__w1000_r5": {13305"n": 92,13306"ratio": 0.6570385050447728,13307"dm_p": 0.15374549452007266,13308"dm_stat": -1.438419465718258513309},13310"aparch11__skewt__w1000_r5": {13311"n": 92,13312"ratio": 0.4118702809893965,13313"dm_p": 0.1167847218173117,13314"dm_stat": -1.583465722254473513315},13316"aparch11__t__w1000_r5": {13317"n": 92,13318"ratio": 0.40533466670497525,13319"dm_p": 0.11375303805433379,13320"dm_stat": -1.59690859861505713321},13322"arch5__ged__w1000_r5": {13323"n": 92,13324"ratio": 1.0008785301657477,13325"dm_p": 0.9912996932000923,13326"dm_stat": 0.01093443501583755613327},13328"arch5__normal__w1000_r5": {13329"n": 92,13330"ratio": 1.2272946696573444,13331"dm_p": 8.329055550154594e-05,13332"dm_stat": 4.12028994644973513333},13334"arch5__skewt__w1000_r5": {13335"n": 92,13336"ratio": 0.683848537232853,13337"dm_p": 0.13042212755861401,13338"dm_stat": -1.526224935123366813339},13340"arch5__t__w1000_r5": {13341"n": 92,13342"ratio": 0.6852122256235896,13343"dm_p": 0.13357105510831788,13344"dm_stat": -1.513685981595718413345},13346"avgarch11__ged__w1000_r5": {13347"n": 92,13348"ratio": 0.9522760783838246,13349"dm_p": 0.43692019564388695,13350"dm_stat": -0.780845089015155513351},13352"avgarch11__normal__w1000_r5": {13353"n": 92,13354"ratio": 1.197319991356262,13355"dm_p": 0.2824439094545978,13356"dm_stat": 1.081247995751464213357},13358"avgarch11__skewt__w1000_r5": {13359"n": 92,13360"ratio": 0.638047092728388,13361"dm_p": 0.02001664684552097,13362"dm_stat": -2.367699054261129413363},13364"avgarch11__t__w1000_r5": {13365"n": 92,13366"ratio": 0.6355930384562261,13367"dm_p": 0.020847151952992988,13368"dm_stat": -2.35166580546117213369},13370"cgarch11__ged__w1000_r5": {13371"n": 92,13372"ratio": 0.7718170273999327,13373"dm_p": 0.020450485754936097,13374"dm_stat": -2.359251566891007513375},13376"cgarch11__normal__w1000_r5": {13377"n": 92,13378"ratio": 0.9421360677357599,13379"dm_p": 0.03567931369417056,13380"dm_stat": -2.132253634184933413381},13382"cgarch11__skewt__w1000_r5": {13383"n": 92,13384"ratio": 0.4651714976097284,13385"dm_p": 0.039377336632868756,13386"dm_stat": -2.090327271440709713387},13388"cgarch11__t__w1000_r5": {13389"n": 92,13390"ratio": 0.4665246316827868,13391"dm_p": 0.039686431031987435,13392"dm_stat": -2.08697912434389113393},13394"constvar__normal__w1000_r5": {13395"n": 92,13396"ratio": 6.315484166393001,13397"dm_p": 0.10207233225142036,13398"dm_stat": 1.651554270972936313399},13400"egarch11__ged__w1000_r5": {13401"n": 92,13402"ratio": 0.7236576179044799,13403"dm_p": 0.1367854883331713,13404"dm_stat": -1.501123750604154813405},13406"egarch11__normal__w1000_r5": {13407"n": 92,13408"ratio": 0.8727675862590702,13409"dm_p": 0.29772295531411863,13410"dm_stat": -1.047326245498686213411},13412"egarch11__skewt__w1000_r5": {13413"n": 92,13414"ratio": 0.5298959581762173,13415"dm_p": 0.0857092837273693,13416"dm_stat": -1.737346832799386213417},13418"egarch11__t__w1000_r5": {13419"n": 92,13420"ratio": 0.5604969149538862,13421"dm_p": 0.11329104374964376,13422"dm_stat": -1.598982233432656413423},13424"ewma094__normal__w1000_r5": {13425"n": 92,13426"ratio": 0.7154479054032107,13427"dm_p": 0.15154354646225346,13428"dm_stat": -1.446246871119667713429},13430"figarch11__ged__w1000_r5": {13431"n": 92,13432"ratio": 0.8545824708867789,13433"dm_p": 0.013235372825880914,13434"dm_stat": -2.526864364953438413435},13436"figarch11__normal__w1000_r5": {13437"n": 92,13438"ratio": 1.008416106726423,13439"dm_p": 0.9538019625470122,13440"dm_stat": 0.05809295374323776613441},13442"figarch11__skewt__w1000_r5": {13443"n": 92,13444"ratio": 0.4827340496649128,13445"dm_p": 0.05626179611272619,13446"dm_stat": -1.93366895610036813447},13448"figarch11__t__w1000_r5": {13449"n": 92,13450"ratio": 0.4833761966159086,13451"dm_p": 0.056428116371296654,13452"dm_stat": -1.932338219485190413453},13454"garch11__ged__w1000_r5": {13455"n": 92,13456"ratio": 0.7746875763428903,13457"dm_p": 0.032173792841229704,13458"dm_stat": -2.17563420439389713459},13460"garch11__normal__w1000_r5": {13461"n": 92,13462"ratio": 1.0,13463"dm_p": 1.0,13464"dm_stat": 0.013465},13466"garch11__skewt__w1000_r5": {13467"n": 92,13468"ratio": 0.5195005727955163,13469"dm_p": 0.04001753203781361,13470"dm_stat": -2.083417462574066513471},13472"garch11__t__w1000_r5": {13473"n": 92,13474"ratio": 0.5189369626734824,13475"dm_p": 0.040333460558508,13476"dm_stat": -2.08004262519744913477},13478"garch12__ged__w1000_r5": {13479"n": 92,13480"ratio": 0.768040171206628,13481"dm_p": 0.026626079693832367,13482"dm_stat": -2.2535524909245713483},13484"garch12__normal__w1000_r5": {13485"n": 92,13486"ratio": 0.9874124734915875,13487"dm_p": 0.006301545530923299,13488"dm_stat": -2.796567410548189213489},13490"garch12__skewt__w1000_r5": {13491"n": 92,13492"ratio": 0.5173825389770871,13493"dm_p": 0.03907087618753399,13494"dm_stat": -2.093669354849665413495},13496"garch12__t__w1000_r5": {13497"n": 92,13498"ratio": 0.5170927538552741,13499"dm_p": 0.03946538012782236,13500"dm_stat": -2.08937127070791613501},13502"garch21__ged__w1000_r5": {13503"n": 92,13504"ratio": 0.783611778364921,13505"dm_p": 0.027036718562286132,13506"dm_stat": -2.24731954789154213507},13508"garch21__normal__w1000_r5": {13509"n": 92,13510"ratio": 1.043123595131053,13511"dm_p": 0.17689299366508535,13512"dm_stat": 1.360941755880096213513},13514"garch21__skewt__w1000_r5": {13515"n": 92,13516"ratio": 0.5237296168282204,13517"dm_p": 0.038254560552787434,13518"dm_stat": -2.10268337369239913519},13520"garch21__t__w1000_r5": {13521"n": 92,13522"ratio": 0.5223606836645708,13523"dm_p": 0.038755984023208394,13524"dm_stat": -2.097127048030670513525},13526"garchm11__ged__w1000_r5": {13527"n": 92,13528"ratio": 0.6701249457188032,13529"dm_p": 0.08143156293527164,13530"dm_stat": -1.76197586763655613531},13532"garchm11__normal__w1000_r5": {13533"n": 92,13534"ratio": 0.9852859510656942,13535"dm_p": 0.2774657069949732,13536"dm_stat": -1.092572184944619713537},13538"garchm11__skewt__w1000_r5": {13539"n": 92,13540"ratio": 0.4489711579186883,13541"dm_p": 0.05881186781514797,13542"dm_stat": -1.91362109451311713543},13544"garchm11__t__w1000_r5": {13545"n": 92,13546"ratio": 0.46259206686616894,13547"dm_p": 0.057441054127464704,13548"dm_stat": -1.924304551665373413549},13550"garchx_rv11__normal__w1000_r5": {13551"n": 92,13552"ratio": 0.5545613851562239,13553"dm_p": 0.13119346428738474,13554"dm_stat": -1.523131617877550513555},13556"garchx_rv11__t__w1000_r5": {13557"n": 92,13558"ratio": 0.4162473103975401,13559"dm_p": 0.09563915273618084,13560"dm_stat": -1.683844584253878513561},13562"gas_t11__t__w1000_r5": {13563"n": 92,13564"ratio": 0.5667827581124009,13565"dm_p": 0.05477209581740213,13566"dm_stat": -1.945739035695756213567},13568"gjr11__ged__w1000_r5": {13569"n": 92,13570"ratio": 0.5307626580182954,13571"dm_p": 0.15858209811986432,13572"dm_stat": -1.421525734089198713573},13574"gjr11__normal__w1000_r5": {13575"n": 92,13576"ratio": 0.6971795565116111,13577"dm_p": 0.19772167425626394,13578"dm_stat": -1.297550021662040113579},13580"gjr11__skewt__w1000_r5": {13581"n": 92,13582"ratio": 0.40870083887101905,13583"dm_p": 0.12557922157461285,13584"dm_stat": -1.54598380912223313585},13586"gjr11__t__w1000_r5": {13587"n": 92,13588"ratio": 0.40433433248520945,13589"dm_p": 0.12431687427127722,13590"dm_stat": -1.55123304258557513591},13592"har_rv__empirical__w1000_r5": {13593"n": 92,13594"ratio": 36332087.99272817,13595"dm_p": 0.304704422024521,13596"dm_stat": 1.03222042317950713597},13598"heavy11__normal__w1000_r5": {13599"n": 92,13600"ratio": 0.5573286971729217,13601"dm_p": 0.13214850428069483,13602"dm_stat": -1.519321388373791713603},13604"heavy11__t__w1000_r5": {13605"n": 92,13606"ratio": 0.42681222779223216,13607"dm_p": 0.09856287639371544,13608"dm_stat": -1.66895760108132113609},13610"histvar22__empirical__w1000_r5": {13611"n": 92,13612"ratio": 0.8659514373731055,13613"dm_p": 0.15344249363180282,13614"dm_stat": -1.43949139697284213615},13616"histvar252__empirical__w1000_r5": {13617"n": 92,13618"ratio": 3.355263653573616,13619"dm_p": 0.1688693976217549,13620"dm_stat": 1.386869624802265413621},13622"histvar66__empirical__w1000_r5": {13623"n": 92,13624"ratio": 1.9037663247373304,13625"dm_p": 0.1467608530745192,13626"dm_stat": 1.463556683350975413627},13628"igarch11__ged__w1000_r5": {13629"n": 92,13630"ratio": 0.2925585150963128,13631"dm_p": 0.08473317364387072,13632"dm_stat": -1.742876198230376213633},13634"igarch11__normal__w1000_r5": {13635"n": 92,13636"ratio": 0.31567115964553827,13637"dm_p": 0.0924756801116329,13638"dm_stat": -1.700375547533110213639},13640"igarch11__skewt__w1000_r5": {13641"n": 92,13642"ratio": 0.22618627176848946,13643"dm_p": 0.07497525806982597,13644"dm_stat": -1.801252319406457413645},13646"igarch11__t__w1000_r5": {13647"n": 92,13648"ratio": 0.22788369916173234,13649"dm_p": 0.07493749917036889,13650"dm_stat": -1.801490133667018613651},13652"loghar_rv__empirical__w1000_r5": {13653"n": 92,13654"ratio": 1.0063488892970869,13655"dm_p": 0.9672877919283276,13656"dm_stat": 0.0411231741139413813657},13658"msgarch2__normal__w1000_r5": {13659"n": 92,13660"ratio": 0.7884878037363049,13661"dm_p": 0.07225799928242371,13662"dm_stat": -1.81862613773595413663},13664"msgarch2__t__w1000_r5": {13665"n": 92,13666"ratio": 0.5031507771387392,13667"dm_p": 0.05988580865052818,13668"dm_stat": -1.905397192938414613669},13670"nagarch11__ged__w1000_r5": {13671"n": 92,13672"ratio": 0.5498470112519506,13673"dm_p": 0.17783245579054732,13674"dm_stat": -1.357964680062762513675},13676"nagarch11__normal__w1000_r5": {13677"n": 92,13678"ratio": 0.6016592555148801,13679"dm_p": 0.19975808742308848,13680"dm_stat": -1.29162486258702713681},13682"nagarch11__skewt__w1000_r5": {13683"n": 92,13684"ratio": 0.46379121223284137,13685"dm_p": 0.1428673991196268,13686"dm_stat": -1.477974902624199713687},13688"nagarch11__t__w1000_r5": {13689"n": 92,13690"ratio": 0.4610264347211426,13691"dm_p": 0.14187800702618975,13692"dm_stat": -1.48168755360458513693},13694"qgarch11__ged__w1000_r5": {13695"n": 92,13696"ratio": 0.5388000489533684,13697"dm_p": 0.06336641808523129,13698"dm_stat": -1.879571111255756513699},13700"qgarch11__normal__w1000_r5": {13701"n": 92,13702"ratio": 0.5951512192626054,13703"dm_p": 0.06325699113509892,13704"dm_stat": -1.880364675073232813705},13706"qgarch11__skewt__w1000_r5": {13707"n": 92,13708"ratio": 0.44237789479237727,13709"dm_p": 0.06378790767439226,13710"dm_stat": -1.876525185045196313711},13712"qgarch11__t__w1000_r5": {13713"n": 92,13714"ratio": 0.4398594331863092,13715"dm_p": 0.06366163439523158,13716"dm_stat": -1.87743593069406813717},13718"realgarch11__normal__w1000_r5": {13719"n": 92,13720"ratio": 1.3426384732759853,13721"dm_p": 0.22639482134257158,13722"dm_stat": 1.217941303523272713723},13724"realgarch11__t__w1000_r5": {13725"n": 92,13726"ratio": 1.3963429114292174,13727"dm_p": 0.05636107154377949,13728"dm_stat": 1.93287424861819613729},13730"rm2006__normal__w1000_r5": {13731"n": 92,13732"ratio": 0.6225332161008945,13733"dm_p": 0.07660398572463632,13734"dm_stat": -1.791087581960946413735},13736"rm_rw__empirical__w1000_r5": {13737"n": 92,13738"ratio": 0.5241803700954508,13739"dm_p": 0.26629672017613976,13740"dm_stat": -1.118501698274714513741},13742"tarch11__ged__w1000_r5": {13743"n": 92,13744"ratio": 0.5447156365121498,13745"dm_p": 0.12073940029711067,13746"dm_stat": -1.566342645518920913747},13748"tarch11__normal__w1000_r5": {13749"n": 92,13750"ratio": 0.6601268438892111,13751"dm_p": 0.12209041574482561,13752"dm_stat": -1.560595306111691313753},13754"tarch11__skewt__w1000_r5": {13755"n": 92,13756"ratio": 0.43099944147954117,13757"dm_p": 0.10413840723165574,13758"dm_stat": -1.641533958981254313759},13760"tarch11__t__w1000_r5": {13761"n": 92,13762"ratio": 0.4265940706466286,13763"dm_p": 0.10405116505597652,13764"dm_stat": -1.641953814096486913765}13766},13767"episode=none": {13768"aparch11__ged__w1000_r5": {13769"n": 2334,13770"ratio": 0.9395206092687362,13771"dm_p": 0.14164393312424853,13772"dm_stat": -1.470194481081407813773},13774"aparch11__normal__w1000_r5": {13775"n": 2334,13776"ratio": 0.9181508461692666,13777"dm_p": 0.01658812092729569,13778"dm_stat": -2.39744328305033213779},13780"aparch11__skewt__w1000_r5": {13781"n": 2334,13782"ratio": 1.0444307802042336,13783"dm_p": 0.5892924445609832,13784"dm_stat": 0.539936373261628413785},13786"aparch11__t__w1000_r5": {13787"n": 2334,13788"ratio": 0.9536431599464497,13789"dm_p": 0.2789030416868112,13790"dm_stat": -1.083038979405846413791},13792"arch5__ged__w1000_r5": {13793"n": 2334,13794"ratio": 1.0466736917696295,13795"dm_p": 0.09720690137936527,13796"dm_stat": 1.659214915058515413797},13798"arch5__normal__w1000_r5": {13799"n": 2334,13800"ratio": 1.0530804756365366,13801"dm_p": 0.06676418565634903,13802"dm_stat": 1.834115255733028713803},13804"arch5__skewt__w1000_r5": {13805"n": 2334,13806"ratio": 1.0700746807446644,13807"dm_p": 0.021254789841514844,13808"dm_stat": 2.30498518645021713809},13810"arch5__t__w1000_r5": {13811"n": 2334,13812"ratio": 1.0694410383202968,13813"dm_p": 0.02096516369358268,13814"dm_stat": 2.310178136627411713815},13816"avgarch11__ged__w1000_r5": {13817"n": 2334,13818"ratio": 0.9483006903620655,13819"dm_p": 0.014097657339883428,13820"dm_stat": -2.456614822646646413821},13822"avgarch11__normal__w1000_r5": {13823"n": 2334,13824"ratio": 0.9503383928301484,13825"dm_p": 0.029693562430254894,13826"dm_stat": -2.17548917009457513827},13828"avgarch11__skewt__w1000_r5": {13829"n": 2334,13830"ratio": 0.9661691921194786,13831"dm_p": 0.17875492915309382,13832"dm_stat": -1.345003202717341513833},13834"avgarch11__t__w1000_r5": {13835"n": 2334,13836"ratio": 0.9672243782868593,13837"dm_p": 0.190256764566454,13838"dm_stat": -1.310201187521672613839},13840"cgarch11__ged__w1000_r5": {13841"n": 2334,13842"ratio": 0.979388171715788,13843"dm_p": 0.3598869577341661,13844"dm_stat": -0.915760902592644113845},13846"cgarch11__normal__w1000_r5": {13847"n": 2334,13848"ratio": 0.9918572126754746,13849"dm_p": 0.6914911814208684,13850"dm_stat": -0.3968814552274720413851},13852"cgarch11__skewt__w1000_r5": {13853"n": 2334,13854"ratio": 0.98785542604506,13855"dm_p": 0.6518690224567729,13856"dm_stat": -0.4512254277086704713857},13858"cgarch11__t__w1000_r5": {13859"n": 2334,13860"ratio": 0.9860472260506069,13861"dm_p": 0.6026721615252616,13862"dm_stat": -0.520632569350305313863},13864"constvar__normal__w1000_r5": {13865"n": 2334,13866"ratio": 1.4245654151419915,13867"dm_p": 6.61220155088276e-07,13868"dm_stat": 4.98616083209618113869},13870"egarch11__ged__w1000_r5": {13871"n": 2334,13872"ratio": 0.9223701623696525,13873"dm_p": 0.08147876463145129,13874"dm_stat": -1.742923280021856413875},13876"egarch11__normal__w1000_r5": {13877"n": 2334,13878"ratio": 0.9232860029447921,13879"dm_p": 0.06553736672054815,13880"dm_stat": -1.84244182426896613881},13882"egarch11__skewt__w1000_r5": {13883"n": 2334,13884"ratio": 0.9458064683616324,13885"dm_p": 0.25549524642503907,13886"dm_stat": -1.137382432501135713887},13888"egarch11__t__w1000_r5": {13889"n": 2334,13890"ratio": 0.9616554954111931,13891"dm_p": 0.4270446833025625,13892"dm_stat": -0.794397799063775813893},13894"ewma094__normal__w1000_r5": {13895"n": 2334,13896"ratio": 1.203850780045532,13897"dm_p": 0.018369643630715186,13898"dm_stat": 2.359740703618188613899},13900"figarch11__ged__w1000_r5": {13901"n": 2334,13902"ratio": 0.9767519489842164,13903"dm_p": 0.44173515599602653,13904"dm_stat": -0.769397675100431713905},13906"figarch11__normal__w1000_r5": {13907"n": 2334,13908"ratio": 0.9815876768934576,13909"dm_p": 0.4986775838950191,13910"dm_stat": -0.676677647557932213911},13912"figarch11__skewt__w1000_r5": {13913"n": 2334,13914"ratio": 1.0215030604530093,13915"dm_p": 0.5065718685308351,13916"dm_stat": 0.664287653223921813917},13918"figarch11__t__w1000_r5": {13919"n": 2334,13920"ratio": 1.0217334975245354,13921"dm_p": 0.5016281921129978,13922"dm_stat": 0.672034633571108413923},13924"garch11__ged__w1000_r5": {13925"n": 2334,13926"ratio": 0.992289066378125,13927"dm_p": 0.33436929812078203,13928"dm_stat": -0.965550362198370213929},13930"garch11__normal__w1000_r5": {13931"n": 2334,13932"ratio": 1.0,13933"dm_p": 1.0,13934"dm_stat": 0.013935},13936"garch11__skewt__w1000_r5": {13937"n": 2334,13938"ratio": 1.0031416389197267,13939"dm_p": 0.824558562563331,13940"dm_stat": 0.2217106249234501413941},13942"garch11__t__w1000_r5": {13943"n": 2334,13944"ratio": 1.0030231125177758,13945"dm_p": 0.8290004708892426,13946"dm_stat": 0.2160079029674753213947},13948"garch12__ged__w1000_r5": {13949"n": 2334,13950"ratio": 0.9897211454764406,13951"dm_p": 0.4970584892685061,13952"dm_stat": -0.679231627448124213953},13954"garch12__normal__w1000_r5": {13955"n": 2334,13956"ratio": 0.9934778222837247,13957"dm_p": 0.5817331130626667,13958"dm_stat": -0.550931897235823913959},13960"garch12__skewt__w1000_r5": {13961"n": 2334,13962"ratio": 1.0097168121518387,13963"dm_p": 0.5542096897288632,13964"dm_stat": 0.591549383186925313965},13966"garch12__t__w1000_r5": {13967"n": 2334,13968"ratio": 1.0097766248669073,13969"dm_p": 0.5486846917325547,13970"dm_stat": 0.599819642000119513971},13972"garch21__ged__w1000_r5": {13973"n": 2334,13974"ratio": 0.9899090510512747,13975"dm_p": 0.247656439192105,13976"dm_stat": -1.156349951339142913977},13978"garch21__normal__w1000_r5": {13979"n": 2334,13980"ratio": 0.9988398256120418,13981"dm_p": 0.7694445140864928,13982"dm_stat": -0.293135682433319713983},13984"garch21__skewt__w1000_r5": {13985"n": 2334,13986"ratio": 0.9991414764368597,13987"dm_p": 0.9531023203400657,13988"dm_stat": -0.0588177342477351913989},13990"garch21__t__w1000_r5": {13991"n": 2334,13992"ratio": 0.9987816612537681,13993"dm_p": 0.9330551523083706,13994"dm_stat": -0.0840106747099038213995},13996"garchm11__ged__w1000_r5": {13997"n": 2334,13998"ratio": 0.9907644997313194,13999"dm_p": 0.5274231843666474,14000"dm_stat": -0.632039211724793814001},14002"garchm11__normal__w1000_r5": {14003"n": 2334,14004"ratio": 0.9944793836993253,14005"dm_p": 0.6382216475210987,14006"dm_stat": -0.4702482123354556614007},14008"garchm11__skewt__w1000_r5": {14009"n": 2334,14010"ratio": 1.0129552791288947,14011"dm_p": 0.42190395927329555,14012"dm_stat": 0.803264051107139914013},14014"garchm11__t__w1000_r5": {14015"n": 2334,14016"ratio": 1.0108174432251753,14017"dm_p": 0.49103041182865936,14018"dm_stat": 0.688779681151166414019},14020"garchx_rv11__normal__w1000_r5": {14021"n": 2334,14022"ratio": 0.9502842307165573,14023"dm_p": 0.19483619081992187,14024"dm_stat": -1.296776925877831414025},14026"garchx_rv11__t__w1000_r5": {14027"n": 2334,14028"ratio": 0.9517882249757922,14029"dm_p": 0.24518247625637424,14030"dm_stat": -1.162423252921442714031},14032"gas_t11__t__w1000_r5": {14033"n": 2334,14034"ratio": 0.9509755015616417,14035"dm_p": 0.08979352512438055,14036"dm_stat": -1.697193169761023214037},14038"gjr11__ged__w1000_r5": {14039"n": 2334,14040"ratio": 0.9700648468531802,14041"dm_p": 0.3823643288864182,14042"dm_stat": -0.873713300904980614043},14044"gjr11__normal__w1000_r5": {14045"n": 2334,14046"ratio": 0.9763673773671245,14047"dm_p": 0.4448126044062607,14048"dm_stat": -0.764221392391586514049},14050"gjr11__skewt__w1000_r5": {14051"n": 2334,14052"ratio": 0.982381582104703,14053"dm_p": 0.5886167404900329,14054"dm_stat": -0.540916554592085414055},14056"gjr11__t__w1000_r5": {14057"n": 2334,14058"ratio": 0.974986740787475,14059"dm_p": 0.47820074458255746,14060"dm_stat": -0.709313638646259214061},14062"har_rv__empirical__w1000_r5": {14063"n": 2334,14064"ratio": 1.0143309232746007,14065"dm_p": 0.7449874467098083,14066"dm_stat": 0.3252943882043173314067},14068"heavy11__normal__w1000_r5": {14069"n": 2334,14070"ratio": 0.9520927357998997,14071"dm_p": 0.21511703644188235,14072"dm_stat": -1.239954193763721314073},14074"heavy11__t__w1000_r5": {14075"n": 2334,14076"ratio": 0.9539993795037572,14077"dm_p": 0.2692832997173136,14078"dm_stat": -1.10497745494373114079},14080"histvar22__empirical__w1000_r5": {14081"n": 2334,14082"ratio": 1.5618676217080123,14083"dm_p": 0.00024036131240363234,14084"dm_stat": 3.67802536487823814085},14086"histvar252__empirical__w1000_r5": {14087"n": 2334,14088"ratio": 1.336672869673291,14089"dm_p": 0.00013874811448537204,14090"dm_stat": 3.816735399062632714091},14092"histvar66__empirical__w1000_r5": {14093"n": 2334,14094"ratio": 1.2728743896904906,14095"dm_p": 0.0013297889538780355,14096"dm_stat": 3.21336306822369914097},14098"igarch11__ged__w1000_r5": {14099"n": 2334,14100"ratio": 1.1244708957848968,14101"dm_p": 0.0012186139326047327,14102"dm_stat": 3.238464338437638414103},14104"igarch11__normal__w1000_r5": {14105"n": 2334,14106"ratio": 1.1463198289925958,14107"dm_p": 0.00011533988444472498,14108"dm_stat": 3.86239128602256214109},14110"igarch11__skewt__w1000_r5": {14111"n": 2334,14112"ratio": 1.23358188327058,14113"dm_p": 2.015979230018047e-08,14114"dm_stat": 5.63021037013467314115},14116"igarch11__t__w1000_r5": {14117"n": 2334,14118"ratio": 1.249152062488751,14119"dm_p": 4.542141042168498e-09,14120"dm_stat": 5.885432013445913514121},14122"loghar_rv__empirical__w1000_r5": {14123"n": 2334,14124"ratio": 0.8537285732484521,14125"dm_p": 0.001448490365398248,14126"dm_stat": -3.18861709613709514127},14128"msgarch2__normal__w1000_r5": {14129"n": 2334,14130"ratio": 0.9785663405363966,14131"dm_p": 0.2365980898742137,14132"dm_stat": -1.183837267789765314133},14134"msgarch2__t__w1000_r5": {14135"n": 2334,14136"ratio": 1.00598117713646,14137"dm_p": 0.9058510864350207,14138"dm_stat": 0.1182861847461119514139},14140"nagarch11__ged__w1000_r5": {14141"n": 2334,14142"ratio": 0.9514667146509049,14143"dm_p": 0.2612283383320109,14144"dm_stat": -1.123765028600321814145},14146"nagarch11__normal__w1000_r5": {14147"n": 2334,14148"ratio": 0.9478752519741402,14149"dm_p": 0.20342982920178074,14150"dm_stat": -1.272197253155228614151},14152"nagarch11__skewt__w1000_r5": {14153"n": 2334,14154"ratio": 0.9477618538749772,14155"dm_p": 0.20864915058987443,14156"dm_stat": -1.257636402398501214157},14158"nagarch11__t__w1000_r5": {14159"n": 2334,14160"ratio": 0.9538050683933219,14161"dm_p": 0.26204164814086645,14162"dm_stat": -1.121850055550112714163},14164"qgarch11__ged__w1000_r5": {14165"n": 2334,14166"ratio": 0.958070401415495,14167"dm_p": 0.1848864330300631,14168"dm_stat": -1.326250869309255814169},14170"qgarch11__normal__w1000_r5": {14171"n": 2334,14172"ratio": 0.9718967856459796,14173"dm_p": 0.3912567904324354,14174"dm_stat": -0.857499822143374114175},14176"qgarch11__skewt__w1000_r5": {14177"n": 2334,14178"ratio": 0.9496708294922509,14179"dm_p": 0.0939437883270158,14180"dm_stat": -1.67563459595886314181},14182"qgarch11__t__w1000_r5": {14183"n": 2334,14184"ratio": 0.9500107547981411,14185"dm_p": 0.09283154686548231,14186"dm_stat": -1.68133583340909314187},14188"realgarch11__normal__w1000_r5": {14189"n": 2334,14190"ratio": 0.8650400247311513,14191"dm_p": 0.00021579723500734837,14192"dm_stat": -3.705598844564280514193},14194"realgarch11__t__w1000_r5": {14195"n": 2334,14196"ratio": 3.0648942884387167,14197"dm_p": 2.714636111021754e-13,14198"dm_stat": 7.35065970181456114199},14200"rm2006__normal__w1000_r5": {14201"n": 2334,14202"ratio": 1.0375600588151501,14203"dm_p": 0.4874922611526355,14204"dm_stat": 0.694413199565560414205},14206"rm_rw__empirical__w1000_r5": {14207"n": 2334,14208"ratio": 1.7994693244996438,14209"dm_p": 2.7116634883485272e-14,14210"dm_stat": 7.65971498708582214211},14212"tarch11__ged__w1000_r5": {14213"n": 2334,14214"ratio": 0.9294185439708071,14215"dm_p": 0.059372470930469955,14216"dm_stat": -1.886345773244336514217},14218"tarch11__normal__w1000_r5": {14219"n": 2334,14220"ratio": 0.9172020324940144,14221"dm_p": 0.01948386417779751,14222"dm_stat": -2.337759207132194614223},14224"tarch11__skewt__w1000_r5": {14225"n": 2334,14226"ratio": 0.9290265347769266,14227"dm_p": 0.08318370444774097,14228"dm_stat": -1.733248124359589414229},14230"tarch11__t__w1000_r5": {14231"n": 2334,14232"ratio": 0.9332608528265618,14233"dm_p": 0.09098583674214979,14234"dm_stat": -1.690919036830678314235}14236},14237"episode=rate_shock_2022": {14238"aparch11__ged__w1000_r5": {14239"n": 251,14240"ratio": 0.9158309234960131,14241"dm_p": 0.6164891375612488,14242"dm_stat": -0.501459388287541214243},14244"aparch11__normal__w1000_r5": {14245"n": 251,14246"ratio": 0.9058612442526668,14247"dm_p": 0.537876803374636,14248"dm_stat": -0.616877650447340914249},14250"aparch11__skewt__w1000_r5": {14251"n": 251,14252"ratio": 0.9131304509385467,14253"dm_p": 0.6104118608409439,14254"dm_stat": -0.510128011588083214255},14256"aparch11__t__w1000_r5": {14257"n": 251,14258"ratio": 0.9146025117322418,14259"dm_p": 0.6110711877878375,14260"dm_stat": -0.50918569831909314261},14262"arch5__ged__w1000_r5": {14263"n": 251,14264"ratio": 1.0730460665752528,14265"dm_p": 0.27184831015431854,14266"dm_stat": 1.101247001803314314267},14268"arch5__normal__w1000_r5": {14269"n": 251,14270"ratio": 1.0515993217669883,14271"dm_p": 0.42740793347446693,14272"dm_stat": 0.794930533502110214273},14274"arch5__skewt__w1000_r5": {14275"n": 251,14276"ratio": 1.0568481315664924,14277"dm_p": 0.4183925694471493,14278"dm_stat": 0.810554334450643514279},14280"arch5__t__w1000_r5": {14281"n": 251,14282"ratio": 1.0621433179613469,14283"dm_p": 0.3732390852167656,14284"dm_stat": 0.892021654794153114285},14286"avgarch11__ged__w1000_r5": {14287"n": 251,14288"ratio": 0.954723509703689,14289"dm_p": 0.2966962942522102,14290"dm_stat": -1.045728794278779214291},14292"avgarch11__normal__w1000_r5": {14293"n": 251,14294"ratio": 0.9301422493606618,14295"dm_p": 0.11282450739230077,14296"dm_stat": -1.591216572077096814297},14298"avgarch11__skewt__w1000_r5": {14299"n": 251,14300"ratio": 0.942939552328576,14301"dm_p": 0.2149800959967324,14302"dm_stat": -1.243142001657849614303},14304"avgarch11__t__w1000_r5": {14305"n": 251,14306"ratio": 0.9460586288383342,14307"dm_p": 0.23803425913289525,14308"dm_stat": -1.182743882832278714309},14310"cgarch11__ged__w1000_r5": {14311"n": 251,14312"ratio": 1.089562066863491,14313"dm_p": 0.19618982125898285,14314"dm_stat": 1.295944333128734814315},14316"cgarch11__normal__w1000_r5": {14317"n": 251,14318"ratio": 1.0642182815595223,14319"dm_p": 0.2669871011244986,14320"dm_stat": 1.112511049990656514321},14322"cgarch11__skewt__w1000_r5": {14323"n": 251,14324"ratio": 1.0650054985189386,14325"dm_p": 0.36273518927346726,14326"dm_stat": 0.9118327242139314327},14328"cgarch11__t__w1000_r5": {14329"n": 251,14330"ratio": 1.0661401802661092,14331"dm_p": 0.3546896883763284,14332"dm_stat": 0.92725264337498314333},14334"constvar__normal__w1000_r5": {14335"n": 251,14336"ratio": 0.977194039926215,14337"dm_p": 0.9239868132695571,14338"dm_stat": -0.0955093029288191514339},14340"egarch11__ged__w1000_r5": {14341"n": 251,14342"ratio": 0.9035560997643208,14343"dm_p": 0.591126452896875,14344"dm_stat": -0.537897324110323914345},14346"egarch11__normal__w1000_r5": {14347"n": 251,14348"ratio": 0.8904162413869301,14349"dm_p": 0.5154678755986993,14350"dm_stat": -0.651273921822891914351},14352"egarch11__skewt__w1000_r5": {14353"n": 251,14354"ratio": 0.9089269241071405,14355"dm_p": 0.6205329316919634,14356"dm_stat": -0.495712233831611214357},14358"egarch11__t__w1000_r5": {14359"n": 251,14360"ratio": 0.9103763832624956,14361"dm_p": 0.6237417198479132,14362"dm_stat": -0.4911634801199642514363},14364"ewma094__normal__w1000_r5": {14365"n": 251,14366"ratio": 1.0009906683938432,14367"dm_p": 0.9907993401885153,14368"dm_stat": 0.01154311142894639614369},14370"figarch11__ged__w1000_r5": {14371"n": 251,14372"ratio": 0.9481578829222717,14373"dm_p": 0.3484848517711484,14374"dm_stat": -0.939297096735851714375},14376"figarch11__normal__w1000_r5": {14377"n": 251,14378"ratio": 0.9390486797605395,14379"dm_p": 0.2952278842590583,14380"dm_stat": -1.048920019777779714381},14382"figarch11__skewt__w1000_r5": {14383"n": 251,14384"ratio": 0.9375492492047441,14385"dm_p": 0.28199846850957677,14386"dm_stat": -1.078166905436668714387},14388"figarch11__t__w1000_r5": {14389"n": 251,14390"ratio": 0.9371961483672973,14391"dm_p": 0.27763165375090726,14392"dm_stat": -1.08802548397084314393},14394"garch11__ged__w1000_r5": {14395"n": 251,14396"ratio": 1.005596514062559,14397"dm_p": 0.3807270159778794,14398"dm_stat": 0.878110259660028614399},14400"garch11__normal__w1000_r5": {14401"n": 251,14402"ratio": 1.0,14403"dm_p": 1.0,14404"dm_stat": 0.014405},14406"garch11__skewt__w1000_r5": {14407"n": 251,14408"ratio": 0.981825075790216,14409"dm_p": 0.13705626941803156,14410"dm_stat": -1.4916324573003914411},14412"garch11__t__w1000_r5": {14413"n": 251,14414"ratio": 0.9832878544113028,14415"dm_p": 0.17974499517454973,14416"dm_stat": -1.345307310570233814417},14418"garch12__ged__w1000_r5": {14419"n": 251,14420"ratio": 0.9999690898194755,14421"dm_p": 0.9969320798544764,14422"dm_stat": -0.00384892421226599614423},14424"garch12__normal__w1000_r5": {14425"n": 251,14426"ratio": 0.9979386677800797,14427"dm_p": 0.17438046569056162,14428"dm_stat": -1.362137633290325214429},14430"garch12__skewt__w1000_r5": {14431"n": 251,14432"ratio": 0.9739656574852061,14433"dm_p": 0.11056471232395962,14434"dm_stat": -1.601338776483800514435},14436"garch12__t__w1000_r5": {14437"n": 251,14438"ratio": 0.9755254178402929,14439"dm_p": 0.14062523427164586,14440"dm_stat": -1.478154315294727214441},14442"garch21__ged__w1000_r5": {14443"n": 251,14444"ratio": 1.0055931097933464,14445"dm_p": 0.3817276532676885,14446"dm_stat": 0.876264108818409314447},14448"garch21__normal__w1000_r5": {14449"n": 251,14450"ratio": 1.0006741630889073,14451"dm_p": 0.11215426345495404,14452"dm_stat": 1.59420185544039114453},14454"garch21__skewt__w1000_r5": {14455"n": 251,14456"ratio": 0.9818153467732708,14457"dm_p": 0.13682171157152043,14458"dm_stat": -1.492527750056748414459},14460"garch21__t__w1000_r5": {14461"n": 251,14462"ratio": 0.9833038378781548,14463"dm_p": 0.18014248910831832,14464"dm_stat": -1.344075281427751514465},14466"garchm11__ged__w1000_r5": {14467"n": 251,14468"ratio": 1.0049551806083485,14469"dm_p": 0.42441325549122355,14470"dm_stat": 0.800098657794963914471},14472"garchm11__normal__w1000_r5": {14473"n": 251,14474"ratio": 0.998093944867811,14475"dm_p": 0.29470276926981037,14476"dm_stat": -1.050063822464429414477},14478"garchm11__skewt__w1000_r5": {14479"n": 251,14480"ratio": 0.9825426134479431,14481"dm_p": 0.14863840581770862,14482"dm_stat": -1.448829177186170814483},14484"garchm11__t__w1000_r5": {14485"n": 251,14486"ratio": 0.9839349079426472,14487"dm_p": 0.1904046334974956,14488"dm_stat": -1.312947206410603814489},14490"garchx_rv11__normal__w1000_r5": {14491"n": 251,14492"ratio": 0.9125974315068871,14493"dm_p": 0.5070269986257663,14494"dm_stat": -0.66443079382828914495},14496"garchx_rv11__t__w1000_r5": {14497"n": 251,14498"ratio": 0.9204814421454183,14499"dm_p": 0.5618332512109446,14500"dm_stat": -0.580896880950061514501},14502"gas_t11__t__w1000_r5": {14503"n": 251,14504"ratio": 0.9650701164707438,14505"dm_p": 0.4033613343945005,14506"dm_stat": -0.837054568647290214507},14508"gjr11__ged__w1000_r5": {14509"n": 251,14510"ratio": 0.9001031664637285,14511"dm_p": 0.4516461162367274,14512"dm_stat": -0.753854327390739214513},14514"gjr11__normal__w1000_r5": {14515"n": 251,14516"ratio": 0.9038339303571618,14517"dm_p": 0.39955918575364907,14518"dm_stat": -0.843851366242959614519},14520"gjr11__skewt__w1000_r5": {14521"n": 251,14522"ratio": 0.8911301351875657,14523"dm_p": 0.4418045843121038,14524"dm_stat": -0.770375462250206614525},14526"gjr11__t__w1000_r5": {14527"n": 251,14528"ratio": 0.8906943522288092,14529"dm_p": 0.4401254676785204,14530"dm_stat": -0.773215249174603914531},14532"har_rv__empirical__w1000_r5": {14533"n": 251,14534"ratio": 0.8018692723886672,14535"dm_p": 0.20232651606486748,14536"dm_stat": -1.278307570033420514537},14538"heavy11__normal__w1000_r5": {14539"n": 251,14540"ratio": 0.9100910596963177,14541"dm_p": 0.4960970993822034,14542"dm_stat": -0.681640764674005714543},14544"heavy11__t__w1000_r5": {14545"n": 251,14546"ratio": 0.920255975316557,14547"dm_p": 0.5608091417935421,14548"dm_stat": -0.582419359612142914549},14550"histvar22__empirical__w1000_r5": {14551"n": 251,14552"ratio": 1.3021120224977076,14553"dm_p": 0.06343302698682156,14554"dm_stat": 1.864431586152644614555},14556"histvar252__empirical__w1000_r5": {14557"n": 251,14558"ratio": 1.622530196170203,14559"dm_p": 0.03193468664254943,14560"dm_stat": 2.15731028342504314561},14562"histvar66__empirical__w1000_r5": {14563"n": 251,14564"ratio": 1.1996667131867433,14565"dm_p": 0.26418744215264145,14566"dm_stat": 1.119062704537895114567},14568"igarch11__ged__w1000_r5": {14569"n": 251,14570"ratio": 1.006745411343432,14571"dm_p": 0.9206468086404577,14572"dm_stat": 0.0997196603273750314573},14574"igarch11__normal__w1000_r5": {14575"n": 251,14576"ratio": 1.0093631033957031,14577"dm_p": 0.8940361327541367,14578"dm_stat": 0.1333344689138889514579},14580"igarch11__skewt__w1000_r5": {14581"n": 251,14582"ratio": 0.9860174259410462,14583"dm_p": 0.8619734842655918,14584"dm_stat": -0.1740417698016564814585},14586"igarch11__t__w1000_r5": {14587"n": 251,14588"ratio": 0.9866052917407304,14589"dm_p": 0.867346198932975,14590"dm_stat": -0.1672020973074436814591},14592"loghar_rv__empirical__w1000_r5": {14593"n": 251,14594"ratio": 0.8292967277344296,14595"dm_p": 0.26014106593566966,14596"dm_stat": -1.128617566943279414597},14598"msgarch2__normal__w1000_r5": {14599"n": 251,14600"ratio": 1.0152289498353007,14601"dm_p": 0.8035285680885789,14602"dm_stat": 0.2490474419732896214603},14604"msgarch2__t__w1000_r5": {14605"n": 251,14606"ratio": 1.062725904207346,14607"dm_p": 0.5115206078730312,14608"dm_stat": 0.657412362955332214609},14610"nagarch11__ged__w1000_r5": {14611"n": 251,14612"ratio": 0.8844312083354541,14613"dm_p": 0.36265973982812955,14614"dm_stat": -0.911976321034300414615},14616"nagarch11__normal__w1000_r5": {14617"n": 251,14618"ratio": 0.8862077100800488,14619"dm_p": 0.2756375238757847,14620"dm_stat": -1.09256278723116114621},14622"nagarch11__skewt__w1000_r5": {14623"n": 251,14624"ratio": 0.8751223259656163,14625"dm_p": 0.36788090349970165,14626"dm_stat": -0.90208328356542714627},14628"nagarch11__t__w1000_r5": {14629"n": 251,14630"ratio": 0.876235424661355,14631"dm_p": 0.36613271636183387,14632"dm_stat": -0.905385863795700714633},14634"qgarch11__ged__w1000_r5": {14635"n": 251,14636"ratio": 0.8978894520929978,14637"dm_p": 0.3212964127594949,14638"dm_stat": -0.99376859616271114639},14640"qgarch11__normal__w1000_r5": {14641"n": 251,14642"ratio": 0.8977694989329976,14643"dm_p": 0.3212440737827817,14644"dm_stat": -0.993876298656929314645},14646"qgarch11__skewt__w1000_r5": {14647"n": 251,14648"ratio": 0.8868995106301348,14649"dm_p": 0.2620674070759382,14650"dm_stat": -1.124056038868621414651},14652"qgarch11__t__w1000_r5": {14653"n": 251,14654"ratio": 0.8890156088034591,14655"dm_p": 0.2737610335645563,14656"dm_stat": -1.096853043931003414657},14658"realgarch11__normal__w1000_r5": {14659"n": 251,14660"ratio": 0.8281806570783544,14661"dm_p": 0.23651732997507832,14662"dm_stat": -1.186586029971855614663},14664"realgarch11__t__w1000_r5": {14665"n": 251,14666"ratio": 1.0168292733611604,14667"dm_p": 0.9513836631123119,14668"dm_stat": 0.0610305212113991414669},14670"rm2006__normal__w1000_r5": {14671"n": 251,14672"ratio": 0.9395397209970318,14673"dm_p": 0.3285041396927737,14674"dm_stat": -0.979045133026129314675},14676"rm_rw__empirical__w1000_r5": {14677"n": 251,14678"ratio": 2.0435124219563416,14679"dm_p": 0.000816383487175156,14680"dm_stat": 3.3884827039151714681},14682"tarch11__ged__w1000_r5": {14683"n": 251,14684"ratio": 0.9161847145165526,14685"dm_p": 0.6334005315578354,14686"dm_stat": -0.477532048864953814687},14688"tarch11__normal__w1000_r5": {14689"n": 251,14690"ratio": 0.8939439999026951,14691"dm_p": 0.49673686902046293,14692"dm_stat": -0.680627853749917114693},14694"tarch11__skewt__w1000_r5": {14695"n": 251,14696"ratio": 0.9234097802736022,14697"dm_p": 0.6714744651083885,14698"dm_stat": -0.4246261030895121514699},14700"tarch11__t__w1000_r5": {14701"n": 251,14702"ratio": 0.9274330089712856,14703"dm_p": 0.6865616148995931,14704"dm_stat": -0.40399520569864114705}14706}14707},14708"22": {14709"vol_tercile=high": {14710"aparch11__ged__w1000_r5": {14711"n": 958,14712"ratio": 0.5468528102808017,14713"dm_p": 0.1214418680851565,14714"dm_stat": -1.550126106747375714715},14716"aparch11__normal__w1000_r5": {14717"n": 958,14718"ratio": 0.6212240799534239,14719"dm_p": 0.0735466971868619,14720"dm_stat": -1.791389546226256114721},14722"aparch11__skewt__w1000_r5": {14723"n": 958,14724"ratio": 0.4923865760328367,14725"dm_p": 0.14108498767583907,14726"dm_stat": -1.472980930232915314727},14728"aparch11__t__w1000_r5": {14729"n": 958,14730"ratio": 0.4624285932225675,14731"dm_p": 0.12102193993554478,14732"dm_stat": -1.551878409551940214733},14734"arch5__ged__w1000_r5": {14735"n": 958,14736"ratio": 0.9649187565850524,14737"dm_p": 0.25541345178590386,14738"dm_stat": -1.13798046534658414739},14740"arch5__normal__w1000_r5": {14741"n": 958,14742"ratio": 1.0663965775374256,14743"dm_p": 0.30623470132916053,14744"dm_stat": 1.023702091225503714745},14746"arch5__skewt__w1000_r5": {14747"n": 958,14748"ratio": 0.7209651966897886,14749"dm_p": 0.07039501645804429,14750"dm_stat": -1.81138280600065314751},14752"arch5__t__w1000_r5": {14753"n": 958,14754"ratio": 0.7207140513047399,14755"dm_p": 0.07031847656288698,14756"dm_stat": -1.81187741662596514757},14758"avgarch11__ged__w1000_r5": {14759"n": 958,14760"ratio": 0.8872763343675023,14761"dm_p": 0.00467089249393295,14762"dm_stat": -2.83556316796271614763},14764"avgarch11__normal__w1000_r5": {14765"n": 958,14766"ratio": 0.9347307340391673,14767"dm_p": 0.3297428179445195,14768"dm_stat": -0.975128743460540614769},14770"avgarch11__skewt__w1000_r5": {14771"n": 958,14772"ratio": 0.6727683422808579,14773"dm_p": 0.039125007479649074,14774"dm_stat": -2.065705616427427714775},14776"avgarch11__t__w1000_r5": {14777"n": 958,14778"ratio": 0.6700156139962021,14779"dm_p": 0.040905622488080204,14780"dm_stat": -2.047255546017351614781},14782"cgarch11__ged__w1000_r5": {14783"n": 958,14784"ratio": 0.8234528337460877,14785"dm_p": 0.09469831040382952,14786"dm_stat": -1.67277564424982614787},14788"cgarch11__normal__w1000_r5": {14789"n": 958,14790"ratio": 0.9178513417446176,14791"dm_p": 0.15726793655311308,14792"dm_stat": -1.415429502730209514793},14794"cgarch11__skewt__w1000_r5": {14795"n": 958,14796"ratio": 0.5990285659283384,14797"dm_p": 0.1381207113972965,14798"dm_stat": -1.484065893453042614799},14800"cgarch11__t__w1000_r5": {14801"n": 958,14802"ratio": 0.5972289857498728,14803"dm_p": 0.13699849921346513,14804"dm_stat": -1.488310339494110814805},14806"constvar__normal__w1000_r5": {14807"n": 958,14808"ratio": 1.6376372095734122,14809"dm_p": 0.27746137071190935,14810"dm_stat": 1.086658526511395514811},14812"egarch11__ged__w1000_r5": {14813"n": 958,14814"ratio": 0.5996603602043069,14815"dm_p": 0.03671562924324362,14816"dm_stat": -2.091843028988899614817},14818"egarch11__normal__w1000_r5": {14819"n": 958,14820"ratio": 0.6575822798762458,14821"dm_p": 0.019529128181621596,14822"dm_stat": -2.33921699899595314823},14824"egarch11__skewt__w1000_r5": {14825"n": 958,14826"ratio": 0.5314514951275763,14827"dm_p": 0.0767155140751522,14828"dm_stat": -1.771983027326394314829},14830"egarch11__t__w1000_r5": {14831"n": 958,14832"ratio": 0.5521574982351982,14833"dm_p": 0.10296604823696737,14834"dm_stat": -1.632201358649973314835},14836"ewma094__normal__w1000_r5": {14837"n": 958,14838"ratio": 0.543075518673285,14839"dm_p": 0.16939479425864873,14840"dm_stat": -1.375188666605002614841},14842"figarch11__ged__w1000_r5": {14843"n": 958,14844"ratio": 0.7075449628912666,14845"dm_p": 0.05010535005030877,14846"dm_stat": -1.961542501900468914847},14848"figarch11__normal__w1000_r5": {14849"n": 958,14850"ratio": 0.7999071373977249,14851"dm_p": 0.06973316603477375,14852"dm_stat": -1.815674469170612614853},14854"figarch11__skewt__w1000_r5": {14855"n": 958,14856"ratio": 0.5201065710385699,14857"dm_p": 0.11792229149128017,14858"dm_stat": -1.564962503389508714859},14860"figarch11__t__w1000_r5": {14861"n": 958,14862"ratio": 0.5169935475421307,14863"dm_p": 0.11600308751685369,14864"dm_stat": -1.573199787467608514865},14866"garch11__ged__w1000_r5": {14867"n": 958,14868"ratio": 0.8593894201183222,14869"dm_p": 0.12429041456210686,14870"dm_stat": -1.538363090215701714871},14872"garch11__normal__w1000_r5": {14873"n": 958,14874"ratio": 1.0,14875"dm_p": 1.0,14876"dm_stat": 0.014877},14878"garch11__skewt__w1000_r5": {14879"n": 958,14880"ratio": 0.6268925120396898,14881"dm_p": 0.10467417365865277,14882"dm_stat": -1.624144939133687314883},14884"garch11__t__w1000_r5": {14885"n": 958,14886"ratio": 0.6239040995724365,14887"dm_p": 0.10491767407096943,14888"dm_stat": -1.62300499737369714889},14890"garch12__ged__w1000_r5": {14891"n": 958,14892"ratio": 0.8238158425563277,14893"dm_p": 0.0655969336752673,14894"dm_stat": -1.843281895976253114895},14896"garch12__normal__w1000_r5": {14897"n": 958,14898"ratio": 0.9721286272803361,14899"dm_p": 0.2567104402978831,14900"dm_stat": -1.13487838671711414901},14902"garch12__skewt__w1000_r5": {14903"n": 958,14904"ratio": 0.6256757742438231,14905"dm_p": 0.1041579987528678,14906"dm_stat": -1.626568391838244314907},14908"garch12__t__w1000_r5": {14909"n": 958,14910"ratio": 0.6228826831397897,14911"dm_p": 0.1044972575654887,14912"dm_stat": -1.624974491298376814913},14914"garch21__ged__w1000_r5": {14915"n": 958,14916"ratio": 0.870622783976351,14917"dm_p": 0.09732238299632785,14918"dm_stat": -1.659600949979841414919},14920"garch21__normal__w1000_r5": {14921"n": 958,14922"ratio": 1.0184019496676977,14923"dm_p": 0.4708473265679308,14924"dm_stat": 0.72138751214637614925},14926"garch21__skewt__w1000_r5": {14927"n": 958,14928"ratio": 0.644354487087701,14929"dm_p": 0.09890563623479362,14930"dm_stat": -1.651788929890841314931},14932"garch21__t__w1000_r5": {14933"n": 958,14934"ratio": 0.640456854688415,14935"dm_p": 0.09931905749810395,14936"dm_stat": -1.649765523720665614937},14938"garchm11__ged__w1000_r5": {14939"n": 958,14940"ratio": 0.7577790422692987,14941"dm_p": 0.1374957148775226,14942"dm_stat": -1.486426463537386714943},14944"garchm11__normal__w1000_r5": {14945"n": 958,14946"ratio": 0.9695287483397574,14947"dm_p": 0.24104018656132947,14948"dm_stat": -1.173118503142827314949},14950"garchm11__skewt__w1000_r5": {14951"n": 958,14952"ratio": 0.567503452569516,14953"dm_p": 0.12601378153170179,14954"dm_stat": -1.531348426775173614955},14956"garchm11__t__w1000_r5": {14957"n": 958,14958"ratio": 0.5741204903344744,14959"dm_p": 0.12320939204226243,14960"dm_stat": -1.542802074390998314961},14962"garchx_rv11__normal__w1000_r5": {14963"n": 958,14964"ratio": 0.6651070922739917,14965"dm_p": 0.15187148295425215,14966"dm_stat": -1.434096156119931514967},14968"garchx_rv11__t__w1000_r5": {14969"n": 958,14970"ratio": 0.5908611052937353,14971"dm_p": 0.14618126980086663,14972"dm_stat": -1.454335227608331714973},14974"gas_t11__t__w1000_r5": {14975"n": 958,14976"ratio": 0.6645318666201017,14977"dm_p": 0.07803894864330449,14978"dm_stat": -1.76407149864176914979},14980"gjr11__ged__w1000_r5": {14981"n": 958,14982"ratio": 0.5555603300873433,14983"dm_p": 0.1261271092011367,14984"dm_stat": -1.530889776152463114985},14986"gjr11__normal__w1000_r5": {14987"n": 958,14988"ratio": 0.7100745962182233,14989"dm_p": 0.11377821312424287,14990"dm_stat": -1.582884395886191814991},14992"gjr11__skewt__w1000_r5": {14993"n": 958,14994"ratio": 0.44819157138646737,14995"dm_p": 0.11627996188774908,14996"dm_stat": -1.572004847961960214997},14998"gjr11__t__w1000_r5": {14999"n": 958,15000"ratio": 0.43934874488892967,15001"dm_p": 0.11436111684719323,15002"dm_stat": -1.580332758643653515003},15004"har_rv__empirical__w1000_r5": {15005"n": 958,15006"ratio": 1.334857194527352,15007"dm_p": 0.6004085010102236,15008"dm_stat": 0.523987586510938915009},15010"heavy11__normal__w1000_r5": {15011"n": 958,15012"ratio": 0.6672208209966298,15013"dm_p": 0.1536345607997632,15014"dm_stat": -1.427942814974469715015},15016"heavy11__t__w1000_r5": {15017"n": 958,15018"ratio": 0.5967754883883801,15019"dm_p": 0.1474225604370917,15020"dm_stat": -1.449869444420814415021},15022"histvar22__empirical__w1000_r5": {15023"n": 958,15024"ratio": 0.6444041439403854,15025"dm_p": 0.22790894680755922,15026"dm_stat": -1.206536277391877515027},15028"histvar252__empirical__w1000_r5": {15029"n": 958,15030"ratio": 1.2968163747215808,15031"dm_p": 0.2323303552967222,15032"dm_stat": 1.195135041029243815033},15034"histvar66__empirical__w1000_r5": {15035"n": 958,15036"ratio": 0.9447244993117383,15037"dm_p": 0.6317799381980916,15038"dm_stat": -0.4793770547602164715039},15040"igarch11__ged__w1000_r5": {15041"n": 958,15042"ratio": 0.5101198676820167,15043"dm_p": 0.23308559466385242,15044"dm_stat": -1.193203021954610115045},15046"igarch11__normal__w1000_r5": {15047"n": 958,15048"ratio": 0.5303501118384754,15049"dm_p": 0.24817307772451427,15050"dm_stat": -1.155502596500391815051},15052"igarch11__skewt__w1000_r5": {15053"n": 958,15054"ratio": 0.619989541949436,15055"dm_p": 0.3728754705007636,15056"dm_stat": -0.891517922341965715057},15058"igarch11__t__w1000_r5": {15059"n": 958,15060"ratio": 0.647651632380125,15061"dm_p": 0.41119247761446276,15062"dm_stat": -0.822156751836076215063},15064"loghar_rv__empirical__w1000_r5": {15065"n": 958,15066"ratio": 0.7374956778496552,15067"dm_p": 0.08199627243806512,15068"dm_stat": -1.741049458458810315069},15070"msgarch2__normal__w1000_r5": {15071"n": 958,15072"ratio": 0.7793323536789534,15073"dm_p": 0.11270369915910483,15074"dm_stat": -1.587615186961635315075},15076"msgarch2__t__w1000_r5": {15077"n": 958,15078"ratio": 0.6033179390334319,15079"dm_p": 0.09163957057757088,15080"dm_stat": -1.688507829643317415081},15082"nagarch11__ged__w1000_r5": {15083"n": 958,15084"ratio": 0.4667446047885921,15085"dm_p": 0.12271333342876276,15086"dm_stat": -1.54484923175701315087},15088"nagarch11__normal__w1000_r5": {15089"n": 958,15090"ratio": 0.49213193075392503,15091"dm_p": 0.12317207078247444,15092"dm_stat": -1.542955868965567615093},15094"nagarch11__skewt__w1000_r5": {15095"n": 958,15096"ratio": 0.4303123813320246,15097"dm_p": 0.12145836409876312,15098"dm_stat": -1.55005736809554215099},15100"nagarch11__t__w1000_r5": {15101"n": 958,15102"ratio": 0.4330373561977516,15103"dm_p": 0.12449176824196671,15104"dm_stat": -1.537539611374926515105},15106"qgarch11__ged__w1000_r5": {15107"n": 958,15108"ratio": 0.5675099662959151,15109"dm_p": 0.1412954891096765,15110"dm_stat": -1.47220060413356115111},15112"qgarch11__normal__w1000_r5": {15113"n": 958,15114"ratio": 0.5946575434635959,15115"dm_p": 0.14335981964085423,15116"dm_stat": -1.464595158522813615117},15118"qgarch11__skewt__w1000_r5": {15119"n": 958,15120"ratio": 0.4938233290702035,15121"dm_p": 0.1251525483596485,15122"dm_stat": -1.53484449859717315123},15124"qgarch11__t__w1000_r5": {15125"n": 958,15126"ratio": 0.49668029557337806,15127"dm_p": 0.12904608929774736,15128"dm_stat": -1.519185525079682415129},15130"realgarch11__normal__w1000_r5": {15131"n": 958,15132"ratio": 0.969749352680466,15133"dm_p": 0.6424815959864411,15134"dm_stat": -0.4643793611735634315135},15136"realgarch11__t__w1000_r5": {15137"n": 958,15138"ratio": 3.5039575023837255,15139"dm_p": 7.427082173894376e-06,15140"dm_stat": 4.5058628721556215141},15142"rm2006__normal__w1000_r5": {15143"n": 958,15144"ratio": 0.49226837525945194,15145"dm_p": 0.14193522024801664,15146"dm_stat": -1.46983460749635615147},15148"rm_rw__empirical__w1000_r5": {15149"n": 958,15150"ratio": 0.8823018566499834,15151"dm_p": 0.7772108211500609,15152"dm_stat": -0.283035516593571415153},15154"tarch11__ged__w1000_r5": {15155"n": 958,15156"ratio": 0.5289930497875797,15157"dm_p": 0.09787502073905154,15158"dm_stat": -1.656862672658509415159},15160"tarch11__normal__w1000_r5": {15161"n": 958,15162"ratio": 0.5437661028805426,15163"dm_p": 0.058857027348987734,15164"dm_stat": -1.891517567624171815165},15166"tarch11__skewt__w1000_r5": {15167"n": 958,15168"ratio": 0.4224478757233846,15169"dm_p": 0.08348810476372882,15170"dm_stat": -1.732604772563703715171},15172"tarch11__t__w1000_r5": {15173"n": 958,15174"ratio": 0.4511710973144938,15175"dm_p": 0.10309749832041874,15176"dm_stat": -1.631577607428898315177}15178},15179"vol_tercile=low": {15180"aparch11__ged__w1000_r5": {15181"n": 771,15182"ratio": 0.9654526401193406,15183"dm_p": 0.1891436713300267,15184"dm_stat": -1.314279076812335415185},15186"aparch11__normal__w1000_r5": {15187"n": 771,15188"ratio": 0.9571764881182748,15189"dm_p": 0.15561895316279048,15190"dm_stat": -1.421353259415687515191},15192"aparch11__skewt__w1000_r5": {15193"n": 771,15194"ratio": 0.9111048632792709,15195"dm_p": 0.28148494540057756,15196"dm_stat": -1.077745319118121215197},15198"aparch11__t__w1000_r5": {15199"n": 771,15200"ratio": 0.8865908727341358,15201"dm_p": 0.2621947073632852,15202"dm_stat": -1.12204115445626315203},15204"arch5__ged__w1000_r5": {15205"n": 771,15206"ratio": 1.104034797299995,15207"dm_p": 0.006322931629648624,15208"dm_stat": 2.73806273240131215209},15210"arch5__normal__w1000_r5": {15211"n": 771,15212"ratio": 1.0915980641485925,15213"dm_p": 0.015519365313372151,15214"dm_stat": 2.4254255066334715215},15216"arch5__skewt__w1000_r5": {15217"n": 771,15218"ratio": 1.0330167336529539,15219"dm_p": 0.7672313632009045,15220"dm_stat": 0.296102868069643415221},15222"arch5__t__w1000_r5": {15223"n": 771,15224"ratio": 1.031965356672973,15225"dm_p": 0.771564397872289,15226"dm_stat": 0.290431436015259615227},15228"avgarch11__ged__w1000_r5": {15229"n": 771,15230"ratio": 1.0026932239960644,15231"dm_p": 0.9148799061563898,15232"dm_stat": 0.1069204926094048715233},15234"avgarch11__normal__w1000_r5": {15235"n": 771,15236"ratio": 0.9747900644826016,15237"dm_p": 0.5367628967784823,15238"dm_stat": -0.617992684658432515239},15240"avgarch11__skewt__w1000_r5": {15241"n": 771,15242"ratio": 0.9389580297214366,15243"dm_p": 0.2689682589639692,15244"dm_stat": -1.106239744481781315245},15246"avgarch11__t__w1000_r5": {15247"n": 771,15248"ratio": 0.9380067647304936,15249"dm_p": 0.2626734525848938,15250"dm_stat": -1.120915134882460215251},15252"cgarch11__ged__w1000_r5": {15253"n": 771,15254"ratio": 1.0332547540019208,15255"dm_p": 0.42926689460360223,15256"dm_stat": 0.79086397017086515257},15258"cgarch11__normal__w1000_r5": {15259"n": 771,15260"ratio": 1.032589911901452,15261"dm_p": 0.2129584366961079,15262"dm_stat": 1.246504143381975515263},15264"cgarch11__skewt__w1000_r5": {15265"n": 771,15266"ratio": 0.8925543874531623,15267"dm_p": 0.32132286770037616,15268"dm_stat": -0.992382189764587915269},15270"cgarch11__t__w1000_r5": {15271"n": 771,15272"ratio": 0.8965586055577995,15273"dm_p": 0.32388754686104715,15274"dm_stat": -0.987132946858866315275},15276"constvar__normal__w1000_r5": {15277"n": 771,15278"ratio": 1.1868427113946298,15279"dm_p": 0.012724653773306156,15280"dm_stat": 2.497226528035581415281},15282"egarch11__ged__w1000_r5": {15283"n": 771,15284"ratio": 0.9627151133628037,15285"dm_p": 0.21025188835920317,15286"dm_stat": -1.253919294427005715287},15288"egarch11__normal__w1000_r5": {15289"n": 771,15290"ratio": 0.9373799438610382,15291"dm_p": 0.17592837854640728,15292"dm_stat": -1.354643884579742215293},15294"egarch11__skewt__w1000_r5": {15295"n": 771,15296"ratio": 0.9403596370570663,15297"dm_p": 0.5307539246981008,15298"dm_stat": -0.627139162619506515299},15300"egarch11__t__w1000_r5": {15301"n": 771,15302"ratio": 0.9031593912960203,15303"dm_p": 0.5609743988450999,15304"dm_stat": -0.581647466054049715305},15306"ewma094__normal__w1000_r5": {15307"n": 771,15308"ratio": 1.4280691208172296,15309"dm_p": 0.08563282744627485,15310"dm_stat": 1.72110849825173315311},15312"figarch11__ged__w1000_r5": {15313"n": 771,15314"ratio": 1.0623322455545114,15315"dm_p": 0.355194845544,15316"dm_stat": 0.92511707687100515317},15318"figarch11__normal__w1000_r5": {15319"n": 771,15320"ratio": 1.0257156820356865,15321"dm_p": 0.4603092279686902,15322"dm_stat": 0.738708329851905915323},15324"figarch11__skewt__w1000_r5": {15325"n": 771,15326"ratio": 0.9552047215577704,15327"dm_p": 0.5988444407226823,15328"dm_stat": -0.526281131401215615329},15330"figarch11__t__w1000_r5": {15331"n": 771,15332"ratio": 0.9435508493649495,15333"dm_p": 0.5456757162076472,15334"dm_stat": -0.604520516350761915335},15336"garch11__ged__w1000_r5": {15337"n": 771,15338"ratio": 1.0159086415705716,15339"dm_p": 0.48759494284719146,15340"dm_stat": 0.694473263692171215341},15342"garch11__normal__w1000_r5": {15343"n": 771,15344"ratio": 1.0,15345"dm_p": 1.0,15346"dm_stat": 0.015347},15348"garch11__skewt__w1000_r5": {15349"n": 771,15350"ratio": 0.928216683524271,15351"dm_p": 0.4126313652390241,15352"dm_stat": -0.819716554023332215353},15354"garch11__t__w1000_r5": {15355"n": 771,15356"ratio": 0.9299956693969371,15357"dm_p": 0.4111903360196614,15358"dm_stat": -0.822247946920224115359},15360"garch12__ged__w1000_r5": {15361"n": 771,15362"ratio": 1.0160716185718488,15363"dm_p": 0.49880815787170707,15364"dm_stat": 0.676686416370178815365},15366"garch12__normal__w1000_r5": {15367"n": 771,15368"ratio": 0.9984432942685093,15369"dm_p": 0.3635934476670269,15370"dm_stat": -0.90907791678604615371},15372"garch12__skewt__w1000_r5": {15373"n": 771,15374"ratio": 0.9265496412416268,15375"dm_p": 0.3999268367687198,15376"dm_stat": -0.842219095326334815377},15378"garch12__t__w1000_r5": {15379"n": 771,15380"ratio": 0.9282614156389988,15381"dm_p": 0.3981893127116921,15382"dm_stat": -0.845329810240771515383},15384"garch21__ged__w1000_r5": {15385"n": 771,15386"ratio": 1.0155935284992843,15387"dm_p": 0.48998873513247126,15388"dm_stat": 0.690657825966145215389},15390"garch21__normal__w1000_r5": {15391"n": 771,15392"ratio": 0.9998096748412707,15393"dm_p": 0.6914329169647071,15394"dm_stat": -0.3970604458962585515395},15396"garch21__skewt__w1000_r5": {15397"n": 771,15398"ratio": 0.9279810547255144,15399"dm_p": 0.4122871782303191,15400"dm_stat": -0.82032069415453915401},15402"garch21__t__w1000_r5": {15403"n": 771,15404"ratio": 0.9297553879449193,15405"dm_p": 0.41088466120303496,15406"dm_stat": -0.822785590254958115407},15408"garchm11__ged__w1000_r5": {15409"n": 771,15410"ratio": 1.0397824638539561,15411"dm_p": 0.38045404759838963,15412"dm_stat": 0.877564091668667415413},15414"garchm11__normal__w1000_r5": {15415"n": 771,15416"ratio": 1.0072107106461865,15417"dm_p": 0.38421469885568155,15418"dm_stat": 0.870653548516062715419},15420"garchm11__skewt__w1000_r5": {15421"n": 771,15422"ratio": 0.9273628330281312,15423"dm_p": 0.4234412614131339,15424"dm_stat": -0.800891928805623215425},15426"garchm11__t__w1000_r5": {15427"n": 771,15428"ratio": 0.9378273856839406,15429"dm_p": 0.42669348439359467,15430"dm_stat": -0.795283844532573215431},15432"garchx_rv11__normal__w1000_r5": {15433"n": 771,15434"ratio": 1.0715116915473837,15435"dm_p": 0.3095099780323481,15436"dm_stat": 1.016921943477292515437},15438"garchx_rv11__t__w1000_r5": {15439"n": 771,15440"ratio": 1.052881215248299,15441"dm_p": 0.6194761796847966,15442"dm_stat": 0.4967939285282753615443},15444"gas_t11__t__w1000_r5": {15445"n": 771,15446"ratio": 0.9465423140734553,15447"dm_p": 0.29836398922124235,15448"dm_stat": -1.040651437239500615449},15450"gjr11__ged__w1000_r5": {15451"n": 771,15452"ratio": 0.9775229911491803,15453"dm_p": 0.27619787985792704,15454"dm_stat": -1.089673527891386715455},15456"gjr11__normal__w1000_r5": {15457"n": 771,15458"ratio": 0.9918146478052556,15459"dm_p": 0.546673534931199,15460"dm_stat": -0.603019120938226315461},15462"gjr11__skewt__w1000_r5": {15463"n": 771,15464"ratio": 0.8917741979120899,15465"dm_p": 0.3691963705721543,15466"dm_stat": -0.898506654838758815467},15468"gjr11__t__w1000_r5": {15469"n": 771,15470"ratio": 0.879505101751564,15471"dm_p": 0.3568874330977443,15472"dm_stat": -0.921865597178003615473},15474"har_rv__empirical__w1000_r5": {15475"n": 771,15476"ratio": 1.089682512297929,15477"dm_p": 0.03977685918322563,15478"dm_stat": 2.059554023171700415479},15480"heavy11__normal__w1000_r5": {15481"n": 771,15482"ratio": 1.0736592410515224,15483"dm_p": 0.2916790682846301,15484"dm_stat": 1.055168849493376215485},15486"heavy11__t__w1000_r5": {15487"n": 771,15488"ratio": 1.0564696746624542,15489"dm_p": 0.5869687928222457,15490"dm_stat": 0.543462366003171115491},15492"histvar22__empirical__w1000_r5": {15493"n": 771,15494"ratio": 1.5195644657552518,15495"dm_p": 0.0027837015933503155,15496"dm_stat": 3.000350000584120415497},15498"histvar252__empirical__w1000_r5": {15499"n": 771,15500"ratio": 1.1271719678321022,15501"dm_p": 0.07666174005761345,15502"dm_stat": 1.77277231561549715503},15504"histvar66__empirical__w1000_r5": {15505"n": 771,15506"ratio": 1.6606584333479353,15507"dm_p": 0.1613118002637709,15508"dm_stat": 1.402021547154429315509},15510"igarch11__ged__w1000_r5": {15511"n": 771,15512"ratio": 0.8266154459977594,15513"dm_p": 0.4537114372329891,15514"dm_stat": -0.74962186619243815515},15516"igarch11__normal__w1000_r5": {15517"n": 771,15518"ratio": 1.0800714708474402,15519"dm_p": 0.10875296788576887,15520"dm_stat": 1.605685805094282815521},15522"igarch11__skewt__w1000_r5": {15523"n": 771,15524"ratio": 0.7286341635325996,15525"dm_p": 0.5837787877373167,15526"dm_stat": -0.548104822408789515527},15528"igarch11__t__w1000_r5": {15529"n": 771,15530"ratio": 0.7323088474028221,15531"dm_p": 0.5871936995274449,15532"dm_stat": -0.543135499473176415533},15534"loghar_rv__empirical__w1000_r5": {15535"n": 771,15536"ratio": 1.02986545531732,15537"dm_p": 0.5842893811803921,15538"dm_stat": 0.547360956398142115539},15540"msgarch2__normal__w1000_r5": {15541"n": 771,15542"ratio": 0.9712792266322684,15543"dm_p": 0.3500423815947258,15544"dm_stat": -0.935075810736852515545},15546"msgarch2__t__w1000_r5": {15547"n": 771,15548"ratio": 1.0541427116341915,15549"dm_p": 0.31287225102090505,15550"dm_stat": 1.009875338774355815551},15552"nagarch11__ged__w1000_r5": {15553"n": 771,15554"ratio": 0.982444152310169,15555"dm_p": 0.5810909362141956,15556"dm_stat": -0.552025683399683615557},15558"nagarch11__normal__w1000_r5": {15559"n": 771,15560"ratio": 0.9827988605937241,15561"dm_p": 0.5308078352242662,15562"dm_stat": -0.627056870706622315563},15564"nagarch11__skewt__w1000_r5": {15565"n": 771,15566"ratio": 0.9212518952544653,15567"dm_p": 0.38237628597064066,15568"dm_stat": -0.874026585021689715569},15570"nagarch11__t__w1000_r5": {15571"n": 771,15572"ratio": 0.9095798701421408,15573"dm_p": 0.3560866030174432,15574"dm_stat": -0.923402783740004115575},15576"qgarch11__ged__w1000_r5": {15577"n": 771,15578"ratio": 0.9918146508884302,15579"dm_p": 0.709934126766865,15580"dm_stat": -0.372082063036901515581},15582"qgarch11__normal__w1000_r5": {15583"n": 771,15584"ratio": 0.9915701898692135,15585"dm_p": 0.7021652631430088,15586"dm_stat": -0.382541575017245715587},15588"qgarch11__skewt__w1000_r5": {15589"n": 771,15590"ratio": 0.9291241920200477,15591"dm_p": 0.3568909099566322,15592"dm_stat": -0.921858928127257115593},15594"qgarch11__t__w1000_r5": {15595"n": 771,15596"ratio": 0.9182473439884197,15597"dm_p": 0.3356435319585808,15598"dm_stat": -0.963411459160367115599},15600"realgarch11__normal__w1000_r5": {15601"n": 771,15602"ratio": 1.0433119955136212,15603"dm_p": 0.5204330878708382,15604"dm_stat": 0.642972920048936115605},15606"realgarch11__t__w1000_r5": {15607"n": 771,15608"ratio": 4.833555559730766,15609"dm_p": 1.9209521407281895e-06,15610"dm_stat": 4.79841099706338315611},15612"rm2006__normal__w1000_r5": {15613"n": 771,15614"ratio": 1.2838398706390086,15615"dm_p": 0.22846928619487805,15616"dm_stat": 1.205270181194432415617},15618"rm_rw__empirical__w1000_r5": {15619"n": 771,15620"ratio": 2.2796395376448055,15621"dm_p": 0.07105303412616273,15622"dm_stat": 1.807637645497682415623},15624"tarch11__ged__w1000_r5": {15625"n": 771,15626"ratio": 0.965741135012136,15627"dm_p": 0.17226262416314245,15628"dm_stat": -1.36623960688210615629},15630"tarch11__normal__w1000_r5": {15631"n": 771,15632"ratio": 0.934210821105725,15633"dm_p": 0.22496112898379486,15634"dm_stat": -1.214416215807100815635},15636"tarch11__skewt__w1000_r5": {15637"n": 771,15638"ratio": 0.9169214976854345,15639"dm_p": 0.271078266943204,15640"dm_stat": -1.101373555057663515641},15642"tarch11__t__w1000_r5": {15643"n": 771,15644"ratio": 0.8989903313984992,15645"dm_p": 0.2524466600756681,15646"dm_stat": -1.145285713655496615647}15648},15649"vol_tercile=mid": {15650"aparch11__ged__w1000_r5": {15651"n": 972,15652"ratio": 0.7394883819667785,15653"dm_p": 0.20445414722631763,15654"dm_stat": -1.269816718893758615655},15656"aparch11__normal__w1000_r5": {15657"n": 972,15658"ratio": 0.8360785779288027,15659"dm_p": 0.268349692278959,15660"dm_stat": -1.107505531391162615661},15662"aparch11__skewt__w1000_r5": {15663"n": 972,15664"ratio": 0.8271560341654173,15665"dm_p": 0.5502981076204738,15666"dm_stat": -0.597522196914790115667},15668"aparch11__t__w1000_r5": {15669"n": 972,15670"ratio": 0.7108244112023755,15671"dm_p": 0.28269443869074434,15672"dm_stat": -1.074882316305304715673},15674"arch5__ged__w1000_r5": {15675"n": 972,15676"ratio": 1.025804297694263,15677"dm_p": 0.6256290010077616,15678"dm_stat": 0.4880437991276395715679},15680"arch5__normal__w1000_r5": {15681"n": 972,15682"ratio": 1.0555161920063425,15683"dm_p": 0.2713285262510406,15684"dm_stat": 1.10063452432525115685},15686"arch5__skewt__w1000_r5": {15687"n": 972,15688"ratio": 1.0343683236722414,15689"dm_p": 0.7812710669119094,15690"dm_stat": 0.277740012135749515691},15692"arch5__t__w1000_r5": {15693"n": 972,15694"ratio": 1.0289523572857862,15695"dm_p": 0.8142913550239055,15696"dm_stat": 0.2349573752748843315697},15698"avgarch11__ged__w1000_r5": {15699"n": 972,15700"ratio": 0.9566461108041443,15701"dm_p": 0.10584342180595109,15702"dm_stat": -1.618668172714976815703},15704"avgarch11__normal__w1000_r5": {15705"n": 972,15706"ratio": 1.0187222861891903,15707"dm_p": 0.534025443874887,15708"dm_stat": 0.622095002210231615709},15710"avgarch11__skewt__w1000_r5": {15711"n": 972,15712"ratio": 0.9130361411028858,15713"dm_p": 0.3444570521700416,15714"dm_stat": -0.945856576504193315715},15716"avgarch11__t__w1000_r5": {15717"n": 972,15718"ratio": 0.9172189103948365,15719"dm_p": 0.34359094873857515,15720"dm_stat": -0.947556663138906615721},15722"cgarch11__ged__w1000_r5": {15723"n": 972,15724"ratio": 0.9533993732586398,15725"dm_p": 0.39064125561201934,15726"dm_stat": -0.858839095147008715727},15728"cgarch11__normal__w1000_r5": {15729"n": 972,15730"ratio": 1.006333616038444,15731"dm_p": 0.8159216082375313,15732"dm_stat": 0.2328568908075733215733},15734"cgarch11__skewt__w1000_r5": {15735"n": 972,15736"ratio": 0.8553959173301131,15737"dm_p": 0.4461897467070612,15738"dm_stat": -0.762092703884058615739},15740"cgarch11__t__w1000_r5": {15741"n": 972,15742"ratio": 0.8512953409913575,15743"dm_p": 0.4312732114101441,15744"dm_stat": -0.787343050998967715745},15746"constvar__normal__w1000_r5": {15747"n": 972,15748"ratio": 1.3927426677830859,15749"dm_p": 0.010391655434591586,15750"dm_stat": 2.567518081495114415751},15752"egarch11__ged__w1000_r5": {15753"n": 972,15754"ratio": 0.8149759456320408,15755"dm_p": 0.281337356797728,15756"dm_stat": -1.077919576598580515757},15758"egarch11__normal__w1000_r5": {15759"n": 972,15760"ratio": 0.8749259291395618,15761"dm_p": 0.35683540230975125,15762"dm_stat": -0.921850779314249315763},15764"egarch11__skewt__w1000_r5": {15765"n": 972,15766"ratio": 0.8988880897208037,15767"dm_p": 0.6847948493855424,15768"dm_stat": -0.406050651376815615769},15770"egarch11__t__w1000_r5": {15771"n": 972,15772"ratio": 0.984223981481194,15773"dm_p": 0.9511064541756268,15774"dm_stat": -0.06133322286289178615775},15776"ewma094__normal__w1000_r5": {15777"n": 972,15778"ratio": 1.0139359830658943,15779"dm_p": 0.9502669175813677,15780"dm_stat": 0.06238771469797961515781},15782"figarch11__ged__w1000_r5": {15783"n": 972,15784"ratio": 1.0068771879098324,15785"dm_p": 0.8714713601939056,15786"dm_stat": 0.1618325842570876315787},15788"figarch11__normal__w1000_r5": {15789"n": 972,15790"ratio": 1.0459573694183715,15791"dm_p": 0.21815031522940423,15792"dm_stat": 1.232259887981374615793},15794"figarch11__skewt__w1000_r5": {15795"n": 972,15796"ratio": 0.9774209355060391,15797"dm_p": 0.8996917697533191,15798"dm_stat": -0.1260837018748064715799},15800"figarch11__t__w1000_r5": {15801"n": 972,15802"ratio": 0.9706659566967228,15803"dm_p": 0.8694415833712449,15804"dm_stat": -0.1644113034531990715805},15806"garch11__ged__w1000_r5": {15807"n": 972,15808"ratio": 0.9546600248012883,15809"dm_p": 0.21126457636888732,15810"dm_stat": -1.250921131727362715811},15812"garch11__normal__w1000_r5": {15813"n": 972,15814"ratio": 1.0,15815"dm_p": 1.0,15816"dm_stat": 0.015817},15818"garch11__skewt__w1000_r5": {15819"n": 972,15820"ratio": 0.9125126166642853,15821"dm_p": 0.5426416950728635,15822"dm_stat": -0.609038026721506215823},15824"garch11__t__w1000_r5": {15825"n": 972,15826"ratio": 0.9105174624238256,15827"dm_p": 0.5360534422179639,15828"dm_stat": -0.619012314538856315829},15830"garch12__ged__w1000_r5": {15831"n": 972,15832"ratio": 0.9756668816899413,15833"dm_p": 0.5466969839638375,15834"dm_stat": -0.602928593768400815835},15836"garch12__normal__w1000_r5": {15837"n": 972,15838"ratio": 1.0045183077954412,15839"dm_p": 0.7330950212474417,15840"dm_stat": 0.34110939889182315841},15842"garch12__skewt__w1000_r5": {15843"n": 972,15844"ratio": 0.9351929504292248,15845"dm_p": 0.6565419172823019,15846"dm_stat": -0.44482976665492815847},15848"garch12__t__w1000_r5": {15849"n": 972,15850"ratio": 0.9335356648226514,15851"dm_p": 0.6503956499040224,15852"dm_stat": -0.453353301796296615853},15854"garch21__ged__w1000_r5": {15855"n": 972,15856"ratio": 0.9522747914706641,15857"dm_p": 0.14060604435307175,15858"dm_stat": -1.47474208218183215859},15860"garch21__normal__w1000_r5": {15861"n": 972,15862"ratio": 1.0044955630843595,15863"dm_p": 0.6551172413486279,15864"dm_stat": 0.4468025817735757415865},15866"garch21__skewt__w1000_r5": {15867"n": 972,15868"ratio": 0.9094041197034909,15869"dm_p": 0.5133883158722028,15870"dm_stat": -0.653811099946530415871},15872"garch21__t__w1000_r5": {15873"n": 972,15874"ratio": 0.9070701840029359,15875"dm_p": 0.5062269715166399,15876"dm_stat": -0.664970954407206215877},15878"garchm11__ged__w1000_r5": {15879"n": 972,15880"ratio": 0.9518002375821655,15881"dm_p": 0.43721761829747485,15882"dm_stat": -0.777221139720720315883},15884"garchm11__normal__w1000_r5": {15885"n": 972,15886"ratio": 1.0007602578780985,15887"dm_p": 0.9575392383922605,15888"dm_stat": 0.0532555647608522615889},15890"garchm11__skewt__w1000_r5": {15891"n": 972,15892"ratio": 0.9027886655970881,15893"dm_p": 0.5750609651546903,15894"dm_stat": -0.560803375233242615895},15896"garchm11__t__w1000_r5": {15897"n": 972,15898"ratio": 0.9043370841362426,15899"dm_p": 0.5580413831024251,15900"dm_stat": -0.585955807099630115901},15902"garchx_rv11__normal__w1000_r5": {15903"n": 972,15904"ratio": 1.03131993615446,15905"dm_p": 0.8123097848015581,15906"dm_stat": 0.237511909698414315907},15908"garchx_rv11__t__w1000_r5": {15909"n": 972,15910"ratio": 1.035152596236489,15911"dm_p": 0.8420906994922076,15912"dm_stat": 0.1992732796384121315913},15914"gas_t11__t__w1000_r5": {15915"n": 972,15916"ratio": 0.9349879684170804,15917"dm_p": 0.28077700053803806,15918"dm_stat": -1.079176604094196415919},15920"gjr11__ged__w1000_r5": {15921"n": 972,15922"ratio": 0.8015065118498401,15923"dm_p": 0.3469377565207007,15924"dm_stat": -0.941002226338615315925},15926"gjr11__normal__w1000_r5": {15927"n": 972,15928"ratio": 0.8896514977475206,15929"dm_p": 0.36673611486854063,15930"dm_stat": -0.903025887697590815931},15932"gjr11__skewt__w1000_r5": {15933"n": 972,15934"ratio": 0.7805623271622225,15935"dm_p": 0.43479588504029876,15936"dm_stat": -0.781335105592445115937},15938"gjr11__t__w1000_r5": {15939"n": 972,15940"ratio": 0.7775696701778364,15941"dm_p": 0.4358897229440214,15942"dm_stat": -0.779475293252015615943},15944"har_rv__empirical__w1000_r5": {15945"n": 972,15946"ratio": 1.0790358606780528,15947"dm_p": 0.5085187998252261,15948"dm_stat": 0.66139053484894615949},15950"heavy11__normal__w1000_r5": {15951"n": 972,15952"ratio": 1.036945807100322,15953"dm_p": 0.7776432034424478,15954"dm_stat": 0.282470185366745415955},15956"heavy11__t__w1000_r5": {15957"n": 972,15958"ratio": 1.0426171048330348,15959"dm_p": 0.8031597431333444,15960"dm_stat": 0.2493280802967849715961},15962"histvar22__empirical__w1000_r5": {15963"n": 972,15964"ratio": 1.3349526939701475,15965"dm_p": 0.13211546507259486,15966"dm_stat": 1.507079777078212315967},15968"histvar252__empirical__w1000_r5": {15969"n": 972,15970"ratio": 1.2459965604842622,15971"dm_p": 0.1150713532593411,15972"dm_stat": 1.577216835893305215973},15974"histvar66__empirical__w1000_r5": {15975"n": 972,15976"ratio": 1.2748747680685493,15977"dm_p": 0.09991189725797678,15978"dm_stat": 1.64685268803024815979},15980"igarch11__ged__w1000_r5": {15981"n": 972,15982"ratio": 1.0474729877063045,15983"dm_p": 0.8936755848457631,15984"dm_stat": 0.1336897855476713915985},15986"igarch11__normal__w1000_r5": {15987"n": 972,15988"ratio": 1.1815819107195487,15989"dm_p": 0.5626741737530129,15990"dm_stat": 0.579073071855454215991},15992"igarch11__skewt__w1000_r5": {15993"n": 972,15994"ratio": 1.4039828177296756,15995"dm_p": 0.32374521092825037,15996"dm_stat": 0.987292507353271315997},15998"igarch11__t__w1000_r5": {15999"n": 972,16000"ratio": 1.460644231556271,16001"dm_p": 0.2652812434134771,16002"dm_stat": 1.114638333461808216003},16004"loghar_rv__empirical__w1000_r5": {16005"n": 972,16006"ratio": 0.9620200237338862,16007"dm_p": 0.7657203322412386,16008"dm_stat": -0.2980610512995544616009},16010"msgarch2__normal__w1000_r5": {16011"n": 972,16012"ratio": 0.923237101103047,16013"dm_p": 0.2943910195118568,16014"dm_stat": -1.049104610144071516015},16016"msgarch2__t__w1000_r5": {16017"n": 972,16018"ratio": 0.8339675915833604,16019"dm_p": 0.2594393623163324,16020"dm_stat": -1.128377213304533316021},16022"nagarch11__ged__w1000_r5": {16023"n": 972,16024"ratio": 0.732849110592447,16025"dm_p": 0.3030296194572228,16026"dm_stat": -1.030504995890429816027},16028"nagarch11__normal__w1000_r5": {16029"n": 972,16030"ratio": 0.7488936664894343,16031"dm_p": 0.2806921567337241,16032"dm_stat": -1.079367079871712516033},16034"nagarch11__skewt__w1000_r5": {16035"n": 972,16036"ratio": 0.7356917464314473,16037"dm_p": 0.3718019718353685,16038"dm_stat": -0.893516625724726616039},16040"nagarch11__t__w1000_r5": {16041"n": 972,16042"ratio": 0.7317890980430571,16043"dm_p": 0.3703207611888114,16044"dm_stat": -0.896288659279064516045},16046"qgarch11__ged__w1000_r5": {16047"n": 972,16048"ratio": 0.7562239043154052,16049"dm_p": 0.23437903542799635,16050"dm_stat": -1.189893676304968616051},16052"qgarch11__normal__w1000_r5": {16053"n": 972,16054"ratio": 0.785396947578764,16055"dm_p": 0.2513791028294761,16056"dm_stat": -1.147690347120941916057},16058"qgarch11__skewt__w1000_r5": {16059"n": 972,16060"ratio": 0.7347384750770193,16061"dm_p": 0.28768998125090184,16062"dm_stat": -1.063786322482370316063},16064"qgarch11__t__w1000_r5": {16065"n": 972,16066"ratio": 0.7313934224680196,16067"dm_p": 0.2874669645654251,16068"dm_stat": -1.064278889726946216069},16070"realgarch11__normal__w1000_r5": {16071"n": 972,16072"ratio": 0.9292811149531325,16073"dm_p": 0.03221615126057031,16074"dm_stat": -2.144803439976815416075},16076"realgarch11__t__w1000_r5": {16077"n": 972,16078"ratio": 6.90739374207078,16079"dm_p": 7.681017221449613e-05,16080"dm_stat": 3.97114107714731716081},16082"rm2006__normal__w1000_r5": {16083"n": 972,16084"ratio": 0.8292059175248153,16085"dm_p": 0.4636321335949848,16086"dm_stat": -0.733169307975954816087},16088"rm_rw__empirical__w1000_r5": {16089"n": 972,16090"ratio": 1.7409848805142834,16091"dm_p": 0.05732783902480606,16092"dm_stat": 1.903063108116588716093},16094"tarch11__ged__w1000_r5": {16095"n": 972,16096"ratio": 0.7619846612368617,16097"dm_p": 0.21357939385468047,16098"dm_stat": -1.244599299030935816099},16100"tarch11__normal__w1000_r5": {16101"n": 972,16102"ratio": 0.8355944282442922,16103"dm_p": 0.2996882786685808,16104"dm_stat": -1.037656613172403916105},16106"tarch11__skewt__w1000_r5": {16107"n": 972,16108"ratio": 0.7377173355980415,16109"dm_p": 0.2916261026676965,16110"dm_stat": -1.055134879195728516111},16112"tarch11__t__w1000_r5": {16113"n": 972,16114"ratio": 0.7281786791152338,16115"dm_p": 0.2777460129054787,16116"dm_stat": -1.086005674471445216117}16118},16119"vol_tercile66=high": {16120"aparch11__ged__w1000_r5": {16121"n": 1115,16122"ratio": 0.584210405619255,16123"dm_p": 0.10600009343436204,16124"dm_stat": -1.617747595000287516125},16126"aparch11__normal__w1000_r5": {16127"n": 1115,16128"ratio": 0.6445472821144665,16129"dm_p": 0.06353108721101562,16130"dm_stat": -1.857308103069141216131},16132"aparch11__skewt__w1000_r5": {16133"n": 1115,16134"ratio": 0.5975881520515589,16135"dm_p": 0.19700025733910653,16136"dm_stat": -1.290917091307496516137},16138"aparch11__t__w1000_r5": {16139"n": 1115,16140"ratio": 0.5144181979213449,16141"dm_p": 0.1074589294589278,16142"dm_stat": -1.611018676028835616143},16144"arch5__ged__w1000_r5": {16145"n": 1115,16146"ratio": 0.9739461147565405,16147"dm_p": 0.4149592089590207,16148"dm_stat": -0.815502231321630916149},16150"arch5__normal__w1000_r5": {16151"n": 1115,16152"ratio": 1.0780360914412406,16153"dm_p": 0.24437598348607686,16154"dm_stat": 1.16473413560521416155},16156"arch5__skewt__w1000_r5": {16157"n": 1115,16158"ratio": 0.7525141638193329,16159"dm_p": 0.08331117812707142,16160"dm_stat": -1.73334438234647916161},16162"arch5__t__w1000_r5": {16163"n": 1115,16164"ratio": 0.7511341752646322,16165"dm_p": 0.08118833736227295,16166"dm_stat": -1.745415133663266816167},16168"avgarch11__ged__w1000_r5": {16169"n": 1115,16170"ratio": 0.8748297831178194,16171"dm_p": 0.00516834043365028,16172"dm_stat": -2.801894843353936316173},16174"avgarch11__normal__w1000_r5": {16175"n": 1115,16176"ratio": 0.9372958688137821,16177"dm_p": 0.3838119128991475,16178"dm_stat": -0.871238030092192716179},16180"avgarch11__skewt__w1000_r5": {16181"n": 1115,16182"ratio": 0.6769177410685534,16183"dm_p": 0.03131563632755624,16184"dm_stat": -2.155765033470885316185},16186"avgarch11__t__w1000_r5": {16187"n": 1115,16188"ratio": 0.6754601057046244,16189"dm_p": 0.033269007380677874,16190"dm_stat": -2.13146779431607816191},16192"cgarch11__ged__w1000_r5": {16193"n": 1115,16194"ratio": 0.8287574803754145,16195"dm_p": 0.11388752142223403,16196"dm_stat": -1.582201083629971616197},16198"cgarch11__normal__w1000_r5": {16199"n": 1115,16200"ratio": 0.9146869752003794,16201"dm_p": 0.1977161200275074,16202"dm_stat": -1.288854883282165116203},16204"cgarch11__skewt__w1000_r5": {16205"n": 1115,16206"ratio": 0.6420635213416543,16207"dm_p": 0.15274265091836406,16208"dm_stat": -1.430888391840299716209},16210"cgarch11__t__w1000_r5": {16211"n": 1115,16212"ratio": 0.6397765391637031,16213"dm_p": 0.1507151746765599,16214"dm_stat": -1.437999040140361516215},16216"constvar__normal__w1000_r5": {16217"n": 1115,16218"ratio": 1.6852856346541654,16219"dm_p": 0.2510840710973614,16220"dm_stat": 1.148317411110351316221},16222"egarch11__ged__w1000_r5": {16223"n": 1115,16224"ratio": 0.6120299855197283,16225"dm_p": 0.021651032416603374,16226"dm_stat": -2.299672337418058516227},16228"egarch11__normal__w1000_r5": {16229"n": 1115,16230"ratio": 0.6685283875736633,16231"dm_p": 0.01304684328689228,16232"dm_stat": -2.486484608792685516233},16234"egarch11__skewt__w1000_r5": {16235"n": 1115,16236"ratio": 0.6083396700190341,16237"dm_p": 0.10374416294499772,16238"dm_stat": -1.628299427209023216239},16240"egarch11__t__w1000_r5": {16241"n": 1115,16242"ratio": 0.6097977932290864,16243"dm_p": 0.09958855591218028,16244"dm_stat": -1.648224660657476916245},16246"ewma094__normal__w1000_r5": {16247"n": 1115,16248"ratio": 0.5694089684897219,16249"dm_p": 0.1422759602566194,16250"dm_stat": -1.468407143679307616251},16252"figarch11__ged__w1000_r5": {16253"n": 1115,16254"ratio": 0.6994942858783191,16255"dm_p": 0.06286088360524221,16256"dm_stat": -1.862037997800704416257},16258"figarch11__normal__w1000_r5": {16259"n": 1115,16260"ratio": 0.7856154614924443,16261"dm_p": 0.08858064606203378,16262"dm_stat": -1.704424542916315216263},16264"figarch11__skewt__w1000_r5": {16265"n": 1115,16266"ratio": 0.5775904694851733,16267"dm_p": 0.13475611101759857,16268"dm_stat": -1.496694160753824916269},16270"figarch11__t__w1000_r5": {16271"n": 1115,16272"ratio": 0.5727479809190125,16273"dm_p": 0.13096302511425953,16274"dm_stat": -1.511428070048163516275},16276"garch11__ged__w1000_r5": {16277"n": 1115,16278"ratio": 0.856488800002996,16279"dm_p": 0.1021737232847539,16280"dm_stat": -1.635753250008719316281},16282"garch11__normal__w1000_r5": {16283"n": 1115,16284"ratio": 1.0,16285"dm_p": 1.0,16286"dm_stat": 0.016287},16288"garch11__skewt__w1000_r5": {16289"n": 1115,16290"ratio": 0.6459460262438271,16291"dm_p": 0.09291832476002615,16292"dm_stat": -1.681643223258656216293},16294"garch11__t__w1000_r5": {16295"n": 1115,16296"ratio": 0.6431992703206774,16297"dm_p": 0.09303308746608518,16298"dm_stat": -1.681052218421980316299},16300"garch12__ged__w1000_r5": {16301"n": 1115,16302"ratio": 0.8160586654880625,16303"dm_p": 0.04919269710856919,16304"dm_stat": -1.969069146645606316305},16306"garch12__normal__w1000_r5": {16307"n": 1115,16308"ratio": 0.9694858277372032,16309"dm_p": 0.26596230990590164,16310"dm_stat": -1.11296791151811316311},16312"garch12__skewt__w1000_r5": {16313"n": 1115,16314"ratio": 0.6437823070979177,16315"dm_p": 0.09178184755236665,16316"dm_stat": -1.68752776247787516317},16318"garch12__t__w1000_r5": {16319"n": 1115,16320"ratio": 0.6411184026295512,16321"dm_p": 0.09187462419085266,16322"dm_stat": -1.687045186295835616323},16324"garch21__ged__w1000_r5": {16325"n": 1115,16326"ratio": 0.8655158304479208,16327"dm_p": 0.07704113772975817,16328"dm_stat": -1.769757031218876816329},16330"garch21__normal__w1000_r5": {16331"n": 1115,16332"ratio": 1.0155875003570305,16333"dm_p": 0.5126199146849411,16334"dm_stat": 0.654973679966523916335},16336"garch21__skewt__w1000_r5": {16337"n": 1115,16338"ratio": 0.6613591417110215,16339"dm_p": 0.08800273942996666,16340"dm_stat": -1.70752719077199316341},16342"garch21__t__w1000_r5": {16343"n": 1115,16344"ratio": 0.6578358170388573,16345"dm_p": 0.088218444508298,16346"dm_stat": -1.706367201186180316347},16348"garchm11__ged__w1000_r5": {16349"n": 1115,16350"ratio": 0.7589421681329486,16351"dm_p": 0.1160169237420193,16352"dm_stat": -1.572938869134944616353},16354"garchm11__normal__w1000_r5": {16355"n": 1115,16356"ratio": 0.9688739116202141,16357"dm_p": 0.2739410917559076,16358"dm_stat": -1.094571313497858316359},16360"garchm11__skewt__w1000_r5": {16361"n": 1115,16362"ratio": 0.5962282682131232,16363"dm_p": 0.11367718154255835,16364"dm_stat": -1.583123380685489616365},16366"garchm11__t__w1000_r5": {16367"n": 1115,16368"ratio": 0.5995004094828701,16369"dm_p": 0.1102545127927016,16370"dm_stat": -1.598323785749416116371},16372"garchx_rv11__normal__w1000_r5": {16373"n": 1115,16374"ratio": 0.7410746119894359,16375"dm_p": 0.2112837155951247,16376"dm_stat": -1.250762651948312216377},16378"garchx_rv11__t__w1000_r5": {16379"n": 1115,16380"ratio": 0.6768883610735434,16381"dm_p": 0.19431851919484752,16382"dm_stat": -1.298691677052658216383},16384"gas_t11__t__w1000_r5": {16385"n": 1115,16386"ratio": 0.6637322832210942,16387"dm_p": 0.06701909008178289,16388"dm_stat": -1.833337577483599816389},16390"gjr11__ged__w1000_r5": {16391"n": 1115,16392"ratio": 0.5876648067372491,16393"dm_p": 0.10801999691802182,16394"dm_stat": -1.608450025430923516395},16396"gjr11__normal__w1000_r5": {16397"n": 1115,16398"ratio": 0.7226228073729725,16399"dm_p": 0.1007091263976884,16400"dm_stat": -1.6427874410654516401},16402"gjr11__skewt__w1000_r5": {16403"n": 1115,16404"ratio": 0.49679892701484624,16405"dm_p": 0.0989367658193313,16406"dm_stat": -1.651409783999085616407},16408"gjr11__t__w1000_r5": {16409"n": 1115,16410"ratio": 0.4879274733458387,16411"dm_p": 0.09678848029150336,16412"dm_stat": -1.662028085109820816413},16414"har_rv__empirical__w1000_r5": {16415"n": 1115,16416"ratio": 1.4633621580440423,16417"dm_p": 0.5115816562770096,16418"dm_stat": 0.656587713236486316419},16420"heavy11__normal__w1000_r5": {16421"n": 1115,16422"ratio": 0.7441741538573552,16423"dm_p": 0.21642886930724278,16424"dm_stat": -1.236781525059614116425},16426"heavy11__t__w1000_r5": {16427"n": 1115,16428"ratio": 0.6831376105628133,16429"dm_p": 0.19830338462351227,16430"dm_stat": -1.28716721283693416431},16432"histvar22__empirical__w1000_r5": {16433"n": 1115,16434"ratio": 0.693891202781518,16435"dm_p": 0.2506852364091543,16436"dm_stat": -1.149284834475943216437},16438"histvar252__empirical__w1000_r5": {16439"n": 1115,16440"ratio": 1.3383680272407006,16441"dm_p": 0.15915961867094836,16442"dm_stat": 1.408846481019146616443},16444"histvar66__empirical__w1000_r5": {16445"n": 1115,16446"ratio": 0.9661652515700754,16447"dm_p": 0.808223508505679,16448"dm_stat": -0.2427761438115254616449},16450"igarch11__ged__w1000_r5": {16451"n": 1115,16452"ratio": 0.6251897065156437,16453"dm_p": 0.2853510642319874,16454"dm_stat": -1.068889401362007216455},16456"igarch11__normal__w1000_r5": {16457"n": 1115,16458"ratio": 0.6694633775901333,16459"dm_p": 0.3454914488114021,16460"dm_stat": -0.943770741803801516461},16462"igarch11__skewt__w1000_r5": {16463"n": 1115,16464"ratio": 0.7991330130438193,16465"dm_p": 0.5834612103117263,16466"dm_stat": -0.548496096484107416467},16468"igarch11__t__w1000_r5": {16469"n": 1115,16470"ratio": 0.8379844134313059,16471"dm_p": 0.6615557196013504,16472"dm_stat": -0.4378833685412331616473},16474"loghar_rv__empirical__w1000_r5": {16475"n": 1115,16476"ratio": 0.7764148133660493,16477"dm_p": 0.12217508327960547,16478"dm_stat": -1.546884651358049216479},16480"msgarch2__normal__w1000_r5": {16481"n": 1115,16482"ratio": 0.7849262417871086,16483"dm_p": 0.09665725595934115,16484"dm_stat": -1.66268277697715516485},16486"msgarch2__t__w1000_r5": {16487"n": 1115,16488"ratio": 0.5970750573120123,16489"dm_p": 0.06793966074304587,16490"dm_stat": -1.827183190845655516491},16492"nagarch11__ged__w1000_r5": {16493"n": 1115,16494"ratio": 0.5063758742910114,16495"dm_p": 0.10090806354532249,16496"dm_stat": -1.641827213319904616497},16498"nagarch11__normal__w1000_r5": {16499"n": 1115,16500"ratio": 0.5303058808117691,16501"dm_p": 0.10353076788373566,16502"dm_stat": -1.629306973394069716503},16504"nagarch11__skewt__w1000_r5": {16505"n": 1115,16506"ratio": 0.4787070979848422,16507"dm_p": 0.1006457412818899,16508"dm_stat": -1.643093705620277216509},16510"nagarch11__t__w1000_r5": {16511"n": 1115,16512"ratio": 0.4817927030425973,16513"dm_p": 0.10346779388333144,16514"dm_stat": -1.629604621382617916515},16516"qgarch11__ged__w1000_r5": {16517"n": 1115,16518"ratio": 0.598381584343798,16519"dm_p": 0.1216126974611572,16520"dm_stat": -1.549220719705269216521},16522"qgarch11__normal__w1000_r5": {16523"n": 1115,16524"ratio": 0.6252709333988474,16525"dm_p": 0.12684770592669442,16526"dm_stat": -1.527793420149573516527},16528"qgarch11__skewt__w1000_r5": {16529"n": 1115,16530"ratio": 0.5331608503811589,16531"dm_p": 0.10502882540665454,16532"dm_stat": -1.622268480425672616533},16534"qgarch11__t__w1000_r5": {16535"n": 1115,16536"ratio": 0.5366707188389204,16537"dm_p": 0.10901884250522863,16538"dm_stat": -1.603903213639725516539},16540"realgarch11__normal__w1000_r5": {16541"n": 1115,16542"ratio": 0.9600658609824998,16543"dm_p": 0.5912451786209781,16544"dm_stat": -0.537187793336244816545},16546"realgarch11__t__w1000_r5": {16547"n": 1115,16548"ratio": 4.821555486388171,16549"dm_p": 2.5630989718467e-08,16550"dm_stat": 5.6091867858796316551},16552"rm2006__normal__w1000_r5": {16553"n": 1115,16554"ratio": 0.5252126510919786,16555"dm_p": 0.11912658043101104,16556"dm_stat": -1.559650250201436416557},16558"rm_rw__empirical__w1000_r5": {16559"n": 1115,16560"ratio": 1.1051767960286818,16561"dm_p": 0.7620979728234122,16562"dm_stat": 0.302801104628964316563},16564"tarch11__ged__w1000_r5": {16565"n": 1115,16566"ratio": 0.5589282689713541,16567"dm_p": 0.0800556251939918,16568"dm_stat": -1.751961159286676216569},16570"tarch11__normal__w1000_r5": {16571"n": 1115,16572"ratio": 0.5692958884206002,16573"dm_p": 0.04771422211504738,16574"dm_stat": -1.982093295340104516575},16576"tarch11__skewt__w1000_r5": {16577"n": 1115,16578"ratio": 0.45731595422957494,16579"dm_p": 0.06509509052120024,16580"dm_stat": -1.846428781556060716581},16582"tarch11__t__w1000_r5": {16583"n": 1115,16584"ratio": 0.4939528376770565,16585"dm_p": 0.08586681208361652,16586"dm_stat": -1.71913927814048116587}16588},16589"vol_tercile66=low": {16590"aparch11__ged__w1000_r5": {16591"n": 937,16592"ratio": 0.8879598404868498,16593"dm_p": 0.19653312322383626,16594"dm_stat": -1.292412991159981816595},16596"aparch11__normal__w1000_r5": {16597"n": 937,16598"ratio": 0.9104626510942094,16599"dm_p": 0.22156058253415636,16600"dm_stat": -1.223203835727823716601},16602"aparch11__skewt__w1000_r5": {16603"n": 937,16604"ratio": 0.8262361709714323,16605"dm_p": 0.2701817487290054,16606"dm_stat": -1.10329707839438116607},16608"aparch11__t__w1000_r5": {16609"n": 937,16610"ratio": 0.8071370206853143,16611"dm_p": 0.26473153647267883,16612"dm_stat": -1.11594628270428616613},16614"arch5__ged__w1000_r5": {16615"n": 937,16616"ratio": 1.0857375845718102,16617"dm_p": 0.005908357186383373,16618"dm_stat": 2.759145037196514516619},16620"arch5__normal__w1000_r5": {16621"n": 937,16622"ratio": 1.0866085168892041,16623"dm_p": 0.005508801774178844,16624"dm_stat": 2.782137516206456316625},16626"arch5__skewt__w1000_r5": {16627"n": 937,16628"ratio": 1.0069186185443544,16629"dm_p": 0.9532598340984688,16630"dm_stat": 0.05862936647809558616631},16632"arch5__t__w1000_r5": {16633"n": 937,16634"ratio": 1.0054592740427353,16635"dm_p": 0.962805852786742,16636"dm_stat": 0.0466453306083726116637},16638"avgarch11__ged__w1000_r5": {16639"n": 937,16640"ratio": 0.9944281595340004,16641"dm_p": 0.8046897759215335,16642"dm_stat": -0.2473523724080951316643},16644"avgarch11__normal__w1000_r5": {16645"n": 937,16646"ratio": 0.9813111203044458,16647"dm_p": 0.5323759824604161,16648"dm_stat": -0.624615017744713816649},16650"avgarch11__skewt__w1000_r5": {16651"n": 937,16652"ratio": 0.9165079950346509,16653"dm_p": 0.2585037079187986,16654"dm_stat": -1.130622324224974916655},16656"avgarch11__t__w1000_r5": {16657"n": 937,16658"ratio": 0.9173159567218873,16659"dm_p": 0.25429675780922867,16660"dm_stat": -1.140675504226716661},16662"cgarch11__ged__w1000_r5": {16663"n": 937,16664"ratio": 0.9983541551206258,16665"dm_p": 0.9490264281667836,16666"dm_stat": -0.0639465650766290216667},16668"cgarch11__normal__w1000_r5": {16669"n": 937,16670"ratio": 1.0190684805795713,16671"dm_p": 0.35258574502819606,16672"dm_stat": 0.930048551905888516673},16674"cgarch11__skewt__w1000_r5": {16675"n": 937,16676"ratio": 0.8380895165128371,16677"dm_p": 0.27835871282254226,16678"dm_stat": -1.084643856868155316679},16680"cgarch11__t__w1000_r5": {16681"n": 937,16682"ratio": 0.8408137972507652,16683"dm_p": 0.2770429229693289,16684"dm_stat": -1.087619901544408816685},16686"constvar__normal__w1000_r5": {16687"n": 937,16688"ratio": 1.2070707213004295,16689"dm_p": 0.008318575323761087,16690"dm_stat": 2.644482384570437316691},16692"egarch11__ged__w1000_r5": {16693"n": 937,16694"ratio": 0.9033676201629502,16695"dm_p": 0.18752791287612472,16696"dm_stat": -1.318891666459020216697},16698"egarch11__normal__w1000_r5": {16699"n": 937,16700"ratio": 0.9049389910244547,16701"dm_p": 0.23186606388179515,16702"dm_stat": -1.196342032278978416703},16704"egarch11__skewt__w1000_r5": {16705"n": 937,16706"ratio": 0.8622372203048386,16707"dm_p": 0.3657696008965576,16708"dm_stat": -0.904865290716974416709},16710"egarch11__t__w1000_r5": {16711"n": 937,16712"ratio": 0.834651355844918,16713"dm_p": 0.41761426886824604,16714"dm_stat": -0.810926075231103316715},16716"ewma094__normal__w1000_r5": {16717"n": 937,16718"ratio": 1.2465918681519979,16719"dm_p": 0.09444469754222772,16720"dm_stat": 1.674101708648537716721},16722"figarch11__ged__w1000_r5": {16723"n": 937,16724"ratio": 1.0313284890767256,16725"dm_p": 0.5322752849211287,16726"dm_stat": 0.624768481966347416727},16728"figarch11__normal__w1000_r5": {16729"n": 937,16730"ratio": 1.0161747851921514,16731"dm_p": 0.6192913518638434,16732"dm_stat": 0.4970204465507815416733},16734"figarch11__skewt__w1000_r5": {16735"n": 937,16736"ratio": 0.9075886752339841,16737"dm_p": 0.46397449986306005,16738"dm_stat": -0.732618600694066416739},16740"figarch11__t__w1000_r5": {16741"n": 937,16742"ratio": 0.8981429472769482,16743"dm_p": 0.438044872757537,16744"dm_stat": -0.775830804459245316745},16746"garch11__ged__w1000_r5": {16747"n": 937,16748"ratio": 0.996794186138788,16749"dm_p": 0.7789869757307875,16750"dm_stat": -0.280720297576220316751},16752"garch11__normal__w1000_r5": {16753"n": 937,16754"ratio": 1.0,16755"dm_p": 1.0,16756"dm_stat": 0.016757},16758"garch11__skewt__w1000_r5": {16759"n": 937,16760"ratio": 0.8969746538739002,16761"dm_p": 0.3793909934216885,16762"dm_stat": -0.879435345770486116763},16764"garch11__t__w1000_r5": {16765"n": 937,16766"ratio": 0.8977481418112908,16767"dm_p": 0.3773728734195748,16768"dm_stat": -0.883166898719286316769},16770"garch12__ged__w1000_r5": {16771"n": 937,16772"ratio": 0.9962258611018404,16773"dm_p": 0.754218752564789,16774"dm_stat": -0.313173324652472516775},16776"garch12__normal__w1000_r5": {16777"n": 937,16778"ratio": 0.9955791678385286,16779"dm_p": 0.08580345669463851,16780"dm_stat": -1.719777537745852816781},16782"garch12__skewt__w1000_r5": {16783"n": 937,16784"ratio": 0.8946225483768503,16785"dm_p": 0.36804195058179195,16786"dm_stat": -0.900582580250862516787},16788"garch12__t__w1000_r5": {16789"n": 937,16790"ratio": 0.8952492028367058,16791"dm_p": 0.3654185471699864,16792"dm_stat": -0.905528404563045416793},16794"garch21__ged__w1000_r5": {16795"n": 937,16796"ratio": 0.9981921958781391,16797"dm_p": 0.873768106852915,16798"dm_stat": -0.1589175608522861216799},16800"garch21__normal__w1000_r5": {16801"n": 937,16802"ratio": 1.003074688037125,16803"dm_p": 0.24493303441623668,16804"dm_stat": 1.163475762853183316805},16806"garch21__skewt__w1000_r5": {16807"n": 937,16808"ratio": 0.8987277605840642,16809"dm_p": 0.3810353363795295,16810"dm_stat": -0.876403947928665416811},16812"garch21__t__w1000_r5": {16813"n": 937,16814"ratio": 0.8993872832752758,16815"dm_p": 0.37889343317489393,16816"dm_stat": -0.880354207732981816817},16818"garchm11__ged__w1000_r5": {16819"n": 937,16820"ratio": 1.005703524891761,16821"dm_p": 0.7951564579587941,16822"dm_stat": 0.2596946123131582716823},16824"garchm11__normal__w1000_r5": {16825"n": 937,16826"ratio": 1.000913224370243,16827"dm_p": 0.8496567014685696,16828"dm_stat": 0.1896089255114382416829},16830"garchm11__skewt__w1000_r5": {16831"n": 937,16832"ratio": 0.8863202446639225,16833"dm_p": 0.3815900091976539,16834"dm_stat": -0.875383206845658116835},16836"garchm11__t__w1000_r5": {16837"n": 937,16838"ratio": 0.896877763435983,16839"dm_p": 0.3773318772031579,16840"dm_stat": -0.883242829164887416841},16842"garchx_rv11__normal__w1000_r5": {16843"n": 937,16844"ratio": 1.0418834267092767,16845"dm_p": 0.6473111316794111,16846"dm_stat": 0.457648601908991916847},16848"garchx_rv11__t__w1000_r5": {16849"n": 937,16850"ratio": 1.0161844669453963,16851"dm_p": 0.9054273799660808,16852"dm_stat": 0.1188402996779221716853},16854"gas_t11__t__w1000_r5": {16855"n": 937,16856"ratio": 0.9324585982389676,16857"dm_p": 0.23496729504130368,16858"dm_stat": -1.18842540288362616859},16860"gjr11__ged__w1000_r5": {16861"n": 937,16862"ratio": 0.9029113469569499,16863"dm_p": 0.29113141054277,16864"dm_stat": -1.056239364444410616865},16866"gjr11__normal__w1000_r5": {16867"n": 937,16868"ratio": 0.9512637652044285,16869"dm_p": 0.3074326517606033,16870"dm_stat": -1.021180790739980816871},16872"gjr11__skewt__w1000_r5": {16873"n": 937,16874"ratio": 0.8151929709066903,16875"dm_p": 0.3406538181148058,16876"dm_stat": -0.953360027898432216877},16878"gjr11__t__w1000_r5": {16879"n": 937,16880"ratio": 0.8041695606543267,16881"dm_p": 0.3356734513209625,16882"dm_stat": -0.963244838627095516883},16884"har_rv__empirical__w1000_r5": {16885"n": 937,16886"ratio": 1.0503943033997851,16887"dm_p": 0.27235096874444903,16888"dm_stat": 1.098311417757550116889},16890"heavy11__normal__w1000_r5": {16891"n": 937,16892"ratio": 1.0447202467938683,16893"dm_p": 0.6212051297103834,16894"dm_stat": 0.494307339887108716895},16896"heavy11__t__w1000_r5": {16897"n": 937,16898"ratio": 1.0213507958492558,16899"dm_p": 0.8715146185181684,16900"dm_stat": 0.1617792370280541616901},16902"histvar22__empirical__w1000_r5": {16903"n": 937,16904"ratio": 1.3282319650508325,16905"dm_p": 0.010616765180281049,16906"dm_stat": 2.560213473235958516907},16908"histvar252__empirical__w1000_r5": {16909"n": 937,16910"ratio": 1.1307931175468122,16911"dm_p": 0.16002895705928133,16912"dm_stat": 1.406091087130277916913},16914"histvar66__empirical__w1000_r5": {16915"n": 937,16916"ratio": 1.5206619023340822,16917"dm_p": 0.20156023716070307,16918"dm_stat": 1.278017120174562716919},16920"igarch11__ged__w1000_r5": {16921"n": 937,16922"ratio": 0.7793161361393742,16923"dm_p": 0.4634107390959076,16924"dm_stat": -0.733543423560384216925},16926"igarch11__normal__w1000_r5": {16927"n": 937,16928"ratio": 0.9986698043008534,16929"dm_p": 0.9922534226619611,16930"dm_stat": -0.00971164124857698516931},16932"igarch11__skewt__w1000_r5": {16933"n": 937,16934"ratio": 0.7222218769040706,16935"dm_p": 0.5930243334822358,16936"dm_stat": -0.534642107706631916937},16938"igarch11__t__w1000_r5": {16939"n": 937,16940"ratio": 0.726036751951721,16941"dm_p": 0.5967937563845511,16942"dm_stat": -0.529197746719597116943},16944"loghar_rv__empirical__w1000_r5": {16945"n": 937,16946"ratio": 0.9888017298452467,16947"dm_p": 0.7641874379785315,16948"dm_stat": -0.300073870981405216949},16950"msgarch2__normal__w1000_r5": {16951"n": 937,16952"ratio": 0.9492836017562356,16953"dm_p": 0.26927850701272193,16954"dm_stat": -1.10538116339824416955},16956"msgarch2__t__w1000_r5": {16957"n": 937,16958"ratio": 0.9753473041163467,16959"dm_p": 0.6389969768400783,16960"dm_stat": -0.46925455780001716961},16962"nagarch11__ged__w1000_r5": {16963"n": 937,16964"ratio": 0.8862736563436928,16965"dm_p": 0.3077304573938591,16966"dm_stat": -1.020551967569748816967},16968"nagarch11__normal__w1000_r5": {16969"n": 937,16970"ratio": 0.8987211265203107,16971"dm_p": 0.308099170741566,16972"dm_stat": -1.019773979838118216973},16974"nagarch11__skewt__w1000_r5": {16975"n": 937,16976"ratio": 0.8277653547020369,16977"dm_p": 0.3174289201627416,16978"dm_stat": -1.000289558727963916979},16980"nagarch11__t__w1000_r5": {16981"n": 937,16982"ratio": 0.8164528534903939,16983"dm_p": 0.3060803699726085,16984"dm_stat": -1.024041257755488716985},16986"qgarch11__ged__w1000_r5": {16987"n": 937,16988"ratio": 0.9145643443746495,16989"dm_p": 0.29624670711193857,16990"dm_stat": -1.045099716445481816991},16992"qgarch11__normal__w1000_r5": {16993"n": 937,16994"ratio": 0.9222761796312615,16995"dm_p": 0.30899107298587886,16996"dm_stat": -1.017894607292512416997},16998"qgarch11__skewt__w1000_r5": {16999"n": 937,17000"ratio": 0.8536504382305393,17001"dm_p": 0.3210207369901899,17002"dm_stat": -0.992888828986298217003},17004"qgarch11__t__w1000_r5": {17005"n": 937,17006"ratio": 0.8440309016116643,17007"dm_p": 0.3128247837986585,17008"dm_stat": -1.009857007964324317009},17010"realgarch11__normal__w1000_r5": {17011"n": 937,17012"ratio": 1.0289150859419733,17013"dm_p": 0.5890862657229049,17014"dm_stat": 0.540347044031728517015},17016"realgarch11__t__w1000_r5": {17017"n": 937,17018"ratio": 4.574255018504235,17019"dm_p": 2.096428263809969e-06,17020"dm_stat": 4.77384542208450117021},17022"rm2006__normal__w1000_r5": {17023"n": 937,17024"ratio": 1.1222879158504506,17025"dm_p": 0.34901476747328725,17026"dm_stat": 0.936971774013350317027},17028"rm_rw__empirical__w1000_r5": {17029"n": 937,17030"ratio": 1.8683116589528845,17031"dm_p": 0.06357419077284801,17032"dm_stat": 1.85735773724225117033},17034"tarch11__ged__w1000_r5": {17035"n": 937,17036"ratio": 0.8963360263237649,17037"dm_p": 0.1959960796044781,17038"dm_stat": -1.293966783959612317039},17040"tarch11__normal__w1000_r5": {17041"n": 937,17042"ratio": 0.8904076864916284,17043"dm_p": 0.24949848401718042,17044"dm_stat": -1.152284282934107617045},17046"tarch11__skewt__w1000_r5": {17047"n": 937,17048"ratio": 0.8402169752323989,17049"dm_p": 0.27155290863587467,17050"dm_stat": -1.100142472970361517051},17052"tarch11__t__w1000_r5": {17053"n": 937,17054"ratio": 0.8264200265685077,17055"dm_p": 0.26570595371443106,17056"dm_stat": -1.113671707010578817057}17058},17059"vol_tercile66=mid": {17060"aparch11__ged__w1000_r5": {17061"n": 649,17062"ratio": 0.6960492569642956,17063"dm_p": 0.17714037131285976,17064"dm_stat": -1.351083034424890717065},17066"aparch11__normal__w1000_r5": {17067"n": 649,17068"ratio": 0.7892087066303982,17069"dm_p": 0.17188727298237502,17070"dm_stat": -1.367677205845153817071},17072"aparch11__skewt__w1000_r5": {17073"n": 649,17074"ratio": 0.7122633944212395,17075"dm_p": 0.29084939167783397,17076"dm_stat": -1.057122985441073317077},17078"aparch11__t__w1000_r5": {17079"n": 649,17080"ratio": 0.662648239743912,17081"dm_p": 0.21518112494093414,17082"dm_stat": -1.240657957276651617083},17084"arch5__ged__w1000_r5": {17085"n": 649,17086"ratio": 0.9880827135368263,17087"dm_p": 0.8445738280296651,17088"dm_stat": -0.1961249861059639617089},17090"arch5__normal__w1000_r5": {17091"n": 649,17092"ratio": 1.0165986538699967,17093"dm_p": 0.796997161078995,17094"dm_stat": 0.2573411012739980617095},17096"arch5__skewt__w1000_r5": {17097"n": 649,17098"ratio": 0.9571977078541278,17099"dm_p": 0.7106407474123205,17100"dm_stat": -0.371158562584087917101},17102"arch5__t__w1000_r5": {17103"n": 649,17104"ratio": 0.9542851523581042,17105"dm_p": 0.6921659391938229,17106"dm_stat": -0.3960941783369254517107},17108"avgarch11__ged__w1000_r5": {17109"n": 649,17110"ratio": 0.9607476811168499,17111"dm_p": 0.2159858883671622,17112"dm_stat": -1.238481906404839617113},17114"avgarch11__normal__w1000_r5": {17115"n": 649,17116"ratio": 0.9967707181572039,17117"dm_p": 0.9413063192843842,17118"dm_stat": -0.0736566554221350517119},17120"avgarch11__skewt__w1000_r5": {17121"n": 649,17122"ratio": 0.8935891036989114,17123"dm_p": 0.29852911233293544,17124"dm_stat": -1.040428041302747617125},17126"avgarch11__t__w1000_r5": {17127"n": 649,17128"ratio": 0.889391051145638,17129"dm_p": 0.28716958737668546,17130"dm_stat": -1.06522783406566917131},17132"cgarch11__ged__w1000_r5": {17133"n": 649,17134"ratio": 0.9699666946258401,17135"dm_p": 0.6507946018385105,17136"dm_stat": -0.452869083341183417137},17138"cgarch11__normal__w1000_r5": {17139"n": 649,17140"ratio": 1.0185004948102565,17141"dm_p": 0.6212913736532628,17142"dm_stat": 0.4942581632111368617143},17144"cgarch11__skewt__w1000_r5": {17145"n": 649,17146"ratio": 0.8483323590485881,17147"dm_p": 0.41249217186119186,17148"dm_stat": -0.820044673004671317149},17150"cgarch11__t__w1000_r5": {17151"n": 649,17152"ratio": 0.8443753094623849,17153"dm_p": 0.4010477743849841,17154"dm_stat": -0.840304215601621517155},17156"constvar__normal__w1000_r5": {17157"n": 649,17158"ratio": 1.443290070887592,17159"dm_p": 0.07899202579075848,17160"dm_stat": 1.75933781482917161},17162"egarch11__ged__w1000_r5": {17163"n": 649,17164"ratio": 0.8254973689593783,17165"dm_p": 0.3115380834191542,17166"dm_stat": -1.01279084655774617167},17168"egarch11__normal__w1000_r5": {17169"n": 649,17170"ratio": 0.853485101032721,17171"dm_p": 0.25591163512568005,17172"dm_stat": -1.137112323014591917173},17174"egarch11__skewt__w1000_r5": {17175"n": 649,17176"ratio": 0.8588186035072644,17177"dm_p": 0.5291253939323938,17178"dm_stat": -0.629680800036775317179},17180"egarch11__t__w1000_r5": {17181"n": 649,17182"ratio": 1.0433154004909244,17183"dm_p": 0.86586901424632,17184"dm_stat": 0.16897502893511617185},17186"ewma094__normal__w1000_r5": {17187"n": 649,17188"ratio": 1.1705175423396128,17189"dm_p": 0.5684631261498043,17190"dm_stat": 0.570608110259473317191},17192"figarch11__ged__w1000_r5": {17193"n": 649,17194"ratio": 1.0099495990819518,17195"dm_p": 0.8274771158032544,17196"dm_stat": 0.2180264842408043417197},17198"figarch11__normal__w1000_r5": {17199"n": 649,17200"ratio": 1.061644893456786,17201"dm_p": 0.1473384738474419,17202"dm_stat": 1.450731672106262917203},17204"figarch11__skewt__w1000_r5": {17205"n": 649,17206"ratio": 0.8912089669818274,17207"dm_p": 0.5825345735123905,17208"dm_stat": -0.549962534619424517209},17210"figarch11__t__w1000_r5": {17211"n": 649,17212"ratio": 0.8855120148090557,17213"dm_p": 0.5616615093445565,17214"dm_stat": -0.580674832389936117215},17216"garch11__ged__w1000_r5": {17217"n": 649,17218"ratio": 0.9560021355755749,17219"dm_p": 0.3949264230917135,17220"dm_stat": -0.851283380821515817221},17222"garch11__normal__w1000_r5": {17223"n": 649,17224"ratio": 1.0,17225"dm_p": 1.0,17226"dm_stat": 0.017227},17228"garch11__skewt__w1000_r5": {17229"n": 649,17230"ratio": 0.883709703413806,17231"dm_p": 0.44257809434306983,17232"dm_stat": -0.768318154648885817233},17234"garch11__t__w1000_r5": {17235"n": 649,17236"ratio": 0.8815431175691273,17237"dm_p": 0.4397496916958,17238"dm_stat": -0.773092252326493517239},17240"garch12__ged__w1000_r5": {17241"n": 649,17242"ratio": 0.9930882305080574,17243"dm_p": 0.9054665483106664,17244"dm_stat": -0.1188051495539209117245},17246"garch12__normal__w1000_r5": {17247"n": 649,17248"ratio": 1.0182178886922992,17249"dm_p": 0.2915614606602574,17250"dm_stat": 1.0555626401159717251},17252"garch12__skewt__w1000_r5": {17253"n": 649,17254"ratio": 0.9254863260706443,17255"dm_p": 0.6317212770936032,17256"dm_stat": -0.4795330277348802717257},17258"garch12__t__w1000_r5": {17259"n": 649,17260"ratio": 0.9245955298381838,17261"dm_p": 0.6317372946669692,17262"dm_stat": -0.47951049450353917263},17264"garch21__ged__w1000_r5": {17265"n": 649,17266"ratio": 0.9550514920691041,17267"dm_p": 0.2969079828602166,17268"dm_stat": -1.0439279975920117269},17270"garch21__normal__w1000_r5": {17271"n": 649,17272"ratio": 1.0072414612627614,17273"dm_p": 0.6915854102879272,17274"dm_stat": 0.396881651944438717275},17276"garch21__skewt__w1000_r5": {17277"n": 649,17278"ratio": 0.8820215880887489,17279"dm_p": 0.40058662347466584,17280"dm_stat": -0.841127792303497317281},17282"garch21__t__w1000_r5": {17283"n": 649,17284"ratio": 0.8791315593868306,17285"dm_p": 0.3973592389534567,17286"dm_stat": -0.846907691920147317287},17288"garchm11__ged__w1000_r5": {17289"n": 649,17290"ratio": 0.9481991600968205,17291"dm_p": 0.6043564981652313,17292"dm_stat": -0.518399539338237717293},17294"garchm11__normal__w1000_r5": {17295"n": 649,17296"ratio": 1.0125587695220672,17297"dm_p": 0.5179751767876052,17298"dm_stat": 0.64682357033286917299},17300"garchm11__skewt__w1000_r5": {17301"n": 649,17302"ratio": 0.8645036469698246,17303"dm_p": 0.4834543354387479,17304"dm_stat": -0.701160871667564617305},17306"garchm11__t__w1000_r5": {17307"n": 649,17308"ratio": 0.8683704212724286,17309"dm_p": 0.48084279758446724,17310"dm_stat": -0.705355017927383617311},17312"garchx_rv11__normal__w1000_r5": {17313"n": 649,17314"ratio": 0.7963848989353735,17315"dm_p": 0.29739153108212196,17316"dm_stat": -1.04288269871507117317},17318"garchx_rv11__t__w1000_r5": {17319"n": 649,17320"ratio": 0.796959390076744,17321"dm_p": 0.3809646684721114,17322"dm_stat": -0.876718101151576917323},17324"gas_t11__t__w1000_r5": {17325"n": 649,17326"ratio": 0.8973706355283767,17327"dm_p": 0.34448239356472515,17328"dm_stat": -0.946036896310430217329},17330"gjr11__ged__w1000_r5": {17331"n": 649,17332"ratio": 0.787117592263355,17333"dm_p": 0.3401109775510528,17334"dm_stat": -0.954649464065178717335},17336"gjr11__normal__w1000_r5": {17337"n": 649,17338"ratio": 0.8743575077901651,17339"dm_p": 0.32385478256547806,17340"dm_stat": -0.987319004825213617341},17342"gjr11__skewt__w1000_r5": {17343"n": 649,17344"ratio": 0.7594621296672457,17345"dm_p": 0.3890200574910383,17346"dm_stat": -0.861975150407278817347},17348"gjr11__t__w1000_r5": {17349"n": 649,17350"ratio": 0.7577312701969818,17351"dm_p": 0.3903469637541514,17352"dm_stat": -0.859564613589281517353},17354"har_rv__empirical__w1000_r5": {17355"n": 649,17356"ratio": 0.970357912606568,17357"dm_p": 0.8540308285441904,17358"dm_stat": -0.1840512514658680417359},17360"heavy11__normal__w1000_r5": {17361"n": 649,17362"ratio": 0.7984874716965742,17363"dm_p": 0.30183654121892817,17364"dm_stat": -1.03332666323598117365},17366"heavy11__t__w1000_r5": {17367"n": 649,17368"ratio": 0.799978482779578,17369"dm_p": 0.38292067292965576,17370"dm_stat": -0.873120786774281517371},17372"histvar22__empirical__w1000_r5": {17373"n": 649,17374"ratio": 1.6016665181709548,17375"dm_p": 0.06256050137263533,17376"dm_stat": 1.865518011507271617377},17378"histvar252__empirical__w1000_r5": {17379"n": 649,17380"ratio": 1.2414587182409642,17381"dm_p": 0.19166516445897389,17382"dm_stat": 1.307032868856189217383},17384"histvar66__empirical__w1000_r5": {17385"n": 649,17386"ratio": 1.344854877055774,17387"dm_p": 0.014651360491914314,17388"dm_stat": 2.447452985899438717389},17390"igarch11__ged__w1000_r5": {17391"n": 649,17392"ratio": 0.9556322337131329,17393"dm_p": 0.8968753196015521,17394"dm_stat": -0.1296604390422592417395},17396"igarch11__normal__w1000_r5": {17397"n": 649,17398"ratio": 1.0233782473943498,17399"dm_p": 0.9457250714531392,17400"dm_stat": 0.0681024709631921917401},17402"igarch11__skewt__w1000_r5": {17403"n": 649,17404"ratio": 1.2947189891184778,17405"dm_p": 0.42465928276201365,17406"dm_stat": 0.798868643092328717407},17408"igarch11__t__w1000_r5": {17409"n": 649,17410"ratio": 1.3583145975086803,17411"dm_p": 0.346635717636423,17412"dm_stat": 0.941820117583001817413},17414"loghar_rv__empirical__w1000_r5": {17415"n": 649,17416"ratio": 0.8942047633661445,17417"dm_p": 0.46112514396331367,17418"dm_stat": -0.73743441976581317419},17420"msgarch2__normal__w1000_r5": {17421"n": 649,17422"ratio": 0.9096698072763572,17423"dm_p": 0.3660623054013506,17424"dm_stat": -0.904507883099889717425},17426"msgarch2__t__w1000_r5": {17427"n": 649,17428"ratio": 0.9050706131687114,17429"dm_p": 0.549118642224254,17430"dm_stat": -0.599395560937228617431},17432"nagarch11__ged__w1000_r5": {17433"n": 649,17434"ratio": 0.7153683293367954,17435"dm_p": 0.3058423089536399,17436"dm_stat": -1.024795040296546717437},17438"nagarch11__normal__w1000_r5": {17439"n": 649,17440"ratio": 0.7025714223515283,17441"dm_p": 0.24599262718412387,17442"dm_stat": -1.161188958283182717443},17444"nagarch11__skewt__w1000_r5": {17445"n": 649,17446"ratio": 0.7276163918731182,17447"dm_p": 0.3708387911029825,17448"dm_stat": -0.895525461097278417449},17450"nagarch11__t__w1000_r5": {17451"n": 649,17452"ratio": 0.7302691791457591,17453"dm_p": 0.3786446522680658,17454"dm_stat": -0.880999644757187617455},17456"qgarch11__ged__w1000_r5": {17457"n": 649,17458"ratio": 0.721876538618348,17459"dm_p": 0.21009499431391337,17460"dm_stat": -1.254548570855985817461},17462"qgarch11__normal__w1000_r5": {17463"n": 649,17464"ratio": 0.7444069225715869,17465"dm_p": 0.21512450624792584,17466"dm_stat": -1.24081127327233617467},17468"qgarch11__skewt__w1000_r5": {17469"n": 649,17470"ratio": 0.6900025559753736,17471"dm_p": 0.22447808208927825,17472"dm_stat": -1.215867668827972417473},17474"qgarch11__t__w1000_r5": {17475"n": 649,17476"ratio": 0.6884046350828761,17477"dm_p": 0.2242052477998322,17478"dm_stat": -1.216584572823932617479},17480"realgarch11__normal__w1000_r5": {17481"n": 649,17482"ratio": 0.9266481538488476,17483"dm_p": 0.13837757724241512,17484"dm_stat": -1.483689306347850717485},17486"realgarch11__t__w1000_r5": {17487"n": 649,17488"ratio": 5.184467823987312,17489"dm_p": 0.0009191569960539014,17490"dm_stat": 3.329556770070001717491},17492"rm2006__normal__w1000_r5": {17493"n": 649,17494"ratio": 0.893953305959332,17495"dm_p": 0.7009506849872466,17496"dm_stat": -0.384207524111281917497},17498"rm_rw__empirical__w1000_r5": {17499"n": 649,17500"ratio": 2.080469155320345,17501"dm_p": 0.022294577625029836,17502"dm_stat": 2.29081039251235417503},17504"tarch11__ged__w1000_r5": {17505"n": 649,17506"ratio": 0.7117517505083315,17507"dm_p": 0.17936681087140136,17508"dm_stat": -1.3441607152697517509},17510"tarch11__normal__w1000_r5": {17511"n": 649,17512"ratio": 0.7658799120481449,17513"dm_p": 0.18427743965405557,17514"dm_stat": -1.32911609791527117515},17516"tarch11__skewt__w1000_r5": {17517"n": 649,17518"ratio": 0.6993435047109154,17519"dm_p": 0.23803471814129035,17520"dm_stat": -1.181003236773390317521},17522"tarch11__t__w1000_r5": {17523"n": 649,17524"ratio": 0.6714857993801534,17525"dm_p": 0.20678105231325633,17526"dm_stat": -1.263730925036936817527}17528},17529"prev_sign=neg": {17530"aparch11__ged__w1000_r5": {17531"n": 1272,17532"ratio": 0.7199158694082837,17533"dm_p": 0.17663273442568683,17534"dm_stat": -1.351947185828738417535},17536"aparch11__normal__w1000_r5": {17537"n": 1272,17538"ratio": 0.7797352463083214,17539"dm_p": 0.16475824394848815,17540"dm_stat": -1.3900461777705217541},17542"aparch11__skewt__w1000_r5": {17543"n": 1272,17544"ratio": 0.6880995957987216,17545"dm_p": 0.2517882137995965,17546"dm_stat": -1.146538477820972217547},17548"aparch11__t__w1000_r5": {17549"n": 1272,17550"ratio": 0.6463613192677783,17551"dm_p": 0.20517531990500087,17552"dm_stat": -1.267593532349408517553},17554"arch5__ged__w1000_r5": {17555"n": 1272,17556"ratio": 1.0242805931575532,17557"dm_p": 0.33228602575384864,17558"dm_stat": 0.969889652722820817559},17560"arch5__normal__w1000_r5": {17561"n": 1272,17562"ratio": 1.0718050172960465,17563"dm_p": 0.07612221410419917,17564"dm_stat": 1.775090552823228617565},17566"arch5__skewt__w1000_r5": {17567"n": 1272,17568"ratio": 0.8795139609683837,17569"dm_p": 0.3943092080243259,17570"dm_stat": -0.852117862411563217571},17572"arch5__t__w1000_r5": {17573"n": 1272,17574"ratio": 0.8780644574268791,17575"dm_p": 0.38573518374233456,17576"dm_stat": -0.867676606287700317577},17578"avgarch11__ged__w1000_r5": {17579"n": 1272,17580"ratio": 0.9558519100835918,17581"dm_p": 0.04350206325647536,17582"dm_stat": -2.02087477101556517583},17584"avgarch11__normal__w1000_r5": {17585"n": 1272,17586"ratio": 0.9727905481863532,17587"dm_p": 0.2847752964708178,17588"dm_stat": -1.07010483173635817589},17590"avgarch11__skewt__w1000_r5": {17591"n": 1272,17592"ratio": 0.8198038198025798,17593"dm_p": 0.1254560614098024,17594"dm_stat": -1.533278708143663817595},17596"avgarch11__t__w1000_r5": {17597"n": 1272,17598"ratio": 0.8175702960923944,17599"dm_p": 0.12503534452534135,17600"dm_stat": -1.534989254922061617601},17602"cgarch11__ged__w1000_r5": {17603"n": 1272,17604"ratio": 0.9308887417143187,17605"dm_p": 0.17637534121613305,17606"dm_stat": -1.352752376884584217607},17608"cgarch11__normal__w1000_r5": {17609"n": 1272,17610"ratio": 0.9862383252552868,17611"dm_p": 0.5795018021023333,17612"dm_stat": -0.554255064920380317613},17614"cgarch11__skewt__w1000_r5": {17615"n": 1272,17616"ratio": 0.7367416227623548,17617"dm_p": 0.2275299881281429,17618"dm_stat": -1.207329276638623917619},17620"cgarch11__t__w1000_r5": {17621"n": 1272,17622"ratio": 0.7374901378159314,17623"dm_p": 0.22478675541222945,17624"dm_stat": -1.214488691830089717625},17626"constvar__normal__w1000_r5": {17627"n": 1272,17628"ratio": 1.430426293989601,17629"dm_p": 0.15824856083072283,17630"dm_stat": 1.411817186424865617631},17632"egarch11__ged__w1000_r5": {17633"n": 1272,17634"ratio": 0.7662147136441446,17635"dm_p": 0.12087088416635246,17636"dm_stat": -1.552168410279813217637},17638"egarch11__normal__w1000_r5": {17639"n": 1272,17640"ratio": 0.8001428360332308,17641"dm_p": 0.11927393342648157,17642"dm_stat": -1.558879151105182717643},17644"egarch11__skewt__w1000_r5": {17645"n": 1272,17646"ratio": 0.7435128422329478,17647"dm_p": 0.2757537851421888,17648"dm_stat": -1.09037698969981517649},17650"egarch11__t__w1000_r5": {17651"n": 1272,17652"ratio": 0.7386885506550052,17653"dm_p": 0.27478912163689956,17654"dm_stat": -1.092571281642543517655},17656"ewma094__normal__w1000_r5": {17657"n": 1272,17658"ratio": 0.9652843787423284,17659"dm_p": 0.8107638840843365,17660"dm_stat": -0.2394904896468161317661},17662"figarch11__ged__w1000_r5": {17663"n": 1272,17664"ratio": 0.9010312903160261,17665"dm_p": 0.16888805262556497,17666"dm_stat": -1.376568771275052517667},17668"figarch11__normal__w1000_r5": {17669"n": 1272,17670"ratio": 0.9399060641115515,17671"dm_p": 0.2587986749498787,17672"dm_stat": -1.129740670097841617673},17674"figarch11__skewt__w1000_r5": {17675"n": 1272,17676"ratio": 0.7481283480913345,17677"dm_p": 0.2539374771696336,17678"dm_stat": -1.141354371311426517679},17680"figarch11__t__w1000_r5": {17681"n": 1272,17682"ratio": 0.7440364141797582,17683"dm_p": 0.24756145475646618,17684"dm_stat": -1.156824469502889317685},17686"garch11__ged__w1000_r5": {17687"n": 1272,17688"ratio": 0.936397769944404,17689"dm_p": 0.18530039665194034,17690"dm_stat": -1.32532851651024917691},17692"garch11__normal__w1000_r5": {17693"n": 1272,17694"ratio": 1.0,17695"dm_p": 1.0,17696"dm_stat": 0.017697},17698"garch11__skewt__w1000_r5": {17699"n": 1272,17700"ratio": 0.7799715395782795,17701"dm_p": 0.21829909186174282,17702"dm_stat": -1.231672990100402217703},17704"garch11__t__w1000_r5": {17705"n": 1272,17706"ratio": 0.7792981266650467,17707"dm_p": 0.21641135594863536,17708"dm_stat": -1.23674198509903417709},17710"garch12__ged__w1000_r5": {17711"n": 1272,17712"ratio": 0.9293308559411113,17713"dm_p": 0.15547523001709082,17714"dm_stat": -1.421298749282743117715},17716"garch12__normal__w1000_r5": {17717"n": 1272,17718"ratio": 0.9901533718845204,17719"dm_p": 0.23588520542330388,17720"dm_stat": -1.185895531916128817721},17722"garch12__skewt__w1000_r5": {17723"n": 1272,17724"ratio": 0.7837006767933168,17725"dm_p": 0.22662150580711093,17726"dm_stat": -1.209693413284471217727},17728"garch12__t__w1000_r5": {17729"n": 1272,17730"ratio": 0.7831090924847539,17731"dm_p": 0.2248528240735211,17732"dm_stat": -1.21431553093903917733},17734"garch21__ged__w1000_r5": {17735"n": 1272,17736"ratio": 0.9424216168881951,17737"dm_p": 0.15237144229757713,17738"dm_stat": -1.43206376953257117739},17740"garch21__normal__w1000_r5": {17741"n": 1272,17742"ratio": 1.01125533775065,17743"dm_p": 0.44001810508216854,17744"dm_stat": 0.772405150271442217745},17746"garch21__skewt__w1000_r5": {17747"n": 1272,17748"ratio": 0.7877538291029224,17749"dm_p": 0.21188512565786954,17750"dm_stat": -1.24902716200504517751},17752"garch21__t__w1000_r5": {17753"n": 1272,17754"ratio": 0.7866214026025867,17755"dm_p": 0.20991148616399435,17756"dm_stat": -1.254443504847163817757},17758"garchm11__ged__w1000_r5": {17759"n": 1272,17760"ratio": 0.8936654960565596,17761"dm_p": 0.22750043592495592,17762"dm_stat": -1.207406073991572617763},17764"garchm11__normal__w1000_r5": {17765"n": 1272,17766"ratio": 0.987890928625513,17767"dm_p": 0.20952614283971116,17768"dm_stat": -1.255505319635972717769},17770"garchm11__skewt__w1000_r5": {17771"n": 1272,17772"ratio": 0.7455398970054993,17773"dm_p": 0.23936928309117456,17774"dm_stat": -1.177116779032790617775},17776"garchm11__t__w1000_r5": {17777"n": 1272,17778"ratio": 0.7542804910780943,17779"dm_p": 0.23281384332820568,17780"dm_stat": -1.1937108576904717781},17782"garchx_rv11__normal__w1000_r5": {17783"n": 1272,17784"ratio": 0.8550356355216845,17785"dm_p": 0.43655135504638404,17786"dm_stat": -0.778275698027183317787},17788"garchx_rv11__t__w1000_r5": {17789"n": 1272,17790"ratio": 0.8097481935432153,17791"dm_p": 0.41303004893966266,17792"dm_stat": -0.818842029159482717793},17794"gas_t11__t__w1000_r5": {17795"n": 1272,17796"ratio": 0.8198091805187727,17797"dm_p": 0.15020016897333302,17798"dm_stat": -1.439694233945519717799},17800"gjr11__ged__w1000_r5": {17801"n": 1272,17802"ratio": 0.7387868847047193,17803"dm_p": 0.20863809023191068,17804"dm_stat": -1.257957754556773517805},17806"gjr11__normal__w1000_r5": {17807"n": 1272,17808"ratio": 0.8322613258264523,17809"dm_p": 0.19448885814220127,17810"dm_stat": -1.298098897623562817811},17812"gjr11__skewt__w1000_r5": {17813"n": 1272,17814"ratio": 0.6544775967084261,17815"dm_p": 0.2347624598813322,17816"dm_stat": -1.18874403254394517817},17818"gjr11__t__w1000_r5": {17819"n": 1272,17820"ratio": 0.6453758904671791,17821"dm_p": 0.23226460541849694,17822"dm_stat": -1.195116138454342717823},17824"har_rv__empirical__w1000_r5": {17825"n": 1272,17826"ratio": 1.18481420761764,17827"dm_p": 0.45119447798949264,17828"dm_stat": 0.753657528890031217829},17830"heavy11__normal__w1000_r5": {17831"n": 1272,17832"ratio": 0.8579228594508633,17833"dm_p": 0.4437650360801452,17834"dm_stat": -0.766089942845798617835},17836"heavy11__t__w1000_r5": {17837"n": 1272,17838"ratio": 0.8154099533832078,17839"dm_p": 0.41950916625108875,17840"dm_stat": -0.807535434238292217841},17842"histvar22__empirical__w1000_r5": {17843"n": 1272,17844"ratio": 1.0884287357543216,17845"dm_p": 0.5945641074076877,17846"dm_stat": 0.532368124844342617847},17848"histvar252__empirical__w1000_r5": {17849"n": 1272,17850"ratio": 1.2433252742098042,17851"dm_p": 0.1288832349520772,17852"dm_stat": 1.519508581737653217853},17854"histvar66__empirical__w1000_r5": {17855"n": 1272,17856"ratio": 1.3117850242429214,17857"dm_p": 0.15387760883303192,17858"dm_stat": 1.426819222473963817859},17860"igarch11__ged__w1000_r5": {17861"n": 1272,17862"ratio": 0.6738614987662442,17863"dm_p": 0.36824624011362195,17864"dm_stat": -0.900083647774425217865},17866"igarch11__normal__w1000_r5": {17867"n": 1272,17868"ratio": 0.816491817813975,17869"dm_p": 0.5062660317975708,17870"dm_stat": -0.664851590553499117871},17872"igarch11__skewt__w1000_r5": {17873"n": 1272,17874"ratio": 0.7088844302347975,17875"dm_p": 0.5493000716888516,17876"dm_stat": -0.598969335440354817877},17878"igarch11__t__w1000_r5": {17879"n": 1272,17880"ratio": 0.7287570001366902,17881"dm_p": 0.5764211424889188,17882"dm_stat": -0.558764116260416117883},17884"loghar_rv__empirical__w1000_r5": {17885"n": 1272,17886"ratio": 0.890426481434123,17887"dm_p": 0.19903042312720914,17888"dm_stat": -1.284988489554625717889},17890"msgarch2__normal__w1000_r5": {17891"n": 1272,17892"ratio": 0.882096577766995,17893"dm_p": 0.19109552186707618,17894"dm_stat": -1.308042169105708717895},17896"msgarch2__t__w1000_r5": {17897"n": 1272,17898"ratio": 0.8090084725884308,17899"dm_p": 0.18123504381432934,17900"dm_stat": -1.337695434446979117901},17902"nagarch11__ged__w1000_r5": {17903"n": 1272,17904"ratio": 0.6802288557942578,17905"dm_p": 0.20545002425142653,17906"dm_stat": -1.26682481947122817907},17908"nagarch11__normal__w1000_r5": {17909"n": 1272,17910"ratio": 0.6962199371035448,17911"dm_p": 0.2000001974909963,17912"dm_stat": -1.282217433460813817913},17914"nagarch11__skewt__w1000_r5": {17915"n": 1272,17916"ratio": 0.6441123652500774,17917"dm_p": 0.22676332482234018,17918"dm_stat": -1.209323913598296517919},17920"nagarch11__t__w1000_r5": {17921"n": 1272,17922"ratio": 0.6396025596757039,17923"dm_p": 0.227625883429318,17924"dm_stat": -1.207080122392122117925},17926"qgarch11__ged__w1000_r5": {17927"n": 1272,17928"ratio": 0.7397797876993758,17929"dm_p": 0.2039138757851198,17930"dm_stat": -1.271133118353397817931},17932"qgarch11__normal__w1000_r5": {17933"n": 1272,17934"ratio": 0.7586057590763303,17935"dm_p": 0.20946821288877882,17936"dm_stat": -1.255665068186429917937},17938"qgarch11__skewt__w1000_r5": {17939"n": 1272,17940"ratio": 0.6790062699302332,17941"dm_p": 0.21382428897036707,17942"dm_stat": -1.243740870231280417943},17944"qgarch11__t__w1000_r5": {17945"n": 1272,17946"ratio": 0.6745103080046727,17947"dm_p": 0.21481974120295153,17948"dm_stat": -1.241040643523407417949},17950"realgarch11__normal__w1000_r5": {17951"n": 1272,17952"ratio": 1.0105880248969492,17953"dm_p": 0.8271297227548418,17954"dm_stat": 0.218429276227363717955},17956"realgarch11__t__w1000_r5": {17957"n": 1272,17958"ratio": 4.26285111796594,17959"dm_p": 2.1695688034367908e-07,17960"dm_stat": 5.21274980243881717961},17962"rm2006__normal__w1000_r5": {17963"n": 1272,17964"ratio": 0.8483343101644114,17965"dm_p": 0.32935295644097345,17966"dm_stat": -0.975792551392034217967},17968"rm_rw__empirical__w1000_r5": {17969"n": 1272,17970"ratio": 1.418470562318816,17971"dm_p": 0.052414568404575486,17972"dm_stat": 1.941531807702763217973},17974"tarch11__ged__w1000_r5": {17975"n": 1272,17976"ratio": 0.7183950198968815,17977"dm_p": 0.16183030443836682,17978"dm_stat": -1.39975639840205217979},17980"tarch11__normal__w1000_r5": {17981"n": 1272,17982"ratio": 0.7385273176791408,17983"dm_p": 0.15850376599736818,17984"dm_stat": -1.410951033309692817985},17986"tarch11__skewt__w1000_r5": {17987"n": 1272,17988"ratio": 0.652601453518954,17989"dm_p": 0.18246574183079958,17990"dm_stat": -1.3339300773186917991},17992"tarch11__t__w1000_r5": {17993"n": 1272,17994"ratio": 0.6500850171011059,17995"dm_p": 0.19041256408081655,17996"dm_stat": -1.310059084001797817997}17998},17999"prev_sign=pos": {18000"aparch11__ged__w1000_r5": {18001"n": 1429,18002"ratio": 0.8047408849418116,18003"dm_p": 0.11067455469250859,18004"dm_stat": -1.596159023937070718005},18006"aparch11__normal__w1000_r5": {18007"n": 1429,18008"ratio": 0.8314437876112686,18009"dm_p": 0.07197269248329234,18010"dm_stat": -1.800626590743867718011},18012"aparch11__skewt__w1000_r5": {18013"n": 1429,18014"ratio": 0.7858073271882581,18015"dm_p": 0.23148336487933943,18016"dm_stat": -1.197056114561750218017},18018"aparch11__t__w1000_r5": {18019"n": 1429,18020"ratio": 0.7368951579510642,18021"dm_p": 0.15686697262297528,18022"dm_stat": -1.416432627303969318023},18024"arch5__ged__w1000_r5": {18025"n": 1429,18026"ratio": 1.0470863516105082,18027"dm_p": 0.1771894586053332,18028"dm_stat": 1.35012618781710518029},18030"arch5__normal__w1000_r5": {18031"n": 1429,18032"ratio": 1.077998883013168,18033"dm_p": 0.05390800400949932,18034"dm_stat": 1.929167662080090418035},18036"arch5__skewt__w1000_r5": {18037"n": 1429,18038"ratio": 0.9526220006198629,18039"dm_p": 0.6859512456126687,18040"dm_stat": -0.404437976164130518041},18042"arch5__t__w1000_r5": {18043"n": 1429,18044"ratio": 0.9508035529318836,18045"dm_p": 0.6734498890959951,18046"dm_stat": -0.421504877101533318047},18048"avgarch11__ged__w1000_r5": {18049"n": 1429,18050"ratio": 0.9409673383697998,18051"dm_p": 0.0033852086107549867,18052"dm_stat": -2.935330803701271318053},18054"avgarch11__normal__w1000_r5": {18055"n": 1429,18056"ratio": 0.9627640479131967,18057"dm_p": 0.12222311022037965,18058"dm_stat": -1.546426757363642318059},18060"avgarch11__skewt__w1000_r5": {18061"n": 1429,18062"ratio": 0.8447085473110864,18063"dm_p": 0.11224914570710405,18064"dm_stat": -1.589144443558685718065},18066"avgarch11__t__w1000_r5": {18067"n": 1429,18068"ratio": 0.8459961874004899,18069"dm_p": 0.11262876941496267,18070"dm_stat": -1.587464908454863818071},18072"cgarch11__ged__w1000_r5": {18073"n": 1429,18074"ratio": 0.9429640737389657,18075"dm_p": 0.1598057883187102,18076"dm_stat": -1.40645783946625518077},18078"cgarch11__normal__w1000_r5": {18079"n": 1429,18080"ratio": 0.9794953386203998,18081"dm_p": 0.4797825466514758,18082"dm_stat": -0.706837887272074518083},18084"cgarch11__skewt__w1000_r5": {18085"n": 1429,18086"ratio": 0.8135807965927416,18087"dm_p": 0.24054889012635505,18088"dm_stat": -1.174104622850753218089},18090"cgarch11__t__w1000_r5": {18091"n": 1429,18092"ratio": 0.8130119516462764,18093"dm_p": 0.2365304172001047,18094"dm_stat": -1.184201397182192518095},18096"constvar__normal__w1000_r5": {18097"n": 1429,18098"ratio": 1.3680563665916814,18099"dm_p": 0.08176416070543739,18100"dm_stat": 1.74176918297626718101},18102"egarch11__ged__w1000_r5": {18103"n": 1429,18104"ratio": 0.8250495975844445,18105"dm_p": 0.03507154793770652,18106"dm_stat": -2.10954099758121118107},18108"egarch11__normal__w1000_r5": {18109"n": 1429,18110"ratio": 0.8370354110700094,18111"dm_p": 0.03423493440140011,18112"dm_stat": -2.11932791974115818113},18114"egarch11__skewt__w1000_r5": {18115"n": 1429,18116"ratio": 0.8110819898995197,18117"dm_p": 0.17495508127323217,18118"dm_stat": -1.357127756245410518119},18120"egarch11__t__w1000_r5": {18121"n": 1429,18122"ratio": 0.8378243114375284,18123"dm_p": 0.42763631456919804,18124"dm_stat": -0.793469222605079918125},18126"ewma094__normal__w1000_r5": {18127"n": 1429,18128"ratio": 1.0498720117418001,18129"dm_p": 0.6208435299337889,18130"dm_stat": 0.4947630073483759718131},18132"figarch11__ged__w1000_r5": {18133"n": 1429,18134"ratio": 0.9305113840710891,18135"dm_p": 0.2293431539250896,18136"dm_stat": -1.202567332207401818137},18138"figarch11__normal__w1000_r5": {18139"n": 1429,18140"ratio": 0.9462558829138182,18141"dm_p": 0.30382289136282425,18142"dm_stat": -1.028640382769103718143},18144"figarch11__skewt__w1000_r5": {18145"n": 1429,18146"ratio": 0.8438114677923333,18147"dm_p": 0.334818721451755,18148"dm_stat": -0.964779291680735518149},18150"figarch11__t__w1000_r5": {18151"n": 1429,18152"ratio": 0.8325636190749508,18153"dm_p": 0.3185706871411088,18154"dm_stat": -0.997747834436743918155},18156"garch11__ged__w1000_r5": {18157"n": 1429,18158"ratio": 0.9515106979833137,18159"dm_p": 0.14570393999515008,18160"dm_stat": -1.455669016945207118161},18162"garch11__normal__w1000_r5": {18163"n": 1429,18164"ratio": 1.0,18165"dm_p": 1.0,18166"dm_stat": 0.018167},18168"garch11__skewt__w1000_r5": {18169"n": 1429,18170"ratio": 0.8431839047336878,18171"dm_p": 0.2551316560549486,18172"dm_stat": -1.138430645914962718173},18174"garch11__t__w1000_r5": {18175"n": 1429,18176"ratio": 0.8422042555307934,18177"dm_p": 0.2533899456963507,18178"dm_stat": -1.142615154369650818179},18180"garch12__ged__w1000_r5": {18181"n": 1429,18182"ratio": 0.9393362392485312,18183"dm_p": 0.09731672212654342,18184"dm_stat": -1.659092608736007818185},18186"garch12__normal__w1000_r5": {18187"n": 1429,18188"ratio": 0.9887962358427588,18189"dm_p": 0.25878181521336324,18190"dm_stat": -1.129725073831088918191},18192"garch12__skewt__w1000_r5": {18193"n": 1429,18194"ratio": 0.8461807320043429,18195"dm_p": 0.26491945205388984,18196"dm_stat": -1.115276852058903418197},18198"garch12__t__w1000_r5": {18199"n": 1429,18200"ratio": 0.8453554418299087,18201"dm_p": 0.26349228844901784,18202"dm_stat": -1.118615627306536218203},18204"garch21__ged__w1000_r5": {18205"n": 1429,18206"ratio": 0.9525157818408372,18207"dm_p": 0.11122916300496272,18208"dm_stat": -1.593679380209819518209},18210"garch21__normal__w1000_r5": {18211"n": 1429,18212"ratio": 1.0039777176958107,18213"dm_p": 0.628370876873551,18214"dm_stat": 0.4841257319852579318215},18216"garch21__skewt__w1000_r5": {18217"n": 1429,18218"ratio": 0.8470954227827058,18219"dm_p": 0.2510438033185443,18220"dm_stat": -1.148283649097985318221},18222"garch21__t__w1000_r5": {18223"n": 1429,18224"ratio": 0.8457415529740041,18225"dm_p": 0.24910482425679661,18226"dm_stat": -1.152996394371244518227},18228"garchm11__ged__w1000_r5": {18229"n": 1429,18230"ratio": 0.9368818884536723,18231"dm_p": 0.1391054260564389,18232"dm_stat": -1.479956512760476818233},18234"garchm11__normal__w1000_r5": {18235"n": 1429,18236"ratio": 0.9955363733628224,18237"dm_p": 0.6574033171548457,18238"dm_stat": -0.443594039237361218239},18240"garchm11__skewt__w1000_r5": {18241"n": 1429,18242"ratio": 0.8288878821494143,18243"dm_p": 0.2702697247364043,18244"dm_stat": -1.102869368297455318245},18246"garchm11__t__w1000_r5": {18247"n": 1429,18248"ratio": 0.8342638209485544,18249"dm_p": 0.2595835841072985,18250"dm_stat": -1.127824302934886218251},18252"garchx_rv11__normal__w1000_r5": {18253"n": 1429,18254"ratio": 0.967955159209209,18255"dm_p": 0.7586268598594575,18256"dm_stat": -0.307343347226519618257},18258"garchx_rv11__t__w1000_r5": {18259"n": 1429,18260"ratio": 0.943872386749189,18261"dm_p": 0.7000861201488978,18262"dm_stat": -0.385281670859933718263},18264"gas_t11__t__w1000_r5": {18265"n": 1429,18266"ratio": 0.8542191950232557,18267"dm_p": 0.12833468898186834,18268"dm_stat": -1.521584203628451318269},18270"gjr11__ged__w1000_r5": {18271"n": 1429,18272"ratio": 0.8278055495827775,18273"dm_p": 0.16590359573103813,18274"dm_stat": -1.386195562975311818275},18276"gjr11__normal__w1000_r5": {18277"n": 1429,18278"ratio": 0.8987332942869928,18279"dm_p": 0.13738062775791962,18280"dm_stat": -1.486450939379192318281},18282"gjr11__skewt__w1000_r5": {18283"n": 1429,18284"ratio": 0.7505443939684515,18285"dm_p": 0.2107307419802991,18286"dm_stat": -1.252121199408160718287},18288"gjr11__t__w1000_r5": {18289"n": 1429,18290"ratio": 0.7414722440521705,18291"dm_p": 0.20857608678992928,18292"dm_stat": -1.258059001306192718293},18294"har_rv__empirical__w1000_r5": {18295"n": 1429,18296"ratio": 1.1785966861350943,18297"dm_p": 0.24992748621541314,18298"dm_stat": 1.1509937687891418299},18300"heavy11__normal__w1000_r5": {18301"n": 1429,18302"ratio": 0.9707234961145577,18303"dm_p": 0.7780585224805252,18304"dm_stat": -0.2819032792570518305},18306"heavy11__t__w1000_r5": {18307"n": 1429,18308"ratio": 0.9486645603186864,18309"dm_p": 0.7189055667428661,18310"dm_stat": -0.359993046956351318311},18312"histvar22__empirical__w1000_r5": {18313"n": 1429,18314"ratio": 1.2125991741539717,18315"dm_p": 0.14567637195274158,18316"dm_stat": 1.455768714224054518317},18318"histvar252__empirical__w1000_r5": {18319"n": 1429,18320"ratio": 1.184637546563469,18321"dm_p": 0.08146731486748404,18322"dm_stat": 1.743466811989562218323},18324"histvar66__empirical__w1000_r5": {18325"n": 1429,18326"ratio": 1.3025794450969659,18327"dm_p": 0.13606770732637952,18328"dm_stat": 1.491436830681580218329},18330"igarch11__ged__w1000_r5": {18331"n": 1429,18332"ratio": 0.837432479041659,18333"dm_p": 0.5703459830373595,18334"dm_stat": -0.567673413771200818335},18336"igarch11__normal__w1000_r5": {18337"n": 1429,18338"ratio": 0.9736816975590483,18339"dm_p": 0.8972054805167957,18340"dm_stat": -0.1292153079061185418341},18342"igarch11__skewt__w1000_r5": {18343"n": 1429,18344"ratio": 0.9556335776717171,18345"dm_p": 0.9124557442375286,18346"dm_stat": -0.1099610141038761518347},18348"igarch11__t__w1000_r5": {18349"n": 1429,18350"ratio": 0.9834940566989138,18351"dm_p": 0.9674194604245453,18352"dm_stat": -0.0408521683585479718353},18354"loghar_rv__empirical__w1000_r5": {18355"n": 1429,18356"ratio": 0.9192250817536258,18357"dm_p": 0.2017006127757878,18358"dm_stat": -1.277309556803896118359},18360"msgarch2__normal__w1000_r5": {18361"n": 1429,18362"ratio": 0.8943382412194111,18363"dm_p": 0.14490231281108712,18364"dm_stat": -1.458573949964452318365},18366"msgarch2__t__w1000_r5": {18367"n": 1429,18368"ratio": 0.8684947461703089,18369"dm_p": 0.16695579595656887,18370"dm_stat": -1.382756275798183318371},18372"nagarch11__ged__w1000_r5": {18373"n": 1429,18374"ratio": 0.7966921711740766,18375"dm_p": 0.15389367033512139,18376"dm_stat": -1.42666986640933518377},18378"nagarch11__normal__w1000_r5": {18379"n": 1429,18380"ratio": 0.8064879117415401,18381"dm_p": 0.14780942788635518,18382"dm_stat": -1.44809704493214818383},18384"nagarch11__skewt__w1000_r5": {18385"n": 1429,18386"ratio": 0.7547232467191701,18387"dm_p": 0.1776241770210165,18388"dm_stat": -1.348771632919017818389},18390"nagarch11__t__w1000_r5": {18391"n": 1429,18392"ratio": 0.7500847465248933,18393"dm_p": 0.17962324403474447,18394"dm_stat": -1.342574271636485518395},18396"qgarch11__ged__w1000_r5": {18397"n": 1429,18398"ratio": 0.8297585020887057,18399"dm_p": 0.16421747260507047,18400"dm_stat": -1.391741346045843218401},18402"qgarch11__normal__w1000_r5": {18403"n": 1429,18404"ratio": 0.8428880669365398,18405"dm_p": 0.17616658246245087,18406"dm_stat": -1.353323209605008718407},18408"qgarch11__skewt__w1000_r5": {18409"n": 1429,18410"ratio": 0.7735915082477388,18411"dm_p": 0.17571344236086484,18412"dm_stat": -1.354743937651558918413},18414"qgarch11__t__w1000_r5": {18415"n": 1429,18416"ratio": 0.7700071439926304,18417"dm_p": 0.18001096403688535,18418"dm_stat": -1.34137824189770418419},18420"realgarch11__normal__w1000_r5": {18421"n": 1429,18422"ratio": 0.9703778061754191,18423"dm_p": 0.48230339003328526,18424"dm_stat": -0.702786452440151918425},18426"realgarch11__t__w1000_r5": {18427"n": 1429,18428"ratio": 5.295783807780287,18429"dm_p": 1.1853155421382947e-08,18430"dm_stat": 5.73544580688504518431},18432"rm2006__normal__w1000_r5": {18433"n": 1429,18434"ratio": 0.9341556063825264,18435"dm_p": 0.513332715302116,18436"dm_stat": -0.653820516992874818437},18438"rm_rw__empirical__w1000_r5": {18439"n": 1429,18440"ratio": 1.886099761501489,18441"dm_p": 0.00013262288898494302,18442"dm_stat": 3.832001519789816518443},18444"tarch11__ged__w1000_r5": {18445"n": 1429,18446"ratio": 0.8016489607549614,18447"dm_p": 0.08817247280713443,18448"dm_stat": -1.706284937750237818449},18450"tarch11__normal__w1000_r5": {18451"n": 1429,18452"ratio": 0.7940867754070601,18453"dm_p": 0.07585299379298095,18454"dm_stat": -1.776563191676153718455},18456"tarch11__skewt__w1000_r5": {18457"n": 1429,18458"ratio": 0.7351434987799238,18459"dm_p": 0.10933522197157622,18460"dm_stat": -1.602187923573196818461},18462"tarch11__t__w1000_r5": {18463"n": 1429,18464"ratio": 0.7418379562696528,18465"dm_p": 0.13403206251746866,18466"dm_stat": -1.499241352708731218467}18468},18469"episode=covid": {18470"aparch11__ged__w1000_r5": {18471"n": 92,18472"ratio": 0.5447942207978262,18473"dm_p": 0.22948894601533787,18474"dm_stat": -1.209800299497720618475},18476"aparch11__normal__w1000_r5": {18477"n": 92,18478"ratio": 0.6676879991329081,18479"dm_p": 0.21842603765031415,18480"dm_stat": -1.239286805570929218481},18482"aparch11__skewt__w1000_r5": {18483"n": 92,18484"ratio": 0.4292724406445288,18485"dm_p": 0.23052117047226292,18486"dm_stat": -1.20710207233486218487},18488"aparch11__t__w1000_r5": {18489"n": 92,18490"ratio": 0.41679600762965613,18491"dm_p": 0.2328436452235255,18492"dm_stat": -1.201062895728663318493},18494"arch5__ged__w1000_r5": {18495"n": 92,18496"ratio": 0.9936035236692343,18497"dm_p": 0.8131161641343407,18498"dm_stat": -0.2370948248284538418499},18500"arch5__normal__w1000_r5": {18501"n": 92,18502"ratio": 1.0916174005679347,18503"dm_p": 0.040981331059350236,18504"dm_stat": 2.07319255966321918505},18506"arch5__skewt__w1000_r5": {18507"n": 92,18508"ratio": 0.7188193664298705,18509"dm_p": 0.18314157983206256,18510"dm_stat": -1.341360340732597818511},18512"arch5__t__w1000_r5": {18513"n": 92,18514"ratio": 0.72065522415296,18515"dm_p": 0.18720536496266676,18516"dm_stat": -1.328894238703490818517},18518"avgarch11__ged__w1000_r5": {18519"n": 92,18520"ratio": 0.9523250904193553,18521"dm_p": 0.029085672328789846,18522"dm_stat": -2.217407065446759718523},18524"avgarch11__normal__w1000_r5": {18525"n": 92,18526"ratio": 1.000657067290893,18527"dm_p": 0.9912911199494024,18528"dm_stat": 0.0109452102031365518529},18530"avgarch11__skewt__w1000_r5": {18531"n": 92,18532"ratio": 0.7119076985410447,18533"dm_p": 0.1095619770122753,18534"dm_stat": -1.615972936731193218535},18536"avgarch11__t__w1000_r5": {18537"n": 92,18538"ratio": 0.7120965994562672,18539"dm_p": 0.11103196544644889,18540"dm_stat": -1.609220654052725218541},18542"cgarch11__ged__w1000_r5": {18543"n": 92,18544"ratio": 0.8432385379714803,18545"dm_p": 0.03494223654704645,18546"dm_stat": -2.141057369955309518547},18548"cgarch11__normal__w1000_r5": {18549"n": 92,18550"ratio": 0.9464098793265929,18551"dm_p": 0.18520277844772792,18552"dm_stat": -1.33501168199149718553},18554"cgarch11__skewt__w1000_r5": {18555"n": 92,18556"ratio": 0.5021181716383539,18557"dm_p": 0.18887057328070062,18558"dm_stat": -1.323844708230084218559},18560"cgarch11__t__w1000_r5": {18561"n": 92,18562"ratio": 0.5049004051639887,18563"dm_p": 0.18900812158164726,18564"dm_stat": -1.323429105502384818565},18566"constvar__normal__w1000_r5": {18567"n": 92,18568"ratio": 1.633633097928535,18569"dm_p": 0.29343412119255075,18570"dm_stat": 1.056725576903503318571},18572"egarch11__ged__w1000_r5": {18573"n": 92,18574"ratio": 0.6593940910592586,18575"dm_p": 0.18371897763844858,18576"dm_stat": -1.33957650832518118577},18578"egarch11__normal__w1000_r5": {18579"n": 92,18580"ratio": 0.7227046010164679,18581"dm_p": 0.15603960475584008,18582"dm_stat": -1.430356056111320418583},18584"egarch11__skewt__w1000_r5": {18585"n": 92,18586"ratio": 0.5265766226309249,18587"dm_p": 0.22197933479318402,18588"dm_stat": -1.229699946020950618589},18590"egarch11__t__w1000_r5": {18591"n": 92,18592"ratio": 0.5172339547421673,18593"dm_p": 0.22384151841459812,18594"dm_stat": -1.224720323622423818595},18596"ewma094__normal__w1000_r5": {18597"n": 92,18598"ratio": 0.5990727023730941,18599"dm_p": 0.21222493289125283,18600"dm_stat": -1.256294183232200318601},18602"figarch11__ged__w1000_r5": {18603"n": 92,18604"ratio": 0.7933489589184505,18605"dm_p": 0.012315444932756416,18606"dm_stat": -2.55388661204031818607},18608"figarch11__normal__w1000_r5": {18609"n": 92,18610"ratio": 0.8759212175888836,18611"dm_p": 0.08206670533337757,18612"dm_stat": -1.758252652643900218613},18614"figarch11__skewt__w1000_r5": {18615"n": 92,18616"ratio": 0.5115477081531046,18617"dm_p": 0.18874434428435047,18618"dm_stat": -1.324226309313759418619},18620"figarch11__t__w1000_r5": {18621"n": 92,18622"ratio": 0.5125526992489381,18623"dm_p": 0.18851039017096682,18624"dm_stat": -1.324934078864631318625},18626"garch11__ged__w1000_r5": {18627"n": 92,18628"ratio": 0.8670322910346704,18629"dm_p": 0.11005516095569107,18630"dm_stat": -1.613699466205951218631},18632"garch11__normal__w1000_r5": {18633"n": 92,18634"ratio": 1.0,18635"dm_p": 1.0,18636"dm_stat": 0.018637},18638"garch11__skewt__w1000_r5": {18639"n": 92,18640"ratio": 0.6024627200276739,18641"dm_p": 0.16485232138264927,18642"dm_stat": -1.40020474666064618643},18644"garch11__t__w1000_r5": {18645"n": 92,18646"ratio": 0.601080240834322,18647"dm_p": 0.16564480753771207,18648"dm_stat": -1.397554490061396518649},18650"garch12__ged__w1000_r5": {18651"n": 92,18652"ratio": 0.8628253910914415,18653"dm_p": 0.09436071171454295,18654"dm_stat": -1.69047071700195218655},18656"garch12__normal__w1000_r5": {18657"n": 92,18658"ratio": 0.9939854754854817,18659"dm_p": 0.01279363471557904,18660"dm_stat": -2.53962180978813918661},18662"garch12__skewt__w1000_r5": {18663"n": 92,18664"ratio": 0.6012126870389699,18665"dm_p": 0.16310339350315264,18666"dm_stat": -1.406088262918440418667},18668"garch12__t__w1000_r5": {18669"n": 92,18670"ratio": 0.5999554555299201,18671"dm_p": 0.16396599773599888,18672"dm_stat": -1.403180394430582518673},18674"garch21__ged__w1000_r5": {18675"n": 92,18676"ratio": 0.88254257263376,18677"dm_p": 0.08081083604682579,18678"dm_stat": -1.76563779718471518679},18680"garch21__normal__w1000_r5": {18681"n": 92,18682"ratio": 1.026534511573201,18683"dm_p": 0.33075022242231983,18684"dm_stat": 0.977831171051500318685},18686"garch21__skewt__w1000_r5": {18687"n": 92,18688"ratio": 0.6190712617810153,18689"dm_p": 0.15654761999895558,18690"dm_stat": -1.428582853692269318691},18692"garch21__t__w1000_r5": {18693"n": 92,18694"ratio": 0.6168837339801629,18695"dm_p": 0.15782510944808736,18696"dm_stat": -1.424143357041856718697},18698"garchm11__ged__w1000_r5": {18699"n": 92,18700"ratio": 0.7936865135665792,18701"dm_p": 0.19666263556821018,18702"dm_stat": -1.300649359509560318703},18704"garchm11__normal__w1000_r5": {18705"n": 92,18706"ratio": 0.9924628141185834,18707"dm_p": 0.43469264844208927,18708"dm_stat": -0.784656951493882818709},18710"garchm11__skewt__w1000_r5": {18711"n": 92,18712"ratio": 0.5353443177332285,18713"dm_p": 0.19179596476486768,18714"dm_stat": -1.315054036776810918715},18716"garchm11__t__w1000_r5": {18717"n": 92,18718"ratio": 0.551218128952889,18719"dm_p": 0.18596163243677125,18720"dm_stat": -1.332687735487378718721},18722"garchx_rv11__normal__w1000_r5": {18723"n": 92,18724"ratio": 0.636944410438306,18725"dm_p": 0.23791863201720762,18726"dm_stat": -1.188015808511517118727},18728"garchx_rv11__t__w1000_r5": {18729"n": 92,18730"ratio": 0.5388827059752181,18731"dm_p": 0.22930247641149748,18732"dm_stat": -1.21028866507204618733},18734"gas_t11__t__w1000_r5": {18735"n": 92,18736"ratio": 0.7122915124524728,18737"dm_p": 0.1513764129940563,18738"dm_stat": -1.44684457644797518739},18740"gjr11__ged__w1000_r5": {18741"n": 92,18742"ratio": 0.5571278115804322,18743"dm_p": 0.2463316947893335,18744"dm_stat": -1.16681995107452318745},18746"gjr11__normal__w1000_r5": {18747"n": 92,18748"ratio": 0.7391129382096604,18749"dm_p": 0.2527982855036064,18750"dm_stat": -1.15087620567627718751},18752"gjr11__skewt__w1000_r5": {18753"n": 92,18754"ratio": 0.40611686327132546,18755"dm_p": 0.24191297388885744,18756"dm_stat": -1.17788675867513118757},18758"gjr11__t__w1000_r5": {18759"n": 92,18760"ratio": 0.39747678391935926,18761"dm_p": 0.24304566475416334,18762"dm_stat": -1.175036234581633618763},18764"har_rv__empirical__w1000_r5": {18765"n": 92,18766"ratio": 1.291675599629422,18767"dm_p": 0.6903368523618749,18768"dm_stat": 0.39966901517094118769},18770"heavy11__normal__w1000_r5": {18771"n": 92,18772"ratio": 0.6378461703060031,18773"dm_p": 0.23767684812305695,18774"dm_stat": -1.188632838311066518775},18776"heavy11__t__w1000_r5": {18777"n": 92,18778"ratio": 0.5470811114147688,18779"dm_p": 0.22972163769624707,18780"dm_stat": -1.209191280256373818781},18782"histvar22__empirical__w1000_r5": {18783"n": 92,18784"ratio": 0.6068036814445127,18785"dm_p": 0.19985657307405416,18786"dm_stat": -1.291339447869540418787},18788"histvar252__empirical__w1000_r5": {18789"n": 92,18790"ratio": 1.1653268019554026,18791"dm_p": 0.6128749569911499,18792"dm_stat": 0.507724531649262718793},18794"histvar66__empirical__w1000_r5": {18795"n": 92,18796"ratio": 1.0591278382148668,18797"dm_p": 0.8022909789535164,18798"dm_stat": 0.251115498166025218799},18800"igarch11__ged__w1000_r5": {18801"n": 92,18802"ratio": 0.28451583875219805,18803"dm_p": 0.2549256326480745,18804"dm_stat": -1.145694389641365218805},18806"igarch11__normal__w1000_r5": {18807"n": 92,18808"ratio": 0.34891355353433234,18809"dm_p": 0.243178712324386,18810"dm_stat": -1.174702031345196818811},18812"igarch11__skewt__w1000_r5": {18813"n": 92,18814"ratio": 0.16839735108527357,18815"dm_p": 0.2709238055494847,18816"dm_stat": -1.107669461986096318817},18818"igarch11__t__w1000_r5": {18819"n": 92,18820"ratio": 0.16998821699247027,18821"dm_p": 0.2707225905997394,18822"dm_stat": -1.108137820669744518823},18824"loghar_rv__empirical__w1000_r5": {18825"n": 92,18826"ratio": 0.7412217823163174,18827"dm_p": 0.1314746332057473,18828"dm_stat": -1.5220076020929818829},18830"msgarch2__normal__w1000_r5": {18831"n": 92,18832"ratio": 0.814227518816652,18833"dm_p": 0.2239534136915322,18834"dm_stat": -1.224422068045747418835},18836"msgarch2__t__w1000_r5": {18837"n": 92,18838"ratio": 0.6308639295478595,18839"dm_p": 0.13611583164190508,18840"dm_stat": -1.503721552101054718841},18842"nagarch11__ged__w1000_r5": {18843"n": 92,18844"ratio": 0.4532309143674509,18845"dm_p": 0.23415391694130908,18846"dm_stat": -1.197674921467824418847},18848"nagarch11__normal__w1000_r5": {18849"n": 92,18850"ratio": 0.48997287203440343,18851"dm_p": 0.2338038850364648,18852"dm_stat": -1.198578660114224518853},18854"nagarch11__skewt__w1000_r5": {18855"n": 92,18856"ratio": 0.38612216049253056,18857"dm_p": 0.23992986967405727,18858"dm_stat": -1.182900508580771118859},18860"nagarch11__t__w1000_r5": {18861"n": 92,18862"ratio": 0.380332810335371,18863"dm_p": 0.24070082919012067,18864"dm_stat": -1.180947830616101918865},18866"qgarch11__ged__w1000_r5": {18867"n": 92,18868"ratio": 0.5304690035648314,18869"dm_p": 0.2084238143676233,18870"dm_stat": -1.26690034397050618871},18872"qgarch11__normal__w1000_r5": {18873"n": 92,18874"ratio": 0.5624416796169259,18875"dm_p": 0.20827185636680598,18876"dm_stat": -1.267327298064251418877},18878"qgarch11__skewt__w1000_r5": {18879"n": 92,18880"ratio": 0.43908025556227903,18881"dm_p": 0.2165419467435571,18882"dm_stat": -1.244416379343444818883},18884"qgarch11__t__w1000_r5": {18885"n": 92,18886"ratio": 0.43361192372319884,18887"dm_p": 0.21777982158178336,18888"dm_stat": -1.241042518590851818889},18890"realgarch11__normal__w1000_r5": {18891"n": 92,18892"ratio": 1.0209294544363052,18893"dm_p": 0.7625058529563576,18894"dm_stat": 0.303099510999171818895},18896"realgarch11__t__w1000_r5": {18897"n": 92,18898"ratio": 1.3269259303797571,18899"dm_p": 0.43066685955484596,18900"dm_stat": 0.791575249329412518901},18902"rm2006__normal__w1000_r5": {18903"n": 92,18904"ratio": 0.5465871400064828,18905"dm_p": 0.20111408340964626,18906"dm_stat": -1.287704283653619918907},18908"rm_rw__empirical__w1000_r5": {18909"n": 92,18910"ratio": 0.38006831804301366,18911"dm_p": 0.2953961936507948,18912"dm_stat": -1.052414009197218318913},18914"tarch11__ged__w1000_r5": {18915"n": 92,18916"ratio": 0.5491086075142454,18917"dm_p": 0.2116479558750552,18918"dm_stat": -1.25789506587040318919},18920"tarch11__normal__w1000_r5": {18921"n": 92,18922"ratio": 0.6083941890261164,18923"dm_p": 0.1989379037397367,18924"dm_stat": -1.294005850604824618925},18926"tarch11__skewt__w1000_r5": {18927"n": 92,18928"ratio": 0.44245109745801947,18929"dm_p": 0.2180645318358035,18930"dm_stat": -1.240268517099617718931},18932"tarch11__t__w1000_r5": {18933"n": 92,18934"ratio": 0.43303123819223255,18935"dm_p": 0.22064657771276744,18936"dm_stat": -1.233282543963297318937}18938},18939"episode=none": {18940"aparch11__ged__w1000_r5": {18941"n": 2317,18942"ratio": 0.9297010491418704,18943"dm_p": 0.022953184981919127,18944"dm_stat": -2.275729107871087718945},18946"aparch11__normal__w1000_r5": {18947"n": 2317,18948"ratio": 0.9139763089943774,18949"dm_p": 0.012695952760424506,18950"dm_stat": -2.494127332306937718951},18952"aparch11__skewt__w1000_r5": {18953"n": 2317,18954"ratio": 0.9778091395289547,18955"dm_p": 0.7432488615589595,18956"dm_stat": -0.327593214849414418957},18958"aparch11__t__w1000_r5": {18959"n": 2317,18960"ratio": 0.90066942876801,18961"dm_p": 0.04119878713914426,18962"dm_stat": -2.04266329808241918963},18964"arch5__ged__w1000_r5": {18965"n": 2317,18966"ratio": 1.0825526723478598,18967"dm_p": 0.04886940995687426,18968"dm_stat": 1.970767336705621318969},18970"arch5__normal__w1000_r5": {18971"n": 2317,18972"ratio": 1.0767264451542167,18973"dm_p": 0.0558686193571975,18974"dm_stat": 1.91302051227920918975},18976"arch5__skewt__w1000_r5": {18977"n": 2317,18978"ratio": 1.0783988431347413,18979"dm_p": 0.2858914411616703,18980"dm_stat": 1.067424499907521518981},18982"arch5__t__w1000_r5": {18983"n": 2317,18984"ratio": 1.0739584058656475,18985"dm_p": 0.30797801633849387,18986"dm_stat": 1.01969841657807118987},18988"avgarch11__ged__w1000_r5": {18989"n": 2317,18990"ratio": 0.952925174372406,18991"dm_p": 0.06545833158140237,18992"dm_stat": -1.84298901146715118993},18994"avgarch11__normal__w1000_r5": {18995"n": 2317,18996"ratio": 0.9527967434314013,18997"dm_p": 0.16937823067877067,18998"dm_stat": -1.374633016137799818999},19000"avgarch11__skewt__w1000_r5": {19001"n": 2317,19002"ratio": 0.9293867296520393,19003"dm_p": 0.05316198945021643,19004"dm_stat": -1.934592341069321819005},19006"avgarch11__t__w1000_r5": {19007"n": 2317,19008"ratio": 0.9277621921999112,19009"dm_p": 0.049489836205751335,19010"dm_stat": -1.965378011517803419011},19012"cgarch11__ged__w1000_r5": {19013"n": 2317,19014"ratio": 0.9965215324662406,19015"dm_p": 0.9394048506718565,19016"dm_stat": -0.07602616189219919017},19018"cgarch11__normal__w1000_r5": {19019"n": 2317,19020"ratio": 1.003953888986782,19021"dm_p": 0.907027057868672,19022"dm_stat": 0.1168020355764172519023},19024"cgarch11__skewt__w1000_r5": {19025"n": 2317,19026"ratio": 0.9659310027665574,19027"dm_p": 0.3604903383026934,19028"dm_stat": -0.914612434861577819029},19030"cgarch11__t__w1000_r5": {19031"n": 2317,19032"ratio": 0.963455808471138,19033"dm_p": 0.32253956126374417,19034"dm_stat": -0.989463946840934519035},19036"constvar__normal__w1000_r5": {19037"n": 2317,19038"ratio": 1.2383502403518625,19039"dm_p": 0.006179249725873766,19040"dm_stat": 2.74062846955072419041},19042"egarch11__ged__w1000_r5": {19043"n": 2317,19044"ratio": 0.9046042238431888,19045"dm_p": 0.031040430186149933,19046"dm_stat": -2.15787022517815619047},19048"egarch11__normal__w1000_r5": {19049"n": 2317,19050"ratio": 0.8970375433733494,19051"dm_p": 0.019525549820508657,19052"dm_stat": -2.336970243402636319053},19054"egarch11__skewt__w1000_r5": {19055"n": 2317,19056"ratio": 0.9760373188825046,19057"dm_p": 0.7163821452097845,19058"dm_stat": -0.36334258585631419059},19060"egarch11__t__w1000_r5": {19061"n": 2317,19062"ratio": 1.003255873280276,19063"dm_p": 0.9764127893371402,19064"dm_stat": 0.0295696862554313919065},19066"ewma094__normal__w1000_r5": {19067"n": 2317,19068"ratio": 1.3141313594729307,19069"dm_p": 0.05382976961042254,19070"dm_stat": 1.929186386280668919071},19072"figarch11__ged__w1000_r5": {19073"n": 2317,19074"ratio": 1.0121302916484833,19075"dm_p": 0.8438441831956219,19076"dm_stat": 0.1970008185582879419077},19078"figarch11__normal__w1000_r5": {19079"n": 2317,19080"ratio": 0.9986201382294673,19081"dm_p": 0.9753115459719223,19082"dm_stat": -0.03095067163438849219083},19084"figarch11__skewt__w1000_r5": {19085"n": 2317,19086"ratio": 1.0107780518538607,19087"dm_p": 0.8571234995205311,19088"dm_stat": 0.180057092518510519089},19090"figarch11__t__w1000_r5": {19091"n": 2317,19092"ratio": 0.9958850265843231,19093"dm_p": 0.9498306146276817,19094"dm_stat": -0.0629263093284177919095},19096"garch11__ged__w1000_r5": {19097"n": 2317,19098"ratio": 1.0029647510714765,19099"dm_p": 0.8530605179421348,19100"dm_stat": 0.185235535252986219101},19102"garch11__normal__w1000_r5": {19103"n": 2317,19104"ratio": 1.0,19105"dm_p": 1.0,19106"dm_stat": 0.019107},19108"garch11__skewt__w1000_r5": {19109"n": 2317,19110"ratio": 0.9719789665988833,19111"dm_p": 0.5351146597074,19112"dm_stat": -0.620310126128663519113},19114"garch11__t__w1000_r5": {19115"n": 2317,19116"ratio": 0.9713878119700037,19117"dm_p": 0.5189014664139128,19118"dm_stat": -0.645138301004732419119},19120"garch12__ged__w1000_r5": {19121"n": 2317,19122"ratio": 0.9930990999117493,19123"dm_p": 0.7804615393056504,19124"dm_stat": -0.27875004566113619125},19126"garch12__normal__w1000_r5": {19127"n": 2317,19128"ratio": 0.9819978194475817,19129"dm_p": 0.2719767668644236,19130"dm_stat": -1.098783394066822119131},19132"garch12__skewt__w1000_r5": {19133"n": 2317,19134"ratio": 0.9794270227100048,19135"dm_p": 0.6466223757797633,19136"dm_stat": -0.4585193640234243619137},19138"garch12__t__w1000_r5": {19139"n": 2317,19140"ratio": 0.9789521408272013,19141"dm_p": 0.6328790228791105,19142"dm_stat": -0.4777418716422364719143},19144"garch21__ged__w1000_r5": {19145"n": 2317,19146"ratio": 1.0017924642863614,19147"dm_p": 0.9108935219008223,19148"dm_stat": 0.1119238032661817519149},19150"garch21__normal__w1000_r5": {19151"n": 2317,19152"ratio": 0.9975757905399164,19153"dm_p": 0.4647467613791274,19154"dm_stat": -0.731174137730583219155},19156"garch21__skewt__w1000_r5": {19157"n": 2317,19158"ratio": 0.9697123433052112,19159"dm_p": 0.5010919858864642,19160"dm_stat": -0.672878085509733219161},19162"garch21__t__w1000_r5": {19163"n": 2317,19164"ratio": 0.9689892308055676,19165"dm_p": 0.48283027277512236,19166"dm_stat": -0.701870787862860319167},19168"garchm11__ged__w1000_r5": {19169"n": 2317,19170"ratio": 1.0058017278278706,19171"dm_p": 0.8579137680485005,19172"dm_stat": 0.179050426921598919173},19174"garchm11__normal__w1000_r5": {19175"n": 2317,19176"ratio": 0.9870189574321818,19177"dm_p": 0.45927099641146596,19178"dm_stat": -0.740171444389092819179},19180"garchm11__skewt__w1000_r5": {19181"n": 2317,19182"ratio": 0.9794070825020763,19183"dm_p": 0.6664227260666368,19184"dm_stat": -0.431117957871282819185},19186"garchm11__t__w1000_r5": {19187"n": 2317,19188"ratio": 0.9798066935797999,19189"dm_p": 0.6304869561308309,19190"dm_stat": -0.481105515462541619191},19192"garchx_rv11__normal__w1000_r5": {19193"n": 2317,19194"ratio": 1.1279477825727569,19195"dm_p": 0.0076624305879817835,19196"dm_stat": 2.668929969540404319197},19198"garchx_rv11__t__w1000_r5": {19199"n": 2317,19200"ratio": 1.1379157624242728,19201"dm_p": 0.028286588845198385,19202"dm_stat": 2.19466514668452219203},19204"gas_t11__t__w1000_r5": {19205"n": 2317,19206"ratio": 0.9299473753625377,19207"dm_p": 0.03659743288163935,19208"dm_stat": -2.091438877596041719209},19210"gjr11__ged__w1000_r5": {19211"n": 2317,19212"ratio": 0.9543938523893659,19213"dm_p": 0.2054199852578171,19214"dm_stat": -1.266616029217291919215},19216"gjr11__normal__w1000_r5": {19217"n": 2317,19218"ratio": 0.9615006771910536,19219"dm_p": 0.25125355463655474,19220"dm_stat": -1.147596862333284419221},19222"gjr11__skewt__w1000_r5": {19223"n": 2317,19224"ratio": 0.934025176946548,19225"dm_p": 0.26895949064689884,19226"dm_stat": -1.105727127906009219227},19228"gjr11__t__w1000_r5": {19229"n": 2317,19230"ratio": 0.9196251982311668,19231"dm_p": 0.23272837719308534,19232"dm_stat": -1.193672442056990419233},19234"har_rv__empirical__w1000_r5": {19235"n": 2317,19236"ratio": 1.0990256334767983,19237"dm_p": 0.11537189139141625,19238"dm_stat": 1.57509156424469219239},19240"heavy11__normal__w1000_r5": {19241"n": 2317,19242"ratio": 1.1325323801120148,19243"dm_p": 0.005875448183101895,19244"dm_stat": 2.75720849485673719245},19246"heavy11__t__w1000_r5": {19247"n": 2317,19248"ratio": 1.1411094291267674,19249"dm_p": 0.023405084056962774,19250"dm_stat": 2.26825971509238419251},19252"histvar22__empirical__w1000_r5": {19253"n": 2317,19254"ratio": 1.5626041916109816,19255"dm_p": 0.00022980101861169545,19256"dm_stat": 3.689581476766518719257},19258"histvar252__empirical__w1000_r5": {19259"n": 2317,19260"ratio": 1.228881146301435,19261"dm_p": 0.012465211462742487,19262"dm_stat": 2.500648532157246319263},19264"histvar66__empirical__w1000_r5": {19265"n": 2317,19266"ratio": 1.4966694987656717,19267"dm_p": 0.08294256701890763,19268"dm_stat": 1.734612170573143419269},19270"igarch11__ged__w1000_r5": {19271"n": 2317,19272"ratio": 1.0852155903776808,19273"dm_p": 0.5062369342873342,19274"dm_stat": 0.664812002793792319275},19276"igarch11__normal__w1000_r5": {19277"n": 2317,19278"ratio": 1.2929962236203933,19279"dm_p": 7.814123831962319e-05,19280"dm_stat": 3.95712093857668719281},19282"igarch11__skewt__w1000_r5": {19283"n": 2317,19284"ratio": 1.311855628258218,19285"dm_p": 0.24375804821590286,19286"dm_stat": 1.165941759557041419287},19288"igarch11__t__w1000_r5": {19289"n": 2317,19290"ratio": 1.353268883120244,19291"dm_p": 0.18861806932664932,19292"dm_stat": 1.31506552799456719293},19294"loghar_rv__empirical__w1000_r5": {19295"n": 2317,19296"ratio": 1.0179303300010027,19297"dm_p": 0.8167651781100287,19298"dm_stat": 0.2317338917622299219299},19300"msgarch2__normal__w1000_r5": {19301"n": 2317,19302"ratio": 0.9304340806308058,19303"dm_p": 0.0773112683843204,19304"dm_stat": -1.767290446910020619305},19306"msgarch2__t__w1000_r5": {19307"n": 2317,19308"ratio": 0.986385446293748,19309"dm_p": 0.8218123044014148,19310"dm_stat": -0.2252401810049513319311},19312"nagarch11__ged__w1000_r5": {19313"n": 2317,19314"ratio": 0.9593859020497078,19315"dm_p": 0.308922396688782,19316"dm_stat": -1.017709361695159119317},19318"nagarch11__normal__w1000_r5": {19319"n": 2317,19320"ratio": 0.9541297380598894,19321"dm_p": 0.24442043248284961,19322"dm_stat": -1.164304800809231219323},19324"nagarch11__skewt__w1000_r5": {19325"n": 2317,19326"ratio": 0.9402645447154963,19327"dm_p": 0.19083490072160214,19328"dm_stat": -1.308496188632317419329},19330"nagarch11__t__w1000_r5": {19331"n": 2317,19332"ratio": 0.9364318319001461,19333"dm_p": 0.17651452385963243,19334"dm_stat": -1.351977498616829119335},19336"qgarch11__ged__w1000_r5": {19337"n": 2317,19338"ratio": 0.9840858437658728,19339"dm_p": 0.5246906471718986,19340"dm_stat": -0.636228072097442619341},19342"qgarch11__normal__w1000_r5": {19343"n": 2317,19344"ratio": 0.987659881430656,19345"dm_p": 0.5980282986868992,19346"dm_stat": -0.527310776401562419347},19348"qgarch11__skewt__w1000_r5": {19349"n": 2317,19350"ratio": 0.949321059896906,19351"dm_p": 0.08565472288157833,19352"dm_stat": -1.719512387632032819353},19354"qgarch11__t__w1000_r5": {19355"n": 2317,19356"ratio": 0.9459366274764588,19357"dm_p": 0.09657384056389796,19358"dm_stat": -1.662370448837512619359},19360"realgarch11__normal__w1000_r5": {19361"n": 2317,19362"ratio": 0.9811664783901137,19363"dm_p": 0.7275860037506569,19364"dm_stat": -0.3483806400930455319365},19366"realgarch11__t__w1000_r5": {19367"n": 2317,19368"ratio": 7.691812282504786,19369"dm_p": 9.225411815601181e-14,19370"dm_stat": 7.49724743742419719371},19372"rm2006__normal__w1000_r5": {19373"n": 2317,19374"ratio": 1.1495951877895425,19375"dm_p": 0.33804755712367435,19376"dm_stat": 0.958228517719267319377},19378"rm_rw__empirical__w1000_r5": {19379"n": 2317,19380"ratio": 2.5856524912441685,19381"dm_p": 0.00580118865932519,19382"dm_stat": 2.761378649455576519383},19384"tarch11__ged__w1000_r5": {19385"n": 2317,19386"ratio": 0.9249384401518919,19387"dm_p": 0.0199047475221168,19388"dm_stat": -2.32975309687399819389},19390"tarch11__normal__w1000_r5": {19391"n": 2317,19392"ratio": 0.8898543559620012,19393"dm_p": 0.0156779629105276,19394"dm_stat": -2.418112241126000319395},19396"tarch11__skewt__w1000_r5": {19397"n": 2317,19398"ratio": 0.8879887883274711,19399"dm_p": 0.02362295755850688,19400"dm_stat": -2.264703171880633619401},19402"tarch11__t__w1000_r5": {19403"n": 2317,19404"ratio": 0.8975051366979305,19405"dm_p": 0.022053669080465844,19406"dm_stat": -2.29098575142038319407}19408},19409"episode=rate_shock_2022": {19410"aparch11__ged__w1000_r5": {19411"n": 251,19412"ratio": 0.861884489010056,19413"dm_p": 0.4673573467076404,19414"dm_stat": -0.727897775378752619415},19416"aparch11__normal__w1000_r5": {19417"n": 251,19418"ratio": 0.8214110632232795,19419"dm_p": 0.26554174549910103,19420"dm_stat": -1.115887440542083819421},19422"aparch11__skewt__w1000_r5": {19423"n": 251,19424"ratio": 0.8892856062002392,19425"dm_p": 0.5860548621665977,19426"dm_stat": -0.545268696215709719427},19428"aparch11__t__w1000_r5": {19429"n": 251,19430"ratio": 0.8919721021711863,19431"dm_p": 0.5910676483919022,19432"dm_stat": -0.537982625800937819433},19434"arch5__ged__w1000_r5": {19435"n": 251,19436"ratio": 0.8550124177614229,19437"dm_p": 0.3179608953027023,19438"dm_stat": -1.000655583836200119439},19440"arch5__normal__w1000_r5": {19441"n": 251,19442"ratio": 0.8476203803300407,19443"dm_p": 0.26219490463667916,19444"dm_stat": -1.12375495161514519445},19446"arch5__skewt__w1000_r5": {19447"n": 251,19448"ratio": 0.8535528758910081,19449"dm_p": 0.4424452801791774,19450"dm_stat": -0.769293531952497119451},19452"arch5__t__w1000_r5": {19453"n": 251,19454"ratio": 0.8487579039217154,19455"dm_p": 0.4138229582132194,19456"dm_stat": -0.818549632410461919457},19458"avgarch11__ged__w1000_r5": {19459"n": 251,19460"ratio": 0.8912912678269386,19461"dm_p": 0.03128016952376764,19462"dm_stat": -2.165697176480661419463},19464"avgarch11__normal__w1000_r5": {19465"n": 251,19466"ratio": 0.8214934005256305,19467"dm_p": 0.11912495277207966,19468"dm_stat": -1.56381920408909719469},19470"avgarch11__skewt__w1000_r5": {19471"n": 251,19472"ratio": 0.8769430383556807,19473"dm_p": 0.04208810723185105,19474"dm_stat": -2.04313129296622319475},19476"avgarch11__t__w1000_r5": {19477"n": 251,19478"ratio": 0.8772693488724082,19479"dm_p": 0.04581649255205589,19480"dm_stat": -2.007090990141349619481},19482"cgarch11__ged__w1000_r5": {19483"n": 251,19484"ratio": 1.1983051642795228,19485"dm_p": 0.16982846734313334,19486"dm_stat": 1.376726508066169519487},19488"cgarch11__normal__w1000_r5": {19489"n": 251,19490"ratio": 1.1291283356498714,19491"dm_p": 0.2690554073347642,19492"dm_stat": 1.107701353600556219493},19494"cgarch11__skewt__w1000_r5": {19495"n": 251,19496"ratio": 1.156285498331151,19497"dm_p": 0.19260043348820385,19498"dm_stat": 1.306449291914822519499},19500"cgarch11__t__w1000_r5": {19501"n": 251,19502"ratio": 1.1563577242904022,19503"dm_p": 0.1969096384860597,19504"dm_stat": 1.29385476168143419505},19506"constvar__normal__w1000_r5": {19507"n": 251,19508"ratio": 0.9326037222279385,19509"dm_p": 0.8811384675756448,19510"dm_stat": -0.1496791140837778819511},19512"egarch11__ged__w1000_r5": {19513"n": 251,19514"ratio": 0.8532012268121973,19515"dm_p": 0.494794110276306,19516"dm_stat": -0.683705884201127119517},19518"egarch11__normal__w1000_r5": {19519"n": 251,19520"ratio": 0.8372801997019568,19521"dm_p": 0.4203576094107498,19522"dm_stat": -0.807132087815297819523},19524"egarch11__skewt__w1000_r5": {19525"n": 251,19526"ratio": 0.8844695813035122,19527"dm_p": 0.6135532846802303,19528"dm_stat": -0.505642327862089619529},19530"egarch11__t__w1000_r5": {19531"n": 251,19532"ratio": 0.8855264491115113,19533"dm_p": 0.6133845247417876,19534"dm_stat": -0.505883042574040319535},19536"ewma094__normal__w1000_r5": {19537"n": 251,19538"ratio": 1.1842273992021697,19539"dm_p": 0.2604944947656799,19540"dm_stat": 1.127778899976549719541},19542"figarch11__ged__w1000_r5": {19543"n": 251,19544"ratio": 0.9091499272906544,19545"dm_p": 0.2954182823649597,19546"dm_stat": -1.048505634330729519547},19548"figarch11__normal__w1000_r5": {19549"n": 251,19550"ratio": 0.9048875235499589,19551"dm_p": 0.36540625795559567,19552"dm_stat": -0.90676115933770819553},19554"figarch11__skewt__w1000_r5": {19555"n": 251,19556"ratio": 0.8858175473083817,19557"dm_p": 0.27631940343983874,19558"dm_stat": -1.091008760953635619559},19560"figarch11__t__w1000_r5": {19561"n": 251,19562"ratio": 0.8820645476166923,19563"dm_p": 0.24859509716422648,19564"dm_stat": -1.156464516417371219565},19566"garch11__ged__w1000_r5": {19567"n": 251,19568"ratio": 1.030315056896446,19569"dm_p": 0.06829936674717145,19570"dm_stat": 1.830942248288236719571},19572"garch11__normal__w1000_r5": {19573"n": 251,19574"ratio": 1.0,19575"dm_p": 1.0,19576"dm_stat": 0.019577},19578"garch11__skewt__w1000_r5": {19579"n": 251,19580"ratio": 0.998723045860733,19581"dm_p": 0.9590137839075803,19582"dm_stat": -0.0514427691675387819583},19584"garch11__t__w1000_r5": {19585"n": 251,19586"ratio": 0.9994687161938719,19587"dm_p": 0.9833136131197941,19588"dm_stat": -0.0209357436566870719589},19590"garch12__ged__w1000_r5": {19591"n": 251,19592"ratio": 1.0276086490147611,19593"dm_p": 0.12558953926791686,19594"dm_stat": 1.536870997299559819595},19596"garch12__normal__w1000_r5": {19597"n": 251,19598"ratio": 0.9994233561253019,19599"dm_p": 0.7549668476845939,19600"dm_stat": -0.312439681169417619601},19602"garch12__skewt__w1000_r5": {19603"n": 251,19604"ratio": 0.9952149846667359,19605"dm_p": 0.8725254508302311,19606"dm_stat": -0.160616139044362119607},19608"garch12__t__w1000_r5": {19609"n": 251,19610"ratio": 0.9962868895726911,19611"dm_p": 0.9034946419357249,19612"dm_stat": -0.1213710501973915119613},19614"garch21__ged__w1000_r5": {19615"n": 251,19616"ratio": 1.0302887359477604,19617"dm_p": 0.06856455003984716,19618"dm_stat": 1.829174775934838719619},19620"garch21__normal__w1000_r5": {19621"n": 251,19622"ratio": 1.000414568594275,19623"dm_p": 0.2874337055865778,19624"dm_stat": 1.066040646981056819625},19626"garch21__skewt__w1000_r5": {19627"n": 251,19628"ratio": 0.9986816540986296,19629"dm_p": 0.9577100785710437,19630"dm_stat": -0.05308060053173483519631},19632"garch21__t__w1000_r5": {19633"n": 251,19634"ratio": 0.99951171300134,19635"dm_p": 0.9846483594328154,19636"dm_stat": -0.019260873754202519637},19638"garchm11__ged__w1000_r5": {19639"n": 251,19640"ratio": 1.028340417580776,19641"dm_p": 0.08653948410223994,19642"dm_stat": 1.72071691968945119643},19644"garchm11__normal__w1000_r5": {19645"n": 251,19646"ratio": 0.9968740384698259,19647"dm_p": 0.4546678877554666,19648"dm_stat": -0.748822921340317719649},19650"garchm11__skewt__w1000_r5": {19651"n": 251,19652"ratio": 0.9992484792380648,19653"dm_p": 0.9758744590618502,19654"dm_stat": -0.03027177471034567219655},19656"garchm11__t__w1000_r5": {19657"n": 251,19658"ratio": 0.9999802552045896,19659"dm_p": 0.9993744415053423,19660"dm_stat": -0.000784805797311119719661},19662"garchx_rv11__normal__w1000_r5": {19663"n": 251,19664"ratio": 0.9703177922889699,19665"dm_p": 0.8446291134511529,19666"dm_stat": -0.196179412772262919667},19668"garchx_rv11__t__w1000_r5": {19669"n": 251,19670"ratio": 1.0003784095408539,19671"dm_p": 0.9982833211574376,19672"dm_stat": 0.002153692142463729619673},19674"gas_t11__t__w1000_r5": {19675"n": 251,19676"ratio": 0.9874053606532964,19677"dm_p": 0.7559795680311707,19678"dm_stat": -0.3111056336676409419679},19680"gjr11__ged__w1000_r5": {19681"n": 251,19682"ratio": 0.8614689844816759,19683"dm_p": 0.47953578156325105,19684"dm_stat": -0.708111356082115219685},19686"gjr11__normal__w1000_r5": {19687"n": 251,19688"ratio": 0.8609201142894707,19689"dm_p": 0.40592945749143255,19690"dm_stat": -0.832485567937788719691},19692"gjr11__skewt__w1000_r5": {19693"n": 251,19694"ratio": 0.8600898646288596,19695"dm_p": 0.5139849859514809,19696"dm_stat": -0.653577084504410219697},19698"gjr11__t__w1000_r5": {19699"n": 251,19700"ratio": 0.8601157266243792,19701"dm_p": 0.5122217702130198,19702"dm_stat": -0.656320169044096719703},19704"har_rv__empirical__w1000_r5": {19705"n": 251,19706"ratio": 0.8843904861319106,19707"dm_p": 0.7337816014226698,19708"dm_stat": -0.340479211883916319709},19710"heavy11__normal__w1000_r5": {19711"n": 251,19712"ratio": 0.9700617269829166,19713"dm_p": 0.8434118660990146,19714"dm_stat": -0.197736560528907819715},19716"heavy11__t__w1000_r5": {19717"n": 251,19718"ratio": 1.0002953552502616,19719"dm_p": 0.9986601105602592,19720"dm_stat": 0.001680983309919600419721},19722"histvar22__empirical__w1000_r5": {19723"n": 251,19724"ratio": 1.5677122420962273,19725"dm_p": 0.019427707378646616,19726"dm_stat": 2.35241907902909619727},19728"histvar252__empirical__w1000_r5": {19729"n": 251,19730"ratio": 1.9937784861884587,19731"dm_p": 0.03304584417808379,19732"dm_stat": 2.143405587362370719733},19734"histvar66__empirical__w1000_r5": {19735"n": 251,19736"ratio": 1.3608710597214824,19737"dm_p": 0.13416639478393963,19738"dm_stat": 1.502747006251005519739},19740"igarch11__ged__w1000_r5": {19741"n": 251,19742"ratio": 1.2606520217609096,19743"dm_p": 0.2778495423462708,19744"dm_stat": 1.087531070934008519745},19746"igarch11__normal__w1000_r5": {19747"n": 251,19748"ratio": 1.2944516195883866,19749"dm_p": 0.24398433774955572,19750"dm_stat": 1.16783881835124119751},19752"igarch11__skewt__w1000_r5": {19753"n": 251,19754"ratio": 1.2834951779194088,19755"dm_p": 0.2899188271561325,19756"dm_stat": 1.060548100949637819757},19758"igarch11__t__w1000_r5": {19759"n": 251,19760"ratio": 1.2749745686798675,19761"dm_p": 0.2998955445768441,19762"dm_stat": 1.038812618173328619763},19764"loghar_rv__empirical__w1000_r5": {19765"n": 251,19766"ratio": 1.338126383805768,19767"dm_p": 0.3609158739254686,19768"dm_stat": 0.915300540500286319769},19770"msgarch2__normal__w1000_r5": {19771"n": 251,19772"ratio": 1.1625369314239828,19773"dm_p": 0.31714186105121633,19774"dm_stat": 1.002353949701378719775},19776"msgarch2__t__w1000_r5": {19777"n": 251,19778"ratio": 1.2922154712052156,19779"dm_p": 0.2100206810488995,19780"dm_stat": 1.256740172092026419781},19782"nagarch11__ged__w1000_r5": {19783"n": 251,19784"ratio": 0.9049957744010835,19785"dm_p": 0.5865949489531491,19786"dm_stat": -0.544482291775315819787},19788"nagarch11__normal__w1000_r5": {19789"n": 251,19790"ratio": 0.8926061136858497,19791"dm_p": 0.4650657297680752,19792"dm_stat": -0.731652879720598819793},19794"nagarch11__skewt__w1000_r5": {19795"n": 251,19796"ratio": 0.9023993369009691,19797"dm_p": 0.6153245239223697,19798"dm_stat": -0.503117647572233519799},19800"nagarch11__t__w1000_r5": {19801"n": 251,19802"ratio": 0.9014447746843557,19803"dm_p": 0.6073310419508569,19804"dm_stat": -0.514537177648253219805},19806"qgarch11__ged__w1000_r5": {19807"n": 251,19808"ratio": 0.8989707685004066,19809"dm_p": 0.41406100245940036,19810"dm_stat": -0.818131842543009219811},19812"qgarch11__normal__w1000_r5": {19813"n": 251,19814"ratio": 0.8934516975537087,19815"dm_p": 0.3644731842939772,19816"dm_stat": -0.908530130812486519817},19818"qgarch11__skewt__w1000_r5": {19819"n": 251,19820"ratio": 0.8801559201073209,19821"dm_p": 0.34103061191402795,19822"dm_stat": -0.953949596967499419823},19824"qgarch11__t__w1000_r5": {19825"n": 251,19826"ratio": 0.8859877354887103,19827"dm_p": 0.36732000888795757,19828"dm_stat": -0.903141821104990119829},19830"realgarch11__normal__w1000_r5": {19831"n": 251,19832"ratio": 0.8033190046520045,19833"dm_p": 0.16709766264679296,19834"dm_stat": -1.385620579828992719835},19836"realgarch11__t__w1000_r5": {19837"n": 251,19838"ratio": 1.6323052410502819,19839"dm_p": 0.2030783230389401,19840"dm_stat": 1.276174014388896719841},19842"rm2006__normal__w1000_r5": {19843"n": 251,19844"ratio": 1.0884034108141183,19845"dm_p": 0.2665724744277545,19846"dm_stat": 1.113478332350517719847},19848"rm_rw__empirical__w1000_r5": {19849"n": 251,19850"ratio": 3.518391672487441,19851"dm_p": 1.7545789317607544e-05,19852"dm_stat": 4.378949823419298519853},19854"tarch11__ged__w1000_r5": {19855"n": 251,19856"ratio": 0.8699281996334907,19857"dm_p": 0.4878149097946304,19858"dm_stat": -0.694817522896088219859},19860"tarch11__normal__w1000_r5": {19861"n": 251,19862"ratio": 0.8262432869997022,19863"dm_p": 0.2933529419543999,19864"dm_stat": -1.05301033013334919865},19866"tarch11__skewt__w1000_r5": {19867"n": 251,19868"ratio": 0.9064241870298767,19869"dm_p": 0.6472144487395259,19870"dm_stat": -0.458189319195610419871},19872"tarch11__t__w1000_r5": {19873"n": 251,19874"ratio": 0.9102783050292608,19875"dm_p": 0.6556348777344831,19876"dm_stat": -0.446483010754344519877}19878}19879}19880},19881"secondary": {19882"rv5ss_on|mse|1": {19883"aparch11__ged__w1000_r5": 1.0610918825694,19884"aparch11__normal__w1000_r5": 1.084668346764385,19885"aparch11__skewt__w1000_r5": 2488.311471043441,19886"aparch11__t__w1000_r5": 1.0381377377098815,19887"arch5__ged__w1000_r5": 1.0272817191888624,19888"arch5__normal__w1000_r5": 1.029365058998263,19889"arch5__skewt__w1000_r5": 0.9969103552584081,19890"arch5__t__w1000_r5": 0.9971790453719099,19891"avgarch11__ged__w1000_r5": 1.0885461494111401,19892"avgarch11__normal__w1000_r5": 1.1280629792712438,19893"avgarch11__skewt__w1000_r5": 1.0206817104862667,19894"avgarch11__t__w1000_r5": 1.02055169488023,19895"cgarch11__ged__w1000_r5": 0.9957085312045386,19896"cgarch11__normal__w1000_r5": 0.9839760978006397,19897"cgarch11__skewt__w1000_r5": 0.9447448237813315,19898"cgarch11__t__w1000_r5": 0.946052539296472,19899"constvar__normal__w1000_r5": 1.511288301257142,19900"egarch11__ged__w1000_r5": 1.1730199185466452,19901"egarch11__normal__w1000_r5": 1.202050112026228,19902"egarch11__skewt__w1000_r5": 1.1284835894932095,19903"egarch11__t__w1000_r5": 1.128788127676023,19904"ewma094__normal__w1000_r5": 1.1956415810000405,19905"figarch11__ged__w1000_r5": 0.9909214129662368,19906"figarch11__normal__w1000_r5": 1.0006652163054788,19907"figarch11__skewt__w1000_r5": 0.9401064883586877,19908"figarch11__t__w1000_r5": 0.9411255347001617,19909"garch11__ged__w1000_r5": 0.9913342243931242,19910"garch11__normal__w1000_r5": 1.0,19911"garch11__skewt__w1000_r5": 0.9484912099129925,19912"garch11__t__w1000_r5": 0.9486993552034215,19913"garch12__ged__w1000_r5": 0.9989926863817609,19914"garch12__normal__w1000_r5": 1.0063382932162916,19915"garch12__skewt__w1000_r5": 0.9492300904822133,19916"garch12__t__w1000_r5": 0.9493633833965021,19917"garch21__ged__w1000_r5": 0.9994306889370945,19918"garch21__normal__w1000_r5": 1.0086996072260859,19919"garch21__skewt__w1000_r5": 0.9629543776189071,19920"garch21__t__w1000_r5": 0.9629320902866908,19921"garchm11__ged__w1000_r5": 1.0424060628606724,19922"garchm11__normal__w1000_r5": 1.005631968497343,19923"garchm11__skewt__w1000_r5": 0.9991155929576316,19924"garchm11__t__w1000_r5": 1.000295263678026,19925"garchx_rv11__normal__w1000_r5": 1.0658197875349058,19926"garchx_rv11__t__w1000_r5": 1.0402154186575001,19927"gas_t11__t__w1000_r5": 0.9739342331246209,19928"gjr11__ged__w1000_r5": 1.053363429129057,19929"gjr11__normal__w1000_r5": 1.0756966087934086,19930"gjr11__skewt__w1000_r5": 1.033581233923008,19931"gjr11__t__w1000_r5": 1.035872873798708,19932"har_rv__empirical__w1000_r5": 1.137352135172994,19933"heavy11__normal__w1000_r5": 1.0827441651790433,19934"heavy11__t__w1000_r5": 1.0615606748162458,19935"histvar22__empirical__w1000_r5": 1.3092708288687918,19936"histvar252__empirical__w1000_r5": 1.488616088156911,19937"histvar66__empirical__w1000_r5": 1.4191378889206485,19938"igarch11__ged__w1000_r5": 0.900336631632998,19939"igarch11__normal__w1000_r5": 0.8713552766945756,19940"igarch11__skewt__w1000_r5": 0.8961682383210546,19941"igarch11__t__w1000_r5": 0.8978762779132113,19942"loghar_rv__empirical__w1000_r5": 1.0895213028929986,19943"msgarch2__normal__w1000_r5": 1.0136508261660087,19944"msgarch2__t__w1000_r5": 0.8483891311005899,19945"nagarch11__ged__w1000_r5": 1.0990418102062938,19946"nagarch11__normal__w1000_r5": 1.113310663514944,19947"nagarch11__skewt__w1000_r5": 1.0815069278301912,19948"nagarch11__t__w1000_r5": 1.0806292884893274,19949"qgarch11__ged__w1000_r5": 1.0599611964388942,19950"qgarch11__normal__w1000_r5": 1.0816535286102131,19951"qgarch11__skewt__w1000_r5": 1.0257945581985195,19952"qgarch11__t__w1000_r5": 1.0238244275219384,19953"realgarch11__normal__w1000_r5": 1.238052699606963,19954"realgarch11__t__w1000_r5": 1.2397793811191944,19955"rm2006__normal__w1000_r5": 1.1313840932641541,19956"rm_rw__empirical__w1000_r5": 1.5177186271412129,19957"tarch11__ged__w1000_r5": 1.073363418770859,19958"tarch11__normal__w1000_r5": 1.1138150401365472,19959"tarch11__skewt__w1000_r5": 1.0438447446598693,19960"tarch11__t__w1000_r5": 1.039718133406263519961},19962"rv5ss_on|mse|5": {19963"aparch11__ged__w1000_r5": 0.826611855909953,19964"aparch11__normal__w1000_r5": 0.8934410485573887,19965"aparch11__skewt__w1000_r5": 705.659052647889,19966"aparch11__t__w1000_r5": 0.7694557461678675,19967"arch5__ged__w1000_r5": 0.9818769068205766,19968"arch5__normal__w1000_r5": 1.0351922436293335,19969"arch5__skewt__w1000_r5": 0.8944761486316067,19970"arch5__t__w1000_r5": 0.89403004138713,19971"avgarch11__ged__w1000_r5": 1.0424558134332609,19972"avgarch11__normal__w1000_r5": 1.0962782113246963,19973"avgarch11__skewt__w1000_r5": 0.9485787962251212,19974"avgarch11__t__w1000_r5": 0.9477555914602093,19975"cgarch11__ged__w1000_r5": 0.9439819738773915,19976"cgarch11__normal__w1000_r5": 0.992091618840379,19977"cgarch11__skewt__w1000_r5": 0.8329366824238598,19978"cgarch11__t__w1000_r5": 0.8334895373214941,19979"constvar__normal__w1000_r5": 1.385165904131214,19980"egarch11__ged__w1000_r5": 1.0072965000958207,19981"egarch11__normal__w1000_r5": 1.0537268228761922,19982"egarch11__skewt__w1000_r5": 2.331731478759185,19983"egarch11__t__w1000_r5": 63.369363216385054,19984"ewma094__normal__w1000_r5": 1.04591648827614,19985"figarch11__ged__w1000_r5": 0.9752742387321575,19986"figarch11__normal__w1000_r5": 1.0136975056512885,19987"figarch11__skewt__w1000_r5": 0.8485135006581113,19988"figarch11__t__w1000_r5": 0.8489231682445293,19989"garch11__ged__w1000_r5": 0.937031686753219,19990"garch11__normal__w1000_r5": 1.0,19991"garch11__skewt__w1000_r5": 0.8441425561952748,19992"garch11__t__w1000_r5": 0.8436714921907031,19993"garch12__ged__w1000_r5": 0.9388256226169321,19994"garch12__normal__w1000_r5": 1.0010246986766131,19995"garch12__skewt__w1000_r5": 0.8438953476449116,19996"garch12__t__w1000_r5": 0.8434722522238387,19997"garch21__ged__w1000_r5": 0.9367117153558925,19998"garch21__normal__w1000_r5": 1.0063653560210772,19999"garch21__skewt__w1000_r5": 0.8439599428996122,20000"garch21__t__w1000_r5": 0.8432462802424031,20001"garchm11__ged__w1000_r5": 0.8998284071566297,20002"garchm11__normal__w1000_r5": 1.0005343302435767,20003"garchm11__skewt__w1000_r5": 0.8233424709851093,20004"garchm11__t__w1000_r5": 0.8294047835183265,20005"garchx_rv11__normal__w1000_r5": 0.8801288168501076,20006"garchx_rv11__t__w1000_r5": 0.8798940593951942,20007"gas_t11__t__w1000_r5": 0.8927912113174586,20008"gjr11__ged__w1000_r5": 0.7935506568108028,20009"gjr11__normal__w1000_r5": 0.8828898893244161,20010"gjr11__skewt__w1000_r5": 0.7423700454382227,20011"gjr11__t__w1000_r5": 0.74162707804289,20012"har_rv__empirical__w1000_r5": 3.1452395277412335,20013"heavy11__normal__w1000_r5": 0.8833736912547806,20014"heavy11__t__w1000_r5": 0.8853236412968644,20015"histvar22__empirical__w1000_r5": 1.227452495956448,20016"histvar252__empirical__w1000_r5": 1.3628576008701565,20017"histvar66__empirical__w1000_r5": 1.2971232433271496,20018"igarch11__ged__w1000_r5": 0.8244283030858068,20019"igarch11__normal__w1000_r5": 0.8159556440080624,20020"igarch11__skewt__w1000_r5": 0.804886189693509,20021"igarch11__t__w1000_r5": 0.8088509905229994,20022"loghar_rv__empirical__w1000_r5": 1.0686078296010149,20023"msgarch2__normal__w1000_r5": 0.9494263432708414,20024"msgarch2__t__w1000_r5": 0.8523577965701891,20025"nagarch11__ged__w1000_r5": 0.8620601457644622,20026"nagarch11__normal__w1000_r5": 0.8857865802202961,20027"nagarch11__skewt__w1000_r5": 0.8481160405196548,20028"nagarch11__t__w1000_r5": 0.8447964290376392,20029"qgarch11__ged__w1000_r5": 0.8820757353178397,20030"qgarch11__normal__w1000_r5": 0.9091854103365423,20031"qgarch11__skewt__w1000_r5": 0.8439567807227032,20032"qgarch11__t__w1000_r5": 0.8420247148779364,20033"realgarch11__normal__w1000_r5": 1.1477456076758834,20034"realgarch11__t__w1000_r5": 206713380880597.06,20035"rm2006__normal__w1000_r5": 0.9398514123620595,20036"rm_rw__empirical__w1000_r5": 1.7646237934324207,20037"tarch11__ged__w1000_r5": 0.8657848832428278,20038"tarch11__normal__w1000_r5": 0.9312239429044564,20039"tarch11__skewt__w1000_r5": 0.8088055898950003,20040"tarch11__t__w1000_r5": 0.804275110748479620041},20042"rv5ss_on|mse|22": {20043"aparch11__ged__w1000_r5": 0.8743272949827583,20044"aparch11__normal__w1000_r5": 0.9179644617918525,20045"aparch11__skewt__w1000_r5": 56.16980284432892,20046"aparch11__t__w1000_r5": 0.8423519443129582,20047"arch5__ged__w1000_r5": 0.9984088353835061,20048"arch5__normal__w1000_r5": 1.0148392515882205,20049"arch5__skewt__w1000_r5": 0.9574434140017573,20050"arch5__t__w1000_r5": 0.9568430945744107,20051"avgarch11__ged__w1000_r5": 0.9896856763426395,20052"avgarch11__normal__w1000_r5": 1.004163944890267,20053"avgarch11__skewt__w1000_r5": 0.9451063597525277,20054"avgarch11__t__w1000_r5": 0.9447671398083635,20055"cgarch11__ged__w1000_r5": 0.9737701730436661,20056"cgarch11__normal__w1000_r5": 0.9922455560187843,20057"cgarch11__skewt__w1000_r5": 0.9146730660740685,20058"cgarch11__t__w1000_r5": 0.914107483599829,20059"constvar__normal__w1000_r5": 1.0965524423909303,20060"egarch11__ged__w1000_r5": 0.9499223108830067,20061"egarch11__normal__w1000_r5": 0.964890275138816,20062"egarch11__skewt__w1000_r5": 536042628.7996758,20063"egarch11__t__w1000_r5": 1819894447.1034064,20064"ewma094__normal__w1000_r5": 1.1127941334913714,20065"figarch11__ged__w1000_r5": 0.9428818249412716,20066"figarch11__normal__w1000_r5": 0.950797211481985,20067"figarch11__skewt__w1000_r5": 0.9860533545485922,20068"figarch11__t__w1000_r5": 0.9859144246205883,20069"garch11__ged__w1000_r5": 0.970976116608725,20070"garch11__normal__w1000_r5": 1.0,20071"garch11__skewt__w1000_r5": 0.913376315182332,20072"garch11__t__w1000_r5": 0.9123484239246274,20073"garch12__ged__w1000_r5": 0.9684620457622145,20074"garch12__normal__w1000_r5": 0.9983100507535001,20075"garch12__skewt__w1000_r5": 0.9133259633651996,20076"garch12__t__w1000_r5": 0.9123082101801253,20077"garch21__ged__w1000_r5": 0.9732546042342667,20078"garch21__normal__w1000_r5": 1.0030219328958072,20079"garch21__skewt__w1000_r5": 0.9196103255170935,20080"garch21__t__w1000_r5": 0.9183970909532266,20081"garchm11__ged__w1000_r5": 0.9473233793865471,20082"garchm11__normal__w1000_r5": 0.9988918465985006,20083"garchm11__skewt__w1000_r5": 0.8920765282913687,20084"garchm11__t__w1000_r5": 0.8947169245775223,20085"garchx_rv11__normal__w1000_r5": 0.9407701453553278,20086"garchx_rv11__t__w1000_r5": 0.9378517845207016,20087"gas_t11__t__w1000_r5": 0.9237746798568042,20088"gjr11__ged__w1000_r5": 0.8765157112563903,20089"gjr11__normal__w1000_r5": 0.9342783902354154,20090"gjr11__skewt__w1000_r5": 0.8559860023002386,20091"gjr11__t__w1000_r5": 0.8558883926336401,20092"har_rv__empirical__w1000_r5": 1.001727065241282,20093"heavy11__normal__w1000_r5": 0.9416551323691185,20094"heavy11__t__w1000_r5": 0.9392359990954035,20095"histvar22__empirical__w1000_r5": 1.3290566232844623,20096"histvar252__empirical__w1000_r5": 1.1121621964396171,20097"histvar66__empirical__w1000_r5": 1.161152472091054,20098"igarch11__ged__w1000_r5": 1.420784536759294,20099"igarch11__normal__w1000_r5": 1.5292333529451503,20100"igarch11__skewt__w1000_r5": 1.4641737941203272,20101"igarch11__t__w1000_r5": 1.4794400047523146,20102"loghar_rv__empirical__w1000_r5": 1.0027655643999975,20103"msgarch2__normal__w1000_r5": 0.9538379105362681,20104"msgarch2__t__w1000_r5": 0.9223184597944336,20105"nagarch11__ged__w1000_r5": 0.8840001140557,20106"nagarch11__normal__w1000_r5": 0.8856737914641337,20107"nagarch11__skewt__w1000_r5": 0.9359163160306518,20108"nagarch11__t__w1000_r5": 0.9269664650915076,20109"qgarch11__ged__w1000_r5": 0.8764071026958203,20110"qgarch11__normal__w1000_r5": 0.886309121277821,20111"qgarch11__skewt__w1000_r5": 0.8691217260107998,20112"qgarch11__t__w1000_r5": 0.8672951336268168,20113"realgarch11__normal__w1000_r5": 1.0100837636995528,20114"realgarch11__t__w1000_r5": 83144309065940.12,20115"rm2006__normal__w1000_r5": 0.9631222412155928,20116"rm_rw__empirical__w1000_r5": 3.008176309505321,20117"tarch11__ged__w1000_r5": 0.8845669314939679,20118"tarch11__normal__w1000_r5": 0.9095719403107407,20119"tarch11__skewt__w1000_r5": 0.8501428030739792,20120"tarch11__t__w1000_r5": 0.847610954870579420121},20122"rv5ss_on|mae|1": {20123"aparch11__ged__w1000_r5": 0.9419059275732976,20124"aparch11__normal__w1000_r5": 0.936874576768784,20125"aparch11__skewt__w1000_r5": 10.885329061424589,20126"aparch11__t__w1000_r5": 0.9720551653393676,20127"arch5__ged__w1000_r5": 1.0254373860414723,20128"arch5__normal__w1000_r5": 1.037484583345796,20129"arch5__skewt__w1000_r5": 1.0461567291691276,20130"arch5__t__w1000_r5": 1.04678035091093,20131"avgarch11__ged__w1000_r5": 0.9728430547242564,20132"avgarch11__normal__w1000_r5": 0.9882940287378073,20133"avgarch11__skewt__w1000_r5": 0.9817448516117275,20134"avgarch11__t__w1000_r5": 0.9832094008568383,20135"cgarch11__ged__w1000_r5": 0.9911539748359529,20136"cgarch11__normal__w1000_r5": 1.0016018417816326,20137"cgarch11__skewt__w1000_r5": 1.0163031632855803,20138"cgarch11__t__w1000_r5": 1.017106670137133,20139"constvar__normal__w1000_r5": 1.3804403525888145,20140"egarch11__ged__w1000_r5": 0.9644591235690654,20141"egarch11__normal__w1000_r5": 0.9722033850264555,20142"egarch11__skewt__w1000_r5": 0.9714389904693875,20143"egarch11__t__w1000_r5": 0.9749886361535471,20144"ewma094__normal__w1000_r5": 1.118953848383906,20145"figarch11__ged__w1000_r5": 1.0171425773622476,20146"figarch11__normal__w1000_r5": 1.0197925066989881,20147"figarch11__skewt__w1000_r5": 1.0571281671161226,20148"figarch11__t__w1000_r5": 1.0584105659065515,20149"garch11__ged__w1000_r5": 0.9870883812805427,20150"garch11__normal__w1000_r5": 1.0,20151"garch11__skewt__w1000_r5": 1.0055550460014449,20152"garch11__t__w1000_r5": 1.0059080187731635,20153"garch12__ged__w1000_r5": 0.9925889973786811,20154"garch12__normal__w1000_r5": 1.0079878701135632,20155"garch12__skewt__w1000_r5": 1.0096173834860975,20156"garch12__t__w1000_r5": 1.0101019184331888,20157"garch21__ged__w1000_r5": 0.9818449708836026,20158"garch21__normal__w1000_r5": 0.9959822311847951,20159"garch21__skewt__w1000_r5": 1.0058318054431985,20160"garch21__t__w1000_r5": 1.0059583550658673,20161"garchm11__ged__w1000_r5": 1.0047917792864935,20162"garchm11__normal__w1000_r5": 1.0059821502423718,20163"garchm11__skewt__w1000_r5": 1.027824649447004,20164"garchm11__t__w1000_r5": 1.0271872179475852,20165"garchx_rv11__normal__w1000_r5": 0.9991443565787506,20166"garchx_rv11__t__w1000_r5": 1.0285298266242027,20167"gas_t11__t__w1000_r5": 0.9887794234675189,20168"gjr11__ged__w1000_r5": 0.9754342321057123,20169"gjr11__normal__w1000_r5": 0.9715782229768365,20170"gjr11__skewt__w1000_r5": 0.999718326329237,20171"gjr11__t__w1000_r5": 1.004951964107021,20172"har_rv__empirical__w1000_r5": 1.1009865709532862,20173"heavy11__normal__w1000_r5": 1.0030724543601737,20174"heavy11__t__w1000_r5": 1.0325998651725532,20175"histvar22__empirical__w1000_r5": 1.1722471725442742,20176"histvar252__empirical__w1000_r5": 1.3748293185115112,20177"histvar66__empirical__w1000_r5": 1.2565528975651257,20178"igarch11__ged__w1000_r5": 1.1332190977400534,20179"igarch11__normal__w1000_r5": 1.1436985647314832,20180"igarch11__skewt__w1000_r5": 1.183282022392974,20181"igarch11__t__w1000_r5": 1.1885240521502016,20182"loghar_rv__empirical__w1000_r5": 0.9639549072029973,20183"msgarch2__normal__w1000_r5": 1.0016805406890277,20184"msgarch2__t__w1000_r5": 1.0265911224649789,20185"nagarch11__ged__w1000_r5": 0.9775383890637553,20186"nagarch11__normal__w1000_r5": 0.9746377648616131,20187"nagarch11__skewt__w1000_r5": 0.9995124534174755,20188"nagarch11__t__w1000_r5": 1.002298375069507,20189"qgarch11__ged__w1000_r5": 0.9651794068571902,20190"qgarch11__normal__w1000_r5": 0.9732705730174266,20191"qgarch11__skewt__w1000_r5": 0.9813501493660554,20192"qgarch11__t__w1000_r5": 0.9810136644033485,20193"realgarch11__normal__w1000_r5": 0.9731179607421281,20194"realgarch11__t__w1000_r5": 0.9723070521520235,20195"rm2006__normal__w1000_r5": 1.0728346817383656,20196"rm_rw__empirical__w1000_r5": 1.1041114392727054,20197"tarch11__ged__w1000_r5": 0.9451634010665221,20198"tarch11__normal__w1000_r5": 0.9453532081324971,20199"tarch11__skewt__w1000_r5": 0.9713591877726643,20200"tarch11__t__w1000_r5": 0.971262975270485620201},20202"rv5ss_on|mae|5": {20203"aparch11__ged__w1000_r5": 0.8925664608939197,20204"aparch11__normal__w1000_r5": 0.9002673102268526,20205"aparch11__skewt__w1000_r5": 5.53046599154924,20206"aparch11__t__w1000_r5": 0.9312974217919594,20207"arch5__ged__w1000_r5": 1.0278021351699704,20208"arch5__normal__w1000_r5": 1.0432037348360172,20209"arch5__skewt__w1000_r5": 1.0409586689263803,20210"arch5__t__w1000_r5": 1.0403152204718351,20211"avgarch11__ged__w1000_r5": 0.9519651830065023,20212"avgarch11__normal__w1000_r5": 0.983559733976315,20213"avgarch11__skewt__w1000_r5": 0.9419633239235642,20214"avgarch11__t__w1000_r5": 0.944038988534403,20215"cgarch11__ged__w1000_r5": 0.9774355589728263,20216"cgarch11__normal__w1000_r5": 0.989021079403046,20217"cgarch11__skewt__w1000_r5": 0.9861281657725007,20218"cgarch11__t__w1000_r5": 0.9859750628596557,20219"constvar__normal__w1000_r5": 1.3384495853548901,20220"egarch11__ged__w1000_r5": 0.9318232343367788,20221"egarch11__normal__w1000_r5": 0.9449512419392432,20222"egarch11__skewt__w1000_r5": 1.036085561148763,20223"egarch11__t__w1000_r5": 1.8870126497195416,20224"ewma094__normal__w1000_r5": 1.1032944173849453,20225"figarch11__ged__w1000_r5": 0.9782237875731811,20226"figarch11__normal__w1000_r5": 0.984141248237391,20227"figarch11__skewt__w1000_r5": 1.0388861501065898,20228"figarch11__t__w1000_r5": 1.0403310923082725,20229"garch11__ged__w1000_r5": 0.973233479294223,20230"garch11__normal__w1000_r5": 1.0,20231"garch11__skewt__w1000_r5": 0.9695560219000913,20232"garch11__t__w1000_r5": 0.9697806265695056,20233"garch12__ged__w1000_r5": 0.9712813539732363,20234"garch12__normal__w1000_r5": 1.001109631852846,20235"garch12__skewt__w1000_r5": 0.9727526517846399,20236"garch12__t__w1000_r5": 0.9731049936329886,20237"garch21__ged__w1000_r5": 0.9650698843468821,20238"garch21__normal__w1000_r5": 0.994382082946022,20239"garch21__skewt__w1000_r5": 0.9674074408466699,20240"garch21__t__w1000_r5": 0.9674478104896594,20241"garchm11__ged__w1000_r5": 0.9751133244747047,20242"garchm11__normal__w1000_r5": 1.002754717260577,20243"garchm11__skewt__w1000_r5": 0.9855212446472965,20244"garchm11__t__w1000_r5": 0.9847852257257091,20245"garchx_rv11__normal__w1000_r5": 0.988744719735992,20246"garchx_rv11__t__w1000_r5": 1.0229392955004708,20247"gas_t11__t__w1000_r5": 0.9315023264474218,20248"gjr11__ged__w1000_r5": 0.9355605688870222,20249"gjr11__normal__w1000_r5": 0.944243145986566,20250"gjr11__skewt__w1000_r5": 0.9645825839862443,20251"gjr11__t__w1000_r5": 0.969249308236906,20252"har_rv__empirical__w1000_r5": 1.2912204497322994,20253"heavy11__normal__w1000_r5": 0.9908945971517921,20254"heavy11__t__w1000_r5": 1.0254940948373348,20255"histvar22__empirical__w1000_r5": 1.194292184913772,20256"histvar252__empirical__w1000_r5": 1.3481565301230063,20257"histvar66__empirical__w1000_r5": 1.2048755872014474,20258"igarch11__ged__w1000_r5": 1.1322618267971978,20259"igarch11__normal__w1000_r5": 1.1429201239132898,20260"igarch11__skewt__w1000_r5": 1.2151802649349654,20261"igarch11__t__w1000_r5": 1.2287406707506199,20262"loghar_rv__empirical__w1000_r5": 0.9490680853509612,20263"msgarch2__normal__w1000_r5": 0.9691209621110932,20264"msgarch2__t__w1000_r5": 0.9745204119105868,20265"nagarch11__ged__w1000_r5": 0.9466287089559247,20266"nagarch11__normal__w1000_r5": 0.943076851124423,20267"nagarch11__skewt__w1000_r5": 0.9835760990958594,20268"nagarch11__t__w1000_r5": 0.9850220380982146,20269"qgarch11__ged__w1000_r5": 0.9158293530736326,20270"qgarch11__normal__w1000_r5": 0.9206511153144035,20271"qgarch11__skewt__w1000_r5": 0.9425695952095133,20272"qgarch11__t__w1000_r5": 0.9419953124028061,20273"realgarch11__normal__w1000_r5": 0.9582304851787217,20274"realgarch11__t__w1000_r5": 4643737.200097577,20275"rm2006__normal__w1000_r5": 1.021239620490845,20276"rm_rw__empirical__w1000_r5": 1.158512766851908,20277"tarch11__ged__w1000_r5": 0.893246352775874,20278"tarch11__normal__w1000_r5": 0.9048343443122814,20279"tarch11__skewt__w1000_r5": 0.9267720434722605,20280"tarch11__t__w1000_r5": 0.926350422513823220281},20282"rv5ss_on|mae|22": {20283"aparch11__ged__w1000_r5": 0.8667237310249077,20284"aparch11__normal__w1000_r5": 0.9187305537912083,20285"aparch11__skewt__w1000_r5": 2.0503906482161613,20286"aparch11__t__w1000_r5": 0.9084227046444411,20287"arch5__ged__w1000_r5": 1.0332597483496633,20288"arch5__normal__w1000_r5": 1.0467214357015608,20289"arch5__skewt__w1000_r5": 1.0702472549540076,20290"arch5__t__w1000_r5": 1.0677346408961228,20291"avgarch11__ged__w1000_r5": 0.9343235301830485,20292"avgarch11__normal__w1000_r5": 0.9911183127894839,20293"avgarch11__skewt__w1000_r5": 0.9345122745988944,20294"avgarch11__t__w1000_r5": 0.9358576758634276,20295"cgarch11__ged__w1000_r5": 0.9832499424757248,20296"cgarch11__normal__w1000_r5": 0.9912323533646051,20297"cgarch11__skewt__w1000_r5": 0.9945874672906744,20298"cgarch11__t__w1000_r5": 0.9930569874195664,20299"constvar__normal__w1000_r5": 1.1994129929575166,20300"egarch11__ged__w1000_r5": 0.9109059509132437,20301"egarch11__normal__w1000_r5": 0.9425828392525621,20302"egarch11__skewt__w1000_r5": 1560.8791652879954,20303"egarch11__t__w1000_r5": 2877.7817137892152,20304"ewma094__normal__w1000_r5": 1.119997806094487,20305"figarch11__ged__w1000_r5": 0.967862589221371,20306"figarch11__normal__w1000_r5": 0.961103759174928,20307"figarch11__skewt__w1000_r5": 1.1113693374394185,20308"figarch11__t__w1000_r5": 1.1073017704736021,20309"garch11__ged__w1000_r5": 0.9744215884324119,20310"garch11__normal__w1000_r5": 1.0,20311"garch11__skewt__w1000_r5": 0.9774726906270765,20312"garch11__t__w1000_r5": 0.9772190511225403,20313"garch12__ged__w1000_r5": 0.9712772052305068,20314"garch12__normal__w1000_r5": 1.0002424077257315,20315"garch12__skewt__w1000_r5": 0.9813198296684923,20316"garch12__t__w1000_r5": 0.9812557123752673,20317"garch21__ged__w1000_r5": 0.9678842418507083,20318"garch21__normal__w1000_r5": 0.9958017726616825,20319"garch21__skewt__w1000_r5": 0.9791361816559679,20320"garch21__t__w1000_r5": 0.9787240494229584,20321"garchm11__ged__w1000_r5": 0.9691448238567002,20322"garchm11__normal__w1000_r5": 1.0021744763829894,20323"garchm11__skewt__w1000_r5": 0.9842979385067607,20324"garchm11__t__w1000_r5": 0.9810240290763647,20325"garchx_rv11__normal__w1000_r5": 1.095594528219408,20326"garchx_rv11__t__w1000_r5": 1.1331417235494223,20327"gas_t11__t__w1000_r5": 0.9132633080565494,20328"gjr11__ged__w1000_r5": 0.9258799566103113,20329"gjr11__normal__w1000_r5": 0.9499016150165005,20330"gjr11__skewt__w1000_r5": 0.9691306614685604,20331"gjr11__t__w1000_r5": 0.9759200993772451,20332"har_rv__empirical__w1000_r5": 1.095760789259786,20333"heavy11__normal__w1000_r5": 1.098769739273048,20334"heavy11__t__w1000_r5": 1.134895396012341,20335"histvar22__empirical__w1000_r5": 1.2232795974554176,20336"histvar252__empirical__w1000_r5": 1.243252007459089,20337"histvar66__empirical__w1000_r5": 1.1991898210715233,20338"igarch11__ged__w1000_r5": 1.3575911069173532,20339"igarch11__normal__w1000_r5": 1.4363164822941548,20340"igarch11__skewt__w1000_r5": 1.6700654467876475,20341"igarch11__t__w1000_r5": 1.7152161807525954,20342"loghar_rv__empirical__w1000_r5": 1.0699770640638766,20343"msgarch2__normal__w1000_r5": 0.9498159275066314,20344"msgarch2__t__w1000_r5": 0.9192025102893149,20345"nagarch11__ged__w1000_r5": 0.9401227646592072,20346"nagarch11__normal__w1000_r5": 0.9351569019152863,20347"nagarch11__skewt__w1000_r5": 1.0048883495762613,20348"nagarch11__t__w1000_r5": 0.9984799041292137,20349"qgarch11__ged__w1000_r5": 0.8929230124224631,20350"qgarch11__normal__w1000_r5": 0.8992059342346393,20351"qgarch11__skewt__w1000_r5": 0.935765979628285,20352"qgarch11__t__w1000_r5": 0.9336292151335295,20353"realgarch11__normal__w1000_r5": 0.9350870486390589,20354"realgarch11__t__w1000_r5": 6095898.3611189155,20355"rm2006__normal__w1000_r5": 1.0410116717333135,20356"rm_rw__empirical__w1000_r5": 1.3651203071381304,20357"tarch11__ged__w1000_r5": 0.871392195594368,20358"tarch11__normal__w1000_r5": 0.9149531861770676,20359"tarch11__skewt__w1000_r5": 0.8963487870089549,20360"tarch11__t__w1000_r5": 0.894531662413231320361},20362"rv5ss_on|mse_sd|1": {20363"aparch11__ged__w1000_r5": 0.9485303023281263,20364"aparch11__normal__w1000_r5": 0.9587086534692987,20365"aparch11__skewt__w1000_r5": 34.221384231831635,20366"aparch11__t__w1000_r5": 0.958140275417419,20367"arch5__ged__w1000_r5": 1.0493770792526724,20368"arch5__normal__w1000_r5": 1.0660213535965581,20369"arch5__skewt__w1000_r5": 1.04848869335011,20370"arch5__t__w1000_r5": 1.0484997480760134,20371"avgarch11__ged__w1000_r5": 0.9898661543151026,20372"avgarch11__normal__w1000_r5": 1.0329403962385277,20373"avgarch11__skewt__w1000_r5": 0.965520580287755,20374"avgarch11__t__w1000_r5": 0.9658226275494527,20375"cgarch11__ged__w1000_r5": 0.9849636332668786,20376"cgarch11__normal__w1000_r5": 0.9973873583563009,20377"cgarch11__skewt__w1000_r5": 0.9734991568809395,20378"cgarch11__t__w1000_r5": 0.9743836226280143,20379"constvar__normal__w1000_r5": 1.9616859982440118,20380"egarch11__ged__w1000_r5": 1.0076904344412945,20381"egarch11__normal__w1000_r5": 1.033464617502973,20382"egarch11__skewt__w1000_r5": 0.9877131801070693,20383"egarch11__t__w1000_r5": 0.9924195890707497,20384"ewma094__normal__w1000_r5": 1.2054761131959995,20385"figarch11__ged__w1000_r5": 0.9946606676149987,20386"figarch11__normal__w1000_r5": 1.0062002553231797,20387"figarch11__skewt__w1000_r5": 0.9960837835433898,20388"figarch11__t__w1000_r5": 0.9971067866154079,20389"garch11__ged__w1000_r5": 0.9766763140325173,20390"garch11__normal__w1000_r5": 1.0,20391"garch11__skewt__w1000_r5": 0.9633126475157446,20392"garch11__t__w1000_r5": 0.9631407088215874,20393"garch12__ged__w1000_r5": 0.9945878667351473,20394"garch12__normal__w1000_r5": 1.0210524980514555,20395"garch12__skewt__w1000_r5": 0.9685669378196903,20396"garch12__t__w1000_r5": 0.9683985898690823,20397"garch21__ged__w1000_r5": 0.9709758479955902,20398"garch21__normal__w1000_r5": 0.9975225310783359,20399"garch21__skewt__w1000_r5": 0.9660672610849618,20400"garch21__t__w1000_r5": 0.9656955541329895,20401"garchm11__ged__w1000_r5": 1.002703593338192,20402"garchm11__normal__w1000_r5": 1.0190663882179551,20403"garchm11__skewt__w1000_r5": 0.9753558052739427,20404"garchm11__t__w1000_r5": 0.9756094824908403,20405"garchx_rv11__normal__w1000_r5": 0.9493477829962914,20406"garchx_rv11__t__w1000_r5": 0.9493382047520919,20407"gas_t11__t__w1000_r5": 0.9556041415065007,20408"gjr11__ged__w1000_r5": 0.9772180649622719,20409"gjr11__normal__w1000_r5": 0.9944825193765187,20410"gjr11__skewt__w1000_r5": 0.9694855797185803,20411"gjr11__t__w1000_r5": 0.9783851998127234,20412"har_rv__empirical__w1000_r5": 1.1243751246408769,20413"heavy11__normal__w1000_r5": 0.9580559538132427,20414"heavy11__t__w1000_r5": 0.9597987735664876,20415"histvar22__empirical__w1000_r5": 1.344100802053234,20416"histvar252__empirical__w1000_r5": 1.8454809604954814,20417"histvar66__empirical__w1000_r5": 1.5558452015562017,20418"igarch11__ged__w1000_r5": 1.0751326634405036,20419"igarch11__normal__w1000_r5": 1.0774754149231505,20420"igarch11__skewt__w1000_r5": 1.1167823916948598,20421"igarch11__t__w1000_r5": 1.1247057091242245,20422"loghar_rv__empirical__w1000_r5": 0.941589018334228,20423"msgarch2__normal__w1000_r5": 1.0046695707596518,20424"msgarch2__t__w1000_r5": 0.9453065419327958,20425"nagarch11__ged__w1000_r5": 0.9958293994056842,20426"nagarch11__normal__w1000_r5": 1.003142377315422,20427"nagarch11__skewt__w1000_r5": 0.9999719183465897,20428"nagarch11__t__w1000_r5": 1.002906908863347,20429"qgarch11__ged__w1000_r5": 0.9651630041695899,20430"qgarch11__normal__w1000_r5": 0.9848568949055486,20431"qgarch11__skewt__w1000_r5": 0.9582908936142583,20432"qgarch11__t__w1000_r5": 0.955144492930179,20433"realgarch11__normal__w1000_r5": 1.0505449263852749,20434"realgarch11__t__w1000_r5": 1.0434833068903173,20435"rm2006__normal__w1000_r5": 1.1082387777512814,20436"rm_rw__empirical__w1000_r5": 1.180599409550314,20437"tarch11__ged__w1000_r5": 0.9439532905274322,20438"tarch11__normal__w1000_r5": 0.9727045761346396,20439"tarch11__skewt__w1000_r5": 0.9504459580057388,20440"tarch11__t__w1000_r5": 0.945033993958038420441},20442"rv5ss_on|mse_sd|5": {20443"aparch11__ged__w1000_r5": 0.7958288926498842,20444"aparch11__normal__w1000_r5": 0.8421646574353242,20445"aparch11__skewt__w1000_r5": 16.3197488630875,20446"aparch11__t__w1000_r5": 0.7757141304472793,20447"arch5__ged__w1000_r5": 1.0255748818344765,20448"arch5__normal__w1000_r5": 1.0788182163055462,20449"arch5__skewt__w1000_r5": 0.9780499479119964,20450"arch5__t__w1000_r5": 0.9772437603029747,20451"avgarch11__ged__w1000_r5": 0.9614902140691235,20452"avgarch11__normal__w1000_r5": 1.0298228170612702,20453"avgarch11__skewt__w1000_r5": 0.8898919192608804,20454"avgarch11__t__w1000_r5": 0.8898438075773941,20455"cgarch11__ged__w1000_r5": 0.9385509887091213,20456"cgarch11__normal__w1000_r5": 0.9852059371452739,20457"cgarch11__skewt__w1000_r5": 0.8730326075530516,20458"cgarch11__t__w1000_r5": 0.8726592237289984,20459"constvar__normal__w1000_r5": 1.8219861570975333,20460"egarch11__ged__w1000_r5": 0.9037341693431235,20461"egarch11__normal__w1000_r5": 0.9496730128059702,20462"egarch11__skewt__w1000_r5": 1.1542928612378174,20463"egarch11__t__w1000_r5": 3.305348047750571,20464"ewma094__normal__w1000_r5": 1.0729703879514563,20465"figarch11__ged__w1000_r5": 0.9487383759841612,20466"figarch11__normal__w1000_r5": 0.9806531092527959,20467"figarch11__skewt__w1000_r5": 0.8970596209663628,20468"figarch11__t__w1000_r5": 0.8979530825749726,20469"garch11__ged__w1000_r5": 0.9324335817774653,20470"garch11__normal__w1000_r5": 1.0,20471"garch11__skewt__w1000_r5": 0.870433529723261,20472"garch11__t__w1000_r5": 0.8696839723364402,20473"garch12__ged__w1000_r5": 0.9350093390178348,20474"garch12__normal__w1000_r5": 1.0036099267089023,20475"garch12__skewt__w1000_r5": 0.8732288702397989,20476"garch12__t__w1000_r5": 0.8726176613440437,20477"garch21__ged__w1000_r5": 0.9249400013015754,20478"garch21__normal__w1000_r5": 1.0006875003244649,20479"garch21__skewt__w1000_r5": 0.8678338672405946,20480"garch21__t__w1000_r5": 0.8667409263705564,20481"garchm11__ged__w1000_r5": 0.90861855759708,20482"garchm11__normal__w1000_r5": 1.004795657256318,20483"garchm11__skewt__w1000_r5": 0.8525595377089226,20484"garchm11__t__w1000_r5": 0.8550583792410087,20485"garchx_rv11__normal__w1000_r5": 0.8706006864443403,20486"garchx_rv11__t__w1000_r5": 0.8647639088398799,20487"gas_t11__t__w1000_r5": 0.8518385117324421,20488"gjr11__ged__w1000_r5": 0.8195907008474613,20489"gjr11__normal__w1000_r5": 0.8824414620494067,20490"gjr11__skewt__w1000_r5": 0.794801564022556,20491"gjr11__t__w1000_r5": 0.7965183217325206,20492"har_rv__empirical__w1000_r5": 1.387430063124841,20493"heavy11__normal__w1000_r5": 0.8732484707350233,20494"heavy11__t__w1000_r5": 0.8694586767654042,20495"histvar22__empirical__w1000_r5": 1.2504790672306658,20496"histvar252__empirical__w1000_r5": 1.6859995459958852,20497"histvar66__empirical__w1000_r5": 1.4049082063023905,20498"igarch11__ged__w1000_r5": 0.9551300207780217,20499"igarch11__normal__w1000_r5": 0.9728728351095028,20500"igarch11__skewt__w1000_r5": 1.020231937642323,20501"igarch11__t__w1000_r5": 1.0368447612578056,20502"loghar_rv__empirical__w1000_r5": 0.9575589842877922,20503"msgarch2__normal__w1000_r5": 0.9356811107006217,20504"msgarch2__t__w1000_r5": 0.8535311132594572,20505"nagarch11__ged__w1000_r5": 0.8310431267145069,20506"nagarch11__normal__w1000_r5": 0.8475996832713787,20507"nagarch11__skewt__w1000_r5": 0.8282484803853037,20508"nagarch11__t__w1000_r5": 0.8294023948612491,20509"qgarch11__ged__w1000_r5": 0.8369120775784371,20510"qgarch11__normal__w1000_r5": 0.8623246390798398,20511"qgarch11__skewt__w1000_r5": 0.816585115095859,20512"qgarch11__t__w1000_r5": 0.8144212025958545,20513"realgarch11__normal__w1000_r5": 1.0387495859019715,20514"realgarch11__t__w1000_r5": 16253049.551726721,20515"rm2006__normal__w1000_r5": 0.9518514792593925,20516"rm_rw__empirical__w1000_r5": 1.2050967354229467,20517"tarch11__ged__w1000_r5": 0.8078559608532436,20518"tarch11__normal__w1000_r5": 0.8566760147226081,20519"tarch11__skewt__w1000_r5": 0.7846808222446698,20520"tarch11__t__w1000_r5": 0.781707495786196620521},20522"rv5ss_on|mse_sd|22": {20523"aparch11__ged__w1000_r5": 0.79918708990095,20524"aparch11__normal__w1000_r5": 0.8545418450934144,20525"aparch11__skewt__w1000_r5": 3.8393534006544217,20526"aparch11__t__w1000_r5": 0.7718212055453191,20527"arch5__ged__w1000_r5": 1.0326045372966368,20528"arch5__normal__w1000_r5": 1.0592864291454624,20529"arch5__skewt__w1000_r5": 0.9967864354796566,20530"arch5__t__w1000_r5": 0.9941498633468852,20531"avgarch11__ged__w1000_r5": 0.9406874460649708,20532"avgarch11__normal__w1000_r5": 0.9820632194283437,20533"avgarch11__skewt__w1000_r5": 0.881933574892143,20534"avgarch11__t__w1000_r5": 0.8817121618874272,20535"cgarch11__ged__w1000_r5": 0.950535193518523,20536"cgarch11__normal__w1000_r5": 0.9782422277996713,20537"cgarch11__skewt__w1000_r5": 0.8935816132917996,20538"cgarch11__t__w1000_r5": 0.89253452567332,20539"constvar__normal__w1000_r5": 1.3027937264134357,20540"egarch11__ged__w1000_r5": 0.8622556661495173,20541"egarch11__normal__w1000_r5": 0.8930828462585979,20542"egarch11__skewt__w1000_r5": 4527.919881753777,20543"egarch11__t__w1000_r5": 8350.21420349438,20544"ewma094__normal__w1000_r5": 1.0355168357083488,20545"figarch11__ged__w1000_r5": 0.9003717474826252,20546"figarch11__normal__w1000_r5": 0.9131843172863101,20547"figarch11__skewt__w1000_r5": 0.9310384753561629,20548"figarch11__t__w1000_r5": 0.9259904804985097,20549"garch11__ged__w1000_r5": 0.9526525613993319,20550"garch11__normal__w1000_r5": 1.0,20551"garch11__skewt__w1000_r5": 0.8917510654169062,20552"garch11__t__w1000_r5": 0.8902462605767706,20553"garch12__ged__w1000_r5": 0.9456809382406605,20554"garch12__normal__w1000_r5": 0.9953524767202954,20555"garch12__skewt__w1000_r5": 0.893770153299448,20556"garch12__t__w1000_r5": 0.8923544627536603,20557"garch21__ged__w1000_r5": 0.951255937610398,20558"garch21__normal__w1000_r5": 1.0006006491691481,20559"garch21__skewt__w1000_r5": 0.8960042229302292,20560"garch21__t__w1000_r5": 0.8942506223600094,20561"garchm11__ged__w1000_r5": 0.9280844656489244,20562"garchm11__normal__w1000_r5": 0.9977910934648574,20563"garchm11__skewt__w1000_r5": 0.8721860373096533,20564"garchm11__t__w1000_r5": 0.8730240546236911,20565"garchx_rv11__normal__w1000_r5": 0.9877879737054094,20566"garchx_rv11__t__w1000_r5": 0.9926394761166568,20567"gas_t11__t__w1000_r5": 0.8671741925845802,20568"gjr11__ged__w1000_r5": 0.835049220371036,20569"gjr11__normal__w1000_r5": 0.8990683098163728,20570"gjr11__skewt__w1000_r5": 0.8083515155711335,20571"gjr11__t__w1000_r5": 0.8090181889682578,20572"har_rv__empirical__w1000_r5": 1.0294787612426544,20573"heavy11__normal__w1000_r5": 0.9905555637246397,20574"heavy11__t__w1000_r5": 0.9958836053942918,20575"histvar22__empirical__w1000_r5": 1.1853122430908611,20576"histvar252__empirical__w1000_r5": 1.2597930725175859,20577"histvar66__empirical__w1000_r5": 1.1823405984235422,20578"igarch11__ged__w1000_r5": 1.131798877301872,20579"igarch11__normal__w1000_r5": 1.2313809726694531,20580"igarch11__skewt__w1000_r5": 1.3713615247874538,20581"igarch11__t__w1000_r5": 1.427782142285527,20582"loghar_rv__empirical__w1000_r5": 0.999920193127707,20583"msgarch2__normal__w1000_r5": 0.91636820707666,20584"msgarch2__t__w1000_r5": 0.8500876446473871,20585"nagarch11__ged__w1000_r5": 0.8032178656575839,20586"nagarch11__normal__w1000_r5": 0.8100142895561141,20587"nagarch11__skewt__w1000_r5": 0.8251607543238134,20588"nagarch11__t__w1000_r5": 0.8199558664502161,20589"qgarch11__ged__w1000_r5": 0.8169722998809645,20590"qgarch11__normal__w1000_r5": 0.8318726707521636,20591"qgarch11__skewt__w1000_r5": 0.8031146625562832,20592"qgarch11__t__w1000_r5": 0.8012461209707934,20593"realgarch11__normal__w1000_r5": 0.9677254373554262,20594"realgarch11__t__w1000_r5": 17703775.739028193,20595"rm2006__normal__w1000_r5": 0.9150576690027966,20596"rm_rw__empirical__w1000_r5": 1.3845072404006207,20597"tarch11__ged__w1000_r5": 0.8023690810245268,20598"tarch11__normal__w1000_r5": 0.8352114093477451,20599"tarch11__skewt__w1000_r5": 0.769803515783209,20600"tarch11__t__w1000_r5": 0.771505107893167420601},20602"rv5_on|qlike|1": {20603"aparch11__ged__w1000_r5": 1.0084510608829858,20604"aparch11__normal__w1000_r5": 0.9960426032925868,20605"aparch11__skewt__w1000_r5": 1.0477078032322922,20606"aparch11__t__w1000_r5": 1.0063905251562228,20607"arch5__ged__w1000_r5": 1.0371250790574604,20608"arch5__normal__w1000_r5": 1.0442586542423724,20609"arch5__skewt__w1000_r5": 1.0252361771027336,20610"arch5__t__w1000_r5": 1.0250960330242647,20611"avgarch11__ged__w1000_r5": 0.9873725479046866,20612"avgarch11__normal__w1000_r5": 1.0111106824403193,20613"avgarch11__skewt__w1000_r5": 0.9755662524836832,20614"avgarch11__t__w1000_r5": 0.9763551721220227,20615"cgarch11__ged__w1000_r5": 0.9876246967941241,20616"cgarch11__normal__w1000_r5": 0.9960507169859821,20617"cgarch11__skewt__w1000_r5": 0.9703777988406301,20618"cgarch11__t__w1000_r5": 0.9709900227865244,20619"constvar__normal__w1000_r5": 2.203848460313469,20620"egarch11__ged__w1000_r5": 0.994551163522573,20621"egarch11__normal__w1000_r5": 1.0053401870332603,20622"egarch11__skewt__w1000_r5": 0.9777682687497171,20623"egarch11__t__w1000_r5": 0.984560460202182,20624"ewma094__normal__w1000_r5": 1.1173713496072726,20625"figarch11__ged__w1000_r5": 0.9691767513681905,20626"figarch11__normal__w1000_r5": 0.9734244526044462,20627"figarch11__skewt__w1000_r5": 0.9672467132747588,20628"figarch11__t__w1000_r5": 0.9669896161296363,20629"garch11__ged__w1000_r5": 0.9883218628171022,20630"garch11__normal__w1000_r5": 1.0,20631"garch11__skewt__w1000_r5": 0.9708472946210518,20632"garch11__t__w1000_r5": 0.9709459615934481,20633"garch12__ged__w1000_r5": 1.0006574617426098,20634"garch12__normal__w1000_r5": 1.015520595141503,20635"garch12__skewt__w1000_r5": 0.9752686666407439,20636"garch12__t__w1000_r5": 0.9754823207503134,20637"garch21__ged__w1000_r5": 0.9852636099682567,20638"garch21__normal__w1000_r5": 1.0086325827669245,20639"garch21__skewt__w1000_r5": 0.970028113027328,20640"garch21__t__w1000_r5": 0.9700536316651208,20641"garchm11__ged__w1000_r5": 1.003651511088345,20642"garchm11__normal__w1000_r5": 1.01438724217266,20643"garchm11__skewt__w1000_r5": 0.974551669751563,20644"garchm11__t__w1000_r5": 0.9749969040951785,20645"garchx_rv11__normal__w1000_r5": 0.89795796386921,20646"garchx_rv11__t__w1000_r5": 0.8808077768808705,20647"gas_t11__t__w1000_r5": 0.9853579325698782,20648"gjr11__ged__w1000_r5": 1.001690978789509,20649"gjr11__normal__w1000_r5": 1.0108225886933129,20650"gjr11__skewt__w1000_r5": 0.9808947340840399,20651"gjr11__t__w1000_r5": 0.9846286169117581,20652"har_rv__empirical__w1000_r5": 21601996.688905712,20653"heavy11__normal__w1000_r5": 0.9033614774501152,20654"heavy11__t__w1000_r5": 0.8858985806220313,20655"histvar22__empirical__w1000_r5": 1.3393929003057699,20656"histvar252__empirical__w1000_r5": 1.691198123028343,20657"histvar66__empirical__w1000_r5": 1.3794096208239754,20658"igarch11__ged__w1000_r5": 1.032991562839438,20659"igarch11__normal__w1000_r5": 1.040846581191951,20660"igarch11__skewt__w1000_r5": 1.0454562371602487,20661"igarch11__t__w1000_r5": 1.0496706810117258,20662"loghar_rv__empirical__w1000_r5": 0.8694839336664283,20663"msgarch2__normal__w1000_r5": 0.9937566758701614,20664"msgarch2__t__w1000_r5": 0.981486604740697,20665"nagarch11__ged__w1000_r5": 1.0044332786036891,20666"nagarch11__normal__w1000_r5": 1.0055328153015919,20667"nagarch11__skewt__w1000_r5": 0.9855412693219502,20668"nagarch11__t__w1000_r5": 0.9908745645758635,20669"qgarch11__ged__w1000_r5": 0.9855731617488876,20670"qgarch11__normal__w1000_r5": 0.9987106784536468,20671"qgarch11__skewt__w1000_r5": 0.9666145990061994,20672"qgarch11__t__w1000_r5": 0.9659742207750734,20673"realgarch11__normal__w1000_r5": 0.9262717376143779,20674"realgarch11__t__w1000_r5": 0.9174358637346952,20675"rm2006__normal__w1000_r5": 1.0126671893437098,20676"rm_rw__empirical__w1000_r5": 1.2859956710568818,20677"tarch11__ged__w1000_r5": 0.9837102495456382,20678"tarch11__normal__w1000_r5": 0.9909744205815408,20679"tarch11__skewt__w1000_r5": 0.9715744022925122,20680"tarch11__t__w1000_r5": 0.974086167166652920681},20682"rv5_on|qlike|5": {20683"aparch11__ged__w1000_r5": 0.8781400120986399,20684"aparch11__normal__w1000_r5": 0.8796622240156844,20685"aparch11__skewt__w1000_r5": 0.9180705084189366,20686"aparch11__t__w1000_r5": 0.8588579130246871,20687"arch5__ged__w1000_r5": 1.0255503282339853,20688"arch5__normal__w1000_r5": 1.0728793710255844,20689"arch5__skewt__w1000_r5": 0.9683992726594252,20690"arch5__t__w1000_r5": 0.9683420800005096,20691"avgarch11__ged__w1000_r5": 0.9558952681774879,20692"avgarch11__normal__w1000_r5": 1.0025172383655443,20693"avgarch11__skewt__w1000_r5": 0.8983064487710404,20694"avgarch11__t__w1000_r5": 0.8978339448579249,20695"cgarch11__ged__w1000_r5": 0.948213976293046,20696"cgarch11__normal__w1000_r5": 0.9883800456394781,20697"cgarch11__skewt__w1000_r5": 0.8865226566078382,20698"cgarch11__t__w1000_r5": 0.8855664058582544,20699"constvar__normal__w1000_r5": 2.368733135938839,20700"egarch11__ged__w1000_r5": 0.8903598932719543,20701"egarch11__normal__w1000_r5": 0.9160354250632403,20702"egarch11__skewt__w1000_r5": 0.8636988854051287,20703"egarch11__t__w1000_r5": 0.8816074672363698,20704"ewma094__normal__w1000_r5": 1.1212937535649616,20705"figarch11__ged__w1000_r5": 0.9499300318893215,20706"figarch11__normal__w1000_r5": 0.9828240993781823,20707"figarch11__skewt__w1000_r5": 0.8978476875499034,20708"figarch11__t__w1000_r5": 0.8977742272034708,20709"garch11__ged__w1000_r5": 0.9507275275100674,20710"garch11__normal__w1000_r5": 1.0,20711"garch11__skewt__w1000_r5": 0.8957460783891165,20712"garch11__t__w1000_r5": 0.8948534058280465,20713"garch12__ged__w1000_r5": 0.947376498082744,20714"garch12__normal__w1000_r5": 0.9992883345688516,20715"garch12__skewt__w1000_r5": 0.8992614460041213,20716"garch12__t__w1000_r5": 0.8985200793105639,20717"garch21__ged__w1000_r5": 0.9464206080735358,20718"garch21__normal__w1000_r5": 1.0051443847014738,20719"garch21__skewt__w1000_r5": 0.8938123870299175,20720"garch21__t__w1000_r5": 0.8926035467038044,20721"garchm11__ged__w1000_r5": 0.9342461084894451,20722"garchm11__normal__w1000_r5": 0.999218163466698,20723"garchm11__skewt__w1000_r5": 0.8879101596834473,20724"garchm11__t__w1000_r5": 0.8888439548280149,20725"garchx_rv11__normal__w1000_r5": 0.8529098085937229,20726"garchx_rv11__t__w1000_r5": 0.8215437824043298,20727"gas_t11__t__w1000_r5": 0.8875894086343127,20728"gjr11__ged__w1000_r5": 0.8804158477218866,20729"gjr11__normal__w1000_r5": 0.9168098011308864,20730"gjr11__skewt__w1000_r5": 0.8531242876333708,20731"gjr11__t__w1000_r5": 0.8496642800980801,20732"har_rv__empirical__w1000_r5": 7135619.987662767,20733"heavy11__normal__w1000_r5": 0.8544465449146376,20734"heavy11__t__w1000_r5": 0.8250451502678694,20735"histvar22__empirical__w1000_r5": 1.446014156698053,20736"histvar252__empirical__w1000_r5": 1.7665894446933768,20737"histvar66__empirical__w1000_r5": 1.4269859844380843,20738"igarch11__ged__w1000_r5": 0.9497162878992821,20739"igarch11__normal__w1000_r5": 0.966620221044618,20740"igarch11__skewt__w1000_r5": 0.9855261768828999,20741"igarch11__t__w1000_r5": 0.996706943255347,20742"loghar_rv__empirical__w1000_r5": 0.8726125327813569,20743"msgarch2__normal__w1000_r5": 0.94722667325531,20744"msgarch2__t__w1000_r5": 0.9100226420702977,20745"nagarch11__ged__w1000_r5": 0.8760120746526739,20746"nagarch11__normal__w1000_r5": 0.8824497565752389,20747"nagarch11__skewt__w1000_r5": 0.8517240446468602,20748"nagarch11__t__w1000_r5": 0.8562583648591199,20749"qgarch11__ged__w1000_r5": 0.8780919479448858,20750"qgarch11__normal__w1000_r5": 0.8971927493635842,20751"qgarch11__skewt__w1000_r5": 0.8465357066231638,20752"qgarch11__t__w1000_r5": 0.8455946249975498,20753"realgarch11__normal__w1000_r5": 0.9630487534067275,20754"realgarch11__t__w1000_r5": 2.5178540456915957,20755"rm2006__normal__w1000_r5": 0.9610500675034971,20756"rm_rw__empirical__w1000_r5": 1.5919345280992456,20757"tarch11__ged__w1000_r5": 0.8613405294077332,20758"tarch11__normal__w1000_r5": 0.8707002969224255,20759"tarch11__skewt__w1000_r5": 0.832687423568436,20760"tarch11__t__w1000_r5": 0.835486430700881520761},20762"rv5_on|qlike|22": {20763"aparch11__ged__w1000_r5": 0.7644683353651803,20764"aparch11__normal__w1000_r5": 0.8029815300176908,20765"aparch11__skewt__w1000_r5": 0.7355217614509232,20766"aparch11__t__w1000_r5": 0.6899980096806566,20767"arch5__ged__w1000_r5": 1.030428620462153,20768"arch5__normal__w1000_r5": 1.069794111978858,20769"arch5__skewt__w1000_r5": 0.9003145980532431,20770"arch5__t__w1000_r5": 0.898825697105692,20771"avgarch11__ged__w1000_r5": 0.9514754215311998,20772"avgarch11__normal__w1000_r5": 0.9627224596133245,20773"avgarch11__skewt__w1000_r5": 0.8295234454659953,20774"avgarch11__t__w1000_r5": 0.8286361043120867,20775"cgarch11__ged__w1000_r5": 0.9412391742599647,20776"cgarch11__normal__w1000_r5": 0.9856534879601634,20777"cgarch11__skewt__w1000_r5": 0.7712586774119201,20778"cgarch11__t__w1000_r5": 0.7715609084919566,20779"constvar__normal__w1000_r5": 1.3933265044170826,20780"egarch11__ged__w1000_r5": 0.7994204640213189,20781"egarch11__normal__w1000_r5": 0.817259820801615,20782"egarch11__skewt__w1000_r5": 0.776178502445116,20783"egarch11__t__w1000_r5": 0.7855756721912743,20784"ewma094__normal__w1000_r5": 1.0295360675493046,20785"figarch11__ged__w1000_r5": 0.9175705493834311,20786"figarch11__normal__w1000_r5": 0.9436710262249067,20787"figarch11__skewt__w1000_r5": 0.7867947780321485,20788"figarch11__t__w1000_r5": 0.7785917906935432,20789"garch11__ged__w1000_r5": 0.9449630611472092,20790"garch11__normal__w1000_r5": 1.0,20791"garch11__skewt__w1000_r5": 0.8040440582503161,20792"garch11__t__w1000_r5": 0.8031226785438709,20793"garch12__ged__w1000_r5": 0.9361412994251445,20794"garch12__normal__w1000_r5": 0.9906765378332177,20795"garch12__skewt__w1000_r5": 0.8075861812527237,20796"garch12__t__w1000_r5": 0.8067892809237195,20797"garch21__ged__w1000_r5": 0.9486677518522941,20798"garch21__normal__w1000_r5": 1.0079404582153701,20799"garch21__skewt__w1000_r5": 0.8100991073219036,20800"garch21__t__w1000_r5": 0.8087637440216083,20801"garchm11__ged__w1000_r5": 0.915257009281421,20802"garchm11__normal__w1000_r5": 0.9923964004070475,20803"garchm11__skewt__w1000_r5": 0.7780367281586523,20804"garchm11__t__w1000_r5": 0.7855504568474722,20805"garchx_rv11__normal__w1000_r5": 0.8924713696309592,20806"garchx_rv11__t__w1000_r5": 0.8534647592912006,20807"gas_t11__t__w1000_r5": 0.836708619766677,20808"gjr11__ged__w1000_r5": 0.7820486027241126,20809"gjr11__normal__w1000_r5": 0.8645097441506082,20810"gjr11__skewt__w1000_r5": 0.6954228293638465,20811"gjr11__t__w1000_r5": 0.6864351937462405,20812"har_rv__empirical__w1000_r5": 1.172507086237422,20813"heavy11__normal__w1000_r5": 0.8951141915511266,20814"heavy11__t__w1000_r5": 0.8587353581240619,20815"histvar22__empirical__w1000_r5": 1.1908151712102593,20816"histvar252__empirical__w1000_r5": 1.225660720095042,20817"histvar66__empirical__w1000_r5": 1.32609939887918,20818"igarch11__ged__w1000_r5": 0.7327373824735582,20819"igarch11__normal__w1000_r5": 0.8699749745561726,20820"igarch11__skewt__w1000_r5": 0.792479430606581,20821"igarch11__t__w1000_r5": 0.8153488688999909,20822"loghar_rv__empirical__w1000_r5": 0.8969012662348511,20823"msgarch2__normal__w1000_r5": 0.8922727020564638,20824"msgarch2__t__w1000_r5": 0.8458031402791342,20825"nagarch11__ged__w1000_r5": 0.7393479990409985,20826"nagarch11__normal__w1000_r5": 0.7512847144050265,20827"nagarch11__skewt__w1000_r5": 0.6963102102451614,20828"nagarch11__t__w1000_r5": 0.6919712716526358,20829"qgarch11__ged__w1000_r5": 0.7850490555211355,20830"qgarch11__normal__w1000_r5": 0.8003269084589066,20831"qgarch11__skewt__w1000_r5": 0.7220116364042585,20832"qgarch11__t__w1000_r5": 0.7179915867663108,20833"realgarch11__normal__w1000_r5": 0.9942121341996074,20834"realgarch11__t__w1000_r5": 4.7232467880351665,20835"rm2006__normal__w1000_r5": 0.9025583330870726,20836"rm_rw__empirical__w1000_r5": 1.6961407711248533,20837"tarch11__ged__w1000_r5": 0.7607670933295645,20838"tarch11__normal__w1000_r5": 0.7623901111731967,20839"tarch11__skewt__w1000_r5": 0.6920578668979028,20840"tarch11__t__w1000_r5": 0.6930429655654920841},20842"rv1_on|qlike|1": {20843"aparch11__ged__w1000_r5": 1.0174979951506566,20844"aparch11__normal__w1000_r5": 1.0020146639584573,20845"aparch11__skewt__w1000_r5": 1.0602996212428393,20846"aparch11__t__w1000_r5": 1.013603482602201,20847"arch5__ged__w1000_r5": 1.0427638476943504,20848"arch5__normal__w1000_r5": 1.051120688623149,20849"arch5__skewt__w1000_r5": 1.0257208316682744,20850"arch5__t__w1000_r5": 1.0254969094242954,20851"avgarch11__ged__w1000_r5": 0.9887854570459155,20852"avgarch11__normal__w1000_r5": 1.0147151921716,20853"avgarch11__skewt__w1000_r5": 0.9724420739067954,20854"avgarch11__t__w1000_r5": 0.9732888729663189,20855"cgarch11__ged__w1000_r5": 0.9861477367706016,20856"cgarch11__normal__w1000_r5": 0.9943264802108225,20857"cgarch11__skewt__w1000_r5": 0.9645732236329203,20858"cgarch11__t__w1000_r5": 0.9650900451792521,20859"constvar__normal__w1000_r5": 2.329955879452862,20860"egarch11__ged__w1000_r5": 1.001492506981831,20861"egarch11__normal__w1000_r5": 1.0116828747366595,20862"egarch11__skewt__w1000_r5": 0.9814965506287711,20863"egarch11__t__w1000_r5": 0.988749680831941,20864"ewma094__normal__w1000_r5": 1.1391155148209284,20865"figarch11__ged__w1000_r5": 0.9678306935548058,20866"figarch11__normal__w1000_r5": 0.9724830651753892,20867"figarch11__skewt__w1000_r5": 0.9601223435901207,20868"figarch11__t__w1000_r5": 0.9594278546836892,20869"garch11__ged__w1000_r5": 0.9873880635353877,20870"garch11__normal__w1000_r5": 1.0,20871"garch11__skewt__w1000_r5": 0.9651203538585266,20872"garch11__t__w1000_r5": 0.9651881506782138,20873"garch12__ged__w1000_r5": 1.0006905970268418,20874"garch12__normal__w1000_r5": 1.015867249111749,20875"garch12__skewt__w1000_r5": 0.968975668592755,20876"garch12__t__w1000_r5": 0.9690811049080565,20877"garch21__ged__w1000_r5": 0.9847239859548491,20878"garch21__normal__w1000_r5": 1.0085861324281795,20879"garch21__skewt__w1000_r5": 0.964211701010192,20880"garch21__t__w1000_r5": 0.9641606573306568,20881"garchm11__ged__w1000_r5": 1.00285666743714,20882"garchm11__normal__w1000_r5": 1.0145036019115745,20883"garchm11__skewt__w1000_r5": 0.967734431065745,20884"garchm11__t__w1000_r5": 0.9684292155900708,20885"garchx_rv11__normal__w1000_r5": 0.8846426685858693,20886"garchx_rv11__t__w1000_r5": 0.8635571958793428,20887"gas_t11__t__w1000_r5": 0.9838030651337742,20888"gjr11__ged__w1000_r5": 1.0060404957187319,20889"gjr11__normal__w1000_r5": 1.0143128667097843,20890"gjr11__skewt__w1000_r5": 0.9824917659039795,20891"gjr11__t__w1000_r5": 0.9857681829301013,20892"har_rv__empirical__w1000_r5": 21683857.217036825,20893"heavy11__normal__w1000_r5": 0.8897172915744291,20894"heavy11__t__w1000_r5": 0.8688485956613791,20895"histvar22__empirical__w1000_r5": 1.4040335361582736,20896"histvar252__empirical__w1000_r5": 1.766241937418595,20897"histvar66__empirical__w1000_r5": 1.436406650196454,20898"igarch11__ged__w1000_r5": 1.0299854839119216,20899"igarch11__normal__w1000_r5": 1.0383747335303446,20900"igarch11__skewt__w1000_r5": 1.0362665791466652,20901"igarch11__t__w1000_r5": 1.0405242511294124,20902"loghar_rv__empirical__w1000_r5": 0.8505076392570586,20903"msgarch2__normal__w1000_r5": 0.9917723319117632,20904"msgarch2__t__w1000_r5": 0.9874918607646167,20905"nagarch11__ged__w1000_r5": 1.007166156375601,20906"nagarch11__normal__w1000_r5": 1.005804980405664,20907"nagarch11__skewt__w1000_r5": 0.9864549235296588,20908"nagarch11__t__w1000_r5": 0.9907590569468225,20909"qgarch11__ged__w1000_r5": 0.9887586622412763,20910"qgarch11__normal__w1000_r5": 1.0027216091036846,20911"qgarch11__skewt__w1000_r5": 0.9650309709754452,20912"qgarch11__t__w1000_r5": 0.9647595208300813,20913"realgarch11__normal__w1000_r5": 0.9164177113673978,20914"realgarch11__t__w1000_r5": 0.905760183150055,20915"rm2006__normal__w1000_r5": 1.0150982957859893,20916"rm_rw__empirical__w1000_r5": 1.3378250155418936,20917"tarch11__ged__w1000_r5": 0.9892394506687452,20918"tarch11__normal__w1000_r5": 0.9939952384736628,20919"tarch11__skewt__w1000_r5": 0.9732438165580688,20920"tarch11__t__w1000_r5": 0.97701520997456920921},20922"rv1_on|qlike|5": {20923"aparch11__ged__w1000_r5": 0.8833540133246258,20924"aparch11__normal__w1000_r5": 0.8819853861403036,20925"aparch11__skewt__w1000_r5": 0.9219066680215388,20926"aparch11__t__w1000_r5": 0.8601080106450609,20927"arch5__ged__w1000_r5": 1.025171404964494,20928"arch5__normal__w1000_r5": 1.0731845619882063,20929"arch5__skewt__w1000_r5": 0.960314079997037,20930"arch5__t__w1000_r5": 0.960162616733112,20931"avgarch11__ged__w1000_r5": 0.9588657561378391,20932"avgarch11__normal__w1000_r5": 1.0043951990639957,20933"avgarch11__skewt__w1000_r5": 0.8945157369788828,20934"avgarch11__t__w1000_r5": 0.8936997974386475,20935"cgarch11__ged__w1000_r5": 0.9459399965105987,20936"cgarch11__normal__w1000_r5": 0.9855622116959277,20937"cgarch11__skewt__w1000_r5": 0.8776512468503349,20938"cgarch11__t__w1000_r5": 0.8764842855722595,20939"constvar__normal__w1000_r5": 2.4305697414648773,20940"egarch11__ged__w1000_r5": 0.8965541030376956,20941"egarch11__normal__w1000_r5": 0.9207544912958892,20942"egarch11__skewt__w1000_r5": 0.8643978292177453,20943"egarch11__t__w1000_r5": 0.8833755425280447,20944"ewma094__normal__w1000_r5": 1.1424144472668958,20945"figarch11__ged__w1000_r5": 0.9486184233184505,20946"figarch11__normal__w1000_r5": 0.9820150936916278,20947"figarch11__skewt__w1000_r5": 0.8863457907203197,20948"figarch11__t__w1000_r5": 0.8857760084279951,20949"garch11__ged__w1000_r5": 0.9496598282277656,20950"garch11__normal__w1000_r5": 1.0,20951"garch11__skewt__w1000_r5": 0.888014246876387,20952"garch11__t__w1000_r5": 0.8868678998543934,20953"garch12__ged__w1000_r5": 0.9453414761611929,20954"garch12__normal__w1000_r5": 0.9974447217932407,20955"garch12__skewt__w1000_r5": 0.8903495902763736,20956"garch12__t__w1000_r5": 0.889305384485866,20957"garch21__ged__w1000_r5": 0.9462154696807504,20958"garch21__normal__w1000_r5": 1.0065514936567201,20959"garch21__skewt__w1000_r5": 0.8860928071058238,20960"garch21__t__w1000_r5": 0.8846237527599524,20961"garchm11__ged__w1000_r5": 0.9308402858982077,20962"garchm11__normal__w1000_r5": 0.997775100416724,20963"garchm11__skewt__w1000_r5": 0.8786018085788144,20964"garchm11__t__w1000_r5": 0.879726641706742,20965"garchx_rv11__normal__w1000_r5": 0.8380141035909129,20966"garchx_rv11__t__w1000_r5": 0.8028139671502048,20967"gas_t11__t__w1000_r5": 0.8843615114490015,20968"gjr11__ged__w1000_r5": 0.8809252133475698,20969"gjr11__normal__w1000_r5": 0.917416437693828,20970"gjr11__skewt__w1000_r5": 0.8501511607937258,20971"gjr11__t__w1000_r5": 0.845815960485487,20972"har_rv__empirical__w1000_r5": 7675820.310272664,20973"heavy11__normal__w1000_r5": 0.8394603587374981,20974"heavy11__t__w1000_r5": 0.80641225003413,20975"histvar22__empirical__w1000_r5": 1.500971852950947,20976"histvar252__empirical__w1000_r5": 1.8052619881818204,20977"histvar66__empirical__w1000_r5": 1.4699097392058584,20978"igarch11__ged__w1000_r5": 0.9381017790813909,20979"igarch11__normal__w1000_r5": 0.9543644782895523,20980"igarch11__skewt__w1000_r5": 0.9649007135635143,20981"igarch11__t__w1000_r5": 0.975960065018778,20982"loghar_rv__empirical__w1000_r5": 0.8657202786704659,20983"msgarch2__normal__w1000_r5": 0.9421021824106374,20984"msgarch2__t__w1000_r5": 0.9135253541490689,20985"nagarch11__ged__w1000_r5": 0.8737093325725661,20986"nagarch11__normal__w1000_r5": 0.8771120817375854,20987"nagarch11__skewt__w1000_r5": 0.8472384697353106,20988"nagarch11__t__w1000_r5": 0.8506173556500142,20989"qgarch11__ged__w1000_r5": 0.8758522258930133,20990"qgarch11__normal__w1000_r5": 0.8945407708709814,20991"qgarch11__skewt__w1000_r5": 0.839508127420857,20992"qgarch11__t__w1000_r5": 0.8389186500297052,20993"realgarch11__normal__w1000_r5": 0.9649800029571892,20994"realgarch11__t__w1000_r5": 2.5728923048197356,20995"rm2006__normal__w1000_r5": 0.963859028077165,20996"rm_rw__empirical__w1000_r5": 1.6630455428923978,20997"tarch11__ged__w1000_r5": 0.864024912851791,20998"tarch11__normal__w1000_r5": 0.869702562932747,20999"tarch11__skewt__w1000_r5": 0.8301951851643191,21000"tarch11__t__w1000_r5": 0.834088027649703821001},21002"rv1_on|qlike|22": {21003"aparch11__ged__w1000_r5": 0.7664915213512935,21004"aparch11__normal__w1000_r5": 0.8014376670460065,21005"aparch11__skewt__w1000_r5": 0.7345512935367478,21006"aparch11__t__w1000_r5": 0.6883810114848853,21007"arch5__ged__w1000_r5": 1.0288264592421617,21008"arch5__normal__w1000_r5": 1.0679474800697148,21009"arch5__skewt__w1000_r5": 0.8923201503920599,21010"arch5__t__w1000_r5": 0.8908002301847304,21011"avgarch11__ged__w1000_r5": 0.9533511061749248,21012"avgarch11__normal__w1000_r5": 0.9597002793493035,21013"avgarch11__skewt__w1000_r5": 0.8269167122201806,21014"avgarch11__t__w1000_r5": 0.8258051701700269,21015"cgarch11__ged__w1000_r5": 0.9427714714060903,21016"cgarch11__normal__w1000_r5": 0.9862220056306302,21017"cgarch11__skewt__w1000_r5": 0.7672992859683756,21018"cgarch11__t__w1000_r5": 0.7675598940558054,21019"constvar__normal__w1000_r5": 1.394389846190031,21020"egarch11__ged__w1000_r5": 0.8033898807592624,21021"egarch11__normal__w1000_r5": 0.8172129058695999,21022"egarch11__skewt__w1000_r5": 0.775608023279442,21023"egarch11__t__w1000_r5": 0.784630255494862,21024"ewma094__normal__w1000_r5": 1.0506783558786066,21025"figarch11__ged__w1000_r5": 0.9188810128285968,21026"figarch11__normal__w1000_r5": 0.944280421451814,21027"figarch11__skewt__w1000_r5": 0.7795781684901152,21028"figarch11__t__w1000_r5": 0.7713414614938436,21029"garch11__ged__w1000_r5": 0.9452371241467135,21030"garch11__normal__w1000_r5": 1.0,21031"garch11__skewt__w1000_r5": 0.7984906050210892,21032"garch11__t__w1000_r5": 0.7974188503302277,21033"garch12__ged__w1000_r5": 0.9360714856577764,21034"garch12__normal__w1000_r5": 0.9901542023120011,21035"garch12__skewt__w1000_r5": 0.8020460541359925,21036"garch12__t__w1000_r5": 0.8011079877095426,21037"garch21__ged__w1000_r5": 0.9492879219490412,21038"garch21__normal__w1000_r5": 1.008288002924251,21039"garch21__skewt__w1000_r5": 0.8046834140245193,21040"garch21__t__w1000_r5": 0.8032029559547847,21041"garchm11__ged__w1000_r5": 0.9147433750872401,21042"garchm11__normal__w1000_r5": 0.9919110419094745,21043"garchm11__skewt__w1000_r5": 0.7713984694859549,21044"garchm11__t__w1000_r5": 0.7791981405747133,21045"garchx_rv11__normal__w1000_r5": 0.8801690225698525,21046"garchx_rv11__t__w1000_r5": 0.838672814166051,21047"gas_t11__t__w1000_r5": 0.8361321443103343,21048"gjr11__ged__w1000_r5": 0.7822115736193284,21049"gjr11__normal__w1000_r5": 0.8648094813236046,21050"gjr11__skewt__w1000_r5": 0.6916683540584941,21051"gjr11__t__w1000_r5": 0.6822901760446759,21052"har_rv__empirical__w1000_r5": 1.175939262840402,21053"heavy11__normal__w1000_r5": 0.882729372683385,21054"heavy11__t__w1000_r5": 0.8439620904561229,21055"histvar22__empirical__w1000_r5": 1.2288683109405527,21056"histvar252__empirical__w1000_r5": 1.228774795772982,21057"histvar66__empirical__w1000_r5": 1.348732318048143,21058"igarch11__ged__w1000_r5": 0.7192814722068106,21059"igarch11__normal__w1000_r5": 0.8563344132659446,21060"igarch11__skewt__w1000_r5": 0.7701096130570524,21061"igarch11__t__w1000_r5": 0.7926723641471867,21062"loghar_rv__empirical__w1000_r5": 0.8956176260590651,21063"msgarch2__normal__w1000_r5": 0.8906691663826605,21064"msgarch2__t__w1000_r5": 0.8515990881124154,21065"nagarch11__ged__w1000_r5": 0.7378826615242486,21066"nagarch11__normal__w1000_r5": 0.7479812748770978,21067"nagarch11__skewt__w1000_r5": 0.6923974217848223,21068"nagarch11__t__w1000_r5": 0.6882774232771105,21069"qgarch11__ged__w1000_r5": 0.7840441389083184,21070"qgarch11__normal__w1000_r5": 0.7985464766800466,21071"qgarch11__skewt__w1000_r5": 0.7174685622911665,21072"qgarch11__t__w1000_r5": 0.7136568053467601,21073"realgarch11__normal__w1000_r5": 0.9976969506986996,21074"realgarch11__t__w1000_r5": 4.735184726590384,21075"rm2006__normal__w1000_r5": 0.9132624368774975,21076"rm_rw__empirical__w1000_r5": 1.7511220417403552,21077"tarch11__ged__w1000_r5": 0.7612692813010524,21078"tarch11__normal__w1000_r5": 0.7586232135647449,21079"tarch11__skewt__w1000_r5": 0.6888796173140813,21080"tarch11__t__w1000_r5": 0.690173823144666621081},21082"bv5_on|qlike|1": {21083"aparch11__ged__w1000_r5": 0.989963145632035,21084"aparch11__normal__w1000_r5": 0.9836404051627894,21085"aparch11__skewt__w1000_r5": 1.0323730582536674,21086"aparch11__t__w1000_r5": 0.990943502242568,21087"arch5__ged__w1000_r5": 1.0307746911684577,21088"arch5__normal__w1000_r5": 1.0399708064037099,21089"arch5__skewt__w1000_r5": 1.0256728630739798,21090"arch5__t__w1000_r5": 1.0255278029040122,21091"avgarch11__ged__w1000_r5": 0.9836731752447692,21092"avgarch11__normal__w1000_r5": 1.009119853805015,21093"avgarch11__skewt__w1000_r5": 0.9767628626929684,21094"avgarch11__t__w1000_r5": 0.9779076504685983,21095"cgarch11__ged__w1000_r5": 0.9857464531040172,21096"cgarch11__normal__w1000_r5": 0.997760554038491,21097"cgarch11__skewt__w1000_r5": 0.9730136371703593,21098"cgarch11__t__w1000_r5": 0.9736621527028717,21099"constvar__normal__w1000_r5": 2.159780239144664,21100"egarch11__ged__w1000_r5": 0.9832884809745057,21101"egarch11__normal__w1000_r5": 0.9964876429352122,21102"egarch11__skewt__w1000_r5": 0.9709146734961503,21103"egarch11__t__w1000_r5": 0.9777466320822774,21104"ewma094__normal__w1000_r5": 1.0968058852119247,21105"figarch11__ged__w1000_r5": 0.9707336958434859,21106"figarch11__normal__w1000_r5": 0.9778968536640917,21107"figarch11__skewt__w1000_r5": 0.9743776106040124,21108"figarch11__t__w1000_r5": 0.9745123434799045,21109"garch11__ged__w1000_r5": 0.9865576996298324,21110"garch11__normal__w1000_r5": 1.0,21111"garch11__skewt__w1000_r5": 0.9753214928257389,21112"garch11__t__w1000_r5": 0.9756484380379264,21113"garch12__ged__w1000_r5": 0.9988713848785977,21114"garch12__normal__w1000_r5": 1.0145489815086566,21115"garch12__skewt__w1000_r5": 0.9798750246372453,21116"garch12__t__w1000_r5": 0.9803607047313715,21117"garch21__ged__w1000_r5": 0.9831894631157393,21118"garch21__normal__w1000_r5": 1.0064906853269624,21119"garch21__skewt__w1000_r5": 0.9743970847688815,21120"garch21__t__w1000_r5": 0.9746149801643554,21121"garchm11__ged__w1000_r5": 1.0024718659863778,21122"garchm11__normal__w1000_r5": 1.0137625261097345,21123"garchm11__skewt__w1000_r5": 0.9799739483406539,21124"garchm11__t__w1000_r5": 0.9803730880490223,21125"garchx_rv11__normal__w1000_r5": 0.8952279937926511,21126"garchx_rv11__t__w1000_r5": 0.8786572161102407,21127"gas_t11__t__w1000_r5": 0.9822878151409613,21128"gjr11__ged__w1000_r5": 0.994693666017354,21129"gjr11__normal__w1000_r5": 1.0062605445553354,21130"gjr11__skewt__w1000_r5": 0.9788715526276529,21131"gjr11__t__w1000_r5": 0.9827531634262167,21132"har_rv__empirical__w1000_r5": 19957755.572091684,21133"heavy11__normal__w1000_r5": 0.9002451876223049,21134"heavy11__t__w1000_r5": 0.883490308638234,21135"histvar22__empirical__w1000_r5": 1.2806376000964648,21136"histvar252__empirical__w1000_r5": 1.661702841290098,21137"histvar66__empirical__w1000_r5": 1.3517340612955757,21138"igarch11__ged__w1000_r5": 1.0409865524477493,21139"igarch11__normal__w1000_r5": 1.0498768487025563,21140"igarch11__skewt__w1000_r5": 1.0658208381238303,21141"igarch11__t__w1000_r5": 1.0705168448634457,21142"loghar_rv__empirical__w1000_r5": 0.8728227160844659,21143"msgarch2__normal__w1000_r5": 0.9916464103688054,21144"msgarch2__t__w1000_r5": 0.9732275018983751,21145"nagarch11__ged__w1000_r5": 0.9920357032349978,21146"nagarch11__normal__w1000_r5": 0.9955023413473507,21147"nagarch11__skewt__w1000_r5": 0.9774326281378019,21148"nagarch11__t__w1000_r5": 0.9818703230423348,21149"qgarch11__ged__w1000_r5": 0.9758711442131163,21150"qgarch11__normal__w1000_r5": 0.9904034424905097,21151"qgarch11__skewt__w1000_r5": 0.9624540501120127,21152"qgarch11__t__w1000_r5": 0.9619239632849451,21153"realgarch11__normal__w1000_r5": 0.9256556716600096,21154"realgarch11__t__w1000_r5": 0.917328475673332,21155"rm2006__normal__w1000_r5": 1.0125741073961056,21156"rm_rw__empirical__w1000_r5": 1.203382092576623,21157"tarch11__ged__w1000_r5": 0.9718563715476867,21158"tarch11__normal__w1000_r5": 0.9818670994715704,21159"tarch11__skewt__w1000_r5": 0.9637532816452954,21160"tarch11__t__w1000_r5": 0.966328025089060221161},21162"bv5_on|qlike|5": {21163"aparch11__ged__w1000_r5": 0.8615143124731672,21164"aparch11__normal__w1000_r5": 0.8712044772117116,21165"aparch11__skewt__w1000_r5": 0.9058577438204756,21166"aparch11__t__w1000_r5": 0.8479028217409156,21167"arch5__ged__w1000_r5": 1.0262548120747577,21168"arch5__normal__w1000_r5": 1.0745924146652437,21169"arch5__skewt__w1000_r5": 0.982883046203422,21170"arch5__t__w1000_r5": 0.9826318052318799,21171"avgarch11__ged__w1000_r5": 0.9501641807351543,21172"avgarch11__normal__w1000_r5": 1.00266483682962,21173"avgarch11__skewt__w1000_r5": 0.9012808565385607,21174"avgarch11__t__w1000_r5": 0.9015154839590164,21175"cgarch11__ged__w1000_r5": 0.9485141194911926,21176"cgarch11__normal__w1000_r5": 0.9923477170382918,21177"cgarch11__skewt__w1000_r5": 0.8960237473738253,21178"cgarch11__t__w1000_r5": 0.8951368770847166,21179"constvar__normal__w1000_r5": 2.3398986758931453,21180"egarch11__ged__w1000_r5": 0.8786280457362555,21181"egarch11__normal__w1000_r5": 0.9096533697814981,21182"egarch11__skewt__w1000_r5": 0.8600251965518041,21183"egarch11__t__w1000_r5": 0.8777975987185478,21184"ewma094__normal__w1000_r5": 1.087650311911053,21185"figarch11__ged__w1000_r5": 0.9537384778616087,21186"figarch11__normal__w1000_r5": 0.9895532548976603,21187"figarch11__skewt__w1000_r5": 0.9140417498696185,21188"figarch11__t__w1000_r5": 0.9145942910871335,21189"garch11__ged__w1000_r5": 0.9492272518583134,21190"garch11__normal__w1000_r5": 1.0,21191"garch11__skewt__w1000_r5": 0.9053765469645771,21192"garch11__t__w1000_r5": 0.9049332111135219,21193"garch12__ged__w1000_r5": 0.9463704669600919,21194"garch12__normal__w1000_r5": 0.9980869345442475,21195"garch12__skewt__w1000_r5": 0.9096609460538948,21196"garch12__t__w1000_r5": 0.9094022982561947,21197"garch21__ged__w1000_r5": 0.9448230620542533,21198"garch21__normal__w1000_r5": 1.0044591141259904,21199"garch21__skewt__w1000_r5": 0.9034572972684181,21200"garch21__t__w1000_r5": 0.9026798522927602,21201"garchm11__ged__w1000_r5": 0.934067434291603,21202"garchm11__normal__w1000_r5": 0.9975692540047021,21203"garchm11__skewt__w1000_r5": 0.899224493222424,21204"garchm11__t__w1000_r5": 0.9000209843500497,21205"garchx_rv11__normal__w1000_r5": 0.8650547368369436,21206"garchx_rv11__t__w1000_r5": 0.8394015440711513,21207"gas_t11__t__w1000_r5": 0.8862088870398993,21208"gjr11__ged__w1000_r5": 0.8762238739232056,21209"gjr11__normal__w1000_r5": 0.9145008993086053,21210"gjr11__skewt__w1000_r5": 0.8569273817033658,21211"gjr11__t__w1000_r5": 0.8539919715743055,21212"har_rv__empirical__w1000_r5": 6710750.339801701,21213"heavy11__normal__w1000_r5": 0.8666904029237062,21214"heavy11__t__w1000_r5": 0.8427760023076,21215"histvar22__empirical__w1000_r5": 1.3634733397832328,21216"histvar252__empirical__w1000_r5": 1.7451624785323274,21217"histvar66__empirical__w1000_r5": 1.3962346769141583,21218"igarch11__ged__w1000_r5": 0.9663250610991989,21219"igarch11__normal__w1000_r5": 0.9864765782415434,21220"igarch11__skewt__w1000_r5": 1.0244845344322784,21221"igarch11__t__w1000_r5": 1.0368634690201677,21222"loghar_rv__empirical__w1000_r5": 0.8810242565294071,21223"msgarch2__normal__w1000_r5": 0.9475649964485995,21224"msgarch2__t__w1000_r5": 0.8988129179120313,21225"nagarch11__ged__w1000_r5": 0.8663138611408779,21226"nagarch11__normal__w1000_r5": 0.8760189464845779,21227"nagarch11__skewt__w1000_r5": 0.8481642078041438,21228"nagarch11__t__w1000_r5": 0.8515820951335143,21229"qgarch11__ged__w1000_r5": 0.8721001834416111,21230"qgarch11__normal__w1000_r5": 0.8932442047515612,21231"qgarch11__skewt__w1000_r5": 0.8486006689373071,21232"qgarch11__t__w1000_r5": 0.8477378570184915,21233"realgarch11__normal__w1000_r5": 0.9578829223934959,21234"realgarch11__t__w1000_r5": 2.4982973660401413,21235"rm2006__normal__w1000_r5": 0.9543848732266033,21236"rm_rw__empirical__w1000_r5": 1.466184287081023,21237"tarch11__ged__w1000_r5": 0.8514582169654643,21238"tarch11__normal__w1000_r5": 0.866849930578617,21239"tarch11__skewt__w1000_r5": 0.8286604549394694,21240"tarch11__t__w1000_r5": 0.831999947974778721241},21242"bv5_on|qlike|22": {21243"aparch11__ged__w1000_r5": 0.7605359476329034,21244"aparch11__normal__w1000_r5": 0.8066481551988292,21245"aparch11__skewt__w1000_r5": 0.7377690441886104,21246"aparch11__t__w1000_r5": 0.6930076901049533,21247"arch5__ged__w1000_r5": 1.0353404103057942,21248"arch5__normal__w1000_r5": 1.07449404858482,21249"arch5__skewt__w1000_r5": 0.9209082445415854,21250"arch5__t__w1000_r5": 0.9192592880121446,21251"avgarch11__ged__w1000_r5": 0.9477922423353204,21252"avgarch11__normal__w1000_r5": 0.9698212629037142,21253"avgarch11__skewt__w1000_r5": 0.8347437208036124,21254"avgarch11__t__w1000_r5": 0.8343091170951356,21255"cgarch11__ged__w1000_r5": 0.9404357047004287,21256"cgarch11__normal__w1000_r5": 0.9872111933064525,21257"cgarch11__skewt__w1000_r5": 0.7817661134123233,21258"cgarch11__t__w1000_r5": 0.7820052574531402,21259"constvar__normal__w1000_r5": 1.3995654331924028,21260"egarch11__ged__w1000_r5": 0.7954095805366992,21261"egarch11__normal__w1000_r5": 0.8210392682891066,21262"egarch11__skewt__w1000_r5": 0.7814945511372007,21263"egarch11__t__w1000_r5": 0.792170783345772,21264"ewma094__normal__w1000_r5": 1.006369461426378,21265"figarch11__ged__w1000_r5": 0.9213127916106477,21266"figarch11__normal__w1000_r5": 0.9491654303760201,21267"figarch11__skewt__w1000_r5": 0.8049602961376211,21268"figarch11__t__w1000_r5": 0.797644943585085,21269"garch11__ged__w1000_r5": 0.9446366278159531,21270"garch11__normal__w1000_r5": 1.0,21271"garch11__skewt__w1000_r5": 0.8166638469489008,21272"garch11__t__w1000_r5": 0.815990092998727,21273"garch12__ged__w1000_r5": 0.93594661851612,21274"garch12__normal__w1000_r5": 0.9900848493726703,21275"garch12__skewt__w1000_r5": 0.8201189174995789,21276"garch12__t__w1000_r5": 0.8195559459086602,21277"garch21__ged__w1000_r5": 0.9481001720545374,21278"garch21__normal__w1000_r5": 1.0077313002162231,21279"garch21__skewt__w1000_r5": 0.822504164860135,21280"garch21__t__w1000_r5": 0.82140750825869,21281"garchm11__ged__w1000_r5": 0.915935783997864,21282"garchm11__normal__w1000_r5": 0.9916802207568476,21283"garchm11__skewt__w1000_r5": 0.7924569573322182,21284"garchm11__t__w1000_r5": 0.7994727758783183,21285"garchx_rv11__normal__w1000_r5": 0.9158635046129286,21286"garchx_rv11__t__w1000_r5": 0.8834086786796622,21287"gas_t11__t__w1000_r5": 0.837441363318894,21288"gjr11__ged__w1000_r5": 0.7837121297895585,21289"gjr11__normal__w1000_r5": 0.8652206043966784,21290"gjr11__skewt__w1000_r5": 0.7064495947968772,21291"gjr11__t__w1000_r5": 0.6977603433794571,21292"har_rv__empirical__w1000_r5": 1.1803791757218483,21293"heavy11__normal__w1000_r5": 0.9187329116548655,21294"heavy11__t__w1000_r5": 0.8885554428473059,21295"histvar22__empirical__w1000_r5": 1.1433008619841374,21296"histvar252__empirical__w1000_r5": 1.2224430087104017,21297"histvar66__empirical__w1000_r5": 1.305320542521479,21298"igarch11__ged__w1000_r5": 0.7656936220533457,21299"igarch11__normal__w1000_r5": 0.9053009370880464,21300"igarch11__skewt__w1000_r5": 0.8461891677964543,21301"igarch11__t__w1000_r5": 0.870078510523123,21302"loghar_rv__empirical__w1000_r5": 0.9084860390442994,21303"msgarch2__normal__w1000_r5": 0.8911916083707178,21304"msgarch2__t__w1000_r5": 0.83867019806311,21305"nagarch11__ged__w1000_r5": 0.7400054923158086,21306"nagarch11__normal__w1000_r5": 0.7542903952618342,21307"nagarch11__skewt__w1000_r5": 0.7030238549246974,21308"nagarch11__t__w1000_r5": 0.698329085920429,21309"qgarch11__ged__w1000_r5": 0.7855981728177274,21310"qgarch11__normal__w1000_r5": 0.8023648809106362,21311"qgarch11__skewt__w1000_r5": 0.7300925960743423,21312"qgarch11__t__w1000_r5": 0.7258796201741513,21313"realgarch11__normal__w1000_r5": 0.9898469663217311,21314"realgarch11__t__w1000_r5": 4.7710352206304645,21315"rm2006__normal__w1000_r5": 0.8945623321033465,21316"rm_rw__empirical__w1000_r5": 1.611824761142951,21317"tarch11__ged__w1000_r5": 0.7599147220654031,21318"tarch11__normal__w1000_r5": 0.7700218121976787,21319"tarch11__skewt__w1000_r5": 0.6974554562804286,21320"tarch11__t__w1000_r5": 0.698450878448527521321},21322"medrv_on|qlike|1": {21323"aparch11__ged__w1000_r5": 0.9861815672437906,21324"aparch11__normal__w1000_r5": 0.9801751548070927,21325"aparch11__skewt__w1000_r5": 1.030133346224968,21326"aparch11__t__w1000_r5": 0.9886463108666091,21327"arch5__ged__w1000_r5": 1.0289859877256695,21328"arch5__normal__w1000_r5": 1.0385435895872643,21329"arch5__skewt__w1000_r5": 1.0254998273383058,21330"arch5__t__w1000_r5": 1.0253877596182714,21331"avgarch11__ged__w1000_r5": 0.9822368506552277,21332"avgarch11__normal__w1000_r5": 1.007297211880898,21333"avgarch11__skewt__w1000_r5": 0.9768948181643853,21334"avgarch11__t__w1000_r5": 0.9781650386372449,21335"cgarch11__ged__w1000_r5": 0.9855039481797042,21336"cgarch11__normal__w1000_r5": 0.9985614651527966,21337"cgarch11__skewt__w1000_r5": 0.9743121185500632,21338"cgarch11__t__w1000_r5": 0.9750180823805995,21339"constvar__normal__w1000_r5": 2.132962635938166,21340"egarch11__ged__w1000_r5": 0.9793155699319618,21341"egarch11__normal__w1000_r5": 0.9932823722186849,21342"egarch11__skewt__w1000_r5": 0.9687785219732722,21343"egarch11__t__w1000_r5": 0.9750814228400814,21344"ewma094__normal__w1000_r5": 1.090342318647188,21345"figarch11__ged__w1000_r5": 0.9715527238286517,21346"figarch11__normal__w1000_r5": 0.9795616875281956,21347"figarch11__skewt__w1000_r5": 0.9770792971050034,21348"figarch11__t__w1000_r5": 0.9773351067241511,21349"garch11__ged__w1000_r5": 0.9861722281143194,21350"garch11__normal__w1000_r5": 1.0,21351"garch11__skewt__w1000_r5": 0.9767510949528299,21352"garch11__t__w1000_r5": 0.9771302057025187,21353"garch12__ged__w1000_r5": 0.9979690258406122,21354"garch12__normal__w1000_r5": 1.0138188008348465,21355"garch12__skewt__w1000_r5": 0.981243339538802,21356"garch12__t__w1000_r5": 0.9818103869509751,21357"garch21__ged__w1000_r5": 0.9823809200452728,21358"garch21__normal__w1000_r5": 1.00837282119191,21359"garch21__skewt__w1000_r5": 0.9756048122386506,21360"garch21__t__w1000_r5": 0.9758330051613193,21361"garchm11__ged__w1000_r5": 1.0017681277945254,21362"garchm11__normal__w1000_r5": 1.0128711199226066,21363"garchm11__skewt__w1000_r5": 0.981663213453857,21364"garchm11__t__w1000_r5": 0.9820459031492444,21365"garchx_rv11__normal__w1000_r5": 0.8937187494948614,21366"garchx_rv11__t__w1000_r5": 0.8778707723396686,21367"gas_t11__t__w1000_r5": 0.9825397065404182,21368"gjr11__ged__w1000_r5": 0.9916862507153811,21369"gjr11__normal__w1000_r5": 1.004011525764413,21370"gjr11__skewt__w1000_r5": 0.9765138743218613,21371"gjr11__t__w1000_r5": 0.9811533145851608,21372"har_rv__empirical__w1000_r5": 18686948.76176165,21373"heavy11__normal__w1000_r5": 0.8990259990012027,21374"heavy11__t__w1000_r5": 0.8828643792336651,21375"histvar22__empirical__w1000_r5": 1.2622576547379822,21376"histvar252__empirical__w1000_r5": 1.6505343616183021,21377"histvar66__empirical__w1000_r5": 1.3425431066850697,21378"igarch11__ged__w1000_r5": 1.0423573658832006,21379"igarch11__normal__w1000_r5": 1.0517136516113275,21380"igarch11__skewt__w1000_r5": 1.070541733294762,21381"igarch11__t__w1000_r5": 1.0752969180415497,21382"loghar_rv__empirical__w1000_r5": 0.8727017477570064,21383"msgarch2__normal__w1000_r5": 0.9910767024393576,21384"msgarch2__t__w1000_r5": 0.9728207342105862,21385"nagarch11__ged__w1000_r5": 0.9889439768246203,21386"nagarch11__normal__w1000_r5": 0.9933682186947198,21387"nagarch11__skewt__w1000_r5": 0.9764305011426331,21388"nagarch11__t__w1000_r5": 0.9802820273706478,21389"qgarch11__ged__w1000_r5": 0.9720404657318732,21390"qgarch11__normal__w1000_r5": 0.9873120968011138,21391"qgarch11__skewt__w1000_r5": 0.9603328366002085,21392"qgarch11__t__w1000_r5": 0.9597289301923739,21393"realgarch11__normal__w1000_r5": 0.9247316564937061,21394"realgarch11__t__w1000_r5": 0.9167690443503016,21395"rm2006__normal__w1000_r5": 1.013475627003066,21396"rm_rw__empirical__w1000_r5": 1.167280766550257,21397"tarch11__ged__w1000_r5": 0.9682496004677199,21398"tarch11__normal__w1000_r5": 0.9790758388187086,21399"tarch11__skewt__w1000_r5": 0.9613460570495344,21400"tarch11__t__w1000_r5": 0.963861723484102421401},21402"medrv_on|qlike|5": {21403"aparch11__ged__w1000_r5": 0.8622995236914178,21404"aparch11__normal__w1000_r5": 0.8726154552067015,21405"aparch11__skewt__w1000_r5": 0.9072135952205614,21406"aparch11__t__w1000_r5": 0.8505502439048189,21407"arch5__ged__w1000_r5": 1.0252244450867452,21408"arch5__normal__w1000_r5": 1.0728752386029916,21409"arch5__skewt__w1000_r5": 0.9865552422643712,21410"arch5__t__w1000_r5": 0.9862321361806572,21411"avgarch11__ged__w1000_r5": 0.9490241792580776,21412"avgarch11__normal__w1000_r5": 1.0023908562731745,21413"avgarch11__skewt__w1000_r5": 0.9036555419806257,21414"avgarch11__t__w1000_r5": 0.9039824347548264,21415"cgarch11__ged__w1000_r5": 0.9493976606368294,21416"cgarch11__normal__w1000_r5": 0.9938437433197713,21417"cgarch11__skewt__w1000_r5": 0.9003526649560488,21418"cgarch11__t__w1000_r5": 0.8995060752961631,21419"constvar__normal__w1000_r5": 2.3021346042046797,21420"egarch11__ged__w1000_r5": 0.8783502332686708,21421"egarch11__normal__w1000_r5": 0.9099733675390683,21422"egarch11__skewt__w1000_r5": 0.8629191031264354,21423"egarch11__t__w1000_r5": 0.8803453851313731,21424"ewma094__normal__w1000_r5": 1.0788787648508829,21425"figarch11__ged__w1000_r5": 0.9562669422676267,21426"figarch11__normal__w1000_r5": 0.9923754195086067,21427"figarch11__skewt__w1000_r5": 0.9214063851386702,21428"figarch11__t__w1000_r5": 0.9220160788294492,21429"garch11__ged__w1000_r5": 0.949676361920849,21430"garch11__normal__w1000_r5": 1.0,21431"garch11__skewt__w1000_r5": 0.9096348915627005,21432"garch11__t__w1000_r5": 0.90932692424375,21433"garch12__ged__w1000_r5": 0.9474289957668897,21434"garch12__normal__w1000_r5": 0.9983232815696789,21435"garch12__skewt__w1000_r5": 0.9140471446536013,21436"garch12__t__w1000_r5": 0.9139434216122576,21437"garch21__ged__w1000_r5": 0.9448992484737849,21438"garch21__normal__w1000_r5": 1.0044067176312523,21439"garch21__skewt__w1000_r5": 0.9075369990866358,21440"garch21__t__w1000_r5": 0.90687190354723,21441"garchm11__ged__w1000_r5": 0.9359990758147961,21442"garchm11__normal__w1000_r5": 0.997717973597364,21443"garchm11__skewt__w1000_r5": 0.9041452443890395,21444"garchm11__t__w1000_r5": 0.9048674728254683,21445"garchx_rv11__normal__w1000_r5": 0.8688981944194905,21446"garchx_rv11__t__w1000_r5": 0.8451965749329389,21447"gas_t11__t__w1000_r5": 0.888807450945313,21448"gjr11__ged__w1000_r5": 0.8783208661306128,21449"gjr11__normal__w1000_r5": 0.9163954887665842,21450"gjr11__skewt__w1000_r5": 0.8608814076695285,21451"gjr11__t__w1000_r5": 0.8585964870651378,21452"har_rv__empirical__w1000_r5": 6579489.73287982,21453"heavy11__normal__w1000_r5": 0.8704683533286592,21454"heavy11__t__w1000_r5": 0.8485036129187842,21455"histvar22__empirical__w1000_r5": 1.3396604343493688,21456"histvar252__empirical__w1000_r5": 1.728092671088709,21457"histvar66__empirical__w1000_r5": 1.3819038286221224,21458"igarch11__ged__w1000_r5": 0.9734955753685427,21459"igarch11__normal__w1000_r5": 0.9946407845317254,21460"igarch11__skewt__w1000_r5": 1.0359953091916196,21461"igarch11__t__w1000_r5": 1.048475713960729,21462"loghar_rv__empirical__w1000_r5": 0.8828788770920971,21463"msgarch2__normal__w1000_r5": 0.9491669356347663,21464"msgarch2__t__w1000_r5": 0.8974255013552314,21465"nagarch11__ged__w1000_r5": 0.8682217043354921,21466"nagarch11__normal__w1000_r5": 0.878770315574894,21467"nagarch11__skewt__w1000_r5": 0.8524831421402047,21468"nagarch11__t__w1000_r5": 0.8554461440557956,21469"qgarch11__ged__w1000_r5": 0.8734185153686187,21470"qgarch11__normal__w1000_r5": 0.8954326207234181,21471"qgarch11__skewt__w1000_r5": 0.8522028067908847,21472"qgarch11__t__w1000_r5": 0.8512522921685355,21473"realgarch11__normal__w1000_r5": 0.9557319075039125,21474"realgarch11__t__w1000_r5": 2.467630787133195,21475"rm2006__normal__w1000_r5": 0.9558500861426763,21476"rm_rw__empirical__w1000_r5": 1.4109014693455735,21477"tarch11__ged__w1000_r5": 0.8520832512979213,21478"tarch11__normal__w1000_r5": 0.8690194072242788,21479"tarch11__skewt__w1000_r5": 0.8315915518240088,21480"tarch11__t__w1000_r5": 0.834501954476477621481},21482"medrv_on|qlike|22": {21483"aparch11__ged__w1000_r5": 0.7638322867845804,21484"aparch11__normal__w1000_r5": 0.8103393763955179,21485"aparch11__skewt__w1000_r5": 0.7436964136938848,21486"aparch11__t__w1000_r5": 0.6995197295257998,21487"arch5__ged__w1000_r5": 1.036347620959889,21488"arch5__normal__w1000_r5": 1.0747510467839043,21489"arch5__skewt__w1000_r5": 0.9280619709068939,21490"arch5__t__w1000_r5": 0.9263349559201145,21491"avgarch11__ged__w1000_r5": 0.9469321505361047,21492"avgarch11__normal__w1000_r5": 0.971389922272363,21493"avgarch11__skewt__w1000_r5": 0.8382982794168026,21494"avgarch11__t__w1000_r5": 0.8379727052610257,21495"cgarch11__ged__w1000_r5": 0.9403900295009415,21496"cgarch11__normal__w1000_r5": 0.9873401848716319,21497"cgarch11__skewt__w1000_r5": 0.7873765669871156,21498"cgarch11__t__w1000_r5": 0.787548931085128,21499"constvar__normal__w1000_r5": 1.3959524483896038,21500"egarch11__ged__w1000_r5": 0.7965543652918471,21501"egarch11__normal__w1000_r5": 0.8237144266502281,21502"egarch11__skewt__w1000_r5": 0.7862623561783395,21503"egarch11__t__w1000_r5": 0.7975367983315215,21504"ewma094__normal__w1000_r5": 1.0012769537378017,21505"figarch11__ged__w1000_r5": 0.9235911005304707,21506"figarch11__normal__w1000_r5": 0.9513654541111849,21507"figarch11__skewt__w1000_r5": 0.8139884973326971,21508"figarch11__t__w1000_r5": 0.8067872847259704,21509"garch11__ged__w1000_r5": 0.9454750345814565,21510"garch11__normal__w1000_r5": 1.0,21511"garch11__skewt__w1000_r5": 0.822979681296852,21512"garch11__t__w1000_r5": 0.82237177303978,21513"garch12__ged__w1000_r5": 0.9364986683011698,21514"garch12__normal__w1000_r5": 0.9897690047218848,21515"garch12__skewt__w1000_r5": 0.8263420064184753,21516"garch12__t__w1000_r5": 0.8258459560882312,21517"garch21__ged__w1000_r5": 0.9486376743466235,21518"garch21__normal__w1000_r5": 1.0073947888572188,21519"garch21__skewt__w1000_r5": 0.8286104091883658,21520"garch21__t__w1000_r5": 0.8275822287111632,21521"garchm11__ged__w1000_r5": 0.9173749955696334,21522"garchm11__normal__w1000_r5": 0.9913434954570373,21523"garchm11__skewt__w1000_r5": 0.7998467331285705,21524"garchm11__t__w1000_r5": 0.806535408464678,21525"garchx_rv11__normal__w1000_r5": 0.923390186560814,21526"garchx_rv11__t__w1000_r5": 0.8933329645078225,21527"gas_t11__t__w1000_r5": 0.839853192856069,21528"gjr11__ged__w1000_r5": 0.7873797540494445,21529"gjr11__normal__w1000_r5": 0.8671509834592435,21530"gjr11__skewt__w1000_r5": 0.7138474166902425,21531"gjr11__t__w1000_r5": 0.7053467066603066,21532"har_rv__empirical__w1000_r5": 1.184530213385289,21533"heavy11__normal__w1000_r5": 0.9262695964353922,21534"heavy11__t__w1000_r5": 0.8983818468084821,21535"histvar22__empirical__w1000_r5": 1.1315787671855457,21536"histvar252__empirical__w1000_r5": 1.220850801506306,21537"histvar66__empirical__w1000_r5": 1.2984677752249698,21538"igarch11__ged__w1000_r5": 0.7801934133636429,21539"igarch11__normal__w1000_r5": 0.9192436942124355,21540"igarch11__skewt__w1000_r5": 0.8668245283221765,21541"igarch11__t__w1000_r5": 0.8909870494491311,21542"loghar_rv__empirical__w1000_r5": 0.9121584179505215,21543"msgarch2__normal__w1000_r5": 0.8917329342112985,21544"msgarch2__t__w1000_r5": 0.8380319936860328,21545"nagarch11__ged__w1000_r5": 0.7443220893302159,21546"nagarch11__normal__w1000_r5": 0.7589379258458964,21547"nagarch11__skewt__w1000_r5": 0.7097425739036584,21548"nagarch11__t__w1000_r5": 0.7049733229223236,21549"qgarch11__ged__w1000_r5": 0.7895385944925974,21550"qgarch11__normal__w1000_r5": 0.8065447197157126,21551"qgarch11__skewt__w1000_r5": 0.7368237474221749,21552"qgarch11__t__w1000_r5": 0.7326761904026042,21553"realgarch11__normal__w1000_r5": 0.9875613392817403,21554"realgarch11__t__w1000_r5": 4.76411394544395,21555"rm2006__normal__w1000_r5": 0.8953216482272928,21556"rm_rw__empirical__w1000_r5": 1.5804901558552191,21557"tarch11__ged__w1000_r5": 0.7632544160669489,21558"tarch11__normal__w1000_r5": 0.7747685156379436,21559"tarch11__skewt__w1000_r5": 0.7032926527210016,21560"tarch11__t__w1000_r5": 0.70468144107721561},21562"r2|qlike|1": {21563"aparch11__ged__w1000_r5": 0.9909188828260715,21564"aparch11__normal__w1000_r5": 0.9920193230212148,21565"aparch11__skewt__w1000_r5": 1.001300557842148,21566"aparch11__t__w1000_r5": 0.9895283187957867,21567"arch5__ged__w1000_r5": 1.0057086480884585,21568"arch5__normal__w1000_r5": 1.00588981207288,21569"arch5__skewt__w1000_r5": 1.004359271192434,21570"arch5__t__w1000_r5": 1.0045993594359097,21571"avgarch11__ged__w1000_r5": 0.9993098255690209,21572"avgarch11__normal__w1000_r5": 1.0012668444348067,21573"avgarch11__skewt__w1000_r5": 0.9978099678650302,21574"avgarch11__t__w1000_r5": 0.9979137871554025,21575"cgarch11__ged__w1000_r5": 1.0013475665362706,21576"cgarch11__normal__w1000_r5": 1.003655708207028,21577"cgarch11__skewt__w1000_r5": 0.9981608507413191,21578"cgarch11__t__w1000_r5": 0.9981790419233412,21579"constvar__normal__w1000_r5": 1.2239183469680257,21580"egarch11__ged__w1000_r5": 0.9904856188561363,21581"egarch11__normal__w1000_r5": 0.9945446473870384,21582"egarch11__skewt__w1000_r5": 0.9872252745891659,21583"egarch11__t__w1000_r5": 0.9884197072060112,21584"ewma094__normal__w1000_r5": 1.0219900193590963,21585"figarch11__ged__w1000_r5": 0.9977160953554677,21586"figarch11__normal__w1000_r5": 0.9966834177828409,21587"figarch11__skewt__w1000_r5": 0.9994201840024834,21588"figarch11__t__w1000_r5": 0.9993063390924204,21589"garch11__ged__w1000_r5": 0.9979684366087166,21590"garch11__normal__w1000_r5": 1.0,21591"garch11__skewt__w1000_r5": 0.99485033546949,21592"garch11__t__w1000_r5": 0.9948992263415969,21593"garch12__ged__w1000_r5": 0.9988438475504947,21594"garch12__normal__w1000_r5": 1.0026837355420921,21595"garch12__skewt__w1000_r5": 0.9969624232492013,21596"garch12__t__w1000_r5": 0.9971075450769538,21597"garch21__ged__w1000_r5": 0.9973250855098064,21598"garch21__normal__w1000_r5": 1.0036817875316149,21599"garch21__skewt__w1000_r5": 0.994747189610638,21600"garch21__t__w1000_r5": 0.994734220816734,21601"garchm11__ged__w1000_r5": 0.9984664781578041,21602"garchm11__normal__w1000_r5": 1.0022158591500654,21603"garchm11__skewt__w1000_r5": 0.9959093980520463,21604"garchm11__t__w1000_r5": 0.9959367299807055,21605"garchx_rv11__normal__w1000_r5": 0.9792050657244968,21606"garchx_rv11__t__w1000_r5": 0.9762197006423591,21607"gas_t11__t__w1000_r5": 0.9999445611055655,21608"gjr11__ged__w1000_r5": 0.9937187327760189,21609"gjr11__normal__w1000_r5": 0.997461658791839,21610"gjr11__skewt__w1000_r5": 0.9891145877262428,21611"gjr11__t__w1000_r5": 0.9898705558146041,21612"har_rv__empirical__w1000_r5": 5530763.82807562,21613"heavy11__normal__w1000_r5": 0.9777695237800541,21614"heavy11__t__w1000_r5": 0.9756395907538936,21615"histvar22__empirical__w1000_r5": 1.0733722291929415,21616"histvar252__empirical__w1000_r5": 1.1331933992029797,21617"histvar66__empirical__w1000_r5": 1.074611086024013,21618"igarch11__ged__w1000_r5": 1.0098431047448233,21619"igarch11__normal__w1000_r5": 1.0122420546340876,21620"igarch11__skewt__w1000_r5": 1.013014902347141,21621"igarch11__t__w1000_r5": 1.0140803276646018,21622"loghar_rv__empirical__w1000_r5": 0.9701643615564045,21623"msgarch2__normal__w1000_r5": 1.0002922125192562,21624"msgarch2__t__w1000_r5": 1.0018962771980233,21625"nagarch11__ged__w1000_r5": 0.9875727917159471,21626"nagarch11__normal__w1000_r5": 0.9873358721112846,21627"nagarch11__skewt__w1000_r5": 0.984823334667856,21628"nagarch11__t__w1000_r5": 0.9867779781290025,21629"qgarch11__ged__w1000_r5": 0.9833704217468777,21630"qgarch11__normal__w1000_r5": 0.9855255085768235,21631"qgarch11__skewt__w1000_r5": 0.9811915895447223,21632"qgarch11__t__w1000_r5": 0.9811319352749434,21633"realgarch11__normal__w1000_r5": 0.9780395138155675,21634"realgarch11__t__w1000_r5": 0.9777711591153733,21635"rm2006__normal__w1000_r5": 1.003028481661024,21636"rm_rw__empirical__w1000_r5": 1.0682656755223396,21637"tarch11__ged__w1000_r5": 0.9871621957491912,21638"tarch11__normal__w1000_r5": 0.9897098479117388,21639"tarch11__skewt__w1000_r5": 0.9819964144462722,21640"tarch11__t__w1000_r5": 0.982437581707676321641},21642"r2|qlike|5": {21643"aparch11__ged__w1000_r5": 0.9216695332918597,21644"aparch11__normal__w1000_r5": 0.9311148697923463,21645"aparch11__skewt__w1000_r5": 0.9486772959952547,21646"aparch11__t__w1000_r5": 0.9084555317933517,21647"arch5__ged__w1000_r5": 1.0038674732609747,21648"arch5__normal__w1000_r5": 1.0259619685043118,21649"arch5__skewt__w1000_r5": 0.9821899581932213,21650"arch5__t__w1000_r5": 0.9822291230029588,21651"avgarch11__ged__w1000_r5": 0.98353995500709,21652"avgarch11__normal__w1000_r5": 1.0030895759891292,21653"avgarch11__skewt__w1000_r5": 0.961949805516018,21654"avgarch11__t__w1000_r5": 0.9614548112108314,21655"cgarch11__ged__w1000_r5": 0.9845903774183464,21656"cgarch11__normal__w1000_r5": 1.0062167698139024,21657"cgarch11__skewt__w1000_r5": 0.9586351202608061,21658"cgarch11__t__w1000_r5": 0.9577457590898821,21659"constvar__normal__w1000_r5": 1.5914776039373362,21660"egarch11__ged__w1000_r5": 0.9312639693033805,21661"egarch11__normal__w1000_r5": 0.9462468466028038,21662"egarch11__skewt__w1000_r5": 0.9228750967290481,21663"egarch11__t__w1000_r5": 0.9302543129589901,21664"ewma094__normal__w1000_r5": 1.0624446799036342,21665"figarch11__ged__w1000_r5": 0.991015159076154,21666"figarch11__normal__w1000_r5": 1.0031291594787095,21667"figarch11__skewt__w1000_r5": 0.9755225853375532,21668"figarch11__t__w1000_r5": 0.9754712858087011,21669"garch11__ged__w1000_r5": 0.9784957956815096,21670"garch11__normal__w1000_r5": 1.0,21671"garch11__skewt__w1000_r5": 0.9577658361197743,21672"garch11__t__w1000_r5": 0.95744771885376,21673"garch12__ged__w1000_r5": 0.9760975542253114,21674"garch12__normal__w1000_r5": 1.0014682729637074,21675"garch12__skewt__w1000_r5": 0.9613724830094372,21676"garch12__t__w1000_r5": 0.9611878533878708,21677"garch21__ged__w1000_r5": 0.975815578422587,21678"garch21__normal__w1000_r5": 1.00269388881899,21679"garch21__skewt__w1000_r5": 0.9569353635249066,21680"garch21__t__w1000_r5": 0.9564312592328403,21681"garchm11__ged__w1000_r5": 0.9700807759150484,21682"garchm11__normal__w1000_r5": 1.001508655171319,21683"garchm11__skewt__w1000_r5": 0.9547558102063276,21684"garchm11__t__w1000_r5": 0.9550845427602809,21685"garchx_rv11__normal__w1000_r5": 0.9284506045247166,21686"garchx_rv11__t__w1000_r5": 0.9197359013837229,21687"gas_t11__t__w1000_r5": 0.950992198748346,21688"gjr11__ged__w1000_r5": 0.9375962914219849,21689"gjr11__normal__w1000_r5": 0.9576169016484712,21690"gjr11__skewt__w1000_r5": 0.9260215723663903,21691"gjr11__t__w1000_r5": 0.9236123926921324,21692"har_rv__empirical__w1000_r5": 2478969.175340345,21693"heavy11__normal__w1000_r5": 0.9282167964529248,21694"heavy11__t__w1000_r5": 0.9206295531376438,21695"histvar22__empirical__w1000_r5": 1.2138951360142443,21696"histvar252__empirical__w1000_r5": 1.3453765388893497,21697"histvar66__empirical__w1000_r5": 1.1968569978218786,21698"igarch11__ged__w1000_r5": 0.9918100048916351,21699"igarch11__normal__w1000_r5": 0.9994717197612104,21700"igarch11__skewt__w1000_r5": 1.0186612669616064,21701"igarch11__t__w1000_r5": 1.025205873359354,21702"loghar_rv__empirical__w1000_r5": 0.9342591345273505,21703"msgarch2__normal__w1000_r5": 0.9710049046269642,21704"msgarch2__t__w1000_r5": 0.9705065996330206,21705"nagarch11__ged__w1000_r5": 0.9251358097733637,21706"nagarch11__normal__w1000_r5": 0.9251414509916726,21707"nagarch11__skewt__w1000_r5": 0.918818320450624,21708"nagarch11__t__w1000_r5": 0.9232978643579958,21709"qgarch11__ged__w1000_r5": 0.9199237614204856,21710"qgarch11__normal__w1000_r5": 0.9287451917774288,21711"qgarch11__skewt__w1000_r5": 0.908456930497766,21712"qgarch11__t__w1000_r5": 0.9076899773505539,21713"realgarch11__normal__w1000_r5": 0.9622207525302153,21714"realgarch11__t__w1000_r5": 1.7152832868701346,21715"rm2006__normal__w1000_r5": 0.9897455113056632,21716"rm_rw__empirical__w1000_r5": 1.2893831076302564,21717"tarch11__ged__w1000_r5": 0.9190266729996162,21718"tarch11__normal__w1000_r5": 0.9266930248907513,21719"tarch11__skewt__w1000_r5": 0.9053411195365589,21720"tarch11__t__w1000_r5": 0.90169793224483121721},21722"r2|qlike|22": {21723"aparch11__ged__w1000_r5": 0.8010308204711802,21724"aparch11__normal__w1000_r5": 0.8396666422380041,21725"aparch11__skewt__w1000_r5": 0.790159366147581,21726"aparch11__t__w1000_r5": 0.7466378234883482,21727"arch5__ged__w1000_r5": 1.019577713269829,21728"arch5__normal__w1000_r5": 1.0524294975975588,21729"arch5__skewt__w1000_r5": 0.923455711493533,21730"arch5__t__w1000_r5": 0.9220256503207275,21731"avgarch11__ged__w1000_r5": 0.9607595828451104,21732"avgarch11__normal__w1000_r5": 0.9746675201963632,21733"avgarch11__skewt__w1000_r5": 0.869483498816753,21734"avgarch11__t__w1000_r5": 0.8685756746929923,21735"cgarch11__ged__w1000_r5": 0.9615388681784885,21736"cgarch11__normal__w1000_r5": 0.9992066919915558,21737"cgarch11__skewt__w1000_r5": 0.8290183705555452,21738"cgarch11__t__w1000_r5": 0.8294952200955255,21739"constvar__normal__w1000_r5": 1.3280487603904811,21740"egarch11__ged__w1000_r5": 0.833330660460671,21741"egarch11__normal__w1000_r5": 0.8517529867593202,21742"egarch11__skewt__w1000_r5": 0.8283654811506432,21743"egarch11__t__w1000_r5": 0.8377625690230368,21744"ewma094__normal__w1000_r5": 1.036611425728935,21745"figarch11__ged__w1000_r5": 0.9522160067536706,21746"figarch11__normal__w1000_r5": 0.9695783996252241,21747"figarch11__skewt__w1000_r5": 0.8603252655985526,21748"figarch11__t__w1000_r5": 0.8533476995332426,21749"garch11__ged__w1000_r5": 0.9545616504314814,21750"garch11__normal__w1000_r5": 1.0,21751"garch11__skewt__w1000_r5": 0.8503164195727254,21752"garch11__t__w1000_r5": 0.8494033818522491,21753"garch12__ged__w1000_r5": 0.9491548525800184,21754"garch12__normal__w1000_r5": 0.9954768956834229,21755"garch12__skewt__w1000_r5": 0.855449624963341,21756"garch12__t__w1000_r5": 0.8546675683264415,21757"garch21__ged__w1000_r5": 0.9559778552551141,21758"garch21__normal__w1000_r5": 1.0044492080728553,21759"garch21__skewt__w1000_r5": 0.8554450618810489,21760"garch21__t__w1000_r5": 0.8541593815819494,21761"garchm11__ged__w1000_r5": 0.9327497446670341,21762"garchm11__normal__w1000_r5": 0.9970908770485006,21763"garchm11__skewt__w1000_r5": 0.8299402388225786,21764"garchm11__t__w1000_r5": 0.835323468039008,21765"garchx_rv11__normal__w1000_r5": 0.922222956349966,21766"garchx_rv11__t__w1000_r5": 0.8954782936846565,21767"gas_t11__t__w1000_r5": 0.8700569680135,21768"gjr11__ged__w1000_r5": 0.8243079822625101,21769"gjr11__normal__w1000_r5": 0.891803305394462,21770"gjr11__skewt__w1000_r5": 0.7594583955646494,21771"gjr11__t__w1000_r5": 0.7533648368093816,21772"har_rv__empirical__w1000_r5": 1.1774092801685754,21773"heavy11__normal__w1000_r5": 0.9247367999166216,21774"heavy11__t__w1000_r5": 0.8998002659153961,21775"histvar22__empirical__w1000_r5": 1.1372268653767383,21776"histvar252__empirical__w1000_r5": 1.203981816119735,21777"histvar66__empirical__w1000_r5": 1.2936287604472188,21778"igarch11__ged__w1000_r5": 0.8131684499741018,21779"igarch11__normal__w1000_r5": 0.9268660617211559,21780"igarch11__skewt__w1000_r5": 0.8933489423376869,21781"igarch11__t__w1000_r5": 0.9145609644180954,21782"loghar_rv__empirical__w1000_r5": 0.9319224000098587,21783"msgarch2__normal__w1000_r5": 0.905855266596641,21784"msgarch2__t__w1000_r5": 0.8795731462364159,21785"nagarch11__ged__w1000_r5": 0.7914581106242912,21786"nagarch11__normal__w1000_r5": 0.7943309069988278,21787"nagarch11__skewt__w1000_r5": 0.7663914478020603,21788"nagarch11__t__w1000_r5": 0.7608548473246708,21789"qgarch11__ged__w1000_r5": 0.8153053591295032,21790"qgarch11__normal__w1000_r5": 0.8270075346509871,21791"qgarch11__skewt__w1000_r5": 0.7710969727155488,21792"qgarch11__t__w1000_r5": 0.767250730903128,21793"realgarch11__normal__w1000_r5": 0.9765832271700492,21794"realgarch11__t__w1000_r5": 4.291618508906914,21795"rm2006__normal__w1000_r5": 0.9288727679344789,21796"rm_rw__empirical__w1000_r5": 1.6027394001351556,21797"tarch11__ged__w1000_r5": 0.8001869697277348,21798"tarch11__normal__w1000_r5": 0.8088104616221783,21799"tarch11__skewt__w1000_r5": 0.7529521292881094,21800"tarch11__t__w1000_r5": 0.749547054100077421801},21802"rv5ss_scaled|qlike|1": {21803"aparch11__ged__w1000_r5": 1.0339600378883478,21804"aparch11__normal__w1000_r5": 1.005714066032066,21805"aparch11__skewt__w1000_r5": 1.1265347037518414,21806"aparch11__t__w1000_r5": 1.0440685903337859,21807"arch5__ged__w1000_r5": 1.054243738669694,21808"arch5__normal__w1000_r5": 1.0543990852171612,21809"arch5__skewt__w1000_r5": 1.0451574899135136,21810"arch5__t__w1000_r5": 1.0475269292740417,21811"avgarch11__ged__w1000_r5": 0.9667072125062066,21812"avgarch11__normal__w1000_r5": 1.0015801109073963,21813"avgarch11__skewt__w1000_r5": 0.9634179477111908,21814"avgarch11__t__w1000_r5": 0.9642524103734575,21815"cgarch11__ged__w1000_r5": 0.9881950683791298,21816"cgarch11__normal__w1000_r5": 0.9902663006104949,21817"cgarch11__skewt__w1000_r5": 0.9868240919726171,21818"cgarch11__t__w1000_r5": 0.9881934645837598,21819"constvar__normal__w1000_r5": 2.4898412433514387,21820"egarch11__ged__w1000_r5": 1.0200731313522347,21821"egarch11__normal__w1000_r5": 1.0224800146990474,21822"egarch11__skewt__w1000_r5": 1.0124152165082358,21823"egarch11__t__w1000_r5": 1.0183372370981374,21824"ewma094__normal__w1000_r5": 1.2999862232924244,21825"figarch11__ged__w1000_r5": 0.9691597189068322,21826"figarch11__normal__w1000_r5": 0.9607184122952324,21827"figarch11__skewt__w1000_r5": 0.9846556370708589,21828"figarch11__t__w1000_r5": 0.9861390133700427,21829"garch11__ged__w1000_r5": 0.9903216435542582,21830"garch11__normal__w1000_r5": 1.0,21831"garch11__skewt__w1000_r5": 0.9743651237210206,21832"garch11__t__w1000_r5": 0.9751170752770166,21833"garch12__ged__w1000_r5": 1.0137756399789741,21834"garch12__normal__w1000_r5": 1.039178505889956,21835"garch12__skewt__w1000_r5": 0.9775194327764735,21836"garch12__t__w1000_r5": 0.9783988731387246,21837"garch21__ged__w1000_r5": 0.9827072775861928,21838"garch21__normal__w1000_r5": 1.0194710834363763,21839"garch21__skewt__w1000_r5": 0.9711371891877664,21840"garch21__t__w1000_r5": 0.9717714226166034,21841"garchm11__ged__w1000_r5": 1.025429480320479,21842"garchm11__normal__w1000_r5": 1.0417251330202686,21843"garchm11__skewt__w1000_r5": 0.9804927282129107,21844"garchm11__t__w1000_r5": 0.9812584974863623,21845"garchx_rv11__normal__w1000_r5": 0.8879545159674819,21846"garchx_rv11__t__w1000_r5": 0.8919828869075587,21847"gas_t11__t__w1000_r5": 0.9988605571330658,21848"gjr11__ged__w1000_r5": 1.0092054289374672,21849"gjr11__normal__w1000_r5": 1.0171927689804818,21850"gjr11__skewt__w1000_r5": 0.9807972069169978,21851"gjr11__t__w1000_r5": 0.9896175931871811,21852"har_rv__empirical__w1000_r5": 32628824.868915506,21853"heavy11__normal__w1000_r5": 0.898421202030657,21854"heavy11__t__w1000_r5": 0.898330246661351,21855"histvar22__empirical__w1000_r5": 1.7207464089356912,21856"histvar252__empirical__w1000_r5": 1.9761225532818338,21857"histvar66__empirical__w1000_r5": 1.6775088834759024,21858"igarch11__ged__w1000_r5": 1.1166330710856889,21859"igarch11__normal__w1000_r5": 1.1245781807502084,21860"igarch11__skewt__w1000_r5": 1.1289097936702714,21861"igarch11__t__w1000_r5": 1.1365856516477726,21862"loghar_rv__empirical__w1000_r5": 0.8316089540446654,21863"msgarch2__normal__w1000_r5": 1.0095765709917774,21864"msgarch2__t__w1000_r5": 1.0158032049093821,21865"nagarch11__ged__w1000_r5": 1.057926967343891,21866"nagarch11__normal__w1000_r5": 1.045208213956353,21867"nagarch11__skewt__w1000_r5": 1.0479412355623605,21868"nagarch11__t__w1000_r5": 1.0568935925990024,21869"qgarch11__ged__w1000_r5": 1.0185377619358713,21870"qgarch11__normal__w1000_r5": 1.0327790347877848,21871"qgarch11__skewt__w1000_r5": 0.9963432336800296,21872"qgarch11__t__w1000_r5": 0.9936508195468731,21873"realgarch11__normal__w1000_r5": 0.8826152456414634,21874"realgarch11__t__w1000_r5": 0.8727251188418347,21875"rm2006__normal__w1000_r5": 1.0531108927090527,21876"rm_rw__empirical__w1000_r5": 1.6669659840827291,21877"tarch11__ged__w1000_r5": 0.9860734960669533,21878"tarch11__normal__w1000_r5": 0.9920952807547628,21879"tarch11__skewt__w1000_r5": 0.9972454684976764,21880"tarch11__t__w1000_r5": 0.989518634657816321881},21882"rv5ss_scaled|qlike|5": {21883"aparch11__ged__w1000_r5": 0.9079257999489411,21884"aparch11__normal__w1000_r5": 0.8877991342420117,21885"aparch11__skewt__w1000_r5": 0.9901311077712994,21886"aparch11__t__w1000_r5": 0.9006307030464525,21887"arch5__ged__w1000_r5": 1.0056161369564758,21888"arch5__normal__w1000_r5": 1.0440725453795097,21889"arch5__skewt__w1000_r5": 0.9618781680359698,21890"arch5__t__w1000_r5": 0.9632623853633253,21891"avgarch11__ged__w1000_r5": 0.93358015470539,21892"avgarch11__normal__w1000_r5": 0.9694202924619628,21893"avgarch11__skewt__w1000_r5": 0.8929089860896993,21894"avgarch11__t__w1000_r5": 0.8915087736852467,21895"cgarch11__ged__w1000_r5": 0.948900293111045,21896"cgarch11__normal__w1000_r5": 0.9740605946305072,21897"cgarch11__skewt__w1000_r5": 0.9160107556548899,21898"cgarch11__t__w1000_r5": 0.9154013421029799,21899"constvar__normal__w1000_r5": 2.32479442056409,21900"egarch11__ged__w1000_r5": 0.9109903443277056,21901"egarch11__normal__w1000_r5": 0.9161226151005389,21902"egarch11__skewt__w1000_r5": 0.9086579019110405,21903"egarch11__t__w1000_r5": 0.9374270266682782,21904"ewma094__normal__w1000_r5": 1.3410985834352092,21905"figarch11__ged__w1000_r5": 0.9433580027118181,21906"figarch11__normal__w1000_r5": 0.9532662418039314,21907"figarch11__skewt__w1000_r5": 0.9314642073125524,21908"figarch11__t__w1000_r5": 0.9333012215540839,21909"garch11__ged__w1000_r5": 0.9607116837209116,21910"garch11__normal__w1000_r5": 1.0,21911"garch11__skewt__w1000_r5": 0.914652736458273,21912"garch11__t__w1000_r5": 0.9138841516088264,21913"garch12__ged__w1000_r5": 0.9589736635248812,21914"garch12__normal__w1000_r5": 1.0143123949956738,21915"garch12__skewt__w1000_r5": 0.9184449786915693,21916"garch12__t__w1000_r5": 0.9179452772196346,21917"garch21__ged__w1000_r5": 0.9520564258169237,21918"garch21__normal__w1000_r5": 1.0024667805423502,21919"garch21__skewt__w1000_r5": 0.9113802952109696,21920"garch21__t__w1000_r5": 0.9102791574242207,21921"garchm11__ged__w1000_r5": 0.9552527009799793,21922"garchm11__normal__w1000_r5": 1.014078077898242,21923"garchm11__skewt__w1000_r5": 0.9105010354301574,21924"garchm11__t__w1000_r5": 0.9103407105949766,21925"garchx_rv11__normal__w1000_r5": 0.8776534540072104,21926"garchx_rv11__t__w1000_r5": 0.8534521690980456,21927"gas_t11__t__w1000_r5": 0.9057222216293426,21928"gjr11__ged__w1000_r5": 0.8914274586074531,21929"gjr11__normal__w1000_r5": 0.9187883012653885,21930"gjr11__skewt__w1000_r5": 0.865555005692559,21931"gjr11__t__w1000_r5": 0.8638044643072706,21932"har_rv__empirical__w1000_r5": 7218801.554152276,21933"heavy11__normal__w1000_r5": 0.8805751473826757,21934"heavy11__t__w1000_r5": 0.8571690865627827,21935"histvar22__empirical__w1000_r5": 1.840813531953583,21936"histvar252__empirical__w1000_r5": 1.8574985026147772,21937"histvar66__empirical__w1000_r5": 1.6511572696009,21938"igarch11__ged__w1000_r5": 1.0553891238058306,21939"igarch11__normal__w1000_r5": 1.0736508785603072,21940"igarch11__skewt__w1000_r5": 1.097729925441028,21941"igarch11__t__w1000_r5": 1.1144925385867286,21942"loghar_rv__empirical__w1000_r5": 0.8432433731017557,21943"msgarch2__normal__w1000_r5": 0.9688095719565177,21944"msgarch2__t__w1000_r5": 0.9902226956717024,21945"nagarch11__ged__w1000_r5": 0.9277080982384265,21946"nagarch11__normal__w1000_r5": 0.9162627860937811,21947"nagarch11__skewt__w1000_r5": 0.9193653453390905,21948"nagarch11__t__w1000_r5": 0.9256931816791555,21949"qgarch11__ged__w1000_r5": 0.9071332771834233,21950"qgarch11__normal__w1000_r5": 0.9214077670232549,21951"qgarch11__skewt__w1000_r5": 0.8815821316238237,21952"qgarch11__t__w1000_r5": 0.8791871767970175,21953"realgarch11__normal__w1000_r5": 0.9112213532095977,21954"realgarch11__t__w1000_r5": 3.230280956846713,21955"rm2006__normal__w1000_r5": 1.037695579318328,21956"rm_rw__empirical__w1000_r5": 2.1421470803091864,21957"tarch11__ged__w1000_r5": 0.8681863216132036,21958"tarch11__normal__w1000_r5": 0.8646399132019507,21959"tarch11__skewt__w1000_r5": 0.8610133485739214,21960"tarch11__t__w1000_r5": 0.86045849034507521961},21962"rv5ss_scaled|qlike|22": {21963"aparch11__ged__w1000_r5": 0.7699084428354881,21964"aparch11__normal__w1000_r5": 0.7942524024774017,21965"aparch11__skewt__w1000_r5": 0.777877555305794,21966"aparch11__t__w1000_r5": 0.713892443013919,21967"arch5__ged__w1000_r5": 1.0125977332131235,21968"arch5__normal__w1000_r5": 1.057101077423986,21969"arch5__skewt__w1000_r5": 0.9019061803338446,21970"arch5__t__w1000_r5": 0.8996023924935485,21971"avgarch11__ged__w1000_r5": 0.9372448883959064,21972"avgarch11__normal__w1000_r5": 0.9466916086730279,21973"avgarch11__skewt__w1000_r5": 0.8274300633291735,21974"avgarch11__t__w1000_r5": 0.8264361840619199,21975"cgarch11__ged__w1000_r5": 0.9444736320393007,21976"cgarch11__normal__w1000_r5": 0.9833766831926594,21977"cgarch11__skewt__w1000_r5": 0.8119114297598546,21978"cgarch11__t__w1000_r5": 0.8111865263012932,21979"constvar__normal__w1000_r5": 1.4132028096871572,21980"egarch11__ged__w1000_r5": 0.8038548962548211,21981"egarch11__normal__w1000_r5": 0.8098767884869782,21982"egarch11__skewt__w1000_r5": 0.8351156244404054,21983"egarch11__t__w1000_r5": 0.8829146248483798,21984"ewma094__normal__w1000_r5": 1.242818218536667,21985"figarch11__ged__w1000_r5": 0.9277565875553698,21986"figarch11__normal__w1000_r5": 0.9434103780580366,21987"figarch11__skewt__w1000_r5": 0.8487598709323191,21988"figarch11__t__w1000_r5": 0.8390922987697232,21989"garch11__ged__w1000_r5": 0.9444984525921957,21990"garch11__normal__w1000_r5": 1.0,21991"garch11__skewt__w1000_r5": 0.8217080536270218,21992"garch11__t__w1000_r5": 0.820628507937042,21993"garch12__ged__w1000_r5": 0.9299574329553502,21994"garch12__normal__w1000_r5": 0.9910689395847987,21995"garch12__skewt__w1000_r5": 0.8291851276628291,21996"garch12__t__w1000_r5": 0.8282677904836488,21997"garch21__ged__w1000_r5": 0.9447207111999095,21998"garch21__normal__w1000_r5": 1.0034757729062884,21999"garch21__skewt__w1000_r5": 0.8269003980342313,22000"garch21__t__w1000_r5": 0.8254211494129182,22001"garchm11__ged__w1000_r5": 0.9117792228426934,22002"garchm11__normal__w1000_r5": 0.9917883123378018,22003"garchm11__skewt__w1000_r5": 0.8000632337671908,22004"garchm11__t__w1000_r5": 0.8050703091037555,22005"garchx_rv11__normal__w1000_r5": 0.9362304236988993,22006"garchx_rv11__t__w1000_r5": 0.9058239638040303,22007"gas_t11__t__w1000_r5": 0.8416163138959857,22008"gjr11__ged__w1000_r5": 0.7819561988666527,22009"gjr11__normal__w1000_r5": 0.8543832946755604,22010"gjr11__skewt__w1000_r5": 0.7190954502457938,22011"gjr11__t__w1000_r5": 0.7104141822240244,22012"har_rv__empirical__w1000_r5": 1.188499253198423,22013"heavy11__normal__w1000_r5": 0.9395454809215084,22014"heavy11__t__w1000_r5": 0.9109744080634996,22015"histvar22__empirical__w1000_r5": 1.559386186608773,22016"histvar252__empirical__w1000_r5": 1.3405657262233026,22017"histvar66__empirical__w1000_r5": 1.5035476625438537,22018"igarch11__ged__w1000_r5": 0.8546052373866264,22019"igarch11__normal__w1000_r5": 0.99093371795504,22020"igarch11__skewt__w1000_r5": 1.0153082885720695,22021"igarch11__t__w1000_r5": 1.0511039971114842,22022"loghar_rv__empirical__w1000_r5": 0.8723124854694969,22023"msgarch2__normal__w1000_r5": 0.9135766396745937,22024"msgarch2__t__w1000_r5": 0.9041480735882548,22025"nagarch11__ged__w1000_r5": 0.7623846957335311,22026"nagarch11__normal__w1000_r5": 0.7612155615201945,22027"nagarch11__skewt__w1000_r5": 0.7430666456391928,22028"nagarch11__t__w1000_r5": 0.7373220962476095,22029"qgarch11__ged__w1000_r5": 0.7914175990452571,22030"qgarch11__normal__w1000_r5": 0.8022315960865455,22031"qgarch11__skewt__w1000_r5": 0.7426099862633877,22032"qgarch11__t__w1000_r5": 0.739023292836184,22033"realgarch11__normal__w1000_r5": 0.9667301142060717,22034"realgarch11__t__w1000_r5": 6.957852411031197,22035"rm2006__normal__w1000_r5": 1.0042318594732567,22036"rm_rw__empirical__w1000_r5": 2.1833270329606687,22037"tarch11__ged__w1000_r5": 0.7573277706018346,22038"tarch11__normal__w1000_r5": 0.7464227144107269,22039"tarch11__skewt__w1000_r5": 0.7023922005817328,22040"tarch11__t__w1000_r5": 0.709194187023970222041}22042},22043"tailrisk": {22044"aparch11__ged__w1000_r5": {22045"0.01": {22046"n": 2722,22047"hit_rate": 0.012123438648052902,22048"kupiec_p": 0.28124300412465764,22049"cc_p": 0.4034640688065769,22050"dq_p": 0.5166897007213727,22051"fz0_mean": 1.7379186193323033,22052"es_shortfall_ratio": 1.14777125021353822053},22054"0.05": {22055"n": 2722,22056"hit_rate": 0.047391623806024984,22057"kupiec_p": 0.5289127552490087,22058"cc_p": 0.4121643900751759,22059"dq_p": 0.6895902506984577,22060"fz0_mean": 1.204877071771815,22061"es_shortfall_ratio": 1.08502263517890122062}22063},22064"aparch11__normal__w1000_r5": {22065"0.01": {22066"n": 2722,22067"hit_rate": 0.01763409257898604,22068"kupiec_p": 0.00030222438960911605,22069"cc_p": 0.0008065716246358143,22070"dq_p": 0.002055029856775438,22071"fz0_mean": 1.832733225382442,22072"es_shortfall_ratio": 1.208196498786184822073},22074"0.05": {22075"n": 2722,22076"hit_rate": 0.050698016164584865,22077"kupiec_p": 0.8675836334084923,22078"cc_p": 0.1786263765466193,22079"dq_p": 0.42498719040280886,22080"fz0_mean": 1.2131166722470905,22081"es_shortfall_ratio": 1.148852221431806922082}22083},22084"aparch11__skewt__w1000_r5": {22085"0.01": {22086"n": 2722,22087"hit_rate": 0.012490815576781777,22088"kupiec_p": 0.2086379405472841,22089"cc_p": 0.33916265242266996,22090"dq_p": 0.4342937344832538,22091"fz0_mean": 1.7080970555903705,22092"es_shortfall_ratio": 1.005773020787291222093},22094"0.05": {22095"n": 2722,22096"hit_rate": 0.055841293166789124,22097"kupiec_p": 0.16952806482465393,22098"cc_p": 0.11610269056781747,22099"dq_p": 0.15341304465496375,22100"fz0_mean": 1.210318742839374,22101"es_shortfall_ratio": 1.005914935163258122102}22103},22104"aparch11__t__w1000_r5": {22105"0.01": {22106"n": 2722,22107"hit_rate": 0.012123438648052902,22108"kupiec_p": 0.28124300412465764,22109"cc_p": 0.4034640688065769,22110"dq_p": 0.49427584333328567,22111"fz0_mean": 1.724335197576342,22112"es_shortfall_ratio": 1.033799558856040222113},22114"0.05": {22115"n": 2722,22116"hit_rate": 0.05547391623806025,22117"kupiec_p": 0.1974983894495336,22118"cc_p": 0.1935658228567669,22119"dq_p": 0.28339399940667487,22120"fz0_mean": 1.205160665262936,22121"es_shortfall_ratio": 1.018042634173616622122}22123},22124"arch5__ged__w1000_r5": {22125"0.01": {22126"n": 2722,22127"hit_rate": 0.012490815576781777,22128"kupiec_p": 0.2086379405472841,22129"cc_p": 0.33916265242266996,22130"dq_p": 0.6723680671759225,22131"fz0_mean": 1.705628231974773,22132"es_shortfall_ratio": 1.104682333172371422133},22134"0.05": {22135"n": 2722,22136"hit_rate": 0.05033063923585599,22137"kupiec_p": 0.9369787590934104,22138"cc_p": 0.7063955912684234,22139"dq_p": 0.4131339224357659,22140"fz0_mean": 1.2171920524073812,22141"es_shortfall_ratio": 1.04672000133963922142}22143},22144"arch5__normal__w1000_r5": {22145"0.01": {22146"n": 2722,22147"hit_rate": 0.019470977222630418,22148"kupiec_p": 1.1057426760035596e-05,22149"cc_p": 4.392565556244736e-05,22150"dq_p": 1.9905024342425562e-08,22151"fz0_mean": 1.8142034486777951,22152"es_shortfall_ratio": 1.179857773329861422153},22154"0.05": {22155"n": 2722,22156"hit_rate": 0.04996326230712711,22157"kupiec_p": 0.9929823130046259,22158"cc_p": 0.6960639208740311,22159"dq_p": 0.40938536155214383,22160"fz0_mean": 1.2271650409274277,22161"es_shortfall_ratio": 1.149305090805420322162}22163},22164"arch5__skewt__w1000_r5": {22165"0.01": {22166"n": 2722,22167"hit_rate": 0.012123438648052902,22168"kupiec_p": 0.28124300412465764,22169"cc_p": 0.37318504330721974,22170"dq_p": 0.7841043028110839,22171"fz0_mean": 1.6910559271972916,22172"es_shortfall_ratio": 1.01022405792055322173},22174"0.05": {22175"n": 2722,22176"hit_rate": 0.054739162380602495,22177"kupiec_p": 0.2635016390723265,22178"cc_p": 0.21187313246017409,22179"dq_p": 0.16018516490783427,22180"fz0_mean": 1.2217527119086604,22181"es_shortfall_ratio": 1.01974884890588922182}22183},22184"arch5__t__w1000_r5": {22185"0.01": {22186"n": 2722,22187"hit_rate": 0.012123438648052902,22188"kupiec_p": 0.28124300412465764,22189"cc_p": 0.37318504330721974,22190"dq_p": 0.784661413580704,22191"fz0_mean": 1.7037515215362338,22192"es_shortfall_ratio": 1.007864540382297722193},22194"0.05": {22195"n": 2722,22196"hit_rate": 0.054739162380602495,22197"kupiec_p": 0.2635016390723265,22198"cc_p": 0.21187313246017409,22199"dq_p": 0.12119713371907832,22200"fz0_mean": 1.2202902214152604,22201"es_shortfall_ratio": 1.008097636972200322202}22203},22204"avgarch11__ged__w1000_r5": {22205"0.01": {22206"n": 2722,22207"hit_rate": 0.012858192505510653,22208"kupiec_p": 0.15118958160325144,22209"cc_p": 0.27603784053195246,22210"dq_p": 0.46889219419165185,22211"fz0_mean": 1.7266681876345862,22212"es_shortfall_ratio": 1.113150366285521622213},22214"0.05": {22215"n": 2722,22216"hit_rate": 0.04886113152094049,22217"kupiec_p": 0.7843779866626912,22218"cc_p": 0.05525644648654406,22219"dq_p": 0.03129368720756358,22220"fz0_mean": 1.2183728536193277,22221"es_shortfall_ratio": 1.07008589724659322222}22223},22224"avgarch11__normal__w1000_r5": {22225"0.01": {22226"n": 2722,22227"hit_rate": 0.019103600293901544,22228"kupiec_p": 2.2242964816470388e-05,22229"cc_p": 0.00012421785246991677,22230"dq_p": 1.6199796385588482e-05,22231"fz0_mean": 1.8468253190728963,22232"es_shortfall_ratio": 1.207765846745748422233},22234"0.05": {22235"n": 2722,22236"hit_rate": 0.04996326230712711,22237"kupiec_p": 0.9929823130046259,22238"cc_p": 0.0790929315065967,22239"dq_p": 0.024239440269548624,22240"fz0_mean": 1.2288268048450572,22241"es_shortfall_ratio": 1.157795720402922242}22243},22244"avgarch11__skewt__w1000_r5": {22245"0.01": {22246"n": 2722,22247"hit_rate": 0.012490815576781777,22248"kupiec_p": 0.2086379405472841,22249"cc_p": 0.33916265242266996,22250"dq_p": 0.3641095459608653,22251"fz0_mean": 1.7056641700350927,22252"es_shortfall_ratio": 1.013027739073687722253},22254"0.05": {22255"n": 2722,22256"hit_rate": 0.0576781778104335,22257"kupiec_p": 0.0724718472891405,22258"cc_p": 0.0036999731609314085,22259"dq_p": 6.000589897644226e-05,22260"fz0_mean": 1.2199081869727681,22261"es_shortfall_ratio": 0.999542675045864922262}22263},22264"avgarch11__t__w1000_r5": {22265"0.01": {22266"n": 2722,22267"hit_rate": 0.012490815576781777,22268"kupiec_p": 0.2086379405472841,22269"cc_p": 0.33916265242266996,22270"dq_p": 0.3827259763101983,22271"fz0_mean": 1.721514090870868,22272"es_shortfall_ratio": 1.026414970159850622273},22274"0.05": {22275"n": 2722,22276"hit_rate": 0.056208670095518,22277"kupiec_p": 0.14468769511347565,22278"cc_p": 0.008052999458964444,22279"dq_p": 0.0018797333436629258,22280"fz0_mean": 1.2212063083072584,22281"es_shortfall_ratio": 1.00837825937709822282}22283},22284"cgarch11__ged__w1000_r5": {22285"0.01": {22286"n": 2722,22287"hit_rate": 0.013592946362968405,22288"kupiec_p": 0.07404403757329134,22289"cc_p": 0.12177464369339056,22290"dq_p": 0.2736039042328182,22291"fz0_mean": 1.7546439071793216,22292"es_shortfall_ratio": 1.120156109383611722293},22294"0.05": {22295"n": 2722,22296"hit_rate": 0.04996326230712711,22297"kupiec_p": 0.9929823130046259,22298"cc_p": 0.2810600327866644,22299"dq_p": 0.02212804135852453,22300"fz0_mean": 1.2291394378962452,22301"es_shortfall_ratio": 1.051008311313511822302}22303},22304"cgarch11__normal__w1000_r5": {22305"0.01": {22306"n": 2722,22307"hit_rate": 0.019470977222630418,22308"kupiec_p": 1.1057426760035596e-05,22309"cc_p": 1.723418845912077e-05,22310"dq_p": 1.1815233870706426e-10,22311"fz0_mean": 1.8689595823604426,22312"es_shortfall_ratio": 1.203603028638058322313},22314"0.05": {22315"n": 2722,22316"hit_rate": 0.048493754592211606,22317"kupiec_p": 0.7171203013137954,22318"cc_p": 0.5554589867333106,22319"dq_p": 0.12265568709615358,22320"fz0_mean": 1.2381528923732148,22321"es_shortfall_ratio": 1.158251989376206422322}22323},22324"cgarch11__skewt__w1000_r5": {22325"0.01": {22326"n": 2722,22327"hit_rate": 0.012490815576781777,22328"kupiec_p": 0.2086379405472841,22329"cc_p": 0.2950361738989976,22330"dq_p": 0.41180301885976367,22331"fz0_mean": 1.733704102699635,22332"es_shortfall_ratio": 1.035241936448990922333},22334"0.05": {22335"n": 2722,22336"hit_rate": 0.05547391623806025,22337"kupiec_p": 0.1974983894495336,22338"cc_p": 0.0692946800517184,22339"dq_p": 0.0024103063800829587,22340"fz0_mean": 1.2290275142797746,22341"es_shortfall_ratio": 1.003768856110236722342}22343},22344"cgarch11__t__w1000_r5": {22345"0.01": {22346"n": 2722,22347"hit_rate": 0.012490815576781777,22348"kupiec_p": 0.2086379405472841,22349"cc_p": 0.2950361738989976,22350"dq_p": 0.40118243185735325,22351"fz0_mean": 1.7452820802578501,22352"es_shortfall_ratio": 1.043056714634873722353},22354"0.05": {22355"n": 2722,22356"hit_rate": 0.05547391623806025,22357"kupiec_p": 0.1974983894495336,22358"cc_p": 0.036314344012253155,22359"dq_p": 0.006774013539802753,22360"fz0_mean": 1.230914393971935,22361"es_shortfall_ratio": 1.011476787024709222362}22363},22364"constvar__normal__w1000_r5": {22365"0.01": {22366"n": 2722,22367"hit_rate": 0.018368846436443792,22368"kupiec_p": 8.515675737920332e-05,22369"cc_p": 5.313662966909458e-07,22370"dq_p": 2.2254905369274684e-62,22371"fz0_mean": 2.376347311316332,22372"es_shortfall_ratio": 1.424296506926089822373},22374"0.05": {22375"n": 2722,22376"hit_rate": 0.0426157237325496,22377"kupiec_p": 0.07003081819005295,22378"cc_p": 5.4900271573458364e-08,22379"dq_p": 2.0221413799339677e-18,22380"fz0_mean": 1.4526637026682165,22381"es_shortfall_ratio": 1.313365318750222822382}22383},22384"egarch11__ged__w1000_r5": {22385"0.01": {22386"n": 2722,22387"hit_rate": 0.012858192505510653,22388"kupiec_p": 0.15118958160325144,22389"cc_p": 0.27603784053195246,22390"dq_p": 0.538778413452931,22391"fz0_mean": 1.731032336287865,22392"es_shortfall_ratio": 1.116149987929624822393},22394"0.05": {22395"n": 2722,22396"hit_rate": 0.04812637766348273,22397"kupiec_p": 0.6518352706602999,22398"cc_p": 0.3124680193104259,22399"dq_p": 0.2968556964360639,22400"fz0_mean": 1.205356188478153,22401"es_shortfall_ratio": 1.062289650865560422402}22403},22404"egarch11__normal__w1000_r5": {22405"0.01": {22406"n": 2722,22407"hit_rate": 0.018736223365172666,22408"kupiec_p": 4.3929486908381696e-05,22409"cc_p": 0.0001505322717267401,22410"dq_p": 0.0005536480400067844,22411"fz0_mean": 1.8387612148036336,22412"es_shortfall_ratio": 1.211785668967147622413},22414"0.05": {22415"n": 2722,22416"hit_rate": 0.046289493019838354,22417"kupiec_p": 0.3686587021379877,22418"cc_p": 0.2853935620547651,22419"dq_p": 0.202883390010618,22420"fz0_mean": 1.2169734934635443,22421"es_shortfall_ratio": 1.175747753862883522422}22423},22424"egarch11__skewt__w1000_r5": {22425"0.01": {22426"n": 2722,22427"hit_rate": 0.012123438648052902,22428"kupiec_p": 0.28124300412465764,22429"cc_p": 0.4034640688065769,22430"dq_p": 0.6629376778962253,22431"fz0_mean": 1.700645308257696,22432"es_shortfall_ratio": 0.983713970222816522433},22434"0.05": {22435"n": 2722,22436"hit_rate": 0.051800146950771495,22437"kupiec_p": 0.6682759631230353,22438"cc_p": 0.3554522077496994,22439"dq_p": 0.3272793894753234,22440"fz0_mean": 1.2038339736539228,22441"es_shortfall_ratio": 1.006257987070629922442}22443},22444"egarch11__t__w1000_r5": {22445"0.01": {22446"n": 2722,22447"hit_rate": 0.01322556943423953,22448"kupiec_p": 0.10703530495864008,22449"cc_p": 0.21771863714959344,22450"dq_p": 0.45748718407633426,22451"fz0_mean": 1.72450251253451,22452"es_shortfall_ratio": 0.991348416811193722453},22454"0.05": {22455"n": 2722,22456"hit_rate": 0.05547391623806025,22457"kupiec_p": 0.1974983894495336,22458"cc_p": 0.0692946800517184,22459"dq_p": 0.07110797270520862,22460"fz0_mean": 1.207829720553181,22461"es_shortfall_ratio": 1.000428693570665722462}22463},22464"ewma094__normal__w1000_r5": {22465"0.01": {22466"n": 2722,22467"hit_rate": 0.02461425422483468,22468"kupiec_p": 1.0482184205800446e-10,22469"cc_p": 8.109322324687667e-11,22470"dq_p": 2.5980923318023106e-19,22471"fz0_mean": 2.0876887218689277,22472"es_shortfall_ratio": 1.20591834896458422473},22474"0.05": {22475"n": 2722,22476"hit_rate": 0.05804555473916238,22477"kupiec_p": 0.0600930010673531,22478"cc_p": 0.007325487713960368,22479"dq_p": 7.94268106794469e-08,22480"fz0_mean": 1.2969302835187617,22481"es_shortfall_ratio": 1.171734503888258722482}22483},22484"figarch11__ged__w1000_r5": {22485"0.01": {22486"n": 2722,22487"hit_rate": 0.013960323291697281,22488"kupiec_p": 0.05006210492351372,22489"cc_p": 0.12369913456664025,22490"dq_p": 0.013855400264014597,22491"fz0_mean": 1.749954713177684,22492"es_shortfall_ratio": 1.097586667022394222493},22494"0.05": {22495"n": 2722,22496"hit_rate": 0.04812637766348273,22497"kupiec_p": 0.6518352706602999,22498"cc_p": 0.3124680193104259,22499"dq_p": 0.011184384267643436,22500"fz0_mean": 1.228928811045578,22501"es_shortfall_ratio": 1.054674258328735222502}22503},22504"figarch11__normal__w1000_r5": {22505"0.01": {22506"n": 2722,22507"hit_rate": 0.019470977222630418,22508"kupiec_p": 1.1057426760035596e-05,22509"cc_p": 1.723418845912077e-05,22510"dq_p": 5.0290200515788956e-11,22511"fz0_mean": 1.874167859471741,22512"es_shortfall_ratio": 1.20385423360558322513},22514"0.05": {22515"n": 2722,22516"hit_rate": 0.04812637766348273,22517"kupiec_p": 0.6518352706602999,22518"cc_p": 0.322592789941281,22519"dq_p": 0.008739295820892019,22520"fz0_mean": 1.2339026853217117,22521"es_shortfall_ratio": 1.142224874229007522522}22523},22524"figarch11__skewt__w1000_r5": {22525"0.01": {22526"n": 2722,22527"hit_rate": 0.01322556943423953,22528"kupiec_p": 0.10703530495864008,22529"cc_p": 0.16839805052987464,22530"dq_p": 0.16953916180846398,22531"fz0_mean": 1.7313257308636083,22532"es_shortfall_ratio": 0.99418947970631622533},22534"0.05": {22535"n": 2722,22536"hit_rate": 0.05400440852314475,22537"kupiec_p": 0.34370656383840203,22538"cc_p": 0.34405811267295877,22539"dq_p": 0.005486828728658743,22540"fz0_mean": 1.2271323473717881,22541"es_shortfall_ratio": 0.990683783524619722542}22543},22544"figarch11__t__w1000_r5": {22545"0.01": {22546"n": 2722,22547"hit_rate": 0.012123438648052902,22548"kupiec_p": 0.28124300412465764,22549"cc_p": 0.37318504330721974,22550"dq_p": 0.5218488208657395,22551"fz0_mean": 1.7449996436733815,22552"es_shortfall_ratio": 1.01520159176962922553},22554"0.05": {22555"n": 2722,22556"hit_rate": 0.054739162380602495,22557"kupiec_p": 0.2635016390723265,22558"cc_p": 0.21187313246017409,22559"dq_p": 0.0030377675873892954,22560"fz0_mean": 1.228484649840557,22561"es_shortfall_ratio": 0.993179256283433822562}22563},22564"garch11__ged__w1000_r5": {22565"0.01": {22566"n": 2722,22567"hit_rate": 0.012123438648052902,22568"kupiec_p": 0.28124300412465764,22569"cc_p": 0.37318504330721974,22570"dq_p": 0.767506489942858,22571"fz0_mean": 1.721540152869906,22572"es_shortfall_ratio": 1.1300802089069622573},22574"0.05": {22575"n": 2722,22576"hit_rate": 0.050698016164584865,22577"kupiec_p": 0.8675836334084923,22578"cc_p": 0.3178835646754627,22579"dq_p": 0.1384473522098991,22580"fz0_mean": 1.2209916846944748,22581"es_shortfall_ratio": 1.04467328017578822582}22583},22584"garch11__normal__w1000_r5": {22585"0.01": {22586"n": 2722,22587"hit_rate": 0.018736223365172666,22588"kupiec_p": 4.3929486908381696e-05,22589"cc_p": 0.0001505322717267401,22590"dq_p": 1.048489285325092e-05,22591"fz0_mean": 1.8229211231300664,22592"es_shortfall_ratio": 1.195098402753849622593},22594"0.05": {22595"n": 2722,22596"hit_rate": 0.051800146950771495,22597"kupiec_p": 0.6682759631230353,22598"cc_p": 0.3662172333322464,22599"dq_p": 0.08176730207334988,22600"fz0_mean": 1.2291870682716022,22601"es_shortfall_ratio": 1.13611089706904222602}22603},22604"garch11__skewt__w1000_r5": {22605"0.01": {22606"n": 2722,22607"hit_rate": 0.012490815576781777,22608"kupiec_p": 0.2086379405472841,22609"cc_p": 0.2950361738989976,22610"dq_p": 0.5867623722105133,22611"fz0_mean": 1.7020097997074144,22612"es_shortfall_ratio": 0.996988637047973522613},22614"0.05": {22615"n": 2722,22616"hit_rate": 0.05804555473916238,22617"kupiec_p": 0.0600930010673531,22618"cc_p": 0.014726069382572891,22619"dq_p": 4.924601675311455e-05,22620"fz0_mean": 1.2245595631860084,22621"es_shortfall_ratio": 0.984736752837164122622}22623},22624"garch11__t__w1000_r5": {22625"0.01": {22626"n": 2722,22627"hit_rate": 0.012123438648052902,22628"kupiec_p": 0.28124300412465764,22629"cc_p": 0.37318504330721974,22630"dq_p": 0.7631616930020348,22631"fz0_mean": 1.71615497085735,22632"es_shortfall_ratio": 1.012347654518620722633},22634"0.05": {22635"n": 2722,22636"hit_rate": 0.05878030859662013,22637"kupiec_p": 0.04060491381961049,22638"cc_p": 0.01290495658834959,22639"dq_p": 5.581309162899542e-05,22640"fz0_mean": 1.2243762661944415,22641"es_shortfall_ratio": 0.981376658736223422642}22643},22644"garch12__ged__w1000_r5": {22645"0.01": {22646"n": 2722,22647"hit_rate": 0.012490815576781777,22648"kupiec_p": 0.2086379405472841,22649"cc_p": 0.33916265242266996,22650"dq_p": 0.5388712239502538,22651"fz0_mean": 1.7246921528962362,22652"es_shortfall_ratio": 1.123710810702121622653},22654"0.05": {22655"n": 2722,22656"hit_rate": 0.050698016164584865,22657"kupiec_p": 0.8675836334084923,22658"cc_p": 0.5081728149476447,22659"dq_p": 0.11765113005604994,22660"fz0_mean": 1.221259729093588,22661"es_shortfall_ratio": 1.048147602797802522662}22663},22664"garch12__normal__w1000_r5": {22665"0.01": {22666"n": 2722,22667"hit_rate": 0.019838354151359296,22668"kupiec_p": 5.3983738888790025e-06,22669"cc_p": 2.2970133342646744e-05,22670"dq_p": 7.496843088829285e-09,22671"fz0_mean": 1.838692669527151,22672"es_shortfall_ratio": 1.189861910602042522673},22674"0.05": {22675"n": 2722,22676"hit_rate": 0.05143277002204261,22677"kupiec_p": 0.7327644194677541,22678"cc_p": 0.5471708043154718,22679"dq_p": 0.030442624557351073,22680"fz0_mean": 1.233551225471671,22681"es_shortfall_ratio": 1.141271159104180922682}22683},22684"garch12__skewt__w1000_r5": {22685"0.01": {22686"n": 2722,22687"hit_rate": 0.012858192505510653,22688"kupiec_p": 0.15118958160325144,22689"cc_p": 0.2262340583998974,22690"dq_p": 0.40931259240877566,22691"fz0_mean": 1.7034307298077502,22692"es_shortfall_ratio": 0.988616102669514422693},22694"0.05": {22695"n": 2722,22696"hit_rate": 0.0576781778104335,22697"kupiec_p": 0.0724718472891405,22698"cc_p": 0.08161741235923095,22699"dq_p": 7.741880621186831e-05,22700"fz0_mean": 1.225196579925665,22701"es_shortfall_ratio": 0.987018663802091722702}22703},22704"garch12__t__w1000_r5": {22705"0.01": {22706"n": 2722,22707"hit_rate": 0.011756061719324026,22708"kupiec_p": 0.3703011282448436,22709"cc_p": 0.45742306713205694,22710"dq_p": 0.8313956371743978,22711"fz0_mean": 1.7172825010376658,22712"es_shortfall_ratio": 1.019882490862259522713},22714"0.05": {22715"n": 2722,22716"hit_rate": 0.05878030859662013,22717"kupiec_p": 0.04060491381961049,22718"cc_p": 0.03885088904160142,22719"dq_p": 7.809197412181898e-05,22720"fz0_mean": 1.224781235506648,22721"es_shortfall_ratio": 0.979947675634886422722}22723},22724"garch21__ged__w1000_r5": {22725"0.01": {22726"n": 2722,22727"hit_rate": 0.012490815576781777,22728"kupiec_p": 0.2086379405472841,22729"cc_p": 0.33916265242266996,22730"dq_p": 0.6633284288765655,22731"fz0_mean": 1.7208137913510797,22732"es_shortfall_ratio": 1.11312825248826822733},22734"0.05": {22735"n": 2722,22736"hit_rate": 0.05033063923585599,22737"kupiec_p": 0.9369787590934104,22738"cc_p": 0.300377014780855,22739"dq_p": 0.1195391741144822,22740"fz0_mean": 1.219446359888006,22741"es_shortfall_ratio": 1.04864638271061622742}22743},22744"garch21__normal__w1000_r5": {22745"0.01": {22746"n": 2722,22747"hit_rate": 0.018736223365172666,22748"kupiec_p": 4.3929486908381696e-05,22749"cc_p": 0.0001505322717267401,22750"dq_p": 9.15451397403702e-06,22751"fz0_mean": 1.8295255651647688,22752"es_shortfall_ratio": 1.199332146055103922753},22754"0.05": {22755"n": 2722,22756"hit_rate": 0.05143277002204261,22757"kupiec_p": 0.7327644194677541,22758"cc_p": 0.3566180704172946,22759"dq_p": 0.07094562543298501,22760"fz0_mean": 1.22926975835111,22761"es_shortfall_ratio": 1.141592016490822622762}22763},22764"garch21__skewt__w1000_r5": {22765"0.01": {22766"n": 2722,22767"hit_rate": 0.012490815576781777,22768"kupiec_p": 0.2086379405472841,22769"cc_p": 0.2950361738989976,22770"dq_p": 0.5859202831129502,22771"fz0_mean": 1.7021242535941858,22772"es_shortfall_ratio": 0.998156738466494822773},22774"0.05": {22775"n": 2722,22776"hit_rate": 0.05731080088170463,22777"kupiec_p": 0.0868958694352268,22778"cc_p": 0.01620825198487089,22779"dq_p": 0.00010527915359497388,22780"fz0_mean": 1.224150493104481,22781"es_shortfall_ratio": 0.995881785281868922782}22783},22784"garch21__t__w1000_r5": {22785"0.01": {22786"n": 2722,22787"hit_rate": 0.012123438648052902,22788"kupiec_p": 0.28124300412465764,22789"cc_p": 0.37318504330721974,22790"dq_p": 0.7625249802793093,22791"fz0_mean": 1.716325646349219,22792"es_shortfall_ratio": 1.013751141198736322793},22794"0.05": {22795"n": 2722,22796"hit_rate": 0.05841293166789126,22797"kupiec_p": 0.049540536524571376,22798"cc_p": 0.013847432078857731,22799"dq_p": 0.00013131898794178747,22800"fz0_mean": 1.2239556326146352,22801"es_shortfall_ratio": 0.990296753835741622802}22803},22804"garchm11__ged__w1000_r5": {22805"0.01": {22806"n": 2722,22807"hit_rate": 0.01322556943423953,22808"kupiec_p": 0.10703530495864008,22809"cc_p": 0.21771863714959344,22810"dq_p": 0.45919849505236887,22811"fz0_mean": 1.736827371801842,22812"es_shortfall_ratio": 1.084093521350268722813},22814"0.05": {22815"n": 2722,22816"hit_rate": 0.05363703159441587,22817"kupiec_p": 0.3892671251125104,22818"cc_p": 0.06934883308594882,22819"dq_p": 4.638230394904983e-05,22820"fz0_mean": 1.243341403348562,22821"es_shortfall_ratio": 1.043638240528557122822}22823},22824"garchm11__normal__w1000_r5": {22825"0.01": {22826"n": 2722,22827"hit_rate": 0.019470977222630418,22828"kupiec_p": 1.1057426760035596e-05,22829"cc_p": 4.392565556244736e-05,22830"dq_p": 1.4591888607734385e-06,22831"fz0_mean": 1.841394896826561,22832"es_shortfall_ratio": 1.197113350895948822833},22834"0.05": {22835"n": 2722,22836"hit_rate": 0.05253490080822924,22837"kupiec_p": 0.5471332974840184,22838"cc_p": 0.12848653477557398,22839"dq_p": 0.023387878097891193,22840"fz0_mean": 1.2370571151485001,22841"es_shortfall_ratio": 1.135139194792218722842}22843},22844"garchm11__skewt__w1000_r5": {22845"0.01": {22846"n": 2722,22847"hit_rate": 0.012490815576781777,22848"kupiec_p": 0.2086379405472841,22849"cc_p": 0.2950361738989976,22850"dq_p": 0.5266452001850275,22851"fz0_mean": 1.7067512088476446,22852"es_shortfall_ratio": 0.99821214516776522853},22854"0.05": {22855"n": 2722,22856"hit_rate": 0.05988243938280676,22857"kupiec_p": 0.021593324619335243,22858"cc_p": 0.0012259750336855702,22859"dq_p": 1.0814714508590662e-09,22860"fz0_mean": 1.2432065447572929,22861"es_shortfall_ratio": 0.97744411800255222862}22863},22864"garchm11__t__w1000_r5": {22865"0.01": {22866"n": 2722,22867"hit_rate": 0.012123438648052902,22868"kupiec_p": 0.28124300412465764,22869"cc_p": 0.37318504330721974,22870"dq_p": 0.7237034280557372,22871"fz0_mean": 1.72166065170062,22872"es_shortfall_ratio": 1.014509437208949422873},22874"0.05": {22875"n": 2722,22876"hit_rate": 0.06098457016899339,22877"kupiec_p": 0.010899922382987096,22878"cc_p": 0.0020425520355809887,22879"dq_p": 4.8014008824786327e-08,22880"fz0_mean": 1.242104529341354,22881"es_shortfall_ratio": 0.972277412822459222882}22883},22884"garchx_rv11__normal__w1000_r5": {22885"0.01": {22886"n": 2722,22887"hit_rate": 0.017266715650257163,22888"kupiec_p": 0.0005529856065902889,22889"cc_p": 0.0025161301644166015,22890"dq_p": 0.011316830432109622,22891"fz0_mean": 1.7157030698225346,22892"es_shortfall_ratio": 1.145799008980043422893},22894"0.05": {22895"n": 2722,22896"hit_rate": 0.046289493019838354,22897"kupiec_p": 0.3686587021379877,22898"cc_p": 0.44754715642223464,22899"dq_p": 0.3707413476164116,22900"fz0_mean": 1.1822143992406342,22901"es_shortfall_ratio": 1.132535652820321622902}22903},22904"garchx_rv11__t__w1000_r5": {22905"0.01": {22906"n": 2722,22907"hit_rate": 0.0106539309331374,22908"kupiec_p": 0.7343905983640666,22909"cc_p": 0.6907534421909902,22910"dq_p": 0.3445336024498244,22911"fz0_mean": 1.6571740267412503,22912"es_shortfall_ratio": 1.065978067016895222913},22914"0.05": {22915"n": 2722,22916"hit_rate": 0.05033063923585599,22917"kupiec_p": 0.9369787590934104,22918"cc_p": 0.7188045546336175,22919"dq_p": 0.3106234862972165,22920"fz0_mean": 1.1760199844572514,22921"es_shortfall_ratio": 1.005971208175605122922}22923},22924"gas_t11__t__w1000_r5": {22925"0.01": {22926"n": 2722,22927"hit_rate": 0.01322556943423953,22928"kupiec_p": 0.10703530495864008,22929"cc_p": 0.0664370091974494,22930"dq_p": 0.03272465360250279,22931"fz0_mean": 1.7290048952130437,22932"es_shortfall_ratio": 1.020540151086065222933},22934"0.05": {22935"n": 2722,22936"hit_rate": 0.055841293166789124,22937"kupiec_p": 0.16952806482465393,22938"cc_p": 0.11610269056781747,22939"dq_p": 0.06913929910551656,22940"fz0_mean": 1.2259037348015485,22941"es_shortfall_ratio": 1.01961120277547722942}22943},22944"gjr11__ged__w1000_r5": {22945"0.01": {22946"n": 2722,22947"hit_rate": 0.01322556943423953,22948"kupiec_p": 0.10703530495864008,22949"cc_p": 0.21771863714959344,22950"dq_p": 0.4597057723936403,22951"fz0_mean": 1.706658020286297,22952"es_shortfall_ratio": 1.088913190233499422953},22954"0.05": {22955"n": 2722,22956"hit_rate": 0.04812637766348273,22957"kupiec_p": 0.6518352706602999,22958"cc_p": 0.8619135761747012,22959"dq_p": 0.6688009018674039,22960"fz0_mean": 1.208153461441973,22961"es_shortfall_ratio": 1.070173482822916622962}22963},22964"gjr11__normal__w1000_r5": {22965"0.01": {22966"n": 2722,22967"hit_rate": 0.019103600293901544,22968"kupiec_p": 2.2242964816470388e-05,22969"cc_p": 8.221186421535549e-05,22970"dq_p": 0.0003162955562729963,22971"fz0_mean": 1.8148097629433881,22972"es_shortfall_ratio": 1.170378301389352722973},22974"0.05": {22975"n": 2722,22976"hit_rate": 0.048493754592211606,22977"kupiec_p": 0.7171203013137954,22978"cc_p": 0.35589158005207844,22979"dq_p": 0.3086408825756985,22980"fz0_mean": 1.2206169135578537,22981"es_shortfall_ratio": 1.164519159837414522982}22983},22984"gjr11__skewt__w1000_r5": {22985"0.01": {22986"n": 2722,22987"hit_rate": 0.012123438648052902,22988"kupiec_p": 0.28124300412465764,22989"cc_p": 0.4034640688065769,22990"dq_p": 0.6875789622713254,22991"fz0_mean": 1.6778751057705763,22992"es_shortfall_ratio": 0.982932534624542922993},22994"0.05": {22995"n": 2722,22996"hit_rate": 0.05290227773695812,22997"kupiec_p": 0.4911089911080522,22998"cc_p": 0.7700213452006102,22999"dq_p": 0.26047825374481726,23000"fz0_mean": 1.2047534491208378,23001"es_shortfall_ratio": 1.018978913962445923002}23003},23004"gjr11__t__w1000_r5": {23005"0.01": {23006"n": 2722,23007"hit_rate": 0.01322556943423953,23008"kupiec_p": 0.10703530495864008,23009"cc_p": 0.21771863714959344,23010"dq_p": 0.44580388276140104,23011"fz0_mean": 1.6998192718005485,23012"es_shortfall_ratio": 0.987634191876580123013},23014"0.05": {23015"n": 2722,23016"hit_rate": 0.053269654665687,23017"kupiec_p": 0.438433759955453,23018"cc_p": 0.7160053189378912,23019"dq_p": 0.3345266722986056,23020"fz0_mean": 1.2061783727934985,23021"es_shortfall_ratio": 1.020066289773407623022}23023},23024"har_rv__empirical__w1000_r5": {23025"0.01": {23026"n": 2722,23027"hit_rate": 0.006245407788390889,23028"kupiec_p": 0.03442246458398778,23029"cc_p": 0.09597403342035539,23030"dq_p": 0.658382844336205,23031"fz0_mean": 6.2626073982910215,23032"es_shortfall_ratio": 1.042350232420618623033},23034"0.05": {23035"n": 2722,23036"hit_rate": 0.02204261572373255,23037"kupiec_p": 6.774997705199168e-14,23038"cc_p": 2.8274611816256435e-13,23039"dq_p": 5.400588360947459e-09,23040"fz0_mean": 2.2240551178222163,23041"es_shortfall_ratio": 0.998584479084993723042}23043},23044"heavy11__normal__w1000_r5": {23045"0.01": {23046"n": 2722,23047"hit_rate": 0.017266715650257163,23048"kupiec_p": 0.0005529856065902889,23049"cc_p": 0.0025161301644166015,23050"dq_p": 0.012327177162416339,23051"fz0_mean": 1.7115292864486826,23052"es_shortfall_ratio": 1.136550438518421723053},23054"0.05": {23055"n": 2722,23056"hit_rate": 0.045187362233651725,23057"kupiec_p": 0.24186590829275362,23058"cc_p": 0.2988549099357387,23059"dq_p": 0.392445945326373,23060"fz0_mean": 1.1821185742202638,23061"es_shortfall_ratio": 1.138981007907118523062}23063},23064"heavy11__t__w1000_r5": {23065"0.01": {23066"n": 2722,23067"hit_rate": 0.0106539309331374,23068"kupiec_p": 0.7343905983640666,23069"cc_p": 0.6907534421909902,23070"dq_p": 0.3503147986473877,23071"fz0_mean": 1.6552537260686957,23072"es_shortfall_ratio": 1.062484813820027823073},23074"0.05": {23075"n": 2722,23076"hit_rate": 0.05033063923585599,23077"kupiec_p": 0.9369787590934104,23078"cc_p": 0.3107774336014723,23079"dq_p": 0.16771893979455738,23080"fz0_mean": 1.176097581113413,23081"es_shortfall_ratio": 1.003271509410563323082}23083},23084"histvar22__empirical__w1000_r5": {23085"0.01": {23086"n": 2722,23087"hit_rate": 0.012123438648052902,23088"kupiec_p": 0.28124300412465764,23089"cc_p": 0.10240335082142572,23090"dq_p": 0.00014306762153804182,23091"fz0_mean": 1.8341774127150434,23092"es_shortfall_ratio": 0.974998087495676423093},23094"0.05": {23095"n": 2722,23096"hit_rate": 0.05106539309331374,23097"kupiec_p": 0.7993496290088022,23098"cc_p": 0.020004026448252096,23099"dq_p": 6.1540424683158105e-06,23100"fz0_mean": 1.3117927186701566,23101"es_shortfall_ratio": 0.892698074861075423102}23103},23104"histvar252__empirical__w1000_r5": {23105"0.01": {23106"n": 2722,23107"hit_rate": 0.011021307861866276,23108"kupiec_p": 0.5982838872107726,23109"cc_p": 0.000991353316694769,23110"dq_p": 1.4974540391200287e-21,23111"fz0_mean": 2.0026855755296364,23112"es_shortfall_ratio": 1.077543502197593723113},23114"0.05": {23115"n": 2722,23116"hit_rate": 0.04665686994856723,23117"kupiec_p": 0.4185193854593835,23118"cc_p": 0.0008893332869274295,23119"dq_p": 2.9510007093118738e-15,23120"fz0_mean": 1.404125036781046,23121"es_shortfall_ratio": 1.002385707619110323122}23123},23124"histvar66__empirical__w1000_r5": {23125"0.01": {23126"n": 2722,23127"hit_rate": 0.012123438648052902,23128"kupiec_p": 0.28124300412465764,23129"cc_p": 0.10240335082142572,23130"dq_p": 5.8475905691316125e-05,23131"fz0_mean": 1.8800646528733838,23132"es_shortfall_ratio": 0.987034675099758723133},23134"0.05": {23135"n": 2722,23136"hit_rate": 0.050698016164584865,23137"kupiec_p": 0.8675836334084923,23138"cc_p": 0.006962958620327665,23139"dq_p": 3.296021840689042e-10,23140"fz0_mean": 1.321527109622928,23141"es_shortfall_ratio": 0.93548658469646723142}23143},23144"igarch11__ged__w1000_r5": {23145"0.01": {23146"n": 2722,23147"hit_rate": 0.012123438648052902,23148"kupiec_p": 0.28124300412465764,23149"cc_p": 0.4034640688065769,23150"dq_p": 0.33352322066628365,23151"fz0_mean": 1.750932858808915,23152"es_shortfall_ratio": 1.09329470306449323153},23154"0.05": {23155"n": 2722,23156"hit_rate": 0.04481998530492285,23157"kupiec_p": 0.2072204511484504,23158"cc_p": 0.4430472847028082,23159"dq_p": 0.14596970602973855,23160"fz0_mean": 1.242566588491463,23161"es_shortfall_ratio": 1.062099000351674623162}23163},23164"igarch11__normal__w1000_r5": {23165"0.01": {23166"n": 2722,23167"hit_rate": 0.019103600293901544,23168"kupiec_p": 2.2242964816470388e-05,23169"cc_p": 3.096723516811993e-05,23170"dq_p": 2.8742755233226965e-08,23171"fz0_mean": 1.8773972671106274,23172"es_shortfall_ratio": 1.176380169976226923173},23174"0.05": {23175"n": 2722,23176"hit_rate": 0.04592211609110948,23177"kupiec_p": 0.3225605768068778,23178"cc_p": 0.6077380263774423,23179"dq_p": 0.25765424920549446,23180"fz0_mean": 1.2508785433140144,23181"es_shortfall_ratio": 1.155190294841641323182}23183},23184"igarch11__skewt__w1000_r5": {23185"0.01": {23186"n": 2722,23187"hit_rate": 0.00881704628949302,23188"kupiec_p": 0.5267104086944107,23189"cc_p": 0.3711183368263431,23190"dq_p": 0.5171627102612018,23191"fz0_mean": 1.7208980097351478,23192"es_shortfall_ratio": 0.982769042755008523193},23194"0.05": {23195"n": 2722,23196"hit_rate": 0.05363703159441587,23197"kupiec_p": 0.3892671251125104,23198"cc_p": 0.49766877625204364,23199"dq_p": 0.013487931670773117,23200"fz0_mean": 1.235145845871166,23201"es_shortfall_ratio": 0.946402663839608723202}23203},23204"igarch11__t__w1000_r5": {23205"0.01": {23206"n": 2722,23207"hit_rate": 0.009919177075679648,23208"kupiec_p": 0.9661505645379025,23209"cc_p": 0.5454018077753557,23210"dq_p": 0.5184745295325788,23211"fz0_mean": 1.734424870699888,23212"es_shortfall_ratio": 0.963179034010390323213},23214"0.05": {23215"n": 2722,23216"hit_rate": 0.05363703159441587,23217"kupiec_p": 0.3892671251125104,23218"cc_p": 0.49766877625204364,23219"dq_p": 0.06186687657995721,23220"fz0_mean": 1.2354440275302647,23221"es_shortfall_ratio": 0.94516356241046923222}23223},23224"loghar_rv__empirical__w1000_r5": {23225"0.01": {23226"n": 2722,23227"hit_rate": 0.011756061719324026,23228"kupiec_p": 0.3703011282448436,23229"cc_p": 0.45742306713205694,23230"dq_p": 0.49040650892960846,23231"fz0_mean": 1.6504223179052848,23232"es_shortfall_ratio": 1.027724928878423823233},23234"0.05": {23235"n": 2722,23236"hit_rate": 0.051800146950771495,23237"kupiec_p": 0.6682759631230353,23238"cc_p": 0.11750018267536957,23239"dq_p": 0.00035461968235779345,23240"fz0_mean": 1.1891528404750324,23241"es_shortfall_ratio": 1.007683806666852523242}23243},23244"msgarch2__normal__w1000_r5": {23245"0.01": {23246"n": 2722,23247"hit_rate": 0.019103600293901544,23248"kupiec_p": 2.2242964816470388e-05,23249"cc_p": 8.221186421535549e-05,23250"dq_p": 3.1794914651368126e-07,23251"fz0_mean": 1.8648452187924465,23252"es_shortfall_ratio": 1.21524246447041923253},23254"0.05": {23255"n": 2722,23256"hit_rate": 0.05253490080822924,23257"kupiec_p": 0.5471332974840184,23258"cc_p": 0.3753291537041124,23259"dq_p": 0.06437533830275377,23260"fz0_mean": 1.2366539944092254,23261"es_shortfall_ratio": 1.136503625354824923262}23263},23264"msgarch2__t__w1000_r5": {23265"0.01": {23266"n": 2722,23267"hit_rate": 0.013960323291697281,23268"kupiec_p": 0.05006210492351372,23269"cc_p": 0.08561367593687555,23270"dq_p": 0.0882596801900812,23271"fz0_mean": 1.7664175157217537,23272"es_shortfall_ratio": 1.080612752318804323273},23274"0.05": {23275"n": 2722,23276"hit_rate": 0.05437178545187362,23277"kupiec_p": 0.3017903171148595,23278"cc_p": 0.3312746485075371,23279"dq_p": 0.005209152286684222,23280"fz0_mean": 1.2314828601419323,23281"es_shortfall_ratio": 1.060213111476520523282}23283},23284"nagarch11__ged__w1000_r5": {23285"0.01": {23286"n": 2722,23287"hit_rate": 0.012490815576781777,23288"kupiec_p": 0.2086379405472841,23289"cc_p": 0.09170483675987352,23290"dq_p": 0.033814680312805975,23291"fz0_mean": 1.72075717692131,23292"es_shortfall_ratio": 1.13037414327669223293},23294"0.05": {23295"n": 2722,23296"hit_rate": 0.05106539309331374,23297"kupiec_p": 0.7993496290088022,23298"cc_p": 0.5238550158344761,23299"dq_p": 0.524946108917947,23300"fz0_mean": 1.2160843366601335,23301"es_shortfall_ratio": 1.068648301100748223302}23303},23304"nagarch11__normal__w1000_r5": {23305"0.01": {23306"n": 2722,23307"hit_rate": 0.018001469507714914,23308"kupiec_p": 0.00016197713295416173,23309"cc_p": 0.00047172273569824006,23310"dq_p": 0.0018760825004473939,23311"fz0_mean": 1.8090312818669216,23312"es_shortfall_ratio": 1.198445118018821123313},23314"0.05": {23315"n": 2722,23316"hit_rate": 0.049595885378398236,23317"kupiec_p": 0.9228352498596709,23318"cc_p": 0.654806792751934,23319"dq_p": 0.6325555778726923,23320"fz0_mean": 1.222193841558077,23321"es_shortfall_ratio": 1.16501652037405523322}23323},23324"nagarch11__skewt__w1000_r5": {23325"0.01": {23326"n": 2722,23327"hit_rate": 0.012123438648052902,23328"kupiec_p": 0.28124300412465764,23329"cc_p": 0.10240335082142572,23330"dq_p": 0.05681284146759484,23331"fz0_mean": 1.7008549434299975,23332"es_shortfall_ratio": 1.012651864174879423333},23334"0.05": {23335"n": 2722,23336"hit_rate": 0.05437178545187362,23337"kupiec_p": 0.3017903171148595,23338"cc_p": 0.1307661470401942,23339"dq_p": 0.05109190717565676,23340"fz0_mean": 1.2158590280200972,23341"es_shortfall_ratio": 1.018096015964510523342}23343},23344"nagarch11__t__w1000_r5": {23345"0.01": {23346"n": 2722,23347"hit_rate": 0.012123438648052902,23348"kupiec_p": 0.28124300412465764,23349"cc_p": 0.10240335082142572,23350"dq_p": 0.06018177250333595,23351"fz0_mean": 1.722194043495029,23352"es_shortfall_ratio": 1.041930610021590223353},23354"0.05": {23355"n": 2722,23356"hit_rate": 0.055106539309331376,23357"kupiec_p": 0.22877420702447093,23358"cc_p": 0.12550336753130523,23359"dq_p": 0.030559674049894972,23360"fz0_mean": 1.224255958240781,23361"es_shortfall_ratio": 1.036802240768391423362}23363},23364"qgarch11__ged__w1000_r5": {23365"0.01": {23366"n": 2722,23367"hit_rate": 0.011756061719324026,23368"kupiec_p": 0.3703011282448436,23369"cc_p": 0.11037799554586343,23370"dq_p": 0.07344218603955219,23371"fz0_mean": 1.6989650118428867,23372"es_shortfall_ratio": 1.133913532290479923373},23374"0.05": {23375"n": 2722,23376"hit_rate": 0.04922850844966936,23377"kupiec_p": 0.8531219398157308,23378"cc_p": 0.40840603648224905,23379"dq_p": 0.40475516776512416,23380"fz0_mean": 1.2046458175606007,23381"es_shortfall_ratio": 1.062692037821583623382}23383},23384"qgarch11__normal__w1000_r5": {23385"0.01": {23386"n": 2722,23387"hit_rate": 0.018001469507714914,23388"kupiec_p": 0.00016197713295416173,23389"cc_p": 0.00047172273569824006,23390"dq_p": 0.0006849763179641785,23391"fz0_mean": 1.794330284887002,23392"es_shortfall_ratio": 1.203708649454671623393},23394"0.05": {23395"n": 2722,23396"hit_rate": 0.049595885378398236,23397"kupiec_p": 0.9228352498596709,23398"cc_p": 0.2603957134552821,23399"dq_p": 0.3264811363551559,23400"fz0_mean": 1.2166963715693677,23401"es_shortfall_ratio": 1.14938851209430323402}23403},23404"qgarch11__skewt__w1000_r5": {23405"0.01": {23406"n": 2722,23407"hit_rate": 0.011388684790595151,23408"kupiec_p": 0.4762284897995892,23409"cc_p": 0.1147029715165915,23410"dq_p": 0.07086567226523408,23411"fz0_mean": 1.6750467490356362,23412"es_shortfall_ratio": 1.011893345780885923413},23414"0.05": {23415"n": 2722,23416"hit_rate": 0.05290227773695812,23417"kupiec_p": 0.4911089911080522,23418"cc_p": 0.1268778251662452,23419"dq_p": 0.04621503306578195,23420"fz0_mean": 1.2034887074362746,23421"es_shortfall_ratio": 1.004722515086446323422}23423},23424"qgarch11__t__w1000_r5": {23425"0.01": {23426"n": 2722,23427"hit_rate": 0.011388684790595151,23428"kupiec_p": 0.4762284897995892,23429"cc_p": 0.1147029715165915,23430"dq_p": 0.07122402828717067,23431"fz0_mean": 1.6907869864823961,23432"es_shortfall_ratio": 1.035086372305559223433},23434"0.05": {23435"n": 2722,23436"hit_rate": 0.05400440852314475,23437"kupiec_p": 0.34370656383840203,23438"cc_p": 0.07065813296356885,23439"dq_p": 0.025630789434475033,23440"fz0_mean": 1.2046484913250228,23441"es_shortfall_ratio": 1.017402681760530623442}23443},23444"realgarch11__normal__w1000_r5": {23445"0.01": {23446"n": 2722,23447"hit_rate": 0.019103600293901544,23448"kupiec_p": 2.2242964816470388e-05,23449"cc_p": 8.221186421535549e-05,23450"dq_p": 6.742398438807609e-09,23451"fz0_mean": 1.7667964466930215,23452"es_shortfall_ratio": 1.174161267773896223453},23454"0.05": {23455"n": 2722,23456"hit_rate": 0.047391623806024984,23457"kupiec_p": 0.5289127552490087,23458"cc_p": 0.06748687539723142,23459"dq_p": 0.004757030119776867,23460"fz0_mean": 1.2000665699067683,23461"es_shortfall_ratio": 1.165494383335916623462}23463},23464"realgarch11__t__w1000_r5": {23465"0.01": {23466"n": 2722,23467"hit_rate": 0.012490815576781777,23468"kupiec_p": 0.2086379405472841,23469"cc_p": 0.33916265242266996,23470"dq_p": 0.029861173685709893,23471"fz0_mean": 1.6608994083566326,23472"es_shortfall_ratio": 0.997664477886724923473},23474"0.05": {23475"n": 2722,23476"hit_rate": 0.051800146950771495,23477"kupiec_p": 0.6682759631230353,23478"cc_p": 0.025961157982716872,23479"dq_p": 0.00015517881179994523,23480"fz0_mean": 1.1912518758784083,23481"es_shortfall_ratio": 1.037103712297305223482}23483},23484"rm2006__normal__w1000_r5": {23485"0.01": {23486"n": 2722,23487"hit_rate": 0.02204261572373255,23488"kupiec_p": 5.0761639739114235e-08,23489"cc_p": 5.490686031705507e-08,23490"dq_p": 8.299820631594257e-14,23491"fz0_mean": 1.9580254238570587,23492"es_shortfall_ratio": 1.183260772832941823493},23494"0.05": {23495"n": 2722,23496"hit_rate": 0.04775900073475386,23497"kupiec_p": 0.5889679597463926,23498"cc_p": 0.033125597344341944,23499"dq_p": 0.00031365979615491336,23500"fz0_mean": 1.2635476639564351,23501"es_shortfall_ratio": 1.182892600694349923502}23503},23504"rm_rw__empirical__w1000_r5": {23505"0.01": {23506"n": 2722,23507"hit_rate": 0.013960323291697281,23508"kupiec_p": 0.05006210492351372,23509"cc_p": 0.08561367593687555,23510"dq_p": 0.023707677417941494,23511"fz0_mean": 1.6787541868337348,23512"es_shortfall_ratio": 0.987056086895213523513},23514"0.05": {23515"n": 2722,23516"hit_rate": 0.050698016164584865,23517"kupiec_p": 0.8675836334084923,23518"cc_p": 0.9078840521169814,23519"dq_p": 0.23889008167734732,23520"fz0_mean": 1.2001666989598925,23521"es_shortfall_ratio": 0.979239275482961223522}23523},23524"tarch11__ged__w1000_r5": {23525"0.01": {23526"n": 2722,23527"hit_rate": 0.012490815576781777,23528"kupiec_p": 0.2086379405472841,23529"cc_p": 0.33916265242266996,23530"dq_p": 0.47177061424079014,23531"fz0_mean": 1.718053678423959,23532"es_shortfall_ratio": 1.114860094963079423533},23534"0.05": {23535"n": 2722,23536"hit_rate": 0.046289493019838354,23537"kupiec_p": 0.3686587021379877,23538"cc_p": 0.2853935620547651,23539"dq_p": 0.5602999632425061,23540"fz0_mean": 1.2024777045850834,23541"es_shortfall_ratio": 1.081844645738071323542}23543},23544"tarch11__normal__w1000_r5": {23545"0.01": {23546"n": 2722,23547"hit_rate": 0.018368846436443792,23548"kupiec_p": 8.515675737920332e-05,23549"cc_p": 0.0002695338091085837,23550"dq_p": 0.0013161784552070648,23551"fz0_mean": 1.822031504477236,23552"es_shortfall_ratio": 1.190034058594866823553},23554"0.05": {23555"n": 2722,23556"hit_rate": 0.0470242468772961,23557"kupiec_p": 0.47200578811203475,23558"cc_p": 0.11491682334470336,23559"dq_p": 0.2597634253039001,23560"fz0_mean": 1.2120650344260728,23561"es_shortfall_ratio": 1.163819836663528623562}23563},23564"tarch11__skewt__w1000_r5": {23565"0.01": {23566"n": 2722,23567"hit_rate": 0.011021307861866276,23568"kupiec_p": 0.5982838872107726,23569"cc_p": 0.5536561466341864,23570"dq_p": 0.7738928269535628,23571"fz0_mean": 1.6851410211196878,23572"es_shortfall_ratio": 1.010870650473146623573},23574"0.05": {23575"n": 2722,23576"hit_rate": 0.05253490080822924,23577"kupiec_p": 0.5471332974840184,23578"cc_p": 0.5379918128934629,23579"dq_p": 0.6119290160017354,23580"fz0_mean": 1.2014770441239646,23581"es_shortfall_ratio": 1.01547284538379923582}23583},23584"tarch11__t__w1000_r5": {23585"0.01": {23586"n": 2722,23587"hit_rate": 0.012123438648052902,23588"kupiec_p": 0.28124300412465764,23589"cc_p": 0.4034640688065769,23590"dq_p": 0.6370498429513662,23591"fz0_mean": 1.7033650010538726,23592"es_shortfall_ratio": 1.008407392248038323593},23594"0.05": {23595"n": 2722,23596"hit_rate": 0.05400440852314475,23597"kupiec_p": 0.34370656383840203,23598"cc_p": 0.47611254483536936,23599"dq_p": 0.505163853249686,23600"fz0_mean": 1.203629552014267,23601"es_shortfall_ratio": 1.01972229379674923602}23603}23604},23605"accounting": {23606"aparch11__ged__w1000_r5": {23607"n_refits": 544,23608"failed": 0.0,23609"inadmissible": 0.0,23610"fit_time_mean": 0.13037799892738214,23611"fit_time_median": 0.11856822844129056,23612"iter_mean": 24.84375,23613"restarts_mean": 0.0,23614"status_ok": 1.023615},23616"aparch11__normal__w1000_r5": {23617"n_refits": 544,23618"failed": 0.0,23619"inadmissible": 0.0,23620"fit_time_mean": 0.043219080951958484,23621"fit_time_median": 0.04016347858123481,23622"iter_mean": 20.96139705882353,23623"restarts_mean": 0.0,23624"status_ok": 1.023625},23626"aparch11__skewt__w1000_r5": {23627"n_refits": 544,23628"failed": 0.0,23629"inadmissible": 0.0,23630"fit_time_mean": 0.08180490157460821,23631"fit_time_median": 0.07103310397360474,23632"iter_mean": 27.652573529411764,23633"restarts_mean": 0.0,23634"status_ok": 1.023635},23636"aparch11__t__w1000_r5": {23637"n_refits": 544,23638"failed": 0.0,23639"inadmissible": 0.0,23640"fit_time_mean": 0.1089011142770794,23641"fit_time_median": 0.09408222942147404,23642"iter_mean": 27.24264705882353,23643"restarts_mean": 0.0,23644"status_ok": 1.023645},23646"arch5__ged__w1000_r5": {23647"n_refits": 544,23648"failed": 0.0,23649"inadmissible": 0.0,23650"fit_time_mean": 0.023070790968417628,23651"fit_time_median": 0.015726645477116108,23652"iter_mean": 16.02573529411765,23653"restarts_mean": 0.0,23654"status_ok": 1.023655},23656"arch5__normal__w1000_r5": {23657"n_refits": 544,23658"failed": 0.0,23659"inadmissible": 0.0,23660"fit_time_mean": 0.011906766076743439,23661"fit_time_median": 0.011590167181566358,23662"iter_mean": 14.433823529411764,23663"restarts_mean": 0.0,23664"status_ok": 1.023665},23666"arch5__skewt__w1000_r5": {23667"n_refits": 544,23668"failed": 0.0,23669"inadmissible": 0.0,23670"fit_time_mean": 0.01892989565856303,23671"fit_time_median": 0.018039562390185893,23672"iter_mean": 16.167279411764707,23673"restarts_mean": 0.0,23674"status_ok": 1.023675},23676"arch5__t__w1000_r5": {23677"n_refits": 544,23678"failed": 0.0,23679"inadmissible": 0.0,23680"fit_time_mean": 0.01672457725790617,23681"fit_time_median": 0.015901395468972623,23682"iter_mean": 14.976102941176471,23683"restarts_mean": 0.0,23684"status_ok": 1.023685},23686"avgarch11__ged__w1000_r5": {23687"n_refits": 544,23688"failed": 0.0,23689"inadmissible": 0.0,23690"fit_time_mean": 0.015641479785057633,23691"fit_time_median": 0.014685186906717718,23692"iter_mean": 14.742647058823529,23693"restarts_mean": 0.0,23694"status_ok": 1.023695},23696"avgarch11__normal__w1000_r5": {23697"n_refits": 544,23698"failed": 0.0,23699"inadmissible": 0.0,23700"fit_time_mean": 0.00802574676944299,23701"fit_time_median": 0.007205417030490935,23702"iter_mean": 13.544117647058824,23703"restarts_mean": 0.0,23704"status_ok": 1.023705},23706"avgarch11__skewt__w1000_r5": {23707"n_refits": 544,23708"failed": 0.0,23709"inadmissible": 0.0,23710"fit_time_mean": 0.04002818377022563,23711"fit_time_median": 0.03755439550150186,23712"iter_mean": 16.058823529411764,23713"restarts_mean": 0.0,23714"status_ok": 1.023715},23716"avgarch11__t__w1000_r5": {23717"n_refits": 544,23718"failed": 0.0,23719"inadmissible": 0.0,23720"fit_time_mean": 0.013358958912516861,23721"fit_time_median": 0.012873145984485745,23722"iter_mean": 15.025735294117647,23723"restarts_mean": 0.0,23724"status_ok": 1.023725},23726"cgarch11__ged__w1000_r5": {23727"n_refits": 544,23728"failed": 0.0,23729"inadmissible": 0.0,23730"fit_time_mean": 0.025989002844332445,23731"fit_time_median": 0.021984563092701137,23732"iter_mean": 90.88970588235294,23733"restarts_mean": 1.0,23734"status_ok": 1.023735},23736"cgarch11__normal__w1000_r5": {23737"n_refits": 544,23738"failed": 0.0,23739"inadmissible": 0.0,23740"fit_time_mean": 0.019485781279988314,23741"fit_time_median": 0.017008500057272613,23742"iter_mean": 69.51654411764706,23743"restarts_mean": 1.0,23744"status_ok": 1.023745},23746"cgarch11__skewt__w1000_r5": {23747"n_refits": 544,23748"failed": 0.0,23749"inadmissible": 0.003676470588235294,23750"fit_time_mean": 0.13164559513611226,23751"fit_time_median": 0.114472895860672,23752"iter_mean": 112.1783088235294,23753"restarts_mean": 1.0,23754"status_ok": 1.023755},23756"cgarch11__t__w1000_r5": {23757"n_refits": 544,23758"failed": 0.0,23759"inadmissible": 0.001838235294117647,23760"fit_time_mean": 0.03205451238660745,23761"fit_time_median": 0.0257966045755893,23762"iter_mean": 89.35661764705883,23763"restarts_mean": 1.0,23764"status_ok": 1.023765},23766"constvar__normal__w1000_r5": {23767"n_refits": 544,23768"failed": 0.0,23769"inadmissible": 0.0,23770"fit_time_mean": 0.00046574829663286973,23771"fit_time_median": 0.000286541529931128,23772"iter_mean": 0.0,23773"restarts_mean": 0.0,23774"status_ok": 1.023775},23776"egarch11__ged__w1000_r5": {23777"n_refits": 544,23778"failed": 0.0,23779"inadmissible": 0.0,23780"fit_time_mean": 0.03186079472267439,23781"fit_time_median": 0.028490395983681083,23782"iter_mean": 14.823529411764707,23783"restarts_mean": 0.0,23784"status_ok": 1.023785},23786"egarch11__normal__w1000_r5": {23787"n_refits": 544,23788"failed": 0.0,23789"inadmissible": 0.0,23790"fit_time_mean": 0.00894231097010882,23791"fit_time_median": 0.007290166453458369,23792"iter_mean": 12.365808823529411,23793"restarts_mean": 0.0,23794"status_ok": 1.023795},23796"egarch11__skewt__w1000_r5": {23797"n_refits": 544,23798"failed": 0.0,23799"inadmissible": 0.0,23800"fit_time_mean": 0.022728727328820454,23801"fit_time_median": 0.02186160406563431,23802"iter_mean": 16.053308823529413,23803"restarts_mean": 0.0,23804"status_ok": 1.023805},23806"egarch11__t__w1000_r5": {23807"n_refits": 544,23808"failed": 0.0,23809"inadmissible": 0.0,23810"fit_time_mean": 0.023179782616566894,23811"fit_time_median": 0.01874639594461769,23812"iter_mean": 14.34375,23813"restarts_mean": 0.0,23814"status_ok": 1.023815},23816"ewma094__normal__w1000_r5": {23817"n_refits": 544,23818"failed": 0.0,23819"inadmissible": 0.0,23820"fit_time_mean": 0.0011927332769332947,23821"fit_time_median": 0.0009873334784060717,23822"iter_mean": 2.5808823529411766,23823"restarts_mean": 0.0,23824"status_ok": 1.023825},23826"figarch11__ged__w1000_r5": {23827"n_refits": 544,23828"failed": 0.0,23829"inadmissible": 0.0,23830"fit_time_mean": 0.15914805816667948,23831"fit_time_median": 0.15543077094480395,23832"iter_mean": 15.630514705882353,23833"restarts_mean": 0.0,23834"status_ok": 1.023835},23836"figarch11__normal__w1000_r5": {23837"n_refits": 544,23838"failed": 0.0,23839"inadmissible": 0.0,23840"fit_time_mean": 0.15657187684957855,23841"fit_time_median": 0.15497589600272477,23842"iter_mean": 13.033088235294118,23843"restarts_mean": 0.0,23844"status_ok": 1.023845},23846"figarch11__skewt__w1000_r5": {23847"n_refits": 544,23848"failed": 0.0,23849"inadmissible": 0.0,23850"fit_time_mean": 0.19294858286593808,23851"fit_time_median": 0.1897821455495432,23852"iter_mean": 16.428308823529413,23853"restarts_mean": 0.0,23854"status_ok": 1.023855},23856"figarch11__t__w1000_r5": {23857"n_refits": 544,23858"failed": 0.0,23859"inadmissible": 0.0,23860"fit_time_mean": 0.11885970086586894,23861"fit_time_median": 0.11914216645527631,23862"iter_mean": 15.96875,23863"restarts_mean": 0.0,23864"status_ok": 1.023865},23866"garch11__ged__w1000_r5": {23867"n_refits": 544,23868"failed": 0.0,23869"inadmissible": 0.0,23870"fit_time_mean": 0.010949729760314393,23871"fit_time_median": 0.01028635399416089,23872"iter_mean": 13.242647058823529,23873"restarts_mean": 0.0,23874"status_ok": 1.023875},23876"garch11__normal__w1000_r5": {23877"n_refits": 544,23878"failed": 0.0,23879"inadmissible": 0.0,23880"fit_time_mean": 0.007637544327949667,23881"fit_time_median": 0.006641520536504686,23882"iter_mean": 9.783088235294118,23883"restarts_mean": 0.0,23884"status_ok": 1.023885},23886"garch11__skewt__w1000_r5": {23887"n_refits": 544,23888"failed": 0.0,23889"inadmissible": 0.0,23890"fit_time_mean": 0.011499236988824765,23891"fit_time_median": 0.011476291459985077,23892"iter_mean": 14.257352941176471,23893"restarts_mean": 0.0,23894"status_ok": 1.023895},23896"garch11__t__w1000_r5": {23897"n_refits": 544,23898"failed": 0.0,23899"inadmissible": 0.0,23900"fit_time_mean": 0.010650423993972842,23901"fit_time_median": 0.010020916466601193,23902"iter_mean": 13.0,23903"restarts_mean": 0.0,23904"status_ok": 1.023905},23906"garch12__ged__w1000_r5": {23907"n_refits": 544,23908"failed": 0.0,23909"inadmissible": 0.0,23910"fit_time_mean": 0.013741803602041566,23911"fit_time_median": 0.013159208348952234,23912"iter_mean": 14.694852941176471,23913"restarts_mean": 0.0,23914"status_ok": 1.023915},23916"garch12__normal__w1000_r5": {23917"n_refits": 544,23918"failed": 0.0,23919"inadmissible": 0.0,23920"fit_time_mean": 0.009093768863428576,23921"fit_time_median": 0.00814012496266514,23922"iter_mean": 12.330882352941176,23923"restarts_mean": 0.0,23924"status_ok": 1.023925},23926"garch12__skewt__w1000_r5": {23927"n_refits": 544,23928"failed": 0.0,23929"inadmissible": 0.0,23930"fit_time_mean": 0.014028705958694713,23931"fit_time_median": 0.014019708498381078,23932"iter_mean": 15.887867647058824,23933"restarts_mean": 0.0,23934"status_ok": 1.023935},23936"garch12__t__w1000_r5": {23937"n_refits": 544,23938"failed": 0.0,23939"inadmissible": 0.0,23940"fit_time_mean": 0.016181626765875777,23941"fit_time_median": 0.015513458522036672,23942"iter_mean": 14.744485294117647,23943"restarts_mean": 0.0,23944"status_ok": 1.023945},23946"garch21__ged__w1000_r5": {23947"n_refits": 544,23948"failed": 0.0,23949"inadmissible": 0.0,23950"fit_time_mean": 0.018076002075223883,23951"fit_time_median": 0.011975791538134217,23952"iter_mean": 15.316176470588236,23953"restarts_mean": 0.0,23954"status_ok": 1.023955},23956"garch21__normal__w1000_r5": {23957"n_refits": 544,23958"failed": 0.0,23959"inadmissible": 0.0,23960"fit_time_mean": 0.010198131868759553,23961"fit_time_median": 0.008869145414792001,23962"iter_mean": 11.704044117647058,23963"restarts_mean": 0.0,23964"status_ok": 1.023965},23966"garch21__skewt__w1000_r5": {23967"n_refits": 544,23968"failed": 0.0,23969"inadmissible": 0.0,23970"fit_time_mean": 0.01520258087411468,23971"fit_time_median": 0.014644333510659635,23972"iter_mean": 16.001838235294116,23973"restarts_mean": 0.0,23974"status_ok": 1.023975},23976"garch21__t__w1000_r5": {23977"n_refits": 544,23978"failed": 0.0,23979"inadmissible": 0.0,23980"fit_time_mean": 0.013220501201217035,23981"fit_time_median": 0.012621082947589457,23982"iter_mean": 14.551470588235293,23983"restarts_mean": 0.0,23984"status_ok": 1.023985},23986"garchm11__ged__w1000_r5": {23987"n_refits": 544,23988"failed": 0.0,23989"inadmissible": 0.0,23990"fit_time_mean": 0.01606170784404693,23991"fit_time_median": 0.015641125035472214,23992"iter_mean": 62.9375,23993"restarts_mean": 1.0,23994"status_ok": 1.023995},23996"garchm11__normal__w1000_r5": {23997"n_refits": 544,23998"failed": 0.001838235294117647,23999"inadmissible": 0.0,24000"fit_time_mean": 0.009166900441735326,24001"fit_time_median": 0.008345062495209277,24002"iter_mean": 44.8639705882353,24003"restarts_mean": 0.9981617647058824,24004"status_ok": 0.9981637899375688,24005"status_stale_fit": 0.00183621006243114224006},24007"garchm11__skewt__w1000_r5": {24008"n_refits": 544,24009"failed": 0.0,24010"inadmissible": 0.0,24011"fit_time_mean": 0.029699606845764826,24012"fit_time_median": 0.029303395422175527,24013"iter_mean": 71.86397058823529,24014"restarts_mean": 1.0,24015"status_ok": 1.024016},24017"garchm11__t__w1000_r5": {24018"n_refits": 544,24019"failed": 0.0,24020"inadmissible": 0.0,24021"fit_time_mean": 0.020428765399949898,24022"fit_time_median": 0.020142166991718113,24023"iter_mean": 61.24080882352941,24024"restarts_mean": 1.0,24025"status_ok": 1.024026},24027"garchx_rv11__normal__w1000_r5": {24028"n_refits": 544,24029"failed": 0.0,24030"inadmissible": 0.0,24031"fit_time_mean": 0.04248414830534089,24032"fit_time_median": 0.04121458297595382,24033"iter_mean": 103.2279411764706,24034"restarts_mean": 1.0,24035"status_ok": 1.024036},24037"garchx_rv11__t__w1000_r5": {24038"n_refits": 544,24039"failed": 0.0,24040"inadmissible": 0.0,24041"fit_time_mean": 0.06291626263598171,24042"fit_time_median": 0.06289227097295225,24043"iter_mean": 126.93198529411765,24044"restarts_mean": 1.0,24045"status_ok": 1.024046},24047"gas_t11__t__w1000_r5": {24048"n_refits": 544,24049"failed": 0.0,24050"inadmissible": 0.0,24051"fit_time_mean": 0.013323257655429188,24052"fit_time_median": 0.01289835455827415,24053"iter_mean": 42.080882352941174,24054"restarts_mean": 1.0,24055"status_ok": 1.024056},24057"gjr11__ged__w1000_r5": {24058"n_refits": 544,24059"failed": 0.0,24060"inadmissible": 0.0,24061"fit_time_mean": 0.018143473195617415,24062"fit_time_median": 0.011699000489898026,24063"iter_mean": 15.101102941176471,24064"restarts_mean": 0.0,24065"status_ok": 1.024066},24067"gjr11__normal__w1000_r5": {24068"n_refits": 544,24069"failed": 0.0,24070"inadmissible": 0.0,24071"fit_time_mean": 0.009799413598289796,24072"fit_time_median": 0.008689812500961125,24073"iter_mean": 11.193014705882353,24074"restarts_mean": 0.0,24075"status_ok": 1.024076},24077"gjr11__skewt__w1000_r5": {24078"n_refits": 544,24079"failed": 0.0,24080"inadmissible": 0.0,24081"fit_time_mean": 0.01492576125832891,24082"fit_time_median": 0.014072146033868194,24083"iter_mean": 15.376838235294118,24084"restarts_mean": 0.0,24085"status_ok": 1.024086},24087"gjr11__t__w1000_r5": {24088"n_refits": 544,24089"failed": 0.0,24090"inadmissible": 0.0,24091"fit_time_mean": 0.013106227640117355,24092"fit_time_median": 0.012099083396606147,24093"iter_mean": 14.323529411764707,24094"restarts_mean": 0.0,24095"status_ok": 1.024096},24097"har_rv__empirical__w1000_r5": {24098"n_refits": 544,24099"failed": 0.0,24100"inadmissible": 0.0,24101"fit_time_mean": 0.0016126429948010756,24102"fit_time_median": 0.0009916250128298998,24103"iter_mean": 0.0,24104"restarts_mean": 0.0,24105"status_ok": 1.024106},24107"heavy11__normal__w1000_r5": {24108"n_refits": 544,24109"failed": 0.0,24110"inadmissible": 0.0,24111"fit_time_mean": 0.01656044028041994,24112"fit_time_median": 0.016087333438917994,24113"iter_mean": 63.86029411764706,24114"restarts_mean": 1.0,24115"status_ok": 1.024116},24117"heavy11__t__w1000_r5": {24118"n_refits": 544,24119"failed": 0.0,24120"inadmissible": 0.0,24121"fit_time_mean": 0.03988753514824887,24122"fit_time_median": 0.03871968749444932,24123"iter_mean": 72.41360294117646,24124"restarts_mean": 1.0,24125"status_ok": 1.024126},24127"histvar22__empirical__w1000_r5": {24128"n_refits": 544,24129"failed": 0.0,24130"inadmissible": 0.0,24131"fit_time_mean": 3.214634061270558e-06,24132"fit_time_median": 2.5830231606960297e-06,24133"iter_mean": 0.0,24134"restarts_mean": 0.0,24135"status_ok": 1.024136},24137"histvar252__empirical__w1000_r5": {24138"n_refits": 544,24139"failed": 0.0,24140"inadmissible": 0.0,24141"fit_time_mean": 4.401736077852547e-06,24142"fit_time_median": 3.2919924706220627e-06,24143"iter_mean": 0.0,24144"restarts_mean": 0.0,24145"status_ok": 1.024146},24147"histvar66__empirical__w1000_r5": {24148"n_refits": 544,24149"failed": 0.0,24150"inadmissible": 0.0,24151"fit_time_mean": 8.97272291374119e-06,24152"fit_time_median": 4.208646714687347e-06,24153"iter_mean": 0.0,24154"restarts_mean": 0.0,24155"status_ok": 1.024156},24157"igarch11__ged__w1000_r5": {24158"n_refits": 544,24159"failed": 0.0,24160"inadmissible": 0.0,24161"fit_time_mean": 0.009198499834062257,24162"fit_time_median": 0.007995812455192208,24163"iter_mean": 37.14705882352941,24164"restarts_mean": 1.0,24165"status_ok": 1.024166},24167"igarch11__normal__w1000_r5": {24168"n_refits": 544,24169"failed": 0.0,24170"inadmissible": 0.0,24171"fit_time_mean": 0.004201250215427375,24172"fit_time_median": 0.0037283330457285047,24173"iter_mean": 25.330882352941178,24174"restarts_mean": 1.0,24175"status_ok": 1.024176},24177"igarch11__skewt__w1000_r5": {24178"n_refits": 544,24179"failed": 0.0,24180"inadmissible": 0.0,24181"fit_time_mean": 2.6171979298451333,24182"fit_time_median": 2.2779847705969587,24183"iter_mean": 41.57904411764706,24184"restarts_mean": 1.0,24185"status_ok": 1.024186},24187"igarch11__t__w1000_r5": {24188"n_refits": 544,24189"failed": 0.0,24190"inadmissible": 0.0,24191"fit_time_mean": 0.009606460864340667,24192"fit_time_median": 0.005961500108242035,24193"iter_mean": 34.75919117647059,24194"restarts_mean": 1.0,24195"status_ok": 1.024196},24197"loghar_rv__empirical__w1000_r5": {24198"n_refits": 544,24199"failed": 0.0,24200"inadmissible": 0.0,24201"fit_time_mean": 0.0011657940370188205,24202"fit_time_median": 0.0010680834529921412,24203"iter_mean": 0.0,24204"restarts_mean": 0.0,24205"status_ok": 1.024206},24207"msgarch2__normal__w1000_r5": {24208"n_refits": 544,24209"failed": 0.001838235294117647,24210"inadmissible": 0.0,24211"fit_time_mean": 0.09536411970218657,24212"fit_time_median": 0.09281433350406587,24213"iter_mean": 161.27573529411765,24214"restarts_mean": 0.9981617647058824,24215"status_ok": 0.9981637899375688,24216"status_stale_fit": 0.00183621006243114224217},24218"msgarch2__t__w1000_r5": {24219"n_refits": 544,24220"failed": 0.0,24221"inadmissible": 0.0,24222"fit_time_mean": 0.1919826207740698,24223"fit_time_median": 0.17875431245192885,24224"iter_mean": 191.99816176470588,24225"restarts_mean": 1.0,24226"status_ok": 1.024227},24228"nagarch11__ged__w1000_r5": {24229"n_refits": 544,24230"failed": 0.0,24231"inadmissible": 0.0,24232"fit_time_mean": 0.012328114357574926,24233"fit_time_median": 0.011921228957362473,24234"iter_mean": 44.88970588235294,24235"restarts_mean": 1.0,24236"status_ok": 1.024237},24238"nagarch11__normal__w1000_r5": {24239"n_refits": 544,24240"failed": 0.0,24241"inadmissible": 0.0,24242"fit_time_mean": 0.00906239544008927,24243"fit_time_median": 0.007898312993347645,24244"iter_mean": 35.6047794117647,24245"restarts_mean": 1.0,24246"status_ok": 1.024247},24248"nagarch11__skewt__w1000_r5": {24249"n_refits": 544,24250"failed": 0.001838235294117647,24251"inadmissible": 0.0,24252"fit_time_mean": 2.9322618483985186,24253"fit_time_median": 2.5417379995342344,24254"iter_mean": 57.82720588235294,24255"restarts_mean": 0.9981617647058824,24256"status_ok": 0.9981637899375688,24257"status_stale_fit": 0.00183621006243114224258},24259"nagarch11__t__w1000_r5": {24260"n_refits": 544,24261"failed": 0.0,24262"inadmissible": 0.0,24263"fit_time_mean": 0.019956236055911764,24264"fit_time_median": 0.019966479390859604,24265"iter_mean": 47.55330882352941,24266"restarts_mean": 1.0,24267"status_ok": 1.024268},24269"qgarch11__ged__w1000_r5": {24270"n_refits": 544,24271"failed": 0.0,24272"inadmissible": 0.001838235294117647,24273"fit_time_mean": 0.029251220612957908,24274"fit_time_median": 0.024740520981140435,24275"iter_mean": 70.71691176470588,24276"restarts_mean": 1.0,24277"status_ok": 1.024278},24279"qgarch11__normal__w1000_r5": {24280"n_refits": 544,24281"failed": 0.0,24282"inadmissible": 0.0,24283"fit_time_mean": 0.012706487045387108,24284"fit_time_median": 0.012426333036273718,24285"iter_mean": 60.49632352941177,24286"restarts_mean": 1.0,24287"status_ok": 1.024288},24289"qgarch11__skewt__w1000_r5": {24290"n_refits": 544,24291"failed": 0.0,24292"inadmissible": 0.001838235294117647,24293"fit_time_mean": 0.054031007294457485,24294"fit_time_median": 0.05380727059673518,24295"iter_mean": 85.13970588235294,24296"restarts_mean": 1.0,24297"status_ok": 1.024298},24299"qgarch11__t__w1000_r5": {24300"n_refits": 544,24301"failed": 0.0,24302"inadmissible": 0.0,24303"fit_time_mean": 0.026816233840637485,24304"fit_time_median": 0.027540375012904406,24305"iter_mean": 70.93933823529412,24306"restarts_mean": 1.0,24307"status_ok": 1.024308},24309"realgarch11__normal__w1000_r5": {24310"n_refits": 544,24311"failed": 0.0,24312"inadmissible": 0.0,24313"fit_time_mean": 0.03526443696404492,24314"fit_time_median": 0.034561250591650605,24315"iter_mean": 67.96323529411765,24316"restarts_mean": 1.0,24317"status_ok": 1.024318},24319"realgarch11__t__w1000_r5": {24320"n_refits": 544,24321"failed": 0.0,24322"inadmissible": 0.0,24323"fit_time_mean": 0.06499419806127929,24324"fit_time_median": 0.0630373329622671,24325"iter_mean": 105.62867647058823,24326"restarts_mean": 1.0,24327"status_ok": 1.024328},24329"rm2006__normal__w1000_r5": {24330"n_refits": 544,24331"failed": 0.0,24332"inadmissible": 0.0,24333"fit_time_mean": 0.0025587473205900203,24334"fit_time_median": 0.00259020843077451,24335"iter_mean": 2.764705882352941,24336"restarts_mean": 0.0,24337"status_ok": 1.024338},24339"rm_rw__empirical__w1000_r5": {24340"n_refits": 544,24341"failed": 0.0,24342"inadmissible": 0.0,24343"fit_time_mean": 2.6211727184572203e-06,24344"fit_time_median": 2.7080532163381577e-06,24345"iter_mean": 0.0,24346"restarts_mean": 0.0,24347"status_ok": 1.024348},24349"tarch11__ged__w1000_r5": {24350"n_refits": 544,24351"failed": 0.0,24352"inadmissible": 0.0,24353"fit_time_mean": 0.01854094624885714,24354"fit_time_median": 0.018054854474030435,24355"iter_mean": 15.898897058823529,24356"restarts_mean": 0.0,24357"status_ok": 1.024358},24359"tarch11__normal__w1000_r5": {24360"n_refits": 544,24361"failed": 0.0,24362"inadmissible": 0.0,24363"fit_time_mean": 0.014279809426464935,24364"fit_time_median": 0.00835885398555547,24365"iter_mean": 15.240808823529411,24366"restarts_mean": 0.0,24367"status_ok": 1.024368},24369"tarch11__skewt__w1000_r5": {24370"n_refits": 544,24371"failed": 0.0,24372"inadmissible": 0.0,24373"fit_time_mean": 0.04826984351401573,24374"fit_time_median": 0.0459906873293221,24375"iter_mean": 17.123161764705884,24376"restarts_mean": 0.0,24377"status_ok": 1.024378},24379"tarch11__t__w1000_r5": {24380"n_refits": 544,24381"failed": 0.0,24382"inadmissible": 0.0,24383"fit_time_mean": 0.022542373764736112,24384"fit_time_median": 0.020612520864233375,24385"iter_mean": 15.457720588235293,24386"restarts_mean": 0.0,24387"status_ok": 1.024388}24389}24390}