spb/wp46_uqo

1{2"symbol": "LQD",3"asset_class": "etf",4"period": "test",5"horizons": {6"1": {7"n_origins": 2723,8"n_valid_targets": 2722,9"benchmark": "garch11__normal__w1000_r5",10"specs": {11"aparch11__ged__w1000_r5": {12"n_pair": 2722,13"coverage": 1.0,14"mean": 0.3673833100401077,15"mean_bench": 0.38167198134690206,16"ratio": 0.962562954565409,17"dm_stat": -1.1157168227928587,18"dm_p": 0.26464188976016073,19"own_mean": 0.3673833100401077,20"own_n": 272221},22"aparch11__normal__w1000_r5": {23"n_pair": 2722,24"coverage": 1.0,25"mean": 0.4420613500254759,26"mean_bench": 0.38167198134690206,27"ratio": 1.1582232168718873,28"dm_stat": 1.0014817521615829,29"dm_p": 0.31668300845334074,30"own_mean": 0.4420613500254759,31"own_n": 272232},33"aparch11__skewt__w1000_r5": {34"n_pair": 2722,35"coverage": 1.0,36"mean": 0.3658260986418389,37"mean_bench": 0.38167198134690206,38"ratio": 0.9584829815142736,39"dm_stat": -1.0790887530317292,40"dm_p": 0.28064380851083487,41"own_mean": 0.3658260986418389,42"own_n": 272243},44"aparch11__t__w1000_r5": {45"n_pair": 2722,46"coverage": 1.0,47"mean": 0.36463089675694454,48"mean_bench": 0.38167198134690206,49"ratio": 0.95535149179717,50"dm_stat": -1.17100522092103,51"dm_p": 0.2416992158039309,52"own_mean": 0.36463089675694454,53"own_n": 272254},55"arch5__ged__w1000_r5": {56"n_pair": 2722,57"coverage": 1.0,58"mean": 0.4086965802752272,59"mean_bench": 0.38167198134690206,60"ratio": 1.0708058234533135,61"dm_stat": 1.521912329648879,62"dm_p": 0.12814724615443007,63"own_mean": 0.4086965802752272,64"own_n": 272265},66"arch5__normal__w1000_r5": {67"n_pair": 2722,68"coverage": 1.0,69"mean": 0.41243046622116025,70"mean_bench": 0.38167198134690206,71"ratio": 1.0805887945080825,72"dm_stat": 1.7183144973076834,73"dm_p": 0.08585302525171523,74"own_mean": 0.41243046622116025,75"own_n": 272276},77"arch5__skewt__w1000_r5": {78"n_pair": 2722,79"coverage": 1.0,80"mean": 0.4100368377389505,81"mean_bench": 0.38167198134690206,82"ratio": 1.0743173661633485,83"dm_stat": 1.7417958625719447,84"dm_p": 0.08165717081977074,85"own_mean": 0.4100368377389505,86"own_n": 272287},88"arch5__t__w1000_r5": {89"n_pair": 2722,90"coverage": 1.0,91"mean": 0.4064847877759452,92"mean_bench": 0.38167198134690206,93"ratio": 1.0650108146306154,94"dm_stat": 1.428945626916075,95"dm_p": 0.15313464648490802,96"own_mean": 0.4064847877759452,97"own_n": 272298},99"avgarch11__ged__w1000_r5": {100"n_pair": 2722,101"coverage": 1.0,102"mean": 0.41394410410375,103"mean_bench": 0.38167198134690206,104"ratio": 1.0845546027323283,105"dm_stat": 1.2142515082149343,106"dm_p": 0.2247570686907505,107"own_mean": 0.41394410410375,108"own_n": 2722109},110"avgarch11__normal__w1000_r5": {111"n_pair": 2722,112"coverage": 1.0,113"mean": 0.41756155223013514,114"mean_bench": 0.38167198134690206,115"ratio": 1.094032500778759,116"dm_stat": 1.2809764554536054,117"dm_p": 0.20031110161380897,118"own_mean": 0.41756155223013514,119"own_n": 2722120},121"avgarch11__skewt__w1000_r5": {122"n_pair": 2722,123"coverage": 1.0,124"mean": 0.41568594226160943,125"mean_bench": 0.38167198134690206,126"ratio": 1.0891183072822734,127"dm_stat": 1.1892670263435008,128"dm_p": 0.23443837495073894,129"own_mean": 0.41568594226160943,130"own_n": 2722131},132"avgarch11__t__w1000_r5": {133"n_pair": 2722,134"coverage": 1.0,135"mean": 0.4117460342041472,136"mean_bench": 0.38167198134690206,137"ratio": 1.0787955478186144,138"dm_stat": 1.1578149074939634,139"dm_p": 0.2470411962121398,140"own_mean": 0.4117460342041472,141"own_n": 2722142},143"cgarch11__ged__w1000_r5": {144"n_pair": 2722,145"coverage": 1.0,146"mean": 0.36865123788119103,147"mean_bench": 0.38167198134690206,148"ratio": 0.9658849899860046,149"dm_stat": -1.094822340462953,150"dm_p": 0.2736913775244827,151"own_mean": 0.36865123788119103,152"own_n": 2722153},154"cgarch11__normal__w1000_r5": {155"n_pair": 2722,156"coverage": 1.0,157"mean": 0.3700721471568056,158"mean_bench": 0.38167198134690206,159"ratio": 0.9696078445445191,160"dm_stat": -0.95201669742608,161"dm_p": 0.34117307062342295,162"own_mean": 0.3700721471568056,163"own_n": 2722164},165"cgarch11__skewt__w1000_r5": {166"n_pair": 2722,167"coverage": 1.0,168"mean": 0.36977292256379973,169"mean_bench": 0.38167198134690206,170"ratio": 0.9688238608946061,171"dm_stat": -1.226971122995025,172"dm_p": 0.21993959562473955,173"own_mean": 0.36977292256379973,174"own_n": 2722175},176"cgarch11__t__w1000_r5": {177"n_pair": 2722,178"coverage": 1.0,179"mean": 0.36759032520940066,180"mean_bench": 0.38167198134690206,181"ratio": 0.9631053448361394,182"dm_stat": -1.1842952908481712,183"dm_p": 0.23639963050922103,184"own_mean": 0.36759032520940066,185"own_n": 2722186},187"constvar__normal__w1000_r5": {188"n_pair": 2722,189"coverage": 1.0,190"mean": 0.967845289594373,191"mean_bench": 0.38167198134690206,192"ratio": 2.53580387582786,193"dm_stat": 1.6122888834201174,194"dm_p": 0.10701506107302718,195"own_mean": 0.967845289594373,196"own_n": 2722197},198"egarch11__ged__w1000_r5": {199"n_pair": 2676,200"coverage": 0.9831006612784717,201"mean": 1311238.9664214002,202"mean_bench": 0.3826772396117139,203"ratio": 3426487.9922094606,204"dm_stat": 1.2249883959335794,205"dm_p": 0.22068744706866242,206"own_mean": 1311238.9664214,207"own_n": 2676208},209"egarch11__normal__w1000_r5": {210"n_pair": 2702,211"coverage": 0.9926524614254225,212"mean": 248240.26658209914,213"mean_bench": 0.38229400730647256,214"ratio": 649343.8605829179,215"dm_stat": 4.13412036994656,216"dm_p": 3.6717339604895855e-05,217"own_mean": 248240.26658209908,218"own_n": 2702219},220"egarch11__skewt__w1000_r5": {221"n_pair": 2565,222"coverage": 0.9423218221895665,223"mean": 109305.86188083366,224"mean_bench": 0.33860329838330955,225"ratio": 322813.93123671226,226"dm_stat": 2.9874221715887144,227"dm_p": 0.002840083184523129,228"own_mean": 109305.86188083369,229"own_n": 2565230},231"egarch11__t__w1000_r5": {232"n_pair": 2507,233"coverage": 0.9210139603232917,234"mean": 94431.40384274835,235"mean_bench": 0.3797313926341077,236"ratio": 248679.4762679478,237"dm_stat": 2.463813720094511,238"dm_p": 0.013813460422311304,239"own_mean": 94431.40384274835,240"own_n": 2507241},242"ewma094__normal__w1000_r5": {243"n_pair": 2722,244"coverage": 1.0,245"mean": 0.3739835192162972,246"mean_bench": 0.38167198134690206,247"ratio": 0.979855838242376,248"dm_stat": -0.356379962428194,249"dm_p": 0.7215836638668175,250"own_mean": 0.3739835192162972,251"own_n": 2722252},253"figarch11__ged__w1000_r5": {254"n_pair": 2722,255"coverage": 1.0,256"mean": 0.3778847360332553,257"mean_bench": 0.38167198134690206,258"ratio": 0.9900772246883783,259"dm_stat": -0.23339989195082625,260"dm_p": 0.815468453598414,261"own_mean": 0.3778847360332553,262"own_n": 2722263},264"figarch11__normal__w1000_r5": {265"n_pair": 2722,266"coverage": 1.0,267"mean": 0.3787508310360957,268"mean_bench": 0.38167198134690206,269"ratio": 0.9923464376386819,270"dm_stat": -0.1750052626701944,271"dm_p": 0.8610885190554008,272"own_mean": 0.3787508310360957,273"own_n": 2722274},275"figarch11__skewt__w1000_r5": {276"n_pair": 2722,277"coverage": 1.0,278"mean": 0.3783365209584742,279"mean_bench": 0.38167198134690206,280"ratio": 0.9912609241667225,281"dm_stat": -0.23244657465830929,282"dm_p": 0.816208659362698,283"own_mean": 0.3783365209584742,284"own_n": 2722285},286"figarch11__t__w1000_r5": {287"n_pair": 2722,288"coverage": 1.0,289"mean": 0.3775016580114448,290"mean_bench": 0.38167198134690206,291"ratio": 0.9890735407908634,292"dm_stat": -0.2681653958383369,293"dm_p": 0.7885923370456017,294"own_mean": 0.3775016580114448,295"own_n": 2722296},297"garch11__ged__w1000_r5": {298"n_pair": 2722,299"coverage": 1.0,300"mean": 0.377759821674798,301"mean_bench": 0.38167198134690206,302"ratio": 0.9897499427170466,303"dm_stat": -2.192342259227802,304"dm_p": 0.028439221574987614,305"own_mean": 0.377759821674798,306"own_n": 2722307},308"garch11__normal__w1000_r5": {309"n_pair": 2722,310"coverage": 1.0,311"mean": 0.38167198134690206,312"mean_bench": 0.38167198134690206,313"ratio": 1.0,314"dm_stat": 0.0,315"dm_p": 1.0,316"own_mean": 0.38167198134690206,317"own_n": 2722318},319"garch11__skewt__w1000_r5": {320"n_pair": 2722,321"coverage": 1.0,322"mean": 0.3771678426316085,323"mean_bench": 0.38167198134690206,324"ratio": 0.9881989275204361,325"dm_stat": -1.832330052082413,326"dm_p": 0.06701149468348197,327"own_mean": 0.3771678426316085,328"own_n": 2722329},330"garch11__t__w1000_r5": {331"n_pair": 2722,332"coverage": 1.0,333"mean": 0.37413149005913904,334"mean_bench": 0.38167198134690206,335"ratio": 0.9802435293752688,336"dm_stat": -2.114589082456352,337"dm_p": 0.03455569111585335,338"own_mean": 0.37413149005913904,339"own_n": 2722340},341"garch12__ged__w1000_r5": {342"n_pair": 2722,343"coverage": 1.0,344"mean": 0.37500992479177525,345"mean_bench": 0.38167198134690206,346"ratio": 0.9825450730451402,347"dm_stat": -1.0749848149381067,348"dm_p": 0.2824768383968617,349"own_mean": 0.37500992479177525,350"own_n": 2722351},352"garch12__normal__w1000_r5": {353"n_pair": 2722,354"coverage": 1.0,355"mean": 0.37885230497519645,356"mean_bench": 0.38167198134690206,357"ratio": 0.9926123045193019,358"dm_stat": -0.6250637308119799,359"dm_p": 0.5319816444026254,360"own_mean": 0.37885230497519645,361"own_n": 2722362},363"garch12__skewt__w1000_r5": {364"n_pair": 2722,365"coverage": 1.0,366"mean": 0.3814458579443599,367"mean_bench": 0.38167198134690206,368"ratio": 0.9994075451864605,369"dm_stat": -0.038443766166074,370"dm_p": 0.96933668658827,371"own_mean": 0.3814458579443599,372"own_n": 2722373},374"garch12__t__w1000_r5": {375"n_pair": 2722,376"coverage": 1.0,377"mean": 0.37873347187106676,378"mean_bench": 0.38167198134690206,379"ratio": 0.9923009557435538,380"dm_stat": -0.4751755246550449,381"dm_p": 0.6347000096033255,382"own_mean": 0.37873347187106676,383"own_n": 2722384},385"garch21__ged__w1000_r5": {386"n_pair": 2722,387"coverage": 1.0,388"mean": 0.37757777423224076,389"mean_bench": 0.38167198134690206,390"ratio": 0.9892729691600284,391"dm_stat": -2.252091626999313,392"dm_p": 0.024395898840407867,393"own_mean": 0.37757777423224076,394"own_n": 2722395},396"garch21__normal__w1000_r5": {397"n_pair": 2722,398"coverage": 1.0,399"mean": 0.3817440685015802,400"mean_bench": 0.38167198134690206,401"ratio": 1.0001888720110492,402"dm_stat": 0.3451954697820514,403"dm_p": 0.7299741058655427,404"own_mean": 0.3817440685015802,405"own_n": 2722406},407"garch21__skewt__w1000_r5": {408"n_pair": 2722,409"coverage": 1.0,410"mean": 0.3772775504400881,411"mean_bench": 0.38167198134690206,412"ratio": 0.9884863675575393,413"dm_stat": -1.7777988939229883,414"dm_p": 0.07554854764902141,415"own_mean": 0.3772775504400881,416"own_n": 2722417},418"garch21__t__w1000_r5": {419"n_pair": 2722,420"coverage": 1.0,421"mean": 0.3742652514980921,422"mean_bench": 0.38167198134690206,423"ratio": 0.9805939911473932,424"dm_stat": -2.076527438454946,425"dm_p": 0.03793884879466852,426"own_mean": 0.3742652514980921,427"own_n": 2722428},429"garchm11__ged__w1000_r5": {430"n_pair": 2722,431"coverage": 1.0,432"mean": 0.3827165021278071,433"mean_bench": 0.38167198134690206,434"ratio": 1.0027366975621814,435"dm_stat": 0.24747579447802437,436"dm_p": 0.8045586937271215,437"own_mean": 0.3827165021278071,438"own_n": 2722439},440"garchm11__normal__w1000_r5": {441"n_pair": 2722,442"coverage": 1.0,443"mean": 0.38936674421443834,444"mean_bench": 0.38167198134690206,445"ratio": 1.0201606700087908,446"dm_stat": 1.194654193684948,447"dm_p": 0.23232628843114705,448"own_mean": 0.38936674421443834,449"own_n": 2722450},451"garchm11__skewt__w1000_r5": {452"n_pair": 2722,453"coverage": 1.0,454"mean": 0.3800999493303996,455"mean_bench": 0.38167198134690206,456"ratio": 0.9958811961754309,457"dm_stat": -0.3829374287546822,458"dm_p": 0.701796070364102,459"own_mean": 0.3800999493303996,460"own_n": 2722461},462"garchm11__t__w1000_r5": {463"n_pair": 2722,464"coverage": 1.0,465"mean": 0.3775584482657564,466"mean_bench": 0.38167198134690206,467"ratio": 0.9892223341450709,468"dm_stat": -0.9360103917457377,469"dm_p": 0.34935090033917665,470"own_mean": 0.3775584482657564,471"own_n": 2722472},473"garchx_rv11__normal__w1000_r5": {474"n_pair": 2722,475"coverage": 1.0,476"mean": 0.3422131943475426,477"mean_bench": 0.38167198134690206,478"ratio": 0.8966159714943934,479"dm_stat": -1.9956532755283347,480"dm_p": 0.046071205783644466,481"own_mean": 0.3422131943475426,482"own_n": 2722483},484"garchx_rv11__t__w1000_r5": {485"n_pair": 2722,486"coverage": 1.0,487"mean": 0.34298023779294984,488"mean_bench": 0.38167198134690206,489"ratio": 0.8986256643272296,490"dm_stat": -2.1973268202986826,491"dm_p": 0.028081119801781396,492"own_mean": 0.34298023779294984,493"own_n": 2722494},495"gas_t11__t__w1000_r5": {496"n_pair": 2722,497"coverage": 1.0,498"mean": 0.41178150736244634,499"mean_bench": 0.38167198134690206,500"ratio": 1.0788884892972475,501"dm_stat": 1.0425098945676667,502"dm_p": 0.2972679542894615,503"own_mean": 0.41178150736244634,504"own_n": 2722505},506"gjr11__ged__w1000_r5": {507"n_pair": 2722,508"coverage": 1.0,509"mean": 0.3831000365350487,510"mean_bench": 0.38167198134690206,511"ratio": 1.003741577212734,512"dm_stat": 0.21106311845134895,513"dm_p": 0.8328538242576443,514"own_mean": 0.3831000365350487,515"own_n": 2722516},517"gjr11__normal__w1000_r5": {518"n_pair": 2722,519"coverage": 1.0,520"mean": 0.395374507118916,521"mean_bench": 0.38167198134690206,522"ratio": 1.035901314326659,523"dm_stat": 0.7637151482445362,524"dm_p": 0.44510322549904746,525"own_mean": 0.395374507118916,526"own_n": 2722527},528"gjr11__skewt__w1000_r5": {529"n_pair": 2722,530"coverage": 1.0,531"mean": 0.38066759996404886,532"mean_bench": 0.38167198134690206,533"ratio": 0.9973684697018922,534"dm_stat": -0.17646299729707782,535"dm_p": 0.8599433486410634,536"own_mean": 0.38066759996404886,537"own_n": 2722538},539"gjr11__t__w1000_r5": {540"n_pair": 2722,541"coverage": 1.0,542"mean": 0.37564199042523605,543"mean_bench": 0.38167198134690206,544"ratio": 0.984201117146754,545"dm_stat": -1.3387328145972186,546"dm_p": 0.18076950500738068,547"own_mean": 0.37564199042523605,548"own_n": 2722549},550"har_rv__empirical__w1000_r5": {551"n_pair": 2722,552"coverage": 1.0,553"mean": 1184114.3654063896,554"mean_bench": 0.38167198134690206,555"ratio": 3102439.8522199793,556"dm_stat": 1.5308016978820704,557"dm_p": 0.1259346539989982,558"own_mean": 1184114.3654063896,559"own_n": 2722560},561"heavy11__normal__w1000_r5": {562"n_pair": 2722,563"coverage": 1.0,564"mean": 0.3419552773265128,565"mean_bench": 0.38167198134690206,566"ratio": 0.8959402157836399,567"dm_stat": -1.986118137252122,568"dm_p": 0.04712039007314575,569"own_mean": 0.3419552773265128,570"own_n": 2722571},572"heavy11__t__w1000_r5": {573"n_pair": 2722,574"coverage": 1.0,575"mean": 0.34079285969639617,576"mean_bench": 0.38167198134690206,577"ratio": 0.8928946224812064,578"dm_stat": -2.2689944085731724,579"dm_p": 0.023346650058543222,580"own_mean": 0.34079285969639617,581"own_n": 2722582},583"histvar22__empirical__w1000_r5": {584"n_pair": 2722,585"coverage": 1.0,586"mean": 0.3962229119918337,587"mean_bench": 0.38167198134690206,588"ratio": 1.0381241782369828,589"dm_stat": 0.8639249749167989,590"dm_p": 0.387705253623464,591"own_mean": 0.3962229119918337,592"own_n": 2722593},594"histvar252__empirical__w1000_r5": {595"n_pair": 2722,596"coverage": 1.0,597"mean": 0.6582228996019851,598"mean_bench": 0.38167198134690206,599"ratio": 1.7245774690590285,600"dm_stat": 2.388709427632388,601"dm_p": 0.01697543944724841,602"own_mean": 0.6582228996019851,603"own_n": 2722604},605"histvar66__empirical__w1000_r5": {606"n_pair": 2722,607"coverage": 1.0,608"mean": 0.4511300565947979,609"mean_bench": 0.38167198134690206,610"ratio": 1.181983689247457,611"dm_stat": 2.160521406742128,612"dm_p": 0.030819357516702502,613"own_mean": 0.4511300565947979,614"own_n": 2722615},616"igarch11__ged__w1000_r5": {617"n_pair": 2722,618"coverage": 1.0,619"mean": 0.38463313062679677,620"mean_bench": 0.38167198134690206,621"ratio": 1.0077583616943664,622"dm_stat": 0.49511607036823013,623"dm_p": 0.6205581685684738,624"own_mean": 0.38463313062679677,625"own_n": 2722626},627"igarch11__normal__w1000_r5": {628"n_pair": 2722,629"coverage": 1.0,630"mean": 0.3855753802959318,631"mean_bench": 0.38167198134690206,632"ratio": 1.0102271037429964,633"dm_stat": 0.7640023430503837,634"dm_p": 0.44493208899682973,635"own_mean": 0.3855753802959318,636"own_n": 2722637},638"igarch11__skewt__w1000_r5": {639"n_pair": 2722,640"coverage": 1.0,641"mean": 0.3854207963446387,642"mean_bench": 0.38167198134690206,643"ratio": 1.00982208592967,644"dm_stat": 0.5370283496388222,645"dm_p": 0.5912919401566171,646"own_mean": 0.3854207963446387,647"own_n": 2722648},649"igarch11__t__w1000_r5": {650"n_pair": 2722,651"coverage": 1.0,652"mean": 0.383556160082494,653"mean_bench": 0.38167198134690206,654"ratio": 1.00493664410194,655"dm_stat": 0.2545144256604239,656"dm_p": 0.7991173933764523,657"own_mean": 0.383556160082494,658"own_n": 2722659},660"loghar_rv__empirical__w1000_r5": {661"n_pair": 2722,662"coverage": 1.0,663"mean": 0.3634815034389044,664"mean_bench": 0.38167198134690206,665"ratio": 0.9523400228546923,666"dm_stat": -0.9256187026055688,667"dm_p": 0.35472625442628475,668"own_mean": 0.3634815034389044,669"own_n": 2722670},671"msgarch2__normal__w1000_r5": {672"n_pair": 2722,673"coverage": 1.0,674"mean": 0.3799706875159697,675"mean_bench": 0.38167198134690206,676"ratio": 0.9955425236483731,677"dm_stat": -0.19459542918441708,678"dm_p": 0.8457242088645832,679"own_mean": 0.3799706875159697,680"own_n": 2722681},682"msgarch2__t__w1000_r5": {683"n_pair": 2722,684"coverage": 1.0,685"mean": 0.37490755799322834,686"mean_bench": 0.38167198134690206,687"ratio": 0.9822768668273674,688"dm_stat": -0.7183703786313945,689"dm_p": 0.4725906231009917,690"own_mean": 0.37490755799322834,691"own_n": 2722692},693"nagarch11__ged__w1000_r5": {694"n_pair": 2722,695"coverage": 1.0,696"mean": 0.38226998871097534,697"mean_bench": 0.38167198134690206,698"ratio": 1.0015668097038797,699"dm_stat": 0.09793399798535615,700"dm_p": 0.9219919164462465,701"own_mean": 0.38226998871097534,702"own_n": 2722703},704"nagarch11__normal__w1000_r5": {705"n_pair": 2722,706"coverage": 1.0,707"mean": 0.4778432476814467,708"mean_bench": 0.38167198134690206,709"ratio": 1.2519736083197956,710"dm_stat": 0.9666882348383105,711"dm_p": 0.3337858202894499,712"own_mean": 0.4778432476814467,713"own_n": 2722714},715"nagarch11__skewt__w1000_r5": {716"n_pair": 2722,717"coverage": 1.0,718"mean": 0.38047715714153446,719"mean_bench": 0.38167198134690206,720"ratio": 0.9968694998224624,721"dm_stat": -0.2146163314073065,722"dm_p": 0.8300825423123964,723"own_mean": 0.38047715714153446,724"own_n": 2722725},726"nagarch11__t__w1000_r5": {727"n_pair": 2722,728"coverage": 1.0,729"mean": 0.3757791725110001,730"mean_bench": 0.38167198134690206,731"ratio": 0.9845605411874707,732"dm_stat": -1.2987421175134193,733"dm_p": 0.19414249424896457,734"own_mean": 0.3757791725110001,735"own_n": 2722736},737"qgarch11__ged__w1000_r5": {738"n_pair": 2722,739"coverage": 1.0,740"mean": 0.3795972609443491,741"mean_bench": 0.38167198134690206,742"ratio": 0.9945641270411536,743"dm_stat": -0.40862436164819027,744"dm_p": 0.6828475052620872,745"own_mean": 0.3795972609443491,746"own_n": 2722747},748"qgarch11__normal__w1000_r5": {749"n_pair": 2722,750"coverage": 1.0,751"mean": 0.3883826805856084,752"mean_bench": 0.38167198134690206,753"ratio": 1.0175823732594271,754"dm_stat": 0.5441583806931323,755"dm_p": 0.5863770745233742,756"own_mean": 0.3883826805856084,757"own_n": 2722758},759"qgarch11__skewt__w1000_r5": {760"n_pair": 2722,761"coverage": 1.0,762"mean": 0.3773256881032745,763"mean_bench": 0.38167198134690206,764"ratio": 0.9886124906829951,765"dm_stat": -0.9848792058059508,766"dm_p": 0.3247709731628719,767"own_mean": 0.3773256881032745,768"own_n": 2722769},770"qgarch11__t__w1000_r5": {771"n_pair": 2722,772"coverage": 1.0,773"mean": 0.3730708017417818,774"mean_bench": 0.38167198134690206,775"ratio": 0.9774644720454273,776"dm_stat": -2.3630769124166973,777"dm_p": 0.018193863727198684,778"own_mean": 0.3730708017417818,779"own_n": 2722780},781"realgarch11__normal__w1000_r5": {782"n_pair": 2722,783"coverage": 1.0,784"mean": 0.37846583192484434,785"mean_bench": 0.38167198134690206,786"ratio": 0.9915997254743631,787"dm_stat": -0.1362338022696668,788"dm_p": 0.891646531876055,789"own_mean": 0.37846583192484434,790"own_n": 2722791},792"realgarch11__t__w1000_r5": {793"n_pair": 2722,794"coverage": 1.0,795"mean": 0.3759346380864559,796"mean_bench": 0.38167198134690206,797"ratio": 0.9849678689009359,798"dm_stat": -0.2498825398547314,799"dm_p": 0.8026970492301138,800"own_mean": 0.3759346380864559,801"own_n": 2722802},803"rm2006__normal__w1000_r5": {804"n_pair": 2722,805"coverage": 1.0,806"mean": 0.3849496917853941,807"mean_bench": 0.38167198134690206,808"ratio": 1.008587768027732,809"dm_stat": 0.13441637221140507,810"dm_p": 0.8930832771192929,811"own_mean": 0.3849496917853941,812"own_n": 2722813},814"rm_rw__empirical__w1000_r5": {815"n_pair": 2722,816"coverage": 1.0,817"mean": 0.57210445016538,818"mean_bench": 0.38167198134690206,819"ratio": 1.4989427522199847,820"dm_stat": 5.147605017081328,821"dm_p": 2.8264387882917837e-07,822"own_mean": 0.57210445016538,823"own_n": 2722824},825"tarch11__ged__w1000_r5": {826"n_pair": 2722,827"coverage": 1.0,828"mean": 0.4221432796806839,829"mean_bench": 0.38167198134690206,830"ratio": 1.1060368596902517,831"dm_stat": 0.980844051770659,832"dm_p": 0.32675685084022205,833"own_mean": 0.4221432796806839,834"own_n": 2722835},836"tarch11__normal__w1000_r5": {837"n_pair": 2722,838"coverage": 1.0,839"mean": 0.3851302425448945,840"mean_bench": 0.38167198134690206,841"ratio": 1.0090608201990316,842"dm_stat": 0.4708172952381261,843"dm_p": 0.6378089523646004,844"own_mean": 0.3851302425448945,845"own_n": 2722846},847"tarch11__skewt__w1000_r5": {848"n_pair": 2722,849"coverage": 1.0,850"mean": 0.39926893714676004,851"mean_bench": 0.38167198134690206,852"ratio": 1.0461049190400593,853"dm_stat": 0.9907150456329528,854"dm_p": 0.3219128318381624,855"own_mean": 0.39926893714676004,856"own_n": 2722857},858"tarch11__t__w1000_r5": {859"n_pair": 2722,860"coverage": 1.0,861"mean": 0.41550648797256573,862"mean_bench": 0.38167198134690206,863"ratio": 1.0886481279193283,864"dm_stat": 0.9207599369236422,865"dm_p": 0.35725739983986887,866"own_mean": 0.41550648797256573,867"own_n": 2722868}869},870"common_sample_A": {871"n": 2357,872"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": 0.3359162936063189,945"aparch11__normal__w1000_r5": 0.33699253294872106,946"aparch11__skewt__w1000_r5": 0.3377949628169023,947"aparch11__t__w1000_r5": 0.33641332821843295,948"arch5__ged__w1000_r5": 0.3809654143773075,949"arch5__normal__w1000_r5": 0.3841939924141339,950"arch5__skewt__w1000_r5": 0.38107416055595295,951"arch5__t__w1000_r5": 0.37912947047760154,952"avgarch11__ged__w1000_r5": 0.3398301496378049,953"avgarch11__normal__w1000_r5": 0.3411770359304974,954"avgarch11__skewt__w1000_r5": 0.34260513413923716,955"avgarch11__t__w1000_r5": 0.34074537742200667,956"cgarch11__ged__w1000_r5": 0.33605717343612085,957"cgarch11__normal__w1000_r5": 0.33759048761589705,958"cgarch11__skewt__w1000_r5": 0.33689187947627547,959"cgarch11__t__w1000_r5": 0.33580447432153876,960"constvar__normal__w1000_r5": 0.8514945651108462,961"egarch11__ged__w1000_r5": 135745.89847571767,962"egarch11__normal__w1000_r5": 172911.39606895775,963"egarch11__skewt__w1000_r5": 99145.7254578191,964"egarch11__t__w1000_r5": 45977.56022317613,965"ewma094__normal__w1000_r5": 0.3575180989526255,966"figarch11__ged__w1000_r5": 0.35229644629971046,967"figarch11__normal__w1000_r5": 0.3531360001194042,968"figarch11__skewt__w1000_r5": 0.35188991493175986,969"figarch11__t__w1000_r5": 0.35226037432347623,970"garch11__ged__w1000_r5": 0.33487668498203016,971"garch11__normal__w1000_r5": 0.33562298662704027,972"garch11__skewt__w1000_r5": 0.3363960538645805,973"garch11__t__w1000_r5": 0.3346241002646698,974"garch12__ged__w1000_r5": 0.3354001859188449,975"garch12__normal__w1000_r5": 0.3361582870284211,976"garch12__skewt__w1000_r5": 0.33733785910082736,977"garch12__t__w1000_r5": 0.33532197413724096,978"garch21__ged__w1000_r5": 0.33500433654211226,979"garch21__normal__w1000_r5": 0.33579103552407363,980"garch21__skewt__w1000_r5": 0.3365539941004636,981"garch21__t__w1000_r5": 0.3347844821473111,982"garchm11__ged__w1000_r5": 0.3408848934784206,983"garchm11__normal__w1000_r5": 0.34480381857164427,984"garchm11__skewt__w1000_r5": 0.34044580336972496,985"garchm11__t__w1000_r5": 0.3386092290273191,986"gas_t11__t__w1000_r5": 0.3363085476796624,987"gjr11__ged__w1000_r5": 0.3348896547620599,988"gjr11__normal__w1000_r5": 0.33483012061579664,989"gjr11__skewt__w1000_r5": 0.33591868687209403,990"gjr11__t__w1000_r5": 0.3349447201701006,991"histvar22__empirical__w1000_r5": 0.3709367428535043,992"histvar252__empirical__w1000_r5": 0.5966862619090334,993"histvar66__empirical__w1000_r5": 0.4001790438114911,994"igarch11__ged__w1000_r5": 0.3469846643824144,995"igarch11__normal__w1000_r5": 0.34606110978521487,996"igarch11__skewt__w1000_r5": 0.3506699254766238,997"igarch11__t__w1000_r5": 0.34928398624004375,998"msgarch2__normal__w1000_r5": 0.34312237121829037,999"msgarch2__t__w1000_r5": 0.3368809394601222,1000"nagarch11__ged__w1000_r5": 0.33083968003350467,1001"nagarch11__normal__w1000_r5": 0.3307366922452939,1002"nagarch11__skewt__w1000_r5": 0.3318104020130511,1003"nagarch11__t__w1000_r5": 0.3301257637567939,1004"qgarch11__ged__w1000_r5": 0.3324469429034358,1005"qgarch11__normal__w1000_r5": 0.33278840851070984,1006"qgarch11__skewt__w1000_r5": 0.33376760871976857,1007"qgarch11__t__w1000_r5": 0.3320305535625985,1008"rm2006__normal__w1000_r5": 0.37338201161347795,1009"tarch11__ged__w1000_r5": 0.3373540491586299,1010"tarch11__normal__w1000_r5": 0.33804293377832795,1011"tarch11__skewt__w1000_r5": 0.3395175565367188,1012"tarch11__t__w1000_r5": 0.337508427411608971013},1014"ratio": {1015"aparch11__ged__w1000_r5": 1.0008739180299489,1016"aparch11__normal__w1000_r5": 1.0040806094226278,1017"aparch11__skewt__w1000_r5": 1.0064714762587927,1018"aparch11__t__w1000_r5": 1.0023548494080678,1019"arch5__ged__w1000_r5": 1.1350992916365823,1020"arch5__normal__w1000_r5": 1.1447189487085638,1021"arch5__skewt__w1000_r5": 1.135423304540878,1022"arch5__t__w1000_r5": 1.1296290349114486,1023"avgarch11__ged__w1000_r5": 1.0125353839826228,1024"avgarch11__normal__w1000_r5": 1.0165484770851798,1025"avgarch11__skewt__w1000_r5": 1.0208035438286465,1026"avgarch11__t__w1000_r5": 1.0152623360111463,1027"cgarch11__ged__w1000_r5": 1.0012936742308507,1028"cgarch11__normal__w1000_r5": 1.0058622355060656,1029"cgarch11__skewt__w1000_r5": 1.0037807090091992,1030"cgarch11__t__w1000_r5": 1.0005407487023532,1031"constvar__normal__w1000_r5": 2.5370567542713225,1032"egarch11__ged__w1000_r5": 404459.479489004,1033"egarch11__normal__w1000_r5": 515195.33213946654,1034"egarch11__skewt__w1000_r5": 295408.0304636416,1035"egarch11__t__w1000_r5": 136991.69024518726,1036"ewma094__normal__w1000_r5": 1.0652372250948237,1037"figarch11__ged__w1000_r5": 1.0496791350325432,1038"figarch11__normal__w1000_r5": 1.052180613933411,1039"figarch11__skewt__w1000_r5": 1.0484678611205978,1040"figarch11__t__w1000_r5": 1.0495716573636364,1041"garch11__ged__w1000_r5": 0.9977763690964366,1042"garch11__normal__w1000_r5": 1.0,1043"garch11__skewt__w1000_r5": 1.002303379888575,1044"garch11__t__w1000_r5": 0.9970237844183168,1045"garch12__ged__w1000_r5": 0.9993361577809837,1046"garch12__normal__w1000_r5": 1.0015949455868935,1047"garch12__skewt__w1000_r5": 1.0051095203311946,1048"garch12__t__w1000_r5": 0.9991031231417596,1049"garch21__ged__w1000_r5": 0.9981567112218822,1050"garch21__normal__w1000_r5": 1.0005007073523844,1051"garch21__skewt__w1000_r5": 1.0027739681443748,1052"garch21__t__w1000_r5": 0.9975016476429222,1053"garchm11__ged__w1000_r5": 1.0156780288032763,1054"garchm11__normal__w1000_r5": 1.027354598196238,1055"garchm11__skewt__w1000_r5": 1.0143697450259688,1056"garchm11__t__w1000_r5": 1.0088976098755633,1057"gas_t11__t__w1000_r5": 1.0020426522614316,1058"gjr11__ged__w1000_r5": 0.9978150129931497,1059"gjr11__normal__w1000_r5": 0.9976376289979069,1060"gjr11__skewt__w1000_r5": 1.000881048845985,1061"gjr11__t__w1000_r5": 0.9979790822322506,1062"histvar22__empirical__w1000_r5": 1.105218526839779,1063"histvar252__empirical__w1000_r5": 1.7778468271963108,1064"histvar66__empirical__w1000_r5": 1.1923469480837094,1065"igarch11__ged__w1000_r5": 1.033852501789455,1066"igarch11__normal__w1000_r5": 1.03110073974097,1067"igarch11__skewt__w1000_r5": 1.044832861422285,1068"igarch11__t__w1000_r5": 1.0407034087572322,1069"msgarch2__normal__w1000_r5": 1.0223446691378852,1070"msgarch2__t__w1000_r5": 1.0037481128623644,1071"nagarch11__ged__w1000_r5": 0.985747976795013,1072"nagarch11__normal__w1000_r5": 0.9854411212090898,1073"nagarch11__skewt__w1000_r5": 0.9886402756488611,1074"nagarch11__t__w1000_r5": 0.9836208391877667,1075"qgarch11__ged__w1000_r5": 0.9905368706848026,1076"qgarch11__normal__w1000_r5": 0.9915542789699314,1077"qgarch11__skewt__w1000_r5": 0.9944718389943491,1078"qgarch11__t__w1000_r5": 0.9892962246104023,1079"rm2006__normal__w1000_r5": 1.1125042875218711,1080"tarch11__ged__w1000_r5": 1.005157759154063,1081"tarch11__normal__w1000_r5": 1.0072103140956101,1082"tarch11__skewt__w1000_r5": 1.0116040023027575,1083"tarch11__t__w1000_r5": 1.00561773436175251084}1085},1086"mcs_A": {1087"egarch11__skewt__w1000_r5": {1088"p": 0.051,1089"in": false1090},1091"egarch11__ged__w1000_r5": {1092"p": 0.0715,1093"in": false1094},1095"egarch11__normal__w1000_r5": {1096"p": 0.0715,1097"in": false1098},1099"egarch11__t__w1000_r5": {1100"p": 0.085,1101"in": false1102},1103"histvar252__empirical__w1000_r5": {1104"p": 0.123,1105"in": true1106},1107"arch5__normal__w1000_r5": {1108"p": 0.1415,1109"in": true1110},1111"arch5__skewt__w1000_r5": {1112"p": 0.196,1113"in": true1114},1115"arch5__ged__w1000_r5": {1116"p": 0.199,1117"in": true1118},1119"arch5__t__w1000_r5": {1120"p": 0.234,1121"in": true1122},1123"histvar22__empirical__w1000_r5": {1124"p": 0.431,1125"in": true1126},1127"constvar__normal__w1000_r5": {1128"p": 0.5205,1129"in": true1130},1131"figarch11__skewt__w1000_r5": {1132"p": 0.5205,1133"in": true1134},1135"figarch11__t__w1000_r5": {1136"p": 0.5205,1137"in": true1138},1139"figarch11__ged__w1000_r5": {1140"p": 0.5205,1141"in": true1142},1143"igarch11__skewt__w1000_r5": {1144"p": 0.5205,1145"in": true1146},1147"igarch11__t__w1000_r5": {1148"p": 0.5205,1149"in": true1150},1151"figarch11__normal__w1000_r5": {1152"p": 0.5205,1153"in": true1154},1155"igarch11__ged__w1000_r5": {1156"p": 0.6065,1157"in": true1158},1159"igarch11__normal__w1000_r5": {1160"p": 0.6725,1161"in": true1162},1163"histvar66__empirical__w1000_r5": {1164"p": 0.6725,1165"in": true1166},1167"rm2006__normal__w1000_r5": {1168"p": 0.698,1169"in": true1170},1171"avgarch11__normal__w1000_r5": {1172"p": 0.8545,1173"in": true1174},1175"garchm11__normal__w1000_r5": {1176"p": 0.8995,1177"in": true1178},1179"avgarch11__skewt__w1000_r5": {1180"p": 0.916,1181"in": true1182},1183"ewma094__normal__w1000_r5": {1184"p": 0.9295,1185"in": true1186},1187"msgarch2__normal__w1000_r5": {1188"p": 0.9355,1189"in": true1190},1191"avgarch11__ged__w1000_r5": {1192"p": 0.9355,1193"in": true1194},1195"avgarch11__t__w1000_r5": {1196"p": 0.9355,1197"in": true1198},1199"garchm11__ged__w1000_r5": {1200"p": 0.9355,1201"in": true1202},1203"garchm11__skewt__w1000_r5": {1204"p": 0.9355,1205"in": true1206},1207"garchm11__t__w1000_r5": {1208"p": 0.9845,1209"in": true1210},1211"garch12__skewt__w1000_r5": {1212"p": 0.989,1213"in": true1214},1215"cgarch11__normal__w1000_r5": {1216"p": 0.989,1217"in": true1218},1219"aparch11__skewt__w1000_r5": {1220"p": 0.9905,1221"in": true1222},1223"aparch11__normal__w1000_r5": {1224"p": 0.993,1225"in": true1226},1227"tarch11__normal__w1000_r5": {1228"p": 0.993,1229"in": true1230},1231"cgarch11__skewt__w1000_r5": {1232"p": 0.993,1233"in": true1234},1235"tarch11__skewt__w1000_r5": {1236"p": 0.993,1237"in": true1238},1239"garch21__skewt__w1000_r5": {1240"p": 0.993,1241"in": true1242},1243"garch11__skewt__w1000_r5": {1244"p": 0.993,1245"in": true1246},1247"garch12__normal__w1000_r5": {1248"p": 0.996,1249"in": true1250},1251"gas_t11__t__w1000_r5": {1252"p": 0.998,1253"in": true1254},1255"aparch11__t__w1000_r5": {1256"p": 0.998,1257"in": true1258},1259"tarch11__ged__w1000_r5": {1260"p": 0.998,1261"in": true1262},1263"garch21__normal__w1000_r5": {1264"p": 0.998,1265"in": true1266},1267"aparch11__ged__w1000_r5": {1268"p": 0.998,1269"in": true1270},1271"cgarch11__ged__w1000_r5": {1272"p": 0.998,1273"in": true1274},1275"garch11__normal__w1000_r5": {1276"p": 0.998,1277"in": true1278},1279"gjr11__skewt__w1000_r5": {1280"p": 0.998,1281"in": true1282},1283"garch12__ged__w1000_r5": {1284"p": 0.998,1285"in": true1286},1287"cgarch11__t__w1000_r5": {1288"p": 0.998,1289"in": true1290},1291"garch12__t__w1000_r5": {1292"p": 0.998,1293"in": true1294},1295"tarch11__t__w1000_r5": {1296"p": 0.998,1297"in": true1298},1299"gjr11__normal__w1000_r5": {1300"p": 0.998,1301"in": true1302},1303"garch21__ged__w1000_r5": {1304"p": 0.998,1305"in": true1306},1307"garch11__ged__w1000_r5": {1308"p": 0.998,1309"in": true1310},1311"gjr11__ged__w1000_r5": {1312"p": 0.998,1313"in": true1314},1315"garch21__t__w1000_r5": {1316"p": 0.998,1317"in": true1318},1319"garch11__t__w1000_r5": {1320"p": 0.998,1321"in": true1322},1323"msgarch2__t__w1000_r5": {1324"p": 0.998,1325"in": true1326},1327"qgarch11__skewt__w1000_r5": {1328"p": 0.998,1329"in": true1330},1331"gjr11__t__w1000_r5": {1332"p": 0.998,1333"in": true1334},1335"qgarch11__normal__w1000_r5": {1336"p": 0.998,1337"in": true1338},1339"qgarch11__ged__w1000_r5": {1340"p": 0.998,1341"in": true1342},1343"nagarch11__skewt__w1000_r5": {1344"p": 0.998,1345"in": true1346},1347"qgarch11__t__w1000_r5": {1348"p": 0.998,1349"in": true1350},1351"nagarch11__ged__w1000_r5": {1352"p": 0.998,1353"in": true1354},1355"nagarch11__normal__w1000_r5": {1356"p": 0.998,1357"in": true1358},1359"nagarch11__t__w1000_r5": {1360"p": 1.0,1361"in": true1362}1363},1364"spa_A": {1365"lower": 0.433,1366"consistent": 0.955,1367"upper": 0.98,1368"n": 23571369},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": 0.3422131943475426,1386"garchx_rv11__t__w1000_r5": 0.34298023779294984,1387"har_rv__empirical__w1000_r5": 1184114.3654063896,1388"heavy11__normal__w1000_r5": 0.3419552773265128,1389"heavy11__t__w1000_r5": 0.34079285969639617,1390"loghar_rv__empirical__w1000_r5": 0.3634815034389044,1391"realgarch11__normal__w1000_r5": 0.37846583192484434,1392"realgarch11__t__w1000_r5": 0.3759346380864559,1393"rm_rw__empirical__w1000_r5": 0.57210445016538,1394"garch11__normal__w1000_r5": 0.381671981346902061395},1396"ratio": {1397"garchx_rv11__normal__w1000_r5": 0.8966159714943934,1398"garchx_rv11__t__w1000_r5": 0.8986256643272296,1399"har_rv__empirical__w1000_r5": 3102439.8522199793,1400"heavy11__normal__w1000_r5": 0.8959402157836399,1401"heavy11__t__w1000_r5": 0.8928946224812064,1402"loghar_rv__empirical__w1000_r5": 0.9523400228546923,1403"realgarch11__normal__w1000_r5": 0.9915997254743631,1404"realgarch11__t__w1000_r5": 0.9849678689009359,1405"rm_rw__empirical__w1000_r5": 1.4989427522199847,1406"garch11__normal__w1000_r5": 1.01407}1408},1409"mcs_B": {1410"har_rv__empirical__w1000_r5": {1411"p": 0.28,1412"in": true1413},1414"rm_rw__empirical__w1000_r5": {1415"p": 0.28,1416"in": true1417},1418"garch11__normal__w1000_r5": {1419"p": 0.28,1420"in": true1421},1422"realgarch11__normal__w1000_r5": {1423"p": 0.502,1424"in": true1425},1426"realgarch11__t__w1000_r5": {1427"p": 0.5615,1428"in": true1429},1430"loghar_rv__empirical__w1000_r5": {1431"p": 0.6415,1432"in": true1433},1434"garchx_rv11__t__w1000_r5": {1435"p": 0.838,1436"in": true1437},1438"garchx_rv11__normal__w1000_r5": {1439"p": 0.838,1440"in": true1441},1442"heavy11__normal__w1000_r5": {1443"p": 0.838,1444"in": true1445},1446"heavy11__t__w1000_r5": {1447"p": 1.0,1448"in": true1449}1450},1451"spa_B": {1452"lower": 0.057,1453"consistent": 0.5765,1454"upper": 0.6715,1455"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": 0.25641054561082505,1467"mean_bench": 0.29886798358783095,1468"ratio": 0.8579391560537345,1469"dm_stat": -1.1160333057713443,1470"dm_p": 0.26450657009846684,1471"own_mean": 0.25641054561082505,1472"own_n": 27181473},1474"aparch11__normal__w1000_r5": {1475"n_pair": 2718,1476"coverage": 1.0,1477"mean": 0.3832421747341471,1478"mean_bench": 0.29886798358783095,1479"ratio": 1.2823125787293317,1480"dm_stat": 1.001389495723089,1481"dm_p": 0.3167277139582285,1482"own_mean": 0.3832421747341471,1483"own_n": 27181484},1485"aparch11__skewt__w1000_r5": {1486"n_pair": 2718,1487"coverage": 1.0,1488"mean": 0.24943675361958131,1489"mean_bench": 0.29886798358783095,1490"ratio": 0.8346051344314609,1491"dm_stat": -1.098679682316647,1492"dm_p": 0.27200515494039756,1493"own_mean": 0.2494367536195813,1494"own_n": 27181495},1496"aparch11__t__w1000_r5": {1497"n_pair": 2718,1498"coverage": 1.0,1499"mean": 0.2502183348165863,1500"mean_bench": 0.29886798358783095,1501"ratio": 0.8372202730208217,1502"dm_stat": -1.106678986535036,1503"dm_p": 0.26853071532232,1504"own_mean": 0.2502183348165863,1505"own_n": 27181506},1507"arch5__ged__w1000_r5": {1508"n_pair": 2718,1509"coverage": 1.0,1510"mean": 0.32102748618073856,1511"mean_bench": 0.29886798358783095,1512"ratio": 1.0741447856906206,1513"dm_stat": 0.8707129334509247,1514"dm_p": 0.3839878376181149,1515"own_mean": 0.32102748618073856,1516"own_n": 27181517},1518"arch5__normal__w1000_r5": {1519"n_pair": 2718,1520"coverage": 1.0,1521"mean": 0.3231098367206453,1522"mean_bench": 0.29886798358783095,1523"ratio": 1.081112245084928,1524"dm_stat": 0.9570882740117782,1525"dm_p": 0.33860785317657954,1526"own_mean": 0.3231098367206453,1527"own_n": 27181528},1529"arch5__skewt__w1000_r5": {1530"n_pair": 2718,1531"coverage": 1.0,1532"mean": 0.32178527179159533,1533"mean_bench": 0.29886798358783095,1534"ratio": 1.0766803052259009,1535"dm_stat": 0.9191344272493005,1536"dm_p": 0.3581068536215876,1537"own_mean": 0.32178527179159533,1538"own_n": 27181539},1540"arch5__t__w1000_r5": {1541"n_pair": 2718,1542"coverage": 1.0,1543"mean": 0.31813174906777886,1544"mean_bench": 0.29886798358783095,1545"ratio": 1.064455768224791,1546"dm_stat": 0.7280003975874184,1547"dm_p": 0.4666760754976074,1548"own_mean": 0.31813174906777886,1549"own_n": 27181550},1551"avgarch11__ged__w1000_r5": {1552"n_pair": 2718,1553"coverage": 1.0,1554"mean": 0.36307533018311877,1555"mean_bench": 0.29886798358783095,1556"ratio": 1.2148351450178625,1557"dm_stat": 1.076572354134946,1558"dm_p": 0.2817669413590735,1559"own_mean": 0.3630753301831188,1560"own_n": 27181561},1562"avgarch11__normal__w1000_r5": {1563"n_pair": 2718,1564"coverage": 1.0,1565"mean": 0.3671447185223697,1566"mean_bench": 0.29886798358783095,1567"ratio": 1.2284511512905953,1568"dm_stat": 1.1112899158970317,1569"dm_p": 0.26654190651042314,1570"own_mean": 0.3671447185223697,1571"own_n": 27181572},1573"avgarch11__skewt__w1000_r5": {1574"n_pair": 2718,1575"coverage": 1.0,1576"mean": 0.36524339954634844,1577"mean_bench": 0.29886798358783095,1578"ratio": 1.2220894160749445,1579"dm_stat": 1.0612948894532093,1580"dm_p": 0.28865023455403427,1581"own_mean": 0.36524339954634844,1582"own_n": 27181583},1584"avgarch11__t__w1000_r5": {1585"n_pair": 2718,1586"coverage": 1.0,1587"mean": 0.3601107068966443,1588"mean_bench": 0.29886798358783095,1589"ratio": 1.20491563724428,1590"dm_stat": 1.0493392157933212,1591"dm_p": 0.2941153509013041,1592"own_mean": 0.3601107068966443,1593"own_n": 27181594},1595"cgarch11__ged__w1000_r5": {1596"n_pair": 2718,1597"coverage": 1.0,1598"mean": 0.2842451216825419,1599"mean_bench": 0.29886798358783095,1600"ratio": 0.9510725045562075,1601"dm_stat": -1.0153387594865593,1602"dm_p": 0.31003477942020924,1603"own_mean": 0.2842451216825419,1604"own_n": 27181605},1606"cgarch11__normal__w1000_r5": {1607"n_pair": 2718,1608"coverage": 1.0,1609"mean": 0.28640629543126966,1610"mean_bench": 0.29886798358783095,1611"ratio": 0.9583037031703362,1612"dm_stat": -0.841292356693004,1613"dm_p": 0.4002582072470796,1614"own_mean": 0.2864062954312696,1615"own_n": 27181616},1617"cgarch11__skewt__w1000_r5": {1618"n_pair": 2718,1619"coverage": 1.0,1620"mean": 0.2861449688715571,1621"mean_bench": 0.29886798358783095,1622"ratio": 0.9574293152329754,1623"dm_stat": -1.1664641189906928,1624"dm_p": 0.24352922150537148,1625"own_mean": 0.28614496887155705,1626"own_n": 27181627},1628"cgarch11__t__w1000_r5": {1629"n_pair": 2718,1630"coverage": 1.0,1631"mean": 0.28293237917108865,1632"mean_bench": 0.29886798358783095,1633"ratio": 0.9466801220209686,1634"dm_stat": -1.1382223187165752,1635"dm_p": 0.2551280158269097,1636"own_mean": 0.28293237917108865,1637"own_n": 27181638},1639"constvar__normal__w1000_r5": {1640"n_pair": 2718,1641"coverage": 1.0,1642"mean": 0.8878910209900546,1643"mean_bench": 0.29886798358783095,1644"ratio": 2.9708468947766105,1645"dm_stat": 1.4588801543360699,1646"dm_p": 0.14471368790360886,1647"own_mean": 0.8878910209900547,1648"own_n": 27181649},1650"egarch11__ged__w1000_r5": {1651"n_pair": 2672,1652"coverage": 0.9830757910228108,1653"mean": 8319648.375768009,1654"mean_bench": 0.3017626890729542,1655"ratio": 27570169.13299261,1656"dm_stat": 1.1772988357103487,1657"dm_p": 0.23918114589777287,1658"own_mean": 8319648.375768009,1659"own_n": 26721660},1661"egarch11__normal__w1000_r5": {1662"n_pair": 2698,1663"coverage": 0.9926416482707874,1664"mean": 1208804.6654260715,1665"mean_bench": 0.30003119831468816,1666"ratio": 4028929.8986774534,1667"dm_stat": 3.7131273352141365,1668"dm_p": 0.00020886028625425996,1669"own_mean": 1208804.6654260715,1670"own_n": 26981671},1672"egarch11__skewt__w1000_r5": {1673"n_pair": 2561,1674"coverage": 0.9422369389256806,1675"mean": 357457.5911908905,1676"mean_bench": 0.18855338667158208,1677"ratio": 1895789.8211263735,1678"dm_stat": 2.7606336610990017,1679"dm_p": 0.005810052623313911,1680"own_mean": 357457.59119089047,1681"own_n": 25611682},1683"egarch11__t__w1000_r5": {1684"n_pair": 2506,1685"coverage": 0.9220014716703459,1686"mean": 508493.70658248675,1687"mean_bench": 0.30882221645850993,1688"ratio": 1646558.0501744845,1689"dm_stat": 2.512752259709528,1690"dm_p": 0.012041681168380532,1691"own_mean": 508493.70658248686,1692"own_n": 25061693},1694"ewma094__normal__w1000_r5": {1695"n_pair": 2718,1696"coverage": 1.0,1697"mean": 0.2517567178173634,1698"mean_bench": 0.29886798358783095,1699"ratio": 0.8423676393673579,1700"dm_stat": -0.8110788760426818,1701"dm_p": 0.41739141775461475,1702"own_mean": 0.2517567178173634,1703"own_n": 27181704},1705"figarch11__ged__w1000_r5": {1706"n_pair": 2718,1707"coverage": 1.0,1708"mean": 0.28054432010532443,1709"mean_bench": 0.29886798358783095,1710"ratio": 0.9386897744531355,1711"dm_stat": -0.5965458604233049,1712"dm_p": 0.5508603256931188,1713"own_mean": 0.28054432010532443,1714"own_n": 27181715},1716"figarch11__normal__w1000_r5": {1717"n_pair": 2718,1718"coverage": 1.0,1719"mean": 0.2820035347351084,1720"mean_bench": 0.29886798358783095,1721"ratio": 0.9435722466813966,1722"dm_stat": -0.5469937128505449,1723"dm_p": 0.5844279728516477,1724"own_mean": 0.28200353473510836,1725"own_n": 27181726},1727"figarch11__skewt__w1000_r5": {1728"n_pair": 2718,1729"coverage": 1.0,1730"mean": 0.2802367930583499,1731"mean_bench": 0.29886798358783095,1732"ratio": 0.9376608015826301,1733"dm_stat": -0.6447069719513825,1734"dm_p": 0.5191715253892631,1735"own_mean": 0.2802367930583499,1736"own_n": 27181737},1738"figarch11__t__w1000_r5": {1739"n_pair": 2718,1740"coverage": 1.0,1741"mean": 0.2782066412966392,1742"mean_bench": 0.29886798358783095,1743"ratio": 0.9308679971566114,1744"dm_stat": -0.6502585966790254,1745"dm_p": 0.5155801739921465,1746"own_mean": 0.27820664129663913,1747"own_n": 27181748},1749"garch11__ged__w1000_r5": {1750"n_pair": 2718,1751"coverage": 1.0,1752"mean": 0.2928715167506799,1753"mean_bench": 0.29886798358783095,1754"ratio": 0.9799360682092305,1755"dm_stat": -1.604766386398623,1756"dm_p": 0.10866144496911104,1757"own_mean": 0.29287151675067985,1758"own_n": 27181759},1760"garch11__normal__w1000_r5": {1761"n_pair": 2718,1762"coverage": 1.0,1763"mean": 0.29886798358783095,1764"mean_bench": 0.29886798358783095,1765"ratio": 1.0,1766"dm_stat": 0.0,1767"dm_p": 1.0,1768"own_mean": 0.29886798358783095,1769"own_n": 27181770},1771"garch11__skewt__w1000_r5": {1772"n_pair": 2718,1773"coverage": 1.0,1774"mean": 0.2910995776371425,1775"mean_bench": 0.29886798358783095,1776"ratio": 0.9740072327004359,1777"dm_stat": -1.4195250022159973,1778"dm_p": 0.1558607300056632,1779"own_mean": 0.29109957763714245,1780"own_n": 27181781},1782"garch11__t__w1000_r5": {1783"n_pair": 2718,1784"coverage": 1.0,1785"mean": 0.28648630191648994,1786"mean_bench": 0.29886798358783095,1787"ratio": 0.9585714015843979,1788"dm_stat": -1.4796561127391512,1789"dm_p": 0.13908097614601247,1790"own_mean": 0.2864863019164899,1791"own_n": 27181792},1793"garch12__ged__w1000_r5": {1794"n_pair": 2718,1795"coverage": 1.0,1796"mean": 0.28602890547512233,1797"mean_bench": 0.29886798358783095,1798"ratio": 0.9570409718746756,1799"dm_stat": -1.4821098134196908,1800"dm_p": 0.13842704551536433,1801"own_mean": 0.2860289054751223,1802"own_n": 27181803},1804"garch12__normal__w1000_r5": {1805"n_pair": 2718,1806"coverage": 1.0,1807"mean": 0.29377815363419985,1808"mean_bench": 0.29886798358783095,1809"ratio": 0.9829696379902289,1810"dm_stat": -1.4024424683586783,1811"dm_p": 0.16089740403741726,1812"own_mean": 0.29377815363419985,1813"own_n": 27181814},1815"garch12__skewt__w1000_r5": {1816"n_pair": 2718,1817"coverage": 1.0,1818"mean": 0.28630206527714813,1819"mean_bench": 0.29886798358783095,1820"ratio": 0.9579549533548817,1821"dm_stat": -1.5502302131941705,1822"dm_p": 0.12120273613040797,1823"own_mean": 0.28630206527714813,1824"own_n": 27181825},1826"garch12__t__w1000_r5": {1827"n_pair": 2718,1828"coverage": 1.0,1829"mean": 0.2815178989486598,1830"mean_bench": 0.29886798358783095,1831"ratio": 0.9419473292826887,1832"dm_stat": -1.6325396451964942,1833"dm_p": 0.10268173040778253,1834"own_mean": 0.2815178989486598,1835"own_n": 27181836},1837"garch21__ged__w1000_r5": {1838"n_pair": 2718,1839"coverage": 1.0,1840"mean": 0.29299507817741666,1841"mean_bench": 0.29886798358783095,1842"ratio": 0.9803494996690123,1843"dm_stat": -1.568417021021495,1844"dm_p": 0.11690028802966627,1845"own_mean": 0.2929950781774166,1846"own_n": 27181847},1848"garch21__normal__w1000_r5": {1849"n_pair": 2718,1850"coverage": 1.0,1851"mean": 0.2992164074583696,1852"mean_bench": 0.29886798358783095,1853"ratio": 1.0011658119627131,1854"dm_stat": 1.4388469136202788,1855"dm_p": 0.15030908482176067,1856"own_mean": 0.2992164074583696,1857"own_n": 27181858},1859"garch21__skewt__w1000_r5": {1860"n_pair": 2718,1861"coverage": 1.0,1862"mean": 0.2913508680209798,1863"mean_bench": 0.29886798358783095,1864"ratio": 0.9748480400054561,1865"dm_stat": -1.3709251948632606,1866"dm_p": 0.17051150532704287,1867"own_mean": 0.2913508680209798,1868"own_n": 27181869},1870"garch21__t__w1000_r5": {1871"n_pair": 2718,1872"coverage": 1.0,1873"mean": 0.28680970216449675,1874"mean_bench": 0.29886798358783095,1875"ratio": 0.9596534855337205,1876"dm_stat": -1.4414558110357656,1877"dm_p": 0.1495711939055351,1878"own_mean": 0.28680970216449675,1879"own_n": 27181880},1881"garchm11__ged__w1000_r5": {1882"n_pair": 2718,1883"coverage": 1.0,1884"mean": 0.29650530086767385,1885"mean_bench": 0.29886798358783095,1886"ratio": 0.9920945606424826,1887"dm_stat": -0.5622599662231368,1888"dm_p": 0.5739852926136758,1889"own_mean": 0.29650530086767385,1890"own_n": 27181891},1892"garchm11__normal__w1000_r5": {1893"n_pair": 2718,1894"coverage": 1.0,1895"mean": 0.3054790327176153,1896"mean_bench": 0.29886798358783095,1897"ratio": 1.0221202989039524,1898"dm_stat": 1.0771732293225753,1899"dm_p": 0.2814985122877423,1900"own_mean": 0.30547903271761523,1901"own_n": 27181902},1903"garchm11__skewt__w1000_r5": {1904"n_pair": 2718,1905"coverage": 1.0,1906"mean": 0.29222634121156643,1907"mean_bench": 0.29886798358783095,1908"ratio": 0.9777773373496439,1909"dm_stat": -1.018971397841429,1910"dm_p": 0.3083072682573581,1911"own_mean": 0.2922263412115663,1912"own_n": 27181913},1914"garchm11__t__w1000_r5": {1915"n_pair": 2718,1916"coverage": 1.0,1917"mean": 0.2879360325280609,1918"mean_bench": 0.29886798358783095,1919"ratio": 0.9634221406771816,1920"dm_stat": -1.2505392136341411,1921"dm_p": 0.21121032414741786,1922"own_mean": 0.2879360325280609,1923"own_n": 27181924},1925"garchx_rv11__normal__w1000_r5": {1926"n_pair": 2718,1927"coverage": 1.0,1928"mean": 0.2302453555153027,1929"mean_bench": 0.29886798358783095,1930"ratio": 0.7703915044738757,1931"dm_stat": -1.3020082894601686,1932"dm_p": 0.19302392005173566,1933"own_mean": 0.23024535551530267,1934"own_n": 27181935},1936"garchx_rv11__t__w1000_r5": {1937"n_pair": 2718,1938"coverage": 1.0,1939"mean": 0.2281093370468733,1940"mean_bench": 0.29886798358783095,1941"ratio": 0.7632444743946178,1942"dm_stat": -1.3337192533311344,1943"dm_p": 0.1824076740574441,1944"own_mean": 0.22810933704687336,1945"own_n": 27181946},1947"gas_t11__t__w1000_r5": {1948"n_pair": 2718,1949"coverage": 1.0,1950"mean": 0.36117301128354107,1951"mean_bench": 0.29886798358783095,1952"ratio": 1.208470064099054,1953"dm_stat": 1.0391796029420655,1954"dm_p": 0.2988136815133102,1955"own_mean": 0.36117301128354107,1956"own_n": 27181957},1958"gjr11__ged__w1000_r5": {1959"n_pair": 2718,1960"coverage": 1.0,1961"mean": 0.302635518761469,1962"mean_bench": 0.29886798358783095,1963"ratio": 1.0126060179762641,1964"dm_stat": 0.42574198118062595,1965"dm_p": 0.6703295886975673,1966"own_mean": 0.30263551876146894,1967"own_n": 27181968},1969"gjr11__normal__w1000_r5": {1970"n_pair": 2718,1971"coverage": 1.0,1972"mean": 0.3218914946712654,1973"mean_bench": 0.29886798358783095,1974"ratio": 1.0770357226192089,1975"dm_stat": 0.86552929405857,1976"dm_p": 0.3868247611483323,1977"own_mean": 0.32189149467126543,1978"own_n": 27181979},1980"gjr11__skewt__w1000_r5": {1981"n_pair": 2718,1982"coverage": 1.0,1983"mean": 0.2972157448619659,1984"mean_bench": 0.29886798358783095,1985"ratio": 0.994471677072832,1986"dm_stat": -0.24122545729945946,1987"dm_p": 0.8093985833704309,1988"own_mean": 0.29721574486196584,1989"own_n": 27181990},1991"gjr11__t__w1000_r5": {1992"n_pair": 2718,1993"coverage": 1.0,1994"mean": 0.2895531181444488,1995"mean_bench": 0.29886798358783095,1996"ratio": 0.9688328427436098,1997"dm_stat": -1.1857840406066766,1998"dm_p": 0.2358112855834473,1999"own_mean": 0.2895531181444488,2000"own_n": 27182001},2002"har_rv__empirical__w1000_r5": {2003"n_pair": 2718,2004"coverage": 1.0,2005"mean": 660511.7349453031,2006"mean_bench": 0.29886798358783095,2007"ratio": 2210045.141055374,2008"dm_stat": 1.1437647165332523,2009"dm_p": 0.25282198561608205,2010"own_mean": 660511.7349453032,2011"own_n": 27182012},2013"heavy11__normal__w1000_r5": {2014"n_pair": 2718,2015"coverage": 1.0,2016"mean": 0.22937000559635135,2017"mean_bench": 0.29886798358783095,2018"ratio": 0.7674626195915173,2019"dm_stat": -1.3142797806862876,2020"dm_p": 0.1888630092333178,2021"own_mean": 0.22937000559635135,2022"own_n": 27182023},2024"heavy11__t__w1000_r5": {2025"n_pair": 2718,2026"coverage": 1.0,2027"mean": 0.2250667481805422,2028"mean_bench": 0.29886798358783095,2029"ratio": 0.75306409699251,2030"dm_stat": -1.3864418451175067,2031"dm_p": 0.16572577893059626,2032"own_mean": 0.2250667481805422,2033"own_n": 27182034},2035"histvar22__empirical__w1000_r5": {2036"n_pair": 2718,2037"coverage": 1.0,2038"mean": 0.28867409549168255,2039"mean_bench": 0.29886798358783095,2040"ratio": 0.9658916690447285,2041"dm_stat": -0.226214884772604,2042"dm_p": 0.8210513101059665,2043"own_mean": 0.28867409549168255,2044"own_n": 27182045},2046"histvar252__empirical__w1000_r5": {2047"n_pair": 2718,2048"coverage": 1.0,2049"mean": 0.5764610451836996,2050"mean_bench": 0.29886798358783095,2051"ratio": 1.9288149846746294,2052"dm_stat": 2.0594311818764326,2053"dm_p": 0.0395480326861134,2054"own_mean": 0.5764610451836996,2055"own_n": 27182056},2057"histvar66__empirical__w1000_r5": {2058"n_pair": 2718,2059"coverage": 1.0,2060"mean": 0.36804930438172667,2061"mean_bench": 0.29886798358783095,2062"ratio": 1.2314778584289703,2063"dm_stat": 1.8134644766488026,2064"dm_p": 0.06987049774242086,2065"own_mean": 0.36804930438172667,2066"own_n": 27182067},2068"igarch11__ged__w1000_r5": {2069"n_pair": 2718,2070"coverage": 1.0,2071"mean": 0.2921808207243624,2072"mean_bench": 0.29886798358783095,2073"ratio": 0.9776250276687689,2074"dm_stat": -0.4279354852761558,2075"dm_p": 0.6687320076275888,2076"own_mean": 0.2921808207243624,2077"own_n": 27182078},2079"igarch11__normal__w1000_r5": {2080"n_pair": 2718,2081"coverage": 1.0,2082"mean": 0.29507246280628746,2083"mean_bench": 0.29886798358783095,2084"ratio": 0.9873003433289198,2085"dm_stat": -0.29913242416682556,2086"dm_p": 0.7648618855499121,2087"own_mean": 0.29507246280628746,2088"own_n": 27182089},2090"igarch11__skewt__w1000_r5": {2091"n_pair": 2718,2092"coverage": 1.0,2093"mean": 0.2901443422354967,2094"mean_bench": 0.29886798358783095,2095"ratio": 0.970811054273498,2096"dm_stat": -0.46839948897797057,2097"dm_p": 0.6395365073424027,2098"own_mean": 0.2901443422354967,2099"own_n": 27182100},2101"igarch11__t__w1000_r5": {2102"n_pair": 2718,2103"coverage": 1.0,2104"mean": 0.2877056100279293,2105"mean_bench": 0.29886798358783095,2106"ratio": 0.9626511564540963,2107"dm_stat": -0.5457769886291998,2108"dm_p": 0.5852640482859419,2109"own_mean": 0.2877056100279293,2110"own_n": 27182111},2112"loghar_rv__empirical__w1000_r5": {2113"n_pair": 2718,2114"coverage": 1.0,2115"mean": 0.31245229624244364,2116"mean_bench": 0.29886798358783095,2117"ratio": 1.0454525522993015,2118"dm_stat": 0.31272148162975977,2119"dm_p": 0.7545162736198548,2120"own_mean": 0.3124522962424437,2121"own_n": 27182122},2123"msgarch2__normal__w1000_r5": {2124"n_pair": 2718,2125"coverage": 1.0,2126"mean": 0.28576252922689444,2127"mean_bench": 0.29886798358783095,2128"ratio": 0.9561496878869091,2129"dm_stat": -0.8619256994300705,2130"dm_p": 0.38880446980199734,2131"own_mean": 0.2857625292268944,2132"own_n": 27182133},2134"msgarch2__t__w1000_r5": {2135"n_pair": 2718,2136"coverage": 1.0,2137"mean": 0.27736273646147164,2138"mean_bench": 0.29886798358783095,2139"ratio": 0.9280443262332936,2140"dm_stat": -0.9953725588706437,2141"dm_p": 0.3196437366409471,2142"own_mean": 0.27736273646147164,2143"own_n": 27182144},2145"nagarch11__ged__w1000_r5": {2146"n_pair": 2718,2147"coverage": 1.0,2148"mean": 0.29837353724426463,2149"mean_bench": 0.29886798358783095,2150"ratio": 0.9983456028389839,2151"dm_stat": -0.060777132774335,2152"dm_p": 0.9515411720727659,2153"own_mean": 0.2983735372442646,2154"own_n": 27182155},2156"nagarch11__normal__w1000_r5": {2157"n_pair": 2718,2158"coverage": 1.0,2159"mean": 0.42732683598764165,2160"mean_bench": 0.29886798358783095,2161"ratio": 1.429818044936417,2162"dm_stat": 0.9689776685497944,2163"dm_p": 0.33264257774672457,2164"own_mean": 0.42732683598764165,2165"own_n": 27182166},2167"nagarch11__skewt__w1000_r5": {2168"n_pair": 2718,2169"coverage": 1.0,2170"mean": 0.29387730512079174,2171"mean_bench": 0.29886798358783095,2172"ratio": 0.983301394792686,2173"dm_stat": -0.8501364480181252,2174"dm_p": 0.395324136635353,2175"own_mean": 0.29387730512079174,2176"own_n": 27182177},2178"nagarch11__t__w1000_r5": {2179"n_pair": 2718,2180"coverage": 1.0,2181"mean": 0.28560301010687267,2182"mean_bench": 0.29886798358783095,2183"ratio": 0.9556159434620068,2184"dm_stat": -2.032604111593213,2185"dm_p": 0.042189594633683894,2186"own_mean": 0.28560301010687267,2187"own_n": 27182188},2189"qgarch11__ged__w1000_r5": {2190"n_pair": 2718,2191"coverage": 1.0,2192"mean": 0.2980928333328434,2193"mean_bench": 0.29886798358783095,2194"ratio": 0.9974063790785415,2195"dm_stat": -0.10096462816960036,2196"dm_p": 0.9195859888431305,2197"own_mean": 0.2980928333328434,2198"own_n": 27182199},2200"qgarch11__normal__w1000_r5": {2201"n_pair": 2718,2202"coverage": 1.0,2203"mean": 0.3144071853658362,2204"mean_bench": 0.29886798358783095,2205"ratio": 1.0519935310281858,2206"dm_stat": 0.7038728983473446,2207"dm_p": 0.4815722475379225,2208"own_mean": 0.3144071853658362,2209"own_n": 27182210},2211"qgarch11__skewt__w1000_r5": {2212"n_pair": 2718,2213"coverage": 1.0,2214"mean": 0.29318343424451176,2215"mean_bench": 0.29886798358783095,2216"ratio": 0.9809797313346258,2217"dm_stat": -1.0893847447279459,2218"dm_p": 0.2760808674254748,2219"own_mean": 0.2931834342445118,2220"own_n": 27182221},2222"qgarch11__t__w1000_r5": {2223"n_pair": 2718,2224"coverage": 1.0,2225"mean": 0.28541701481881004,2226"mean_bench": 0.29886798358783095,2227"ratio": 0.9549936108660901,2228"dm_stat": -2.1762035720993653,2229"dm_p": 0.029625916756583284,2230"own_mean": 0.28541701481881004,2231"own_n": 27182232},2233"realgarch11__normal__w1000_r5": {2234"n_pair": 2718,2235"coverage": 1.0,2236"mean": 0.3058688411130499,2237"mean_bench": 0.29886798358783095,2238"ratio": 1.023424581787502,2239"dm_stat": 0.23781491573725275,2240"dm_p": 0.8120425810839247,2241"own_mean": 0.30586884111304985,2242"own_n": 27182243},2244"realgarch11__t__w1000_r5": {2245"n_pair": 2718,2246"coverage": 1.0,2247"mean": 0.3019181578131122,2248"mean_bench": 0.29886798358783095,2249"ratio": 1.0102057577016605,2250"dm_stat": 0.11214625675914365,2251"dm_p": 0.9107157253657577,2252"own_mean": 0.3019181578131122,2253"own_n": 27182254},2255"rm2006__normal__w1000_r5": {2256"n_pair": 2718,2257"coverage": 1.0,2258"mean": 0.25316870260164276,2259"mean_bench": 0.29886798358783095,2260"ratio": 0.8470920824720654,2261"dm_stat": -0.6963963032478624,2262"dm_p": 0.4862402470636992,2263"own_mean": 0.25316870260164276,2264"own_n": 27182265},2266"rm_rw__empirical__w1000_r5": {2267"n_pair": 2718,2268"coverage": 1.0,2269"mean": 0.4741945683312398,2270"mean_bench": 0.29886798358783095,2271"ratio": 1.5866355527235123,2272"dm_stat": 1.9663740979586346,2273"dm_p": 0.04935706631556888,2274"own_mean": 0.47419456833123974,2275"own_n": 27182276},2277"tarch11__ged__w1000_r5": {2278"n_pair": 2718,2279"coverage": 1.0,2280"mean": 0.3726707122344913,2281"mean_bench": 0.29886798358783095,2282"ratio": 1.246940899325107,2283"dm_stat": 0.9922425640997057,2284"dm_p": 0.32116757020401443,2285"own_mean": 0.3726707122344912,2286"own_n": 27182287},2288"tarch11__normal__w1000_r5": {2289"n_pair": 2718,2290"coverage": 1.0,2291"mean": 0.3406474223869467,2292"mean_bench": 0.29886798358783095,2293"ratio": 1.1397922865392427,2294"dm_stat": 1.0019565727498854,2295"dm_p": 0.31645379142425173,2296"own_mean": 0.3406474223869466,2297"own_n": 27182298},2299"tarch11__skewt__w1000_r5": {2300"n_pair": 2718,2301"coverage": 1.0,2302"mean": 0.4206769399012312,2303"mean_bench": 0.29886798358783095,2304"ratio": 1.4075677657108532,2305"dm_stat": 1.0355049211707723,2306"dm_p": 0.3005253219998539,2307"own_mean": 0.4206769399012312,2308"own_n": 27182309},2310"tarch11__t__w1000_r5": {2311"n_pair": 2718,2312"coverage": 1.0,2313"mean": 0.37059914866586713,2314"mean_bench": 0.29886798358783095,2315"ratio": 1.2400095326937417,2316"dm_stat": 0.9840427076737546,2317"dm_p": 0.32518213252263906,2318"own_mean": 0.37059914866586713,2319"own_n": 27182320}2321},2322"common_sample_A": {2323"n": 2356,2324"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": 0.18739385056033328,2397"aparch11__normal__w1000_r5": 0.18877977000957788,2398"aparch11__skewt__w1000_r5": 0.18797903160113036,2399"aparch11__t__w1000_r5": 0.18805460905487642,2400"arch5__ged__w1000_r5": 0.230977432949085,2401"arch5__normal__w1000_r5": 0.23214145372526956,2402"arch5__skewt__w1000_r5": 0.23278221031072635,2403"arch5__t__w1000_r5": 0.23033102499414607,2404"avgarch11__ged__w1000_r5": 0.19790091477479357,2405"avgarch11__normal__w1000_r5": 0.1983516824758797,2406"avgarch11__skewt__w1000_r5": 0.2008895753339034,2407"avgarch11__t__w1000_r5": 0.19994233058157115,2408"cgarch11__ged__w1000_r5": 0.19209391845396773,2409"cgarch11__normal__w1000_r5": 0.19389033071779005,2410"cgarch11__skewt__w1000_r5": 0.19295414742670988,2411"cgarch11__t__w1000_r5": 0.19106976688410565,2412"constvar__normal__w1000_r5": 0.6109278533478478,2413"egarch11__ged__w1000_r5": 582225.2175571559,2414"egarch11__normal__w1000_r5": 750972.3773352001,2415"egarch11__skewt__w1000_r5": 367308.73983757506,2416"egarch11__t__w1000_r5": 292029.8925927198,2417"ewma094__normal__w1000_r5": 0.20704998062364677,2418"figarch11__ged__w1000_r5": 0.20807994114458475,2419"figarch11__normal__w1000_r5": 0.2092863769802409,2420"figarch11__skewt__w1000_r5": 0.20609763900661446,2421"figarch11__t__w1000_r5": 0.20647624870372847,2422"garch11__ged__w1000_r5": 0.19147965561826705,2423"garch11__normal__w1000_r5": 0.19200591696838157,2424"garch11__skewt__w1000_r5": 0.19299138056436688,2425"garch11__t__w1000_r5": 0.19119139633578738,2426"garch12__ged__w1000_r5": 0.18925145963597959,2427"garch12__normal__w1000_r5": 0.19025280598944577,2428"garch12__skewt__w1000_r5": 0.1903862376058334,2429"garch12__t__w1000_r5": 0.1878833436024512,2430"garch21__ged__w1000_r5": 0.19178305977390941,2431"garch21__normal__w1000_r5": 0.1923657345962866,2432"garch21__skewt__w1000_r5": 0.1932877590568278,2433"garch21__t__w1000_r5": 0.19156268263432974,2434"garchm11__ged__w1000_r5": 0.19651823021172932,2435"garchm11__normal__w1000_r5": 0.20055469623875324,2436"garchm11__skewt__w1000_r5": 0.19619671328975383,2437"garchm11__t__w1000_r5": 0.19410235680533042,2438"gas_t11__t__w1000_r5": 0.19510474406971448,2439"gjr11__ged__w1000_r5": 0.1908646663133646,2440"gjr11__normal__w1000_r5": 0.19019652652729344,2441"gjr11__skewt__w1000_r5": 0.19187576850316046,2442"gjr11__t__w1000_r5": 0.19155036730145178,2443"histvar22__empirical__w1000_r5": 0.23149397483007442,2444"histvar252__empirical__w1000_r5": 0.41690876744728,2445"histvar66__empirical__w1000_r5": 0.24760042081471662,2446"igarch11__ged__w1000_r5": 0.20196153552047894,2447"igarch11__normal__w1000_r5": 0.20093607215514186,2448"igarch11__skewt__w1000_r5": 0.20481749469336266,2449"igarch11__t__w1000_r5": 0.20410777744654657,2450"msgarch2__normal__w1000_r5": 0.19339137280841429,2451"msgarch2__t__w1000_r5": 0.1840398439255498,2452"nagarch11__ged__w1000_r5": 0.18411977867034754,2453"nagarch11__normal__w1000_r5": 0.18346641424958596,2454"nagarch11__skewt__w1000_r5": 0.184835151726803,2455"nagarch11__t__w1000_r5": 0.183547999566744,2456"qgarch11__ged__w1000_r5": 0.18654134193747451,2457"qgarch11__normal__w1000_r5": 0.1867566401009055,2458"qgarch11__skewt__w1000_r5": 0.18742816804738555,2459"qgarch11__t__w1000_r5": 0.18603152380038873,2460"rm2006__normal__w1000_r5": 0.21501062262110363,2461"tarch11__ged__w1000_r5": 0.19496603214856822,2462"tarch11__normal__w1000_r5": 0.19402719744376581,2463"tarch11__skewt__w1000_r5": 0.20596066506758104,2464"tarch11__t__w1000_r5": 0.20224967549081522465},2466"ratio": {2467"aparch11__ged__w1000_r5": 0.9759795610423413,2468"aparch11__normal__w1000_r5": 0.9831976690627979,2469"aparch11__skewt__w1000_r5": 0.9790272850397921,2470"aparch11__t__w1000_r5": 0.979420905480971,2471"arch5__ged__w1000_r5": 1.2029703906839548,2472"arch5__normal__w1000_r5": 1.2090328120643141,2473"arch5__skewt__w1000_r5": 1.2123699831034873,2474"arch5__t__w1000_r5": 1.1996037863357911,2475"avgarch11__ged__w1000_r5": 1.0307021674096781,2476"avgarch11__normal__w1000_r5": 1.0330498435032245,2477"avgarch11__skewt__w1000_r5": 1.046267628132443,2478"avgarch11__t__w1000_r5": 1.0413342137497592,2479"cgarch11__ged__w1000_r5": 1.0004583269462506,2480"cgarch11__normal__w1000_r5": 1.0098143524905996,2481"cgarch11__skewt__w1000_r5": 1.0049385481098714,2482"cgarch11__t__w1000_r5": 0.9951243685660475,2483"constvar__normal__w1000_r5": 3.1818178470429737,2484"egarch11__ged__w1000_r5": 3032329.559161624,2485"egarch11__normal__w1000_r5": 3911193.931897765,2486"egarch11__skewt__w1000_r5": 1913007.3991316704,2487"egarch11__t__w1000_r5": 1520942.1522192445,2488"ewma094__normal__w1000_r5": 1.0783520835857499,2489"figarch11__ged__w1000_r5": 1.0837162959871187,2490"figarch11__normal__w1000_r5": 1.0899996223278108,2491"figarch11__skewt__w1000_r5": 1.0733921238508157,2492"figarch11__t__w1000_r5": 1.0753639885885902,2493"garch11__ged__w1000_r5": 0.9972591399347283,2494"garch11__normal__w1000_r5": 1.0,2495"garch11__skewt__w1000_r5": 1.005132464725801,2496"garch11__t__w1000_r5": 0.9957578357716532,2497"garch12__ged__w1000_r5": 0.9856543101593292,2498"garch12__normal__w1000_r5": 0.9908694950311115,2499"garch12__skewt__w1000_r5": 0.9915644299502765,2500"garch12__t__w1000_r5": 0.9785289254048913,2501"garch21__ged__w1000_r5": 0.9988393212147266,2502"garch21__normal__w1000_r5": 1.0018739923934963,2503"garch21__skewt__w1000_r5": 1.0066760551377034,2504"garch21__t__w1000_r5": 0.9976915589839619,2505"garchm11__ged__w1000_r5": 1.0235009072355348,2506"garchm11__normal__w1000_r5": 1.0445235199276668,2507"garchm11__skewt__w1000_r5": 1.02182639153804,2508"garchm11__t__w1000_r5": 1.0109186209990293,2509"gas_t11__t__w1000_r5": 1.0161392271147727,2510"gjr11__ged__w1000_r5": 0.9940561693460472,2511"gjr11__normal__w1000_r5": 0.9905763818654292,2512"gjr11__skewt__w1000_r5": 0.999322164299538,2513"gjr11__t__w1000_r5": 0.9976274186018715,2514"histvar22__empirical__w1000_r5": 1.205660630074205,2515"histvar252__empirical__w1000_r5": 2.1713329153076786,2516"histvar66__empirical__w1000_r5": 1.289545784443143,2517"igarch11__ged__w1000_r5": 1.0518505820512647,2518"igarch11__normal__w1000_r5": 1.0465097916135098,2519"igarch11__skewt__w1000_r5": 1.0667249110197516,2520"igarch11__t__w1000_r5": 1.0630285809377316,2521"msgarch2__normal__w1000_r5": 1.0072156934635554,2522"msgarch2__t__w1000_r5": 0.9585113148146182,2523"nagarch11__ged__w1000_r5": 0.9589276287806658,2524"nagarch11__normal__w1000_r5": 0.9555247939562099,2525"nagarch11__skewt__w1000_r5": 0.9626534152967827,2526"nagarch11__t__w1000_r5": 0.955949704388379,2527"qgarch11__ged__w1000_r5": 0.9715395487952232,2528"qgarch11__normal__w1000_r5": 0.972660858840405,2529"qgarch11__skewt__w1000_r5": 0.976158292446009,2530"qgarch11__t__w1000_r5": 0.9688843278252895,2531"rm2006__normal__w1000_r5": 1.1198124829481706,2532"tarch11__ged__w1000_r5": 1.0154167914558285,2533"tarch11__normal__w1000_r5": 1.0105271780541905,2534"tarch11__skewt__w1000_r5": 1.0726787399030908,2535"tarch11__t__w1000_r5": 1.0533512648160762536}2537},2538"mcs_A": {2539"egarch11__ged__w1000_r5": {2540"p": 0.0605,2541"in": false2542},2543"egarch11__normal__w1000_r5": {2544"p": 0.0635,2545"in": false2546},2547"egarch11__skewt__w1000_r5": {2548"p": 0.0635,2549"in": false2550},2551"egarch11__t__w1000_r5": {2552"p": 0.0635,2553"in": false2554},2555"histvar252__empirical__w1000_r5": {2556"p": 0.128,2557"in": true2558},2559"arch5__skewt__w1000_r5": {2560"p": 0.257,2561"in": true2562},2563"arch5__normal__w1000_r5": {2564"p": 0.2995,2565"in": true2566},2567"arch5__ged__w1000_r5": {2568"p": 0.333,2569"in": true2570},2571"arch5__t__w1000_r5": {2572"p": 0.339,2573"in": true2574},2575"histvar22__empirical__w1000_r5": {2576"p": 0.339,2577"in": true2578},2579"constvar__normal__w1000_r5": {2580"p": 0.621,2581"in": true2582},2583"figarch11__ged__w1000_r5": {2584"p": 0.621,2585"in": true2586},2587"igarch11__skewt__w1000_r5": {2588"p": 0.621,2589"in": true2590},2591"figarch11__skewt__w1000_r5": {2592"p": 0.621,2593"in": true2594},2595"figarch11__normal__w1000_r5": {2596"p": 0.621,2597"in": true2598},2599"igarch11__t__w1000_r5": {2600"p": 0.621,2601"in": true2602},2603"figarch11__t__w1000_r5": {2604"p": 0.656,2605"in": true2606},2607"histvar66__empirical__w1000_r5": {2608"p": 0.7065,2609"in": true2610},2611"igarch11__ged__w1000_r5": {2612"p": 0.7065,2613"in": true2614},2615"igarch11__normal__w1000_r5": {2616"p": 0.7905,2617"in": true2618},2619"garchm11__normal__w1000_r5": {2620"p": 0.861,2621"in": true2622},2623"rm2006__normal__w1000_r5": {2624"p": 0.935,2625"in": true2626},2627"garchm11__skewt__w1000_r5": {2628"p": 0.935,2629"in": true2630},2631"garchm11__ged__w1000_r5": {2632"p": 0.935,2633"in": true2634},2635"avgarch11__normal__w1000_r5": {2636"p": 0.935,2637"in": true2638},2639"gas_t11__t__w1000_r5": {2640"p": 0.9385,2641"in": true2642},2643"ewma094__normal__w1000_r5": {2644"p": 0.954,2645"in": true2646},2647"garchm11__t__w1000_r5": {2648"p": 0.954,2649"in": true2650},2651"avgarch11__ged__w1000_r5": {2652"p": 0.954,2653"in": true2654},2655"garch21__skewt__w1000_r5": {2656"p": 0.954,2657"in": true2658},2659"avgarch11__skewt__w1000_r5": {2660"p": 0.954,2661"in": true2662},2663"cgarch11__normal__w1000_r5": {2664"p": 0.954,2665"in": true2666},2667"garch11__skewt__w1000_r5": {2668"p": 0.954,2669"in": true2670},2671"avgarch11__t__w1000_r5": {2672"p": 0.954,2673"in": true2674},2675"garch21__normal__w1000_r5": {2676"p": 0.954,2677"in": true2678},2679"tarch11__skewt__w1000_r5": {2680"p": 0.954,2681"in": true2682},2683"garch11__normal__w1000_r5": {2684"p": 0.954,2685"in": true2686},2687"garch21__ged__w1000_r5": {2688"p": 0.954,2689"in": true2690},2691"garch11__ged__w1000_r5": {2692"p": 0.9565,2693"in": true2694},2695"garch21__t__w1000_r5": {2696"p": 0.9565,2697"in": true2698},2699"cgarch11__skewt__w1000_r5": {2700"p": 0.966,2701"in": true2702},2703"cgarch11__ged__w1000_r5": {2704"p": 0.966,2705"in": true2706},2707"tarch11__normal__w1000_r5": {2708"p": 0.966,2709"in": true2710},2711"gjr11__skewt__w1000_r5": {2712"p": 0.966,2713"in": true2714},2715"garch11__t__w1000_r5": {2716"p": 0.966,2717"in": true2718},2719"gjr11__t__w1000_r5": {2720"p": 0.966,2721"in": true2722},2723"tarch11__t__w1000_r5": {2724"p": 0.966,2725"in": true2726},2727"gjr11__ged__w1000_r5": {2728"p": 0.966,2729"in": true2730},2731"garch12__normal__w1000_r5": {2732"p": 0.966,2733"in": true2734},2735"gjr11__normal__w1000_r5": {2736"p": 0.966,2737"in": true2738},2739"tarch11__ged__w1000_r5": {2740"p": 0.966,2741"in": true2742},2743"msgarch2__normal__w1000_r5": {2744"p": 0.966,2745"in": true2746},2747"garch12__skewt__w1000_r5": {2748"p": 0.966,2749"in": true2750},2751"cgarch11__t__w1000_r5": {2752"p": 0.966,2753"in": true2754},2755"garch12__ged__w1000_r5": {2756"p": 0.966,2757"in": true2758},2759"aparch11__normal__w1000_r5": {2760"p": 0.966,2761"in": true2762},2763"qgarch11__skewt__w1000_r5": {2764"p": 0.966,2765"in": true2766},2767"garch12__t__w1000_r5": {2768"p": 0.966,2769"in": true2770},2771"aparch11__t__w1000_r5": {2772"p": 0.966,2773"in": true2774},2775"aparch11__skewt__w1000_r5": {2776"p": 0.966,2777"in": true2778},2779"qgarch11__normal__w1000_r5": {2780"p": 0.966,2781"in": true2782},2783"qgarch11__ged__w1000_r5": {2784"p": 0.966,2785"in": true2786},2787"aparch11__ged__w1000_r5": {2788"p": 0.966,2789"in": true2790},2791"qgarch11__t__w1000_r5": {2792"p": 0.966,2793"in": true2794},2795"nagarch11__skewt__w1000_r5": {2796"p": 0.966,2797"in": true2798},2799"nagarch11__ged__w1000_r5": {2800"p": 0.978,2801"in": true2802},2803"msgarch2__t__w1000_r5": {2804"p": 0.993,2805"in": true2806},2807"nagarch11__t__w1000_r5": {2808"p": 0.993,2809"in": true2810},2811"nagarch11__normal__w1000_r5": {2812"p": 1.0,2813"in": true2814}2815},2816"spa_A": {2817"lower": 0.468,2818"consistent": 0.9615,2819"upper": 0.9795,2820"n": 23562821},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": 0.2302453555153027,2838"garchx_rv11__t__w1000_r5": 0.2281093370468733,2839"har_rv__empirical__w1000_r5": 660511.7349453031,2840"heavy11__normal__w1000_r5": 0.22937000559635135,2841"heavy11__t__w1000_r5": 0.2250667481805422,2842"loghar_rv__empirical__w1000_r5": 0.31245229624244364,2843"realgarch11__normal__w1000_r5": 0.3058688411130499,2844"realgarch11__t__w1000_r5": 0.3019181578131122,2845"rm_rw__empirical__w1000_r5": 0.4741945683312398,2846"garch11__normal__w1000_r5": 0.298867983587830952847},2848"ratio": {2849"garchx_rv11__normal__w1000_r5": 0.7703915044738757,2850"garchx_rv11__t__w1000_r5": 0.7632444743946178,2851"har_rv__empirical__w1000_r5": 2210045.141055374,2852"heavy11__normal__w1000_r5": 0.7674626195915173,2853"heavy11__t__w1000_r5": 0.75306409699251,2854"loghar_rv__empirical__w1000_r5": 1.0454525522993015,2855"realgarch11__normal__w1000_r5": 1.023424581787502,2856"realgarch11__t__w1000_r5": 1.0102057577016605,2857"rm_rw__empirical__w1000_r5": 1.5866355527235123,2858"garch11__normal__w1000_r5": 1.02859}2860},2861"mcs_B": {2862"har_rv__empirical__w1000_r5": {2863"p": 0.419,2864"in": true2865},2866"rm_rw__empirical__w1000_r5": {2867"p": 0.419,2868"in": true2869},2870"garch11__normal__w1000_r5": {2871"p": 0.419,2872"in": true2873},2874"realgarch11__normal__w1000_r5": {2875"p": 0.534,2876"in": true2877},2878"realgarch11__t__w1000_r5": {2879"p": 0.5445,2880"in": true2881},2882"loghar_rv__empirical__w1000_r5": {2883"p": 0.5475,2884"in": true2885},2886"garchx_rv11__normal__w1000_r5": {2887"p": 0.5475,2888"in": true2889},2890"heavy11__normal__w1000_r5": {2891"p": 0.5475,2892"in": true2893},2894"garchx_rv11__t__w1000_r5": {2895"p": 0.5475,2896"in": true2897},2898"heavy11__t__w1000_r5": {2899"p": 1.0,2900"in": true2901}2902},2903"spa_B": {2904"lower": 0.113,2905"consistent": 0.6525,2906"upper": 0.6525,2907"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": 0.6380665205836344,2919"mean_bench": 0.7052426943685753,2920"ratio": 0.9047474375539817,2921"dm_stat": -1.122927360045072,2922"dm_p": 0.26156818626506473,2923"own_mean": 0.6380665205836346,2924"own_n": 27012925},2926"aparch11__normal__w1000_r5": {2927"n_pair": 2701,2928"coverage": 1.0,2929"mean": 0.6950530094996307,2930"mean_bench": 0.7052426943685753,2931"ratio": 0.9855515201358196,2932"dm_stat": -0.38795240726851105,2933"dm_p": 0.6980818369518297,2934"own_mean": 0.6950530094996307,2935"own_n": 27012936},2937"aparch11__skewt__w1000_r5": {2938"n_pair": 2701,2939"coverage": 1.0,2940"mean": 0.6303331987675905,2941"mean_bench": 0.7052426943685753,2942"ratio": 0.8937819615869208,2943"dm_stat": -1.077326920397232,2944"dm_p": 0.28143048387390934,2945"own_mean": 0.6303331987675906,2946"own_n": 27012947},2948"aparch11__t__w1000_r5": {2949"n_pair": 2701,2950"coverage": 1.0,2951"mean": 0.6424700089552554,2952"mean_bench": 0.7052426943685753,2953"ratio": 0.9109913708932182,2954"dm_stat": -1.0376221402052384,2955"dm_p": 0.2995389211989293,2956"own_mean": 0.6424700089552555,2957"own_n": 27012958},2959"arch5__ged__w1000_r5": {2960"n_pair": 2701,2961"coverage": 1.0,2962"mean": 0.7575018656874458,2963"mean_bench": 0.7052426943685753,2964"ratio": 1.0741009750773238,2965"dm_stat": 1.4230957503766408,2966"dm_p": 0.15482393160029148,2967"own_mean": 0.7575018656874458,2968"own_n": 27012969},2970"arch5__normal__w1000_r5": {2971"n_pair": 2701,2972"coverage": 1.0,2973"mean": 0.7568485656320529,2974"mean_bench": 0.7052426943685753,2975"ratio": 1.0731746272248617,2976"dm_stat": 1.4076580351680603,2977"dm_p": 0.1593474688542174,2978"own_mean": 0.7568485656320527,2979"own_n": 27012980},2981"arch5__skewt__w1000_r5": {2982"n_pair": 2701,2983"coverage": 1.0,2984"mean": 0.7654239346711943,2985"mean_bench": 0.7052426943685753,2986"ratio": 1.0853340853909887,2987"dm_stat": 1.5961541829779975,2988"dm_p": 0.11057140192039372,2989"own_mean": 0.7654239346711943,2990"own_n": 27012991},2992"arch5__t__w1000_r5": {2993"n_pair": 2701,2994"coverage": 1.0,2995"mean": 0.7588464653102087,2996"mean_bench": 0.7052426943685753,2997"ratio": 1.0760075522506851,2998"dm_stat": 1.4750371771150277,2999"dm_p": 0.14031914224187894,3000"own_mean": 0.7588464653102087,3001"own_n": 27013002},3003"avgarch11__ged__w1000_r5": {3004"n_pair": 2701,3005"coverage": 1.0,3006"mean": 0.7463935120700214,3007"mean_bench": 0.7052426943685753,3008"ratio": 1.0583498674003133,3009"dm_stat": 0.8932358157031773,3010"dm_p": 0.37181050827582723,3011"own_mean": 0.7463935120700212,3012"own_n": 27013013},3014"avgarch11__normal__w1000_r5": {3015"n_pair": 2701,3016"coverage": 1.0,3017"mean": 0.7419429651213777,3018"mean_bench": 0.7052426943685753,3019"ratio": 1.052039207276952,3020"dm_stat": 0.8987564326820284,3021"dm_p": 0.36886255265114015,3022"own_mean": 0.7419429651213776,3023"own_n": 27013024},3025"avgarch11__skewt__w1000_r5": {3026"n_pair": 2701,3027"coverage": 1.0,3028"mean": 0.7527484842013981,3029"mean_bench": 0.7052426943685753,3030"ratio": 1.0673609102400643,3031"dm_stat": 0.9228537668061417,3032"dm_p": 0.3561658756400159,3033"own_mean": 0.752748484201398,3034"own_n": 27013035},3036"avgarch11__t__w1000_r5": {3037"n_pair": 2701,3038"coverage": 1.0,3039"mean": 0.75052410346213,3040"mean_bench": 0.7052426943685753,3041"ratio": 1.0642068460334728,3042"dm_stat": 0.9181356533068322,3043"dm_p": 0.35862985895053934,3044"own_mean": 0.7505241034621302,3045"own_n": 27013046},3047"cgarch11__ged__w1000_r5": {3048"n_pair": 2701,3049"coverage": 1.0,3050"mean": 0.7140877620925146,3051"mean_bench": 0.7052426943685753,3052"ratio": 1.0125418778451274,3053"dm_stat": 2.0870416632392472,3054"dm_p": 0.03697793985897911,3055"own_mean": 0.7140877620925147,3056"own_n": 27013057},3058"cgarch11__normal__w1000_r5": {3059"n_pair": 2701,3060"coverage": 1.0,3061"mean": 0.7134293869536616,3062"mean_bench": 0.7052426943685753,3063"ratio": 1.0116083337700026,3064"dm_stat": 1.70371343201202,3065"dm_p": 0.0885497084589298,3066"own_mean": 0.7134293869536618,3067"own_n": 27013068},3069"cgarch11__skewt__w1000_r5": {3070"n_pair": 2701,3071"coverage": 1.0,3072"mean": 0.7186275712749699,3073"mean_bench": 0.7052426943685753,3074"ratio": 1.0189791074948722,3075"dm_stat": 1.9746140853945646,3076"dm_p": 0.04841370196020924,3077"own_mean": 0.7186275712749699,3078"own_n": 27013079},3080"cgarch11__t__w1000_r5": {3081"n_pair": 2701,3082"coverage": 1.0,3083"mean": 0.7160072128774477,3084"mean_bench": 0.7052426943685753,3085"ratio": 1.0152635661380516,3086"dm_stat": 1.5866989815519756,3087"dm_p": 0.11269793339929282,3088"own_mean": 0.7160072128774477,3089"own_n": 27013090},3091"constvar__normal__w1000_r5": {3092"n_pair": 2701,3093"coverage": 1.0,3094"mean": 0.9795449129228786,3095"mean_bench": 0.7052426943685753,3096"ratio": 1.3889472670112437,3097"dm_stat": 1.5033252208143026,3098"dm_p": 0.13287215035024647,3099"own_mean": 0.9795449129228785,3100"own_n": 27013101},3102"egarch11__ged__w1000_r5": {3103"n_pair": 2655,3104"coverage": 0.9829692706405035,3105"mean": 18786187.887718208,3106"mean_bench": 0.7160498418830045,3107"ratio": 26235866.260812175,3108"dm_stat": 1.3021432898103114,3109"dm_p": 0.1929804014274129,3110"own_mean": 18786187.887718204,3111"own_n": 26553112},3113"egarch11__normal__w1000_r5": {3114"n_pair": 2681,3115"coverage": 0.9925953350610884,3116"mean": 4892277.174463172,3117"mean_bench": 0.7101604096839557,3118"ratio": 6888974.811536444,3119"dm_stat": 2.7343976766902585,3120"dm_p": 0.006290557543841664,3121"own_mean": 4892277.174463173,3122"own_n": 26813123},3124"egarch11__skewt__w1000_r5": {3125"n_pair": 2544,3126"coverage": 0.9418733802295446,3127"mean": 1358936.3250000835,3128"mean_bench": 0.6562024948571161,3129"ratio": 2070910.0249549998,3130"dm_stat": 2.5042346701352463,3131"dm_p": 0.012333814115017902,3132"own_mean": 1358936.3250000838,3133"own_n": 25443134},3135"egarch11__t__w1000_r5": {3136"n_pair": 2502,3137"coverage": 0.9263235838578304,3138"mean": 1947482.6955195633,3139"mean_bench": 0.751271879346521,3140"ratio": 2592247.559183957,3141"dm_stat": 2.1368932757987413,3142"dm_p": 0.03270343449873624,3143"own_mean": 1947482.6955195635,3144"own_n": 25023145},3146"ewma094__normal__w1000_r5": {3147"n_pair": 2701,3148"coverage": 1.0,3149"mean": 0.8140500331745413,3150"mean_bench": 0.7052426943685753,3151"ratio": 1.1542835390920063,3152"dm_stat": 1.013648462509487,3153"dm_p": 0.3108413491387463,3154"own_mean": 0.8140500331745412,3155"own_n": 27013156},3157"figarch11__ged__w1000_r5": {3158"n_pair": 2701,3159"coverage": 1.0,3160"mean": 0.7063020318656232,3161"mean_bench": 0.7052426943685753,3162"ratio": 1.0015020892885624,3163"dm_stat": 0.036546901547107144,3164"dm_p": 0.9708489833372749,3165"own_mean": 0.7063020318656233,3166"own_n": 27013167},3168"figarch11__normal__w1000_r5": {3169"n_pair": 2701,3170"coverage": 1.0,3171"mean": 0.7073065713028056,3172"mean_bench": 0.7052426943685753,3173"ratio": 1.0029264775809952,3174"dm_stat": 0.07090619552529574,3175"dm_p": 0.9434776637702474,3176"own_mean": 0.7073065713028056,3177"own_n": 27013178},3179"figarch11__skewt__w1000_r5": {3180"n_pair": 2701,3181"coverage": 1.0,3182"mean": 0.7045263806266012,3183"mean_bench": 0.7052426943685753,3184"ratio": 0.9989843017904418,3185"dm_stat": -0.024985156433738956,3186"dm_p": 0.9800686497122704,3187"own_mean": 0.7045263806266009,3188"own_n": 27013189},3190"figarch11__t__w1000_r5": {3191"n_pair": 2701,3192"coverage": 1.0,3193"mean": 0.7056818513091776,3194"mean_bench": 0.7052426943685753,3195"ratio": 1.0006227032823012,3196"dm_stat": 0.014403132921005148,3197"dm_p": 0.9885094240790154,3198"own_mean": 0.7056818513091776,3199"own_n": 27013200},3201"garch11__ged__w1000_r5": {3202"n_pair": 2701,3203"coverage": 1.0,3204"mean": 0.706960249502575,3205"mean_bench": 0.7052426943685753,3206"ratio": 1.002435410033616,3207"dm_stat": 0.47280442287768354,3208"dm_p": 0.6363909348484686,3209"own_mean": 0.7069602495025751,3210"own_n": 27013211},3212"garch11__normal__w1000_r5": {3213"n_pair": 2701,3214"coverage": 1.0,3215"mean": 0.7052426943685753,3216"mean_bench": 0.7052426943685753,3217"ratio": 1.0,3218"dm_stat": 0.0,3219"dm_p": 1.0,3220"own_mean": 0.7052426943685755,3221"own_n": 27013222},3223"garch11__skewt__w1000_r5": {3224"n_pair": 2701,3225"coverage": 1.0,3226"mean": 0.7112595761429542,3227"mean_bench": 0.7052426943685753,3228"ratio": 1.008531647080394,3229"dm_stat": 1.0141385560287746,3230"dm_p": 0.31060751086212623,3231"own_mean": 0.7112595761429541,3232"own_n": 27013233},3234"garch11__t__w1000_r5": {3235"n_pair": 2701,3236"coverage": 1.0,3237"mean": 0.710077543741479,3238"mean_bench": 0.7052426943685753,3239"ratio": 1.006855582356982,3240"dm_stat": 0.60364204998215,3241"dm_p": 0.5461323580427507,3242"own_mean": 0.7100775437414789,3243"own_n": 27013244},3245"garch12__ged__w1000_r5": {3246"n_pair": 2701,3247"coverage": 1.0,3248"mean": 0.7035177728837042,3249"mean_bench": 0.7052426943685753,3250"ratio": 0.9975541448374513,3251"dm_stat": -0.34248733935775644,3252"dm_p": 0.7320108288531599,3253"own_mean": 0.703517772883704,3254"own_n": 27013255},3256"garch12__normal__w1000_r5": {3257"n_pair": 2701,3258"coverage": 1.0,3259"mean": 0.7041648825759832,3260"mean_bench": 0.7052426943685753,3261"ratio": 0.9984717150546917,3262"dm_stat": -0.38203800677297095,3263"dm_p": 0.702463239475292,3264"own_mean": 0.7041648825759833,3265"own_n": 27013266},3267"garch12__skewt__w1000_r5": {3268"n_pair": 2701,3269"coverage": 1.0,3270"mean": 0.7084206457893776,3271"mean_bench": 0.7052426943685753,3272"ratio": 1.0045061812708993,3273"dm_stat": 0.47808649786550816,3274"dm_p": 0.632627346520878,3275"own_mean": 0.7084206457893776,3276"own_n": 27013277},3278"garch12__t__w1000_r5": {3279"n_pair": 2701,3280"coverage": 1.0,3281"mean": 0.7072072161474245,3282"mean_bench": 0.7052426943685753,3283"ratio": 1.002785596780422,3284"dm_stat": 0.21107177643227104,3285"dm_p": 0.8328471919655542,3286"own_mean": 0.7072072161474245,3287"own_n": 27013288},3289"garch21__ged__w1000_r5": {3290"n_pair": 2701,3291"coverage": 1.0,3292"mean": 0.7069469554775628,3293"mean_bench": 0.7052426943685753,3294"ratio": 1.002416559749709,3295"dm_stat": 0.46711776577985825,3296"dm_p": 0.6404533167550569,3297"own_mean": 0.7069469554775628,3298"own_n": 27013299},3300"garch21__normal__w1000_r5": {3301"n_pair": 2701,3302"coverage": 1.0,3303"mean": 0.7051460942765703,3304"mean_bench": 0.7052426943685753,3305"ratio": 0.999863025745922,3306"dm_stat": -0.3702918745741498,3307"dm_p": 0.7111940721842501,3308"own_mean": 0.7051460942765703,3309"own_n": 27013310},3311"garch21__skewt__w1000_r5": {3312"n_pair": 2701,3313"coverage": 1.0,3314"mean": 0.7113817727382802,3315"mean_bench": 0.7052426943685753,3316"ratio": 1.008704915937061,3317"dm_stat": 1.0337385586286767,3318"dm_p": 0.3013509823040678,3319"own_mean": 0.7113817727382802,3320"own_n": 27013321},3322"garch21__t__w1000_r5": {3323"n_pair": 2701,3324"coverage": 1.0,3325"mean": 0.7102585157756108,3326"mean_bench": 0.7052426943685753,3327"ratio": 1.007112191940572,3328"dm_stat": 0.6262642009156746,3329"dm_p": 0.5311946030947375,3330"own_mean": 0.7102585157756107,3331"own_n": 27013332},3333"garchm11__ged__w1000_r5": {3334"n_pair": 2701,3335"coverage": 1.0,3336"mean": 0.7119713312942594,3337"mean_bench": 0.7052426943685753,3338"ratio": 1.0095408814290638,3339"dm_stat": 1.0415421390304898,3340"dm_p": 0.2977172579248004,3341"own_mean": 0.7119713312942595,3342"own_n": 27013343},3344"garchm11__normal__w1000_r5": {3345"n_pair": 2701,3346"coverage": 1.0,3347"mean": 0.7135922642919453,3348"mean_bench": 0.7052426943685753,3349"ratio": 1.0118392859508394,3350"dm_stat": 1.0603509820505062,3351"dm_p": 0.28907979556227287,3352"own_mean": 0.7135922642919452,3353"own_n": 27013354},3355"garchm11__skewt__w1000_r5": {3356"n_pair": 2701,3357"coverage": 1.0,3358"mean": 0.7141749522576795,3359"mean_bench": 0.7052426943685753,3360"ratio": 1.0126655092784782,3361"dm_stat": 1.2564906377137104,3362"dm_p": 0.20904683576121813,3363"own_mean": 0.7141749522576792,3364"own_n": 27013365},3366"garchm11__t__w1000_r5": {3367"n_pair": 2701,3368"coverage": 1.0,3369"mean": 0.7130117881288486,3370"mean_bench": 0.7052426943685753,3371"ratio": 1.0110161988522677,3372"dm_stat": 0.9029936079232005,3373"dm_p": 0.36660983901760963,3374"own_mean": 0.7130117881288486,3375"own_n": 27013376},3377"garchx_rv11__normal__w1000_r5": {3378"n_pair": 2701,3379"coverage": 1.0,3380"mean": 0.6613242717523917,3381"mean_bench": 0.7052426943685753,3382"ratio": 0.9377258028096199,3383"dm_stat": -1.1742445768072058,3384"dm_p": 0.2404006340663152,3385"own_mean": 0.6613242717523916,3386"own_n": 27013387},3388"garchx_rv11__t__w1000_r5": {3389"n_pair": 2701,3390"coverage": 1.0,3391"mean": 0.6524358989294116,3392"mean_bench": 0.7052426943685753,3393"ratio": 0.925122520430441,3394"dm_stat": -1.1396194915207345,3395"dm_p": 0.2545459506384826,3396"own_mean": 0.6524358989294117,3397"own_n": 27013398},3399"gas_t11__t__w1000_r5": {3400"n_pair": 2701,3401"coverage": 1.0,3402"mean": 0.756665763850485,3403"mean_bench": 0.7052426943685753,3404"ratio": 1.072915423147985,3405"dm_stat": 1.0767972055896642,3406"dm_p": 0.2816670749576204,3407"own_mean": 0.7566657638504848,3408"own_n": 27013409},3410"gjr11__ged__w1000_r5": {3411"n_pair": 2701,3412"coverage": 1.0,3413"mean": 0.6856581333875296,3414"mean_bench": 0.7052426943685753,3415"ratio": 0.9722300406123591,3416"dm_stat": -1.0391085631771413,3417"dm_p": 0.29884729158815143,3418"own_mean": 0.6856581333875295,3419"own_n": 27013420},3421"gjr11__normal__w1000_r5": {3422"n_pair": 2701,3423"coverage": 1.0,3424"mean": 0.6811586224701628,3425"mean_bench": 0.7052426943685753,3426"ratio": 0.9658499519516813,3427"dm_stat": -1.0444011547376812,3428"dm_p": 0.2963933251309852,3429"own_mean": 0.6811586224701627,3430"own_n": 27013431},3432"gjr11__skewt__w1000_r5": {3433"n_pair": 2701,3434"coverage": 1.0,3435"mean": 0.6819871202719132,3436"mean_bench": 0.7052426943685753,3437"ratio": 0.9670247217272012,3438"dm_stat": -0.9054451514943818,3439"dm_p": 0.3653103930185112,3440"own_mean": 0.6819871202719132,3441"own_n": 27013442},3443"gjr11__t__w1000_r5": {3444"n_pair": 2701,3445"coverage": 1.0,3446"mean": 0.6915309808841346,3447"mean_bench": 0.7052426943685753,3448"ratio": 0.9805574540595315,3449"dm_stat": -0.8628816225529917,3450"dm_p": 0.3882791928028571,3451"own_mean": 0.6915309808841346,3452"own_n": 27013453},3454"har_rv__empirical__w1000_r5": {3455"n_pair": 2701,3456"coverage": 1.0,3457"mean": 229347.87536679278,3458"mean_bench": 0.7052426943685753,3459"ratio": 325204.1845993665,3460"dm_stat": 1.0654226758086593,3461"dm_p": 0.2867799641943138,3462"own_mean": 229347.87536679287,3463"own_n": 27013464},3465"heavy11__normal__w1000_r5": {3466"n_pair": 2701,3467"coverage": 1.0,3468"mean": 0.6611174753827781,3469"mean_bench": 0.7052426943685753,3470"ratio": 0.937432575568466,3471"dm_stat": -1.1811767930605999,3472"dm_p": 0.23763653029160733,3473"own_mean": 0.6611174753827783,3474"own_n": 27013475},3476"heavy11__t__w1000_r5": {3477"n_pair": 2701,3478"coverage": 1.0,3479"mean": 0.6490452125418212,3480"mean_bench": 0.7052426943685753,3481"ratio": 0.9203146912750804,3482"dm_stat": -1.203833210897695,3483"dm_p": 0.22875957990092566,3484"own_mean": 0.6490452125418213,3485"own_n": 27013486},3487"histvar22__empirical__w1000_r5": {3488"n_pair": 2701,3489"coverage": 1.0,3490"mean": 1.0007207078538913,3491"mean_bench": 0.7052426943685753,3492"ratio": 1.4189735191087178,3493"dm_stat": 1.1956776924897543,3494"dm_p": 0.23192735916412743,3495"own_mean": 1.0007207078538916,3496"own_n": 27013497},3498"histvar252__empirical__w1000_r5": {3499"n_pair": 2701,3500"coverage": 1.0,3501"mean": 0.7848655531292204,3502"mean_bench": 0.7052426943685753,3503"ratio": 1.112901359200798,3504"dm_stat": 0.9586696563699578,3505"dm_p": 0.33781102414729874,3506"own_mean": 0.7848655531292205,3507"own_n": 27013508},3509"histvar66__empirical__w1000_r5": {3510"n_pair": 2701,3511"coverage": 1.0,3512"mean": 0.8076163492748978,3513"mean_bench": 0.7052426943685753,3514"ratio": 1.145160886775269,3515"dm_stat": 1.503091226498791,3516"dm_p": 0.13293246950023027,3517"own_mean": 0.8076163492748978,3518"own_n": 27013519},3520"igarch11__ged__w1000_r5": {3521"n_pair": 2701,3522"coverage": 1.0,3523"mean": 0.6690109291363772,3524"mean_bench": 0.7052426943685753,3525"ratio": 0.9486251108710348,3526"dm_stat": -0.637829125945793,3527"dm_p": 0.5236390044362016,3528"own_mean": 0.669010929136377,3529"own_n": 27013530},3531"igarch11__normal__w1000_r5": {3532"n_pair": 2701,3533"coverage": 1.0,3534"mean": 0.6635211459966233,3535"mean_bench": 0.7052426943685753,3536"ratio": 0.9408408641378319,3537"dm_stat": -0.6874371990236025,3538"dm_p": 0.49186630719721075,3539"own_mean": 0.6635211459966232,3540"own_n": 27013541},3542"igarch11__skewt__w1000_r5": {3543"n_pair": 2701,3544"coverage": 1.0,3545"mean": 0.6687775110619348,3546"mean_bench": 0.7052426943685753,3547"ratio": 0.9482941353411837,3548"dm_stat": -0.616340712546261,3549"dm_p": 0.5377216329323197,3550"own_mean": 0.6687775110619347,3551"own_n": 27013552},3553"igarch11__t__w1000_r5": {3554"n_pair": 2701,3555"coverage": 1.0,3556"mean": 0.6774771117971305,3557"mean_bench": 0.7052426943685753,3558"ratio": 0.9606297480382918,3559"dm_stat": -0.5346059701537821,3560"dm_p": 0.592966373178766,3561"own_mean": 0.6774771117971305,3562"own_n": 27013563},3564"loghar_rv__empirical__w1000_r5": {3565"n_pair": 2701,3566"coverage": 1.0,3567"mean": 0.750686213698374,3568"mean_bench": 0.7052426943685753,3569"ratio": 1.0644367105007526,3570"dm_stat": 1.6759182990969537,3571"dm_p": 0.09386997698393938,3572"own_mean": 0.7506862136983741,3573"own_n": 27013574},3575"msgarch2__normal__w1000_r5": {3576"n_pair": 2701,3577"coverage": 1.0,3578"mean": 0.7223044046548811,3579"mean_bench": 0.7052426943685753,3580"ratio": 1.0241926792330427,3581"dm_stat": 1.010072911342782,3582"dm_p": 0.31255086780865715,3583"own_mean": 0.7223044046548813,3584"own_n": 27013585},3586"msgarch2__t__w1000_r5": {3587"n_pair": 2701,3588"coverage": 1.0,3589"mean": 0.6932299017195669,3590"mean_bench": 0.7052426943685753,3591"ratio": 0.9829664415598607,3592"dm_stat": -0.36843823340921433,3593"dm_p": 0.7125753776209764,3594"own_mean": 0.6932299017195669,3595"own_n": 27013596},3597"nagarch11__ged__w1000_r5": {3598"n_pair": 2701,3599"coverage": 1.0,3600"mean": 0.672299294820572,3601"mean_bench": 0.7052426943685753,3602"ratio": 0.9532878542222993,3603"dm_stat": -1.6376892871836337,3604"dm_p": 0.10160305277278332,3605"own_mean": 0.672299294820572,3606"own_n": 27013607},3608"nagarch11__normal__w1000_r5": {3609"n_pair": 2701,3610"coverage": 1.0,3611"mean": 0.7175151086389838,3612"mean_bench": 0.7052426943685753,3613"ratio": 1.0174016893310698,3614"dm_stat": 0.2806014619407251,3615"dm_p": 0.7790375928432955,3616"own_mean": 0.7175151086389839,3617"own_n": 27013618},3619"nagarch11__skewt__w1000_r5": {3620"n_pair": 2701,3621"coverage": 1.0,3622"mean": 0.6641404497378144,3623"mean_bench": 0.7052426943685753,3624"ratio": 0.9417190068625085,3625"dm_stat": -1.4064278910039274,3626"dm_p": 0.15971218306521093,3627"own_mean": 0.6641404497378145,3628"own_n": 27013629},3630"nagarch11__t__w1000_r5": {3631"n_pair": 2701,3632"coverage": 1.0,3633"mean": 0.6747296952198014,3634"mean_bench": 0.7052426943685753,3635"ratio": 0.9567340443333581,3636"dm_stat": -1.7948017031515267,3637"dm_p": 0.07279711296189602,3638"own_mean": 0.6747296952198014,3639"own_n": 27013640},3641"qgarch11__ged__w1000_r5": {3642"n_pair": 2701,3643"coverage": 1.0,3644"mean": 0.6752404716194335,3645"mean_bench": 0.7052426943685753,3646"ratio": 0.9574583005414842,3647"dm_stat": -1.4813127718955714,3648"dm_p": 0.13863993300213562,3649"own_mean": 0.6752404716194335,3650"own_n": 27013651},3652"qgarch11__normal__w1000_r5": {3653"n_pair": 2701,3654"coverage": 1.0,3655"mean": 0.6722586334255847,3656"mean_bench": 0.7052426943685753,3657"ratio": 0.9532301983326147,3658"dm_stat": -1.3005208927252179,3659"dm_p": 0.19353349170456355,3660"own_mean": 0.6722586334255847,3661"own_n": 27013662},3663"qgarch11__skewt__w1000_r5": {3664"n_pair": 2701,3665"coverage": 1.0,3666"mean": 0.6681381075002972,3667"mean_bench": 0.7052426943685753,3668"ratio": 0.947387492044141,3669"dm_stat": -1.3211379318841807,3670"dm_p": 0.1865673260446349,3671"own_mean": 0.6681381075002972,3672"own_n": 27013673},3674"qgarch11__t__w1000_r5": {3675"n_pair": 2701,3676"coverage": 1.0,3677"mean": 0.6789448159698231,3678"mean_bench": 0.7052426943685753,3679"ratio": 0.9627108815039942,3680"dm_stat": -1.6338022512153219,3681"dm_p": 0.10241696650808163,3682"own_mean": 0.6789448159698233,3683"own_n": 27013684},3685"realgarch11__normal__w1000_r5": {3686"n_pair": 2701,3687"coverage": 1.0,3688"mean": 0.7048277551164597,3689"mean_bench": 0.7052426943685753,3690"ratio": 0.9994116362276008,3691"dm_stat": -0.022749751305691672,3692"dm_p": 0.9818515713539263,3693"own_mean": 0.7048277551164598,3694"own_n": 27013695},3696"realgarch11__t__w1000_r5": {3697"n_pair": 2701,3698"coverage": 1.0,3699"mean": 0.70709219539122,3700"mean_bench": 0.7052426943685753,3701"ratio": 1.0026225029162488,3702"dm_stat": 0.11027709467120884,3703"dm_p": 0.9121978180395998,3704"own_mean": 0.70709219539122,3705"own_n": 27013706},3707"rm2006__normal__w1000_r5": {3708"n_pair": 2701,3709"coverage": 1.0,3710"mean": 0.7104763606977254,3711"mean_bench": 0.7052426943685753,3712"ratio": 1.0074210854943146,3713"dm_stat": 0.08069151000420621,3714"dm_p": 0.9356932692130844,3715"own_mean": 0.7104763606977254,3716"own_n": 27013717},3718"rm_rw__empirical__w1000_r5": {3719"n_pair": 2701,3720"coverage": 1.0,3721"mean": 1.0970543501477343,3722"mean_bench": 0.7052426943685753,3723"ratio": 1.5555699603949242,3724"dm_stat": 2.3684684218835517,3725"dm_p": 0.01793194174201955,3726"own_mean": 1.097054350147734,3727"own_n": 27013728},3729"tarch11__ged__w1000_r5": {3730"n_pair": 2701,3731"coverage": 1.0,3732"mean": 0.7100929338010633,3733"mean_bench": 0.7052426943685753,3734"ratio": 1.0068774047164437,3735"dm_stat": 0.13737407305804758,3736"dm_p": 0.8907453663238576,3737"own_mean": 0.7100929338010635,3738"own_n": 27013739},3740"tarch11__normal__w1000_r5": {3741"n_pair": 2701,3742"coverage": 1.0,3743"mean": 0.7323736932824488,3744"mean_bench": 0.7052426943685753,3745"ratio": 1.0384704430553013,3746"dm_stat": 0.4942609135458643,3747"dm_p": 0.6211621344517747,3748"own_mean": 0.7323736932824488,3749"own_n": 27013750},3751"tarch11__skewt__w1000_r5": {3752"n_pair": 2701,3753"coverage": 1.0,3754"mean": 0.7890343811230838,3755"mean_bench": 0.7052426943685753,3756"ratio": 1.1188125554842219,3757"dm_stat": 0.7968252974001291,3758"dm_p": 0.4256225611135518,3759"own_mean": 0.7890343811230836,3760"own_n": 27013761},3762"tarch11__t__w1000_r5": {3763"n_pair": 2701,3764"coverage": 1.0,3765"mean": 0.7256884586632314,3766"mean_bench": 0.7052426943685753,3767"ratio": 1.0289911039957127,3768"dm_stat": 0.4732827292976146,3769"dm_p": 0.6360497427330899,3770"own_mean": 0.7256884586632314,3771"own_n": 27013772}3773},3774"common_sample_A": {3775"n": 2352,3776"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": 0.6572687773684357,3849"aparch11__normal__w1000_r5": 0.6515913387897146,3850"aparch11__skewt__w1000_r5": 0.6536551175851435,3851"aparch11__t__w1000_r5": 0.6658462217854126,3852"arch5__ged__w1000_r5": 0.7148501942888202,3853"arch5__normal__w1000_r5": 0.7138519406311282,3854"arch5__skewt__w1000_r5": 0.7235942313957855,3855"arch5__t__w1000_r5": 0.7174775180961026,3856"avgarch11__ged__w1000_r5": 0.7098836492222349,3857"avgarch11__normal__w1000_r5": 0.7045773516381221,3858"avgarch11__skewt__w1000_r5": 0.7165748391076063,3859"avgarch11__t__w1000_r5": 0.716901374289194,3860"cgarch11__ged__w1000_r5": 0.7097762484144245,3861"cgarch11__normal__w1000_r5": 0.7068792121031355,3862"cgarch11__skewt__w1000_r5": 0.7168380393643818,3863"cgarch11__t__w1000_r5": 0.7169194876652976,3864"constvar__normal__w1000_r5": 0.8821662171584332,3865"egarch11__ged__w1000_r5": 2342837.106475722,3866"egarch11__normal__w1000_r5": 2801439.4117562743,3867"egarch11__skewt__w1000_r5": 1385822.723666429,3868"egarch11__t__w1000_r5": 1101647.3987925677,3869"ewma094__normal__w1000_r5": 0.8718219369506901,3870"figarch11__ged__w1000_r5": 0.7077972246428721,3871"figarch11__normal__w1000_r5": 0.7077900308388377,3872"figarch11__skewt__w1000_r5": 0.7068370184856895,3873"figarch11__t__w1000_r5": 0.7094088995079084,3874"garch11__ged__w1000_r5": 0.705482012883956,3875"garch11__normal__w1000_r5": 0.7005068034353976,3876"garch11__skewt__w1000_r5": 0.7118072623613477,3877"garch11__t__w1000_r5": 0.712596000307247,3878"garch12__ged__w1000_r5": 0.703482721276448,3879"garch12__normal__w1000_r5": 0.7005078784105888,3880"garch12__skewt__w1000_r5": 0.7091047675488202,3881"garch12__t__w1000_r5": 0.7092903522752284,3882"garch21__ged__w1000_r5": 0.7056325184428096,3883"garch21__normal__w1000_r5": 0.7006299778190365,3884"garch21__skewt__w1000_r5": 0.7119583978947478,3885"garch21__t__w1000_r5": 0.7128008491477986,3886"garchm11__ged__w1000_r5": 0.7116730798997831,3887"garchm11__normal__w1000_r5": 0.710538858098137,3888"garchm11__skewt__w1000_r5": 0.7162709653753313,3889"garchm11__t__w1000_r5": 0.7164337720553952,3890"gas_t11__t__w1000_r5": 0.7220244748278651,3891"gjr11__ged__w1000_r5": 0.6804163083067984,3892"gjr11__normal__w1000_r5": 0.6674385066894247,3893"gjr11__skewt__w1000_r5": 0.6784102682069737,3894"gjr11__t__w1000_r5": 0.6930747651218855,3895"histvar22__empirical__w1000_r5": 1.0707210078703484,3896"histvar252__empirical__w1000_r5": 0.749570246986249,3897"histvar66__empirical__w1000_r5": 0.8061092359703489,3898"igarch11__ged__w1000_r5": 0.6742701106032541,3899"igarch11__normal__w1000_r5": 0.6655011538527849,3900"igarch11__skewt__w1000_r5": 0.6771778314495656,3901"igarch11__t__w1000_r5": 0.6883436181249897,3902"msgarch2__normal__w1000_r5": 0.7264318892371708,3903"msgarch2__t__w1000_r5": 0.692764397194355,3904"nagarch11__ged__w1000_r5": 0.6639324505557539,3905"nagarch11__normal__w1000_r5": 0.6530399886056463,3906"nagarch11__skewt__w1000_r5": 0.6569256037930107,3907"nagarch11__t__w1000_r5": 0.6733142590268172,3908"qgarch11__ged__w1000_r5": 0.6687908159994911,3909"qgarch11__normal__w1000_r5": 0.6578820361186023,3910"qgarch11__skewt__w1000_r5": 0.6633989479511868,3911"qgarch11__t__w1000_r5": 0.6792434947513669,3912"rm2006__normal__w1000_r5": 0.7599099897615026,3913"tarch11__ged__w1000_r5": 0.6703087064515648,3914"tarch11__normal__w1000_r5": 0.6607364487819116,3915"tarch11__skewt__w1000_r5": 0.696016169309605,3916"tarch11__t__w1000_r5": 0.6908704370578543917},3918"ratio": {3919"aparch11__ged__w1000_r5": 0.9382760797540928,3920"aparch11__normal__w1000_r5": 0.9301713210981054,3921"aparch11__skewt__w1000_r5": 0.9331174435130595,3922"aparch11__t__w1000_r5": 0.9505207066084099,3923"arch5__ged__w1000_r5": 1.0204757338302501,3924"arch5__normal__w1000_r5": 1.019050688915916,3925"arch5__skewt__w1000_r5": 1.032958178060746,3926"arch5__t__w1000_r5": 1.0242263380990417,3927"avgarch11__ged__w1000_r5": 1.013385802594424,3928"avgarch11__normal__w1000_r5": 1.0058108617685964,3929"avgarch11__skewt__w1000_r5": 1.0229377296457487,3930"avgarch11__t__w1000_r5": 1.0234038709879687,3931"cgarch11__ged__w1000_r5": 1.0132324838724878,3932"cgarch11__normal__w1000_r5": 1.0090968547864012,3933"cgarch11__skewt__w1000_r5": 1.0233134579834102,3934"cgarch11__t__w1000_r5": 1.023429728518566,3935"constvar__normal__w1000_r5": 1.2593256950998173,3936"egarch11__ged__w1000_r5": 3344488.7258568704,3937"egarch11__normal__w1000_r5": 3999160.89039759,3938"egarch11__skewt__w1000_r5": 1978314.4387322613,3939"egarch11__t__w1000_r5": 1572643.3967377795,3940"ewma094__normal__w1000_r5": 1.2445588432191317,3941"figarch11__ged__w1000_r5": 1.0104073524649884,3942"figarch11__normal__w1000_r5": 1.0103970830371982,3943"figarch11__skewt__w1000_r5": 1.009036621799028,3944"figarch11__t__w1000_r5": 1.0127080793917396,3945"garch11__ged__w1000_r5": 1.0071022999693353,3946"garch11__normal__w1000_r5": 1.0,3947"garch11__skewt__w1000_r5": 1.016131833224932,3948"garch11__t__w1000_r5": 1.01725778652336,3949"garch12__ged__w1000_r5": 1.0042482354581796,3950"garch12__normal__w1000_r5": 1.00000153456781,3951"garch12__skewt__w1000_r5": 1.0122739194983643,3952"garch12__t__w1000_r5": 1.0125388487260294,3953"garch21__ged__w1000_r5": 1.007317152356372,3954"garch21__normal__w1000_r5": 1.0001758360989996,3955"garch21__skewt__w1000_r5": 1.0163475849245,3956"garch21__t__w1000_r5": 1.017550216003769,3957"garchm11__ged__w1000_r5": 1.0159402826776618,3958"garchm11__normal__w1000_r5": 1.0143211380867974,3959"garchm11__skewt__w1000_r5": 1.0225039383809318,3960"garchm11__t__w1000_r5": 1.0227363510845136,3961"gas_t11__t__w1000_r5": 1.0307172910911664,3962"gjr11__ged__w1000_r5": 0.9713200570928474,3963"gjr11__normal__w1000_r5": 0.9527937536312272,3964"gjr11__skewt__w1000_r5": 0.9684563588532489,3965"gjr11__t__w1000_r5": 0.9893904837511011,3966"histvar22__empirical__w1000_r5": 1.5284948020766693,3967"histvar252__empirical__w1000_r5": 1.0700399243950756,3968"histvar66__empirical__w1000_r5": 1.1507514731007038,3969"igarch11__ged__w1000_r5": 0.9625461270276399,3970"igarch11__normal__w1000_r5": 0.9500281090619828,3971"igarch11__skewt__w1000_r5": 0.9666970086922453,3972"igarch11__t__w1000_r5": 0.9826365921776095,3973"msgarch2__normal__w1000_r5": 1.0370090421315432,3974"msgarch2__t__w1000_r5": 0.9889474217765301,3975"nagarch11__ged__w1000_r5": 0.9477887256764999,3976"nagarch11__normal__w1000_r5": 0.9322393235911964,3977"nagarch11__skewt__w1000_r5": 0.9377861864743386,3978"nagarch11__t__w1000_r5": 0.9611816126906636,3979"qgarch11__ged__w1000_r5": 0.9547242264024186,3980"qgarch11__normal__w1000_r5": 0.9391515298527343,3981"qgarch11__skewt__w1000_r5": 0.9470271304971944,3982"qgarch11__t__w1000_r5": 0.9696458213114391,3983"rm2006__normal__w1000_r5": 1.0848002989189858,3984"tarch11__ged__w1000_r5": 0.9568910725267242,3985"tarch11__normal__w1000_r5": 0.9432263120665698,3986"tarch11__skewt__w1000_r5": 0.9935894496616309,3987"tarch11__t__w1000_r5": 0.98624372193062893988}3989},3990"mcs_A": {3991"egarch11__ged__w1000_r5": {3992"p": 0.0745,3993"in": false3994},3995"egarch11__skewt__w1000_r5": {3996"p": 0.0745,3997"in": false3998},3999"egarch11__normal__w1000_r5": {4000"p": 0.0745,4001"in": false4002},4003"egarch11__t__w1000_r5": {4004"p": 0.0805,4005"in": false4006},4007"constvar__normal__w1000_r5": {4008"p": 0.3135,4009"in": true4010},4011"histvar66__empirical__w1000_r5": {4012"p": 0.6815,4013"in": true4014},4015"histvar22__empirical__w1000_r5": {4016"p": 0.752,4017"in": true4018},4019"ewma094__normal__w1000_r5": {4020"p": 0.8045,4021"in": true4022},4023"arch5__skewt__w1000_r5": {4024"p": 0.8155,4025"in": true4026},4027"msgarch2__normal__w1000_r5": {4028"p": 0.847,4029"in": true4030},4031"rm2006__normal__w1000_r5": {4032"p": 0.847,4033"in": true4034},4035"cgarch11__skewt__w1000_r5": {4036"p": 0.847,4037"in": true4038},4039"cgarch11__t__w1000_r5": {4040"p": 0.847,4041"in": true4042},4043"arch5__t__w1000_r5": {4044"p": 0.8495,4045"in": true4046},4047"cgarch11__normal__w1000_r5": {4048"p": 0.8495,4049"in": true4050},4051"cgarch11__ged__w1000_r5": {4052"p": 0.8495,4053"in": true4054},4055"figarch11__t__w1000_r5": {4056"p": 0.8495,4057"in": true4058},4059"garchm11__skewt__w1000_r5": {4060"p": 0.8565,4061"in": true4062},4063"figarch11__skewt__w1000_r5": {4064"p": 0.8565,4065"in": true4066},4067"figarch11__ged__w1000_r5": {4068"p": 0.8565,4069"in": true4070},4071"arch5__ged__w1000_r5": {4072"p": 0.8565,4073"in": true4074},4075"garch21__skewt__w1000_r5": {4076"p": 0.8565,4077"in": true4078},4079"figarch11__normal__w1000_r5": {4080"p": 0.8565,4081"in": true4082},4083"garch11__skewt__w1000_r5": {4084"p": 0.8565,4085"in": true4086},4087"arch5__normal__w1000_r5": {4088"p": 0.8565,4089"in": true4090},4091"gas_t11__t__w1000_r5": {4092"p": 0.8565,4093"in": true4094},4095"garchm11__normal__w1000_r5": {4096"p": 0.8565,4097"in": true4098},4099"garchm11__t__w1000_r5": {4100"p": 0.8565,4101"in": true4102},4103"garchm11__ged__w1000_r5": {4104"p": 0.8565,4105"in": true4106},4107"garch21__t__w1000_r5": {4108"p": 0.8565,4109"in": true4110},4111"garch11__t__w1000_r5": {4112"p": 0.8565,4113"in": true4114},4115"garch12__skewt__w1000_r5": {4116"p": 0.8565,4117"in": true4118},4119"garch21__ged__w1000_r5": {4120"p": 0.8625,4121"in": true4122},4123"garch11__ged__w1000_r5": {4124"p": 0.8675,4125"in": true4126},4127"avgarch11__skewt__w1000_r5": {4128"p": 0.874,4129"in": true4130},4131"avgarch11__t__w1000_r5": {4132"p": 0.8795,4133"in": true4134},4135"avgarch11__normal__w1000_r5": {4136"p": 0.887,4137"in": true4138},4139"garch21__normal__w1000_r5": {4140"p": 0.8875,4141"in": true4142},4143"garch11__normal__w1000_r5": {4144"p": 0.891,4145"in": true4146},4147"histvar252__empirical__w1000_r5": {4148"p": 0.891,4149"in": true4150},4151"gjr11__t__w1000_r5": {4152"p": 0.891,4153"in": true4154},4155"garch12__normal__w1000_r5": {4156"p": 0.891,4157"in": true4158},4159"garch12__ged__w1000_r5": {4160"p": 0.891,4161"in": true4162},4163"garch12__t__w1000_r5": {4164"p": 0.891,4165"in": true4166},4167"igarch11__t__w1000_r5": {4168"p": 0.891,4169"in": true4170},4171"avgarch11__ged__w1000_r5": {4172"p": 0.891,4173"in": true4174},4175"gjr11__skewt__w1000_r5": {4176"p": 0.891,4177"in": true4178},4179"msgarch2__t__w1000_r5": {4180"p": 0.891,4181"in": true4182},4183"gjr11__ged__w1000_r5": {4184"p": 0.891,4185"in": true4186},4187"tarch11__t__w1000_r5": {4188"p": 0.9005,4189"in": true4190},4191"qgarch11__t__w1000_r5": {4192"p": 0.919,4193"in": true4194},4195"tarch11__skewt__w1000_r5": {4196"p": 0.919,4197"in": true4198},4199"igarch11__skewt__w1000_r5": {4200"p": 0.919,4201"in": true4202},4203"gjr11__normal__w1000_r5": {4204"p": 0.919,4205"in": true4206},4207"igarch11__ged__w1000_r5": {4208"p": 0.919,4209"in": true4210},4211"qgarch11__ged__w1000_r5": {4212"p": 0.919,4213"in": true4214},4215"nagarch11__t__w1000_r5": {4216"p": 0.919,4217"in": true4218},4219"qgarch11__skewt__w1000_r5": {4220"p": 0.919,4221"in": true4222},4223"tarch11__ged__w1000_r5": {4224"p": 0.919,4225"in": true4226},4227"aparch11__t__w1000_r5": {4228"p": 0.919,4229"in": true4230},4231"nagarch11__ged__w1000_r5": {4232"p": 0.938,4233"in": true4234},4235"igarch11__normal__w1000_r5": {4236"p": 0.938,4237"in": true4238},4239"tarch11__normal__w1000_r5": {4240"p": 0.948,4241"in": true4242},4243"aparch11__ged__w1000_r5": {4244"p": 0.948,4245"in": true4246},4247"qgarch11__normal__w1000_r5": {4248"p": 0.948,4249"in": true4250},4251"nagarch11__skewt__w1000_r5": {4252"p": 0.948,4253"in": true4254},4255"aparch11__skewt__w1000_r5": {4256"p": 0.979,4257"in": true4258},4259"nagarch11__normal__w1000_r5": {4260"p": 0.979,4261"in": true4262},4263"aparch11__normal__w1000_r5": {4264"p": 1.0,4265"in": true4266}4267},4268"spa_A": {4269"lower": 0.271,4270"consistent": 0.9435,4271"upper": 0.9435,4272"n": 23524273},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": 0.6613242717523917,4290"garchx_rv11__t__w1000_r5": 0.6524358989294116,4291"har_rv__empirical__w1000_r5": 229347.87536679278,4292"heavy11__normal__w1000_r5": 0.6611174753827781,4293"heavy11__t__w1000_r5": 0.6490452125418212,4294"loghar_rv__empirical__w1000_r5": 0.750686213698374,4295"realgarch11__normal__w1000_r5": 0.7048277551164597,4296"realgarch11__t__w1000_r5": 0.70709219539122,4297"rm_rw__empirical__w1000_r5": 1.0970543501477343,4298"garch11__normal__w1000_r5": 0.70524269436857534299},4300"ratio": {4301"garchx_rv11__normal__w1000_r5": 0.9377258028096199,4302"garchx_rv11__t__w1000_r5": 0.925122520430441,4303"har_rv__empirical__w1000_r5": 325204.1845993665,4304"heavy11__normal__w1000_r5": 0.937432575568466,4305"heavy11__t__w1000_r5": 0.9203146912750804,4306"loghar_rv__empirical__w1000_r5": 1.0644367105007526,4307"realgarch11__normal__w1000_r5": 0.9994116362276008,4308"realgarch11__t__w1000_r5": 1.0026225029162488,4309"rm_rw__empirical__w1000_r5": 1.5555699603949242,4310"garch11__normal__w1000_r5": 1.04311}4312},4313"mcs_B": {4314"har_rv__empirical__w1000_r5": {4315"p": 0.4195,4316"in": true4317},4318"rm_rw__empirical__w1000_r5": {4319"p": 0.4195,4320"in": true4321},4322"loghar_rv__empirical__w1000_r5": {4323"p": 0.4195,4324"in": true4325},4326"garch11__normal__w1000_r5": {4327"p": 0.4195,4328"in": true4329},4330"realgarch11__t__w1000_r5": {4331"p": 0.4625,4332"in": true4333},4334"realgarch11__normal__w1000_r5": {4335"p": 0.5195,4336"in": true4337},4338"garchx_rv11__normal__w1000_r5": {4339"p": 0.5195,4340"in": true4341},4342"heavy11__normal__w1000_r5": {4343"p": 0.5195,4344"in": true4345},4346"garchx_rv11__t__w1000_r5": {4347"p": 0.5195,4348"in": true4349},4350"heavy11__t__w1000_r5": {4351"p": 1.0,4352"in": true4353}4354},4355"spa_B": {4356"lower": 0.1325,4357"consistent": 0.577,4358"upper": 0.734,4359"n": 27014360}4361}4362},4363"regimes": {4364"1": {4365"vol_tercile=high": {4366"aparch11__ged__w1000_r5": {4367"n": 1197,4368"ratio": 0.9532120981902042,4369"dm_p": 0.4241034832756465,4370"dm_stat": -0.79959634073485854371},4372"aparch11__normal__w1000_r5": {4373"n": 1197,4374"ratio": 1.3106988040751617,4375"dm_p": 0.2884183686847835,4376"dm_stat": 1.06206988038834464377},4378"aparch11__skewt__w1000_r5": {4379"n": 1197,4380"ratio": 0.9494300679466676,4381"dm_p": 0.45354027117732365,4382"dm_stat": -0.74977070291894284383},4384"aparch11__t__w1000_r5": {4385"n": 1197,4386"ratio": 0.9431399234106956,4387"dm_p": 0.3947032321702775,4388"dm_stat": -0.85142593014346914389},4390"arch5__ged__w1000_r5": {4391"n": 1197,4392"ratio": 1.0209347883143565,4393"dm_p": 0.78906395377813,4394"dm_stat": 0.267586249138361434395},4396"arch5__normal__w1000_r5": {4397"n": 1197,4398"ratio": 1.0252066316335946,4399"dm_p": 0.748060982511468,4400"dm_stat": 0.321271239773741064401},4402"arch5__skewt__w1000_r5": {4403"n": 1197,4404"ratio": 1.03705960165329,4405"dm_p": 0.6065011108432006,4406"dm_stat": 0.51521054416364194407},4408"arch5__t__w1000_r5": {4409"n": 1197,4410"ratio": 1.0219374184300942,4411"dm_p": 0.7755547712668742,4412"dm_stat": 0.28518110583422364413},4414"avgarch11__ged__w1000_r5": {4415"n": 1197,4416"ratio": 1.1413818192694514,4417"dm_p": 0.25653959834772816,4418"dm_stat": 1.13515074774683924419},4420"avgarch11__normal__w1000_r5": {4421"n": 1197,4422"ratio": 1.1546692437256592,4423"dm_p": 0.24082841158399562,4424"dm_stat": 1.17350146245371034425},4426"avgarch11__skewt__w1000_r5": {4427"n": 1197,4428"ratio": 1.1537332081717375,4429"dm_p": 0.2489209257628041,4430"dm_stat": 1.15353598441750024431},4432"avgarch11__t__w1000_r5": {4433"n": 1197,4434"ratio": 1.1346191130337289,4435"dm_p": 0.266376778823929,4436"dm_stat": 1.11196473509696884437},4438"cgarch11__ged__w1000_r5": {4439"n": 1197,4440"ratio": 0.9417072932075805,4441"dm_p": 0.30266916178257675,4442"dm_stat": -1.03117089740796744443},4444"cgarch11__normal__w1000_r5": {4445"n": 1197,4446"ratio": 0.9402529110843916,4447"dm_p": 0.3009313064343784,4448"dm_stat": -1.03488610333960954449},4450"cgarch11__skewt__w1000_r5": {4451"n": 1197,4452"ratio": 0.9522770613104116,4453"dm_p": 0.30345092697205367,4454"dm_stat": -1.02950426433485934455},4456"cgarch11__t__w1000_r5": {4457"n": 1197,4458"ratio": 0.9417603521826889,4459"dm_p": 0.3009643704900145,4460"dm_stat": -1.03481528535106264461},4462"constvar__normal__w1000_r5": {4463"n": 1197,4464"ratio": 3.3704382273271616,4465"dm_p": 0.14841156137886158,4466"dm_stat": 1.44609853798862224467},4468"egarch11__ged__w1000_r5": {4469"n": 1187,4470"ratio": 5508011.103356264,4471"dm_p": 0.28090576699491976,4472"dm_stat": 1.07877864024906564473},4474"egarch11__normal__w1000_r5": {4475"n": 1197,4476"ratio": 405218.71857419703,4477"dm_p": 0.02911000229748964,4478"dm_stat": 2.18462434893125454479},4480"egarch11__skewt__w1000_r5": {4481"n": 1150,4482"ratio": 232090.70738375926,4483"dm_p": 0.1272899942006794,4484"dm_stat": 1.52598021075760084485},4486"egarch11__t__w1000_r5": {4487"n": 1126,4488"ratio": 143019.8080540892,4489"dm_p": 0.20090223168740404,4490"dm_stat": 1.27973489563484094491},4492"ewma094__normal__w1000_r5": {4493"n": 1197,4494"ratio": 0.9535820350474525,4495"dm_p": 0.636767630946119,4496"dm_stat": -0.47234373472674054497},4498"figarch11__ged__w1000_r5": {4499"n": 1197,4500"ratio": 0.9757607203552863,4501"dm_p": 0.7470976199634716,4502"dm_stat": -0.322543160550339444503},4504"figarch11__normal__w1000_r5": {4505"n": 1197,4506"ratio": 0.9767326482235335,4507"dm_p": 0.7630870279974741,4508"dm_stat": -0.301498208471635834509},4510"figarch11__skewt__w1000_r5": {4511"n": 1197,4512"ratio": 0.9784379631802831,4513"dm_p": 0.7463624130603987,4514"dm_stat": -0.32351420038156474515},4516"figarch11__t__w1000_r5": {4517"n": 1197,4518"ratio": 0.9750622438357414,4519"dm_p": 0.7289081168654035,4520"dm_stat": -0.34665950481611014521},4522"garch11__ged__w1000_r5": {4523"n": 1197,4524"ratio": 0.9899555382588926,4525"dm_p": 0.17141671022066404,4526"dm_stat": -1.36848693165760764527},4528"garch11__normal__w1000_r5": {4529"n": 1197,4530"ratio": 1.0,4531"dm_p": 1.0,4532"dm_stat": 0.04533},4534"garch11__skewt__w1000_r5": {4535"n": 1197,4536"ratio": 0.991073456624695,4537"dm_p": 0.41388003324242917,4538"dm_stat": -0.81736960465693154539},4540"garch11__t__w1000_r5": {4541"n": 1197,4542"ratio": 0.9784315980918936,4543"dm_p": 0.17975632023821178,4544"dm_stat": -1.34229122981879574545},4546"garch12__ged__w1000_r5": {4547"n": 1197,4548"ratio": 0.9703688912473664,4549"dm_p": 0.32666222793932465,4550"dm_stat": -0.98126155122601014551},4552"garch12__normal__w1000_r5": {4553"n": 1197,4554"ratio": 0.9809534707817377,4555"dm_p": 0.3901220428680624,4556"dm_stat": -0.85970848413233664557},4558"garch12__skewt__w1000_r5": {4559"n": 1197,4560"ratio": 1.0052959438981146,4561"dm_p": 0.8601936224177715,4562"dm_stat": 0.176165658993660054563},4564"garch12__t__w1000_r5": {4565"n": 1197,4566"ratio": 0.9951920378554632,4567"dm_p": 0.8793707599296616,4568"dm_stat": -0.151799395950071584569},4570"garch21__ged__w1000_r5": {4571"n": 1197,4572"ratio": 0.9902761720786076,4573"dm_p": 0.18567875966177919,4574"dm_stat": -1.32423276127120664575},4576"garch21__normal__w1000_r5": {4577"n": 1197,4578"ratio": 1.0002697816331614,4579"dm_p": 0.5739016676232261,4580"dm_stat": 0.56246937861183834581},4582"garch21__skewt__w1000_r5": {4583"n": 1197,4584"ratio": 0.9914561915469391,4585"dm_p": 0.43622434380155417,4586"dm_stat": -0.77884627315472044587},4588"garch21__t__w1000_r5": {4589"n": 1197,4590"ratio": 0.978951067894566,4591"dm_p": 0.1905143742252974,4592"dm_stat": -1.30980194539233224593},4594"garchm11__ged__w1000_r5": {4595"n": 1197,4596"ratio": 1.0142574834749394,4597"dm_p": 0.4692942992125643,4598"dm_stat": 0.72385828406257014599},4600"garchm11__normal__w1000_r5": {4601"n": 1197,4602"ratio": 1.037489103398876,4603"dm_p": 0.20409547014226237,4604"dm_stat": 1.27066356053949034605},4606"garchm11__skewt__w1000_r5": {4607"n": 1197,4608"ratio": 1.0062076278404921,4609"dm_p": 0.7489916760126409,4610"dm_stat": 0.320042945511968664611},4612"garchm11__t__w1000_r5": {4613"n": 1197,4614"ratio": 0.9942528793562171,4615"dm_p": 0.7833139766130737,4616"dm_stat": -0.27506478353864834617},4618"garchx_rv11__normal__w1000_r5": {4619"n": 1197,4620"ratio": 0.8581582325655562,4621"dm_p": 0.11993585769744476,4622"dm_stat": -1.55615475686925534623},4624"garchx_rv11__t__w1000_r5": {4625"n": 1197,4626"ratio": 0.8666696735223857,4627"dm_p": 0.10007562319996946,4628"dm_stat": -1.64576146609199554629},4630"gas_t11__t__w1000_r5": {4631"n": 1197,4632"ratio": 1.149770472852089,4633"dm_p": 0.27618298842687244,4634"dm_stat": 1.08943176366256834635},4636"gjr11__ged__w1000_r5": {4637"n": 1197,4638"ratio": 1.023004678651142,4639"dm_p": 0.49039924133922586,4640"dm_stat": 0.68988675838944994641},4642"gjr11__normal__w1000_r5": {4643"n": 1197,4644"ratio": 1.078252079102884,4645"dm_p": 0.37535308274887647,4646"dm_stat": 0.88682189705242864647},4648"gjr11__skewt__w1000_r5": {4649"n": 1197,4650"ratio": 1.0157057334252309,4651"dm_p": 0.5676391864448027,4652"dm_stat": 0.57169036342849884653},4654"gjr11__t__w1000_r5": {4655"n": 1197,4656"ratio": 0.9950855029517188,4657"dm_p": 0.807107082396015,4658"dm_stat": -0.244213857281812054659},4660"har_rv__empirical__w1000_r5": {4661"n": 1197,4662"ratio": 5732653.822444351,4663"dm_p": 0.09853889408758225,4664"dm_stat": 1.65326738965066674665},4666"heavy11__normal__w1000_r5": {4667"n": 1197,4668"ratio": 0.8591507661873273,4669"dm_p": 0.12510537787888068,4670"dm_stat": -1.53476770542460874671},4672"heavy11__t__w1000_r5": {4673"n": 1197,4674"ratio": 0.8636797120057293,4675"dm_p": 0.09616741922622177,4676"dm_stat": -1.66503631626846254677},4678"histvar22__empirical__w1000_r5": {4679"n": 1197,4680"ratio": 0.9925539070758903,4681"dm_p": 0.9190590157099879,4682"dm_stat": -0.101640566432449664683},4684"histvar252__empirical__w1000_r5": {4685"n": 1197,4686"ratio": 1.9661079336897727,4687"dm_p": 0.06256102557845239,4688"dm_stat": 1.86403946644835684689},4690"histvar66__empirical__w1000_r5": {4691"n": 1197,4692"ratio": 1.312218456216069,4693"dm_p": 0.02864570250833622,4694"dm_stat": 2.19097926312578034695},4696"igarch11__ged__w1000_r5": {4697"n": 1197,4698"ratio": 1.015938785614294,4699"dm_p": 0.5381432372355297,4700"dm_stat": 0.61580069538399274701},4702"igarch11__normal__w1000_r5": {4703"n": 1197,4704"ratio": 1.0199092533110856,4705"dm_p": 0.35663863841488863,4706"dm_stat": 0.92214555299304244707},4708"igarch11__skewt__w1000_r5": {4709"n": 1197,4710"ratio": 1.0196768051495937,4711"dm_p": 0.5231367377951631,4712"dm_stat": 0.63870563073567224713},4714"igarch11__t__w1000_r5": {4715"n": 1197,4716"ratio": 1.0104383859189798,4717"dm_p": 0.7516841759027816,4718"dm_stat": 0.3164921975723374719},4720"loghar_rv__empirical__w1000_r5": {4721"n": 1197,4722"ratio": 0.9875689688528488,4723"dm_p": 0.8957140432638488,4724"dm_stat": -0.131105318288752634725},4726"msgarch2__normal__w1000_r5": {4727"n": 1197,4728"ratio": 0.9854922192022362,4729"dm_p": 0.6755241840906436,4730"dm_stat": -0.41868137242197654731},4732"msgarch2__t__w1000_r5": {4733"n": 1197,4734"ratio": 0.9744755463914736,4735"dm_p": 0.4775467013075451,4736"dm_stat": -0.71047732348037714737},4738"nagarch11__ged__w1000_r5": {4739"n": 1197,4740"ratio": 1.0146216065326072,4741"dm_p": 0.5955449132606204,4742"dm_stat": 0.53096024020820354743},4744"nagarch11__normal__w1000_r5": {4745"n": 1197,4746"ratio": 1.476282391216815,4747"dm_p": 0.32271461010547653,4748"dm_stat": 0.98930383068731134749},4750"nagarch11__skewt__w1000_r5": {4751"n": 1197,4752"ratio": 1.010133625326733,4753"dm_p": 0.6850809295319207,4754"dm_stat": 0.40563831033736994755},4756"nagarch11__t__w1000_r5": {4757"n": 1197,4758"ratio": 0.9882528430321385,4759"dm_p": 0.5389484219660571,4760"dm_stat": -0.61458090991942574761},4762"qgarch11__ged__w1000_r5": {4763"n": 1197,4764"ratio": 1.0088565835906527,4765"dm_p": 0.6774998245736924,4766"dm_stat": 0.41597923787715524767},4768"qgarch11__normal__w1000_r5": {4769"n": 1197,4770"ratio": 1.04862639372522,4771"dm_p": 0.40652185971141075,4772"dm_stat": 0.83032306763225034773},4774"qgarch11__skewt__w1000_r5": {4775"n": 1197,4776"ratio": 1.0037579891442439,4777"dm_p": 0.8279381849368652,4778"dm_stat": 0.217394259188369964779},4780"qgarch11__t__w1000_r5": {4781"n": 1197,4782"ratio": 0.981442093717239,4783"dm_p": 0.1297532140985736,4784"dm_stat": -1.51612016941442024785},4786"realgarch11__normal__w1000_r5": {4787"n": 1197,4788"ratio": 1.0378205678351111,4789"dm_p": 0.7408559072872214,4790"dm_stat": 0.330796817780646464791},4792"realgarch11__t__w1000_r5": {4793"n": 1197,4794"ratio": 1.0285674501334707,4795"dm_p": 0.7977275605207926,4796"dm_stat": 0.25634626681105524797},4798"rm2006__normal__w1000_r5": {4799"n": 1197,4800"ratio": 0.9509400197027901,4801"dm_p": 0.645556159674411,4802"dm_stat": -0.46006086123211844803},4804"rm_rw__empirical__w1000_r5": {4805"n": 1197,4806"ratio": 1.30601643990301,4807"dm_p": 0.050716284627965715,4808"dm_stat": 1.95584216201739224809},4810"tarch11__ged__w1000_r5": {4811"n": 1197,4812"ratio": 1.2029172712185134,4813"dm_p": 0.30307935617892173,4814"dm_stat": 1.0302960535061594815},4816"tarch11__normal__w1000_r5": {4817"n": 1197,4818"ratio": 1.0191853162078235,4819"dm_p": 0.5717861105755203,4820"dm_stat": 0.56557897293972894821},4822"tarch11__skewt__w1000_r5": {4823"n": 1197,4824"ratio": 1.0948071122929917,4825"dm_p": 0.23287697889893788,4826"dm_stat": 1.193585162879934827},4828"tarch11__t__w1000_r5": {4829"n": 1197,4830"ratio": 1.1777225491192698,4831"dm_p": 0.3070877237341457,4832"dm_stat": 1.02178833368656524833}4834},4835"vol_tercile=low": {4836"aparch11__ged__w1000_r5": {4837"n": 839,4838"ratio": 0.9853489035549473,4839"dm_p": 0.022881502023707454,4840"dm_stat": -2.27960822994737544841},4842"aparch11__normal__w1000_r5": {4843"n": 839,4844"ratio": 0.988812050689829,4845"dm_p": 0.13650589107867356,4846"dm_stat": -1.49035998235182084847},4848"aparch11__skewt__w1000_r5": {4849"n": 839,4850"ratio": 0.9846166053421667,4851"dm_p": 0.05000720199716805,4852"dm_stat": -1.96273704036733634853},4854"aparch11__t__w1000_r5": {4855"n": 839,4856"ratio": 0.9823457668362308,4857"dm_p": 0.01776849513708236,4858"dm_stat": -2.37509679756442664859},4860"arch5__ged__w1000_r5": {4861"n": 839,4862"ratio": 1.1664689121994758,4863"dm_p": 0.0026948830690616027,4864"dm_stat": 3.0095338953181324865},4866"arch5__normal__w1000_r5": {4867"n": 839,4868"ratio": 1.1801015407322661,4869"dm_p": 0.0016753363582976994,4870"dm_stat": 3.15268723961794134871},4872"arch5__skewt__w1000_r5": {4873"n": 839,4874"ratio": 1.1629273258885133,4875"dm_p": 0.0021996113172818993,4876"dm_stat": 3.07137102630114984877},4878"arch5__t__w1000_r5": {4879"n": 839,4880"ratio": 1.156568488073865,4881"dm_p": 0.003266397887507147,4882"dm_stat": 2.9499805209013294883},4884"avgarch11__ged__w1000_r5": {4885"n": 839,4886"ratio": 1.020824819901154,4887"dm_p": 0.2773532293531527,4888"dm_stat": 1.08699124643107674889},4890"avgarch11__normal__w1000_r5": {4891"n": 839,4892"ratio": 1.0228600695124808,4893"dm_p": 0.24967671743048503,4894"dm_stat": 1.15193400715920464895},4896"avgarch11__skewt__w1000_r5": {4897"n": 839,4898"ratio": 1.0198957577719856,4899"dm_p": 0.25651387296407385,4900"dm_stat": 1.1354442353179694901},4902"avgarch11__t__w1000_r5": {4903"n": 839,4904"ratio": 1.0189231572607718,4905"dm_p": 0.2947544573773169,4906"dm_stat": 1.04840470750022564907},4908"cgarch11__ged__w1000_r5": {4909"n": 839,4910"ratio": 0.9847333702614433,4911"dm_p": 0.06570695902365058,4912"dm_stat": -1.8428294391489064913},4914"cgarch11__normal__w1000_r5": {4915"n": 839,4916"ratio": 0.9868368253989963,4917"dm_p": 0.09694732673324521,4918"dm_stat": -1.6616981265516224919},4920"cgarch11__skewt__w1000_r5": {4921"n": 839,4922"ratio": 0.9838888766605969,4923"dm_p": 0.054456748411653697,4924"dm_stat": -1.92588511425844634925},4926"cgarch11__t__w1000_r5": {4927"n": 839,4928"ratio": 0.9843600443525343,4929"dm_p": 0.10594792108392886,4930"dm_stat": -1.61842222871059924931},4932"constvar__normal__w1000_r5": {4933"n": 839,4934"ratio": 1.3797033832095504,4935"dm_p": 1.3212868875033613e-06,4936"dm_stat": 4.8719439893158114937},4938"egarch11__ged__w1000_r5": {4939"n": 805,4940"ratio": 1153617.2175440583,4941"dm_p": 0.0017591058217985916,4942"dm_stat": 3.13867261777372964943},4944"egarch11__normal__w1000_r5": {4945"n": 827,4946"ratio": 1273687.4311251468,4947"dm_p": 0.0004414543878546336,4948"dm_stat": 3.5282230958401334949},4950"egarch11__skewt__w1000_r5": {4951"n": 777,4952"ratio": 588032.4795877644,4953"dm_p": 0.008462685189186749,4954"dm_stat": 2.63977544187272264955},4956"egarch11__t__w1000_r5": {4957"n": 753,4958"ratio": 495939.01049498847,4959"dm_p": 0.03337087027803594,4960"dm_stat": 2.13150871629212364961},4962"ewma094__normal__w1000_r5": {4963"n": 839,4964"ratio": 1.0358736027202546,4965"dm_p": 0.27834885167561585,4966"dm_stat": 1.0847398672150074967},4968"figarch11__ged__w1000_r5": {4969"n": 839,4970"ratio": 0.9954474313377063,4971"dm_p": 0.8023355835870107,4972"dm_stat": -0.25040494430182084973},4974"figarch11__normal__w1000_r5": {4975"n": 839,4976"ratio": 0.9979191558049736,4977"dm_p": 0.9154448155596733,4978"dm_stat": -0.106205386021116724979},4980"figarch11__skewt__w1000_r5": {4981"n": 839,4982"ratio": 0.9935041108646506,4983"dm_p": 0.7054959187188344,4984"dm_stat": -0.378040939917514534985},4986"figarch11__t__w1000_r5": {4987"n": 839,4988"ratio": 0.9938662371738012,4989"dm_p": 0.726991619477405,4990"dm_stat": -0.34924700499825724991},4992"garch11__ged__w1000_r5": {4993"n": 839,4994"ratio": 0.9953820179789833,4995"dm_p": 0.1917965050393517,4996"dm_stat": -1.3063367113231964997},4998"garch11__normal__w1000_r5": {4999"n": 839,5000"ratio": 1.0,5001"dm_p": 1.0,5002"dm_stat": 0.05003},5004"garch11__skewt__w1000_r5": {5005"n": 839,5006"ratio": 0.9946341794245074,5007"dm_p": 0.3392789545518944,5008"dm_stat": -0.95613662469097075009},5010"garch11__t__w1000_r5": {5011"n": 839,5012"ratio": 0.9913056296744177,5013"dm_p": 0.20907217857612287,5014"dm_stat": -1.25708756487179785015},5016"garch12__ged__w1000_r5": {5017"n": 839,5018"ratio": 0.9894574030384837,5019"dm_p": 0.00445266555183836,5020"dm_stat": -2.8519062244860015021},5022"garch12__normal__w1000_r5": {5023"n": 839,5024"ratio": 0.9931769724074542,5025"dm_p": 0.011832212718449793,5026"dm_stat": -2.5226293628344795027},5028"garch12__skewt__w1000_r5": {5029"n": 839,5030"ratio": 0.9895629485615467,5031"dm_p": 0.05439060537026613,5032"dm_stat": -1.92641414683892665033},5034"garch12__t__w1000_r5": {5035"n": 839,5036"ratio": 0.9826565956812283,5037"dm_p": 0.01949797966230708,5038"dm_stat": -2.3403781564790625039},5040"garch21__ged__w1000_r5": {5041"n": 839,5042"ratio": 0.9931880819962606,5043"dm_p": 0.1722365687677954,5044"dm_stat": -1.36621952057548885045},5046"garch21__normal__w1000_r5": {5047"n": 839,5048"ratio": 1.000169243497043,5049"dm_p": 0.9251787473245069,5050"dm_stat": 0.093940663598419675051},5052"garch21__skewt__w1000_r5": {5053"n": 839,5054"ratio": 0.9949625246636947,5055"dm_p": 0.37932103926182353,5056"dm_stat": -0.87961321992693735057},5058"garch21__t__w1000_r5": {5059"n": 839,5060"ratio": 0.9915966464644635,5061"dm_p": 0.22522849330777348,5062"dm_stat": -1.2136365348065075063},5064"garchm11__ged__w1000_r5": {5065"n": 839,5066"ratio": 0.994736831125477,5067"dm_p": 0.18081057395310526,5068"dm_stat": -1.33937865889543375069},5070"garchm11__normal__w1000_r5": {5071"n": 839,5072"ratio": 0.9987977518202927,5073"dm_p": 0.5082877196043785,5074"dm_stat": -0.66179004289140935075},5076"garchm11__skewt__w1000_r5": {5077"n": 839,5078"ratio": 0.992844896203426,5079"dm_p": 0.21162101352769763,5080"dm_stat": -1.25007531195673185081},5082"garchm11__t__w1000_r5": {5083"n": 839,5084"ratio": 0.9927828200066033,5085"dm_p": 0.18055093571518016,5086"dm_stat": -1.34017736375515225087},5088"garchx_rv11__normal__w1000_r5": {5089"n": 839,5090"ratio": 0.9526897438953417,5091"dm_p": 0.030111330260777874,5092"dm_stat": -2.1723185010672785093},5094"garchx_rv11__t__w1000_r5": {5095"n": 839,5096"ratio": 0.9564287577721922,5097"dm_p": 0.004410999001976811,5098"dm_stat": -2.85492304312771955099},5100"gas_t11__t__w1000_r5": {5101"n": 839,5102"ratio": 0.9989939819901136,5103"dm_p": 0.8480227390212199,5104"dm_stat": -0.19170115720874545105},5106"gjr11__ged__w1000_r5": {5107"n": 839,5108"ratio": 0.984746574829073,5109"dm_p": 0.02478408296302842,5110"dm_stat": -2.2488027374581725111},5112"gjr11__normal__w1000_r5": {5113"n": 839,5114"ratio": 0.9890818509224351,5115"dm_p": 0.05516948120159726,5116"dm_stat": -1.92021825572144275117},5118"gjr11__skewt__w1000_r5": {5119"n": 839,5120"ratio": 0.9822946264496334,5121"dm_p": 0.03698970085861483,5122"dm_stat": -2.08921264406459445123},5124"gjr11__t__w1000_r5": {5125"n": 839,5126"ratio": 0.9781779997916193,5127"dm_p": 0.013490250048254795,5128"dm_stat": -2.47580405169969135129},5130"har_rv__empirical__w1000_r5": {5131"n": 839,5132"ratio": 0.9573111389263378,5133"dm_p": 0.32462702411019306,5134"dm_stat": -0.98557327971870525135},5136"heavy11__normal__w1000_r5": {5137"n": 839,5138"ratio": 0.9478538477517083,5139"dm_p": 0.04187733319420581,5140"dm_stat": -2.0378619669098435141},5142"heavy11__t__w1000_r5": {5143"n": 839,5144"ratio": 0.9425060134955578,5145"dm_p": 0.02842387695230948,5146"dm_stat": -2.19518547147336345147},5148"histvar22__empirical__w1000_r5": {5149"n": 839,5150"ratio": 1.1459415794725087,5151"dm_p": 0.013051030674209116,5152"dm_stat": 2.48768855658337665153},5154"histvar252__empirical__w1000_r5": {5155"n": 839,5156"ratio": 1.0742182785431795,5157"dm_p": 0.16339991406442841,5158"dm_stat": 1.39495202888468285159},5160"histvar66__empirical__w1000_r5": {5161"n": 839,5162"ratio": 0.9605508144309236,5163"dm_p": 0.033584212599996784,5164"dm_stat": -2.12853111438836165165},5166"igarch11__ged__w1000_r5": {5167"n": 839,5168"ratio": 0.9868421377280732,5169"dm_p": 0.21700372272532115,5170"dm_stat": -1.23546503185651085171},5172"igarch11__normal__w1000_r5": {5173"n": 839,5174"ratio": 0.9861878903090031,5175"dm_p": 0.18395265000140418,5176"dm_stat": -1.3297798612636495177},5178"igarch11__skewt__w1000_r5": {5179"n": 839,5180"ratio": 0.9897495036644467,5181"dm_p": 0.3532266665093424,5182"dm_stat": -0.92886472635289815183},5184"igarch11__t__w1000_r5": {5185"n": 839,5186"ratio": 0.9895256662655125,5187"dm_p": 0.34228984046938654,5188"dm_stat": -0.95018966637424825189},5190"loghar_rv__empirical__w1000_r5": {5191"n": 839,5192"ratio": 0.9179921852873922,5193"dm_p": 0.01552788278244267,5194"dm_stat": -2.42478593616741875195},5196"msgarch2__normal__w1000_r5": {5197"n": 839,5198"ratio": 0.9767369456326538,5199"dm_p": 0.408638599348469,5200"dm_stat": -0.82670678388283965201},5202"msgarch2__t__w1000_r5": {5203"n": 839,5204"ratio": 0.9775458559912112,5205"dm_p": 0.4610298996823965,5206"dm_stat": -0.73749159072933025207},5208"nagarch11__ged__w1000_r5": {5209"n": 839,5210"ratio": 0.995999951628465,5211"dm_p": 0.8132042521844325,5212"dm_stat": -0.23636881732542215213},5214"nagarch11__normal__w1000_r5": {5215"n": 839,5216"ratio": 0.9956539357319806,5217"dm_p": 0.817907057937968,5218"dm_stat": -0.230310054190342645219},5220"nagarch11__skewt__w1000_r5": {5221"n": 839,5222"ratio": 0.9924128581751736,5223"dm_p": 0.6026246628101658,5224"dm_stat": -0.52082731177239195225},5226"nagarch11__t__w1000_r5": {5227"n": 839,5228"ratio": 0.989584737082264,5229"dm_p": 0.4777043394748364,5230"dm_stat": -0.71031839104077775231},5232"qgarch11__ged__w1000_r5": {5233"n": 839,5234"ratio": 0.9855826893179058,5235"dm_p": 0.4597801313705211,5236"dm_stat": -0.73955011856491325237},5238"qgarch11__normal__w1000_r5": {5239"n": 839,5240"ratio": 0.9872156986631759,5241"dm_p": 0.5389486248589084,5242"dm_stat": -0.61465622508092715243},5244"qgarch11__skewt__w1000_r5": {5245"n": 839,5246"ratio": 0.9822803473182747,5247"dm_p": 0.3355786120753199,5248"dm_stat": -0.96349201454127165249},5250"qgarch11__t__w1000_r5": {5251"n": 839,5252"ratio": 0.9834493661204168,5253"dm_p": 0.36187865952287673,5254"dm_stat": -0.91228959377515035255},5256"realgarch11__normal__w1000_r5": {5257"n": 839,5258"ratio": 0.9566640735649126,5259"dm_p": 0.06722569478620102,5260"dm_stat": -1.83254000326678055261},5262"realgarch11__t__w1000_r5": {5263"n": 839,5264"ratio": 0.9517523094636342,5265"dm_p": 0.04068905408485039,5266"dm_stat": -2.04985775975045135267},5268"rm2006__normal__w1000_r5": {5269"n": 839,5270"ratio": 0.9851333761013252,5271"dm_p": 0.52777031565789,5272"dm_stat": -0.63167687362366945273},5274"rm_rw__empirical__w1000_r5": {5275"n": 839,5276"ratio": 1.7575481409955447,5277"dm_p": 1.7736999275923264e-12,5278"dm_stat": 7.1592910385938735279},5280"tarch11__ged__w1000_r5": {5281"n": 839,5282"ratio": 1.0000499771736415,5283"dm_p": 0.998022335901354,5284"dm_stat": 0.00247937647650228535285},5286"tarch11__normal__w1000_r5": {5287"n": 839,5288"ratio": 1.0032335134303665,5289"dm_p": 0.8742624496929364,5290"dm_stat": 0.158295044432748865291},5292"tarch11__skewt__w1000_r5": {5293"n": 839,5294"ratio": 0.9999246054809776,5295"dm_p": 0.9970402014955216,5296"dm_stat": -0.00371067266951536325297},5298"tarch11__t__w1000_r5": {5299"n": 839,5300"ratio": 0.995578411138383,5301"dm_p": 0.8221906894604355,5302"dm_stat": -0.22479868761257645303}5304},5305"vol_tercile=mid": {5306"aparch11__ged__w1000_r5": {5307"n": 686,5308"ratio": 0.9570190079642606,5309"dm_p": 0.016322194106771867,5310"dm_stat": -2.40757634412314135311},5312"aparch11__normal__w1000_r5": {5313"n": 686,5314"ratio": 0.9636548116026439,5315"dm_p": 0.0440171934249062,5316"dm_stat": -2.01764990677796655317},5318"aparch11__skewt__w1000_r5": {5319"n": 686,5320"ratio": 0.9473726963593995,5321"dm_p": 0.013349183344447018,5322"dm_stat": -2.4807627760805165323},5324"aparch11__t__w1000_r5": {5325"n": 686,5326"ratio": 0.9520061069202745,5327"dm_p": 0.016538395504609213,5328"dm_stat": -2.40272603213721555329},5330"arch5__ged__w1000_r5": {5331"n": 686,5332"ratio": 1.0776970415837825,5333"dm_p": 0.017547812798052505,5334"dm_stat": 2.3807934246767025335},5336"arch5__normal__w1000_r5": {5337"n": 686,5338"ratio": 1.0977178093617534,5339"dm_p": 0.004989254955761413,5340"dm_stat": 2.81685708320549785341},5342"arch5__skewt__w1000_r5": {5343"n": 686,5344"ratio": 1.0552996828179526,5345"dm_p": 0.06977559724358762,5346"dm_stat": 1.81620711762930825347},5348"arch5__t__w1000_r5": {5349"n": 686,5350"ratio": 1.0583679915933022,5351"dm_p": 0.0573944480887953,5352"dm_stat": 1.9034980735207085353},5354"avgarch11__ged__w1000_r5": {5355"n": 686,5356"ratio": 1.0128722998372013,5357"dm_p": 0.4836831287725687,5358"dm_stat": 0.7007722394129395359},5360"avgarch11__normal__w1000_r5": {5361"n": 686,5362"ratio": 1.0220143662806362,5363"dm_p": 0.2490973339102928,5364"dm_stat": 1.15352488784243515365},5366"avgarch11__skewt__w1000_r5": {5367"n": 686,5368"ratio": 1.0030436884870213,5369"dm_p": 0.8718402774050481,5370"dm_stat": 0.161381810519603375371},5372"avgarch11__t__w1000_r5": {5373"n": 686,5374"ratio": 1.0045279975390975,5375"dm_p": 0.8078439642919669,5376"dm_stat": 0.243302428258348025377},5378"cgarch11__ged__w1000_r5": {5379"n": 686,5380"ratio": 1.0080362230313111,5381"dm_p": 0.5440638224289249,5382"dm_stat": 0.60698224792718255383},5384"cgarch11__normal__w1000_r5": {5385"n": 686,5386"ratio": 1.0287579420110124,5387"dm_p": 0.02592986195698177,5388"dm_stat": 2.2321160343042115389},5390"cgarch11__skewt__w1000_r5": {5391"n": 686,5392"ratio": 0.9946185647177045,5393"dm_p": 0.7564427800337178,5394"dm_stat": -0.310279522266592175395},5396"cgarch11__t__w1000_r5": {5397"n": 686,5398"ratio": 0.9938124810632757,5399"dm_p": 0.7389121173547895,5400"dm_stat": -0.333429520589623335401},5402"constvar__normal__w1000_r5": {5403"n": 686,5404"ratio": 1.7932614661427293,5405"dm_p": 8.926092800613053e-13,5406"dm_stat": 7.2841462397347215407},5408"egarch11__ged__w1000_r5": {5409"n": 684,5410"ratio": 609463.3683765822,5411"dm_p": 0.11953944396176587,5412"dm_stat": 1.5586627356034285413},5414"egarch11__normal__w1000_r5": {5415"n": 678,5416"ratio": 471827.0458544821,5417"dm_p": 0.04046418388688392,5418"dm_stat": 2.05291947256552475419},5420"egarch11__skewt__w1000_r5": {5421"n": 638,5422"ratio": 173810.24531310657,5423"dm_p": 0.2680638714538376,5424"dm_stat": 1.10850096252883365425},5426"egarch11__t__w1000_r5": {5427"n": 628,5428"ratio": 219683.8575769287,5429"dm_p": 0.14349124677147268,5430"dm_stat": 1.46474673640455195431},5432"ewma094__normal__w1000_r5": {5433"n": 686,5434"ratio": 0.9755647084760372,5435"dm_p": 0.45888266492361013,5436"dm_stat": -0.74110680120000885437},5438"figarch11__ged__w1000_r5": {5439"n": 686,5440"ratio": 1.0231999689566413,5441"dm_p": 0.35307699548109855,5442"dm_stat": 0.92926908628878975443},5444"figarch11__normal__w1000_r5": {5445"n": 686,5446"ratio": 1.0288711154205163,5447"dm_p": 0.25112282144044595,5448"dm_stat": 1.14859772273125235449},5450"figarch11__skewt__w1000_r5": {5451"n": 686,5452"ratio": 1.0245467782320798,5453"dm_p": 0.3583575437747768,5454"dm_stat": 0.91911769661149985455},5456"figarch11__t__w1000_r5": {5457"n": 686,5458"ratio": 1.0221429157044546,5459"dm_p": 0.40130810308929643,5460"dm_stat": 0.83980969569874435461},5462"garch11__ged__w1000_r5": {5463"n": 686,5464"ratio": 0.9812256088747301,5465"dm_p": 0.03629262043551251,5466"dm_stat": -2.0977549865026745467},5468"garch11__normal__w1000_r5": {5469"n": 686,5470"ratio": 1.0,5471"dm_p": 1.0,5472"dm_stat": 0.05473},5474"garch11__skewt__w1000_r5": {5475"n": 686,5476"ratio": 0.9709560679412512,5477"dm_p": 0.004459110614256855,5478"dm_stat": -2.85317334712642765479},5480"garch11__t__w1000_r5": {5481"n": 686,5482"ratio": 0.9697987533848004,5483"dm_p": 0.005825175831207326,5484"dm_stat": -2.7661470854081065485},5486"garch12__ged__w1000_r5": {5487"n": 686,5488"ratio": 1.0074100792140679,5489"dm_p": 0.6255674147555257,5490"dm_stat": 0.48819576711346965491},5492"garch12__normal__w1000_r5": {5493"n": 686,5494"ratio": 1.0249555500642944,5495"dm_p": 0.03225773432072679,5496"dm_stat": 2.1455751157123735497},5498"garch12__skewt__w1000_r5": {5499"n": 686,5500"ratio": 0.996548886565001,5501"dm_p": 0.8477542711657764,5502"dm_stat": -0.192057261769157165503},5504"garch12__t__w1000_r5": {5505"n": 686,5506"ratio": 0.9976796408994142,5507"dm_p": 0.8977372782483826,5508"dm_stat": -0.1285679337972135509},5510"garch21__ged__w1000_r5": {5511"n": 686,5512"ratio": 0.9809020268603691,5513"dm_p": 0.033285457338172335,5514"dm_stat": -2.1329284065653515515},5516"garch21__normal__w1000_r5": {5517"n": 686,5518"ratio": 0.9999865646462895,5519"dm_p": 0.9526619085948215,5520"dm_stat": -0.0593860948685086545521},5522"garch21__skewt__w1000_r5": {5523"n": 686,5524"ratio": 0.9709149728879994,5525"dm_p": 0.004383668734295935,5526"dm_stat": -2.8586566651456915527},5528"garch21__t__w1000_r5": {5529"n": 686,5530"ratio": 0.9697526273026458,5531"dm_p": 0.005751752522300428,5532"dm_stat": -2.77032785793797045533},5534"garchm11__ged__w1000_r5": {5535"n": 686,5536"ratio": 0.9812677805845761,5537"dm_p": 0.03811911103611548,5538"dm_stat": -2.0775899098903555539},5540"garchm11__normal__w1000_r5": {5541"n": 686,5542"ratio": 1.0010228447148255,5543"dm_p": 0.2679504974557818,5544"dm_stat": 1.10869589482514825545},5546"garchm11__skewt__w1000_r5": {5547"n": 686,5548"ratio": 0.9708096355740289,5549"dm_p": 0.00472811481950196,5550"dm_stat": -2.8342838147218735551},5552"garchm11__t__w1000_r5": {5553"n": 686,5554"ratio": 0.9699039380984888,5555"dm_p": 0.006236731793362633,5556"dm_stat": -2.7435582109760925557},5558"garchx_rv11__normal__w1000_r5": {5559"n": 686,5560"ratio": 0.9268777423865013,5561"dm_p": 0.0042267400251088955,5562"dm_stat": -2.8703428556339665563},5564"garchx_rv11__t__w1000_r5": {5565"n": 686,5566"ratio": 0.9079687888816402,5567"dm_p": 0.0005956313079997236,5568"dm_stat": -3.44969086651552865569},5570"gas_t11__t__w1000_r5": {5571"n": 686,5572"ratio": 0.9900452242032075,5573"dm_p": 0.49549094881985184,5574"dm_stat": -0.6819660303014025575},5576"gjr11__ged__w1000_r5": {5577"n": 686,5578"ratio": 0.9757663906557529,5579"dm_p": 0.0650099866259035,5580"dm_stat": -1.84816042990274635581},5582"gjr11__normal__w1000_r5": {5583"n": 686,5584"ratio": 0.9815274593719249,5585"dm_p": 0.1448115200290497,5586"dm_stat": -1.45977078907206755587},5588"gjr11__skewt__w1000_r5": {5589"n": 686,5590"ratio": 0.9664969600651815,5591"dm_p": 0.03837207125204598,5592"dm_stat": -2.0748624440007265593},5594"gjr11__t__w1000_r5": {5595"n": 686,5596"ratio": 0.9617543498151607,5597"dm_p": 0.03232436276775251,5598"dm_stat": -2.14474480730441335599},5600"har_rv__empirical__w1000_r5": {5601"n": 686,5602"ratio": 0.9653916454633328,5603"dm_p": 0.341756034434394,5604"dm_stat": -0.9513623177182415605},5606"heavy11__normal__w1000_r5": {5607"n": 686,5608"ratio": 0.9273248599187051,5609"dm_p": 0.012338029557996184,5610"dm_stat": -2.50897428678876145611},5612"heavy11__t__w1000_r5": {5613"n": 686,5614"ratio": 0.905994883382346,5615"dm_p": 0.0014287528432071208,5616"dm_stat": -3.20182455293187345617},5618"histvar22__empirical__w1000_r5": {5619"n": 686,5620"ratio": 1.015656004129229,5621"dm_p": 0.7479477089454617,5622"dm_stat": 0.32147607265483745623},5624"histvar252__empirical__w1000_r5": {5625"n": 686,5626"ratio": 1.9549050404761374,5627"dm_p": 6.140398505956716e-06,5628"dm_stat": 4.5571269814480835629},5630"histvar66__empirical__w1000_r5": {5631"n": 686,5632"ratio": 1.1239718058845904,5633"dm_p": 0.020317571460505408,5634"dm_stat": 2.3258498924243565635},5636"igarch11__ged__w1000_r5": {5637"n": 686,5638"ratio": 1.0139932815904937,5639"dm_p": 0.43266606129219237,5640"dm_stat": 0.78510055154698735641},5642"igarch11__normal__w1000_r5": {5643"n": 686,5644"ratio": 1.0165961938359018,5645"dm_p": 0.3324109169152736,5646"dm_stat": 0.96995572177576455647},5648"igarch11__skewt__w1000_r5": {5649"n": 686,5650"ratio": 1.0101086129628134,5651"dm_p": 0.6209351296189146,5652"dm_stat": 0.494750161991019455653},5654"igarch11__t__w1000_r5": {5655"n": 686,5656"ratio": 1.011024358012818,5657"dm_p": 0.5682184596907756,5658"dm_stat": 0.57095344217381455659},5660"loghar_rv__empirical__w1000_r5": {5661"n": 686,5662"ratio": 0.900627210397581,5663"dm_p": 0.0033417263215671732,5664"dm_stat": -2.9447452832242225665},5666"msgarch2__normal__w1000_r5": {5667"n": 686,5668"ratio": 1.050621294508769,5669"dm_p": 0.2715733498943797,5670"dm_stat": 1.1003335331539435671},5672"msgarch2__t__w1000_r5": {5673"n": 686,5674"ratio": 1.0111211429493312,5675"dm_p": 0.8104165848277365,5676"dm_stat": 0.239981253520849155677},5678"nagarch11__ged__w1000_r5": {5679"n": 686,5680"ratio": 0.9723076014953463,5681"dm_p": 0.09998159332083245,5682"dm_stat": -1.64717067663585345683},5684"nagarch11__normal__w1000_r5": {5685"n": 686,5686"ratio": 0.9757463371159777,5687"dm_p": 0.15735037307517616,5688"dm_stat": -1.41558895942475025689},5690"nagarch11__skewt__w1000_r5": {5691"n": 686,5692"ratio": 0.9654501390317142,5693"dm_p": 0.052432424266867714,5694"dm_stat": -1.94294286081535255695},5696"nagarch11__t__w1000_r5": {5697"n": 686,5698"ratio": 0.9669824962594661,5699"dm_p": 0.052223068411416995,5700"dm_stat": -1.9446747132315365701},5702"qgarch11__ged__w1000_r5": {5703"n": 686,5704"ratio": 0.9666007510540168,5705"dm_p": 0.02557938450184133,5706"dm_stat": -2.23742483244370055707},5708"qgarch11__normal__w1000_r5": {5709"n": 686,5710"ratio": 0.9721523414098651,5711"dm_p": 0.060806525855509184,5712"dm_stat": -1.87799437466627485713},5714"qgarch11__skewt__w1000_r5": {5715"n": 686,5716"ratio": 0.9544895091265477,5717"dm_p": 0.007849120306797226,5718"dm_stat": -2.66634127379739865719},5720"qgarch11__t__w1000_r5": {5721"n": 686,5722"ratio": 0.9577210625074909,5723"dm_p": 0.009098236762946268,5724"dm_stat": -2.61578902526279675725},5726"realgarch11__normal__w1000_r5": {5727"n": 686,5728"ratio": 0.9094720146481637,5729"dm_p": 0.0034595322268414124,5730"dm_stat": -2.9338707823345515731},5732"realgarch11__t__w1000_r5": {5733"n": 686,5734"ratio": 0.9078659432481884,5735"dm_p": 0.0027404170445847033,5736"dm_stat": -3.0063874216411785737},5738"rm2006__normal__w1000_r5": {5739"n": 686,5740"ratio": 1.205512221745824,5741"dm_p": 0.013099564807524307,5742"dm_stat": 2.48754636215425375743},5744"rm_rw__empirical__w1000_r5": {5745"n": 686,5746"ratio": 1.6827455305554917,5747"dm_p": 1.012095920551418e-06,5748"dm_stat": 4.9340665936912565749},5750"tarch11__ged__w1000_r5": {5751"n": 686,5752"ratio": 0.9800794644180932,5753"dm_p": 0.3397693173100659,5754"dm_stat": -0.95528751226596215755},5756"tarch11__normal__w1000_r5": {5757"n": 686,5758"ratio": 0.9884979302154784,5759"dm_p": 0.5899772190364716,5760"dm_stat": -0.53912291545050015761},5762"tarch11__skewt__w1000_r5": {5763"n": 686,5764"ratio": 0.9727765826911186,5765"dm_p": 0.23775203059751968,5766"dm_stat": -1.18165663970680965767},5768"tarch11__t__w1000_r5": {5769"n": 686,5770"ratio": 0.9666683679324032,5771"dm_p": 0.12000289987806625,5772"dm_stat": -1.55670294503428295773}5774},5775"vol_tercile66=high": {5776"aparch11__ged__w1000_r5": {5777"n": 1100,5778"ratio": 0.9836656091088584,5779"dm_p": 0.6591077163891301,5780"dm_stat": -0.441265334616242235781},5782"aparch11__normal__w1000_r5": {5783"n": 1100,5784"ratio": 1.3856452856785064,5785"dm_p": 0.28729108390534097,5786"dm_stat": 1.06459942286841155787},5788"aparch11__skewt__w1000_r5": {5789"n": 1100,5790"ratio": 0.989225111740032,5791"dm_p": 0.7909298482611302,5792"dm_stat": -0.2651679013235575793},5794"aparch11__t__w1000_r5": {5795"n": 1100,5796"ratio": 0.9767439280806259,5797"dm_p": 0.605852838272453,5798"dm_stat": -0.51615091646618065799},5800"arch5__ged__w1000_r5": {5801"n": 1100,5802"ratio": 1.0327229285488566,5803"dm_p": 0.7217800186018662,5804"dm_stat": 0.35617213648632785805},5806"arch5__normal__w1000_r5": {5807"n": 1100,5808"ratio": 1.038616299206554,5809"dm_p": 0.6774499540175986,5810"dm_stat": 0.416056414594270565811},5812"arch5__skewt__w1000_r5": {5813"n": 1100,5814"ratio": 1.0429515165176333,5815"dm_p": 0.6267395867629239,5816"dm_stat": 0.48645782998284835817},5818"arch5__t__w1000_r5": {5819"n": 1100,5820"ratio": 1.0319190341307567,5821"dm_p": 0.723642644722448,5822"dm_stat": 0.353685210699242255823},5824"avgarch11__ged__w1000_r5": {5825"n": 1100,5826"ratio": 1.1473191571779282,5827"dm_p": 0.2832693636861249,5828"dm_stat": 1.07352927771273195829},5830"avgarch11__normal__w1000_r5": {5831"n": 1100,5832"ratio": 1.1612310195592714,5833"dm_p": 0.26761343152183886,5834"dm_stat": 1.10913769488987555835},5836"avgarch11__skewt__w1000_r5": {5837"n": 1100,5838"ratio": 1.161076356329867,5839"dm_p": 0.27678620571253726,5840"dm_stat": 1.08810752126179395841},5842"avgarch11__t__w1000_r5": {5843"n": 1100,5844"ratio": 1.1439880950304844,5845"dm_p": 0.2831944882779077,5846"dm_stat": 1.07369634367023075847},5848"cgarch11__ged__w1000_r5": {5849"n": 1100,5850"ratio": 0.9332422006450296,5851"dm_p": 0.2723385026422936,5852"dm_stat": -1.0982440051260325853},5854"cgarch11__normal__w1000_r5": {5855"n": 1100,5856"ratio": 0.9320082017505302,5857"dm_p": 0.2743292211958425,5858"dm_stat": -1.09369319114955445859},5860"cgarch11__skewt__w1000_r5": {5861"n": 1100,5862"ratio": 0.9487224356492242,5863"dm_p": 0.30252516675836066,5864"dm_stat": -1.0315174690518315865},5866"cgarch11__t__w1000_r5": {5867"n": 1100,5868"ratio": 0.9380500109812825,5869"dm_p": 0.27799452538216757,5870"dm_stat": -1.08537295835998525871},5872"constvar__normal__w1000_r5": {5873"n": 1100,5874"ratio": 3.8453398371527663,5875"dm_p": 0.14795830881247649,5876"dm_stat": 1.44779959406157135877},5878"egarch11__ged__w1000_r5": {5879"n": 1091,5880"ratio": 6445593.158379301,5881"dm_p": 0.30068206393228647,5882"dm_stat": 1.03546372277237955883},5884"egarch11__normal__w1000_r5": {5885"n": 1100,5886"ratio": 207518.82567542634,5887"dm_p": 0.05346620663827831,5888"dm_stat": 1.93321598897772235889},5890"egarch11__skewt__w1000_r5": {5891"n": 1055,5892"ratio": 80575.29737040591,5893"dm_p": 0.2689989750487299,5894"dm_stat": 1.10595358934850495895},5896"egarch11__t__w1000_r5": {5897"n": 1038,5898"ratio": 20428.558585387233,5899"dm_p": 0.3141957407991184,5900"dm_stat": 1.00694574897703445901},5902"ewma094__normal__w1000_r5": {5903"n": 1100,5904"ratio": 1.0166949344803546,5905"dm_p": 0.8441742365062532,5906"dm_stat": 0.196603429166879735907},5908"figarch11__ged__w1000_r5": {5909"n": 1100,5910"ratio": 1.0039625344419498,5911"dm_p": 0.9544829229306504,5912"dm_stat": 0.05709120162582275913},5914"figarch11__normal__w1000_r5": {5915"n": 1100,5916"ratio": 1.007567811387126,5917"dm_p": 0.9166969654915186,5918"dm_stat": 0.104619329749914225919},5920"figarch11__skewt__w1000_r5": {5921"n": 1100,5922"ratio": 1.0063856021189115,5923"dm_p": 0.9137170216827959,5924"dm_stat": 0.108376251275045335925},5926"figarch11__t__w1000_r5": {5927"n": 1100,5928"ratio": 1.0040318739905127,5929"dm_p": 0.9499461566531102,5930"dm_stat": 0.06278873133809255931},5932"garch11__ged__w1000_r5": {5933"n": 1100,5934"ratio": 0.9908929024986319,5935"dm_p": 0.2265100599033068,5936"dm_stat": -1.21007567598553535937},5938"garch11__normal__w1000_r5": {5939"n": 1100,5940"ratio": 1.0,5941"dm_p": 1.0,5942"dm_stat": 0.05943},5944"garch11__skewt__w1000_r5": {5945"n": 1100,5946"ratio": 0.9942430871362894,5947"dm_p": 0.5864208659923411,5948"dm_stat": -0.54419036767383115949},5950"garch11__t__w1000_r5": {5951"n": 1100,5952"ratio": 0.9819272968245046,5953"dm_p": 0.23975226205017214,5954"dm_stat": -1.17624361152794955955},5956"garch12__ged__w1000_r5": {5957"n": 1100,5958"ratio": 0.9707938493439985,5959"dm_p": 0.40982579093894067,5960"dm_stat": -0.82451520544804915961},5962"garch12__normal__w1000_r5": {5963"n": 1100,5964"ratio": 0.9809695662433021,5965"dm_p": 0.47329529132117826,5966"dm_stat": -0.71737482649370295967},5968"garch12__skewt__w1000_r5": {5969"n": 1100,5970"ratio": 0.9705833744664004,5971"dm_p": 0.4733522836182492,5972"dm_stat": -0.71728240228345245973},5974"garch12__t__w1000_r5": {5975"n": 1100,5976"ratio": 0.961039434910912,5977"dm_p": 0.38633947226512216,5978"dm_stat": -0.86661989118188685979},5980"garch21__ged__w1000_r5": {5981"n": 1100,5982"ratio": 0.9913676278876062,5983"dm_p": 0.25192858429199405,5984"dm_stat": -1.14628060098208125985},5986"garch21__normal__w1000_r5": {5987"n": 1100,5988"ratio": 1.0006379965356245,5989"dm_p": 0.2505765503308132,5990"dm_stat": 1.14955682631105635991},5992"garch21__skewt__w1000_r5": {5993"n": 1100,5994"ratio": 0.9949686539711082,5995"dm_p": 0.6364171566268141,5996"dm_stat": -0.472845702422201145997},5998"garch21__t__w1000_r5": {5999"n": 1100,6000"ratio": 0.9826405325549865,6001"dm_p": 0.25899661223620374,6002"dm_stat": -1.12935010698537556003},6004"garchm11__ged__w1000_r5": {6005"n": 1100,6006"ratio": 1.0214455217022576,6007"dm_p": 0.35571844809606074,6008"dm_stat": 0.92394368769549966009},6010"garchm11__normal__w1000_r5": {6011"n": 1100,6012"ratio": 1.0465752430025186,6013"dm_p": 0.19392193366859226,6014"dm_stat": 1.29985879559081056015},6016"garchm11__skewt__w1000_r5": {6017"n": 1100,6018"ratio": 1.0150023168762645,6019"dm_p": 0.4740868356592088,6020"dm_stat": 0.71609172982719966021},6022"garchm11__t__w1000_r5": {6023"n": 1100,6024"ratio": 1.002942412157454,6025"dm_p": 0.8900230746979562,6026"dm_stat": 0.138307070346547526027},6028"garchx_rv11__normal__w1000_r5": {6029"n": 1100,6030"ratio": 0.8977180930753383,6031"dm_p": 0.0778852806003607,6032"dm_stat": -1.76473949937488426033},6034"garchx_rv11__t__w1000_r5": {6035"n": 1100,6036"ratio": 0.9037822500170973,6037"dm_p": 0.06335046694763705,6038"dm_stat": -1.85860407609452446039},6040"gas_t11__t__w1000_r5": {6041"n": 1100,6042"ratio": 1.1651616304387116,6043"dm_p": 0.2917456404982966,6044"dm_stat": 1.05480654824666956045},6046"gjr11__ged__w1000_r5": {6047"n": 1100,6048"ratio": 1.0498216071278763,6049"dm_p": 0.2908243616638531,6050"dm_stat": 1.05682357276559756051},6052"gjr11__normal__w1000_r5": {6053"n": 1100,6054"ratio": 1.1204695452399627,6055"dm_p": 0.3051620406979755,6056"dm_stat": 1.0259051558123916057},6058"gjr11__skewt__w1000_r5": {6059"n": 1100,6060"ratio": 1.0471301441487404,6061"dm_p": 0.2149320506417719,6062"dm_stat": 1.24083355694035926063},6064"gjr11__t__w1000_r5": {6065"n": 1100,6066"ratio": 1.0209021344480855,6067"dm_p": 0.3226986748407058,6068"dm_stat": 0.98937254404067866069},6070"har_rv__empirical__w1000_r5": {6071"n": 1100,6072"ratio": 6953995.0788788935,6073"dm_p": 0.0983361920460302,6074"dm_stat": 1.6543784370692226075},6076"heavy11__normal__w1000_r5": {6077"n": 1100,6078"ratio": 0.8975692278895947,6079"dm_p": 0.08554783428157281,6080"dm_stat": -1.72091428452383636081},6082"heavy11__t__w1000_r5": {6083"n": 1100,6084"ratio": 0.8984555983554183,6085"dm_p": 0.05943107987815571,6086"dm_stat": -1.88694519463532556087},6088"histvar22__empirical__w1000_r5": {6089"n": 1100,6090"ratio": 1.0217395138645904,6091"dm_p": 0.7388931840239733,6092"dm_stat": 0.33340367828681016093},6094"histvar252__empirical__w1000_r5": {6095"n": 1100,6096"ratio": 2.1787758323594217,6097"dm_p": 0.05812685273574743,6098"dm_stat": 1.89672043819389316099},6100"histvar66__empirical__w1000_r5": {6101"n": 1100,6102"ratio": 1.382219622879429,6103"dm_p": 0.021502550009103616,6104"dm_stat": 2.3023338611567266105},6106"igarch11__ged__w1000_r5": {6107"n": 1100,6108"ratio": 1.0394316664862426,6109"dm_p": 0.10030582166519918,6110"dm_stat": 1.64475742175164746111},6112"igarch11__normal__w1000_r5": {6113"n": 1100,6114"ratio": 1.0417942685875918,6115"dm_p": 0.04364830106285279,6116"dm_stat": 2.0197820691589696117},6118"igarch11__skewt__w1000_r5": {6119"n": 1100,6120"ratio": 1.0477893461019225,6121"dm_p": 0.0896044052403656,6122"dm_stat": 1.69898830454744686123},6124"igarch11__t__w1000_r5": {6125"n": 1100,6126"ratio": 1.0380152540400454,6127"dm_p": 0.19350271090613946,6128"dm_stat": 1.3010831297718856129},6130"loghar_rv__empirical__w1000_r5": {6131"n": 1100,6132"ratio": 1.0404175529244912,6133"dm_p": 0.7527784733250169,6134"dm_stat": 0.315056619968726135},6136"msgarch2__normal__w1000_r5": {6137"n": 1100,6138"ratio": 1.0069457653253573,6139"dm_p": 0.8140400889144593,6140"dm_stat": 0.235273762884225366141},6142"msgarch2__t__w1000_r5": {6143"n": 1100,6144"ratio": 0.9949789009807614,6145"dm_p": 0.8701618850337971,6146"dm_stat": -0.163491041865883676147},6148"nagarch11__ged__w1000_r5": {6149"n": 1100,6150"ratio": 1.0224300023640274,6151"dm_p": 0.5422958518559279,6152"dm_stat": 0.60953503125387316153},6154"nagarch11__normal__w1000_r5": {6155"n": 1100,6156"ratio": 1.5857498609853447,6157"dm_p": 0.32217601139984087,6158"dm_stat": 0.99044225335459676159},6160"nagarch11__skewt__w1000_r5": {6161"n": 1100,6162"ratio": 1.0234162762744712,6163"dm_p": 0.47917218558537794,6164"dm_stat": 0.70787627753031756165},6166"nagarch11__t__w1000_r5": {6167"n": 1100,6168"ratio": 0.9982907875168584,6169"dm_p": 0.9332860135071719,6170"dm_stat": -0.083730426810339186171},6172"qgarch11__ged__w1000_r5": {6173"n": 1100,6174"ratio": 1.019108348167125,6175"dm_p": 0.5095392158673421,6176"dm_stat": 0.65977071398779146177},6178"qgarch11__normal__w1000_r5": {6179"n": 1100,6180"ratio": 1.0671684114271511,6181"dm_p": 0.3699821455573193,6182"dm_stat": 0.89687480229750096183},6184"qgarch11__skewt__w1000_r5": {6185"n": 1100,6186"ratio": 1.0183945319671952,6187"dm_p": 0.43398764239883153,6188"dm_stat": 0.78267321885739936189},6190"qgarch11__t__w1000_r5": {6191"n": 1100,6192"ratio": 0.9936445501739186,6193"dm_p": 0.5508600553874683,6194"dm_stat": -0.5966558547364686195},6196"realgarch11__normal__w1000_r5": {6197"n": 1100,6198"ratio": 1.0766299517276807,6199"dm_p": 0.6164111188308798,6200"dm_stat": 0.50108575267245086201},6202"realgarch11__t__w1000_r5": {6203"n": 1100,6204"ratio": 1.0687330317731045,6205"dm_p": 0.6464208316195165,6206"dm_stat": 0.45886641617625516207},6208"rm2006__normal__w1000_r5": {6209"n": 1100,6210"ratio": 1.0464329328468727,6211"dm_p": 0.6218790302548919,6212"dm_stat": 0.49332853695011156213},6214"rm_rw__empirical__w1000_r5": {6215"n": 1100,6216"ratio": 1.4331836564669844,6217"dm_p": 6.05035759439471e-05,6218"dm_stat": 4.0264817969819266219},6220"tarch11__ged__w1000_r5": {6221"n": 1100,6222"ratio": 1.226756226294693,6223"dm_p": 0.335948874214873,6224"dm_stat": 0.96262225827256626225},6226"tarch11__normal__w1000_r5": {6227"n": 1100,6228"ratio": 0.9659406156894702,6229"dm_p": 0.3155888261226216,6230"dm_stat": -1.00402239504078056231},6232"tarch11__skewt__w1000_r5": {6233"n": 1100,6234"ratio": 1.0462893792295715,6235"dm_p": 0.4048812498425268,6236"dm_stat": 0.83325629570385946237},6238"tarch11__t__w1000_r5": {6239"n": 1100,6240"ratio": 1.2017142288621032,6241"dm_p": 0.32885889523317396,6242"dm_stat": 0.97684897823089966243}6244},6245"vol_tercile66=low": {6246"aparch11__ged__w1000_r5": {6247"n": 841,6248"ratio": 0.9799511674491612,6249"dm_p": 0.05071725689824493,6250"dm_stat": -1.95666980563664146251},6252"aparch11__normal__w1000_r5": {6253"n": 841,6254"ratio": 0.9787036776890681,6255"dm_p": 0.05478433957440009,6256"dm_stat": -1.9232664127151296257},6258"aparch11__skewt__w1000_r5": {6259"n": 841,6260"ratio": 0.9830199982822767,6261"dm_p": 0.1863365916071896,6262"dm_stat": -1.32257537592816696263},6264"aparch11__t__w1000_r5": {6265"n": 841,6266"ratio": 0.9822524855096454,6267"dm_p": 0.12817709244082107,6268"dm_stat": -1.52283201764742246269},6270"arch5__ged__w1000_r5": {6271"n": 841,6272"ratio": 1.130757921506516,6273"dm_p": 0.03398295975313318,6274"dm_stat": 2.1237472249985086275},6276"arch5__normal__w1000_r5": {6277"n": 841,6278"ratio": 1.1438521995334265,6279"dm_p": 0.023677506329582897,6280"dm_stat": 2.26644875810010946281},6282"arch5__skewt__w1000_r5": {6283"n": 841,6284"ratio": 1.128653302428861,6285"dm_p": 0.02995368643468689,6286"dm_stat": 2.17439849530004066287},6288"arch5__t__w1000_r5": {6289"n": 841,6290"ratio": 1.12129400043983,6291"dm_p": 0.04087393086441749,6292"dm_stat": 2.04796449478022826293},6294"avgarch11__ged__w1000_r5": {6295"n": 841,6296"ratio": 1.0073310017445873,6297"dm_p": 0.7478803126377473,6298"dm_stat": 0.32154116632144036299},6300"avgarch11__normal__w1000_r5": {6301"n": 841,6302"ratio": 1.0087253165130556,6303"dm_p": 0.7086935873411185,6304"dm_stat": 0.37373796128389096305},6306"avgarch11__skewt__w1000_r5": {6307"n": 841,6308"ratio": 1.007029919160322,6309"dm_p": 0.7426665450036117,6310"dm_stat": 0.328432476694758836311},6312"avgarch11__t__w1000_r5": {6313"n": 841,6314"ratio": 1.0053643219550867,6315"dm_p": 0.8068831714645399,6316"dm_stat": 0.244526016926280846317},6318"cgarch11__ged__w1000_r5": {6319"n": 841,6320"ratio": 0.9796995809185824,6321"dm_p": 0.06529807308552346,6322"dm_stat": -1.84562738892574866323},6324"cgarch11__normal__w1000_r5": {6325"n": 841,6326"ratio": 0.9838082202500035,6327"dm_p": 0.11694215274598357,6328"dm_stat": -1.56935363855667136329},6330"cgarch11__skewt__w1000_r5": {6331"n": 841,6332"ratio": 0.9758352491661438,6333"dm_p": 0.044606054175808776,6334"dm_stat": -2.01136358873969776335},6336"cgarch11__t__w1000_r5": {6337"n": 841,6338"ratio": 0.9749354307254565,6339"dm_p": 0.058147080344793434,6340"dm_stat": -1.8971787717123756341},6342"constvar__normal__w1000_r5": {6343"n": 841,6344"ratio": 1.3108534002200019,6345"dm_p": 0.00016781716922080407,6346"dm_stat": 3.7801528012129046347},6348"egarch11__ged__w1000_r5": {6349"n": 806,6350"ratio": 1192721.4983105191,6351"dm_p": 0.0040878179861996615,6352"dm_stat": 2.8795695712967286353},6354"egarch11__normal__w1000_r5": {6355"n": 834,6356"ratio": 1238814.3134923743,6357"dm_p": 0.0005223880992874255,6358"dm_stat": 3.48262379506314056359},6360"egarch11__skewt__w1000_r5": {6361"n": 778,6362"ratio": 519308.486591882,6363"dm_p": 0.015924026162299633,6364"dm_stat": 2.4159462134760426365},6366"egarch11__t__w1000_r5": {6367"n": 761,6368"ratio": 631658.8401004898,6369"dm_p": 0.02881699577922019,6370"dm_stat": 2.1901438100301936371},6372"ewma094__normal__w1000_r5": {6373"n": 841,6374"ratio": 1.007851075973924,6375"dm_p": 0.8138985784614923,6376"dm_stat": 0.235473578409184266377},6378"figarch11__ged__w1000_r5": {6379"n": 841,6380"ratio": 0.9728872401660619,6381"dm_p": 0.2491879564325832,6382"dm_stat": -1.15312291193679056383},6384"figarch11__normal__w1000_r5": {6385"n": 841,6386"ratio": 0.9754595914475295,6387"dm_p": 0.32444561384490633,6388"dm_stat": -0.98594171565234326389},6390"figarch11__skewt__w1000_r5": {6391"n": 841,6392"ratio": 0.9721530552679911,6393"dm_p": 0.2229486220912735,6394"dm_stat": -1.21962703904178146395},6396"figarch11__t__w1000_r5": {6397"n": 841,6398"ratio": 0.969025615328333,6399"dm_p": 0.18183842904175507,6400"dm_stat": -1.3362224524701466401},6402"garch11__ged__w1000_r5": {6403"n": 841,6404"ratio": 0.9896532590048874,6405"dm_p": 0.2103193968731596,6406"dm_stat": -1.25364628112781556407},6408"garch11__normal__w1000_r5": {6409"n": 841,6410"ratio": 1.0,6411"dm_p": 1.0,6412"dm_stat": 0.06413},6414"garch11__skewt__w1000_r5": {6415"n": 841,6416"ratio": 0.9878451697542749,6417"dm_p": 0.20873837527944594,6418"dm_stat": -1.25800818789319866419},6420"garch11__t__w1000_r5": {6421"n": 841,6422"ratio": 0.9827789491980555,6423"dm_p": 0.12005908062993959,6424"dm_stat": -1.5561079770730256425},6426"garch12__ged__w1000_r5": {6427"n": 841,6428"ratio": 0.9910438886780987,6429"dm_p": 0.38081438897674985,6430"dm_stat": -0.87685814804703656431},6432"garch12__normal__w1000_r5": {6433"n": 841,6434"ratio": 1.0000458610800653,6435"dm_p": 0.9947542039679225,6436"dm_stat": 0.0065766348194765686437},6438"garch12__skewt__w1000_r5": {6439"n": 841,6440"ratio": 0.9861817963814209,6441"dm_p": 0.2546434379059844,6442"dm_stat": -1.13992269949952976443},6444"garch12__t__w1000_r5": {6445"n": 841,6446"ratio": 0.9796852013525909,6447"dm_p": 0.13563144925822376,6448"dm_stat": -1.49369279455185576449},6450"garch21__ged__w1000_r5": {6451"n": 841,6452"ratio": 0.9871833821399729,6453"dm_p": 0.15100880512615006,6454"dm_stat": -1.43728713186596526455},6456"garch21__normal__w1000_r5": {6457"n": 841,6458"ratio": 1.0001735388632287,6459"dm_p": 0.9245790057436547,6460"dm_stat": 0.094695840447236536461},6462"garch21__skewt__w1000_r5": {6463"n": 841,6464"ratio": 0.9880021444607814,6465"dm_p": 0.21782844903424847,6466"dm_stat": -1.23324744939138436467},6468"garch21__t__w1000_r5": {6469"n": 841,6470"ratio": 0.9830504826093035,6471"dm_p": 0.12611846305127067,6472"dm_stat": -1.53111097874582086473},6474"garchm11__ged__w1000_r5": {6475"n": 841,6476"ratio": 0.9888811575206684,6477"dm_p": 0.19063684143744122,6478"dm_stat": -1.30975493801443956479},6480"garchm11__normal__w1000_r5": {6481"n": 841,6482"ratio": 0.9992723827694288,6483"dm_p": 0.7085068701319263,6484"dm_stat": -0.37398901038119986485},6486"garchm11__skewt__w1000_r5": {6487"n": 841,6488"ratio": 0.9855668807820093,6489"dm_p": 0.1415602209129534,6490"dm_stat": -1.4713898899055576491},6492"garchm11__t__w1000_r5": {6493"n": 841,6494"ratio": 0.9842777642928212,6495"dm_p": 0.12594686791190507,6496"dm_stat": -1.53180581015199146497},6498"garchx_rv11__normal__w1000_r5": {6499"n": 841,6500"ratio": 0.9374809113830056,6501"dm_p": 0.034364238333805766,6502"dm_stat": -2.1192255707859866503},6504"garchx_rv11__t__w1000_r5": {6505"n": 841,6506"ratio": 0.9352291412958599,6507"dm_p": 0.003030644572209374,6508"dm_stat": -2.97327270416313246509},6510"gas_t11__t__w1000_r5": {6511"n": 841,6512"ratio": 0.9943177536186772,6513"dm_p": 0.5434108788006743,6514"dm_stat": -0.60791091272274926515},6516"gjr11__ged__w1000_r5": {6517"n": 841,6518"ratio": 0.9831502779670098,6519"dm_p": 0.0680249473340583,6520"dm_stat": -1.82719622005303746521},6522"gjr11__normal__w1000_r5": {6523"n": 841,6524"ratio": 0.9840634859920905,6525"dm_p": 0.06936640031484038,6526"dm_stat": -1.81835182153663346527},6528"gjr11__skewt__w1000_r5": {6529"n": 841,6530"ratio": 0.9851117933514084,6531"dm_p": 0.1872520362228623,6532"dm_stat": -1.3198279550784356533},6534"gjr11__t__w1000_r5": {6535"n": 841,6536"ratio": 0.976568274914732,6537"dm_p": 0.07699742728984264,6538"dm_stat": -1.77055462966651846539},6540"har_rv__empirical__w1000_r5": {6541"n": 841,6542"ratio": 0.9284654779369855,6543"dm_p": 0.16623241165344133,6544"dm_stat": -1.38561453607732276545},6546"heavy11__normal__w1000_r5": {6547"n": 841,6548"ratio": 0.9340885781531675,6549"dm_p": 0.04911052599458737,6550"dm_stat": -1.97048774433740036551},6552"heavy11__t__w1000_r5": {6553"n": 841,6554"ratio": 0.9200944133187892,6555"dm_p": 0.019862508554978717,6556"dm_stat": -2.3333958311877816557},6558"histvar22__empirical__w1000_r5": {6559"n": 841,6560"ratio": 1.133036772022584,6561"dm_p": 0.02041143157028639,6562"dm_stat": 2.3231059909039786563},6564"histvar252__empirical__w1000_r5": {6565"n": 841,6566"ratio": 1.0740952216482562,6567"dm_p": 0.20783794704813385,6568"dm_stat": 1.26050312112765526569},6570"histvar66__empirical__w1000_r5": {6571"n": 841,6572"ratio": 0.9977325653378872,6573"dm_p": 0.9314986697282357,6574"dm_stat": -0.085985203945543746575},6576"igarch11__ged__w1000_r5": {6577"n": 841,6578"ratio": 0.9728090816013392,6579"dm_p": 0.03281836679922745,6580"dm_stat": -2.1378327356134726581},6582"igarch11__normal__w1000_r5": {6583"n": 841,6584"ratio": 0.9718685743009912,6585"dm_p": 0.024862952898565573,6586"dm_stat": -2.24756098704498186587},6588"igarch11__skewt__w1000_r5": {6589"n": 841,6590"ratio": 0.9726862768920332,6591"dm_p": 0.056028120821503276,6592"dm_stat": -1.91346560074351916593},6594"igarch11__t__w1000_r5": {6595"n": 841,6596"ratio": 0.9726871458386288,6597"dm_p": 0.03882173211374737,6598"dm_stat": -2.06931612996537066599},6600"loghar_rv__empirical__w1000_r5": {6601"n": 841,6602"ratio": 0.8973489843563106,6603"dm_p": 0.014871675384524125,6604"dm_stat": -2.4405232544929126605},6606"msgarch2__normal__w1000_r5": {6607"n": 841,6608"ratio": 0.9611570033366691,6609"dm_p": 0.2509579904254577,6610"dm_stat": -1.14881815697015376611},6612"msgarch2__t__w1000_r5": {6613"n": 841,6614"ratio": 0.9586774330072853,6615"dm_p": 0.265665510635085,6616"dm_stat": -1.11384217117062356617},6618"nagarch11__ged__w1000_r5": {6619"n": 841,6620"ratio": 0.9890073271042823,6621"dm_p": 0.5752086586837326,6622"dm_stat": -0.56061626070816886623},6624"nagarch11__normal__w1000_r5": {6625"n": 841,6626"ratio": 0.9854482090589252,6627"dm_p": 0.5065316277793754,6628"dm_stat": -0.66453297935631616629},6630"nagarch11__skewt__w1000_r5": {6631"n": 841,6632"ratio": 0.990729801061563,6633"dm_p": 0.5826315032974917,6634"dm_stat": -0.54975799869186066635},6636"nagarch11__t__w1000_r5": {6637"n": 841,6638"ratio": 0.9883711853097509,6639"dm_p": 0.49144080505478777,6640"dm_stat": -0.68832083547685226641},6642"qgarch11__ged__w1000_r5": {6643"n": 841,6644"ratio": 0.9720740240489398,6645"dm_p": 0.23747976878828098,6646"dm_stat": -1.18215238484975956647},6648"qgarch11__normal__w1000_r5": {6649"n": 841,6650"ratio": 0.9716662145740702,6651"dm_p": 0.25697063734029335,6652"dm_stat": -1.1343517434734836653},6654"qgarch11__skewt__w1000_r5": {6655"n": 841,6656"ratio": 0.9684930296346395,6657"dm_p": 0.17292245995023983,6658"dm_stat": -1.36403327754440646659},6660"qgarch11__t__w1000_r5": {6661"n": 841,6662"ratio": 0.9701357362335344,6663"dm_p": 0.18551618009032056,6664"dm_stat": -1.32504608770070826665},6666"realgarch11__normal__w1000_r5": {6667"n": 841,6668"ratio": 0.9339545406046282,6669"dm_p": 0.03975058169162708,6670"dm_stat": -2.059536143924016671},6672"realgarch11__t__w1000_r5": {6673"n": 841,6674"ratio": 0.9289696843645371,6675"dm_p": 0.026194592299099127,6676"dm_stat": -2.22725390649562146677},6678"rm2006__normal__w1000_r5": {6679"n": 841,6680"ratio": 0.9429905945382627,6681"dm_p": 0.0542889772810255,6682"dm_stat": -1.92722160068797796683},6684"rm_rw__empirical__w1000_r5": {6685"n": 841,6686"ratio": 1.745359920411473,6687"dm_p": 1.7742560086207533e-09,6688"dm_stat": 6.0845016570192126689},6690"tarch11__ged__w1000_r5": {6691"n": 841,6692"ratio": 0.9900022448277014,6693"dm_p": 0.649023585672694,6694"dm_stat": -0.455282613728772436695},6696"tarch11__normal__w1000_r5": {6697"n": 841,6698"ratio": 0.99294901676272,6699"dm_p": 0.7509493642564478,6700"dm_stat": -0.317491796641991456701},6702"tarch11__skewt__w1000_r5": {6703"n": 841,6704"ratio": 0.9937517710752476,6705"dm_p": 0.7721254405333903,6706"dm_stat": -0.289689288495241676707},6708"tarch11__t__w1000_r5": {6709"n": 841,6710"ratio": 0.9845444363255456,6711"dm_p": 0.4710132618904428,6712"dm_stat": -0.72115752560678796713}6714},6715"vol_tercile66=mid": {6716"aparch11__ged__w1000_r5": {6717"n": 781,6718"ratio": 0.9146084743387846,6719"dm_p": 0.2076129444168299,6720"dm_stat": -1.26120257579702276721},6722"aparch11__normal__w1000_r5": {6723"n": 781,6724"ratio": 0.9717305407660999,6725"dm_p": 0.212651905484271,6726"dm_stat": -1.24732724272135496727},6728"aparch11__skewt__w1000_r5": {6729"n": 781,6730"ratio": 0.8893381396446819,6731"dm_p": 0.16685010042278925,6732"dm_stat": -1.38368717028300236733},6734"aparch11__t__w1000_r5": {6735"n": 781,6736"ratio": 0.898389625900115,6737"dm_p": 0.1571013670674878,6738"dm_stat": -1.41625056643422026739},6740"arch5__ged__w1000_r5": {6741"n": 781,6742"ratio": 1.075125948632514,6743"dm_p": 0.0016462264084348781,6744"dm_stat": 3.15862861607792986745},6746"arch5__normal__w1000_r5": {6747"n": 781,6748"ratio": 1.087881560249183,6749"dm_p": 0.00031382265214122194,6750"dm_stat": 3.61983345782692966751},6752"arch5__skewt__w1000_r5": {6753"n": 781,6754"ratio": 1.0734119481729916,6755"dm_p": 0.0004707079104336358,6756"dm_stat": 3.51177758083866556757},6758"arch5__t__w1000_r5": {6759"n": 781,6760"ratio": 1.0649941961779892,6761"dm_p": 0.004763216055979893,6762"dm_stat": 2.83075981645465776763},6764"avgarch11__ged__w1000_r5": {6765"n": 781,6766"ratio": 1.0580040092263325,6767"dm_p": 0.10872948342699225,6768"dm_stat": 1.6057687204936286769},6770"avgarch11__normal__w1000_r5": {6771"n": 781,6772"ratio": 1.067972251047109,6773"dm_p": 0.07064112811688122,6774"dm_stat": 1.81025390604958846775},6776"avgarch11__skewt__w1000_r5": {6777"n": 781,6778"ratio": 1.0528751658449909,6779"dm_p": 0.1480249702414695,6780"dm_stat": 1.44797819846595346781},6782"avgarch11__t__w1000_r5": {6783"n": 781,6784"ratio": 1.04511447519356,6785"dm_p": 0.18511722107231277,6786"dm_stat": 1.32633425796033686787},6788"cgarch11__ged__w1000_r5": {6789"n": 781,6790"ratio": 1.0034132493210401,6791"dm_p": 0.8772535593077291,6792"dm_stat": 0.154502435051755126793},6794"cgarch11__normal__w1000_r5": {6795"n": 781,6796"ratio": 1.0143760239879902,6797"dm_p": 0.5013881167512833,6798"dm_stat": 0.67262025792449036799},6800"cgarch11__skewt__w1000_r5": {6801"n": 781,6802"ratio": 0.9932801953298886,6803"dm_p": 0.7276612126569898,6804"dm_stat": -0.348363498665387356805},6806"cgarch11__t__w1000_r5": {6807"n": 781,6808"ratio": 0.9908063855704584,6809"dm_p": 0.7558633009065456,6810"dm_stat": -0.311026862752421866811},6812"constvar__normal__w1000_r5": {6813"n": 781,6814"ratio": 1.63411437335184,6815"dm_p": 4.804817540459469e-07,6816"dm_stat": 5.0767601005480486817},6818"egarch11__ged__w1000_r5": {6819"n": 779,6820"ratio": 763763.6572710942,6821"dm_p": 0.021177372582119113,6822"dm_stat": 2.30949120994837866823},6824"egarch11__normal__w1000_r5": {6825"n": 768,6826"ratio": 798834.4335027664,6827"dm_p": 0.013227198512556696,6828"dm_stat": 2.4833703219064466829},6830"egarch11__skewt__w1000_r5": {6831"n": 732,6832"ratio": 538531.2909684852,6833"dm_p": 0.07868208008624714,6834"dm_stat": 1.76084883485212676835},6836"egarch11__t__w1000_r5": {6837"n": 708,6838"ratio": 270558.8620183322,6839"dm_p": 0.20002124627480458,6840"dm_stat": 1.2826894849184386841},6842"ewma094__normal__w1000_r5": {6843"n": 781,6844"ratio": 0.8982654141942503,6845"dm_p": 0.21834413924459908,6846"dm_stat": -1.23193627298136256847},6848"figarch11__ged__w1000_r5": {6849"n": 781,6850"ratio": 0.9842988311047794,6851"dm_p": 0.755350896542175,6852"dm_stat": -0.311701219238933356853},6854"figarch11__normal__w1000_r5": {6855"n": 781,6856"ratio": 0.9842500955046625,6857"dm_p": 0.7525254936791215,6858"dm_stat": -0.315422186837880876859},6860"figarch11__skewt__w1000_r5": {6861"n": 781,6862"ratio": 0.9853120536205481,6863"dm_p": 0.7676868631800791,6864"dm_stat": -0.2955048892070156865},6866"figarch11__t__w1000_r5": {6867"n": 781,6868"ratio": 0.984225567214243,6869"dm_p": 0.7640478334925077,6870"dm_stat": -0.30027444554720256871},6872"garch11__ged__w1000_r5": {6873"n": 781,6874"ratio": 0.9880875073136012,6875"dm_p": 0.0016833588650806254,6876"dm_stat": -3.15203742380102766877},6878"garch11__normal__w1000_r5": {6879"n": 781,6880"ratio": 1.0,6881"dm_p": 1.0,6882"dm_stat": 0.06883},6884"garch11__skewt__w1000_r5": {6885"n": 781,6886"ratio": 0.9792658872247659,6887"dm_p": 0.0031874794910869346,6888"dm_stat": -2.95824627122272646889},6890"garch11__t__w1000_r5": {6891"n": 781,6892"ratio": 0.9753837680428462,6893"dm_p": 0.01118296194868352,6894"dm_stat": -2.5429890159275746895},6896"garch12__ged__w1000_r5": {6897"n": 781,6898"ratio": 0.9928811008827136,6899"dm_p": 0.23114221948554042,6900"dm_stat": -1.1983565423254566901},6902"garch12__normal__w1000_r5": {6903"n": 781,6904"ratio": 1.003741272684632,6905"dm_p": 0.3863033417209705,6906"dm_stat": 0.86682706503610686907},6908"garch12__skewt__w1000_r5": {6909"n": 781,6910"ratio": 1.0554337482930978,6911"dm_p": 0.36491873357391963,6912"dm_stat": 0.90656142451831626913},6914"garch12__t__w1000_r5": {6915"n": 781,6916"ratio": 1.0515087509889256,6917"dm_p": 0.3953962776970063,6918"dm_stat": 0.85034134848861756919},6920"garch21__ged__w1000_r5": {6921"n": 781,6922"ratio": 0.9879479138890043,6923"dm_p": 0.001526302635721623,6924"dm_stat": -3.1808942105416976925},6926"garch21__normal__w1000_r5": {6927"n": 781,6928"ratio": 0.9995152219586197,6929"dm_p": 0.05967107918941485,6930"dm_stat": -1.8859643699576656931},6932"garch21__skewt__w1000_r5": {6933"n": 781,6934"ratio": 0.9790001580459419,6935"dm_p": 0.002948117710622692,6936"dm_stat": -2.98249979807897566937},6938"garch21__t__w1000_r5": {6939"n": 781,6940"ratio": 0.9752500037375929,6941"dm_p": 0.010763741461585354,6942"dm_stat": -2.55642442772323666943},6944"garchm11__ged__w1000_r5": {6945"n": 781,6946"ratio": 0.98657336300985,6947"dm_p": 0.011076803900770977,6948"dm_stat": -2.5463482763600376949},6950"garchm11__normal__w1000_r5": {6951"n": 781,6952"ratio": 0.9985337040252068,6953"dm_p": 0.448573922497767,6954"dm_stat": -0.75817719390355926955},6956"garchm11__skewt__w1000_r5": {6957"n": 781,6958"ratio": 0.9758988100984203,6959"dm_p": 0.01588773392033031,6960"dm_stat": -2.4167629001016746961},6962"garchm11__t__w1000_r5": {6963"n": 781,6964"ratio": 0.9726729833533904,6965"dm_p": 0.025665553135291633,6966"dm_stat": -2.2355185053290976967},6968"garchx_rv11__normal__w1000_r5": {6969"n": 781,6970"ratio": 0.8581405608001379,6971"dm_p": 0.19117111964801814,6972"dm_stat": -1.30825823405295236973},6974"garchx_rv11__t__w1000_r5": {6975"n": 781,6976"ratio": 0.8577806368484607,6977"dm_p": 0.14734177138427015,6978"dm_stat": -1.45042594761978586979},6980"gas_t11__t__w1000_r5": {6981"n": 781,6982"ratio": 1.0229686346337405,6983"dm_p": 0.3907896347813465,6984"dm_stat": 0.85866413023335656985},6986"gjr11__ged__w1000_r5": {6987"n": 781,6988"ratio": 0.951746265888325,6989"dm_p": 0.07926727542684589,6990"dm_stat": -1.75725128077177956991},6992"gjr11__normal__w1000_r5": {6993"n": 781,6994"ratio": 0.9531234587736211,6995"dm_p": 0.14587547716408594,6996"dm_stat": -1.45570885529012726997},6998"gjr11__skewt__w1000_r5": {6999"n": 781,7000"ratio": 0.9322346394148021,7001"dm_p": 0.035885216125726316,7002"dm_stat": -2.101865045165937003},7004"gjr11__t__w1000_r5": {7005"n": 781,7006"ratio": 0.9348960340064408,7007"dm_p": 0.03364711816903611,7008"dm_stat": -2.1280351451427277009},7010"har_rv__empirical__w1000_r5": {7011"n": 781,7012"ratio": 0.8779528315875164,7013"dm_p": 0.26661111178632657,7014"dm_stat": -1.11169670582803187015},7016"heavy11__normal__w1000_r5": {7017"n": 781,7018"ratio": 0.8591039032215013,7019"dm_p": 0.19545969765277146,7020"dm_stat": -1.29570714125136597021},7022"heavy11__t__w1000_r5": {7023"n": 781,7024"ratio": 0.8598962326640733,7025"dm_p": 0.1547462380806896,7026"dm_stat": -1.42434614221910957027},7028"histvar22__empirical__w1000_r5": {7029"n": 781,7030"ratio": 0.9777588487997744,7031"dm_p": 0.7334535946908477,7032"dm_stat": -0.34065693133885277033},7034"histvar252__empirical__w1000_r5": {7035"n": 781,7036"ratio": 1.614950740149341,7037"dm_p": 7.712748561666429e-06,7038"dm_stat": 4.5033031080934087039},7040"histvar66__empirical__w1000_r5": {7041"n": 781,7042"ratio": 1.041363126663582,7043"dm_p": 0.36239789872521416,7044"dm_stat": 0.91133983756904147045},7046"igarch11__ged__w1000_r5": {7047"n": 781,7048"ratio": 0.9907404382603947,7049"dm_p": 0.6973754502332208,7050"dm_stat": -0.38900928295457087051},7052"igarch11__normal__w1000_r5": {7053"n": 781,7054"ratio": 0.9964408023432173,7055"dm_p": 0.8665711397908774,7056"dm_stat": -0.168070811787656657057},7058"igarch11__skewt__w1000_r5": {7059"n": 781,7060"ratio": 0.985138714187166,7061"dm_p": 0.600479766722721,7062"dm_stat": -0.52392467196199617063},7064"igarch11__t__w1000_r5": {7065"n": 781,7066"ratio": 0.9833372223686893,7067"dm_p": 0.5738514390050763,7068"dm_stat": -0.56262571866700467069},7070"loghar_rv__empirical__w1000_r5": {7071"n": 781,7072"ratio": 0.8670293100229433,7073"dm_p": 0.08634299883392851,7074"dm_stat": -1.71718134428139557075},7076"msgarch2__normal__w1000_r5": {7077"n": 781,7078"ratio": 1.0090435039999226,7079"dm_p": 0.8771820854916664,7080"dm_stat": 0.15459312084180787081},7082"msgarch2__t__w1000_r5": {7083"n": 781,7084"ratio": 0.9840797298955262,7085"dm_p": 0.7864741052415936,7086"dm_stat": -0.2709852059694917087},7088"nagarch11__ged__w1000_r5": {7089"n": 781,7090"ratio": 0.9809391164594753,7091"dm_p": 0.3142866468217241,7092"dm_stat": -1.00691756547208977093},7094"nagarch11__normal__w1000_r5": {7095"n": 781,7096"ratio": 0.981016184406525,7097"dm_p": 0.42738873351127754,7098"dm_stat": -0.79408282311600747099},7100"nagarch11__skewt__w1000_r5": {7101"n": 781,7102"ratio": 0.9617628377142652,7103"dm_p": 0.10005386833839398,7104"dm_stat": -1.64654765250225587105},7106"nagarch11__t__w1000_r5": {7107"n": 781,7108"ratio": 0.960113791290767,7109"dm_p": 0.09922283142969289,7110"dm_stat": -1.65060003375944297111},7112"qgarch11__ged__w1000_r5": {7113"n": 781,7114"ratio": 0.9772420462098188,7115"dm_p": 0.07894577768512398,7116"dm_stat": -1.75913999387685467117},7118"qgarch11__normal__w1000_r5": {7119"n": 781,7120"ratio": 0.9830191515514216,7121"dm_p": 0.1888624000082198,7122"dm_stat": -1.3151011205872287123},7124"qgarch11__skewt__w1000_r5": {7125"n": 781,7126"ratio": 0.961138968783304,7127"dm_p": 0.023913019279598928,7128"dm_stat": -2.2629485429842897129},7130"qgarch11__t__w1000_r5": {7131"n": 781,7132"ratio": 0.9592960483512786,7133"dm_p": 0.030794797613295455,7134"dm_stat": -2.1636421141703957135},7136"realgarch11__normal__w1000_r5": {7137"n": 781,7138"ratio": 0.9133427574554656,7139"dm_p": 0.07927407246195267,7140"dm_stat": -1.75721141744179197141},7142"realgarch11__t__w1000_r5": {7143"n": 781,7144"ratio": 0.9071645701665285,7145"dm_p": 0.07620222136498409,7146"dm_stat": -1.775518155957317147},7148"rm2006__normal__w1000_r5": {7149"n": 781,7150"ratio": 1.009713474250864,7151"dm_p": 0.9168141786553485,7152"dm_stat": 0.10448141140417747153},7154"rm_rw__empirical__w1000_r5": {7155"n": 781,7156"ratio": 1.3777613367822008,7157"dm_p": 0.06413783364703465,7158"dm_stat": 1.85385095268215327159},7160"tarch11__ged__w1000_r5": {7161"n": 781,7162"ratio": 1.0257169895760019,7163"dm_p": 0.2047853357082129,7164"dm_stat": 1.2690961425454057165},7166"tarch11__normal__w1000_r5": {7167"n": 781,7168"ratio": 1.0895674404842575,7169"dm_p": 0.19966028502595742,7170"dm_stat": 1.2836081719817147171},7172"tarch11__skewt__w1000_r5": {7173"n": 781,7174"ratio": 1.0929532183442474,7175"dm_p": 0.3192931082302306,7176"dm_stat": 0.996547786092287177},7178"tarch11__t__w1000_r5": {7179"n": 781,7180"ratio": 1.0093019986717613,7181"dm_p": 0.6371088160620036,7182"dm_stat": 0.471929899505554147183}7184},7185"prev_sign=neg": {7186"aparch11__ged__w1000_r5": {7187"n": 1270,7188"ratio": 0.9759144951851246,7189"dm_p": 0.509525375903324,7190"dm_stat": -0.65976342607249747191},7192"aparch11__normal__w1000_r5": {7193"n": 1270,7194"ratio": 1.352943951400609,7195"dm_p": 0.29045607466545587,7196"dm_stat": 1.05756281812485587197},7198"aparch11__skewt__w1000_r5": {7199"n": 1270,7200"ratio": 0.9727973182531522,7201"dm_p": 0.52116499938454,7202"dm_stat": -0.64172907911441627203},7204"aparch11__t__w1000_r5": {7205"n": 1270,7206"ratio": 0.9628690950230853,7207"dm_p": 0.41705033134759734,7208"dm_stat": -0.81181449458943567209},7210"arch5__ged__w1000_r5": {7211"n": 1270,7212"ratio": 0.98663491570188,7213"dm_p": 0.8794205924432539,7214"dm_stat": -0.151734336330711827215},7216"arch5__normal__w1000_r5": {7217"n": 1270,7218"ratio": 0.9984434817267,7219"dm_p": 0.9860429186846008,7220"dm_stat": -0.0174969472316917447221},7222"arch5__skewt__w1000_r5": {7223"n": 1270,7224"ratio": 0.9883023891974102,7225"dm_p": 0.8901138218934196,7226"dm_stat": -0.138187924730752377227},7228"arch5__t__w1000_r5": {7229"n": 1270,7230"ratio": 0.9801840059129726,7231"dm_p": 0.819194210430439,7232"dm_stat": -0.228628883111263347233},7234"avgarch11__ged__w1000_r5": {7235"n": 1270,7236"ratio": 1.1291273650974474,7237"dm_p": 0.3036567868563537,7238"dm_stat": 1.02904039313921427239},7240"avgarch11__normal__w1000_r5": {7241"n": 1270,7242"ratio": 1.1442837787820608,7243"dm_p": 0.28308773486517613,7244"dm_stat": 1.07386412336708837245},7246"avgarch11__skewt__w1000_r5": {7247"n": 1270,7248"ratio": 1.1353545368972828,7249"dm_p": 0.3007708975678018,7250"dm_stat": 1.03520395946346977251},7252"avgarch11__t__w1000_r5": {7253"n": 1270,7254"ratio": 1.1192192288088505,7255"dm_p": 0.31912559435862414,7256"dm_stat": 0.99664759760114527257},7258"cgarch11__ged__w1000_r5": {7259"n": 1270,7260"ratio": 0.935398805165999,7261"dm_p": 0.2565773633124532,7262"dm_stat": -1.13502933715349837263},7264"cgarch11__normal__w1000_r5": {7265"n": 1270,7266"ratio": 0.939635702131873,7267"dm_p": 0.29719611062976087,7268"dm_stat": -1.04289380525650957269},7270"cgarch11__skewt__w1000_r5": {7271"n": 1270,7272"ratio": 0.9448139579127242,7273"dm_p": 0.24398974747640195,7274"dm_stat": -1.16561359055532497275},7276"cgarch11__t__w1000_r5": {7277"n": 1270,7278"ratio": 0.9362056109538566,7279"dm_p": 0.23893188317126976,7280"dm_stat": -1.17821477912755557281},7282"constvar__normal__w1000_r5": {7283"n": 1270,7284"ratio": 2.8592508597691313,7285"dm_p": 0.15626001687246485,7286"dm_stat": 1.41860407581220527287},7288"egarch11__ged__w1000_r5": {7289"n": 1255,7290"ratio": 6350792.9403288895,7291"dm_p": 0.2695201076348604,7292"dm_stat": 1.10465709710872027293},7294"egarch11__normal__w1000_r5": {7295"n": 1262,7296"ratio": 631761.4526856578,7297"dm_p": 0.004399881680487906,7298"dm_stat": 2.85312474325630257299},7300"egarch11__skewt__w1000_r5": {7301"n": 1201,7302"ratio": 160348.79928962517,7303"dm_p": 0.016493709883819773,7304"dm_stat": 2.40117967967186947305},7306"egarch11__t__w1000_r5": {7307"n": 1176,7308"ratio": 218718.424836595,7309"dm_p": 0.1017936000424736,7310"dm_stat": 1.63750093550085587311},7312"ewma094__normal__w1000_r5": {7313"n": 1270,7314"ratio": 0.952374789256039,7315"dm_p": 0.5413808011481923,7316"dm_stat": -0.61089151681149687317},7318"figarch11__ged__w1000_r5": {7319"n": 1270,7320"ratio": 0.9527535051385327,7321"dm_p": 0.4604864153894718,7322"dm_stat": -0.73827079634495757323},7324"figarch11__normal__w1000_r5": {7325"n": 1270,7326"ratio": 0.9526834890135488,7327"dm_p": 0.4724599930802199,7328"dm_stat": -0.71869691389899947329},7330"figarch11__skewt__w1000_r5": {7331"n": 1270,7332"ratio": 0.9569192646869489,7333"dm_p": 0.4347123221039571,7334"dm_stat": -0.78140119471903847335},7336"figarch11__t__w1000_r5": {7337"n": 1270,7338"ratio": 0.9519214189785534,7339"dm_p": 0.42478556904102566,7340"dm_stat": -0.79840383117224517341},7342"garch11__ged__w1000_r5": {7343"n": 1270,7344"ratio": 0.9882868080141045,7345"dm_p": 0.11978887043707964,7346"dm_stat": -1.5567092682001597347},7348"garch11__normal__w1000_r5": {7349"n": 1270,7350"ratio": 1.0,7351"dm_p": 1.0,7352"dm_stat": 0.07353},7354"garch11__skewt__w1000_r5": {7355"n": 1270,7356"ratio": 0.987622863413808,7357"dm_p": 0.25278514018509,7358"dm_stat": -1.14413084903095277359},7360"garch11__t__w1000_r5": {7361"n": 1270,7362"ratio": 0.9774996195364453,7363"dm_p": 0.14309500675147918,7364"dm_stat": -1.4652698924898517365},7366"garch12__ged__w1000_r5": {7367"n": 1270,7368"ratio": 0.9720507160029376,7369"dm_p": 0.3909540051628462,7370"dm_stat": -0.85818204556183237371},7372"garch12__normal__w1000_r5": {7373"n": 1270,7374"ratio": 0.9850485662118548,7375"dm_p": 0.5290668141994294,7376"dm_stat": -0.62960434424465057377},7378"garch12__skewt__w1000_r5": {7379"n": 1270,7380"ratio": 0.9654729267122425,7381"dm_p": 0.38848840878193375,7382"dm_stat": -0.86265821376794227383},7384"garch12__t__w1000_r5": {7385"n": 1270,7386"ratio": 0.9576196413979796,7387"dm_p": 0.32763986440514553,7388"dm_stat": -0.97925658193221017389},7390"garch21__ged__w1000_r5": {7391"n": 1270,7392"ratio": 0.9881666782900965,7393"dm_p": 0.11577541376190396,7394"dm_stat": -1.57383262542916957395},7396"garch21__normal__w1000_r5": {7397"n": 1270,7398"ratio": 1.0006250050376428,7399"dm_p": 0.4010335361697567,7400"dm_stat": 0.84005901815988087401},7402"garch21__skewt__w1000_r5": {7403"n": 1270,7404"ratio": 0.9875748330203463,7405"dm_p": 0.2530394496350988,7406"dm_stat": -1.14351752995469827407},7408"garch21__t__w1000_r5": {7409"n": 1270,7410"ratio": 0.9772452204526506,7411"dm_p": 0.1382392739093252,7412"dm_stat": -1.48331414051509857413},7414"garchm11__ged__w1000_r5": {7415"n": 1270,7416"ratio": 1.0107625233717146,7417"dm_p": 0.5197423199432704,7418"dm_stat": 0.64392208251400837419},7420"garchm11__normal__w1000_r5": {7421"n": 1270,7422"ratio": 1.036485434748475,7423"dm_p": 0.2594763455103807,7424"dm_stat": 1.12813453499230847425},7426"garchm11__skewt__w1000_r5": {7427"n": 1270,7428"ratio": 1.0015200614425537,7429"dm_p": 0.9069103152325777,7430"dm_stat": 0.116959928429895257431},7432"garchm11__t__w1000_r5": {7433"n": 1270,7434"ratio": 0.9911703378658993,7435"dm_p": 0.5030770298875427,7436"dm_stat": -0.66984725548749447437},7438"garchx_rv11__normal__w1000_r5": {7439"n": 1270,7440"ratio": 0.9026789814700774,7441"dm_p": 0.07718179475244293,7442"dm_stat": -1.76871406378551237443},7444"garchx_rv11__t__w1000_r5": {7445"n": 1270,7446"ratio": 0.9103688799243196,7447"dm_p": 0.06833603867176666,7448"dm_stat": -1.82433801681307257449},7450"gas_t11__t__w1000_r5": {7451"n": 1270,7452"ratio": 1.1522888254405281,7453"dm_p": 0.2963601455064885,7454"dm_stat": 1.04470099288800737455},7456"gjr11__ged__w1000_r5": {7457"n": 1270,7458"ratio": 1.0408790242459234,7459"dm_p": 0.3175138910614862,7460"dm_stat": 0.99997365931061317461},7462"gjr11__normal__w1000_r5": {7463"n": 1270,7464"ratio": 1.1076733131683698,7465"dm_p": 0.3137297850060744,7466"dm_stat": 1.0078267152438367467},7468"gjr11__skewt__w1000_r5": {7469"n": 1270,7470"ratio": 1.0304913066561492,7471"dm_p": 0.3092909613516027,7472"dm_stat": 1.01711844614173627473},7474"gjr11__t__w1000_r5": {7475"n": 1270,7476"ratio": 1.0064124108460484,7477"dm_p": 0.6285741421114817,7478"dm_stat": 0.483852350129016067479},7480"har_rv__empirical__w1000_r5": {7481"n": 1270,7482"ratio": 1112235.5785852673,7483"dm_p": 0.2525887177087254,7484"dm_stat": 1.14460485654246717485},7486"heavy11__normal__w1000_r5": {7487"n": 1270,7488"ratio": 0.901410947052788,7489"dm_p": 0.08165149347190344,7490"dm_stat": -1.7425671415707817491},7492"heavy11__t__w1000_r5": {7493"n": 1270,7494"ratio": 0.9010768810725173,7495"dm_p": 0.054398314018989875,7496"dm_stat": -1.9254341878036917497},7498"histvar22__empirical__w1000_r5": {7499"n": 1270,7500"ratio": 1.0339310627756417,7501"dm_p": 0.60503581724143,7502"dm_stat": 0.51730156201314397503},7504"histvar252__empirical__w1000_r5": {7505"n": 1270,7506"ratio": 1.80584252108482,7507"dm_p": 0.04810105158193509,7508"dm_stat": 1.97838685459511627509},7510"histvar66__empirical__w1000_r5": {7511"n": 1270,7512"ratio": 1.177485593033062,7513"dm_p": 0.07796262360881938,7514"dm_stat": 1.76405897520366647515},7516"igarch11__ged__w1000_r5": {7517"n": 1270,7518"ratio": 1.0102187371630251,7519"dm_p": 0.6178521469441506,7520"dm_stat": 0.49901948902603187521},7522"igarch11__normal__w1000_r5": {7523"n": 1270,7524"ratio": 1.0154884654422482,7525"dm_p": 0.33934545221368057,7526"dm_stat": 0.95581955286463667527},7528"igarch11__skewt__w1000_r5": {7529"n": 1270,7530"ratio": 1.010932344532275,7531"dm_p": 0.6578187636174202,7532"dm_stat": 0.44303108303695457533},7534"igarch11__t__w1000_r5": {7535"n": 1270,7536"ratio": 1.0042155187120645,7537"dm_p": 0.8761937057454791,7538"dm_stat": 0.15582759069558587539},7540"loghar_rv__empirical__w1000_r5": {7541"n": 1270,7542"ratio": 1.000040366460151,7543"dm_p": 0.999649896183454,7544"dm_stat": 0.000438876529474539137545},7546"msgarch2__normal__w1000_r5": {7547"n": 1270,7548"ratio": 1.0111598047071837,7549"dm_p": 0.6904410299484265,7550"dm_stat": 0.39834754243648817551},7552"msgarch2__t__w1000_r5": {7553"n": 1270,7554"ratio": 0.985006462061599,7555"dm_p": 0.6230159570836235,7556"dm_stat": -0.491700732930870857557},7558"nagarch11__ged__w1000_r5": {7559"n": 1270,7560"ratio": 1.0190019656085367,7561"dm_p": 0.5464726276028661,7562"dm_stat": 0.6032162569970167563},7564"nagarch11__normal__w1000_r5": {7565"n": 1270,7566"ratio": 1.5411542689725048,7567"dm_p": 0.322017959998195,7568"dm_stat": 0.99070612581975367569},7570"nagarch11__skewt__w1000_r5": {7571"n": 1270,7572"ratio": 1.0117879129381473,7573"dm_p": 0.6400828196211804,7574"dm_stat": 0.46769528312285947575},7576"nagarch11__t__w1000_r5": {7577"n": 1270,7578"ratio": 0.990156729235142,7579"dm_p": 0.47143702768650375,7580"dm_stat": -0.72035838804477387581},7582"qgarch11__ged__w1000_r5": {7583"n": 1270,7584"ratio": 1.0095103327683954,7585"dm_p": 0.725630137733642,7586"dm_stat": 0.351021962175346377587},7588"qgarch11__normal__w1000_r5": {7589"n": 1270,7590"ratio": 1.0554703421181324,7591"dm_p": 0.4228829102104401,7592"dm_stat": 0.80168910312412667593},7594"qgarch11__skewt__w1000_r5": {7595"n": 1270,7596"ratio": 1.0016522991208965,7597"dm_p": 0.9359542706237922,7598"dm_stat": 0.08037174573789717599},7600"qgarch11__t__w1000_r5": {7601"n": 1270,7602"ratio": 0.9818014056456765,7603"dm_p": 0.13198741733804778,7604"dm_stat": -1.50728146609221317605},7606"realgarch11__normal__w1000_r5": {7607"n": 1270,7608"ratio": 1.0642663476182803,7609"dm_p": 0.6306704658481385,7610"dm_stat": 0.4809000096371477611},7612"realgarch11__t__w1000_r5": {7613"n": 1270,7614"ratio": 1.054190062398948,7615"dm_p": 0.6714796304735918,7616"dm_stat": 0.424216775514031647617},7618"rm2006__normal__w1000_r5": {7619"n": 1270,7620"ratio": 0.9599290475557406,7621"dm_p": 0.6474289192154781,7622"dm_stat": -0.4574458505049097623},7624"rm_rw__empirical__w1000_r5": {7625"n": 1270,7626"ratio": 1.4605382593350282,7627"dm_p": 7.82524162584364e-06,7628"dm_stat": 4.4884525135552847629},7630"tarch11__ged__w1000_r5": {7631"n": 1270,7632"ratio": 1.2127576766565076,7633"dm_p": 0.3219869330524312,7634"dm_stat": 0.9907696755074957635},7636"tarch11__normal__w1000_r5": {7637"n": 1270,7638"ratio": 0.9777061532539736,7639"dm_p": 0.4469168399691629,7640"dm_stat": -0.76080173113709597641},7642"tarch11__skewt__w1000_r5": {7643"n": 1270,7644"ratio": 1.0367900550406686,7645"dm_p": 0.4052558045149093,7646"dm_stat": 0.83254896222384967647},7648"tarch11__t__w1000_r5": {7649"n": 1270,7650"ratio": 1.1787227942472,7651"dm_p": 0.3304557846235419,7652"dm_stat": 0.97356968154013297653}7654},7655"prev_sign=pos": {7656"aparch11__ged__w1000_r5": {7657"n": 1452,7658"ratio": 0.9501342873233136,7659"dm_p": 0.16785054712053185,7660"dm_stat": -1.37983332500962897661},7662"aparch11__normal__w1000_r5": {7663"n": 1452,7664"ratio": 0.9769617966714214,7665"dm_p": 0.13215091314614372,7666"dm_stat": -1.5065219005039067667},7668"aparch11__skewt__w1000_r5": {7669"n": 1452,7670"ratio": 0.9451580676945072,7671"dm_p": 0.17488933018267286,7672"dm_stat": -1.35732409558636577673},7674"aparch11__t__w1000_r5": {7675"n": 1452,7676"ratio": 0.9483535136900568,7677"dm_p": 0.1681638687041438,7678"dm_stat": -1.37881644507776657679},7680"arch5__ged__w1000_r5": {7681"n": 1452,7682"ratio": 1.1491587441913813,7683"dm_p": 3.7521514608370963e-06,7684"dm_stat": 4.6425578537689637685},7686"arch5__normal__w1000_r5": {7687"n": 1452,7688"ratio": 1.1570561316594252,7689"dm_p": 1.3724160113034588e-06,7690"dm_stat": 4.8492769241322757691},7692"arch5__skewt__w1000_r5": {7693"n": 1452,7694"ratio": 1.154386891995261,7695"dm_p": 3.936326852119879e-06,7696"dm_stat": 4.6325031099446887697},7698"arch5__t__w1000_r5": {7699"n": 1452,7700"ratio": 1.14397429972863,7701"dm_p": 5.962844560456773e-06,7702"dm_stat": 4.54452936090287457703},7704"avgarch11__ged__w1000_r5": {7705"n": 1452,7706"ratio": 1.0430627594105915,7707"dm_p": 0.08313188714126447,7708"dm_stat": 1.73399206788535077709},7710"avgarch11__normal__w1000_r5": {7711"n": 1452,7712"ratio": 1.0472546471525788,7713"dm_p": 0.04832553546087249,7714"dm_stat": 1.97616243278399137715},7716"avgarch11__skewt__w1000_r5": {7717"n": 1452,7718"ratio": 1.0460779774221003,7719"dm_p": 0.13864777364137418,7720"dm_stat": 1.48166050622574267721},7722"avgarch11__t__w1000_r5": {7723"n": 1452,7724"ratio": 1.0411659967399645,7725"dm_p": 0.13481666561247924,7726"dm_stat": 1.49620900411733847727},7728"cgarch11__ged__w1000_r5": {7729"n": 1452,7730"ratio": 0.9942639357122645,7731"dm_p": 0.6475498229548842,7732"dm_stat": -0.45726390503472397733},7734"cgarch11__normal__w1000_r5": {7735"n": 1452,7736"ratio": 0.9975082790478902,7737"dm_p": 0.842287312543588,7738"dm_stat": -0.19900423499255177739},7740"cgarch11__skewt__w1000_r5": {7741"n": 1452,7742"ratio": 0.9911741726059119,7743"dm_p": 0.4062613550027592,7744"dm_stat": -0.83073263404862327745},7746"cgarch11__t__w1000_r5": {7747"n": 1452,7748"ratio": 0.9881457391131958,7749"dm_p": 0.4419931741013126,7750"dm_stat": -0.76904261093647267751},7752"constvar__normal__w1000_r5": {7753"n": 1452,7754"ratio": 2.234713908133104,7755"dm_p": 0.11468641390409845,7756"dm_stat": 1.57842307288530977757},7758"egarch11__ged__w1000_r5": {7759"n": 1421,7760"ratio": 671423.3739271297,7761"dm_p": 0.002770156067964556,7762"dm_stat": 2.9974065466663947763},7764"egarch11__normal__w1000_r5": {7765"n": 1440,7766"ratio": 665801.8035392232,7767"dm_p": 0.0009568647012818456,7768"dm_stat": 3.30975844125965247769},7770"egarch11__skewt__w1000_r5": {7771"n": 1364,7772"ratio": 475516.84873427055,7773"dm_p": 0.009718815434791998,7774"dm_stat": 2.58932619028705357775},7776"egarch11__t__w1000_r5": {7777"n": 1331,7778"ratio": 276256.28264597553,7779"dm_p": 0.03581204945663545,7780"dm_stat": 2.10119014588142867781},7782"ewma094__normal__w1000_r5": {7783"n": 1452,7784"ratio": 1.005437366475196,7785"dm_p": 0.9162095319187032,7786"dm_stat": 0.105227880713077087787},7788"figarch11__ged__w1000_r5": {7789"n": 1452,7790"ratio": 1.0248210871185548,7791"dm_p": 0.4270006439310343,7792"dm_stat": 0.79455791183908827793},7794"figarch11__normal__w1000_r5": {7795"n": 1452,7796"ratio": 1.0292678390216932,7797"dm_p": 0.3668333875471824,7798"dm_stat": 0.902702966454097799},7800"figarch11__skewt__w1000_r5": {7801"n": 1452,7802"ratio": 1.0232288498445419,7803"dm_p": 0.42378354903437326,7804"dm_stat": 0.80010048681881667805},7806"figarch11__t__w1000_r5": {7807"n": 1452,7808"ratio": 1.023657666510494,7809"dm_p": 0.44436272181548575,7810"dm_stat": 0.76505581318061067811},7812"garch11__ged__w1000_r5": {7813"n": 1452,7814"ratio": 0.9911119439175956,7815"dm_p": 0.0208814243712236,7816"dm_stat": -2.3126463463512067817},7818"garch11__normal__w1000_r5": {7819"n": 1452,7820"ratio": 1.0,7821"dm_p": 1.0,7822"dm_stat": 0.07823},7824"garch11__skewt__w1000_r5": {7825"n": 1452,7826"ratio": 0.9887351734335725,7827"dm_p": 0.025709020713248775,7828"dm_stat": -2.2328778893951397829},7830"garch11__t__w1000_r5": {7831"n": 1452,7832"ratio": 0.9827977771059532,7833"dm_p": 0.0060606004008555946,7834"dm_stat": -2.74852464368744267835},7836"garch12__ged__w1000_r5": {7837"n": 1452,7838"ratio": 0.9923140484250055,7839"dm_p": 0.18367152339500473,7840"dm_stat": -1.33016931313075687841},7842"garch12__normal__w1000_r5": {7843"n": 1452,7844"ratio": 0.9996532287996606,7845"dm_p": 0.9381301268744299,7846"dm_stat": -0.077633714057955627847},7848"garch12__skewt__w1000_r5": {7849"n": 1452,7850"ratio": 1.030996564986971,7851"dm_p": 0.4489652192044281,7852"dm_stat": 0.75734657650626967853},7854"garch12__t__w1000_r5": {7855"n": 1452,7856"ratio": 1.0245850589640577,7857"dm_p": 0.5392671740241233,7858"dm_stat": 0.61406721432269757859},7860"garch21__ged__w1000_r5": {7861"n": 1452,7862"ratio": 0.9903027919712661,7863"dm_p": 0.020563474022844527,7864"dm_stat": -2.3184464643289577865},7866"garch21__normal__w1000_r5": {7867"n": 1452,7868"ratio": 0.9997828849856408,7869"dm_p": 0.7928170202903247,7870"dm_stat": -0.26270271156006187871},7872"garch21__skewt__w1000_r5": {7873"n": 1452,7874"ratio": 0.9893348958109545,7875"dm_p": 0.03644496880847347,7876"dm_stat": -2.09386733797860777877},7878"garch21__t__w1000_r5": {7879"n": 1452,7880"ratio": 0.9837112910770791,7881"dm_p": 0.009733199318323576,7882"dm_stat": -2.5885928613412177883},7884"garchm11__ged__w1000_r5": {7885"n": 1452,7886"ratio": 0.9952656257832131,7887"dm_p": 0.5278511335745345,7888"dm_stat": -0.63144182656668177889},7890"garchm11__normal__w1000_r5": {7891"n": 1452,7892"ratio": 1.004964291213716,7893"dm_p": 0.46133322146027617,7894"dm_stat": 0.7368491307863567895},7896"garchm11__skewt__w1000_r5": {7897"n": 1452,7898"ratio": 0.990632095564181,7899"dm_p": 0.27608812620897005,7900"dm_stat": -1.08955954891698317901},7902"garchm11__t__w1000_r5": {7903"n": 1452,7904"ratio": 0.9874089786138908,7905"dm_p": 0.1578670760549081,7906"dm_stat": -1.41301059349533057907},7908"garchx_rv11__normal__w1000_r5": {7909"n": 1452,7910"ratio": 0.8909720435298554,7911"dm_p": 0.08087555317299704,7912"dm_stat": -1.74684644911851677913},7914"garchx_rv11__t__w1000_r5": {7915"n": 1452,7916"ratio": 0.8876941528885502,7917"dm_p": 0.04793290128837129,7918"dm_stat": -1.97963830088317647919},7920"gas_t11__t__w1000_r5": {7921"n": 1452,7922"ratio": 1.0105616662461554,7923"dm_p": 0.5174707747190256,7924"dm_stat": 0.64740731362349677925},7926"gjr11__ged__w1000_r5": {7927"n": 1452,7928"ratio": 0.9691711119351261,7929"dm_p": 0.07187832676538056,7930"dm_stat": -1.8012036922808487931},7932"gjr11__normal__w1000_r5": {7933"n": 1452,7934"ratio": 0.9690902760868885,7935"dm_p": 0.10044683102784469,7936"dm_stat": -1.64373867539309517937},7938"gjr11__skewt__w1000_r5": {7939"n": 1452,7940"ratio": 0.9665351201773632,7941"dm_p": 0.09078044715181183,7942"dm_stat": -1.69242084417063747943},7944"gjr11__t__w1000_r5": {7945"n": 1452,7946"ratio": 0.9635250928385677,7947"dm_p": 0.07041095711417773,7948"dm_stat": -1.81059093996763887949},7950"har_rv__empirical__w1000_r5": {7951"n": 1452,7952"ratio": 4955078.986933462,7953"dm_p": 0.16765960139541503,7954"dm_stat": 1.3804537360968687955},7956"heavy11__normal__w1000_r5": {7957"n": 1452,7958"ratio": 0.8908476275609174,7959"dm_p": 0.08212588893884756,7960"dm_stat": -1.7396878186298447961},7962"heavy11__t__w1000_r5": {7963"n": 1452,7964"ratio": 0.8852779307287948,7965"dm_p": 0.045715325543769794,7966"dm_stat": -1.99973226147107577967},7968"histvar22__empirical__w1000_r5": {7969"n": 1452,7970"ratio": 1.0420274608813642,7971"dm_p": 0.25015006510955945,7972"dm_stat": 1.15044531461085097973},7974"histvar252__empirical__w1000_r5": {7975"n": 1452,7976"ratio": 1.6489295480581603,7977"dm_p": 0.011174741690726507,7978"dm_stat": 2.54044157859545777979},7980"histvar66__empirical__w1000_r5": {7981"n": 1452,7982"ratio": 1.1861708720351192,7983"dm_p": 0.04809675336391376,7984"dm_stat": 1.97818486870077887985},7986"igarch11__ged__w1000_r5": {7987"n": 1452,7988"ratio": 1.005468050121976,7989"dm_p": 0.7358444355893209,7990"dm_stat": 0.337426207026966247991},7992"igarch11__normal__w1000_r5": {7993"n": 1452,7994"ratio": 1.0053294132320043,7995"dm_p": 0.7308251539799895,7996"dm_stat": 0.34409439786006267997},7998"igarch11__skewt__w1000_r5": {7999"n": 1452,8000"ratio": 1.0087885696398662,8001"dm_p": 0.6240693831630411,8002"dm_stat": 0.4901959133703378003},8004"igarch11__t__w1000_r5": {8005"n": 1452,8006"ratio": 1.0056079245006495,8007"dm_p": 0.7515312675707627,8008"dm_stat": 0.3166809383232128009},8010"loghar_rv__empirical__w1000_r5": {8011"n": 1452,8012"ratio": 0.9079367801959075,8013"dm_p": 0.0014909731216057904,8014"dm_stat": -3.1825146077751258015},8016"msgarch2__normal__w1000_r5": {8017"n": 1452,8018"ratio": 0.9810047264731461,8019"dm_p": 0.587355209503366,8020"dm_stat": -0.54279370507135468021},8022"msgarch2__t__w1000_r5": {8023"n": 1452,8024"ratio": 0.9797359442598413,8025"dm_p": 0.5625245533631611,8026"dm_stat": -0.57922903176433358027},8028"nagarch11__ged__w1000_r5": {8029"n": 1452,8030"ratio": 0.9853367912194917,8031"dm_p": 0.3499682155398744,8032"dm_stat": -0.93495275246316738033},8034"nagarch11__normal__w1000_r5": {8035"n": 1452,8036"ratio": 0.9827814374332003,8037"dm_p": 0.3153225695451811,8038"dm_stat": -1.00446383524597838039},8040"nagarch11__skewt__w1000_r5": {8041"n": 1452,8042"ratio": 0.9829822640587365,8043"dm_p": 0.32071813836679386,8044"dm_stat": -0.99332310241985238045},8046"nagarch11__t__w1000_r5": {8047"n": 1452,8048"ratio": 0.9793511678986693,8049"dm_p": 0.2400719345234333,8050"dm_stat": -1.17528899080654238051},8052"qgarch11__ged__w1000_r5": {8053"n": 1452,8054"ratio": 0.9806510197221764,8055"dm_p": 0.05694329524506577,8056"dm_stat": -1.90526379864159218057},8058"qgarch11__normal__w1000_r5": {8059"n": 1452,8060"ratio": 0.9823132630618847,8061"dm_p": 0.08393104786565099,8062"dm_stat": -1.7295070970823148063},8064"qgarch11__skewt__w1000_r5": {8065"n": 1452,8066"ratio": 0.9764740083466551,8067"dm_p": 0.0381355142086964,8068"dm_stat": -2.07528987683607158069},8070"qgarch11__t__w1000_r5": {8071"n": 1452,8072"ratio": 0.9734273121322885,8073"dm_p": 0.028285973801745197,8074"dm_stat": -2.1954950907447368075},8076"realgarch11__normal__w1000_r5": {8077"n": 1452,8078"ratio": 0.9239559012927417,8079"dm_p": 0.005017973769705969,8080"dm_stat": -2.81017330129119458081},8082"realgarch11__t__w1000_r5": {8083"n": 1452,8084"ratio": 0.9205303906158979,8085"dm_p": 0.002591423143647291,8086"dm_stat": -3.01769434461293258087},8088"rm2006__normal__w1000_r5": {8089"n": 1452,8090"ratio": 1.053883143475228,8091"dm_p": 0.373869113308682,8092"dm_stat": 0.88952375018282948093},8094"rm_rw__empirical__w1000_r5": {8095"n": 1452,8096"ratio": 1.5346926837270431,8097"dm_p": 5.448009144556219e-05,8098"dm_stat": 4.0475764662217368099},8100"tarch11__ged__w1000_r5": {8101"n": 1452,8102"ratio": 1.0066927046105356,8103"dm_p": 0.7008056212833028,8104"dm_stat": 0.38430917482928568105},8106"tarch11__normal__w1000_r5": {8107"n": 1452,8108"ratio": 1.038248217597307,8109"dm_p": 0.3301041002854776,8110"dm_stat": 0.97423127931367798111},8112"tarch11__skewt__w1000_r5": {8113"n": 1452,8114"ratio": 1.0547759292516337,8115"dm_p": 0.35751486754746337,8116"dm_stat": 0.92040362233487848117},8118"tarch11__t__w1000_r5": {8119"n": 1452,8120"ratio": 1.0047995229816513,8121"dm_p": 0.8348286333738368,8122"dm_stat": 0.208550235054688678123}8124},8125"episode=covid": {8126"aparch11__ged__w1000_r5": {8127"n": 92,8128"ratio": 0.8041804801229416,8129"dm_p": 0.26112294068568265,8130"dm_stat": -1.1307708811364868131},8132"aparch11__normal__w1000_r5": {8133"n": 92,8134"ratio": 2.0495925046978782,8135"dm_p": 0.3028514341882595,8136"dm_stat": 1.03620671253711178137},8138"aparch11__skewt__w1000_r5": {8139"n": 92,8140"ratio": 0.7881073910856561,8141"dm_p": 0.30371590957469335,8142"dm_stat": -1.03434494308262338143},8144"aparch11__t__w1000_r5": {8145"n": 92,8146"ratio": 0.7709590580321314,8147"dm_p": 0.25436865621270793,8148"dm_stat": -1.14704811368552738149},8150"arch5__ged__w1000_r5": {8151"n": 92,8152"ratio": 0.748922974920139,8153"dm_p": 0.2668128000481818,8154"dm_stat": -1.11728704720484448155},8156"arch5__normal__w1000_r5": {8157"n": 92,8158"ratio": 0.7507551161373122,8159"dm_p": 0.2720107140656663,8160"dm_stat": -1.1051436953399688161},8162"arch5__skewt__w1000_r5": {8163"n": 92,8164"ratio": 0.7946489698024144,8165"dm_p": 0.3233386981920845,8166"dm_stat": -0.99300900516729188167},8168"arch5__t__w1000_r5": {8169"n": 92,8170"ratio": 0.755791959983328,8171"dm_p": 0.2710050942967126,8172"dm_stat": -1.10748031867135878173},8174"avgarch11__ged__w1000_r5": {8175"n": 92,8176"ratio": 1.4632067548745267,8177"dm_p": 0.23996494159770726,8178"dm_stat": 1.18281158127604368179},8180"avgarch11__normal__w1000_r5": {8181"n": 92,8182"ratio": 1.4854459672908595,8183"dm_p": 0.25009785338198864,8184"dm_stat": 1.15749863441238578185},8186"avgarch11__skewt__w1000_r5": {8187"n": 92,8188"ratio": 1.518402731266305,8189"dm_p": 0.20912393061599152,8190"dm_stat": 1.2649361950455838191},8192"avgarch11__t__w1000_r5": {8193"n": 92,8194"ratio": 1.4618843874798642,8195"dm_p": 0.21934132123747702,8196"dm_stat": 1.23680653964140258197},8198"cgarch11__ged__w1000_r5": {8199"n": 92,8200"ratio": 0.7989180065537753,8201"dm_p": 0.26484887401454804,8202"dm_stat": -1.12191818130090718203},8204"cgarch11__normal__w1000_r5": {8205"n": 92,8206"ratio": 0.7916719030025577,8207"dm_p": 0.25661094191416195,8208"dm_stat": -1.14161095581187178209},8210"cgarch11__skewt__w1000_r5": {8211"n": 92,8212"ratio": 0.854595034964664,8213"dm_p": 0.33590019545794597,8214"dm_stat": -0.96741605890608018215},8216"cgarch11__t__w1000_r5": {8217"n": 92,8218"ratio": 0.8035633105524733,8219"dm_p": 0.26923663846536,8220"dm_stat": -1.1116041368670018221},8222"constvar__normal__w1000_r5": {8223"n": 92,8224"ratio": 8.722388188159528,8225"dm_p": 0.08845252873875714,8226"dm_stat": 1.72207937746194638227},8228"egarch11__ged__w1000_r5": {8229"n": 92,8230"ratio": 17888262.27620039,8231"dm_p": 0.30638646031950434,8232"dm_stat": 1.02861603306251258233},8234"egarch11__normal__w1000_r5": {8235"n": 92,8236"ratio": 1.8833467796981866,8237"dm_p": 0.4448975653410327,8238"dm_stat": 0.76728625231559598239},8240"egarch11__skewt__w1000_r5": {8241"n": 87,8242"ratio": 1.3717434816070333,8243"dm_p": 0.2253411681333939,8244"dm_stat": 1.22121718886478368245},8246"egarch11__t__w1000_r5": {8247"n": 92,8248"ratio": 1.7043306945075494,8249"dm_p": 0.24251627913821594,8250"dm_stat": 1.17636729897838188251},8252"ewma094__normal__w1000_r5": {8253"n": 92,8254"ratio": 0.990730354972732,8255"dm_p": 0.9751822388320869,8256"dm_stat": -0.03119513282596188257},8258"figarch11__ged__w1000_r5": {8259"n": 92,8260"ratio": 0.8289701726494745,8261"dm_p": 0.46246218343580225,8262"dm_stat": -0.73791928640826658263},8264"figarch11__normal__w1000_r5": {8265"n": 92,8266"ratio": 0.8296926324558822,8267"dm_p": 0.47556533781237864,8268"dm_stat": -0.71642212749332288269},8270"figarch11__skewt__w1000_r5": {8271"n": 92,8272"ratio": 0.8553116708161554,8273"dm_p": 0.4860832407694857,8274"dm_stat": -0.69940445370789478275},8276"figarch11__t__w1000_r5": {8277"n": 92,8278"ratio": 0.8372196411390113,8279"dm_p": 0.46517679396520917,8280"dm_stat": -0.73343776651112528281},8282"garch11__ged__w1000_r5": {8283"n": 92,8284"ratio": 0.9736721309276085,8285"dm_p": 0.26776893279260805,8286"dm_stat": -1.11504101684463798287},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": 0.9789462859523931,8297"dm_p": 0.5603911661834181,8298"dm_stat": -0.58440909906557998299},8300"garch11__t__w1000_r5": {8301"n": 92,8302"ratio": 0.9441288147868232,8303"dm_p": 0.28018231035327995,8304"dm_stat": -1.08637534492823658305},8306"garch12__ged__w1000_r5": {8307"n": 92,8308"ratio": 0.8929417851673088,8309"dm_p": 0.28148665041367626,8310"dm_stat": -1.08341476091681148311},8312"garch12__normal__w1000_r5": {8313"n": 92,8314"ratio": 0.9229482013477956,8315"dm_p": 0.285099480970939,8316"dm_stat": -1.07526344473724248317},8318"garch12__skewt__w1000_r5": {8319"n": 92,8320"ratio": 1.0112519001080613,8321"dm_p": 0.9355847047601996,8322"dm_stat": 0.081044296124267338323},8324"garch12__t__w1000_r5": {8325"n": 92,8326"ratio": 0.9896645794790752,8327"dm_p": 0.9434826803362958,8328"dm_stat": -0.071089305973355448329},8330"garch21__ged__w1000_r5": {8331"n": 92,8332"ratio": 0.973707257282947,8333"dm_p": 0.26798694699739417,8334"dm_stat": -1.11452966936970738335},8336"garch21__normal__w1000_r5": {8337"n": 92,8338"ratio": 0.9999205019248582,8339"dm_p": 0.24730820937327969,8340"dm_stat": -1.16439337572090228341},8342"garch21__skewt__w1000_r5": {8343"n": 92,8344"ratio": 0.9789239728669142,8345"dm_p": 0.5600771928140778,8346"dm_stat": -0.58487795949666618347},8348"garch21__t__w1000_r5": {8349"n": 92,8350"ratio": 0.9441714526253226,8351"dm_p": 0.2802564337027516,8352"dm_stat": -1.08620684545899958353},8354"garchm11__ged__w1000_r5": {8355"n": 92,8356"ratio": 1.0573574597785864,8357"dm_p": 0.3413335427203627,8358"dm_stat": 0.95654050597143268359},8360"garchm11__normal__w1000_r5": {8361"n": 92,8362"ratio": 1.1285111579641773,8363"dm_p": 0.12772382431358317,8364"dm_stat": 1.53716090789889778365},8366"garchm11__skewt__w1000_r5": {8367"n": 92,8368"ratio": 1.028550467754097,8369"dm_p": 0.6357429150201436,8370"dm_stat": 0.47525651550642718371},8372"garchm11__t__w1000_r5": {8373"n": 92,8374"ratio": 0.998870445068112,8375"dm_p": 0.9864969991836726,8376"dm_stat": -0.0169708814888670448377},8378"garchx_rv11__normal__w1000_r5": {8379"n": 92,8380"ratio": 0.6555283760093092,8381"dm_p": 0.19351388383836943,8382"dm_stat": -1.30993840866717468383},8384"garchx_rv11__t__w1000_r5": {8385"n": 92,8386"ratio": 0.6922040710371747,8387"dm_p": 0.18691421292456986,8388"dm_stat": -1.32978057813978028389},8390"gas_t11__t__w1000_r5": {8391"n": 92,8392"ratio": 1.4837211684992493,8393"dm_p": 0.28603005065757386,8394"dm_stat": 1.0731754026977758395},8396"gjr11__ged__w1000_r5": {8397"n": 92,8398"ratio": 1.0792056969325505,8399"dm_p": 0.5294115159692244,8400"dm_stat": 0.63132370989497198401},8402"gjr11__normal__w1000_r5": {8403"n": 92,8404"ratio": 1.2766755313334937,8405"dm_p": 0.39229473185635655,8406"dm_stat": 0.85955207407476118407},8408"gjr11__skewt__w1000_r5": {8409"n": 92,8410"ratio": 1.0515712772296464,8411"dm_p": 0.6092797361473743,8412"dm_stat": 0.51287759414539268413},8414"gjr11__t__w1000_r5": {8415"n": 92,8416"ratio": 0.9798314118686259,8417"dm_p": 0.7404418077208162,8418"dm_stat": -0.33228027503190778419},8420"har_rv__empirical__w1000_r5": {8421"n": 92,8422"ratio": 20025417.34131225,8423"dm_p": 0.041155936193023046,8424"dm_stat": 2.07136238966688078425},8426"heavy11__normal__w1000_r5": {8427"n": 92,8428"ratio": 0.664998763226583,8429"dm_p": 0.20637810325230654,8430"dm_stat": -1.27266751425823428431},8432"heavy11__t__w1000_r5": {8433"n": 92,8434"ratio": 0.6963500885312088,8435"dm_p": 0.19348435827689267,8436"dm_stat": -1.31002604299417688437},8438"histvar22__empirical__w1000_r5": {8439"n": 92,8440"ratio": 0.9866898182196887,8441"dm_p": 0.9525691002572365,8442"dm_stat": -0.0596450849691318458443},8444"histvar252__empirical__w1000_r5": {8445"n": 92,8446"ratio": 3.494487069956792,8447"dm_p": 0.08473251623548886,8448"dm_stat": 1.74287993985313528449},8450"histvar66__empirical__w1000_r5": {8451"n": 92,8452"ratio": 2.084774598865342,8453"dm_p": 0.001364913716247731,8454"dm_stat": 3.3038048891038398455},8456"igarch11__ged__w1000_r5": {8457"n": 92,8458"ratio": 1.024935431601255,8459"dm_p": 0.7531067738449742,8460"dm_stat": 0.315496938926147838461},8462"igarch11__normal__w1000_r5": {8463"n": 92,8464"ratio": 1.0355438124520902,8465"dm_p": 0.587621980858417,8466"dm_stat": 0.54421873882059918467},8468"igarch11__skewt__w1000_r5": {8469"n": 92,8470"ratio": 1.0450288657727722,8471"dm_p": 0.6445120621081835,8472"dm_stat": 0.46294069586178918473},8474"igarch11__t__w1000_r5": {8475"n": 92,8476"ratio": 1.0123826914764567,8477"dm_p": 0.9053470051292982,8478"dm_stat": 0.11924133353889218479},8480"loghar_rv__empirical__w1000_r5": {8481"n": 92,8482"ratio": 1.196036940190339,8483"dm_p": 0.5574305241588711,8484"dm_stat": 0.5888354289942818485},8486"msgarch2__normal__w1000_r5": {8487"n": 92,8488"ratio": 0.9754444443018635,8489"dm_p": 0.8073389083010752,8490"dm_stat": -0.244571432775270028491},8492"msgarch2__t__w1000_r5": {8493"n": 92,8494"ratio": 0.9334591721524595,8495"dm_p": 0.512312594068992,8496"dm_stat": -0.65782286994365698497},8498"nagarch11__ged__w1000_r5": {8499"n": 92,8500"ratio": 1.0668160372606823,8501"dm_p": 0.44929500302691855,8502"dm_stat": 0.75987238951118278503},8504"nagarch11__normal__w1000_r5": {8505"n": 92,8506"ratio": 2.6761466835543346,8507"dm_p": 0.3157900951540173,8508"dm_stat": 1.00870642167214028509},8510"nagarch11__skewt__w1000_r5": {8511"n": 92,8512"ratio": 1.0565351780434773,8513"dm_p": 0.4454960925956451,8514"dm_stat": 0.76627467988072138515},8516"nagarch11__t__w1000_r5": {8517"n": 92,8518"ratio": 0.984824865986136,8519"dm_p": 0.7134106475664328,8520"dm_stat": -0.36842688900644388521},8522"qgarch11__ged__w1000_r5": {8523"n": 92,8524"ratio": 1.0578196652648846,8525"dm_p": 0.44129621750412723,8526"dm_stat": 0.77338964212873018527},8528"qgarch11__normal__w1000_r5": {8529"n": 92,8530"ratio": 1.192674029014838,8531"dm_p": 0.35165881143898764,8532"dm_stat": 0.93617912094134138533},8534"qgarch11__skewt__w1000_r5": {8535"n": 92,8536"ratio": 1.046288486192721,8537"dm_p": 0.42293186937347255,8538"dm_stat": 0.8049758025148438539},8540"qgarch11__t__w1000_r5": {8541"n": 92,8542"ratio": 0.9786712618139954,8543"dm_p": 0.5247639583716313,8544"dm_stat": -0.63848147040081778545},8546"realgarch11__normal__w1000_r5": {8547"n": 92,8548"ratio": 1.3330320785029128,8549"dm_p": 0.41099700737278433,8550"dm_stat": 0.82594231090164278551},8552"realgarch11__t__w1000_r5": {8553"n": 92,8554"ratio": 1.3163180095169973,8555"dm_p": 0.42102762555173184,8556"dm_stat": 0.80829711375937538557},8558"rm2006__normal__w1000_r5": {8559"n": 92,8560"ratio": 0.8814098951111408,8561"dm_p": 0.7100814688867793,8562"dm_stat": -0.37291156067719278563},8564"rm_rw__empirical__w1000_r5": {8565"n": 92,8566"ratio": 0.43854036993133455,8567"dm_p": 0.17976826971523754,8568"dm_stat": -1.35186757324504948569},8570"tarch11__ged__w1000_r5": {8571"n": 92,8572"ratio": 1.701037338953125,8573"dm_p": 0.2868174311909503,8574"dm_stat": 1.07141229449821328575},8576"tarch11__normal__w1000_r5": {8577"n": 92,8578"ratio": 1.046306957225997,8579"dm_p": 0.7223907513109323,8580"dm_stat": 0.356366882049759368581},8582"tarch11__skewt__w1000_r5": {8583"n": 92,8584"ratio": 1.3374404142873668,8585"dm_p": 0.1279278382839274,8586"dm_stat": 1.53632771337863938587},8588"tarch11__t__w1000_r5": {8589"n": 92,8590"ratio": 1.6412683506474197,8591"dm_p": 0.2563979135048838,8592"dm_stat": 1.14212606702191498593}8594},8595"episode=none": {8596"aparch11__ged__w1000_r5": {8597"n": 2338,8598"ratio": 0.9860284849520652,8599"dm_p": 0.1258017321671207,8600"dm_stat": -1.53141691625577678601},8602"aparch11__normal__w1000_r5": {8603"n": 2338,8604"ratio": 0.9894628588807463,8605"dm_p": 0.23605276608461168,8606"dm_stat": -1.18521547720445148607},8608"aparch11__skewt__w1000_r5": {8609"n": 2338,8610"ratio": 0.9821718600626957,8611"dm_p": 0.09230802641275639,8612"dm_stat": -1.6840371690524728613},8614"aparch11__t__w1000_r5": {8615"n": 2338,8616"ratio": 0.9834113430507093,8617"dm_p": 0.11767094831283587,8618"dm_stat": -1.56520197219561948619},8620"arch5__ged__w1000_r5": {8621"n": 2338,8622"ratio": 1.1148388189783043,8623"dm_p": 2.419770191105471e-05,8624"dm_stat": 4.2306739824844518625},8626"arch5__normal__w1000_r5": {8627"n": 2338,8628"ratio": 1.126355346841426,8629"dm_p": 7.234727741848135e-06,8630"dm_stat": 4.4968250475118628631},8632"arch5__skewt__w1000_r5": {8633"n": 2338,8634"ratio": 1.1055976081618044,8635"dm_p": 5.5142955814982454e-05,8636"dm_stat": 4.04014512725486258637},8638"arch5__t__w1000_r5": {8639"n": 2338,8640"ratio": 1.105284361512949,8641"dm_p": 5.6892359752537286e-05,8642"dm_stat": 4.0327629255440598643},8644"avgarch11__ged__w1000_r5": {8645"n": 2338,8646"ratio": 1.0199443854059747,8647"dm_p": 0.0665163747536995,8648"dm_stat": 1.8357854813977038649},8650"avgarch11__normal__w1000_r5": {8651"n": 2338,8652"ratio": 1.0259225641855356,8653"dm_p": 0.021679882286633104,8654"dm_stat": 2.2974712941752148655},8656"avgarch11__skewt__w1000_r5": {8657"n": 2338,8658"ratio": 1.0159662259671096,8659"dm_p": 0.13317796724180603,8660"dm_stat": 1.5022100695694768661},8662"avgarch11__t__w1000_r5": {8663"n": 2338,8664"ratio": 1.013708942775441,8665"dm_p": 0.19712672567459721,8666"dm_stat": 1.2901485506239448667},8668"cgarch11__ged__w1000_r5": {8669"n": 2338,8670"ratio": 1.0101784399005582,8671"dm_p": 0.22668337748497328,8672"dm_stat": 1.20926498840081648673},8674"cgarch11__normal__w1000_r5": {8675"n": 2338,8676"ratio": 1.016785146236675,8677"dm_p": 0.028942039799846657,8678"dm_stat": 2.18562437714265738679},8680"cgarch11__skewt__w1000_r5": {8681"n": 2338,8682"ratio": 0.9991779867977286,8683"dm_p": 0.9205227802811199,8684"dm_stat": -0.09978600174210998685},8686"cgarch11__t__w1000_r5": {8687"n": 2338,8688"ratio": 1.00585009814523,8689"dm_p": 0.5573631923851494,8690"dm_stat": 0.58684693889333438691},8692"constvar__normal__w1000_r5": {8693"n": 2338,8694"ratio": 1.4998964055804347,8695"dm_p": 1.1438981714671697e-20,8696"dm_stat": 9.4101432157641448697},8698"egarch11__ged__w1000_r5": {8699"n": 2292,8700"ratio": 883224.8567889782,8701"dm_p": 0.0002632701533947475,8702"dm_stat": 3.6547012317101848703},8704"egarch11__normal__w1000_r5": {8705"n": 2318,8706"ratio": 929178.353266406,8707"dm_p": 3.390277024917844e-05,8708"dm_stat": 4.1536789938877788709},8710"egarch11__skewt__w1000_r5": {8711"n": 2186,8712"ratio": 418746.1617554528,8713"dm_p": 0.0024589166084549065,8714"dm_stat": 3.0318797127982768715},8716"egarch11__t__w1000_r5": {8717"n": 2128,8718"ratio": 360983.1191102381,8719"dm_p": 0.01198817658957614,8720"dm_stat": 2.51465340821525148721},8722"ewma094__normal__w1000_r5": {8723"n": 2338,8724"ratio": 1.0085929073542386,8725"dm_p": 0.6568209027498694,8726"dm_stat": 0.44436355561983718727},8728"figarch11__ged__w1000_r5": {8729"n": 2338,8730"ratio": 1.0266287191562216,8731"dm_p": 0.0609377144038348,8732"dm_stat": 1.8748519824970588733},8734"figarch11__normal__w1000_r5": {8735"n": 2338,8736"ratio": 1.0286652275706416,8737"dm_p": 0.058537612336816654,8738"dm_stat": 1.8925770433136438739},8740"figarch11__skewt__w1000_r5": {8741"n": 2338,8742"ratio": 1.0237787423512095,8743"dm_p": 0.07861387325044446,8744"dm_stat": 1.75955642184378768745},8746"figarch11__t__w1000_r5": {8747"n": 2338,8748"ratio": 1.0252747086540088,8749"dm_p": 0.06574353409148702,8750"dm_stat": 1.84103212466463288751},8752"garch11__ged__w1000_r5": {8753"n": 2338,8754"ratio": 0.9911226346452143,8755"dm_p": 0.013440941566299727,8756"dm_stat": -2.47374872178477738757},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": 0.9864107936706538,8767"dm_p": 0.002363489272255065,8768"dm_stat": -3.0436267949616798769},8770"garch11__t__w1000_r5": {8771"n": 2338,8772"ratio": 0.9848591737389871,8773"dm_p": 0.0020886407499467754,8774"dm_stat": -3.08078001684430768775},8776"garch12__ged__w1000_r5": {8777"n": 2338,8778"ratio": 0.9943471100968709,8779"dm_p": 0.18458147682846862,8780"dm_stat": -1.32717187330822278781},8782"garch12__normal__w1000_r5": {8783"n": 2338,8784"ratio": 1.002266308978215,8785"dm_p": 0.4098717143777618,8786"dm_stat": 0.82426746771382048787},8788"garch12__skewt__w1000_r5": {8789"n": 2338,8790"ratio": 0.9904993515024297,8791"dm_p": 0.09723877622583924,8792"dm_stat": -1.65905557347438178793},8794"garch12__t__w1000_r5": {8795"n": 2338,8796"ratio": 0.987353447128694,8797"dm_p": 0.029115622678754713,8798"dm_stat": -2.18326291319638258799},8800"garch21__ged__w1000_r5": {8801"n": 2338,8802"ratio": 0.9902276792055578,8803"dm_p": 0.010717546581472141,8804"dm_stat": -2.55382781051109968805},8806"garch21__normal__w1000_r5": {8807"n": 2338,8808"ratio": 0.9998630031212223,8809"dm_p": 0.8470810689389143,8810"dm_stat": -0.192865492755565978811},8812"garch21__skewt__w1000_r5": {8813"n": 2338,8814"ratio": 0.9866468248582358,8815"dm_p": 0.0032222435515025546,8816"dm_stat": -2.94875272044128028817},8818"garch21__t__w1000_r5": {8819"n": 2338,8820"ratio": 0.9851853221717358,8821"dm_p": 0.0027748727839035483,8822"dm_stat": -2.99482297034672178823},8824"garchm11__ged__w1000_r5": {8825"n": 2338,8826"ratio": 0.9908058528364153,8827"dm_p": 0.012202701064332902,8828"dm_stat": -2.5081812375618848829},8830"garchm11__normal__w1000_r5": {8831"n": 2338,8832"ratio": 0.9997288560855776,8833"dm_p": 0.7113148631804046,8834"dm_stat": -0.3701357812197728835},8836"garchm11__skewt__w1000_r5": {8837"n": 2338,8838"ratio": 0.9854543754602626,8839"dm_p": 0.001315718528930391,8840"dm_stat": -3.21642366569645738841},8842"garchm11__t__w1000_r5": {8843"n": 2338,8844"ratio": 0.9852928728060687,8845"dm_p": 0.0015646849688920404,8846"dm_stat": -3.16613667802593358847},8848"garchx_rv11__normal__w1000_r5": {8849"n": 2338,8850"ratio": 0.9482915435103563,8851"dm_p": 0.0015645636338852964,8852"dm_stat": -3.16615933269257258853},8854"garchx_rv11__t__w1000_r5": {8855"n": 2338,8856"ratio": 0.9422737549305474,8857"dm_p": 8.39692214104428e-05,8858"dm_stat": -3.939718161905098859},8860"gas_t11__t__w1000_r5": {8861"n": 2338,8862"ratio": 1.0007500406933922,8863"dm_p": 0.9027231026114565,8864"dm_stat": 0.122235398259174048865},8866"gjr11__ged__w1000_r5": {8867"n": 2338,8868"ratio": 0.9890308383448246,8869"dm_p": 0.20802990558200848,8870"dm_stat": -1.25934944107956988871},8872"gjr11__normal__w1000_r5": {8873"n": 2338,8874"ratio": 0.991720738088762,8875"dm_p": 0.28740616204343544,8876"dm_stat": -1.0640716737488068877},8878"gjr11__skewt__w1000_r5": {8879"n": 2338,8880"ratio": 0.9842066522113764,8881"dm_p": 0.12338564970289399,8882"dm_stat": -1.54127338138608428883},8884"gjr11__t__w1000_r5": {8885"n": 2338,8886"ratio": 0.9824115087154306,8887"dm_p": 0.11047539985444722,8888"dm_stat": -1.59666590201188928889},8890"har_rv__empirical__w1000_r5": {8891"n": 2338,8892"ratio": 0.9603915301067452,8893"dm_p": 0.10517506450877301,8894"dm_stat": -1.62089499816752948895},8896"heavy11__normal__w1000_r5": {8897"n": 2338,8898"ratio": 0.9472952028816474,8899"dm_p": 0.0041726563141405125,8900"dm_stat": -2.8676295637603568901},8902"heavy11__t__w1000_r5": {8903"n": 2338,8904"ratio": 0.9363850996967577,8905"dm_p": 0.000723057042313712,8906"dm_stat": -3.38518411980144948907},8908"histvar22__empirical__w1000_r5": {8909"n": 2338,8910"ratio": 1.0728243040243728,8911"dm_p": 0.012368660559815576,8912"dm_stat": 2.50339140279729838913},8914"histvar252__empirical__w1000_r5": {8915"n": 2338,8916"ratio": 1.4282687937087408,8917"dm_p": 1.7420198875096975e-07,8918"dm_stat": 5.2408097953458598919},8920"histvar66__empirical__w1000_r5": {8921"n": 2338,8922"ratio": 1.038118330992028,8923"dm_p": 0.14285873057619095,8924"dm_stat": 1.4657213916779448925},8926"igarch11__ged__w1000_r5": {8927"n": 2338,8928"ratio": 1.008577852673773,8929"dm_p": 0.2523012054786104,8930"dm_stat": 1.1450608422660198931},8932"igarch11__normal__w1000_r5": {8933"n": 2338,8934"ratio": 1.008905848187129,8935"dm_p": 0.21384044215330203,8936"dm_stat": 1.24341288851248698937},8938"igarch11__skewt__w1000_r5": {8939"n": 2338,8940"ratio": 1.0085019691783408,8941"dm_p": 0.3146106756181485,8942"dm_stat": 1.0058108898046768943},8944"igarch11__t__w1000_r5": {8945"n": 2338,8946"ratio": 1.0084937622696413,8947"dm_p": 0.29866398265696115,8948"dm_stat": 1.03953401437558228949},8950"loghar_rv__empirical__w1000_r5": {8951"n": 2338,8952"ratio": 0.9179643596450656,8953"dm_p": 0.0001343933910968932,8954"dm_stat": -3.82463813543471348955},8956"msgarch2__normal__w1000_r5": {8957"n": 2338,8958"ratio": 1.0128738200984306,8959"dm_p": 0.5211364089313851,8960"dm_stat": 0.64169154806467388961},8962"msgarch2__t__w1000_r5": {8963"n": 2338,8964"ratio": 1.0144300711155119,8965"dm_p": 0.4759679263670957,8966"dm_stat": 0.71291759548972628967},8968"nagarch11__ged__w1000_r5": {8969"n": 2338,8970"ratio": 0.9887300052036594,8971"dm_p": 0.342073585080186,8972"dm_stat": -0.95026951492812948973},8974"nagarch11__normal__w1000_r5": {8975"n": 2338,8976"ratio": 0.9902311048139957,8977"dm_p": 0.42641468553061795,8978"dm_stat": -0.79548075743559158979},8980"nagarch11__skewt__w1000_r5": {8981"n": 2338,8982"ratio": 0.9829895318937818,8983"dm_p": 0.14527944396422005,8984"dm_stat": -1.4568959592472178985},8986"nagarch11__t__w1000_r5": {8987"n": 2338,8988"ratio": 0.9829355456853861,8989"dm_p": 0.14361251956158533,8990"dm_stat": -1.46296100790154918991},8992"qgarch11__ged__w1000_r5": {8993"n": 2338,8994"ratio": 0.9814612243062316,8995"dm_p": 0.09896807299755557,8996"dm_stat": -1.65053430638163058997},8998"qgarch11__normal__w1000_r5": {8999"n": 2338,9000"ratio": 0.984863894268719,9001"dm_p": 0.18971885323982549,9002"dm_stat": -1.31179293847682199003},9004"qgarch11__skewt__w1000_r5": {9005"n": 2338,9006"ratio": 0.9743211826460444,9007"dm_p": 0.025857725339669672,9008"dm_stat": -2.2297647944359829009},9010"qgarch11__t__w1000_r5": {9011"n": 2338,9012"ratio": 0.9750907448513022,9013"dm_p": 0.028290006875505678,9014"dm_stat": -2.1946052235332139015},9016"realgarch11__normal__w1000_r5": {9017"n": 2338,9018"ratio": 0.9469179690668243,9019"dm_p": 0.0034460227049043684,9020"dm_stat": -2.92786049667097549021},9022"realgarch11__t__w1000_r5": {9023"n": 2338,9024"ratio": 0.9430054732824265,9025"dm_p": 0.0016197124503486645,9026"dm_stat": -3.15602554585142159027},9028"rm2006__normal__w1000_r5": {9029"n": 2338,9030"ratio": 1.079204319021314,9031"dm_p": 0.01851732541232633,9032"dm_stat": 2.35675836864459149033},9034"rm_rw__empirical__w1000_r5": {9035"n": 2338,9036"ratio": 1.780495236315625,9037"dm_p": 5.842880717562538e-28,9038"dm_stat": 11.1052766118539779039},9040"tarch11__ged__w1000_r5": {9041"n": 2338,9042"ratio": 1.0045395818064144,9043"dm_p": 0.7386280620273373,9044"dm_stat": 0.33371037098194649045},9046"tarch11__normal__w1000_r5": {9047"n": 2338,9048"ratio": 1.0084738799725055,9049"dm_p": 0.5381876193334478,9050"dm_stat": 0.61564677997023829051},9052"tarch11__skewt__w1000_r5": {9053"n": 2338,9054"ratio": 0.9992887724789283,9055"dm_p": 0.9574005858260325,9056"dm_stat": -0.053421569391085479057},9058"tarch11__t__w1000_r5": {9059"n": 2338,9060"ratio": 0.9937633980101265,9061"dm_p": 0.6352835325455171,9062"dm_stat": -0.474365607790893939063}9064},9065"episode=rate_shock_2022": {9066"aparch11__ged__w1000_r5": {9067"n": 251,9068"ratio": 0.9886841013811677,9069"dm_p": 0.7088445312374267,9070"dm_stat": -0.37383417453610669071},9072"aparch11__normal__w1000_r5": {9073"n": 251,9074"ratio": 0.9886937221151063,9075"dm_p": 0.629719969387951,9076"dm_stat": -0.48271577910630619077},9078"aparch11__skewt__w1000_r5": {9079"n": 251,9080"ratio": 1.0025224142773286,9081"dm_p": 0.947019244609526,9082"dm_stat": 0.066517178711822039083},9084"aparch11__t__w1000_r5": {9085"n": 251,9086"ratio": 0.9970922796675691,9087"dm_p": 0.942124122287761,9088"dm_stat": -0.072673402745917629089},9090"arch5__ged__w1000_r5": {9091"n": 251,9092"ratio": 1.3886249763620642,9093"dm_p": 0.003986007867839422,9094"dm_stat": 2.9062473543094579095},9096"arch5__normal__w1000_r5": {9097"n": 251,9098"ratio": 1.4011867422629072,9099"dm_p": 0.003426840542254527,9100"dm_stat": 2.95484668650034679101},9102"arch5__skewt__w1000_r5": {9103"n": 251,9104"ratio": 1.4141125639797016,9105"dm_p": 0.0036090094924690216,9106"dm_stat": 2.93826379517516279107},9108"arch5__t__w1000_r5": {9109"n": 251,9110"ratio": 1.3867207771622008,9111"dm_p": 0.004096767250882742,9112"dm_stat": 2.8973671224415859113},9114"avgarch11__ged__w1000_r5": {9115"n": 251,9116"ratio": 0.9619343147205032,9117"dm_p": 0.4561049715624531,9118"dm_stat": -0.74643675685224629119},9120"avgarch11__normal__w1000_r5": {9121"n": 251,9122"ratio": 0.9769297517461467,9123"dm_p": 0.6358237704676396,9124"dm_stat": -0.474126163855403579125},9126"avgarch11__skewt__w1000_r5": {9127"n": 251,9128"ratio": 0.9554876762975861,9129"dm_p": 0.3701357283751188,9130"dm_stat": -0.89783807446357619131},9132"avgarch11__t__w1000_r5": {9133"n": 251,9134"ratio": 0.9552597945446181,9135"dm_p": 0.3861283596792767,9136"dm_stat": -0.8681801281968349137},9138"cgarch11__ged__w1000_r5": {9139"n": 251,9140"ratio": 0.9419906121405934,9141"dm_p": 0.1436587496925537,9142"dm_stat": -1.46690483096667889143},9144"cgarch11__normal__w1000_r5": {9145"n": 251,9146"ratio": 0.9408105652170641,9147"dm_p": 0.1089675829377953,9148"dm_stat": -1.60859230722940629149},9150"cgarch11__skewt__w1000_r5": {9151"n": 251,9152"ratio": 0.9668041726459718,9153"dm_p": 0.33916784488058704,9154"dm_stat": -0.95764326148626919155},9156"cgarch11__t__w1000_r5": {9157"n": 251,9158"ratio": 0.9449091044116333,9159"dm_p": 0.17915539744418849,9160"dm_stat": -1.34713852134404379161},9162"constvar__normal__w1000_r5": {9163"n": 251,9164"ratio": 0.9394404513912071,9165"dm_p": 0.6775291151097497,9166"dm_stat": -0.41632538154877699167},9168"egarch11__ged__w1000_r5": {9169"n": 251,9170"ratio": 0.9009975309798551,9171"dm_p": 0.11504745964764598,9172"dm_stat": -1.58141504762693449173},9174"egarch11__normal__w1000_r5": {9175"n": 251,9176"ratio": 0.9105175352365117,9177"dm_p": 0.1300390403796614,9178"dm_stat": -1.51894860713293529179},9180"egarch11__skewt__w1000_r5": {9181"n": 251,9182"ratio": 0.8977370245997491,9183"dm_p": 0.11117563931639603,9184"dm_stat": -1.59858619785344689185},9186"egarch11__t__w1000_r5": {9187"n": 251,9188"ratio": 0.8955457366302194,9189"dm_p": 0.12284229101663634,9190"dm_stat": -1.5481867051598679191},9192"ewma094__normal__w1000_r5": {9193"n": 251,9194"ratio": 0.772134846214825,9195"dm_p": 0.047964382244285335,9196"dm_stat": -1.98744372658224759197},9198"figarch11__ged__w1000_r5": {9199"n": 251,9200"ratio": 0.9988670248913625,9201"dm_p": 0.9492714556180062,9202"dm_stat": -0.063685607822712039203},9204"figarch11__normal__w1000_r5": {9205"n": 251,9206"ratio": 0.9991918605384602,9207"dm_p": 0.958638682150597,9208"dm_stat": -0.0519139911870688749209},9210"figarch11__skewt__w1000_r5": {9211"n": 251,9212"ratio": 1.0022944738871444,9213"dm_p": 0.8954698184801281,9214"dm_stat": 0.131519908413712179215},9216"figarch11__t__w1000_r5": {9217"n": 251,9218"ratio": 1.0017850275938516,9219"dm_p": 0.923842262116,9220"dm_stat": 0.095691486117639429221},9222"garch11__ged__w1000_r5": {9223"n": 251,9224"ratio": 1.0029489285571478,9225"dm_p": 0.6162052864045686,9226"dm_stat": 0.50186342802236339227},9228"garch11__normal__w1000_r5": {9229"n": 251,9230"ratio": 1.0,9231"dm_p": 1.0,9232"dm_stat": 0.09233},9234"garch11__skewt__w1000_r5": {9235"n": 251,9236"ratio": 1.0173625857753759,9237"dm_p": 0.22648712371775886,9238"dm_stat": 1.2124436430794429239},9240"garch11__t__w1000_r5": {9241"n": 251,9242"ratio": 1.0039318582792667,9243"dm_p": 0.676250696073327,9244"dm_stat": 0.41807563653631179245},9246"garch12__ged__w1000_r5": {9247"n": 251,9248"ratio": 1.0044783751092567,9249"dm_p": 0.781631377630335,9250"dm_stat": 0.27749238735445799251},9252"garch12__normal__w1000_r5": {9253"n": 251,9254"ratio": 1.0015541933358438,9255"dm_p": 0.9182649814163126,9256"dm_stat": 0.102723234392706669257},9258"garch12__skewt__w1000_r5": {9259"n": 251,9260"ratio": 1.019374094114133,9261"dm_p": 0.34247583751831584,9262"dm_stat": 0.95109281659141319263},9264"garch12__t__w1000_r5": {9265"n": 251,9266"ratio": 1.0058956145933322,9267"dm_p": 0.7527754181915021,9268"dm_stat": 0.3153283466439489269},9270"garch21__ged__w1000_r5": {9271"n": 251,9272"ratio": 1.004342493288074,9273"dm_p": 0.4596361919928349,9274"dm_stat": 0.74059143661660369275},9276"garch21__normal__w1000_r5": {9277"n": 251,9278"ratio": 1.002817202080312,9279"dm_p": 0.1330965470469135,9280"dm_stat": 1.5069089064681399281},9282"garch21__skewt__w1000_r5": {9283"n": 251,9284"ratio": 1.018741653401388,9285"dm_p": 0.20290213227256637,9286"dm_stat": 1.27667350679711169287},9288"garch21__t__w1000_r5": {9289"n": 251,9290"ratio": 1.00509012228667,9291"dm_p": 0.5835883980674681,9292"dm_stat": 0.54886435387544469293},9294"garchm11__ged__w1000_r5": {9295"n": 251,9296"ratio": 1.005463550053468,9297"dm_p": 0.3493575352032628,9298"dm_stat": 0.93759487572913619299},9300"garchm11__normal__w1000_r5": {9301"n": 251,9302"ratio": 1.0045951246449065,9303"dm_p": 0.04723947652335545,9304"dm_stat": 1.9939898425856129305},9306"garchm11__skewt__w1000_r5": {9307"n": 251,9308"ratio": 1.0235476991762664,9309"dm_p": 0.13257446706290432,9310"dm_stat": 1.50894935503882629311},9312"garchm11__t__w1000_r5": {9313"n": 251,9314"ratio": 1.0058282776760916,9315"dm_p": 0.5198554581105281,9316"dm_stat": 0.64447947415500489317},9318"garchx_rv11__normal__w1000_r5": {9319"n": 251,9320"ratio": 0.8908562865767375,9321"dm_p": 0.35384508563822836,9322"dm_stat": -0.92888420478098719323},9324"garchx_rv11__t__w1000_r5": {9325"n": 251,9326"ratio": 0.8949787425593034,9327"dm_p": 0.3731463155864621,9328"dm_stat": -0.89219508868407789329},9330"gas_t11__t__w1000_r5": {9331"n": 251,9332"ratio": 1.0032117982485218,9333"dm_p": 0.9112122662393688,9334"dm_stat": 0.111622539109752999335},9336"gjr11__ged__w1000_r5": {9337"n": 251,9338"ratio": 0.994730376666661,9339"dm_p": 0.862298898085116,9340"dm_stat": -0.17362727610763329341},9342"gjr11__normal__w1000_r5": {9343"n": 251,9344"ratio": 0.9910722290536582,9345"dm_p": 0.7013783542146127,9346"dm_stat": -0.38390069116189849347},9348"gjr11__skewt__w1000_r5": {9349"n": 251,9350"ratio": 1.0092176310676235,9351"dm_p": 0.8078649173776714,9352"dm_stat": 0.243439067893105969353},9354"gjr11__t__w1000_r5": {9355"n": 251,9356"ratio": 1.0029361092242997,9357"dm_p": 0.9409334118946622,9358"dm_stat": 0.074171278160593869359},9360"har_rv__empirical__w1000_r5": {9361"n": 251,9362"ratio": 1.0503224288210353,9363"dm_p": 0.7025757046465898,9364"dm_stat": 0.382283720708973049365},9366"heavy11__normal__w1000_r5": {9367"n": 251,9368"ratio": 0.8910398672057995,9369"dm_p": 0.3831933483383953,9370"dm_stat": -0.87356532095711549371},9372"heavy11__t__w1000_r5": {9373"n": 251,9374"ratio": 0.8929134408512857,9375"dm_p": 0.38410434369498775,9376"dm_stat": -0.87189110793443659377},9378"histvar22__empirical__w1000_r5": {9379"n": 251,9380"ratio": 0.8351391191105757,9381"dm_p": 0.1269922888085112,9382"dm_stat": -1.53116788007729329383},9384"histvar252__empirical__w1000_r5": {9385"n": 251,9386"ratio": 1.224188903582791,9387"dm_p": 0.2563558731264401,9388"dm_stat": 1.13764981746741289389},9390"histvar66__empirical__w1000_r5": {9391"n": 251,9392"ratio": 0.7835911000352197,9393"dm_p": 0.12089120146524973,9394"dm_stat": -1.55634444219196129395},9396"igarch11__ged__w1000_r5": {9397"n": 251,9398"ratio": 0.9820799049351415,9399"dm_p": 0.42604678320897293,9400"dm_stat": -0.79727692141711789401},9402"igarch11__normal__w1000_r5": {9403"n": 251,9404"ratio": 0.9852379223254978,9405"dm_p": 0.4540838508118347,9406"dm_stat": -0.74979388986105179407},9408"igarch11__skewt__w1000_r5": {9409"n": 251,9410"ratio": 0.9779919943405703,9411"dm_p": 0.35062563582556383,9412"dm_stat": -0.93512620298237299413},9414"igarch11__t__w1000_r5": {9415"n": 251,9416"ratio": 0.9798685346362405,9417"dm_p": 0.4090553843481975,9418"dm_stat": -0.8269475356668839419},9420"loghar_rv__empirical__w1000_r5": {9421"n": 251,9422"ratio": 0.8360685002488453,9423"dm_p": 0.23284166884560922,9424"dm_stat": -1.19596920186235849425},9426"msgarch2__normal__w1000_r5": {9427"n": 251,9428"ratio": 0.9977125583045782,9429"dm_p": 0.9547653496824329,9430"dm_stat": -0.0567805656261170669431},9432"msgarch2__t__w1000_r5": {9433"n": 251,9434"ratio": 0.9229946296372451,9435"dm_p": 0.24159701845842516,9436"dm_stat": -1.17378783341425469437},9438"nagarch11__ged__w1000_r5": {9439"n": 251,9440"ratio": 0.9659035936496361,9441"dm_p": 0.1897039380198931,9442"dm_stat": -1.31503241274444269443},9444"nagarch11__normal__w1000_r5": {9445"n": 251,9446"ratio": 0.966318531178413,9447"dm_p": 0.10804799191250279,9448"dm_stat": -1.61280717517200749449},9450"nagarch11__skewt__w1000_r5": {9451"n": 251,9452"ratio": 0.9690297348604272,9453"dm_p": 0.3225127489513107,9454"dm_stat": -0.99126887363143779455},9456"nagarch11__t__w1000_r5": {9457"n": 251,9458"ratio": 0.9620439803386359,9459"dm_p": 0.2582611374948693,9460"dm_stat": -1.13309192253161479461},9462"qgarch11__ged__w1000_r5": {9463"n": 251,9464"ratio": 0.9938727333168152,9465"dm_p": 0.6483718543768282,9466"dm_stat": -0.45657656003474439467},9468"qgarch11__normal__w1000_r5": {9469"n": 251,9470"ratio": 0.9901011476260964,9471"dm_p": 0.3137413062620635,9472"dm_stat": -1.00943654959414339473},9474"qgarch11__skewt__w1000_r5": {9475"n": 251,9476"ratio": 1.0072212180341245,9477"dm_p": 0.6970407078469515,9478"dm_stat": 0.389766975700070469479},9480"qgarch11__t__w1000_r5": {9481"n": 251,9482"ratio": 0.9955256965948415,9483"dm_p": 0.7968980773529049,9484"dm_stat": -0.25763821376136899485},9486"realgarch11__normal__w1000_r5": {9487"n": 251,9488"ratio": 0.832203810031581,9489"dm_p": 0.22185483073708054,9490"dm_stat": -1.22466324438361079491},9492"realgarch11__t__w1000_r5": {9493"n": 251,9494"ratio": 0.8221032798909026,9495"dm_p": 0.1931308657189815,9496"dm_stat": -1.3048878366108739497},9498"rm2006__normal__w1000_r5": {9499"n": 251,9500"ratio": 0.7889000421884846,9501"dm_p": 0.03862516601162765,9502"dm_stat": -2.07912864337036579503},9504"rm_rw__empirical__w1000_r5": {9505"n": 251,9506"ratio": 1.4337045037249594,9507"dm_p": 0.01288983179417908,9508"dm_stat": 2.5047864027468239509},9510"tarch11__ged__w1000_r5": {9511"n": 251,9512"ratio": 0.9248185618223873,9513"dm_p": 0.257636507005904,9514"dm_stat": -1.13458360974339419515},9516"tarch11__normal__w1000_r5": {9517"n": 251,9518"ratio": 0.9401149813834344,9519"dm_p": 0.33349574415008393,9520"dm_stat": -0.96897180418491159521},9522"tarch11__skewt__w1000_r5": {9523"n": 251,9524"ratio": 0.9277283141570142,9525"dm_p": 0.2767470838349217,9526"dm_stat": -1.0900354050997579527},9528"tarch11__t__w1000_r5": {9529"n": 251,9530"ratio": 0.9220514639786183,9531"dm_p": 0.2724786829534449,9532"dm_stat": -1.09979654895320739533}9534}9535},9536"5": {9537"vol_tercile=high": {9538"aparch11__ged__w1000_r5": {9539"n": 1193,9540"ratio": 0.825775563117318,9541"dm_p": 0.3185922910072912,9542"dm_stat": -0.99777228859879379543},9544"aparch11__normal__w1000_r5": {9545"n": 1193,9546"ratio": 1.4293527191159878,9547"dm_p": 0.2914625947743843,9548"dm_stat": 1.0553861893715769549},9550"aparch11__skewt__w1000_r5": {9551"n": 1193,9552"ratio": 0.7986641038079637,9553"dm_p": 0.3285213107889537,9554"dm_stat": -0.97749738050809179555},9556"aparch11__t__w1000_r5": {9557"n": 1193,9558"ratio": 0.801540310611463,9559"dm_p": 0.3262047098053275,9560"dm_stat": -0.98219172813287519561},9562"arch5__ged__w1000_r5": {9563"n": 1193,9564"ratio": 1.0029159013576636,9565"dm_p": 0.9786576408458363,9566"dm_stat": 0.0267574863112431059567},9568"arch5__normal__w1000_r5": {9569"n": 1193,9570"ratio": 1.0032874517456534,9571"dm_p": 0.9757568509838488,9572"dm_stat": 0.0303953381373186649573},9574"arch5__skewt__w1000_r5": {9575"n": 1193,9576"ratio": 1.0156199920261442,9577"dm_p": 0.8837589067626835,9578"dm_stat": 0.146237148702025989579},9580"arch5__t__w1000_r5": {9581"n": 1193,9582"ratio": 0.9983038702032596,9583"dm_p": 0.9881315079706895,9584"dm_stat": -0.0148786183187533529585},9586"avgarch11__ged__w1000_r5": {9587"n": 1193,9588"ratio": 1.2989191533568054,9589"dm_p": 0.28558727599242373,9590"dm_stat": 1.06833156855016869591},9592"avgarch11__normal__w1000_r5": {9593"n": 1193,9594"ratio": 1.3116413598440884,9595"dm_p": 0.28074740980003093,9596"dm_stat": 1.07913152278972569597},9598"avgarch11__skewt__w1000_r5": {9599"n": 1193,9600"ratio": 1.3145956534144936,9601"dm_p": 0.28283216531147115,9602"dm_stat": 1.0744641159353089603},9604"avgarch11__t__w1000_r5": {9605"n": 1193,9606"ratio": 1.2892442968323368,9607"dm_p": 0.2898858710999402,9608"dm_stat": 1.05884284806984899609},9610"cgarch11__ged__w1000_r5": {9611"n": 1193,9612"ratio": 0.9337816187412792,9613"dm_p": 0.334571609173032,9614"dm_stat": -0.9653374771389329615},9616"cgarch11__normal__w1000_r5": {9617"n": 1193,9618"ratio": 0.9343821302055962,9619"dm_p": 0.35182952704025494,9620"dm_stat": -0.93141114913894249621},9622"cgarch11__skewt__w1000_r5": {9623"n": 1193,9624"ratio": 0.9497621305746826,9625"dm_p": 0.3366846625539871,9626"dm_stat": -0.96112415887653679627},9628"cgarch11__t__w1000_r5": {9629"n": 1193,9630"ratio": 0.9354166197065437,9631"dm_p": 0.33114173714724643,9632"dm_stat": -0.97221319365390359633},9634"constvar__normal__w1000_r5": {9635"n": 1193,9636"ratio": 3.4040028494252046,9637"dm_p": 0.20009154106393687,9638"dm_stat": 1.2820011055673739639},9640"egarch11__ged__w1000_r5": {9641"n": 1183,9642"ratio": 35682206.10530863,9643"dm_p": 0.2842385895201114,9644"dm_stat": 1.07133263278206969645},9646"egarch11__normal__w1000_r5": {9647"n": 1193,9648"ratio": 1850515.3608669383,9649"dm_p": 0.037273390040856065,9650"dm_stat": 2.0850911122697769651},9652"egarch11__skewt__w1000_r5": {9653"n": 1146,9654"ratio": 655426.6212544318,9655"dm_p": 0.3057011044134191,9656"dm_stat": 1.02474258812610369657},9658"egarch11__t__w1000_r5": {9659"n": 1125,9660"ratio": 755492.3426601415,9661"dm_p": 0.20210384330261785,9662"dm_stat": 1.27632631432639199663},9664"ewma094__normal__w1000_r5": {9665"n": 1193,9666"ratio": 0.7630789814149304,9667"dm_p": 0.38088637640375184,9668"dm_stat": -0.87658929559316459669},9670"figarch11__ged__w1000_r5": {9671"n": 1193,9672"ratio": 0.9069415698032504,9673"dm_p": 0.5121581679713011,9674"dm_stat": -0.65567751216416249675},9676"figarch11__normal__w1000_r5": {9677"n": 1193,9678"ratio": 0.9110038337129887,9679"dm_p": 0.5321418460856887,9680"dm_stat": -0.62492201485112129681},9682"figarch11__skewt__w1000_r5": {9683"n": 1193,9684"ratio": 0.9060674090980841,9685"dm_p": 0.48242532384959036,9686"dm_stat": -0.70262715372932089687},9688"figarch11__t__w1000_r5": {9689"n": 1193,9690"ratio": 0.8956571811073399,9691"dm_p": 0.47633012687983173,9692"dm_stat": -0.71244266960630259693},9694"garch11__ged__w1000_r5": {9695"n": 1193,9696"ratio": 0.9812551865380419,9697"dm_p": 0.27269439934661005,9698"dm_stat": -1.09738581998039289699},9700"garch11__normal__w1000_r5": {9701"n": 1193,9702"ratio": 1.0,9703"dm_p": 1.0,9704"dm_stat": 0.09705},9706"garch11__skewt__w1000_r5": {9707"n": 1193,9708"ratio": 0.9782624564652438,9709"dm_p": 0.39626047120835856,9710"dm_stat": -0.84862482674547539711},9712"garch11__t__w1000_r5": {9713"n": 1193,9714"ratio": 0.9578522892804476,9715"dm_p": 0.2835830135699507,9716"dm_stat": -1.07278881795214969717},9718"garch12__ged__w1000_r5": {9719"n": 1193,9720"ratio": 0.94629653853448,9721"dm_p": 0.19335198736229817,9722"dm_stat": -1.30146157471439349723},9724"garch12__normal__w1000_r5": {9725"n": 1193,9726"ratio": 0.9741813639670422,9727"dm_p": 0.14171821859554745,9728"dm_stat": -1.47039680801533169729},9730"garch12__skewt__w1000_r5": {9731"n": 1193,9732"ratio": 0.9531335595349305,9733"dm_p": 0.22504152713346756,9734"dm_stat": -1.2138602904217129735},9736"garch12__t__w1000_r5": {9737"n": 1193,9738"ratio": 0.9344863835398155,9739"dm_p": 0.19345794081224138,9740"dm_stat": -1.30115181111030269741},9742"garch21__ged__w1000_r5": {9743"n": 1193,9744"ratio": 0.982641710710471,9745"dm_p": 0.31017128373391684,9746"dm_stat": -1.01529494937391129747},9748"garch21__normal__w1000_r5": {9749"n": 1193,9750"ratio": 1.0015972302491474,9751"dm_p": 0.08821724937029707,9752"dm_stat": 1.70627564940650219753},9754"garch21__skewt__w1000_r5": {9755"n": 1193,9756"ratio": 0.9797675550934136,9757"dm_p": 0.4306965672053083,9758"dm_stat": -0.78826821400875389759},9760"garch21__t__w1000_r5": {9761"n": 1193,9762"ratio": 0.9595805728980289,9763"dm_p": 0.30370392071929175,9764"dm_stat": -1.02896700889228479765},9766"garchm11__ged__w1000_r5": {9767"n": 1193,9768"ratio": 0.9995620237311843,9769"dm_p": 0.9829295599258662,9770"dm_stat": -0.0214007462920538659771},9772"garchm11__normal__w1000_r5": {9773"n": 1193,9774"ratio": 1.0328720933599886,9775"dm_p": 0.2533159094546708,9776"dm_stat": 1.14288481765274669777},9778"garchm11__skewt__w1000_r5": {9779"n": 1193,9780"ratio": 0.9847598145462345,9781"dm_p": 0.6287966649394741,9782"dm_stat": -0.483546354752205869783},9784"garchm11__t__w1000_r5": {9785"n": 1193,9786"ratio": 0.9655904044406127,9787"dm_p": 0.4114911727891622,9788"dm_stat": -0.82156083812257469789},9790"garchx_rv11__normal__w1000_r5": {9791"n": 1193,9792"ratio": 0.7120615242728889,9793"dm_p": 0.24803269581416276,9794"dm_stat": -1.15570681149445429795},9796"garchx_rv11__t__w1000_r5": {9797"n": 1193,9798"ratio": 0.7067437634417612,9799"dm_p": 0.23955601335542495,9800"dm_stat": -1.17668541015431079801},9802"gas_t11__t__w1000_r5": {9803"n": 1193,9804"ratio": 1.3065223006666613,9805"dm_p": 0.2786679168763416,9806"dm_stat": 1.08381068240895469807},9808"gjr11__ged__w1000_r5": {9809"n": 1193,9810"ratio": 1.0370656960356228,9811"dm_p": 0.39551770270180236,9812"dm_stat": 0.84996054970024299813},9814"gjr11__normal__w1000_r5": {9815"n": 1193,9816"ratio": 1.1253445578687071,9817"dm_p": 0.3331326756225831,9818"dm_stat": 0.96821647132597549819},9820"gjr11__skewt__w1000_r5": {9821"n": 1193,9822"ratio": 1.0181528613637285,9823"dm_p": 0.5756215899609113,9824"dm_stat": 0.55994583770529059825},9826"gjr11__t__w1000_r5": {9827"n": 1193,9828"ratio": 0.983709517402685,9829"dm_p": 0.6434331549741444,9830"dm_stat": -0.463021946914962239831},9832"har_rv__empirical__w1000_r5": {9833"n": 1193,9834"ratio": 3171385.863068336,9835"dm_p": 0.2389664412691773,9836"dm_stat": 1.17816384730076839837},9838"heavy11__normal__w1000_r5": {9839"n": 1193,9840"ratio": 0.707694266414757,9841"dm_p": 0.24212402015547257,9842"dm_stat": -1.17027554284475629843},9844"heavy11__t__w1000_r5": {9845"n": 1193,9846"ratio": 0.6989403243711413,9847"dm_p": 0.22803489771705643,9848"dm_stat": -1.2060568526146319849},9850"histvar22__empirical__w1000_r5": {9851"n": 1193,9852"ratio": 0.8488811465578643,9853"dm_p": 0.47503892563713396,9854"dm_stat": -0.71453079132689269855},9856"histvar252__empirical__w1000_r5": {9857"n": 1193,9858"ratio": 2.0000953833644703,9859"dm_p": 0.1089381118425906,9860"dm_stat": 1.60418531818750639861},9862"histvar66__empirical__w1000_r5": {9863"n": 1193,9864"ratio": 1.310403573333557,9865"dm_p": 0.0700435639218841,9866"dm_stat": 1.81325727459210989867},9868"igarch11__ged__w1000_r5": {9869"n": 1193,9870"ratio": 0.9685144058626767,9871"dm_p": 0.6498746461423988,9872"dm_stat": -0.454051185107154149873},9874"igarch11__normal__w1000_r5": {9875"n": 1193,9876"ratio": 0.9825444841634494,9877"dm_p": 0.7515182585038004,9878"dm_stat": -0.316711130555653759879},9880"igarch11__skewt__w1000_r5": {9881"n": 1193,9882"ratio": 0.9597144738715254,9883"dm_p": 0.629812800679931,9884"dm_stat": -0.482114948730946969885},9886"igarch11__t__w1000_r5": {9887"n": 1193,9888"ratio": 0.9464507521588162,9889"dm_p": 0.5628734107741036,9890"dm_stat": -0.57874080819248759891},9892"loghar_rv__empirical__w1000_r5": {9893"n": 1193,9894"ratio": 1.1314747905583815,9895"dm_p": 0.5282143726791652,9896"dm_stat": 0.63091909786251359897},9898"msgarch2__normal__w1000_r5": {9899"n": 1193,9900"ratio": 0.944222681349836,9901"dm_p": 0.3995920648902401,9902"dm_stat": -0.84265213824332919903},9904"msgarch2__t__w1000_r5": {9905"n": 1193,9906"ratio": 0.9245290755314142,9907"dm_p": 0.3928198830616989,9908"dm_stat": -0.85482486480627979909},9910"nagarch11__ged__w1000_r5": {9911"n": 1193,9912"ratio": 1.0163443927182585,9913"dm_p": 0.6684516939368489,9914"dm_stat": 0.42838025091087629915},9916"nagarch11__normal__w1000_r5": {9917"n": 1193,9918"ratio": 1.6345414485283711,9919"dm_p": 0.31739416025610834,9920"dm_stat": 1.00024665249763819921},9922"nagarch11__skewt__w1000_r5": {9923"n": 1193,9924"ratio": 0.9999532619573693,9925"dm_p": 0.9985946245881103,9926"dm_stat": -0.00176174723904787269927},9928"nagarch11__t__w1000_r5": {9929"n": 1193,9930"ratio": 0.9611324214345912,9931"dm_p": 0.1661438043926678,9932"dm_stat": -1.38554914210839999933},9934"qgarch11__ged__w1000_r5": {9935"n": 1193,9936"ratio": 1.0232036457322733,9937"dm_p": 0.4986445318734756,9938"dm_stat": 0.67683095971554339939},9940"qgarch11__normal__w1000_r5": {9941"n": 1193,9942"ratio": 1.097840219671747,9943"dm_p": 0.3537070140229359,9944"dm_stat": 0.92778483281280989945},9946"qgarch11__skewt__w1000_r5": {9947"n": 1193,9948"ratio": 1.0063006584190837,9949"dm_p": 0.7521901455429467,9950"dm_stat": 0.315825638003794049951},9952"qgarch11__t__w1000_r5": {9953"n": 1193,9954"ratio": 0.9673916007627343,9955"dm_p": 0.17701894434150348,9956"dm_stat": -1.3507903937502069957},9958"realgarch11__normal__w1000_r5": {9959"n": 1193,9960"ratio": 1.0788938629160323,9961"dm_p": 0.5747546696026529,9962"dm_stat": 0.56121763360720889963},9964"realgarch11__t__w1000_r5": {9965"n": 1193,9966"ratio": 1.0630522868924053,9967"dm_p": 0.6282965667062287,9968"dm_stat": 0.484251195135679939969},9970"rm2006__normal__w1000_r5": {9971"n": 1193,9972"ratio": 0.7363283369172601,9973"dm_p": 0.3776500511495923,9974"dm_stat": -0.8825635913118169975},9976"rm_rw__empirical__w1000_r5": {9977"n": 1193,9978"ratio": 1.1221853330490132,9979"dm_p": 0.7607692981212768,9980"dm_stat": 0.30454050486718159981},9982"tarch11__ged__w1000_r5": {9983"n": 1193,9984"ratio": 1.3666947292098084,9985"dm_p": 0.2982555452942291,9986"dm_stat": 1.0406359865912929987},9988"tarch11__normal__w1000_r5": {9989"n": 1193,9990"ratio": 1.206681849731209,9991"dm_p": 0.2908111578268716,9992"dm_stat": 1.0568128070270699993},9994"tarch11__skewt__w1000_r5": {9995"n": 1193,9996"ratio": 1.5984271420253964,9997"dm_p": 0.27828178316769575,9998"dm_stat": 1.08468215389281449999},10000"tarch11__t__w1000_r5": {10001"n": 1193,10002"ratio": 1.362439699528306,10003"dm_p": 0.29166847502679216,10004"dm_stat": 1.054935767286926610005}10006},10007"vol_tercile=low": {10008"aparch11__ged__w1000_r5": {10009"n": 839,10010"ratio": 0.9698202973792693,10011"dm_p": 0.016349159775915723,10012"dm_stat": -2.405881355325604410013},10014"aparch11__normal__w1000_r5": {10015"n": 839,10016"ratio": 0.977189360095895,10017"dm_p": 0.1059091339026814,10018"dm_stat": -1.618602324361293510019},10020"aparch11__skewt__w1000_r5": {10021"n": 839,10022"ratio": 0.9695907556864203,10023"dm_p": 0.14959633158778657,10024"dm_stat": -1.442282471681488610025},10026"aparch11__t__w1000_r5": {10027"n": 839,10028"ratio": 0.963305246669645,10029"dm_p": 0.0887357198928792,10030"dm_stat": -1.704086061990196310031},10032"arch5__ged__w1000_r5": {10033"n": 839,10034"ratio": 1.3910388088379966,10035"dm_p": 0.009469460804821993,10036"dm_stat": 2.600621452725558710037},10038"arch5__normal__w1000_r5": {10039"n": 839,10040"ratio": 1.4105849647140092,10041"dm_p": 0.007673561978907988,10042"dm_stat": 2.672569095947207310043},10044"arch5__skewt__w1000_r5": {10045"n": 839,10046"ratio": 1.3762375725582128,10047"dm_p": 0.01031144126163563,10048"dm_stat": 2.571019905635269610049},10050"arch5__t__w1000_r5": {10051"n": 839,10052"ratio": 1.375276243423407,10053"dm_p": 0.010494440456022134,10054"dm_stat": 2.564872713430841310055},10056"avgarch11__ged__w1000_r5": {10057"n": 839,10058"ratio": 1.0171267421087657,10059"dm_p": 0.736283546975057,10060"dm_stat": 0.3368908349235331710061},10062"avgarch11__normal__w1000_r5": {10063"n": 839,10064"ratio": 1.0227117478884007,10065"dm_p": 0.6718684505998842,10066"dm_stat": 0.423734142282187410067},10068"avgarch11__skewt__w1000_r5": {10069"n": 839,10070"ratio": 1.0158751954163645,10071"dm_p": 0.7294220177268669,10072"dm_stat": 0.34601004137940110073},10074"avgarch11__t__w1000_r5": {10075"n": 839,10076"ratio": 1.0159373783777448,10077"dm_p": 0.7367519396717226,10078"dm_stat": 0.336269355019285410079},10080"cgarch11__ged__w1000_r5": {10081"n": 839,10082"ratio": 0.9682099092199005,10083"dm_p": 0.07645637896708166,10084"dm_stat": -1.77381779468163410085},10086"cgarch11__normal__w1000_r5": {10087"n": 839,10088"ratio": 0.9718518051667261,10089"dm_p": 0.0898526793328648,10090"dm_stat": -1.69813945637507410091},10092"cgarch11__skewt__w1000_r5": {10093"n": 839,10094"ratio": 0.967410217110466,10095"dm_p": 0.10964414142898705,10096"dm_stat": -1.601495244861920410097},10098"cgarch11__t__w1000_r5": {10099"n": 839,10100"ratio": 0.968117636542957,10101"dm_p": 0.16250552203708682,10102"dm_stat": -1.39792489914064510103},10104"constvar__normal__w1000_r5": {10105"n": 839,10106"ratio": 1.7050614515210494,10107"dm_p": 0.00021457120087262633,10108"dm_stat": 3.71750729599152410109},10110"egarch11__ged__w1000_r5": {10111"n": 805,10112"ratio": 13135738.714175778,10113"dm_p": 0.009678483601160784,10114"dm_stat": 2.593312168395992810115},10116"egarch11__normal__w1000_r5": {10117"n": 827,10118"ratio": 12632579.757264603,10119"dm_p": 0.001714846952300786,10120"dm_stat": 3.145942285614711210121},10122"egarch11__skewt__w1000_r5": {10123"n": 777,10124"ratio": 4829509.705432139,10125"dm_p": 0.010614274744740625,10126"dm_stat": 2.561359429603373710127},10128"egarch11__t__w1000_r5": {10129"n": 753,10130"ratio": 4957264.720131415,10131"dm_p": 0.02107784572198389,10132"dm_stat": 2.311443488976995510133},10134"ewma094__normal__w1000_r5": {10135"n": 839,10136"ratio": 1.1418673737826248,10137"dm_p": 0.11861475612782017,10138"dm_stat": 1.56221557001870710139},10140"figarch11__ged__w1000_r5": {10141"n": 839,10142"ratio": 0.962312119718879,10143"dm_p": 0.4413417549444961,10144"dm_stat": -0.770295445401993610145},10146"figarch11__normal__w1000_r5": {10147"n": 839,10148"ratio": 0.9674792786172524,10149"dm_p": 0.5386811894830711,10150"dm_stat": -0.615061342193066310151},10152"figarch11__skewt__w1000_r5": {10153"n": 839,10154"ratio": 0.9556817252236248,10155"dm_p": 0.33834315639654317,10156"dm_stat": -0.95799186885988410157},10158"figarch11__t__w1000_r5": {10159"n": 839,10160"ratio": 0.9579661527953093,10161"dm_p": 0.36745096188738546,10162"dm_stat": -0.901745896690581910163},10164"garch11__ged__w1000_r5": {10165"n": 839,10166"ratio": 0.9885561057394544,10167"dm_p": 0.3269319522884354,10168"dm_stat": -0.980886210560847710169},10170"garch11__normal__w1000_r5": {10171"n": 839,10172"ratio": 1.0,10173"dm_p": 1.0,10174"dm_stat": 0.010175},10176"garch11__skewt__w1000_r5": {10177"n": 839,10178"ratio": 0.9875769356552879,10179"dm_p": 0.48832123680235734,10180"dm_stat": -0.69328751802354810181},10182"garch11__t__w1000_r5": {10183"n": 839,10184"ratio": 0.9805336081627897,10185"dm_p": 0.31953647760546083,10186"dm_stat": -0.996002414775080210187},10188"garch12__ged__w1000_r5": {10189"n": 839,10190"ratio": 0.9860419358122051,10191"dm_p": 0.20434904461051603,10192"dm_stat": -1.270247511222303510193},10194"garch12__normal__w1000_r5": {10195"n": 839,10196"ratio": 0.9963502161381174,10197"dm_p": 0.1392932465371658,10198"dm_stat": -1.479834492809598810199},10200"garch12__skewt__w1000_r5": {10201"n": 839,10202"ratio": 0.9860994591245955,10203"dm_p": 0.42717328211980693,10204"dm_stat": -0.794424464679683310205},10206"garch12__t__w1000_r5": {10207"n": 839,10208"ratio": 0.9743657885118062,10209"dm_p": 0.19005235318625627,10210"dm_stat": -1.311487394570679510211},10212"garch21__ged__w1000_r5": {10213"n": 839,10214"ratio": 0.985129549945185,10215"dm_p": 0.27467844208790704,10216"dm_stat": -1.093067137892529810217},10218"garch21__normal__w1000_r5": {10219"n": 839,10220"ratio": 1.0002777522681217,10221"dm_p": 0.92540131802459,10222"dm_stat": 0.0936603976450378210223},10224"garch21__skewt__w1000_r5": {10225"n": 839,10226"ratio": 0.9862444103214631,10227"dm_p": 0.44404658269019326,10228"dm_stat": -0.76574009714963110229},10230"garch21__t__w1000_r5": {10231"n": 839,10232"ratio": 0.9797563285016067,10233"dm_p": 0.30073418218785813,10234"dm_stat": -1.035500002182771210235},10236"garchm11__ged__w1000_r5": {10237"n": 839,10238"ratio": 0.9879879660804344,10239"dm_p": 0.34188747521256413,10240"dm_stat": -0.950982451585955710241},10242"garchm11__normal__w1000_r5": {10243"n": 839,10244"ratio": 0.9977237438187673,10245"dm_p": 0.49269966907025364,10246"dm_stat": -0.686322409271703210247},10248"garchm11__skewt__w1000_r5": {10249"n": 839,10250"ratio": 0.9853518997297597,10251"dm_p": 0.42259908312975,10252"dm_stat": -0.802313530806878110253},10254"garchm11__t__w1000_r5": {10255"n": 839,10256"ratio": 0.9801066876060486,10257"dm_p": 0.2778548426469839,10258"dm_stat": -1.085856271344319410259},10260"garchx_rv11__normal__w1000_r5": {10261"n": 839,10262"ratio": 0.8977849988866534,10263"dm_p": 0.04283063475459069,10264"dm_stat": -2.028445214610558710265},10266"garchx_rv11__t__w1000_r5": {10267"n": 839,10268"ratio": 0.9093911132870578,10269"dm_p": 0.012717830760356668,10270"dm_stat": -2.496943113029881410271},10272"gas_t11__t__w1000_r5": {10273"n": 839,10274"ratio": 0.9883640642596935,10275"dm_p": 0.45922097863806166,10276"dm_stat": -0.740472130159089210277},10278"gjr11__ged__w1000_r5": {10279"n": 839,10280"ratio": 0.9720057789538878,10281"dm_p": 0.11718813244686613,10282"dm_stat": -1.568302160711803510283},10284"gjr11__normal__w1000_r5": {10285"n": 839,10286"ratio": 0.9778173093291574,10287"dm_p": 0.13852329527790253,10288"dm_stat": -1.482725572835618810289},10290"gjr11__skewt__w1000_r5": {10291"n": 839,10292"ratio": 0.9627010641294401,10293"dm_p": 0.10733977399966566,10294"dm_stat": -1.611993998200503810295},10296"gjr11__t__w1000_r5": {10297"n": 839,10298"ratio": 0.9565244093744745,10299"dm_p": 0.06533759619690813,10300"dm_stat": -1.845361519986977710301},10302"har_rv__empirical__w1000_r5": {10303"n": 839,10304"ratio": 0.9171098199686513,10305"dm_p": 0.4473717529265496,10306"dm_stat": -0.760161684423793610307},10308"heavy11__normal__w1000_r5": {10309"n": 839,10310"ratio": 0.8955066048246518,10311"dm_p": 0.07107190881652632,10312"dm_stat": -1.807313559650039610313},10314"heavy11__t__w1000_r5": {10315"n": 839,10316"ratio": 0.8850103920926479,10317"dm_p": 0.05451936090250079,10318"dm_stat": -1.925384814656559510319},10320"histvar22__empirical__w1000_r5": {10321"n": 839,10322"ratio": 1.4642358239409377,10323"dm_p": 0.013689934848729237,10324"dm_stat": 2.470513854967422610325},10326"histvar252__empirical__w1000_r5": {10327"n": 839,10328"ratio": 1.0651964247295662,10329"dm_p": 0.5982563910514711,10330"dm_stat": 0.527110461002663210331},10332"histvar66__empirical__w1000_r5": {10333"n": 839,10334"ratio": 0.9534405913235398,10335"dm_p": 0.43085611090738823,10336"dm_stat": -0.788108507493312610337},10338"igarch11__ged__w1000_r5": {10339"n": 839,10340"ratio": 0.9505515301085775,10341"dm_p": 0.04949697881141043,10342"dm_stat": -1.967136728258921210343},10344"igarch11__normal__w1000_r5": {10345"n": 839,10346"ratio": 0.9483443583532903,10347"dm_p": 0.040251214338153575,10348"dm_stat": -2.054352852399575510349},10350"igarch11__skewt__w1000_r5": {10351"n": 839,10352"ratio": 0.9580777491786566,10353"dm_p": 0.1171358278880404,10354"dm_stat": -1.56852641906677510355},10356"igarch11__t__w1000_r5": {10357"n": 839,10358"ratio": 0.95820209578416,10359"dm_p": 0.10310051224129924,10360"dm_stat": -1.631784892962185910361},10362"loghar_rv__empirical__w1000_r5": {10363"n": 839,10364"ratio": 0.8452032840718969,10365"dm_p": 0.014430762357711726,10366"dm_stat": -2.451465666784975510367},10368"msgarch2__normal__w1000_r5": {10369"n": 839,10370"ratio": 0.9412570528091669,10371"dm_p": 0.4717758718006727,10372"dm_stat": -0.719918568629557310373},10374"msgarch2__t__w1000_r5": {10375"n": 839,10376"ratio": 0.9401238101850822,10377"dm_p": 0.47506641008776973,10378"dm_stat": -0.714581944223463210379},10380"nagarch11__ged__w1000_r5": {10381"n": 839,10382"ratio": 0.9766110803736876,10383"dm_p": 0.5508562985985029,10384"dm_stat": -0.59671881298962210385},10386"nagarch11__normal__w1000_r5": {10387"n": 839,10388"ratio": 0.9765549143985229,10389"dm_p": 0.599759291178873,10390"dm_stat": -0.524946410550114210391},10392"nagarch11__skewt__w1000_r5": {10393"n": 839,10394"ratio": 0.9759021621019331,10395"dm_p": 0.4644520175127602,10396"dm_stat": -0.731870851380312610397},10398"nagarch11__t__w1000_r5": {10399"n": 839,10400"ratio": 0.970074356729672,10401"dm_p": 0.3737126880296553,10402"dm_stat": -0.890016072693562810403},10404"qgarch11__ged__w1000_r5": {10405"n": 839,10406"ratio": 0.9606123546818851,10407"dm_p": 0.41772087098838906,10408"dm_stat": -0.810782350155901310409},10410"qgarch11__normal__w1000_r5": {10411"n": 839,10412"ratio": 0.9623125482906654,10413"dm_p": 0.4723437626977928,10414"dm_stat": -0.718996096381959310415},10416"qgarch11__skewt__w1000_r5": {10417"n": 839,10418"ratio": 0.9550559855100459,10419"dm_p": 0.32552447188737516,10420"dm_stat": -0.983745751316939110421},10422"qgarch11__t__w1000_r5": {10423"n": 839,10424"ratio": 0.9569863539752128,10425"dm_p": 0.33780901402294067,10426"dm_stat": -0.959052299791341710427},10428"realgarch11__normal__w1000_r5": {10429"n": 839,10430"ratio": 0.9159600871935624,10431"dm_p": 0.0974060396915689,10432"dm_stat": -1.65941655797300510433},10434"realgarch11__t__w1000_r5": {10435"n": 839,10436"ratio": 0.9035778901619538,10437"dm_p": 0.05693117006036921,10438"dm_stat": -1.906469110168408610439},10440"rm2006__normal__w1000_r5": {10441"n": 839,10442"ratio": 0.9679879708229677,10443"dm_p": 0.5161490539569822,10444"dm_stat": -0.649568398286864510445},10446"rm_rw__empirical__w1000_r5": {10447"n": 839,10448"ratio": 3.088713609186314,10449"dm_p": 6.188550804803916e-20,10450"dm_stat": 9.37656886730607310451},10452"tarch11__ged__w1000_r5": {10453"n": 839,10454"ratio": 0.9844227625732046,10455"dm_p": 0.7452558091795595,10456"dm_stat": -0.3250084343377846510457},10458"tarch11__normal__w1000_r5": {10459"n": 839,10460"ratio": 0.992780871954154,10461"dm_p": 0.8860838835880455,10462"dm_stat": -0.143304841011436210463},10464"tarch11__skewt__w1000_r5": {10465"n": 839,10466"ratio": 0.9737314716114599,10467"dm_p": 0.5862209707829964,10468"dm_stat": -0.544531024279302410469},10470"tarch11__t__w1000_r5": {10471"n": 839,10472"ratio": 0.9782419563765185,10473"dm_p": 0.6345751276173937,10474"dm_stat": -0.475471113901313110475}10476},10477"vol_tercile=mid": {10478"aparch11__ged__w1000_r5": {10479"n": 686,10480"ratio": 0.8905598284136498,10481"dm_p": 0.019997611753401395,10482"dm_stat": -2.33184907795726510483},10484"aparch11__normal__w1000_r5": {10485"n": 686,10486"ratio": 0.9084362159746422,10487"dm_p": 0.04467075601653843,10488"dm_stat": -2.01143474997803610489},10490"aparch11__skewt__w1000_r5": {10491"n": 686,10492"ratio": 0.8602042296745656,10493"dm_p": 0.018394029310486375,10494"dm_stat": -2.36324516716541210495},10496"aparch11__t__w1000_r5": {10497"n": 686,10498"ratio": 0.8712593991943719,10499"dm_p": 0.01751322000949063,10500"dm_stat": -2.381526476125921410501},10502"arch5__ged__w1000_r5": {10503"n": 686,10504"ratio": 1.0711014463188822,10505"dm_p": 0.38551409869916053,10506"dm_stat": 0.86833679439738410507},10508"arch5__normal__w1000_r5": {10509"n": 686,10510"ratio": 1.0960474784985765,10511"dm_p": 0.25206569541983465,10512"dm_stat": 1.14631358384770910513},10514"arch5__skewt__w1000_r5": {10515"n": 686,10516"ratio": 1.0436820077891724,10517"dm_p": 0.5806442324654668,10518"dm_stat": 0.552707198745834310519},10520"arch5__t__w1000_r5": {10521"n": 686,10522"ratio": 1.0436439266230184,10523"dm_p": 0.5867940737189791,10524"dm_stat": 0.543744717175011410525},10526"avgarch11__ged__w1000_r5": {10527"n": 686,10528"ratio": 1.0263316197779362,10529"dm_p": 0.5211078111501557,10530"dm_stat": 0.641969414773737710531},10532"avgarch11__normal__w1000_r5": {10533"n": 686,10534"ratio": 1.0529870099038088,10535"dm_p": 0.2119478153708699,10536"dm_stat": 1.24939379679020510537},10538"avgarch11__skewt__w1000_r5": {10539"n": 686,10540"ratio": 1.002400171857836,10541"dm_p": 0.9518966946447591,10542"dm_stat": 0.06034722176081968510543},10544"avgarch11__t__w1000_r5": {10545"n": 686,10546"ratio": 1.0057289531146434,10547"dm_p": 0.884622511903566,10548"dm_stat": 0.1451660004338951310549},10550"cgarch11__ged__w1000_r5": {10551"n": 686,10552"ratio": 1.0154510306460511,10553"dm_p": 0.5504220844219975,10554"dm_stat": 0.597423520339861610555},10556"cgarch11__normal__w1000_r5": {10557"n": 686,10558"ratio": 1.0584367118306333,10559"dm_p": 0.03313102331788419,10560"dm_stat": 2.13480722386593910561},10562"cgarch11__skewt__w1000_r5": {10563"n": 686,10564"ratio": 0.9833822284500611,10565"dm_p": 0.6035258411547029,10566"dm_stat": -0.519577625794289510567},10568"cgarch11__t__w1000_r5": {10569"n": 686,10570"ratio": 0.9774275074587455,10571"dm_p": 0.4997168935716392,10572"dm_stat": -0.675293973530812210573},10574"constvar__normal__w1000_r5": {10575"n": 686,10576"ratio": 2.2691134774058384,10577"dm_p": 1.5549511073515938e-09,10578"dm_stat": 6.12210444918390510579},10580"egarch11__ged__w1000_r5": {10581"n": 684,10582"ratio": 3832145.259169809,10583"dm_p": 0.14522797004321397,10584"dm_stat": 1.458262152973751210585},10586"egarch11__normal__w1000_r5": {10587"n": 678,10588"ratio": 5217565.10886407,10589"dm_p": 0.06307154731209541,10590"dm_stat": 1.86174935507015410591},10592"egarch11__skewt__w1000_r5": {10593"n": 638,10594"ratio": 1828184.4747267014,10595"dm_p": 0.2793690338914237,10596"dm_stat": 1.08265996084327910597},10598"egarch11__t__w1000_r5": {10599"n": 628,10600"ratio": 2823284.9490656834,10601"dm_p": 0.16536699194498494,10602"dm_stat": 1.388864768577873910603},10604"ewma094__normal__w1000_r5": {10605"n": 686,10606"ratio": 0.896977555299323,10607"dm_p": 0.1267554282488556,10608"dm_stat": -1.528881578695018310609},10610"figarch11__ged__w1000_r5": {10611"n": 686,10612"ratio": 1.0654398151181228,10613"dm_p": 0.22728230431944385,10614"dm_stat": 1.208473192947996810615},10616"figarch11__normal__w1000_r5": {10617"n": 686,10618"ratio": 1.0739514567654231,10619"dm_p": 0.16512699524097932,10620"dm_stat": 1.389517199160329210621},10622"figarch11__skewt__w1000_r5": {10623"n": 686,10624"ratio": 1.0697679399851796,10625"dm_p": 0.2279001686113116,10626"dm_stat": 1.20686647868339410627},10628"figarch11__t__w1000_r5": {10629"n": 686,10630"ratio": 1.070462402888161,10631"dm_p": 0.23485247176308047,10632"dm_stat": 1.188997965408660210633},10634"garch11__ged__w1000_r5": {10635"n": 686,10636"ratio": 0.9642124687943765,10637"dm_p": 0.015712877134605924,10638"dm_stat": -2.42155692139836810639},10640"garch11__normal__w1000_r5": {10641"n": 686,10642"ratio": 1.0,10643"dm_p": 1.0,10644"dm_stat": 0.010645},10646"garch11__skewt__w1000_r5": {10647"n": 686,10648"ratio": 0.9387915780681778,10649"dm_p": 0.0007700699085249681,10650"dm_stat": -3.378509143769121310651},10652"garch11__t__w1000_r5": {10653"n": 686,10654"ratio": 0.9381056298444165,10655"dm_p": 0.000899658419000599,10656"dm_stat": -3.334787546331725610657},10658"garch12__ged__w1000_r5": {10659"n": 686,10660"ratio": 0.9770579178319619,10661"dm_p": 0.1456790543292942,10662"dm_stat": -1.456621657586595310663},10664"garch12__normal__w1000_r5": {10665"n": 686,10666"ratio": 1.0106041713205662,10667"dm_p": 0.023398823194489143,10668"dm_stat": 2.271948868833874310669},10670"garch12__skewt__w1000_r5": {10671"n": 686,10672"ratio": 0.9504580109753643,10673"dm_p": 0.013079962649337784,10674"dm_stat": -2.48808390505016510675},10676"garch12__t__w1000_r5": {10677"n": 686,10678"ratio": 0.9424725584409755,10679"dm_p": 0.01081051639375022,10680"dm_stat": -2.55575589503236510681},10682"garch21__ged__w1000_r5": {10683"n": 686,10684"ratio": 0.9641346171503223,10685"dm_p": 0.015484408265515727,10686"dm_stat": -2.426922488696958310687},10688"garch21__normal__w1000_r5": {10689"n": 686,10690"ratio": 1.00006103566037,10691"dm_p": 0.37112373078102934,10692"dm_stat": 0.894958311989551910693},10694"garch21__skewt__w1000_r5": {10695"n": 686,10696"ratio": 0.9388090017337098,10697"dm_p": 0.0007696458731576899,10698"dm_stat": -3.37866313118750210699},10700"garch21__t__w1000_r5": {10701"n": 686,10702"ratio": 0.9381092694898884,10703"dm_p": 0.0009006540025721268,10704"dm_stat": -3.3344749166700610705},10706"garchm11__ged__w1000_r5": {10707"n": 686,10708"ratio": 0.9607030316997387,10709"dm_p": 0.011859180577532729,10710"dm_stat": -2.523057371080258610711},10712"garchm11__normal__w1000_r5": {10713"n": 686,10714"ratio": 0.9970532489582176,10715"dm_p": 0.509127645219751,10716"dm_stat": -0.660542771789146110717},10718"garchm11__skewt__w1000_r5": {10719"n": 686,10720"ratio": 0.9359928839297329,10721"dm_p": 0.0006685703524313941,10722"dm_stat": -3.41783213601240710723},10724"garchm11__t__w1000_r5": {10725"n": 686,10726"ratio": 0.9348371243538232,10727"dm_p": 0.0007678119262960096,10728"dm_stat": -3.37933003485124610729},10730"garchx_rv11__normal__w1000_r5": {10731"n": 686,10732"ratio": 0.911787086022464,10733"dm_p": 0.10696533578626911,10734"dm_stat": -1.614104249408518710735},10736"garchx_rv11__t__w1000_r5": {10737"n": 686,10738"ratio": 0.8754301842591338,10739"dm_p": 0.023917125986236586,10740"dm_stat": -2.263497164058351410741},10742"gas_t11__t__w1000_r5": {10743"n": 686,10744"ratio": 0.97727476875824,10745"dm_p": 0.42982197402115385,10746"dm_stat": -0.789964325923141610747},10748"gjr11__ged__w1000_r5": {10749"n": 686,10750"ratio": 0.9393516487724278,10751"dm_p": 0.01797061581865105,10752"dm_stat": -2.371934939223493610753},10754"gjr11__normal__w1000_r5": {10755"n": 686,10756"ratio": 0.9530828236319075,10757"dm_p": 0.05988794873816649,10758"dm_stat": -1.884740810649592610759},10760"gjr11__skewt__w1000_r5": {10761"n": 686,10762"ratio": 0.9153396755652294,10763"dm_p": 0.008644306385951601,10764"dm_stat": -2.63339632445542910765},10766"gjr11__t__w1000_r5": {10767"n": 686,10768"ratio": 0.9107897599579057,10769"dm_p": 0.00740921089062329,10770"dm_stat": -2.685877403037059410771},10772"har_rv__empirical__w1000_r5": {10773"n": 686,10774"ratio": 1.057853982340831,10775"dm_p": 0.4900442281676861,10776"dm_stat": 0.690610590474410910777},10778"heavy11__normal__w1000_r5": {10779"n": 686,10780"ratio": 0.9150578351476731,10781"dm_p": 0.17736241301875902,10782"dm_stat": -1.350310340221863510783},10784"heavy11__t__w1000_r5": {10785"n": 686,10786"ratio": 0.8692999171757623,10787"dm_p": 0.030860567308365332,10788"dm_stat": -2.163335006453174410789},10790"histvar22__empirical__w1000_r5": {10791"n": 686,10792"ratio": 0.9851036667129754,10793"dm_p": 0.8753226369352682,10794"dm_stat": -0.1569599826905078710795},10796"histvar252__empirical__w1000_r5": {10797"n": 686,10798"ratio": 2.527059171625098,10799"dm_p": 0.00023465294530850854,10800"dm_stat": 3.698053890211808510801},10802"histvar66__empirical__w1000_r5": {10803"n": 686,10804"ratio": 1.1552358668571905,10805"dm_p": 0.12118256798948503,10806"dm_stat": 1.551755665462377210807},10808"igarch11__ged__w1000_r5": {10809"n": 686,10810"ratio": 1.0508670211528384,10811"dm_p": 0.23623927540457637,10812"dm_stat": 1.18547878251424710813},10814"igarch11__normal__w1000_r5": {10815"n": 686,10816"ratio": 1.0525690975810202,10817"dm_p": 0.20734564900316763,10818"dm_stat": 1.262090819166341610819},10820"igarch11__skewt__w1000_r5": {10821"n": 686,10822"ratio": 1.0379728611261552,10823"dm_p": 0.41039312060395566,10824"dm_stat": 0.823706348999147610825},10826"igarch11__t__w1000_r5": {10827"n": 686,10828"ratio": 1.0453026465608253,10829"dm_p": 0.32112295442297006,10830"dm_stat": 0.99287193808861810831},10832"loghar_rv__empirical__w1000_r5": {10833"n": 686,10834"ratio": 0.8504075657671775,10835"dm_p": 0.012457727529136233,10836"dm_stat": -2.505529853729662610837},10838"msgarch2__normal__w1000_r5": {10839"n": 686,10840"ratio": 1.0296515631822825,10841"dm_p": 0.7381113431824968,10842"dm_stat": 0.3344911677980635410843},10844"msgarch2__t__w1000_r5": {10845"n": 686,10846"ratio": 0.9317710757641194,10847"dm_p": 0.5132597160051094,10848"dm_stat": -0.654111177004305510849},10850"nagarch11__ged__w1000_r5": {10851"n": 686,10852"ratio": 0.9355740247743413,10853"dm_p": 0.028378869679954163,10854"dm_stat": -2.19666228142872310855},10856"nagarch11__normal__w1000_r5": {10857"n": 686,10858"ratio": 0.9402474224816689,10859"dm_p": 0.056544769141590207,10860"dm_stat": -1.91004491764415810861},10862"nagarch11__skewt__w1000_r5": {10863"n": 686,10864"ratio": 0.9113858622052401,10865"dm_p": 0.007732475495787351,10866"dm_stat": -2.671423644094353310867},10868"nagarch11__t__w1000_r5": {10869"n": 686,10870"ratio": 0.913374932174251,10871"dm_p": 0.006904188342168811,10872"dm_stat": -2.709634746492454410873},10874"qgarch11__ged__w1000_r5": {10875"n": 686,10876"ratio": 0.9135825305638066,10877"dm_p": 0.0074231918684924325,10878"dm_stat": -2.685240668628832610879},10880"qgarch11__normal__w1000_r5": {10881"n": 686,10882"ratio": 0.9294782217214917,10883"dm_p": 0.02733841121989046,10884"dm_stat": -2.211388189213552710885},10886"qgarch11__skewt__w1000_r5": {10887"n": 686,10888"ratio": 0.8876045758143332,10889"dm_p": 0.002220633099750113,10890"dm_stat": -3.07062241191039510891},10892"qgarch11__t__w1000_r5": {10893"n": 686,10894"ratio": 0.893279258092078,10895"dm_p": 0.002594950424372697,10896"dm_stat": -3.02315390928835310897},10898"realgarch11__normal__w1000_r5": {10899"n": 686,10900"ratio": 0.8740630651470882,10901"dm_p": 0.043362891518181707,10902"dm_stat": -2.02395080193351610903},10904"realgarch11__t__w1000_r5": {10905"n": 686,10906"ratio": 0.8725293856517007,10907"dm_p": 0.04319253286098713,10908"dm_stat": -2.025604547406317610909},10910"rm2006__normal__w1000_r5": {10911"n": 686,10912"ratio": 1.2473887878241237,10913"dm_p": 0.10764667632386792,10914"dm_stat": 1.610971113242322110915},10916"rm_rw__empirical__w1000_r5": {10917"n": 686,10918"ratio": 2.1813155700584836,10919"dm_p": 3.2584208676547973e-09,10920"dm_stat": 5.99671082288301310921},10922"tarch11__ged__w1000_r5": {10923"n": 686,10924"ratio": 0.9577109040127597,10925"dm_p": 0.3518869815029565,10926"dm_stat": -0.931570031238652810927},10928"tarch11__normal__w1000_r5": {10929"n": 686,10930"ratio": 0.9786537193277628,10931"dm_p": 0.6464997296967182,10932"dm_stat": -0.4588328805109127610933},10934"tarch11__skewt__w1000_r5": {10935"n": 686,10936"ratio": 0.9634239784875523,10937"dm_p": 0.5246807496296567,10938"dm_stat": -0.636473062941222310939},10940"tarch11__t__w1000_r5": {10941"n": 686,10942"ratio": 0.937108402664532,10943"dm_p": 0.15513768210720127,10944"dm_stat": -1.423185426210776810945}10946},10947"vol_tercile66=high": {10948"aparch11__ged__w1000_r5": {10949"n": 1100,10950"ratio": 0.8813289072702064,10951"dm_p": 0.3579205633469716,10952"dm_stat": -0.919720682996258210953},10954"aparch11__normal__w1000_r5": {10955"n": 1100,10956"ratio": 1.6707408607427234,10957"dm_p": 0.28715365024005535,10958"dm_stat": 1.06490318083262510959},10960"aparch11__skewt__w1000_r5": {10961"n": 1100,10962"ratio": 0.8720602581064255,10963"dm_p": 0.39345589899827776,10964"dm_stat": -0.853702468131926510965},10966"aparch11__t__w1000_r5": {10967"n": 1100,10968"ratio": 0.8591461491589191,10969"dm_p": 0.38165210225427165,10970"dm_stat": -0.875207761923063310971},10972"arch5__ged__w1000_r5": {10973"n": 1100,10974"ratio": 0.9728113318404659,10975"dm_p": 0.8780305307436356,10976"dm_stat": -0.1535020795120830810977},10978"arch5__normal__w1000_r5": {10979"n": 1100,10980"ratio": 0.9702833856335695,10981"dm_p": 0.8678020151419025,10982"dm_stat": -0.1664899516941690210983},10984"arch5__skewt__w1000_r5": {10985"n": 1100,10986"ratio": 1.002191117133498,10987"dm_p": 0.9894971454418541,10988"dm_stat": 0.01316675161358395210989},10990"arch5__t__w1000_r5": {10991"n": 1100,10992"ratio": 0.9780499209132238,10993"dm_p": 0.9008235990457811,10994"dm_stat": -0.1246497967282953210995},10996"avgarch11__ged__w1000_r5": {10997"n": 1100,10998"ratio": 1.3587579787000588,10999"dm_p": 0.29977284668674625,11000"dm_stat": 1.037410361977395311001},11002"avgarch11__normal__w1000_r5": {11003"n": 1100,11004"ratio": 1.3750116613078898,11005"dm_p": 0.29478597780192856,11006"dm_stat": 1.048180350078331511007},11008"avgarch11__skewt__w1000_r5": {11009"n": 1100,11010"ratio": 1.377191275178566,11011"dm_p": 0.29946347417235747,11012"dm_stat": 1.038075002238203711013},11014"avgarch11__t__w1000_r5": {11015"n": 1100,11016"ratio": 1.3525971807119823,11017"dm_p": 0.2993055339239577,11018"dm_stat": 1.03841448994090911019},11020"cgarch11__ged__w1000_r5": {11021"n": 1100,11022"ratio": 0.898578359015193,11023"dm_p": 0.3019750375808649,11024"dm_stat": -1.03269246352287211025},11026"cgarch11__normal__w1000_r5": {11027"n": 1100,11028"ratio": 0.8933886586586546,11029"dm_p": 0.2963344383211807,11030"dm_stat": -1.04482321366504111031},11032"cgarch11__skewt__w1000_r5": {11033"n": 1100,11034"ratio": 0.9315886053224711,11035"dm_p": 0.34684505468297455,11036"dm_stat": -0.941130008147394611037},11038"cgarch11__t__w1000_r5": {11039"n": 1100,11040"ratio": 0.9180786340564601,11041"dm_p": 0.3277040925202664,11042"dm_stat": -0.979184963919194511043},11044"constvar__normal__w1000_r5": {11045"n": 1100,11046"ratio": 4.308929074121833,11047"dm_p": 0.20257431394587808,11048"dm_stat": 1.27501244760069411049},11050"egarch11__ged__w1000_r5": {11051"n": 1091,11052"ratio": 50412902.43720949,11053"dm_p": 0.2993620592076106,11054"dm_stat": 1.038297029408786511055},11056"egarch11__normal__w1000_r5": {11057"n": 1100,11058"ratio": 1070678.046069355,11059"dm_p": 0.10412587629432751,11060"dm_stat": 1.626519426556042811061},11062"egarch11__skewt__w1000_r5": {11063"n": 1055,11064"ratio": 850392.585118088,11065"dm_p": 0.2798106686227536,11066"dm_stat": 1.081300800058346811067},11068"egarch11__t__w1000_r5": {11069"n": 1038,11070"ratio": 197235.05855069845,11071"dm_p": 0.31690336513632034,11072"dm_stat": 1.001324865325842411073},11074"ewma094__normal__w1000_r5": {11075"n": 1100,11076"ratio": 0.8560632273043958,11077"dm_p": 0.5615564630012024,11078"dm_stat": -0.580707795048583811079},11080"figarch11__ged__w1000_r5": {11081"n": 1100,11082"ratio": 0.9345184677930791,11083"dm_p": 0.6667391915426556,11084"dm_stat": -0.4307437169629838611085},11086"figarch11__normal__w1000_r5": {11087"n": 1100,11088"ratio": 0.9398396663104601,11089"dm_p": 0.700709091879842,11090"dm_stat": -0.384463812856630911091},11092"figarch11__skewt__w1000_r5": {11093"n": 1100,11094"ratio": 0.9363391703447147,11095"dm_p": 0.6415326891048461,11096"dm_stat": -0.465685800285778411097},11098"figarch11__t__w1000_r5": {11099"n": 1100,11100"ratio": 0.9275701003267651,11101"dm_p": 0.6306886001210525,11102"dm_stat": -0.4808925327142724611103},11104"garch11__ged__w1000_r5": {11105"n": 1100,11106"ratio": 0.9796486939613887,11107"dm_p": 0.3193141321827296,11108"dm_stat": -0.996319730394678111109},11110"garch11__normal__w1000_r5": {11111"n": 1100,11112"ratio": 1.0,11113"dm_p": 1.0,11114"dm_stat": 0.011115},11116"garch11__skewt__w1000_r5": {11117"n": 1100,11118"ratio": 0.979824289925302,11119"dm_p": 0.49092770550292936,11120"dm_stat": -0.689065165947203911121},11122"garch11__t__w1000_r5": {11123"n": 1100,11124"ratio": 0.9579714680314236,11125"dm_p": 0.33307466045619205,11126"dm_stat": -0.968366017506994611127},11128"garch12__ged__w1000_r5": {11129"n": 1100,11130"ratio": 0.9382371499789169,11131"dm_p": 0.2010809516396547,11132"dm_stat": -1.27924461436323911133},11134"garch12__normal__w1000_r5": {11135"n": 1100,11136"ratio": 0.9687512600074631,11137"dm_p": 0.13434346520414872,11138"dm_stat": -1.498296235464505511139},11140"garch12__skewt__w1000_r5": {11141"n": 1100,11142"ratio": 0.9466684282808285,11143"dm_p": 0.25905586613449566,11144"dm_stat": -1.12920953818456911145},11146"garch12__t__w1000_r5": {11147"n": 1100,11148"ratio": 0.9253278768007219,11149"dm_p": 0.21378459020312965,11150"dm_stat": -1.243946275378017511151},11152"garch21__ged__w1000_r5": {11153"n": 1100,11154"ratio": 0.981673781026669,11155"dm_p": 0.3706308125481798,11156"dm_stat": -0.895659431726245211157},11158"garch21__normal__w1000_r5": {11159"n": 1100,11160"ratio": 1.002501912892742,11161"dm_p": 0.06345027194305299,11162"dm_stat": 1.857901572459799811163},11164"garch21__skewt__w1000_r5": {11165"n": 1100,11166"ratio": 0.9820983312358941,11167"dm_p": 0.5421612740884535,11168"dm_stat": -0.609738218330582411169},11170"garch21__t__w1000_r5": {11171"n": 1100,11172"ratio": 0.9604807027956188,11173"dm_p": 0.36279164631860783,11174"dm_stat": -0.910437153473408611175},11176"garchm11__ged__w1000_r5": {11177"n": 1100,11178"ratio": 1.0095171239669773,11179"dm_p": 0.7040169289931071,11180"dm_stat": 0.380002572680323811181},11182"garchm11__normal__w1000_r5": {11183"n": 1100,11184"ratio": 1.05108556050632,11185"dm_p": 0.22971896078486392,11186"dm_stat": 1.20175086832913411187},11188"garchm11__skewt__w1000_r5": {11189"n": 1100,11190"ratio": 0.996053127789239,11191"dm_p": 0.9051077200213049,11192"dm_stat": -0.1192391027290268511193},11194"garchm11__t__w1000_r5": {11195"n": 1100,11196"ratio": 0.9744708905118802,11197"dm_p": 0.552227305774817,11198"dm_stat": -0.594608922137040911199},11200"garchx_rv11__normal__w1000_r5": {11201"n": 1100,11202"ratio": 0.7202048429814456,11203"dm_p": 0.226354687110279,11204"dm_stat": -1.21048088834127511205},11206"garchx_rv11__t__w1000_r5": {11207"n": 1100,11208"ratio": 0.7264674988938109,11209"dm_p": 0.22167094909187762,11210"dm_stat": -1.222790600869912811211},11212"gas_t11__t__w1000_r5": {11213"n": 1100,11214"ratio": 1.391342647924096,11215"dm_p": 0.28409871691877336,11216"dm_stat": 1.071680780983978111217},11218"gjr11__ged__w1000_r5": {11219"n": 1100,11220"ratio": 1.1083334191121021,11221"dm_p": 0.25494175556158616,11222"dm_stat": 1.139023038461187711223},11224"gjr11__normal__w1000_r5": {11225"n": 1100,11226"ratio": 1.2467462964738534,11227"dm_p": 0.2898584675651661,11228"dm_stat": 1.058942903587667811229},11230"gjr11__skewt__w1000_r5": {11231"n": 1100,11232"ratio": 1.093820691048456,11233"dm_p": 0.1723263110890753,11234"dm_stat": 1.365656245021675411235},11236"gjr11__t__w1000_r5": {11237"n": 1100,11238"ratio": 1.0397757080477479,11239"dm_p": 0.14489772378247917,11240"dm_stat": 1.458829689705263311241},11242"har_rv__empirical__w1000_r5": {11243"n": 1100,11244"ratio": 4594567.323966305,11245"dm_p": 0.2388789595647951,11246"dm_stat": 1.178433393470812711247},11248"heavy11__normal__w1000_r5": {11249"n": 1100,11250"ratio": 0.7106602068979648,11251"dm_p": 0.21327161680954726,11252"dm_stat": -1.245341723683006711253},11254"heavy11__t__w1000_r5": {11255"n": 1100,11256"ratio": 0.711692603873534,11257"dm_p": 0.19948641544501886,11258"dm_stat": -1.283788931606430411259},11260"histvar22__empirical__w1000_r5": {11261"n": 1100,11262"ratio": 0.9009173436079345,11263"dm_p": 0.6263204645505426,11264"dm_stat": -0.4870493768684061611265},11266"histvar252__empirical__w1000_r5": {11267"n": 1100,11268"ratio": 2.4134300848261696,11269"dm_p": 0.10368882589966466,11270"dm_stat": 1.628578754897056311271},11272"histvar66__empirical__w1000_r5": {11273"n": 1100,11274"ratio": 1.4229297983691338,11275"dm_p": 0.04426930606401873,11276"dm_stat": 2.013843560940897311277},11278"igarch11__ged__w1000_r5": {11279"n": 1100,11280"ratio": 1.0095201872797244,11281"dm_p": 0.877201766933692,11282"dm_stat": 0.1545534260324634111283},11284"igarch11__normal__w1000_r5": {11285"n": 1100,11286"ratio": 1.0240829522728714,11287"dm_p": 0.6018521552572061,11288"dm_stat": 0.521889899742008611289},11290"igarch11__skewt__w1000_r5": {11291"n": 1100,11292"ratio": 1.006489065054901,11293"dm_p": 0.9306153520556232,11294"dm_stat": 0.0870906125805285111295},11296"igarch11__t__w1000_r5": {11297"n": 1100,11298"ratio": 0.9902234786490992,11299"dm_p": 0.9082019465805264,11300"dm_stat": -0.1153333845416787411301},11302"loghar_rv__empirical__w1000_r5": {11303"n": 1100,11304"ratio": 1.258765075329745,11305"dm_p": 0.4555496621984606,11306"dm_stat": 0.74645928888864111307},11308"msgarch2__normal__w1000_r5": {11309"n": 1100,11310"ratio": 0.9661541461633153,11311"dm_p": 0.5559854111791678,11312"dm_stat": -0.588995385453371311313},11314"msgarch2__t__w1000_r5": {11315"n": 1100,11316"ratio": 0.9728101327297944,11317"dm_p": 0.6619703780778481,11318"dm_stat": -0.4373128753406242411319},11320"nagarch11__ged__w1000_r5": {11321"n": 1100,11322"ratio": 1.0455301599151094,11323"dm_p": 0.5385084638113732,11324"dm_stat": 0.615262943816765411325},11326"nagarch11__normal__w1000_r5": {11327"n": 1100,11328"ratio": 1.9572881317770034,11329"dm_p": 0.3154836987174597,11330"dm_stat": 1.00424062716144111331},11332"nagarch11__skewt__w1000_r5": {11333"n": 1100,11334"ratio": 1.033426503469906,11335"dm_p": 0.5471114688499674,11336"dm_stat": 0.602280814312200511337},11338"nagarch11__t__w1000_r5": {11339"n": 1100,11340"ratio": 0.981383799748019,11341"dm_p": 0.3871402341874881,11342"dm_stat": -0.86515918095517111343},11344"qgarch11__ged__w1000_r5": {11345"n": 1100,11346"ratio": 1.0538577380785226,11347"dm_p": 0.4078808053688447,11348"dm_stat": 0.8279460504557911349},11350"qgarch11__normal__w1000_r5": {11351"n": 1100,11352"ratio": 1.1628690614874924,11353"dm_p": 0.3402941554705707,11354"dm_stat": 0.9539985526447211355},11356"qgarch11__skewt__w1000_r5": {11357"n": 1100,11358"ratio": 1.0396268960792587,11359"dm_p": 0.3632638923859526,11360"dm_stat": 0.909541297277590311361},11362"qgarch11__t__w1000_r5": {11363"n": 1100,11364"ratio": 0.9885986104742065,11365"dm_p": 0.3338157524193148,11366"dm_stat": -0.966881985258267411367},11368"realgarch11__normal__w1000_r5": {11369"n": 1100,11370"ratio": 1.1660199514838618,11371"dm_p": 0.5049542828157121,11372"dm_stat": 0.666934007277196311373},11374"realgarch11__t__w1000_r5": {11375"n": 1100,11376"ratio": 1.1516464154986659,11377"dm_p": 0.5219779551547334,11378"dm_stat": 0.640504852562373111379},11380"rm2006__normal__w1000_r5": {11381"n": 1100,11382"ratio": 0.8677099970067798,11383"dm_p": 0.631263210858744,11384"dm_stat": -0.480083985502084811385},11386"rm_rw__empirical__w1000_r5": {11387"n": 1100,11388"ratio": 1.4075147906855001,11389"dm_p": 0.2023676378451932,11390"dm_stat": 1.275596803884320811391},11392"tarch11__ged__w1000_r5": {11393"n": 1100,11394"ratio": 1.4938458483074175,11395"dm_p": 0.3165631977673519,11396"dm_stat": 1.002001985008530711397},11398"tarch11__normal__w1000_r5": {11399"n": 1100,11400"ratio": 1.1398052273651802,11401"dm_p": 0.3697936681443271,11402"dm_stat": 0.897228190240574311403},11404"tarch11__skewt__w1000_r5": {11405"n": 1100,11406"ratio": 1.6600953911636689,11407"dm_p": 0.3037576551402306,11408"dm_stat": 1.028890211498749311409},11410"tarch11__t__w1000_r5": {11411"n": 1100,11412"ratio": 1.48784457920697,11413"dm_p": 0.30431712808035616,11414"dm_stat": 1.027699940804166311415}11416},11417"vol_tercile66=low": {11418"aparch11__ged__w1000_r5": {11419"n": 841,11420"ratio": 0.9502646773527417,11421"dm_p": 0.13766009757058356,11422"dm_stat": -1.485978181616444611423},11424"aparch11__normal__w1000_r5": {11425"n": 841,11426"ratio": 0.9487207700971396,11427"dm_p": 0.1263137277478244,11428"dm_stat": -1.530321200106938611429},11430"aparch11__skewt__w1000_r5": {11431"n": 841,11432"ratio": 0.9497765492447259,11433"dm_p": 0.26981900682700644,11434"dm_stat": -1.104208265060215611435},11436"aparch11__t__w1000_r5": {11437"n": 841,11438"ratio": 0.950214711694008,11439"dm_p": 0.21815116611026983,11440"dm_stat": -1.232382216784198711441},11442"arch5__ged__w1000_r5": {11443"n": 841,11444"ratio": 1.2275746314100946,11445"dm_p": 0.14492222696470933,11446"dm_stat": 1.459060707855195811447},11448"arch5__normal__w1000_r5": {11449"n": 841,11450"ratio": 1.2434178286049633,11451"dm_p": 0.12549718346689318,11452"dm_stat": 1.53363020581866711453},11454"arch5__skewt__w1000_r5": {11455"n": 841,11456"ratio": 1.21711565998676,11457"dm_p": 0.15442706061373004,11458"dm_stat": 1.425351580163126211459},11460"arch5__t__w1000_r5": {11461"n": 841,11462"ratio": 1.2137868748338538,11463"dm_p": 0.1624334012837803,11464"dm_stat": 1.39816222574046411465},11466"avgarch11__ged__w1000_r5": {11467"n": 841,11468"ratio": 1.0011978493427907,11469"dm_p": 0.9818259456302889,11470"dm_stat": 0.02278655348035875711471},11472"avgarch11__normal__w1000_r5": {11473"n": 841,11474"ratio": 1.0043126442847825,11475"dm_p": 0.9367682877716353,11476"dm_stat": 0.0793560979877274111477},11478"avgarch11__skewt__w1000_r5": {11479"n": 841,11480"ratio": 1.0000550522888088,11481"dm_p": 0.9991079166054303,11482"dm_stat": 0.001118393769118053411483},11484"avgarch11__t__w1000_r5": {11485"n": 841,11486"ratio": 0.9980430207755262,11487"dm_p": 0.9690625157885787,11488"dm_stat": -0.0387956693434578111489},11490"cgarch11__ged__w1000_r5": {11491"n": 841,11492"ratio": 0.976207731424758,11493"dm_p": 0.22353860392754601,11494"dm_stat": -1.218072078842595611495},11496"cgarch11__normal__w1000_r5": {11497"n": 841,11498"ratio": 0.9808581291973892,11499"dm_p": 0.278824906988185,11500"dm_stat": -1.083663640247275211501},11502"cgarch11__skewt__w1000_r5": {11503"n": 841,11504"ratio": 0.9722804740484552,11505"dm_p": 0.2304604876127374,11506"dm_stat": -1.200044268510049611507},11508"cgarch11__t__w1000_r5": {11509"n": 841,11510"ratio": 0.9691448801338187,11511"dm_p": 0.21259006041287173,11512"dm_stat": -1.24742309696910311513},11514"constvar__normal__w1000_r5": {11515"n": 841,11516"ratio": 1.511718604113544,11517"dm_p": 0.004618386635890559,11518"dm_stat": 2.84013733262365711519},11520"egarch11__ged__w1000_r5": {11521"n": 806,11522"ratio": 11340760.919381998,11523"dm_p": 0.0061132296801706286,11524"dm_stat": 2.74891473373174511525},11526"egarch11__normal__w1000_r5": {11527"n": 834,11528"ratio": 11918230.055237684,11529"dm_p": 0.0016834189257572802,11530"dm_stat": 3.151326533414671611531},11532"egarch11__skewt__w1000_r5": {11533"n": 778,11534"ratio": 3589919.439752556,11535"dm_p": 0.02105334750263979,11536"dm_stat": 2.311728587491251711537},11538"egarch11__t__w1000_r5": {11539"n": 761,11540"ratio": 6112781.870983331,11541"dm_p": 0.02975831551703731,11542"dm_stat": 2.17739139217365711543},11544"ewma094__normal__w1000_r5": {11545"n": 841,11546"ratio": 1.0273529358989169,11547"dm_p": 0.7035464966580676,11548"dm_stat": 0.3806671439879616411549},11550"figarch11__ged__w1000_r5": {11551"n": 841,11552"ratio": 0.901041642000489,11553"dm_p": 0.10765348239571129,11554"dm_stat": -1.610550180741669311555},11556"figarch11__normal__w1000_r5": {11557"n": 841,11558"ratio": 0.9058470700719153,11559"dm_p": 0.1410822724372741,11560"dm_stat": -1.473160858250548211561},11562"figarch11__skewt__w1000_r5": {11563"n": 841,11564"ratio": 0.8971897847647472,11565"dm_p": 0.0805886981496821,11566"dm_stat": -1.749390668696024811567},11568"figarch11__t__w1000_r5": {11569"n": 841,11570"ratio": 0.893160357610975,11571"dm_p": 0.08070334847207175,11572"dm_stat": -1.748727772186633911573},11574"garch11__ged__w1000_r5": {11575"n": 841,11576"ratio": 0.9821251555540285,11577"dm_p": 0.26620387970737897,11578"dm_stat": -1.11258761457790811579},11580"garch11__normal__w1000_r5": {11581"n": 841,11582"ratio": 1.0,11583"dm_p": 1.0,11584"dm_stat": 0.011585},11586"garch11__skewt__w1000_r5": {11587"n": 841,11588"ratio": 0.9766199321296893,11589"dm_p": 0.24925724250990744,11590"dm_stat": -1.1529540051454911591},11592"garch11__t__w1000_r5": {11593"n": 841,11594"ratio": 0.9689115920292992,11595"dm_p": 0.1403586183286262,11596"dm_stat": -1.475851067113011211597},11598"garch12__ged__w1000_r5": {11599"n": 841,11600"ratio": 0.9856221111533516,11601"dm_p": 0.3734268672230555,11602"dm_stat": -0.89054768270991111603},11604"garch12__normal__w1000_r5": {11605"n": 841,11606"ratio": 1.001749080609395,11607"dm_p": 0.6647798082785412,11608"dm_stat": 0.4334766651153725311609},11610"garch12__skewt__w1000_r5": {11611"n": 841,11612"ratio": 0.9788749070478714,11613"dm_p": 0.3165937647097999,11614"dm_stat": -1.00207951244252411615},11616"garch12__t__w1000_r5": {11617"n": 841,11618"ratio": 0.96158719446332,11619"dm_p": 0.11416092419166109,11620"dm_stat": -1.581409267107853211621},11622"garch21__ged__w1000_r5": {11623"n": 841,11624"ratio": 0.9790057106322874,11625"dm_p": 0.20423306268012656,11626"dm_stat": -1.270571081736547411627},11628"garch21__normal__w1000_r5": {11629"n": 841,11630"ratio": 1.0002781142381838,11631"dm_p": 0.916262477046033,11632"dm_stat": 0.1051744697922858811633},11634"garch21__skewt__w1000_r5": {11635"n": 841,11636"ratio": 0.9754632288676791,11637"dm_p": 0.2267836689616872,11638"dm_stat": -1.20957148938358411639},11640"garch21__t__w1000_r5": {11641"n": 841,11642"ratio": 0.9682282625632728,11643"dm_p": 0.13179574238696312,11644"dm_stat": -1.508526879929149611645},11646"garchm11__ged__w1000_r5": {11647"n": 841,11648"ratio": 0.9777644339351952,11649"dm_p": 0.19189764310728516,11650"dm_stat": -1.306036590047024511651},11652"garchm11__normal__w1000_r5": {11653"n": 841,11654"ratio": 0.9942862025673485,11655"dm_p": 0.22567876362787456,11656"dm_stat": -1.212456009182004211657},11658"garchm11__skewt__w1000_r5": {11659"n": 841,11660"ratio": 0.9715227943285909,11661"dm_p": 0.17081570277726113,11662"dm_stat": -1.37076073491947811663},11664"garchm11__t__w1000_r5": {11665"n": 841,11666"ratio": 0.9650144288785603,11667"dm_p": 0.0977011242463258,11668"dm_stat": -1.657948983546439211669},11670"garchx_rv11__normal__w1000_r5": {11671"n": 841,11672"ratio": 0.8676442334666754,11673"dm_p": 0.040238172612059364,11674"dm_stat": -2.05447977033993911675},11676"garchx_rv11__t__w1000_r5": {11677"n": 841,11678"ratio": 0.8599683495282844,11679"dm_p": 0.003925880080784705,11680"dm_stat": -2.89207522620979311681},11682"gas_t11__t__w1000_r5": {11683"n": 841,11684"ratio": 0.9899150781297347,11685"dm_p": 0.6442169649289519,11686"dm_stat": -0.4619776577775684411687},11688"gjr11__ged__w1000_r5": {11689"n": 841,11690"ratio": 0.9742192041845842,11691"dm_p": 0.23814991248572343,11692"dm_stat": -1.18046391736735811693},11694"gjr11__normal__w1000_r5": {11695"n": 841,11696"ratio": 0.972233596670888,11697"dm_p": 0.19470148750791952,11698"dm_stat": -1.297831549770095811699},11700"gjr11__skewt__w1000_r5": {11701"n": 841,11702"ratio": 0.9711770454205587,11703"dm_p": 0.3070853184921266,11704"dm_stat": -1.021978476675018611705},11706"gjr11__t__w1000_r5": {11707"n": 841,11708"ratio": 0.9616166376290269,11709"dm_p": 0.17627672188254095,11710"dm_stat": -1.353447731959985411711},11712"har_rv__empirical__w1000_r5": {11713"n": 841,11714"ratio": 0.8444150627478924,11715"dm_p": 0.18826233633400402,11716"dm_stat": -1.316807363946257911717},11718"heavy11__normal__w1000_r5": {11719"n": 841,11720"ratio": 0.8603401658076288,11721"dm_p": 0.051279204200886615,11722"dm_stat": -1.95192373481356811723},11724"heavy11__t__w1000_r5": {11725"n": 841,11726"ratio": 0.8294629469976996,11727"dm_p": 0.019964538124537346,11728"dm_stat": -2.331464579603203611729},11730"histvar22__empirical__w1000_r5": {11731"n": 841,11732"ratio": 1.35563477851837,11733"dm_p": 0.024711180343850184,11734"dm_stat": 2.2499349727433911735},11736"histvar252__empirical__w1000_r5": {11737"n": 841,11738"ratio": 1.0408314401185157,11739"dm_p": 0.7388326067417463,11740"dm_stat": 0.333509956676534611741},11742"histvar66__empirical__w1000_r5": {11743"n": 841,11744"ratio": 1.0332793323593283,11745"dm_p": 0.6636083026021594,11746"dm_stat": 0.435090771891502211747},11748"igarch11__ged__w1000_r5": {11749"n": 841,11750"ratio": 0.9123271353023857,11751"dm_p": 0.014996484732726578,11752"dm_stat": -2.437481206323963311753},11754"igarch11__normal__w1000_r5": {11755"n": 841,11756"ratio": 0.9095543646732461,11757"dm_p": 0.011883470232387826,11758"dm_stat": -2.521083764894059611759},11760"igarch11__skewt__w1000_r5": {11761"n": 841,11762"ratio": 0.910940833344265,11763"dm_p": 0.020381459935881995,11764"dm_stat": -2.32366154375682811765},11766"igarch11__t__w1000_r5": {11767"n": 841,11768"ratio": 0.9128606702397096,11769"dm_p": 0.018043694364909105,11770"dm_stat": -2.3693682445014911771},11772"loghar_rv__empirical__w1000_r5": {11773"n": 841,11774"ratio": 0.800366211886812,11775"dm_p": 0.009262150097714791,11776"dm_stat": -2.60825534321267711777},11778"msgarch2__normal__w1000_r5": {11779"n": 841,11780"ratio": 0.9040759372250113,11781"dm_p": 0.27202509364876376,11782"dm_stat": -1.099132730303519211783},11784"msgarch2__t__w1000_r5": {11785"n": 841,11786"ratio": 0.8646407196575115,11787"dm_p": 0.18005513873713838,11788"dm_stat": -1.341702254538341211789},11790"nagarch11__ged__w1000_r5": {11791"n": 841,11792"ratio": 0.9720463216687424,11793"dm_p": 0.49942588487131484,11794"dm_stat": -0.675686171948537911795},11796"nagarch11__normal__w1000_r5": {11797"n": 841,11798"ratio": 0.9614983250998409,11799"dm_p": 0.4212406294635217,11800"dm_stat": -0.804665128916078911801},11802"nagarch11__skewt__w1000_r5": {11803"n": 841,11804"ratio": 0.9741787207663518,11805"dm_p": 0.4740537489549494,11806"dm_stat": -0.716221342313821611807},11808"nagarch11__t__w1000_r5": {11809"n": 841,11810"ratio": 0.9692131381305105,11811"dm_p": 0.3940128620086082,11812"dm_stat": -0.852800817042349411813},11814"qgarch11__ged__w1000_r5": {11815"n": 841,11816"ratio": 0.9358759979188558,11817"dm_p": 0.2431833514041643,11818"dm_stat": -1.16788792881434711819},11820"qgarch11__normal__w1000_r5": {11821"n": 841,11822"ratio": 0.9341339754434926,11823"dm_p": 0.25904166124161415,11824"dm_stat": -1.12942346079973911825},11826"qgarch11__skewt__w1000_r5": {11827"n": 841,11828"ratio": 0.9291345065318466,11829"dm_p": 0.1912820011870653,11830"dm_stat": -1.307849980008637811831},11832"qgarch11__t__w1000_r5": {11833"n": 841,11834"ratio": 0.9318063297576558,11835"dm_p": 0.19448203834302058,11836"dm_stat": -1.298470588896158511837},11838"realgarch11__normal__w1000_r5": {11839"n": 841,11840"ratio": 0.8674773897222602,11841"dm_p": 0.046288904892511896,11842"dm_stat": -1.995701822791146311843},11844"realgarch11__t__w1000_r5": {11845"n": 841,11846"ratio": 0.8547372672575116,11847"dm_p": 0.02849084220827021,11848"dm_stat": -2.19424693240191411849},11850"rm2006__normal__w1000_r5": {11851"n": 841,11852"ratio": 0.8384534904266298,11853"dm_p": 0.044372578009590324,11854"dm_stat": -2.013575747724042611855},11856"rm_rw__empirical__w1000_r5": {11857"n": 841,11858"ratio": 2.5958204275423387,11859"dm_p": 1.9774292292910893e-14,11860"dm_stat": 7.78978241545390711861},11862"tarch11__ged__w1000_r5": {11863"n": 841,11864"ratio": 0.978307733539632,11865"dm_p": 0.6511709400434145,11866"dm_stat": -0.452298213982517311867},11868"tarch11__normal__w1000_r5": {11869"n": 841,11870"ratio": 0.9826795911483971,11871"dm_p": 0.7288684884936694,11872"dm_stat": -0.346746671639928311873},11874"tarch11__skewt__w1000_r5": {11875"n": 841,11876"ratio": 0.9936578387089086,11877"dm_p": 0.8964399690636187,11878"dm_stat": -0.1301992383282647411879},11880"tarch11__t__w1000_r5": {11881"n": 841,11882"ratio": 0.9750671606728832,11883"dm_p": 0.5883898032168332,11884"dm_stat": -0.541379182617895311885}11886},11887"vol_tercile66=mid": {11888"aparch11__ged__w1000_r5": {11889"n": 777,11890"ratio": 0.7771370087553275,11891"dm_p": 0.24175171744636134,11892"dm_stat": -1.171514226451618511893},11894"aparch11__normal__w1000_r5": {11895"n": 777,11896"ratio": 0.9086069362747828,11897"dm_p": 0.2345384480090506,11898"dm_stat": -1.189673905468215711899},11900"aparch11__skewt__w1000_r5": {11901"n": 777,11902"ratio": 0.7221578795213808,11903"dm_p": 0.22095648892568975,11904"dm_stat": -1.224974598344112711905},11906"aparch11__t__w1000_r5": {11907"n": 777,11908"ratio": 0.747759355387687,11909"dm_p": 0.21535439802143247,11910"dm_stat": -1.239988693258117211911},11912"arch5__ged__w1000_r5": {11913"n": 777,11914"ratio": 1.1372003667065842,11915"dm_p": 0.002811234572959408,11916"dm_stat": 2.997240777385897611917},11918"arch5__normal__w1000_r5": {11919"n": 777,11920"ratio": 1.1529294848544072,11921"dm_p": 0.002012230318085193,11922"dm_stat": 3.098939375299799311923},11924"arch5__skewt__w1000_r5": {11925"n": 777,11926"ratio": 1.1086918417580178,11927"dm_p": 0.004088862721788447,11928"dm_stat": 2.879797861837568411929},11930"arch5__t__w1000_r5": {11931"n": 777,11932"ratio": 1.1086264849556862,11933"dm_p": 0.0036436281498340283,11934"dm_stat": 2.916351961391926711935},11936"avgarch11__ged__w1000_r5": {11937"n": 777,11938"ratio": 1.12305960682094,11939"dm_p": 0.22923251222262206,11940"dm_stat": 1.203286300274095211941},11942"avgarch11__normal__w1000_r5": {11943"n": 777,11944"ratio": 1.1384091615808376,11945"dm_p": 0.18205393997775646,11946"dm_stat": 1.335654173469343211947},11948"avgarch11__skewt__w1000_r5": {11949"n": 777,11950"ratio": 1.1189342893437477,11951"dm_p": 0.257130104444797,11952"dm_stat": 1.13403491693992411953},11954"avgarch11__t__w1000_r5": {11955"n": 777,11956"ratio": 1.1043414863176926,11957"dm_p": 0.2830788393389558,11958"dm_stat": 1.074173456487233811959},11960"cgarch11__ged__w1000_r5": {11961"n": 777,11962"ratio": 1.0119222702619102,11963"dm_p": 0.3463939884741211,11964"dm_stat": 0.942179453454959611965},11966"cgarch11__normal__w1000_r5": {11967"n": 777,11968"ratio": 1.0379742515342003,11969"dm_p": 0.004567494347647344,11970"dm_stat": 2.84433738652909511971},11972"cgarch11__skewt__w1000_r5": {11973"n": 777,11974"ratio": 0.9860979686209813,11975"dm_p": 0.26625082913588677,11976"dm_stat": -1.112539393780969611977},11978"cgarch11__t__w1000_r5": {11979"n": 777,11980"ratio": 0.9752860446417896,11981"dm_p": 0.3202075342838803,11982"dm_stat": -0.994668575844861711983},11984"constvar__normal__w1000_r5": {11985"n": 777,11986"ratio": 1.8442263729827204,11987"dm_p": 0.0025533210422232834,11988"dm_stat": 3.026797908294540711989},11990"egarch11__ged__w1000_r5": {11991"n": 775,11992"ratio": 3681206.7293430585,11993"dm_p": 0.042878854537474004,11994"dm_stat": 2.028229177874860211995},11996"egarch11__normal__w1000_r5": {11997"n": 764,11998"ratio": 4116739.137665616,11999"dm_p": 0.02471844195623396,12000"dm_stat": 2.250230230997461812001},12002"egarch11__skewt__w1000_r5": {12003"n": 728,12004"ratio": 2111550.14855786,12005"dm_p": 0.16414852658383214,12006"dm_stat": 1.392659537969248612007},12008"egarch11__t__w1000_r5": {12009"n": 707,12010"ratio": 1560400.6095545709,12011"dm_p": 0.20118683369491042,12012"dm_stat": 1.279370737668744912013},12014"ewma094__normal__w1000_r5": {12015"n": 777,12016"ratio": 0.7271554218513167,12017"dm_p": 0.23957479553056613,12018"dm_stat": -1.176953870513291812019},12020"figarch11__ged__w1000_r5": {12021"n": 777,12022"ratio": 0.9640856710095191,12023"dm_p": 0.6837171959301832,12024"dm_stat": -0.4075490300285929412025},12026"figarch11__normal__w1000_r5": {12027"n": 777,12028"ratio": 0.9683905945188492,12029"dm_p": 0.7038905982533693,12030"dm_stat": -0.380214017823501112031},12032"figarch11__skewt__w1000_r5": {12033"n": 777,12034"ratio": 0.9605097799818091,12035"dm_p": 0.6707590333185158,12036"dm_stat": -0.4252682575004811412037},12038"figarch11__t__w1000_r5": {12039"n": 777,12040"ratio": 0.9550654353830937,12041"dm_p": 0.6546713593087176,12042"dm_stat": -0.4474551185848885712043},12044"garch11__ged__w1000_r5": {12045"n": 777,12046"ratio": 0.9792052570139621,12047"dm_p": 0.007579889709797107,12048"dm_stat": -2.6772429835090312049},12050"garch11__normal__w1000_r5": {12051"n": 777,12052"ratio": 1.0,12053"dm_p": 1.0,12054"dm_stat": 0.012055},12056"garch11__skewt__w1000_r5": {12057"n": 777,12058"ratio": 0.9644647775169618,12059"dm_p": 0.008937226697132638,12060"dm_stat": -2.62106131434489712061},12062"garch11__t__w1000_r5": {12063"n": 777,12064"ratio": 0.9540532489780136,12065"dm_p": 0.03868193442470213,12066"dm_stat": -2.071073826235514412067},12068"garch12__ged__w1000_r5": {12069"n": 777,12070"ratio": 0.9686847001181274,12071"dm_p": 0.10316277324993198,12072"dm_stat": -1.63163192515166112073},12074"garch12__normal__w1000_r5": {12075"n": 777,12076"ratio": 0.9932426653940668,12077"dm_p": 0.40957108601311,12078"dm_stat": -0.82509523520282612079},12080"garch12__skewt__w1000_r5": {12081"n": 777,12082"ratio": 0.9629913175414075,12083"dm_p": 0.03499075369068734,12084"dm_stat": -2.11217077368781112085},12086"garch12__t__w1000_r5": {12087"n": 777,12088"ratio": 0.9551536294713348,12089"dm_p": 0.05939049264979473,12090"dm_stat": -1.888061702166581812091},12092"garch21__ged__w1000_r5": {12093"n": 777,12094"ratio": 0.9791824873065279,12095"dm_p": 0.007460107498602747,12096"dm_stat": -2.682625413945039412097},12098"garch21__normal__w1000_r5": {12099"n": 777,12100"ratio": 0.9997456287979588,12101"dm_p": 0.07894509344727077,12102"dm_stat": -1.759155912537737412103},12104"garch21__skewt__w1000_r5": {12105"n": 777,12106"ratio": 0.9643242506067599,12107"dm_p": 0.008750611968916248,12108"dm_stat": -2.628312040045165612109},12110"garch21__t__w1000_r5": {12111"n": 777,12112"ratio": 0.9540421922014662,12113"dm_p": 0.03847558690851675,12114"dm_stat": -2.07328101538156712115},12116"garchm11__ged__w1000_r5": {12117"n": 777,12118"ratio": 0.975004187757136,12119"dm_p": 0.036746866368714756,12120"dm_stat": -2.09217939205293612121},12122"garchm11__normal__w1000_r5": {12123"n": 777,12124"ratio": 0.9957869747669564,12125"dm_p": 0.3755626741896623,12126"dm_stat": -0.886611699956125112127},12128"garchm11__skewt__w1000_r5": {12129"n": 777,12130"ratio": 0.9552979504960638,12131"dm_p": 0.04168625268879591,12132"dm_stat": -2.040021979070413512133},12134"garchm11__t__w1000_r5": {12135"n": 777,12136"ratio": 0.9470453056566059,12137"dm_p": 0.06857431393888815,12138"dm_stat": -1.823750443643631612139},12140"garchx_rv11__normal__w1000_r5": {12141"n": 777,12142"ratio": 0.7905924351758766,12143"dm_p": 0.29979111414486487,12144"dm_stat": -1.03757509571867512145},12146"garchx_rv11__t__w1000_r5": {12147"n": 777,12148"ratio": 0.7648456171299192,12149"dm_p": 0.27052801375106295,12150"dm_stat": -1.102633923455840912151},12152"gas_t11__t__w1000_r5": {12153"n": 777,12154"ratio": 1.0644233468452224,12155"dm_p": 0.39664485944372646,12156"dm_stat": 0.848098092441407512157},12158"gjr11__ged__w1000_r5": {12159"n": 777,12160"ratio": 0.8977781291048027,12161"dm_p": 0.1552079999293154,12162"dm_stat": -1.422758629898906112163},12164"gjr11__normal__w1000_r5": {12165"n": 777,12166"ratio": 0.8925207650253477,12167"dm_p": 0.21141457495724753,12168"dm_stat": -1.25071740199233512169},12170"gjr11__skewt__w1000_r5": {12171"n": 777,12172"ratio": 0.8667193885446126,12173"dm_p": 0.11141573939753659,12174"dm_stat": -1.59367637503719912175},12176"gjr11__t__w1000_r5": {12177"n": 777,12178"ratio": 0.8727235715535319,12179"dm_p": 0.1046640846335114,12180"dm_stat": -1.62455218291339612181},12182"har_rv__empirical__w1000_r5": {12183"n": 777,12184"ratio": 0.8376242444348314,12185"dm_p": 0.435925548565292,12186"dm_stat": -0.77949549844887212187},12188"heavy11__normal__w1000_r5": {12189"n": 777,12190"ratio": 0.799244209332083,12191"dm_p": 0.3211047691300936,12192"dm_stat": -0.992824894793967712193},12194"heavy11__t__w1000_r5": {12195"n": 777,12196"ratio": 0.771672817113673,12197"dm_p": 0.2852449811480391,12198"dm_stat": -1.069348933183370512199},12200"histvar22__empirical__w1000_r5": {12201"n": 777,12202"ratio": 0.8552168816032955,12203"dm_p": 0.39569419196911093,12204"dm_stat": -0.849807556643502612205},12206"histvar252__empirical__w1000_r5": {12207"n": 777,12208"ratio": 1.7072416150507963,12209"dm_p": 0.0002101064849804023,12210"dm_stat": 3.724218835014912211},12212"histvar66__empirical__w1000_r5": {12213"n": 777,12214"ratio": 1.064798623312476,12215"dm_p": 0.46848468933407994,12216"dm_stat": 0.725303221534508112217},12218"igarch11__ged__w1000_r5": {12219"n": 777,12220"ratio": 0.9665970948111222,12221"dm_p": 0.6211265275328781,12222"dm_stat": -0.494452587644490412223},12224"igarch11__normal__w1000_r5": {12225"n": 777,12226"ratio": 0.9758490903795826,12227"dm_p": 0.6922319652246826,12228"dm_stat": -0.395975478277247712229},12230"igarch11__skewt__w1000_r5": {12231"n": 777,12232"ratio": 0.9516439192446393,12233"dm_p": 0.5414360199055779,12234"dm_stat": -0.610913079520458112235},12236"igarch11__t__w1000_r5": {12237"n": 777,12238"ratio": 0.9496652529337425,12239"dm_p": 0.5427620095724408,12240"dm_stat": -0.608910444223016712241},12242"loghar_rv__empirical__w1000_r5": {12243"n": 777,12244"ratio": 0.872321291692449,12245"dm_p": 0.20103452226396445,12246"dm_stat": -1.279696022919117412247},12248"msgarch2__normal__w1000_r5": {12249"n": 777,12250"ratio": 0.969074585334596,12251"dm_p": 0.6855605423062603,12252"dm_stat": -0.4050389081540334312253},12254"msgarch2__t__w1000_r5": {12255"n": 777,12256"ratio": 0.897918628565273,12257"dm_p": 0.3894084059703302,12258"dm_stat": -0.861173674690400812259},12260"nagarch11__ged__w1000_r5": {12261"n": 777,12262"ratio": 0.9455727468691424,12263"dm_p": 0.1666519284213543,12264"dm_stat": -1.384341289303489912265},12266"nagarch11__normal__w1000_r5": {12267"n": 777,12268"ratio": 0.93028346364315,12269"dm_p": 0.2644596052827444,12270"dm_stat": -1.11672024716973912271},12272"nagarch11__skewt__w1000_r5": {12273"n": 777,12274"ratio": 0.9174817194543817,12275"dm_p": 0.09970111558091735,12276"dm_stat": -1.648274596745925412277},12278"nagarch11__t__w1000_r5": {12279"n": 777,12280"ratio": 0.9122961491748659,12281"dm_p": 0.1031202007930318,12282"dm_stat": -1.631833877362082612283},12284"qgarch11__ged__w1000_r5": {12285"n": 777,12286"ratio": 0.949861852526344,12287"dm_p": 0.09890442490566026,12288"dm_stat": -1.65217004393767512289},12290"qgarch11__normal__w1000_r5": {12291"n": 777,12292"ratio": 0.9570603204000971,12293"dm_p": 0.18597668769246734,12294"dm_stat": -1.323747656320499712295},12296"qgarch11__skewt__w1000_r5": {12297"n": 777,12298"ratio": 0.9253217737809278,12299"dm_p": 0.05912299137253777,12300"dm_stat": -1.890055332314309412301},12302"qgarch11__t__w1000_r5": {12303"n": 777,12304"ratio": 0.9197199831796203,12305"dm_p": 0.0730146627480718,12306"dm_stat": -1.79517609943359412307},12308"realgarch11__normal__w1000_r5": {12309"n": 777,12310"ratio": 0.9035986121186349,12311"dm_p": 0.28088267035212905,12312"dm_stat": -1.079090512213455312313},12314"realgarch11__t__w1000_r5": {12315"n": 777,12316"ratio": 0.8917567777857354,12317"dm_p": 0.2715191812638418,12318"dm_stat": -1.100353882178139612319},12320"rm2006__normal__w1000_r5": {12321"n": 777,12322"ratio": 0.8225525674771372,12323"dm_p": 0.4811703991464749,12324"dm_stat": -0.704761071731325812325},12326"rm_rw__empirical__w1000_r5": {12327"n": 777,12328"ratio": 1.3153707736357707,12329"dm_p": 0.4455058568926406,12330"dm_stat": 0.763317841852825812331},12332"tarch11__ged__w1000_r5": {12333"n": 777,12334"ratio": 1.0387401726623853,12335"dm_p": 0.324765470306973,12336"dm_stat": 0.985337425105815112337},12338"tarch11__normal__w1000_r5": {12339"n": 777,12340"ratio": 1.2212547367385944,12341"dm_p": 0.2775262381570204,12342"dm_stat": 1.086656110330752612343},12344"tarch11__skewt__w1000_r5": {12345"n": 777,12346"ratio": 1.2667955498820689,12347"dm_p": 0.32311520473292366,12348"dm_stat": 0.988705958584715512349},12350"tarch11__t__w1000_r5": {12351"n": 777,12352"ratio": 1.0285856058233636,12353"dm_p": 0.5372924886609843,12354"dm_stat": 0.617186920247330912355}12356},12357"prev_sign=neg": {12358"aparch11__ged__w1000_r5": {12359"n": 1269,12360"ratio": 0.8422797785493166,12361"dm_p": 0.308496709615511,12362"dm_stat": -1.018790643787188812363},12364"aparch11__normal__w1000_r5": {12365"n": 1269,12366"ratio": 1.5370238126080182,12367"dm_p": 0.2943242411815953,12368"dm_stat": 1.049116885755034112369},12370"aparch11__skewt__w1000_r5": {12371"n": 1269,12372"ratio": 0.817562094206321,12373"dm_p": 0.3175682347087679,12374"dm_stat": -0.999861641131013112375},12376"aparch11__t__w1000_r5": {12377"n": 1269,12378"ratio": 0.8118682140852442,12379"dm_p": 0.30908712934756694,12380"dm_stat": -1.017547556629614212381},12382"arch5__ged__w1000_r5": {12383"n": 1269,12384"ratio": 0.9617717543393643,12385"dm_p": 0.8000397303718544,12386"dm_stat": -0.253348835610597512387},12388"arch5__normal__w1000_r5": {12389"n": 1269,12390"ratio": 0.9656695854368439,12391"dm_p": 0.8195995264012754,12392"dm_stat": -0.228107398469698112393},12394"arch5__skewt__w1000_r5": {12395"n": 1269,12396"ratio": 0.9708573309668368,12397"dm_p": 0.8419136433634922,12398"dm_stat": -0.1994871949984528812399},12400"arch5__t__w1000_r5": {12401"n": 1269,12402"ratio": 0.9557390516041827,12403"dm_p": 0.7743949664492256,12404"dm_stat": -0.286692044440072112405},12406"avgarch11__ged__w1000_r5": {12407"n": 1269,12408"ratio": 1.3241342110429057,12409"dm_p": 0.2958057617540157,12410"dm_stat": 1.045901682616627212411},12412"avgarch11__normal__w1000_r5": {12413"n": 1269,12414"ratio": 1.340668220127641,12415"dm_p": 0.2888810331553789,12416"dm_stat": 1.061024021345979812417},12418"avgarch11__skewt__w1000_r5": {12419"n": 1269,12420"ratio": 1.3392508235384843,12421"dm_p": 0.29344584610098795,12422"dm_stat": 1.05102831442070412423},12424"avgarch11__t__w1000_r5": {12425"n": 1269,12426"ratio": 1.313062939058796,12427"dm_p": 0.30017248073449115,12428"dm_stat": 1.036487297809984212429},12430"cgarch11__ged__w1000_r5": {12431"n": 1269,12432"ratio": 0.9227622839559985,12433"dm_p": 0.33269755102640897,12434"dm_stat": -0.969065020694442412435},12436"cgarch11__normal__w1000_r5": {12437"n": 1269,12438"ratio": 0.9259093715145632,12439"dm_p": 0.369937138216668,12440"dm_stat": -0.896910106896775312441},12442"cgarch11__skewt__w1000_r5": {12443"n": 1269,12444"ratio": 0.940804572297507,12445"dm_p": 0.32476710080540633,12446"dm_stat": -0.985091405465600412447},12448"cgarch11__t__w1000_r5": {12449"n": 1269,12450"ratio": 0.927846529996018,12451"dm_p": 0.31539097260316157,12452"dm_stat": -1.00437198248540712453},12454"constvar__normal__w1000_r5": {12455"n": 1269,12456"ratio": 3.5146807081175466,12457"dm_p": 0.20041607148416954,12458"dm_stat": 1.281033689160918612459},12460"egarch11__ged__w1000_r5": {12461"n": 1254,12462"ratio": 44316869.88838042,12463"dm_p": 0.2736265788151689,12464"dm_stat": 1.09522949955515112465},12466"egarch11__normal__w1000_r5": {12467"n": 1261,12468"ratio": 3318785.6682931106,12469"dm_p": 0.014573605278461363,12470"dm_stat": 2.44618647166899912471},12472"egarch11__skewt__w1000_r5": {12473"n": 1200,12474"ratio": 1303205.1850328892,12475"dm_p": 0.03390827517308623,12476"dm_stat": 2.123595707208082712477},12478"egarch11__t__w1000_r5": {12479"n": 1176,12480"ratio": 1289001.4150052061,12481"dm_p": 0.08820402672518526,12482"dm_stat": 1.706366926685977612483},12484"ewma094__normal__w1000_r5": {12485"n": 1269,12486"ratio": 0.7808009656060457,12487"dm_p": 0.38353862493569757,12488"dm_stat": -0.871697161697885612489},12490"figarch11__ged__w1000_r5": {12491"n": 1269,12492"ratio": 0.8790607800789707,12493"dm_p": 0.40341336376983516,12494"dm_stat": -0.835820492454140312495},12496"figarch11__normal__w1000_r5": {12497"n": 1269,12498"ratio": 0.8779744222524254,12499"dm_p": 0.40355624682768393,12500"dm_stat": -0.835566479309034912501},12502"figarch11__skewt__w1000_r5": {12503"n": 1269,12504"ratio": 0.8855265763040225,12505"dm_p": 0.3931430443145534,12506"dm_stat": -0.854222547467585712507},12508"figarch11__t__w1000_r5": {12509"n": 1269,12510"ratio": 0.8745684708725624,12511"dm_p": 0.3943520369519488,12512"dm_stat": -0.852041346511429312513},12514"garch11__ged__w1000_r5": {12515"n": 1269,12516"ratio": 0.9775223560598889,12517"dm_p": 0.22683817354613717,12518"dm_stat": -1.209130352162974212519},12520"garch11__normal__w1000_r5": {12521"n": 1269,12522"ratio": 1.0,12523"dm_p": 1.0,12524"dm_stat": 0.012525},12526"garch11__skewt__w1000_r5": {12527"n": 1269,12528"ratio": 0.9731603610391006,12529"dm_p": 0.3251375062685659,12530"dm_stat": -0.984337237701910212531},12532"garch11__t__w1000_r5": {12533"n": 1269,12534"ratio": 0.9530082644501606,12535"dm_p": 0.25067046188107095,12536"dm_stat": -1.149247996797679912537},12538"garch12__ged__w1000_r5": {12539"n": 1269,12540"ratio": 0.946213590368016,12541"dm_p": 0.2294984534215644,12542"dm_stat": -1.202231130920154812543},12544"garch12__normal__w1000_r5": {12545"n": 1269,12546"ratio": 0.9777624123063205,12547"dm_p": 0.2309745145666823,12548"dm_stat": -1.198427639060981412549},12550"garch12__skewt__w1000_r5": {12551"n": 1269,12552"ratio": 0.944114492315532,12553"dm_p": 0.2659158954657768,12554"dm_stat": -1.11300811498471812555},12556"garch12__t__w1000_r5": {12557"n": 1269,12558"ratio": 0.9252969180713532,12559"dm_p": 0.23158653272453436,12560"dm_stat": -1.196855671811554812561},12562"garch21__ged__w1000_r5": {12563"n": 1269,12564"ratio": 0.9786421755895399,12565"dm_p": 0.2511863523867536,12566"dm_stat": -1.147996961331950312567},12568"garch21__normal__w1000_r5": {12569"n": 1269,12570"ratio": 1.0015222409599673,12571"dm_p": 0.1306076658015945,12572"dm_stat": 1.512689769426065312573},12574"garch21__skewt__w1000_r5": {12575"n": 1269,12576"ratio": 0.9742987404294732,12577"dm_p": 0.34686981639712905,12578"dm_stat": -0.941027862863300312579},12580"garch21__t__w1000_r5": {12581"n": 1269,12582"ratio": 0.9544461737544796,12583"dm_p": 0.26536628171124876,12584"dm_stat": -1.114289243597610812585},12586"garchm11__ged__w1000_r5": {12587"n": 1269,12588"ratio": 0.9940168695431089,12589"dm_p": 0.7038563011905653,12590"dm_stat": -0.3802058396306483612591},12592"garchm11__normal__w1000_r5": {12593"n": 1269,12594"ratio": 1.033527911726667,12595"dm_p": 0.29218866358543205,12596"dm_stat": 1.053770701644396712597},12598"garchm11__skewt__w1000_r5": {12599"n": 1269,12600"ratio": 0.9768738134404074,12601"dm_p": 0.40757732048903816,12602"dm_stat": -0.828439901071891912603},12604"garchm11__t__w1000_r5": {12605"n": 1269,12606"ratio": 0.9580723198229338,12607"dm_p": 0.2824672901043605,12608"dm_stat": -1.075250173588044612609},12610"garchx_rv11__normal__w1000_r5": {12611"n": 1269,12612"ratio": 0.730779663755758,12613"dm_p": 0.24179608750869488,12614"dm_stat": -1.171056492727088812615},12616"garchx_rv11__t__w1000_r5": {12617"n": 1269,12618"ratio": 0.7368923967948773,12619"dm_p": 0.24760900328896235,12620"dm_stat": -1.156709335557221812621},12622"gas_t11__t__w1000_r5": {12623"n": 1269,12624"ratio": 1.3430076123543453,12625"dm_p": 0.2915731271764912,12626"dm_stat": 1.05511631175257612627},12628"gjr11__ged__w1000_r5": {12629"n": 1269,12630"ratio": 1.0618015120647546,12631"dm_p": 0.33762812044023793,12632"dm_stat": 0.959225299766906712633},12634"gjr11__normal__w1000_r5": {12635"n": 1269,12636"ratio": 1.1766614221214007,12637"dm_p": 0.31715296849949604,12638"dm_stat": 1.000720321218834512639},12640"gjr11__skewt__w1000_r5": {12641"n": 1269,12642"ratio": 1.0362927303930856,12643"dm_p": 0.36688811277247163,12644"dm_stat": 0.902640582828961612645},12646"gjr11__t__w1000_r5": {12647"n": 1269,12648"ratio": 0.9914921044657814,12649"dm_p": 0.6036751271668096,12650"dm_stat": -0.519252733857951912651},12652"har_rv__empirical__w1000_r5": {12653"n": 1269,12654"ratio": 1265879.1222230096,12655"dm_p": 0.29085475415741036,12656"dm_stat": 1.056689150297804912657},12658"heavy11__normal__w1000_r5": {12659"n": 1269,12660"ratio": 0.7269301071537767,12661"dm_p": 0.23642710513433238,12662"dm_stat": -1.18452544665059812663},12664"heavy11__t__w1000_r5": {12665"n": 1269,12666"ratio": 0.7226098290381034,12667"dm_p": 0.22401920694173627,12668"dm_stat": -1.216504455145659212669},12670"histvar22__empirical__w1000_r5": {12671"n": 1269,12672"ratio": 0.9279646583815065,12673"dm_p": 0.7209956982380413,12674"dm_stat": -0.3572077854283406412675},12676"histvar252__empirical__w1000_r5": {12677"n": 1269,12678"ratio": 2.0761469251061606,12679"dm_p": 0.1006543988869673,12680"dm_stat": 1.642886265000694112681},12682"histvar66__empirical__w1000_r5": {12683"n": 1269,12684"ratio": 1.247514561162205,12685"dm_p": 0.11949926127437957,12686"dm_stat": 1.557930504811811312687},12688"igarch11__ged__w1000_r5": {12689"n": 1269,12690"ratio": 0.9620503919757345,12691"dm_p": 0.5457904275118309,12692"dm_stat": -0.604242642073879312693},12694"igarch11__normal__w1000_r5": {12695"n": 1269,12696"ratio": 0.9771201695808539,12697"dm_p": 0.6283820399099777,12698"dm_stat": -0.484123199352639212699},12700"igarch11__skewt__w1000_r5": {12701"n": 1269,12702"ratio": 0.9525315470018958,12703"dm_p": 0.5360110078318872,12704"dm_stat": -0.619025115625160712705},12706"igarch11__t__w1000_r5": {12707"n": 1269,12708"ratio": 0.9400980555353406,12709"dm_p": 0.48915965146104223,12710"dm_stat": -0.691847675925799212711},12712"loghar_rv__empirical__w1000_r5": {12713"n": 1269,12714"ratio": 1.1835971781079753,12715"dm_p": 0.45373081148938393,12716"dm_stat": 0.749440415372700312717},12718"msgarch2__normal__w1000_r5": {12719"n": 1269,12720"ratio": 0.9554844214879376,12721"dm_p": 0.438691731793299,12722"dm_stat": -0.774648634880523412723},12724"msgarch2__t__w1000_r5": {12725"n": 1269,12726"ratio": 0.9339204577755613,12727"dm_p": 0.3414161443064509,12728"dm_stat": -0.951728345915836512729},12730"nagarch11__ged__w1000_r5": {12731"n": 1269,12732"ratio": 1.0329122641443185,12733"dm_p": 0.5366927396697041,12734"dm_stat": 0.617990254231158812735},12736"nagarch11__normal__w1000_r5": {12737"n": 1269,12738"ratio": 1.7888225889076776,12739"dm_p": 0.3144994100313584,12740"dm_stat": 1.00622482022926712741},12742"nagarch11__skewt__w1000_r5": {12743"n": 1269,12744"ratio": 1.0146643593496927,12745"dm_p": 0.6773446186091244,12746"dm_stat": 0.416185611192161212747},12748"nagarch11__t__w1000_r5": {12749"n": 1269,12750"ratio": 0.9699374826942025,12751"dm_p": 0.05462374400990343,12752"dm_stat": -1.92363715175252512753},12754"qgarch11__ged__w1000_r5": {12755"n": 1269,12756"ratio": 1.0296754613898684,12757"dm_p": 0.5468833535766529,12758"dm_stat": 0.60259882197566512759},12760"qgarch11__normal__w1000_r5": {12761"n": 1269,12762"ratio": 1.1211890238210596,12763"dm_p": 0.37191359065785157,12764"dm_stat": 0.893211159642998112765},12766"qgarch11__skewt__w1000_r5": {12767"n": 1269,12768"ratio": 1.00930910919367,12769"dm_p": 0.759012900093027,12770"dm_stat": 0.306843469493650512771},12772"qgarch11__t__w1000_r5": {12773"n": 1269,12774"ratio": 0.9679047654154112,12775"dm_p": 0.07824325067262383,12776"dm_stat": -1.76239636126675912777},12778"realgarch11__normal__w1000_r5": {12779"n": 1269,12780"ratio": 1.1363713554872243,12781"dm_p": 0.46400540261666073,12782"dm_stat": 0.732489203525376512783},12784"realgarch11__t__w1000_r5": {12785"n": 1269,12786"ratio": 1.1193355528420958,12787"dm_p": 0.49060609987222337,12788"dm_stat": 0.68954568588990112789},12790"rm2006__normal__w1000_r5": {12791"n": 1269,12792"ratio": 0.7593358338926526,12793"dm_p": 0.4000765149510506,12794"dm_stat": -0.841768067379436412795},12796"rm_rw__empirical__w1000_r5": {12797"n": 1269,12798"ratio": 1.4473290228526587,12799"dm_p": 0.1767812904512302,12800"dm_stat": 1.351484640848476412801},12802"tarch11__ged__w1000_r5": {12803"n": 1269,12804"ratio": 1.4216977091066918,12805"dm_p": 0.3122109605347021,12806"dm_stat": 1.010996544933651512807},12808"tarch11__normal__w1000_r5": {12809"n": 1269,12810"ratio": 1.1727585623398822,12811"dm_p": 0.3199072388441012,12812"dm_stat": 0.995038794481210212813},12814"tarch11__skewt__w1000_r5": {12815"n": 1269,12816"ratio": 1.602918718949813,12817"dm_p": 0.30169261986375767,12818"dm_stat": 1.033231447664178212819},12820"tarch11__t__w1000_r5": {12821"n": 1269,12822"ratio": 1.406803186713019,12823"dm_p": 0.30788783061285463,12824"dm_stat": 1.020074246647445312825}12826},12827"prev_sign=pos": {12828"aparch11__ged__w1000_r5": {12829"n": 1449,12830"ratio": 0.879091017890789,12831"dm_p": 0.22610582917548996,12832"dm_stat": -1.210966554416898212833},12834"aparch11__normal__w1000_r5": {12835"n": 1449,12836"ratio": 0.9382620680479407,12837"dm_p": 0.20749075157688918,12838"dm_stat": -1.261058934581374312839},12840"aparch11__skewt__w1000_r5": {12841"n": 1449,12842"ratio": 0.8576259749485132,12843"dm_p": 0.2292092980198805,12844"dm_stat": -1.202906119398501812845},12846"aparch11__t__w1000_r5": {12847"n": 1449,12848"ratio": 0.8714644981018573,12849"dm_p": 0.22902565183414725,12850"dm_stat": -1.203380917766976812851},12852"arch5__ged__w1000_r5": {12853"n": 1449,12854"ratio": 1.2259323540458877,12855"dm_p": 0.00010314961570349612,12856"dm_stat": 3.89386692786751112857},12858"arch5__normal__w1000_r5": {12859"n": 1449,12860"ratio": 1.2370461055649806,12861"dm_p": 5.5104012385639904e-05,12862"dm_stat": 4.04490422300392812863},12864"arch5__skewt__w1000_r5": {12865"n": 1449,12866"ratio": 1.2196204016685854,12867"dm_p": 0.00015661997154016265,12868"dm_stat": 3.79033470647789512869},12870"arch5__t__w1000_r5": {12871"n": 1449,12872"ratio": 1.2113045793405934,12873"dm_p": 0.00015896460360384124,12874"dm_stat": 3.786605549909912875},12876"avgarch11__ged__w1000_r5": {12877"n": 1449,12878"ratio": 1.0671997270180997,12879"dm_p": 0.2799207216649869,12880"dm_stat": 1.080901945461661312881},12882"avgarch11__normal__w1000_r5": {12883"n": 1449,12884"ratio": 1.0768742488798333,12885"dm_p": 0.20288931775049404,12886"dm_stat": 1.273939427626214112887},12888"avgarch11__skewt__w1000_r5": {12889"n": 1449,12890"ratio": 1.0638339616289112,12891"dm_p": 0.35295243109938856,12892"dm_stat": 0.929176615931024512893},12894"avgarch11__t__w1000_r5": {12895"n": 1449,12896"ratio": 1.0588359616386873,12897"dm_p": 0.35585014514370233,12898"dm_stat": 0.923596822970258512899},12900"cgarch11__ged__w1000_r5": {12901"n": 1449,12902"ratio": 0.9893124585098826,12903"dm_p": 0.4246883594572232,12904"dm_stat": -0.798539620969247412905},12906"cgarch11__normal__w1000_r5": {12907"n": 1449,12908"ratio": 1.0020602590930299,12909"dm_p": 0.8769663687061395,12910"dm_stat": 0.1548433832038465212911},12912"cgarch11__skewt__w1000_r5": {12913"n": 1449,12914"ratio": 0.9798851418166541,12915"dm_p": 0.13229494595237104,12916"dm_stat": -1.505962342419408912917},12918"cgarch11__t__w1000_r5": {12919"n": 1449,12920"ratio": 0.972119545541783,12921"dm_p": 0.11357968995828337,12922"dm_stat": -1.583263935653984612923},12924"constvar__normal__w1000_r5": {12925"n": 1449,12926"ratio": 2.236264841380127,12927"dm_p": 0.0705792846995428,12928"dm_stat": 1.809508744204254812929},12930"egarch11__ged__w1000_r5": {12931"n": 1418,12932"ratio": 4713645.187147357,12933"dm_p": 0.00580295668235468,12934"dm_stat": 2.76290928939802212935},12936"egarch11__normal__w1000_r5": {12937"n": 1437,12938"ratio": 4991768.936431204,12939"dm_p": 0.001887629527712333,12940"dm_stat": 3.11313964195420412941},12942"egarch11__skewt__w1000_r5": {12943"n": 1361,12944"ratio": 2471228.7553292555,12945"dm_p": 0.0253267768764668,12946"dm_stat": 2.238851527281185712947},12948"egarch11__t__w1000_r5": {12949"n": 1330,12950"ratio": 2140272.3760484317,12951"dm_p": 0.039126870410938264,12952"dm_stat": 2.06489140349190912953},12954"ewma094__normal__w1000_r5": {12955"n": 1449,12956"ratio": 0.9255286575367511,12957"dm_p": 0.5800964836194042,12958"dm_stat": -0.553368570239926212959},12960"figarch11__ged__w1000_r5": {12961"n": 1449,12962"ratio": 1.0192334774278546,12963"dm_p": 0.7572049591788036,12964"dm_stat": 0.309211727731093512965},12966"figarch11__normal__w1000_r5": {12967"n": 1449,12968"ratio": 1.0321783307189962,12969"dm_p": 0.6108632694938212,12970"dm_stat": 0.508952201177250412971},12972"figarch11__skewt__w1000_r5": {12973"n": 1449,12974"ratio": 1.0080809654597622,12975"dm_p": 0.8933171083744752,12976"dm_stat": 0.1341316552549571312977},12978"figarch11__t__w1000_r5": {12979"n": 1449,12980"ratio": 1.006914430108103,12981"dm_p": 0.9172326706427175,12982"dm_stat": 0.1039383449540259612983},12984"garch11__ged__w1000_r5": {12985"n": 1449,12986"ratio": 0.9831963833707296,12987"dm_p": 0.013633043886668606,12988"dm_stat": -2.46981059196698812989},12990"garch11__normal__w1000_r5": {12991"n": 1449,12992"ratio": 1.0,12993"dm_p": 1.0,12994"dm_stat": 0.012995},12996"garch11__skewt__w1000_r5": {12997"n": 1449,12998"ratio": 0.9751511423079037,12999"dm_p": 0.009046709817396381,13000"dm_stat": -2.613809761749799513001},13002"garch11__t__w1000_r5": {13003"n": 1449,13004"ratio": 0.9660857940314008,13005"dm_p": 0.00990519657621861,13006"dm_stat": -2.58253295668452613007},13008"garch12__ged__w1000_r5": {13009"n": 1449,13010"ratio": 0.9716660281785632,13011"dm_p": 0.006846885499401628,13012"dm_stat": -2.7080873080537713013},13014"garch12__normal__w1000_r5": {13015"n": 1449,13016"ratio": 0.9900032840077235,13017"dm_p": 0.0628501520471408,13018"dm_stat": -1.861683792174627413019},13020"garch12__skewt__w1000_r5": {13021"n": 1449,13022"ratio": 0.9766499186932458,13023"dm_p": 0.02772409929426945,13024"dm_stat": -2.203392003483455313025},13026"garch12__t__w1000_r5": {13027"n": 1449,13028"ratio": 0.9644378272206142,13029"dm_p": 0.0013310803313178188,13030"dm_stat": -3.215464743458288613031},13032"garch21__ged__w1000_r5": {13033"n": 1449,13034"ratio": 0.9826556630544907,13035"dm_p": 0.013456454716127952,13036"dm_stat": -2.474491399373291313037},13038"garch21__normal__w1000_r5": {13039"n": 1449,13040"ratio": 1.0006843664580933,13041"dm_p": 0.3579630507427157,13042"dm_stat": 0.919546308362318913043},13044"garch21__skewt__w1000_r5": {13045"n": 1449,13046"ratio": 0.9755900049229669,13047"dm_p": 0.010781834272431193,13048"dm_stat": -2.552997306140119413049},13050"garch21__t__w1000_r5": {13051"n": 1449,13052"ratio": 0.9666872478442521,13053"dm_p": 0.011355924787374084,13054"dm_stat": -2.534793276628368713055},13056"garchm11__ged__w1000_r5": {13057"n": 1449,13058"ratio": 0.9894980070909302,13059"dm_p": 0.3701981979051719,13060"dm_stat": -0.89638120428689313061},13062"garchm11__normal__w1000_r5": {13063"n": 1449,13064"ratio": 1.0067114967182582,13065"dm_p": 0.5060650789589141,13066"dm_stat": 0.665142809973400413067},13068"garchm11__skewt__w1000_r5": {13069"n": 1449,13070"ratio": 0.9789977698278345,13071"dm_p": 0.1385222905118422,13072"dm_stat": -1.482133768047275513073},13074"garchm11__t__w1000_r5": {13075"n": 1449,13076"ratio": 0.9706483967355793,13077"dm_p": 0.06895421089264346,13078"dm_stat": -1.820073313475306413079},13080"garchx_rv11__normal__w1000_r5": {13081"n": 1449,13082"ratio": 0.8238970912537238,13083"dm_p": 0.12797951370914326,13084"dm_stat": -1.52299017279247513085},13086"garchx_rv11__t__w1000_r5": {13087"n": 1449,13088"ratio": 0.7988394719832385,13089"dm_p": 0.10212840900965715,13090"dm_stat": -1.63565851369563513091},13092"gas_t11__t__w1000_r5": {13093"n": 1449,13094"ratio": 1.0267438344459832,13095"dm_p": 0.5197797224676999,13096"dm_stat": 0.643842207171974313097},13098"gjr11__ged__w1000_r5": {13099"n": 1449,13100"ratio": 0.9461553373108408,13101"dm_p": 0.17970023315394668,13102"dm_stat": -1.34232753123378213103},13104"gjr11__normal__w1000_r5": {13105"n": 1449,13106"ratio": 0.9424665783032385,13107"dm_p": 0.21368481554759822,13108"dm_stat": -1.244043723027989713109},13110"gjr11__skewt__w1000_r5": {13111"n": 1449,13112"ratio": 0.9379820023421138,13113"dm_p": 0.19142523789297358,13114"dm_stat": -1.306985249174115413115},13116"gjr11__t__w1000_r5": {13117"n": 1449,13118"ratio": 0.9382259062199954,13119"dm_p": 0.1677078242639709,13120"dm_stat": -1.380298433959097813121},13122"har_rv__empirical__w1000_r5": {13123"n": 1449,13124"ratio": 3485374.838928085,13125"dm_p": 0.2779632524839666,13126"dm_stat": 1.085314020728122213127},13128"heavy11__normal__w1000_r5": {13129"n": 1449,13130"ratio": 0.8222118012080856,13131"dm_p": 0.12521265327052056,13132"dm_stat": -1.534144122975751813133},13134"heavy11__t__w1000_r5": {13135"n": 1449,13136"ratio": 0.7942001171145427,13137"dm_p": 0.09627880474279546,13138"dm_stat": -1.664250179802499113139},13140"histvar22__empirical__w1000_r5": {13141"n": 1449,13142"ratio": 1.0171214761819931,13143"dm_p": 0.843588420582013,13144"dm_stat": 0.1973409651572452513145},13146"histvar252__empirical__w1000_r5": {13147"n": 1449,13148"ratio": 1.7298067643725321,13149"dm_p": 0.0017414736237214598,13150"dm_stat": 3.13695969957075113151},13152"histvar66__empirical__w1000_r5": {13153"n": 1449,13154"ratio": 1.209816325558995,13155"dm_p": 0.09767600608927474,13156"dm_stat": 1.65729729893018913157},13158"igarch11__ged__w1000_r5": {13159"n": 1449,13160"ratio": 0.9986624247331529,13161"dm_p": 0.9754140343218384,13162"dm_stat": -0.0308241427280494513163},13164"igarch11__normal__w1000_r5": {13165"n": 1449,13166"ratio": 1.0010511855022786,13167"dm_p": 0.9792386242306987,13168"dm_stat": 0.0260279591671728513169},13170"igarch11__skewt__w1000_r5": {13171"n": 1449,13172"ratio": 0.9955020493114092,13173"dm_p": 0.9275539442676579,13174"dm_stat": -0.0909386155657989813175},13176"igarch11__t__w1000_r5": {13177"n": 1449,13178"ratio": 0.9931146965594474,13179"dm_p": 0.8906718445784549,13180"dm_stat": -0.137478316025614713181},13182"loghar_rv__empirical__w1000_r5": {13183"n": 1449,13184"ratio": 0.8588540723908699,13185"dm_p": 0.0004820080021925202,13186"dm_stat": -3.498522459637108713187},13188"msgarch2__normal__w1000_r5": {13189"n": 1449,13190"ratio": 0.9570482946771155,13191"dm_p": 0.35926934441714387,13192"dm_stat": -0.9170496283125613193},13194"msgarch2__t__w1000_r5": {13195"n": 1449,13196"ratio": 0.9201071574356614,13197"dm_p": 0.3395094654886294,13198"dm_stat": -0.95545038239389313199},13200"nagarch11__ged__w1000_r5": {13201"n": 1449,13202"ratio": 0.9516547785139153,13203"dm_p": 0.0588490247480717,13204"dm_stat": -1.890811259266198513205},13206"nagarch11__normal__w1000_r5": {13207"n": 1449,13208"ratio": 0.9448936275505703,13209"dm_p": 0.08349792209539082,13210"dm_stat": -1.731935995859401613211},13212"nagarch11__skewt__w1000_r5": {13213"n": 1449,13214"ratio": 0.9409379551908827,13215"dm_p": 0.06316639831181646,13216"dm_stat": -1.859447743824069713217},13218"nagarch11__t__w1000_r5": {13219"n": 1449,13220"ratio": 0.9362711630550022,13221"dm_p": 0.05396342548998388,13222"dm_stat": -1.928699700318403713223},13224"qgarch11__ged__w1000_r5": {13225"n": 1449,13226"ratio": 0.953819003369311,13227"dm_p": 0.025383237245808963,13228"dm_stat": -2.237837056235169713229},13230"qgarch11__normal__w1000_r5": {13231"n": 1449,13232"ratio": 0.9585279061724817,13233"dm_p": 0.04911892902890879,13234"dm_stat": -1.969214045500520713235},13236"qgarch11__skewt__w1000_r5": {13237"n": 1449,13238"ratio": 0.9427139007653612,13239"dm_p": 0.02506005122671249,13240"dm_stat": -2.242806682305612313241},13242"qgarch11__t__w1000_r5": {13243"n": 1449,13244"ratio": 0.9375539037572315,13245"dm_p": 0.0227247649404974,13246"dm_stat": -2.280467263723058713247},13248"realgarch11__normal__w1000_r5": {13249"n": 1449,13250"ratio": 0.8708620325058596,13251"dm_p": 0.010045315639412033,13252"dm_stat": -2.577659469567799513253},13254"realgarch11__t__w1000_r5": {13255"n": 1449,13256"ratio": 0.862798981891746,13257"dm_p": 0.009551105623915798,13258"dm_stat": -2.59512826953685713259},13260"rm2006__normal__w1000_r5": {13261"n": 1449,13262"ratio": 0.9656285980370215,13263"dm_p": 0.8275159188174254,13264"dm_stat": -0.2179279971673992513265},13266"rm_rw__empirical__w1000_r5": {13267"n": 1449,13268"ratio": 1.7748034714033256,13269"dm_p": 0.009363555291672144,13270"dm_stat": 2.60196938830549213271},13272"tarch11__ged__w1000_r5": {13273"n": 1449,13274"ratio": 1.0108886108773925,13275"dm_p": 0.7370889932442753,13276"dm_stat": 0.3357752585345392713277},13278"tarch11__normal__w1000_r5": {13279"n": 1449,13280"ratio": 1.0952631786088256,13281"dm_p": 0.3568092279436313,13282"dm_stat": 0.921756352923891913283},13284"tarch11__skewt__w1000_r5": {13285"n": 1449,13286"ratio": 1.1436979936537184,13287"dm_p": 0.38125192421923787,13288"dm_stat": 0.875859061401165413289},13290"tarch11__t__w1000_r5": {13291"n": 1449,13292"ratio": 1.0147134553676855,13293"dm_p": 0.7586625757293717,13294"dm_stat": 0.3072955965250878713295}13296},13297"episode=covid": {13298"aparch11__ged__w1000_r5": {13299"n": 92,13300"ratio": 0.7292991691870184,13301"dm_p": 0.27906119869720714,13302"dm_stat": -1.088927654097331813303},13304"aparch11__normal__w1000_r5": {13305"n": 92,13306"ratio": 1.6063689396757432,13307"dm_p": 0.30525324715815866,13308"dm_stat": 1.031042890730532513309},13310"aparch11__skewt__w1000_r5": {13311"n": 92,13312"ratio": 0.6862542336259326,13313"dm_p": 0.2912604418708792,13314"dm_stat": -1.061525164326666313315},13316"aparch11__t__w1000_r5": {13317"n": 92,13318"ratio": 0.6905707270289299,13319"dm_p": 0.285543407607003,13320"dm_stat": -1.074266764688962313321},13322"arch5__ged__w1000_r5": {13323"n": 92,13324"ratio": 0.8610356515661015,13325"dm_p": 0.36539865634027757,13326"dm_stat": -0.909671942777993613327},13328"arch5__normal__w1000_r5": {13329"n": 92,13330"ratio": 0.8610984586001491,13331"dm_p": 0.3606264616541941,13332"dm_stat": -0.918805227204229213333},13334"arch5__skewt__w1000_r5": {13335"n": 92,13336"ratio": 0.8712731436610002,13337"dm_p": 0.39341450169021774,13338"dm_stat": -0.857512482406241713339},13340"arch5__t__w1000_r5": {13341"n": 92,13342"ratio": 0.854251963271409,13343"dm_p": 0.3677834745401247,13344"dm_stat": -0.905136126824315113345},13346"avgarch11__ged__w1000_r5": {13347"n": 92,13348"ratio": 1.4424452796250753,13349"dm_p": 0.25925641753835615,13350"dm_stat": 1.135239077543842113351},13352"avgarch11__normal__w1000_r5": {13353"n": 92,13354"ratio": 1.4520364111518211,13355"dm_p": 0.2667406847632847,13356"dm_stat": 1.11745667968616613357},13358"avgarch11__skewt__w1000_r5": {13359"n": 92,13360"ratio": 1.4678983093611733,13361"dm_p": 0.25103722648053844,13362"dm_stat": 1.155189227564223513363},13364"avgarch11__t__w1000_r5": {13365"n": 92,13366"ratio": 1.4367383877739506,13367"dm_p": 0.25031180296295885,13368"dm_stat": 1.156972108181781613369},13370"cgarch11__ged__w1000_r5": {13371"n": 92,13372"ratio": 0.9022254844597627,13373"dm_p": 0.32284174577192637,13374"dm_stat": -0.994034891835173113375},13376"cgarch11__normal__w1000_r5": {13377"n": 92,13378"ratio": 0.8983280473931626,13379"dm_p": 0.3145228242809732,13380"dm_stat": -1.011366158016530313381},13382"cgarch11__skewt__w1000_r5": {13383"n": 92,13384"ratio": 0.9340586008198221,13385"dm_p": 0.39487380342080897,13386"dm_stat": -0.854859810854030613387},13388"cgarch11__t__w1000_r5": {13389"n": 92,13390"ratio": 0.9069044759182409,13391"dm_p": 0.3340087294170255,13392"dm_stat": -0.971229039569879413393},13394"constvar__normal__w1000_r5": {13395"n": 92,13396"ratio": 4.294127812952346,13397"dm_p": 0.18302825957771404,13398"dm_stat": 1.341710933290192913399},13400"egarch11__ged__w1000_r5": {13401"n": 92,13402"ratio": 49495409.58079805,13403"dm_p": 0.30452291563407635,13404"dm_stat": 1.032610169294258913405},13406"egarch11__normal__w1000_r5": {13407"n": 92,13408"ratio": 0.9415811459618517,13409"dm_p": 0.8251797753501945,13410"dm_stat": -0.2215253137942475313411},13412"egarch11__skewt__w1000_r5": {13413"n": 87,13414"ratio": 1.3077892464339955,13415"dm_p": 0.3619591993424154,13416"dm_stat": 0.916516201320817513417},13418"egarch11__t__w1000_r5": {13419"n": 92,13420"ratio": 1.561769309457541,13421"dm_p": 0.2616265098672063,13422"dm_stat": 1.12956925556739613423},13424"ewma094__normal__w1000_r5": {13425"n": 92,13426"ratio": 0.696658005213567,13427"dm_p": 0.44026669434473253,13428"dm_stat": -0.775139749824129313429},13430"figarch11__ged__w1000_r5": {13431"n": 92,13432"ratio": 0.8214123051120149,13433"dm_p": 0.38551232516940964,13434"dm_stat": -0.871983348289761513435},13436"figarch11__normal__w1000_r5": {13437"n": 92,13438"ratio": 0.8257345904012037,13439"dm_p": 0.397553089521179,13440"dm_stat": -0.850005129232026613441},13442"figarch11__skewt__w1000_r5": {13443"n": 92,13444"ratio": 0.8259038265590382,13445"dm_p": 0.36715316560105493,13446"dm_stat": -0.906333129188160213447},13448"figarch11__t__w1000_r5": {13449"n": 92,13450"ratio": 0.8070834740325493,13451"dm_p": 0.36142628280254835,13452"dm_stat": -0.917269141288103413453},13454"garch11__ged__w1000_r5": {13455"n": 92,13456"ratio": 0.9759393424991132,13457"dm_p": 0.32927721002638183,13458"dm_stat": -0.980829709123604213459},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": 0.9683136031062611,13469"dm_p": 0.39476480360183175,13470"dm_stat": -0.85505773862790313471},13472"garch11__t__w1000_r5": {13473"n": 92,13474"ratio": 0.9445426752662395,13475"dm_p": 0.3299413787142568,13476"dm_stat": -0.979476603261189713477},13478"garch12__ged__w1000_r5": {13479"n": 92,13480"ratio": 0.9324637687086769,13481"dm_p": 0.2423253146668162,13482"dm_stat": -1.176847961554137813483},13484"garch12__normal__w1000_r5": {13485"n": 92,13486"ratio": 0.9688398060195327,13487"dm_p": 0.19071886477319866,13488"dm_stat": -1.31827892498933513489},13490"garch12__skewt__w1000_r5": {13491"n": 92,13492"ratio": 0.940311407866071,13493"dm_p": 0.27337620083841535,13494"dm_stat": -1.101980500438273713495},13496"garch12__t__w1000_r5": {13497"n": 92,13498"ratio": 0.9193411597527611,13499"dm_p": 0.25541294948727566,13500"dm_stat": -1.144511686273937313501},13502"garch21__ged__w1000_r5": {13503"n": 92,13504"ratio": 0.975969736333692,13505"dm_p": 0.3294183603072373,13506"dm_stat": -0.980541994433099413507},13508"garch21__normal__w1000_r5": {13509"n": 92,13510"ratio": 0.999913776997502,13511"dm_p": 0.30081144764282497,13512"dm_stat": -1.040614401550784313513},13514"garch21__skewt__w1000_r5": {13515"n": 92,13516"ratio": 0.968297677252205,13517"dm_p": 0.3946837396056306,13518"dm_stat": -0.855204960808049813519},13520"garch21__t__w1000_r5": {13521"n": 92,13522"ratio": 0.9445910033491782,13523"dm_p": 0.33002889980354805,13524"dm_stat": -0.979298430970226413525},13526"garchm11__ged__w1000_r5": {13527"n": 92,13528"ratio": 1.0024254946800901,13529"dm_p": 0.9407930173493999,13530"dm_stat": 0.0744786375127584713531},13532"garchm11__normal__w1000_r5": {13533"n": 92,13534"ratio": 1.0472322832621717,13535"dm_p": 0.22674024180148358,13536"dm_stat": 1.21702847953058913537},13538"garchm11__skewt__w1000_r5": {13539"n": 92,13540"ratio": 0.9769070511003605,13541"dm_p": 0.6294817432712095,13542"dm_stat": -0.4840945998778039513543},13544"garchm11__t__w1000_r5": {13545"n": 92,13546"ratio": 0.9559047034832356,13547"dm_p": 0.4813684614548042,13548"dm_stat": -0.707007366517937413549},13550"garchx_rv11__normal__w1000_r5": {13551"n": 92,13552"ratio": 0.6033574219915284,13553"dm_p": 0.25706234289263846,13554"dm_stat": -1.140520446710908213555},13556"garchx_rv11__t__w1000_r5": {13557"n": 92,13558"ratio": 0.5953167698421511,13559"dm_p": 0.24757522635865567,13560"dm_stat": -1.163731043804545813561},13562"gas_t11__t__w1000_r5": {13563"n": 92,13564"ratio": 1.4448652309963874,13565"dm_p": 0.2670363070547471,13566"dm_stat": 1.116761508580763413567},13568"gjr11__ged__w1000_r5": {13569"n": 92,13570"ratio": 1.0445829457287443,13571"dm_p": 0.5218530152580857,13572"dm_stat": 0.642981453112682613573},13574"gjr11__normal__w1000_r5": {13575"n": 92,13576"ratio": 1.175428179221916,13577"dm_p": 0.3654189588327279,13578"dm_stat": 0.909633249248641613579},13580"gjr11__skewt__w1000_r5": {13581"n": 92,13582"ratio": 1.0120033711312766,13583"dm_p": 0.8286388147658836,13584"dm_stat": 0.2170711740311031313585},13586"gjr11__t__w1000_r5": {13587"n": 92,13588"ratio": 0.9656972551299823,13589"dm_p": 0.5295122898330161,13590"dm_stat": -0.631168868209500113591},13592"har_rv__empirical__w1000_r5": {13593"n": 92,13594"ratio": 4612360.540811662,13595"dm_p": 0.19622279416485627,13596"dm_stat": 1.30194023268561313597},13598"heavy11__normal__w1000_r5": {13599"n": 92,13600"ratio": 0.6030790886079443,13601"dm_p": 0.2572885863819111,13602"dm_stat": -1.139974388610516313603},13604"heavy11__t__w1000_r5": {13605"n": 92,13606"ratio": 0.5953430779044101,13607"dm_p": 0.24775937067405274,13608"dm_stat": -1.163274572519570613609},13610"histvar22__empirical__w1000_r5": {13611"n": 92,13612"ratio": 0.7552695425843807,13613"dm_p": 0.4195851279234818,13614"dm_stat": -0.81081903389231813615},13616"histvar252__empirical__w1000_r5": {13617"n": 92,13618"ratio": 2.103628962902156,13619"dm_p": 0.18277156091887053,13620"dm_stat": 1.342505718171802813621},13622"histvar66__empirical__w1000_r5": {13623"n": 92,13624"ratio": 1.4750132859107894,13625"dm_p": 0.0128013387579725,13626"dm_stat": 2.539395944738509513627},13628"igarch11__ged__w1000_r5": {13629"n": 92,13630"ratio": 0.9265030511853263,13631"dm_p": 0.47130937487974617,13632"dm_stat": -0.723367594469689613633},13634"igarch11__normal__w1000_r5": {13635"n": 92,13636"ratio": 0.9460107609849583,13637"dm_p": 0.509282375608449,13638"dm_stat": -0.662567300554223113639},13640"igarch11__skewt__w1000_r5": {13641"n": 92,13642"ratio": 0.914367603100701,13643"dm_p": 0.4893656857957799,13644"dm_stat": -0.694135209129435213645},13646"igarch11__t__w1000_r5": {13647"n": 92,13648"ratio": 0.8951436975980981,13649"dm_p": 0.439978941351184,13650"dm_stat": -0.775629333533989613651},13652"loghar_rv__empirical__w1000_r5": {13653"n": 92,13654"ratio": 1.2705037785847397,13655"dm_p": 0.37291436860278565,13656"dm_stat": 0.895440082253318113657},13658"msgarch2__normal__w1000_r5": {13659"n": 92,13660"ratio": 0.9410831055212608,13661"dm_p": 0.5266110198539263,13662"dm_stat": -0.635632865277102713663},13664"msgarch2__t__w1000_r5": {13665"n": 92,13666"ratio": 0.8933979811978922,13667"dm_p": 0.4268726977322855,13668"dm_stat": -0.798130498256040213669},13670"nagarch11__ged__w1000_r5": {13671"n": 92,13672"ratio": 1.0461927827503261,13673"dm_p": 0.40545525258208376,13674"dm_stat": 0.835802462107557813675},13676"nagarch11__normal__w1000_r5": {13677"n": 92,13678"ratio": 1.945083273723069,13679"dm_p": 0.3035021845507247,13680"dm_stat": 1.034804896510276313681},13682"nagarch11__skewt__w1000_r5": {13683"n": 92,13684"ratio": 1.0220024170338498,13685"dm_p": 0.5801566880611237,13686"dm_stat": 0.555146312156557613687},13688"nagarch11__t__w1000_r5": {13689"n": 92,13690"ratio": 0.9712065357876253,13691"dm_p": 0.4766999811822578,13692"dm_stat": -0.714576324825279613693},13694"qgarch11__ged__w1000_r5": {13695"n": 92,13696"ratio": 1.043304434528486,13697"dm_p": 0.39900657350472374,13698"dm_stat": 0.847379906518805513699},13700"qgarch11__normal__w1000_r5": {13701"n": 92,13702"ratio": 1.1503257887822465,13703"dm_p": 0.3286574102154077,13704"dm_stat": 0.982094045141873413705},13706"qgarch11__skewt__w1000_r5": {13707"n": 92,13708"ratio": 1.0167781750427245,13709"dm_p": 0.6005066122392353,13710"dm_stat": 0.525510402059936913711},13712"qgarch11__t__w1000_r5": {13713"n": 92,13714"ratio": 0.9682477214316291,13715"dm_p": 0.38552776700015745,13716"dm_stat": -0.871954892130989813717},13718"realgarch11__normal__w1000_r5": {13719"n": 92,13720"ratio": 1.1728427295129271,13721"dm_p": 0.40257638075957125,13722"dm_stat": 0.840956984508323313723},13724"realgarch11__t__w1000_r5": {13725"n": 92,13726"ratio": 1.1509415356671715,13727"dm_p": 0.4339757257857321,13728"dm_stat": 0.785886213238333313729},13730"rm2006__normal__w1000_r5": {13731"n": 92,13732"ratio": 0.6119864136511546,13733"dm_p": 0.37000880041443973,13734"dm_stat": -0.900920422612931613735},13736"rm_rw__empirical__w1000_r5": {13737"n": 92,13738"ratio": 0.3520355586883553,13739"dm_p": 0.24926690112393515,13740"dm_stat": -1.159546632482605813741},13742"tarch11__ged__w1000_r5": {13743"n": 92,13744"ratio": 1.5444473236641125,13745"dm_p": 0.2753700570054031,13746"dm_stat": 1.097381328262002613747},13748"tarch11__normal__w1000_r5": {13749"n": 92,13750"ratio": 1.307099109101346,13751"dm_p": 0.2594035444568893,13752"dm_stat": 1.134886055882465413753},13754"tarch11__skewt__w1000_r5": {13755"n": 92,13756"ratio": 1.891359417742029,13757"dm_p": 0.24531386168365885,13758"dm_stat": 1.169356505823539313759},13760"tarch11__t__w1000_r5": {13761"n": 92,13762"ratio": 1.5482488962669179,13763"dm_p": 0.2514817708327205,13764"dm_stat": 1.154098472071156213765}13766},13767"episode=none": {13768"aparch11__ged__w1000_r5": {13769"n": 2334,13770"ratio": 0.9565360514069273,13771"dm_p": 0.020207828393152077,13772"dm_stat": -2.324058823774799413773},13774"aparch11__normal__w1000_r5": {13775"n": 2334,13776"ratio": 0.9695084410310825,13777"dm_p": 0.09875057575979622,13778"dm_stat": -1.651600599228729313779},13780"aparch11__skewt__w1000_r5": {13781"n": 2334,13782"ratio": 0.9450470400910957,13783"dm_p": 0.016909530205765622,13784"dm_stat": -2.3903865919338613785},13786"aparch11__t__w1000_r5": {13787"n": 2334,13788"ratio": 0.9451136943219222,13789"dm_p": 0.01618182719930494,13790"dm_stat": -2.406537658348826713791},13792"arch5__ged__w1000_r5": {13793"n": 2334,13794"ratio": 1.2834726196494837,13795"dm_p": 0.0002294209504974936,13796"dm_stat": 3.68996272315044413797},13798"arch5__normal__w1000_r5": {13799"n": 2334,13800"ratio": 1.3067615014415168,13801"dm_p": 9.590926274374185e-05,13802"dm_stat": 3.907502848775974413803},13804"arch5__skewt__w1000_r5": {13805"n": 2334,13806"ratio": 1.2608596763777786,13807"dm_p": 0.0005125031491096277,13808"dm_stat": 3.479006712982801713809},13810"arch5__t__w1000_r5": {13811"n": 2334,13812"ratio": 1.2631315996696666,13813"dm_p": 0.00044691776989442763,13814"dm_stat": 3.515725716449684713815},13816"avgarch11__ged__w1000_r5": {13817"n": 2334,13818"ratio": 1.0279228343292213,13819"dm_p": 0.32375457899785237,13820"dm_stat": 0.986980430490674113821},13822"avgarch11__normal__w1000_r5": {13823"n": 2334,13824"ratio": 1.0499615022826683,13825"dm_p": 0.09085211853805635,13826"dm_stat": 1.691619376519307313827},13828"avgarch11__skewt__w1000_r5": {13829"n": 2334,13830"ratio": 1.0169486532234011,13831"dm_p": 0.5233936791090168,13832"dm_stat": 0.638219139648257513833},13834"avgarch11__t__w1000_r5": {13835"n": 2334,13836"ratio": 1.0118370192476396,13837"dm_p": 0.6623095653431094,13838"dm_stat": 0.436782427263728113839},13840"cgarch11__ged__w1000_r5": {13841"n": 2334,13842"ratio": 1.022767010083899,13843"dm_p": 0.23693439971322794,13844"dm_stat": 1.182988102264563913845},13846"cgarch11__normal__w1000_r5": {13847"n": 2334,13848"ratio": 1.0470097625473092,13849"dm_p": 0.015390151346048285,13850"dm_stat": 2.42485088093071713851},13852"cgarch11__skewt__w1000_r5": {13853"n": 2334,13854"ratio": 0.9885410389174527,13855"dm_p": 0.5398843596124268,13856"dm_stat": -0.613078251116104313857},13858"cgarch11__t__w1000_r5": {13859"n": 2334,13860"ratio": 1.0036043431151784,13861"dm_p": 0.8694865888118049,13862"dm_stat": 0.1643287455344981713863},13864"constvar__normal__w1000_r5": {13865"n": 2334,13866"ratio": 2.046432002614804,13867"dm_p": 1.2920275965784967e-15,13868"dm_stat": 8.05130933701896513869},13870"egarch11__ged__w1000_r5": {13871"n": 2288,13872"ratio": 9237692.579194756,13873"dm_p": 0.0007779335282578925,13874"dm_stat": 3.36505044541378713875},13876"egarch11__normal__w1000_r5": {13877"n": 2314,13878"ratio": 10061546.062430449,13879"dm_p": 0.000193875810296006,13880"dm_stat": 3.732871952590074613881},13882"egarch11__skewt__w1000_r5": {13883"n": 2182,13884"ratio": 3111129.909156677,13885"dm_p": 0.0054258620200531545,13886"dm_stat": 2.78338521343249413887},13888"egarch11__t__w1000_r5": {13889"n": 2127,13890"ratio": 4360838.371539907,13891"dm_p": 0.010777179667822387,13892"dm_stat": 2.552093027417251713893},13894"ewma094__normal__w1000_r5": {13895"n": 2334,13896"ratio": 1.019739242366722,13897"dm_p": 0.6862657325517759,13898"dm_stat": 0.4039782597736449313899},13900"figarch11__ged__w1000_r5": {13901"n": 2334,13902"ratio": 1.0791446212092066,13903"dm_p": 0.060716844738538986,13904"dm_stat": 1.87646024461057213905},13906"figarch11__normal__w1000_r5": {13907"n": 2334,13908"ratio": 1.0840385456475852,13909"dm_p": 0.06596199979830442,13910"dm_stat": 1.839545354572246913911},13912"figarch11__skewt__w1000_r5": {13913"n": 2334,13914"ratio": 1.0735024550799217,13915"dm_p": 0.06317621340057568,13916"dm_stat": 1.858836089987744713917},13918"figarch11__t__w1000_r5": {13919"n": 2334,13920"ratio": 1.079012169931467,13921"dm_p": 0.05000683797879091,13922"dm_stat": 1.960922761833589813923},13924"garch11__ged__w1000_r5": {13925"n": 2334,13926"ratio": 0.9757950359581441,13927"dm_p": 0.009750453558116212,13928"dm_stat": -2.58668441693921413929},13930"garch11__normal__w1000_r5": {13931"n": 2334,13932"ratio": 1.0,13933"dm_p": 1.0,13934"dm_stat": 0.013935},13936"garch11__skewt__w1000_r5": {13937"n": 2334,13938"ratio": 0.9618719792304433,13939"dm_p": 0.0016434356187708245,13940"dm_stat": -3.15177009419227913941},13942"garch11__t__w1000_r5": {13943"n": 2334,13944"ratio": 0.9593991792753526,13945"dm_p": 0.0011776461605478782,13946"dm_stat": -3.24825082547892413947},13948"garch12__ged__w1000_r5": {13949"n": 2334,13950"ratio": 0.9783359167867891,13951"dm_p": 0.019320292245769782,13952"dm_stat": -2.34091617465688313953},13954"garch12__normal__w1000_r5": {13955"n": 2334,13956"ratio": 1.0011444163695669,13957"dm_p": 0.5474549409317226,13958"dm_stat": 0.601666008224211813959},13960"garch12__skewt__w1000_r5": {13961"n": 2334,13962"ratio": 0.9639537480365411,13963"dm_p": 0.003881061792123317,13964"dm_stat": -2.890562919314018813965},13966"garch12__t__w1000_r5": {13967"n": 2334,13968"ratio": 0.9572563198771312,13969"dm_p": 0.0016299111022278648,13970"dm_stat": -3.154192731427107413971},13972"garch21__ged__w1000_r5": {13973"n": 2334,13974"ratio": 0.9747874546442706,13975"dm_p": 0.008355054657931694,13976"dm_stat": -2.639624674190396413977},13978"garch21__normal__w1000_r5": {13979"n": 2334,13980"ratio": 1.0001323900061376,13981"dm_p": 0.9109115728464445,13982"dm_stat": 0.111900946004888313983},13984"garch21__skewt__w1000_r5": {13985"n": 2334,13986"ratio": 0.9623366184281845,13987"dm_p": 0.002108863549996949,13988"dm_stat": -3.07790374300264413989},13990"garch21__t__w1000_r5": {13991"n": 2334,13992"ratio": 0.960145268272734,13993"dm_p": 0.001596383877084029,13994"dm_stat": -3.16027921900699113995},13996"garchm11__ged__w1000_r5": {13997"n": 2334,13998"ratio": 0.9741551107575268,13999"dm_p": 0.007993447141551055,14000"dm_stat": -2.65463200959244314001},14002"garchm11__normal__w1000_r5": {14003"n": 2334,14004"ratio": 0.9977236068194452,14005"dm_p": 0.28761286673909026,14006"dm_stat": -1.063615777813064614007},14008"garchm11__skewt__w1000_r5": {14009"n": 2334,14010"ratio": 0.9597454632748204,14011"dm_p": 0.0011506576524365022,14012"dm_stat": -3.25487138872937414013},14014"garchm11__t__w1000_r5": {14015"n": 2334,14016"ratio": 0.9578781071270632,14017"dm_p": 0.0007881198100042756,14018"dm_stat": -3.36135250039708914019},14020"garchx_rv11__normal__w1000_r5": {14021"n": 2334,14022"ratio": 0.9320333272861339,14023"dm_p": 0.0871862352929928,14024"dm_stat": -1.71115063167232414025},14026"garchx_rv11__t__w1000_r5": {14027"n": 2334,14028"ratio": 0.9198853579114694,14029"dm_p": 0.022550912621649547,14030"dm_stat": -2.28247540223866314031},14032"gas_t11__t__w1000_r5": {14033"n": 2334,14034"ratio": 0.9890332144554486,14035"dm_p": 0.4555474835660769,14036"dm_stat": -0.746323054494143414037},14038"gjr11__ged__w1000_r5": {14039"n": 2334,14040"ratio": 0.9672211330305946,14041"dm_p": 0.07191278531918359,14042"dm_stat": -1.800487666372888614043},14044"gjr11__normal__w1000_r5": {14045"n": 2334,14046"ratio": 0.9768970440084287,14047"dm_p": 0.16010372380236945,14048"dm_stat": -1.405170498543198314049},14050"gjr11__skewt__w1000_r5": {14051"n": 2334,14052"ratio": 0.9515253759844815,14053"dm_p": 0.029322210615122985,14054"dm_stat": -2.180470490331550614055},14056"gjr11__t__w1000_r5": {14057"n": 2334,14058"ratio": 0.9471269827883302,14059"dm_p": 0.024197736084399558,14060"dm_stat": -2.255444606249723514061},14062"har_rv__empirical__w1000_r5": {14063"n": 2334,14064"ratio": 1.0020893732828917,14065"dm_p": 0.9741642018828859,14066"dm_stat": 0.0323895057683887714067},14068"heavy11__normal__w1000_r5": {14069"n": 2334,14070"ratio": 0.9362155163516197,14071"dm_p": 0.14983724612847427,14072"dm_stat": -1.440581107660445114073},14074"heavy11__t__w1000_r5": {14075"n": 2334,14076"ratio": 0.9099328694107208,14077"dm_p": 0.04466638084135155,14078"dm_stat": -2.00886580161861114079},14080"histvar22__empirical__w1000_r5": {14081"n": 2334,14082"ratio": 1.197615668081631,14083"dm_p": 0.0167604227181425,14084"dm_stat": 2.393645529736778214085},14086"histvar252__empirical__w1000_r5": {14087"n": 2334,14088"ratio": 1.8969687553897516,14089"dm_p": 1.7165704226721848e-05,14090"dm_stat": 4.30787859081562714091},14092"histvar66__empirical__w1000_r5": {14093"n": 2334,14094"ratio": 1.0574306391203494,14095"dm_p": 0.3613288196280307,14096"dm_stat": 0.913015326562799814097},14098"igarch11__ged__w1000_r5": {14099"n": 2334,14100"ratio": 1.0402167455813631,14101"dm_p": 0.06548273162055009,14102"dm_stat": 1.842815619581187114103},14104"igarch11__normal__w1000_r5": {14105"n": 2334,14106"ratio": 1.039811242888189,14107"dm_p": 0.056555175994474946,14108"dm_stat": 1.907680590150790514109},14110"igarch11__skewt__w1000_r5": {14111"n": 2334,14112"ratio": 1.0395968478898396,14113"dm_p": 0.09718020466782389,14114"dm_stat": 1.65934744704097214115},14116"igarch11__t__w1000_r5": {14117"n": 2334,14118"ratio": 1.0417464424381968,14119"dm_p": 0.07781823901918006,14120"dm_stat": 1.764264879688639314121},14122"loghar_rv__empirical__w1000_r5": {14123"n": 2334,14124"ratio": 0.8665907021840863,14125"dm_p": 0.003331896029892495,14126"dm_stat": -2.93836088311178114127},14128"msgarch2__normal__w1000_r5": {14129"n": 2334,14130"ratio": 0.9897596296071615,14131"dm_p": 0.8489101675758275,14132"dm_stat": -0.190530314817100714133},14134"msgarch2__t__w1000_r5": {14135"n": 2334,14136"ratio": 1.0045242794482696,14137"dm_p": 0.9334665357761588,14138"dm_stat": 0.0834932143074680614139},14140"nagarch11__ged__w1000_r5": {14141"n": 2334,14142"ratio": 0.9523155108316176,14143"dm_p": 0.06357704688974483,14144"dm_stat": -1.85601768679767714145},14146"nagarch11__normal__w1000_r5": {14147"n": 2334,14148"ratio": 0.9574705111628534,14149"dm_p": 0.12394074954238916,14150"dm_stat": -1.538996546775206714151},14152"nagarch11__skewt__w1000_r5": {14153"n": 2334,14154"ratio": 0.9374261214776095,14155"dm_p": 0.012208457624421507,14156"dm_stat": -2.508017481902862714157},14158"nagarch11__t__w1000_r5": {14159"n": 2334,14160"ratio": 0.933977889065675,14161"dm_p": 0.008873707102977751,14162"dm_stat": -2.61908426759686314163},14164"qgarch11__ged__w1000_r5": {14165"n": 2334,14166"ratio": 0.9404694609920458,14167"dm_p": 0.03391197595754923,14168"dm_stat": -2.122367424411847614169},14170"qgarch11__normal__w1000_r5": {14171"n": 2334,14172"ratio": 0.9526413948333545,14173"dm_p": 0.10353819646068971,14174"dm_stat": -1.628574241559659614175},14176"qgarch11__skewt__w1000_r5": {14177"n": 2334,14178"ratio": 0.9228348956879426,14179"dm_p": 0.0072863375912386105,14180"dm_stat": -2.68582621328040714181},14182"qgarch11__t__w1000_r5": {14183"n": 2334,14184"ratio": 0.9226589434899243,14185"dm_p": 0.006264808729160206,14186"dm_stat": -2.736073464648862714187},14188"realgarch11__normal__w1000_r5": {14189"n": 2334,14190"ratio": 0.9316228131548014,14191"dm_p": 0.10690815534574155,14192"dm_stat": -1.612869295542677614193},14194"realgarch11__t__w1000_r5": {14195"n": 2334,14196"ratio": 0.9236796379189021,14197"dm_p": 0.07180750111150125,14198"dm_stat": -1.801155213141136614199},14200"rm2006__normal__w1000_r5": {14201"n": 2334,14202"ratio": 1.1491268519947493,14203"dm_p": 0.07529443794602665,14204"dm_stat": 1.779460541019472814205},14206"rm_rw__empirical__w1000_r5": {14207"n": 2334,14208"ratio": 2.9645996018255616,14209"dm_p": 4.917047734775744e-50,14210"dm_stat": 15.2345757641820714211},14212"tarch11__ged__w1000_r5": {14213"n": 2334,14214"ratio": 0.9901432574831945,14215"dm_p": 0.75842505751357,14216"dm_stat": -0.3075857003238120514217},14218"tarch11__normal__w1000_r5": {14219"n": 2334,14220"ratio": 1.005878838272977,14221"dm_p": 0.8573565904459031,14222"dm_stat": 0.1797600100449634214223},14224"tarch11__skewt__w1000_r5": {14225"n": 2334,14226"ratio": 0.9733679204027278,14227"dm_p": 0.38425887608239007,14228"dm_stat": -0.870239841462055714229},14230"tarch11__t__w1000_r5": {14231"n": 2334,14232"ratio": 0.9676466746823092,14233"dm_p": 0.28520870468141746,14234"dm_stat": -1.068936864275842114235}14236},14237"episode=rate_shock_2022": {14238"aparch11__ged__w1000_r5": {14239"n": 251,14240"ratio": 1.021758322397517,14241"dm_p": 0.7253944337809047,14242"dm_stat": 0.351653382093065214243},14244"aparch11__normal__w1000_r5": {14245"n": 251,14246"ratio": 1.005598573110083,14247"dm_p": 0.908121821268998,14248"dm_stat": 0.1155249018031060714249},14250"aparch11__skewt__w1000_r5": {14251"n": 251,14252"ratio": 1.057548280067866,14253"dm_p": 0.46044846854796273,14254"dm_stat": 0.739250440192833814255},14256"aparch11__t__w1000_r5": {14257"n": 251,14258"ratio": 1.0606330187830155,14259"dm_p": 0.4414670766140109,14260"dm_stat": 0.770945768109806614261},14262"arch5__ged__w1000_r5": {14263"n": 251,14264"ratio": 1.6252370564219099,14265"dm_p": 0.0003819333854486882,14266"dm_stat": 3.601237582532041514267},14268"arch5__normal__w1000_r5": {14269"n": 251,14270"ratio": 1.5962451739613972,14271"dm_p": 0.00044089852150591387,14272"dm_stat": 3.561796358202916414273},14274"arch5__skewt__w1000_r5": {14275"n": 251,14276"ratio": 1.710596787431155,14277"dm_p": 0.00033233135392798203,14278"dm_stat": 3.63913338979797514279},14280"arch5__t__w1000_r5": {14281"n": 251,14282"ratio": 1.6409510903404252,14283"dm_p": 0.0003612773351333475,14284"dm_stat": 3.616421078725119614285},14286"avgarch11__ged__w1000_r5": {14287"n": 251,14288"ratio": 0.9013938207277438,14289"dm_p": 0.21350823656689366,14290"dm_stat": -1.247153687075123914291},14292"avgarch11__normal__w1000_r5": {14293"n": 251,14294"ratio": 0.9033317118928663,14295"dm_p": 0.21916235221471614,14296"dm_stat": -1.23185044093029614297},14298"avgarch11__skewt__w1000_r5": {14299"n": 251,14300"ratio": 0.8943190637697491,14301"dm_p": 0.16791223695747098,14302"dm_stat": -1.382956141940594514303},14304"avgarch11__t__w1000_r5": {14305"n": 251,14306"ratio": 0.8938438178028353,14307"dm_p": 0.1776264173403869,14308"dm_stat": -1.351908427879196414309},14310"cgarch11__ged__w1000_r5": {14311"n": 251,14312"ratio": 0.8770777216603312,14313"dm_p": 0.0562212459291011,14314"dm_stat": -1.918227240958532414315},14316"cgarch11__normal__w1000_r5": {14317"n": 251,14318"ratio": 0.8656304865837979,14319"dm_p": 0.024232430063464823,14320"dm_stat": -2.267200512960336314321},14322"cgarch11__skewt__w1000_r5": {14323"n": 251,14324"ratio": 0.9460067078055661,14325"dm_p": 0.3590416842496403,14326"dm_stat": -0.918884508873967314327},14328"cgarch11__t__w1000_r5": {14329"n": 251,14330"ratio": 0.8983122976072604,14331"dm_p": 0.13120240951459705,14332"dm_stat": -1.51434178906343114333},14334"constvar__normal__w1000_r5": {14335"n": 251,14336"ratio": 0.8546627037259007,14337"dm_p": 0.4655836468685044,14338"dm_stat": -0.730803304424752314339},14340"egarch11__ged__w1000_r5": {14341"n": 251,14342"ratio": 0.7909095913325777,14343"dm_p": 0.037649887554062365,14344"dm_stat": -2.08976368501200814345},14346"egarch11__normal__w1000_r5": {14347"n": 251,14348"ratio": 0.7891960032946713,14349"dm_p": 0.039025697767759375,14350"dm_stat": -2.074827410434067614351},14352"egarch11__skewt__w1000_r5": {14353"n": 251,14354"ratio": 0.7909161179300708,14355"dm_p": 0.03795133229687722,14356"dm_stat": -2.086451625503713514357},14358"egarch11__t__w1000_r5": {14359"n": 251,14360"ratio": 0.7899849877792826,14361"dm_p": 0.046626461142691394,14362"dm_stat": -1.999592216185900614363},14364"ewma094__normal__w1000_r5": {14365"n": 251,14366"ratio": 0.5740278086994004,14367"dm_p": 0.005242220758766336,14368"dm_stat": -2.816512620124436614369},14370"figarch11__ged__w1000_r5": {14371"n": 251,14372"ratio": 0.9573491654317439,14373"dm_p": 0.4189611467083696,14374"dm_stat": -0.809563143715989914375},14376"figarch11__normal__w1000_r5": {14377"n": 251,14378"ratio": 0.9633880841822153,14379"dm_p": 0.44516104646768334,14380"dm_stat": -0.76471744511127614381},14382"figarch11__skewt__w1000_r5": {14383"n": 251,14384"ratio": 0.955407013006928,14385"dm_p": 0.39272550808310475,14386"dm_stat": -0.856166582612313514387},14388"figarch11__t__w1000_r5": {14389"n": 251,14390"ratio": 0.9571715773934074,14391"dm_p": 0.43324427756237516,14392"dm_stat": -0.784918920442233114393},14394"garch11__ged__w1000_r5": {14395"n": 251,14396"ratio": 1.0182478623206888,14397"dm_p": 0.1848852781219715,14398"dm_stat": 1.329529326963414714399},14400"garch11__normal__w1000_r5": {14401"n": 251,14402"ratio": 1.0,14403"dm_p": 1.0,14404"dm_stat": 0.014405},14406"garch11__skewt__w1000_r5": {14407"n": 251,14408"ratio": 1.064408922863051,14409"dm_p": 0.081441937496094,14410"dm_stat": 1.74944070219562914411},14412"garch11__t__w1000_r5": {14413"n": 251,14414"ratio": 1.0262593784044551,14415"dm_p": 0.22178361376526565,14416"dm_stat": 1.224852535933028714417},14418"garch12__ged__w1000_r5": {14419"n": 251,14420"ratio": 0.9805038018443637,14421"dm_p": 0.062213719933476554,14422"dm_stat": -1.873155895811378814423},14424"garch12__normal__w1000_r5": {14425"n": 251,14426"ratio": 0.9692223020158606,14427"dm_p": 0.011803485960249972,14428"dm_stat": -2.53657667333674214429},14430"garch12__skewt__w1000_r5": {14431"n": 251,14432"ratio": 1.0215445431366559,14433"dm_p": 0.49562382037917097,14434"dm_stat": 0.682390531636613614435},14436"garch12__t__w1000_r5": {14437"n": 251,14438"ratio": 0.981145405014471,14439"dm_p": 0.24726256372762118,14440"dm_stat": -1.159736362250752414441},14442"garch21__ged__w1000_r5": {14443"n": 251,14444"ratio": 1.0217536537324776,14445"dm_p": 0.12172568009055985,14446"dm_stat": 1.552842806881480814447},14448"garch21__normal__w1000_r5": {14449"n": 251,14450"ratio": 1.0083772352441411,14451"dm_p": 0.06400360093700198,14452"dm_stat": 1.860396857298415814453},14454"garch21__skewt__w1000_r5": {14455"n": 251,14456"ratio": 1.0676322366147066,14457"dm_p": 0.07237733757207557,14458"dm_stat": 1.804366433150430814459},14460"garch21__t__w1000_r5": {14461"n": 251,14462"ratio": 1.02927881065734,14463"dm_p": 0.17287210198038416,14464"dm_stat": 1.366939761548195514465},14466"garchm11__ged__w1000_r5": {14467"n": 251,14468"ratio": 1.020382245414712,14469"dm_p": 0.13373624517151733,14470"dm_stat": 1.504417249687353614471},14472"garchm11__normal__w1000_r5": {14473"n": 251,14474"ratio": 1.0063007151209433,14475"dm_p": 0.03183561956527741,14476"dm_stat": 2.15857013557863414477},14478"garchm11__skewt__w1000_r5": {14479"n": 251,14480"ratio": 1.0715457466435065,14481"dm_p": 0.05914102069164084,14482"dm_stat": 1.895790340671660514483},14484"garchm11__t__w1000_r5": {14485"n": 251,14486"ratio": 1.0266604497242766,14487"dm_p": 0.19821608527832332,14488"dm_stat": 1.29007657899535514489},14490"garchx_rv11__normal__w1000_r5": {14491"n": 251,14492"ratio": 0.8495467663055819,14493"dm_p": 0.4026458285880466,14494"dm_stat": -0.838330658053619414495},14496"garchx_rv11__t__w1000_r5": {14497"n": 251,14498"ratio": 0.8533985989928521,14499"dm_p": 0.41375442154672354,14500"dm_stat": -0.818669947182867314501},14502"gas_t11__t__w1000_r5": {14503"n": 251,14504"ratio": 0.9688970595507148,14505"dm_p": 0.5993040577386213,14506"dm_stat": -0.526072695692881614507},14508"gjr11__ged__w1000_r5": {14509"n": 251,14510"ratio": 1.0278920985852085,14511"dm_p": 0.6491909011364853,14512"dm_stat": 0.455435998577028414513},14514"gjr11__normal__w1000_r5": {14515"n": 251,14516"ratio": 0.997522508081795,14517"dm_p": 0.9572539607203924,14518"dm_stat": -0.05365365014450068614519},14520"gjr11__skewt__w1000_r5": {14521"n": 251,14522"ratio": 1.080931136152859,14523"dm_p": 0.3224577281772181,14524"dm_stat": 0.991381814400718214525},14526"gjr11__t__w1000_r5": {14527"n": 251,14528"ratio": 1.0606641272692197,14529"dm_p": 0.44411417009178533,14530"dm_stat": 0.766479535212531214531},14532"har_rv__empirical__w1000_r5": {14533"n": 251,14534"ratio": 1.125990027310103,14535"dm_p": 0.4999688153278926,14536"dm_stat": 0.67552154547379814537},14538"heavy11__normal__w1000_r5": {14539"n": 251,14540"ratio": 0.8514455552123392,14541"dm_p": 0.41905463557077394,14542"dm_stat": -0.809400242471417514543},14544"heavy11__t__w1000_r5": {14545"n": 251,14546"ratio": 0.8547713320523679,14547"dm_p": 0.4257551671238012,14548"dm_stat": -0.7977801890104914549},14550"histvar22__empirical__w1000_r5": {14551"n": 251,14552"ratio": 0.7479089223520576,14553"dm_p": 0.06096131607565584,14554"dm_stat": -1.882266453061604214555},14556"histvar252__empirical__w1000_r5": {14557"n": 251,14558"ratio": 1.4553891773692356,14559"dm_p": 0.1421566786291029,14560"dm_stat": 1.472451927503296314561},14562"histvar66__empirical__w1000_r5": {14563"n": 251,14564"ratio": 0.5785339041519817,14565"dm_p": 0.030590521588155742,14566"dm_stat": -2.17469975014762814567},14568"igarch11__ged__w1000_r5": {14569"n": 251,14570"ratio": 0.9349824894911384,14571"dm_p": 0.26678388789255914,14572"dm_stat": -1.11298499601779514573},14574"igarch11__normal__w1000_r5": {14575"n": 251,14576"ratio": 0.9408958551848801,14577"dm_p": 0.27164372247725616,14578"dm_stat": -1.10171824455115714579},14580"igarch11__skewt__w1000_r5": {14581"n": 251,14582"ratio": 0.9237761349121226,14583"dm_p": 0.19864264018975805,14584"dm_stat": -1.288846971545331514585},14586"igarch11__t__w1000_r5": {14587"n": 251,14588"ratio": 0.929381431859131,14589"dm_p": 0.24903366610189828,14590"dm_stat": -1.155390373125545714591},14592"loghar_rv__empirical__w1000_r5": {14593"n": 251,14594"ratio": 0.6735577417536444,14595"dm_p": 0.08995562086800198,14596"dm_stat": -1.702228317374239214597},14598"msgarch2__normal__w1000_r5": {14599"n": 251,14600"ratio": 0.9799544880994144,14601"dm_p": 0.7690983242821278,14602"dm_stat": -0.2938735981892115514603},14604"msgarch2__t__w1000_r5": {14605"n": 251,14606"ratio": 0.8152284900105743,14607"dm_p": 0.11085978174216052,14608"dm_stat": -1.600007814201026814609},14610"nagarch11__ged__w1000_r5": {14611"n": 251,14612"ratio": 0.9775957453713954,14613"dm_p": 0.6011571577786535,14614"dm_stat": -0.523403436033800414615},14616"nagarch11__normal__w1000_r5": {14617"n": 251,14618"ratio": 0.9594949397247001,14619"dm_p": 0.2320994136644178,14620"dm_stat": -1.19787681712486114621},14622"nagarch11__skewt__w1000_r5": {14623"n": 251,14624"ratio": 1.0047806584145031,14625"dm_p": 0.9327605188149908,14626"dm_stat": 0.0844572048508617914627},14628"nagarch11__t__w1000_r5": {14629"n": 251,14630"ratio": 0.982626820237309,14631"dm_p": 0.753303797995224,14632"dm_stat": -0.314631614207972214633},14634"qgarch11__ged__w1000_r5": {14635"n": 251,14636"ratio": 1.0141300920091343,14637"dm_p": 0.5693464561628452,14638"dm_stat": 0.569768342496787814639},14640"qgarch11__normal__w1000_r5": {14641"n": 251,14642"ratio": 0.9913093909680315,14643"dm_p": 0.5953297110476852,14644"dm_stat": -0.531810193940222414645},14646"qgarch11__skewt__w1000_r5": {14647"n": 251,14648"ratio": 1.0599873686734977,14649"dm_p": 0.16524694230125292,14650"dm_stat": 1.391710916902846814651},14652"qgarch11__t__w1000_r5": {14653"n": 251,14654"ratio": 1.0266089133157446,14655"dm_p": 0.42168826333986653,14656"dm_stat": 0.804820032463645514657},14658"realgarch11__normal__w1000_r5": {14659"n": 251,14660"ratio": 0.6884704670472637,14661"dm_p": 0.11048504754833129,14662"dm_stat": -1.6016986021473114663},14664"realgarch11__t__w1000_r5": {14665"n": 251,14666"ratio": 0.6973384084428679,14667"dm_p": 0.11322379498082549,14668"dm_stat": -1.589444813225663314669},14670"rm2006__normal__w1000_r5": {14671"n": 251,14672"ratio": 0.6185360378314996,14673"dm_p": 0.0035667034233065743,14674"dm_stat": -2.942045463887792414675},14676"rm_rw__empirical__w1000_r5": {14677"n": 251,14678"ratio": 2.451766421104566,14679"dm_p": 2.7639775645591697e-08,14680"dm_stat": 5.73777996793372114681},14682"tarch11__ged__w1000_r5": {14683"n": 251,14684"ratio": 0.847062028113213,14685"dm_p": 0.13796166988769717,14686"dm_stat": -1.488187711057259414687},14688"tarch11__normal__w1000_r5": {14689"n": 251,14690"ratio": 0.850368493532711,14691"dm_p": 0.13994988887525872,14692"dm_stat": -1.480684257571884814693},14694"tarch11__skewt__w1000_r5": {14695"n": 251,14696"ratio": 0.8635495944854301,14697"dm_p": 0.17472764510362013,14698"dm_stat": -1.361036751381112114699},14700"tarch11__t__w1000_r5": {14701"n": 251,14702"ratio": 0.853313216194846,14703"dm_p": 0.16744994260412452,14704"dm_stat": -1.384467085209507114705}14706}14707},14708"22": {14709"vol_tercile=high": {14710"aparch11__ged__w1000_r5": {14711"n": 1176,14712"ratio": 0.7933605778242296,14713"dm_p": 0.33361217793470205,14714"dm_stat": -0.96726188154895714715},14716"aparch11__normal__w1000_r5": {14717"n": 1176,14718"ratio": 1.1165135379767421,14719"dm_p": 0.37434257627137824,14720"dm_stat": 0.888706786991807214721},14722"aparch11__skewt__w1000_r5": {14723"n": 1176,14724"ratio": 0.7622322008805623,14725"dm_p": 0.35104994822579,14726"dm_stat": -0.932925783595462914727},14728"aparch11__t__w1000_r5": {14729"n": 1176,14730"ratio": 0.783378930791591,14731"dm_p": 0.3687253276703331,14732"dm_stat": -0.899209480073211214733},14734"arch5__ged__w1000_r5": {14735"n": 1176,14736"ratio": 1.3405628843662685,14737"dm_p": 0.12360216499506638,14738"dm_stat": 1.540933735104429714739},14740"arch5__normal__w1000_r5": {14741"n": 1176,14742"ratio": 1.3328323660224115,14743"dm_p": 0.13248751586680493,14744"dm_stat": 1.505409777918670614745},14746"arch5__skewt__w1000_r5": {14747"n": 1176,14748"ratio": 1.3737467562464105,14749"dm_p": 0.10285903853800285,14750"dm_stat": 1.632419699299234814751},14752"arch5__t__w1000_r5": {14753"n": 1176,14754"ratio": 1.345447500897594,14755"dm_p": 0.1116489466487905,14756"dm_stat": 1.59202104492802614757},14758"avgarch11__ged__w1000_r5": {14759"n": 1176,14760"ratio": 1.2376789545017592,14761"dm_p": 0.322577174772589,14762"dm_stat": 0.989592290892124414763},14764"avgarch11__normal__w1000_r5": {14765"n": 1176,14766"ratio": 1.22567752394545,14767"dm_p": 0.321109389458809,14768"dm_stat": 0.992599784721114769},14770"avgarch11__skewt__w1000_r5": {14771"n": 1176,14772"ratio": 1.258246518267188,14773"dm_p": 0.3179987252456354,14774"dm_stat": 0.999003405042429614775},14776"avgarch11__t__w1000_r5": {14777"n": 1176,14778"ratio": 1.2409740696771656,14779"dm_p": 0.32513932995417694,14780"dm_stat": 0.984363770667565314781},14782"cgarch11__ged__w1000_r5": {14783"n": 1176,14784"ratio": 1.0320585113437581,14785"dm_p": 0.09464492433025226,14786"dm_stat": 1.672738843249822714787},14788"cgarch11__normal__w1000_r5": {14789"n": 1176,14790"ratio": 1.0387418527680292,14791"dm_p": 0.06765670687715222,14792"dm_stat": 1.828974953951450414793},14794"cgarch11__skewt__w1000_r5": {14795"n": 1176,14796"ratio": 1.0404608407170026,14797"dm_p": 0.05638390328843247,14798"dm_stat": 1.909942395819591414799},14800"cgarch11__t__w1000_r5": {14801"n": 1176,14802"ratio": 1.0224959607218236,14803"dm_p": 0.4395073825352451,14804"dm_stat": 0.773288183940239114805},14806"constvar__normal__w1000_r5": {14807"n": 1176,14808"ratio": 2.237012885498326,14809"dm_p": 0.2261752761412721,14810"dm_stat": 1.21090510015191914811},14812"egarch11__ged__w1000_r5": {14813"n": 1166,14814"ratio": 82177063.97386996,14815"dm_p": 0.2753184436624438,14816"dm_stat": 1.091409394308103414817},14818"egarch11__normal__w1000_r5": {14819"n": 1176,14820"ratio": 8029472.275505935,14821"dm_p": 0.14104646527762227,14822"dm_stat": 1.472897589393890314823},14824"egarch11__skewt__w1000_r5": {14825"n": 1129,14826"ratio": 2342523.094136654,14827"dm_p": 0.3162267667820734,14828"dm_stat": 1.002687369666154214829},14830"egarch11__t__w1000_r5": {14831"n": 1121,14832"ratio": 2792297.143530838,14833"dm_p": 0.2733121047578732,14834"dm_stat": 1.096005210014663814835},14836"ewma094__normal__w1000_r5": {14837"n": 1176,14838"ratio": 0.7985134522985415,14839"dm_p": 0.5388614701175408,14840"dm_stat": -0.614715754802229214841},14842"figarch11__ged__w1000_r5": {14843"n": 1176,14844"ratio": 1.0793267605093138,14845"dm_p": 0.23222129135173833,14846"dm_stat": 1.195273708545713714847},14848"figarch11__normal__w1000_r5": {14849"n": 1176,14850"ratio": 1.0896348335935462,14851"dm_p": 0.18284183063103288,14852"dm_stat": 1.33284264437542614853},14854"figarch11__skewt__w1000_r5": {14855"n": 1176,14856"ratio": 1.0598863677731267,14857"dm_p": 0.351558318864265,14858"dm_stat": 0.931941277455907214859},14860"figarch11__t__w1000_r5": {14861"n": 1176,14862"ratio": 1.058238830905166,14863"dm_p": 0.434582488079258,14864"dm_stat": 0.781641958800219114865},14866"garch11__ged__w1000_r5": {14867"n": 1176,14868"ratio": 0.9951270398354196,14869"dm_p": 0.5956411809704009,14870"dm_stat": -0.530823826214028314871},14872"garch11__normal__w1000_r5": {14873"n": 1176,14874"ratio": 1.0,14875"dm_p": 1.0,14876"dm_stat": 0.014877},14878"garch11__skewt__w1000_r5": {14879"n": 1176,14880"ratio": 1.01123366181689,14881"dm_p": 0.45015056040351875,14882"dm_stat": 0.755416422040429414883},14884"garch11__t__w1000_r5": {14885"n": 1176,14886"ratio": 0.9855115381683711,14887"dm_p": 0.5375110741555027,14888"dm_stat": -0.616762191437043914889},14890"garch12__ged__w1000_r5": {14891"n": 1176,14892"ratio": 0.9652844792860125,14893"dm_p": 0.1814099622626966,14894"dm_stat": -1.337219015868936814895},14896"garch12__normal__w1000_r5": {14897"n": 1176,14898"ratio": 0.9764917428775077,14899"dm_p": 0.1195696637237607,14900"dm_stat": -1.557716880211207614901},14902"garch12__skewt__w1000_r5": {14903"n": 1176,14904"ratio": 0.9831317720353125,14905"dm_p": 0.4760526492671881,14906"dm_stat": -0.712894404825708314907},14908"garch12__t__w1000_r5": {14909"n": 1176,14910"ratio": 0.9596528907715068,14911"dm_p": 0.22712077248993776,14912"dm_stat": -1.208441114194726214913},14914"garch21__ged__w1000_r5": {14915"n": 1176,14916"ratio": 0.9960354351831818,14917"dm_p": 0.6668898688531477,14918"dm_stat": -0.430528950457471514919},14920"garch21__normal__w1000_r5": {14921"n": 1176,14922"ratio": 1.0011011700508092,14923"dm_p": 0.07744353513394908,14924"dm_stat": 1.767264160559734314925},14926"garch21__skewt__w1000_r5": {14927"n": 1176,14928"ratio": 1.0121861132042134,14929"dm_p": 0.41368532340259684,14930"dm_stat": 0.817715702442631414931},14932"garch21__t__w1000_r5": {14933"n": 1176,14934"ratio": 0.9866953656619628,14935"dm_p": 0.5712111007806905,14936"dm_stat": -0.566427903227962414937},14938"garchm11__ged__w1000_r5": {14939"n": 1176,14940"ratio": 1.0211942258745335,14941"dm_p": 0.319392241748453,14942"dm_stat": 0.996129658128199914943},14944"garchm11__normal__w1000_r5": {14945"n": 1176,14946"ratio": 1.0421809597461176,14947"dm_p": 0.2968589076149423,14948"dm_stat": 1.043656722820872614949},14950"garchm11__skewt__w1000_r5": {14951"n": 1176,14952"ratio": 1.0263348444797422,14953"dm_p": 0.17608335123776037,14954"dm_stat": 1.353728468317218214955},14956"garchm11__t__w1000_r5": {14957"n": 1176,14958"ratio": 0.9997788882738202,14959"dm_p": 0.9911087763229512,14960"dm_stat": -0.01114609852341870314961},14962"garchx_rv11__normal__w1000_r5": {14963"n": 1176,14964"ratio": 0.8833621819915711,14965"dm_p": 0.4078001403074274,14966"dm_stat": -0.828068010071083414967},14968"garchx_rv11__t__w1000_r5": {14969"n": 1176,14970"ratio": 0.8270189552334849,14971"dm_p": 0.36759082304793245,14972"dm_stat": -0.90134274548733514973},14974"gas_t11__t__w1000_r5": {14975"n": 1176,14976"ratio": 1.2138548322071427,14977"dm_p": 0.2959887539043101,14978"dm_stat": 1.04553945163411314979},14980"gjr11__ged__w1000_r5": {14981"n": 1176,14982"ratio": 0.9809936739809151,14983"dm_p": 0.636241643155339,14984"dm_stat": -0.4730832677944621414985},14986"gjr11__normal__w1000_r5": {14987"n": 1176,14988"ratio": 1.0022826330077432,14989"dm_p": 0.9454980359128785,14990"dm_stat": 0.0683759043918288314991},14992"gjr11__skewt__w1000_r5": {14993"n": 1176,14994"ratio": 0.9868619996965108,14995"dm_p": 0.8196823952012943,14996"dm_stat": -0.2280045214411480514997},14998"gjr11__t__w1000_r5": {14999"n": 1176,15000"ratio": 0.971277646293702,15001"dm_p": 0.6464400842680534,15002"dm_stat": -0.458831426693566115003},15004"har_rv__empirical__w1000_r5": {15005"n": 1176,15006"ratio": 1197503.4357173126,15007"dm_p": 0.2858786084530603,15008"dm_stat": 1.06769237659324915009},15010"heavy11__normal__w1000_r5": {15011"n": 1176,15012"ratio": 0.8823119659924278,15013"dm_p": 0.4004952019882207,15014"dm_stat": -0.841042579298013115015},15016"heavy11__t__w1000_r5": {15017"n": 1176,15018"ratio": 0.8188120677112651,15019"dm_p": 0.34527945194539816,15020"dm_stat": -0.944164967369122115021},15022"histvar22__empirical__w1000_r5": {15023"n": 1176,15024"ratio": 0.8870057703081635,15025"dm_p": 0.6548818913209021,15026"dm_stat": -0.4471046663730044415027},15028"histvar252__empirical__w1000_r5": {15029"n": 1176,15030"ratio": 1.6377874046561782,15031"dm_p": 0.04151960911530598,15032"dm_stat": 2.040541197039045715033},15034"histvar66__empirical__w1000_r5": {15035"n": 1176,15036"ratio": 1.261416577841389,15037"dm_p": 0.10161003168725702,15038"dm_stat": 1.638380676420165815039},15040"igarch11__ged__w1000_r5": {15041"n": 1176,15042"ratio": 0.9961516025698476,15043"dm_p": 0.9738148025568455,15044"dm_stat": -0.0328311635993076215045},15046"igarch11__normal__w1000_r5": {15047"n": 1176,15048"ratio": 1.0035299579089498,15049"dm_p": 0.9734098877252642,15050"dm_stat": 0.0333390351991247315051},15052"igarch11__skewt__w1000_r5": {15053"n": 1176,15054"ratio": 0.9903533822985315,15055"dm_p": 0.9421438966506327,15056"dm_stat": -0.072591058315812815057},15058"igarch11__t__w1000_r5": {15059"n": 1176,15060"ratio": 0.9829246111163399,15061"dm_p": 0.9017495873765301,15062"dm_stat": -0.1234781575284074815063},15064"loghar_rv__empirical__w1000_r5": {15065"n": 1176,15066"ratio": 1.2675099679872552,15067"dm_p": 0.10327744124469641,15068"dm_stat": 1.63043573402436915069},15070"msgarch2__normal__w1000_r5": {15071"n": 1176,15072"ratio": 1.0328140135641624,15073"dm_p": 0.4670838653586108,15074"dm_stat": 0.727468601325146315075},15076"msgarch2__t__w1000_r5": {15077"n": 1176,15078"ratio": 1.0198318091669905,15079"dm_p": 0.8563324570901394,15080"dm_stat": 0.181084529709254815081},15082"nagarch11__ged__w1000_r5": {15083"n": 1176,15084"ratio": 0.9512225485796324,15085"dm_p": 0.04045803787851071,15086"dm_stat": -2.051310547894404515087},15088"nagarch11__normal__w1000_r5": {15089"n": 1176,15090"ratio": 1.2293683883151076,15091"dm_p": 0.4127553174096183,15092"dm_stat": 0.819345776979394715093},15094"nagarch11__skewt__w1000_r5": {15095"n": 1176,15096"ratio": 0.951711761273536,15097"dm_p": 0.14870843115335647,15098"dm_stat": -1.445057253494738615099},15100"nagarch11__t__w1000_r5": {15101"n": 1176,15102"ratio": 0.9244907850776829,15103"dm_p": 0.09181877978659875,15104"dm_stat": -1.6872600194888915105},15106"qgarch11__ged__w1000_r5": {15107"n": 1176,15108"ratio": 0.98059523931547,15109"dm_p": 0.21497439300505392,15110"dm_stat": -1.24067257337900915111},15112"qgarch11__normal__w1000_r5": {15113"n": 1176,15114"ratio": 1.0090690410473853,15115"dm_p": 0.7723196868668734,15116"dm_stat": 0.28940870976784115117},15118"qgarch11__skewt__w1000_r5": {15119"n": 1176,15120"ratio": 0.9849368736294531,15121"dm_p": 0.574055363963728,15122"dm_stat": -0.562246441790798315123},15124"qgarch11__t__w1000_r5": {15125"n": 1176,15126"ratio": 0.9554081338315373,15127"dm_p": 0.2435026057672833,15128"dm_stat": -1.166862631328109215129},15130"realgarch11__normal__w1000_r5": {15131"n": 1176,15132"ratio": 1.0871783236408852,15133"dm_p": 0.44421206864332446,15134"dm_stat": 0.765358045020258515135},15136"realgarch11__t__w1000_r5": {15137"n": 1176,15138"ratio": 1.0824759740839727,15139"dm_p": 0.4113039358889488,15140"dm_stat": 0.821894057011199115141},15142"rm2006__normal__w1000_r5": {15143"n": 1176,15144"ratio": 0.7609554714550087,15145"dm_p": 0.5145193840348874,15146"dm_stat": -0.652014425911622215147},15148"rm_rw__empirical__w1000_r5": {15149"n": 1176,15150"ratio": 1.233576411132982,15151"dm_p": 0.6387869305009043,15152"dm_stat": 0.469517447552206415153},15154"tarch11__ged__w1000_r5": {15155"n": 1176,15156"ratio": 1.2121663019290787,15157"dm_p": 0.3505715826301312,15158"dm_stat": 0.933853008795022515159},15160"tarch11__normal__w1000_r5": {15161"n": 1176,15162"ratio": 1.3534600642686576,15163"dm_p": 0.3339027416957232,15164"dm_stat": 0.966680413765827615165},15166"tarch11__skewt__w1000_r5": {15167"n": 1176,15168"ratio": 1.6328376007253462,15169"dm_p": 0.30977554924529077,15170"dm_stat": 1.01613234778026715171},15172"tarch11__t__w1000_r5": {15173"n": 1176,15174"ratio": 1.257512919652211,15175"dm_p": 0.3332645068382722,15176"dm_stat": 0.967958060957404215177}15178},15179"vol_tercile=low": {15180"aparch11__ged__w1000_r5": {15181"n": 839,15182"ratio": 0.9720403092444577,15183"dm_p": 0.22076426012224148,15184"dm_stat": -1.225412158760681715185},15186"aparch11__normal__w1000_r5": {15187"n": 839,15188"ratio": 0.9567378339548318,15189"dm_p": 0.23781443170138405,15190"dm_stat": -1.18131077052579815191},15192"aparch11__skewt__w1000_r5": {15193"n": 839,15194"ratio": 0.9787797167088086,15195"dm_p": 0.2682901658509643,15196"dm_stat": -1.107744165127737815197},15198"aparch11__t__w1000_r5": {15199"n": 839,15200"ratio": 0.99351137061861,15201"dm_p": 0.258882959312329,15202"dm_stat": -1.129801970191197415203},15204"arch5__ged__w1000_r5": {15205"n": 839,15206"ratio": 0.9464844220467373,15207"dm_p": 0.575358221954376,15208"dm_stat": -0.560397350158541915209},15210"arch5__normal__w1000_r5": {15211"n": 839,15212"ratio": 0.9462103657688962,15213"dm_p": 0.5759103761077465,15214"dm_stat": -0.559587482810504615215},15216"arch5__skewt__w1000_r5": {15217"n": 839,15218"ratio": 0.9506698728072079,15219"dm_p": 0.5914783627698056,15220"dm_stat": -0.536901218696743915221},15222"arch5__t__w1000_r5": {15223"n": 839,15224"ratio": 0.9493103723118584,15225"dm_p": 0.5866901809950443,15226"dm_stat": -0.54384879730194715227},15228"avgarch11__ged__w1000_r5": {15229"n": 839,15230"ratio": 0.9776925027965552,15231"dm_p": 0.29019194367421475,15232"dm_stat": -1.05836961655480415233},15234"avgarch11__normal__w1000_r5": {15235"n": 839,15236"ratio": 0.9678320788660598,15237"dm_p": 0.2989356362236892,15238"dm_stat": -1.039363205901020715239},15240"avgarch11__skewt__w1000_r5": {15241"n": 839,15242"ratio": 0.9834402358615534,15243"dm_p": 0.3127653074183948,15244"dm_stat": -1.010044936326348415245},15246"avgarch11__t__w1000_r5": {15247"n": 839,15248"ratio": 0.9873909658524809,15249"dm_p": 0.36179577064196666,15250"dm_stat": -0.91244719823805815251},15252"cgarch11__ged__w1000_r5": {15253"n": 839,15254"ratio": 1.0008677037829192,15255"dm_p": 0.8458421710899507,15256"dm_stat": 0.1944864132124858315257},15258"cgarch11__normal__w1000_r5": {15259"n": 839,15260"ratio": 0.9924043761202251,15261"dm_p": 0.18259637705780427,15262"dm_stat": -1.33390811167573315263},15264"cgarch11__skewt__w1000_r5": {15265"n": 839,15266"ratio": 1.0084034202672627,15267"dm_p": 0.48742180277920194,15268"dm_stat": 0.69472248198320315269},15270"cgarch11__t__w1000_r5": {15271"n": 839,15272"ratio": 1.0138666423198202,15273"dm_p": 0.4778906857251885,15274"dm_stat": 0.710017697836724615275},15276"constvar__normal__w1000_r5": {15277"n": 839,15278"ratio": 0.9485665275930428,15279"dm_p": 0.6239615910320284,15280"dm_stat": -0.490424972591327615281},15282"egarch11__ged__w1000_r5": {15283"n": 805,15284"ratio": 5179805.325468727,15285"dm_p": 0.036011035655881034,15286"dm_stat": 2.10032707334097315287},15288"egarch11__normal__w1000_r5": {15289"n": 827,15290"ratio": 5668668.807664542,15291"dm_p": 0.014782452025231724,15292"dm_stat": 2.442797492903184615293},15294"egarch11__skewt__w1000_r5": {15295"n": 777,15296"ratio": 1847905.5619115904,15297"dm_p": 0.02931825105267949,15298"dm_stat": 2.183223881679291715299},15300"egarch11__t__w1000_r5": {15301"n": 753,15302"ratio": 2044483.257147296,15303"dm_p": 0.06130940360033058,15304"dm_stat": 1.874062033186155715305},15306"ewma094__normal__w1000_r5": {15307"n": 839,15308"ratio": 1.3955088188247533,15309"dm_p": 0.271391633946369,15310"dm_stat": 1.100588956416111515311},15312"figarch11__ged__w1000_r5": {15313"n": 839,15314"ratio": 0.952717920404661,15315"dm_p": 0.24052162522912615,15316"dm_stat": -1.1745170718261215317},15318"figarch11__normal__w1000_r5": {15319"n": 839,15320"ratio": 0.9507300148854813,15321"dm_p": 0.24544431012765577,15322"dm_stat": -1.162300546783615615323},15324"figarch11__skewt__w1000_r5": {15325"n": 839,15326"ratio": 0.9531735535416462,15327"dm_p": 0.22853637059583265,15328"dm_stat": -1.205018423940614315329},15330"figarch11__t__w1000_r5": {15331"n": 839,15332"ratio": 0.9568117269704243,15333"dm_p": 0.23040934629754434,15334"dm_stat": -1.200178118188254515335},15336"garch11__ged__w1000_r5": {15337"n": 839,15338"ratio": 1.0098890497682156,15339"dm_p": 0.3254362763577399,15340"dm_stat": 0.983925203716100515341},15342"garch11__normal__w1000_r5": {15343"n": 839,15344"ratio": 1.0,15345"dm_p": 1.0,15346"dm_stat": 0.015347},15348"garch11__skewt__w1000_r5": {15349"n": 839,15350"ratio": 1.0140890869722696,15351"dm_p": 0.3251014341015017,15352"dm_stat": 0.984606799594014215353},15354"garch11__t__w1000_r5": {15355"n": 839,15356"ratio": 1.024868834262105,15357"dm_p": 0.316394416635565,15358"dm_stat": 1.002494055797743815359},15360"garch12__ged__w1000_r5": {15361"n": 839,15362"ratio": 1.0166629713735997,15363"dm_p": 0.3153672531123798,15364"dm_stat": 1.004625404737336415365},15366"garch12__normal__w1000_r5": {15367"n": 839,15368"ratio": 1.0097884513464777,15369"dm_p": 0.29371617642480474,15370"dm_stat": 1.050663232605948415371},15372"garch12__skewt__w1000_r5": {15373"n": 839,15374"ratio": 1.0222535185127497,15375"dm_p": 0.3075932473949706,15376"dm_stat": 1.020906758654833315377},15378"garch12__t__w1000_r5": {15379"n": 839,15380"ratio": 1.0318649618758742,15381"dm_p": 0.314933328487326,15382"dm_stat": 1.00552716425487415383},15384"garch21__ged__w1000_r5": {15385"n": 839,15386"ratio": 1.009513697977914,15387"dm_p": 0.34620502358385546,15388"dm_stat": 0.942506480156352215389},15390"garch21__normal__w1000_r5": {15391"n": 839,15392"ratio": 0.9992863819319336,15393"dm_p": 0.17721774759726655,15394"dm_stat": -1.350507768699984515395},15396"garch21__skewt__w1000_r5": {15397"n": 839,15398"ratio": 1.0139488111319985,15399"dm_p": 0.3303366294676852,15400"dm_stat": 0.974001962022139215401},15402"garch21__t__w1000_r5": {15403"n": 839,15404"ratio": 1.0247676032023572,15405"dm_p": 0.3184061795595884,15406"dm_stat": 0.998332816964861315407},15408"garchm11__ged__w1000_r5": {15409"n": 839,15410"ratio": 1.0105116235675302,15411"dm_p": 0.32823213956698244,15412"dm_stat": 0.978251763197231215413},15414"garchm11__normal__w1000_r5": {15415"n": 839,15416"ratio": 1.0010963392243617,15417"dm_p": 0.3991788088180122,15418"dm_stat": 0.843519260501649915419},15420"garchm11__skewt__w1000_r5": {15421"n": 839,15422"ratio": 1.0153433343345954,15423"dm_p": 0.3291407475572749,15424"dm_stat": 0.976414759313825215425},15426"garchm11__t__w1000_r5": {15427"n": 839,15428"ratio": 1.0261312107212999,15429"dm_p": 0.3109837379967819,15430"dm_stat": 1.01377290021096515431},15432"garchx_rv11__normal__w1000_r5": {15433"n": 839,15434"ratio": 0.9545726492010809,15435"dm_p": 0.13588316990498153,15436"dm_stat": -1.492734135969628715437},15438"garchx_rv11__t__w1000_r5": {15439"n": 839,15440"ratio": 0.9674157742538682,15441"dm_p": 0.12049564654995515,15442"dm_stat": -1.55427814414803815443},15444"gas_t11__t__w1000_r5": {15445"n": 839,15446"ratio": 1.0179747508152348,15447"dm_p": 0.282948874334308,15448"dm_stat": 1.07440854318143415449},15450"gjr11__ged__w1000_r5": {15451"n": 839,15452"ratio": 0.9777734768467495,15453"dm_p": 0.2887175766304899,15454"dm_stat": -1.061612304115372415455},15456"gjr11__normal__w1000_r5": {15457"n": 839,15458"ratio": 0.956560944710358,15459"dm_p": 0.28036985538328485,15460"dm_stat": -1.080186638559100615461},15462"gjr11__skewt__w1000_r5": {15463"n": 839,15464"ratio": 0.9712372067567662,15465"dm_p": 0.30511543384048984,15466"dm_stat": -1.026153307849968315467},15468"gjr11__t__w1000_r5": {15469"n": 839,15470"ratio": 1.0002625127235476,15471"dm_p": 0.963796086643489,15472"dm_stat": 0.04540402914324010615473},15474"har_rv__empirical__w1000_r5": {15475"n": 839,15476"ratio": 0.9784686919801466,15477"dm_p": 0.4495315020700008,15478"dm_stat": -0.756551067742176715479},15480"heavy11__normal__w1000_r5": {15481"n": 839,15482"ratio": 0.9541384068699866,15483"dm_p": 0.14000961966846973,15484"dm_stat": -1.477155640240623215485},15486"heavy11__t__w1000_r5": {15487"n": 839,15488"ratio": 0.9626936787018632,15489"dm_p": 0.11380062629308108,15490"dm_stat": -1.5829918532153315491},15492"histvar22__empirical__w1000_r5": {15493"n": 839,15494"ratio": 1.7596975754801423,15495"dm_p": 0.2564674959428862,15496"dm_stat": 1.135555048614427715497},15498"histvar252__empirical__w1000_r5": {15499"n": 839,15500"ratio": 0.7671195444075399,15501"dm_p": 0.27501566299045804,15502"dm_stat": -1.092298904959363215503},15504"histvar66__empirical__w1000_r5": {15505"n": 839,15506"ratio": 1.0984216472798025,15507"dm_p": 0.3367924263464215,15508"dm_stat": 0.961073513295363615509},15510"igarch11__ged__w1000_r5": {15511"n": 839,15512"ratio": 0.9180604369722595,15513"dm_p": 0.2638099237131973,15514"dm_stat": -1.118181508215911715515},15516"igarch11__normal__w1000_r5": {15517"n": 839,15518"ratio": 0.9021375061099349,15519"dm_p": 0.26607039073697947,15520"dm_stat": -1.112900288942764415521},15522"igarch11__skewt__w1000_r5": {15523"n": 839,15524"ratio": 0.9210867117577405,15525"dm_p": 0.2708465359043326,15526"dm_stat": -1.101842435310029315527},15528"igarch11__t__w1000_r5": {15529"n": 839,15530"ratio": 0.9435148115631637,15531"dm_p": 0.26275453812977867,15532"dm_stat": -1.120657956012797615533},15534"loghar_rv__empirical__w1000_r5": {15535"n": 839,15536"ratio": 0.9590870067844985,15537"dm_p": 0.18753030516805244,15538"dm_stat": -1.318997353996785615539},15540"msgarch2__normal__w1000_r5": {15541"n": 839,15542"ratio": 1.0261254451971338,15543"dm_p": 0.5119844416185249,15544"dm_stat": 0.656030712850372815545},15546"msgarch2__t__w1000_r5": {15547"n": 839,15548"ratio": 1.005455066395978,15549"dm_p": 0.8415540465060776,15550"dm_stat": 0.199968097559244615551},15552"nagarch11__ged__w1000_r5": {15553"n": 839,15554"ratio": 0.9566981506954699,15555"dm_p": 0.2303890660343517,15556"dm_stat": -1.200230377776000415557},15558"nagarch11__normal__w1000_r5": {15559"n": 839,15560"ratio": 0.9367383972853599,15561"dm_p": 0.24439921946108076,15562"dm_stat": -1.1648796069428215563},15564"nagarch11__skewt__w1000_r5": {15565"n": 839,15566"ratio": 0.940969722216046,15567"dm_p": 0.25758988279488815,15568"dm_stat": -1.132877119008963715569},15570"nagarch11__t__w1000_r5": {15571"n": 839,15572"ratio": 0.9784777283701863,15573"dm_p": 0.17925927249438903,15574"dm_stat": -1.344163560510582815575},15576"qgarch11__ged__w1000_r5": {15577"n": 839,15578"ratio": 0.9517436743329134,15579"dm_p": 0.20834180997116178,15580"dm_stat": -1.259108349627432715581},15582"qgarch11__normal__w1000_r5": {15583"n": 839,15584"ratio": 0.9304295809860847,15585"dm_p": 0.23238585863046482,15586"dm_stat": -1.195100536753906515587},15588"qgarch11__skewt__w1000_r5": {15589"n": 839,15590"ratio": 0.9366607421132503,15591"dm_p": 0.22097915064245352,15592"dm_stat": -1.22484143251451515593},15594"qgarch11__t__w1000_r5": {15595"n": 839,15596"ratio": 0.9751538427133841,15597"dm_p": 0.16099445748117364,15598"dm_stat": -1.402975749954714915599},15600"realgarch11__normal__w1000_r5": {15601"n": 839,15602"ratio": 0.9640990961576206,15603"dm_p": 0.16972503802776917,15604"dm_stat": -1.374270828406426415605},15606"realgarch11__t__w1000_r5": {15607"n": 839,15608"ratio": 0.9698646528304068,15609"dm_p": 0.1592659874940139,15610"dm_stat": -1.40879748184827915611},15612"rm2006__normal__w1000_r5": {15613"n": 839,15614"ratio": 1.1611542344637122,15615"dm_p": 0.31603278950437963,15616"dm_stat": 1.003243906884754315617},15618"rm_rw__empirical__w1000_r5": {15619"n": 839,15620"ratio": 1.7363778245060981,15621"dm_p": 0.10955468775856192,15622"dm_stat": 1.601899520401472815623},15624"tarch11__ged__w1000_r5": {15625"n": 839,15626"ratio": 0.9183927445831843,15627"dm_p": 0.24693516101825183,15628"dm_stat": -1.158634765421483515629},15630"tarch11__normal__w1000_r5": {15631"n": 839,15632"ratio": 0.9033199792727948,15633"dm_p": 0.26605452839081056,15634"dm_stat": -1.112937240698311615635},15636"tarch11__skewt__w1000_r5": {15637"n": 839,15638"ratio": 0.8957042391597457,15639"dm_p": 0.26638470693006633,15640"dm_stat": -1.112168394101546815641},15642"tarch11__t__w1000_r5": {15643"n": 839,15644"ratio": 0.9369723405665553,15645"dm_p": 0.23449018689244355,15646"dm_stat": -1.189728233613484215647}15648},15649"vol_tercile=mid": {15650"aparch11__ged__w1000_r5": {15651"n": 686,15652"ratio": 0.8163140751220065,15653"dm_p": 0.20415657318775202,15654"dm_stat": -1.271009893944685715655},15656"aparch11__normal__w1000_r5": {15657"n": 686,15658"ratio": 0.8357999904729604,15659"dm_p": 0.2215698228099816,15660"dm_stat": -1.22347821766245715661},15662"aparch11__skewt__w1000_r5": {15663"n": 686,15664"ratio": 0.761480415446289,15665"dm_p": 0.2071420502816394,15666"dm_stat": -1.262657240304902315667},15668"aparch11__t__w1000_r5": {15669"n": 686,15670"ratio": 0.7823154950133185,15671"dm_p": 0.1997432246453123,15672"dm_stat": -1.283522163492536215673},15674"arch5__ged__w1000_r5": {15675"n": 686,15676"ratio": 1.1173799430315479,15677"dm_p": 0.05387715825777565,15678"dm_stat": 1.931146996046450215679},15680"arch5__normal__w1000_r5": {15681"n": 686,15682"ratio": 1.1284945819825571,15683"dm_p": 0.036826851249315236,15684"dm_stat": 2.091768928348868515685},15686"arch5__skewt__w1000_r5": {15687"n": 686,15688"ratio": 1.1147007021291784,15689"dm_p": 0.06280491155340123,15690"dm_stat": 1.86360467302082615691},15692"arch5__t__w1000_r5": {15693"n": 686,15694"ratio": 1.10793941248773,15695"dm_p": 0.07204003383077473,15696"dm_stat": 1.801650274545667515697},15698"avgarch11__ged__w1000_r5": {15699"n": 686,15700"ratio": 1.0611045805739645,15701"dm_p": 0.32713225624335396,15702"dm_stat": 0.980608068773286715703},15704"avgarch11__normal__w1000_r5": {15705"n": 686,15706"ratio": 1.0855202641303432,15707"dm_p": 0.14468652771836935,15708"dm_stat": 1.460225701350926315709},15710"avgarch11__skewt__w1000_r5": {15711"n": 686,15712"ratio": 1.0605360458129833,15713"dm_p": 0.3936090755225487,15714"dm_stat": 0.85362884026117515715},15716"avgarch11__t__w1000_r5": {15717"n": 686,15718"ratio": 1.0533584634778832,15719"dm_p": 0.3949556500834907,15720"dm_stat": 0.851200123215651415721},15722"cgarch11__ged__w1000_r5": {15723"n": 686,15724"ratio": 1.0274489345179283,15725"dm_p": 0.13184267506653666,15726"dm_stat": 1.50867600053622815727},15728"cgarch11__normal__w1000_r5": {15729"n": 686,15730"ratio": 1.0473314400120264,15731"dm_p": 0.01765401249877134,15732"dm_stat": 2.37855086453706815733},15734"cgarch11__skewt__w1000_r5": {15735"n": 686,15736"ratio": 1.0239179826256994,15737"dm_p": 0.2380849064646399,15738"dm_stat": 1.18081790491592215739},15740"cgarch11__t__w1000_r5": {15741"n": 686,15742"ratio": 1.0060134417005802,15743"dm_p": 0.7741886980184073,15744"dm_stat": 0.287013605870536515745},15746"constvar__normal__w1000_r5": {15747"n": 686,15748"ratio": 1.6992713016980452,15749"dm_p": 0.00011746071434048442,15750"dm_stat": 3.873736243727169615751},15752"egarch11__ged__w1000_r5": {15753"n": 684,15754"ratio": 6670956.936060856,15755"dm_p": 0.2630776173183949,15756"dm_stat": 1.12007005492238615757},15758"egarch11__normal__w1000_r5": {15759"n": 678,15760"ratio": 10481023.450349072,15761"dm_p": 0.16002198404776452,15762"dm_stat": 1.406542370924263515763},15764"egarch11__skewt__w1000_r5": {15765"n": 638,15766"ratio": 2865793.095897978,15767"dm_p": 0.30658472246783536,15768"dm_stat": 1.023235955017105715769},15770"egarch11__t__w1000_r5": {15771"n": 628,15772"ratio": 4954681.527306103,15773"dm_p": 0.22571521679946985,15774"dm_stat": 1.212663465091969415775},15776"ewma094__normal__w1000_r5": {15777"n": 686,15778"ratio": 0.7392193873887535,15779"dm_p": 0.23935807984626778,15780"dm_stat": -1.177617571125760415781},15782"figarch11__ged__w1000_r5": {15783"n": 686,15784"ratio": 1.0722039261692857,15785"dm_p": 0.2847978972959965,15786"dm_stat": 1.070440953019153215787},15788"figarch11__normal__w1000_r5": {15789"n": 686,15790"ratio": 1.0708225334483346,15791"dm_p": 0.24534872452218584,15792"dm_stat": 1.162718282095837315793},15794"figarch11__skewt__w1000_r5": {15795"n": 686,15796"ratio": 1.0928185533311476,15797"dm_p": 0.1764670474593276,15798"dm_stat": 1.35310946936841315799},15800"figarch11__t__w1000_r5": {15801"n": 686,15802"ratio": 1.091774428208578,15803"dm_p": 0.2432313370175903,15804"dm_stat": 1.16795482567223115805},15806"garch11__ged__w1000_r5": {15807"n": 686,15808"ratio": 0.9813082714006492,15809"dm_p": 0.01642817945646743,15810"dm_stat": -2.40519162270923815811},15812"garch11__normal__w1000_r5": {15813"n": 686,15814"ratio": 1.0,15815"dm_p": 1.0,15816"dm_stat": 0.015817},15818"garch11__skewt__w1000_r5": {15819"n": 686,15820"ratio": 0.9744133065568477,15821"dm_p": 0.005138530113611027,15822"dm_stat": -2.80726345448108515823},15824"garch11__t__w1000_r5": {15825"n": 686,15826"ratio": 0.9640933903470493,15827"dm_p": 0.005937639641737891,15828"dm_stat": -2.759834727194502515829},15830"garch12__ged__w1000_r5": {15831"n": 686,15832"ratio": 0.9738834789969744,15833"dm_p": 0.14641412846172144,15834"dm_stat": -1.453964595662406515835},15836"garch12__normal__w1000_r5": {15837"n": 686,15838"ratio": 0.9909178057221187,15839"dm_p": 0.5114701189548156,15840"dm_stat": -0.656893356963540715841},15842"garch12__skewt__w1000_r5": {15843"n": 686,15844"ratio": 0.9631536091328154,15845"dm_p": 0.03659119785148305,15846"dm_stat": -2.09440022356693515847},15848"garch12__t__w1000_r5": {15849"n": 686,15850"ratio": 0.95330251583428,15851"dm_p": 0.0656226589106837,15852"dm_stat": -1.84394630190476115853},15854"garch21__ged__w1000_r5": {15855"n": 686,15856"ratio": 0.9809982745813648,15857"dm_p": 0.015164627974703294,15858"dm_stat": -2.43455098016192415859},15860"garch21__normal__w1000_r5": {15861"n": 686,15862"ratio": 0.999981709549077,15863"dm_p": 0.19038083150568927,15864"dm_stat": -1.310752005554518515865},15866"garch21__skewt__w1000_r5": {15867"n": 686,15868"ratio": 0.9744123779822804,15869"dm_p": 0.005124199830008536,15870"dm_stat": -2.80817340053208315871},15872"garch21__t__w1000_r5": {15873"n": 686,15874"ratio": 0.9640656701042345,15875"dm_p": 0.005919214730945099,15876"dm_stat": -2.76086144098992815877},15878"garchm11__ged__w1000_r5": {15879"n": 686,15880"ratio": 0.9783877224495078,15881"dm_p": 0.02586696259054181,15882"dm_stat": -2.23306419403325615883},15884"garchm11__normal__w1000_r5": {15885"n": 686,15886"ratio": 0.9976587979011426,15887"dm_p": 0.3383266739626365,15888"dm_stat": -0.958147020226626215889},15890"garchm11__skewt__w1000_r5": {15891"n": 686,15892"ratio": 0.9683599072043662,15893"dm_p": 0.002506756098126609,15894"dm_stat": -3.033743581338498515895},15896"garchm11__t__w1000_r5": {15897"n": 686,15898"ratio": 0.9600997365094298,15899"dm_p": 0.01571683277339763,15900"dm_stat": -2.421464631003946715901},15902"garchx_rv11__normal__w1000_r5": {15903"n": 686,15904"ratio": 0.9752454518986903,15905"dm_p": 0.28859379416497605,15906"dm_stat": -1.062035618068357715907},15908"garchx_rv11__t__w1000_r5": {15909"n": 686,15910"ratio": 0.9328509646587259,15911"dm_p": 0.0916110038172952,15912"dm_stat": -1.689331343914628715913},15914"gas_t11__t__w1000_r5": {15915"n": 686,15916"ratio": 1.0324606138606829,15917"dm_p": 0.49116746356286123,15918"dm_stat": 0.6888236783235315919},15920"gjr11__ged__w1000_r5": {15921"n": 686,15922"ratio": 0.9245244578623009,15923"dm_p": 0.12122107648788964,15924"dm_stat": -1.551594806672216315925},15926"gjr11__normal__w1000_r5": {15927"n": 686,15928"ratio": 0.9306120928601844,15929"dm_p": 0.17888235781074516,15930"dm_stat": -1.345582676230523915931},15932"gjr11__skewt__w1000_r5": {15933"n": 686,15934"ratio": 0.9010812671609284,15935"dm_p": 0.10856634294035167,15936"dm_stat": -1.60676689860555315937},15938"gjr11__t__w1000_r5": {15939"n": 686,15940"ratio": 0.902079436146052,15941"dm_p": 0.08530582859342067,15942"dm_stat": -1.723187908764100415943},15944"har_rv__empirical__w1000_r5": {15945"n": 686,15946"ratio": 1.1025218133991983,15947"dm_p": 0.44118896833449933,15948"dm_stat": 0.770635083074375115949},15950"heavy11__normal__w1000_r5": {15951"n": 686,15952"ratio": 0.9773690932334981,15953"dm_p": 0.3400624586602458,15954"dm_stat": -0.954707422256695115955},15956"heavy11__t__w1000_r5": {15957"n": 686,15958"ratio": 0.9352693833452844,15959"dm_p": 0.11209580334254869,15960"dm_stat": -1.59088953665531915961},15962"histvar22__empirical__w1000_r5": {15963"n": 686,15964"ratio": 0.8990679884688013,15965"dm_p": 0.43101705792010025,15966"dm_stat": -0.787918299087559815967},15968"histvar252__empirical__w1000_r5": {15969"n": 686,15970"ratio": 1.6742731654609073,15971"dm_p": 0.020219283109258086,15972"dm_stat": 2.32768393632810615973},15974"histvar66__empirical__w1000_r5": {15975"n": 686,15976"ratio": 1.1189569284665817,15977"dm_p": 0.24602973806164485,15978"dm_stat": 1.161040814298096615979},15980"igarch11__ged__w1000_r5": {15981"n": 686,15982"ratio": 0.9956997332548818,15983"dm_p": 0.9687435880525064,15984"dm_stat": -0.0391984532182018215985},15986"igarch11__normal__w1000_r5": {15987"n": 686,15988"ratio": 0.9948008652637824,15989"dm_p": 0.9613878675068382,15990"dm_stat": -0.0484297489256685415991},15992"igarch11__skewt__w1000_r5": {15993"n": 686,15994"ratio": 0.9907543343020656,15995"dm_p": 0.9363086199534455,15996"dm_stat": -0.0799396282240278815997},15998"igarch11__t__w1000_r5": {15999"n": 686,16000"ratio": 0.9967187191055535,16001"dm_p": 0.9775764565103071,16002"dm_stat": -0.0281177127446916116003},16004"loghar_rv__empirical__w1000_r5": {16005"n": 686,16006"ratio": 1.1382332401075232,16007"dm_p": 0.13979773766962214,16008"dm_stat": 1.478260427166872416009},16010"msgarch2__normal__w1000_r5": {16011"n": 686,16012"ratio": 0.9950189723825569,16013"dm_p": 0.8973895161000706,16014"dm_stat": -0.1290075843608587416015},16016"msgarch2__t__w1000_r5": {16017"n": 686,16018"ratio": 0.7864758190541555,16019"dm_p": 0.32128892678402365,16020"dm_stat": -0.992531214857147916021},16022"nagarch11__ged__w1000_r5": {16023"n": 686,16024"ratio": 0.9407407243092014,16025"dm_p": 0.06576466950856821,16026"dm_stat": -1.842974157706198916027},16028"nagarch11__normal__w1000_r5": {16029"n": 686,16030"ratio": 0.9466481266331361,16031"dm_p": 0.10541042135966476,16032"dm_stat": -1.621314317678620916033},16034"nagarch11__skewt__w1000_r5": {16035"n": 686,16036"ratio": 0.9229827972078153,16037"dm_p": 0.04383462684890592,16038"dm_stat": -2.01939999711708216039},16040"nagarch11__t__w1000_r5": {16041"n": 686,16042"ratio": 0.9197143666082573,16043"dm_p": 0.041186095243980626,16044"dm_stat": -2.04550986196312716045},16046"qgarch11__ged__w1000_r5": {16047"n": 686,16048"ratio": 0.9341498250056358,16049"dm_p": 0.027515688487266907,16050"dm_stat": -2.208845279254033416051},16052"qgarch11__normal__w1000_r5": {16053"n": 686,16054"ratio": 0.942415842201927,16055"dm_p": 0.06634981528050438,16056"dm_stat": -1.838986698488219316057},16058"qgarch11__skewt__w1000_r5": {16059"n": 686,16060"ratio": 0.9168851021200773,16061"dm_p": 0.017137164425313326,16062"dm_stat": -2.389578617704589516063},16064"qgarch11__t__w1000_r5": {16065"n": 686,16066"ratio": 0.9164062761445614,16067"dm_p": 0.01947220769784905,16068"dm_stat": -2.34188496852494816069},16070"realgarch11__normal__w1000_r5": {16071"n": 686,16072"ratio": 0.9797651153266594,16073"dm_p": 0.5640115596898355,16074"dm_stat": -0.577173995568294316075},16076"realgarch11__t__w1000_r5": {16077"n": 686,16078"ratio": 0.9879206534008613,16079"dm_p": 0.7341489318029021,16080"dm_stat": -0.339750023712944616081},16082"rm2006__normal__w1000_r5": {16083"n": 686,16084"ratio": 0.7873619140218849,16085"dm_p": 0.4783041218316603,16086"dm_stat": -0.709421857536698416087},16088"rm_rw__empirical__w1000_r5": {16089"n": 686,16090"ratio": 1.3691306665359244,16091"dm_p": 0.47844598362632235,16092"dm_stat": 0.709193058757016816093},16094"tarch11__ged__w1000_r5": {16095"n": 686,16096"ratio": 0.9906189629877891,16097"dm_p": 0.784513509870344,16098"dm_stat": -0.27354923337830716099},16100"tarch11__normal__w1000_r5": {16101"n": 686,16102"ratio": 1.0104071244025334,16103"dm_p": 0.7443851606966891,16104"dm_stat": 0.326183486221785916105},16106"tarch11__skewt__w1000_r5": {16107"n": 686,16108"ratio": 1.0859238733606902,16109"dm_p": 0.5244616413328946,16110"dm_stat": 0.636809568390709516111},16112"tarch11__t__w1000_r5": {16113"n": 686,16114"ratio": 0.9782099557296363,16115"dm_p": 0.5545430799112352,16116"dm_stat": -0.591257308957929916117}16118},16119"vol_tercile66=high": {16120"aparch11__ged__w1000_r5": {16121"n": 1100,16122"ratio": 0.9002434094654538,16123"dm_p": 0.44764541771540534,16124"dm_stat": -0.759618744016575516125},16126"aparch11__normal__w1000_r5": {16127"n": 1100,16128"ratio": 1.4984248824164916,16129"dm_p": 0.3058175392417537,16130"dm_stat": 1.024515002133032516131},16132"aparch11__skewt__w1000_r5": {16133"n": 1100,16134"ratio": 0.9134421574673256,16135"dm_p": 0.5736825013483926,16136"dm_stat": -0.562804944292224516137},16138"aparch11__t__w1000_r5": {16139"n": 1100,16140"ratio": 0.917872974896595,16141"dm_p": 0.6188239435989794,16142"dm_stat": -0.497659034320279716143},16144"arch5__ged__w1000_r5": {16145"n": 1100,16146"ratio": 1.4650691787840293,16147"dm_p": 0.056150110011003306,16148"dm_stat": 1.911890071002190416149},16150"arch5__normal__w1000_r5": {16151"n": 1100,16152"ratio": 1.4427770868700651,16153"dm_p": 0.0627285204155528,16154"dm_stat": 1.863002566558706716155},16156"arch5__skewt__w1000_r5": {16157"n": 1100,16158"ratio": 1.5485114751180724,16159"dm_p": 0.042186625831106994,16160"dm_stat": 2.03404697876088516161},16162"arch5__t__w1000_r5": {16163"n": 1100,16164"ratio": 1.4906653099700222,16165"dm_p": 0.04820738172144192,16166"dm_stat": 1.97774142714716516167},16168"avgarch11__ged__w1000_r5": {16169"n": 1100,16170"ratio": 1.3377282586244894,16171"dm_p": 0.34727283400643444,16172"dm_stat": 0.940295100801855516173},16174"avgarch11__normal__w1000_r5": {16175"n": 1100,16176"ratio": 1.3185918998132018,16177"dm_p": 0.3478449620178067,16178"dm_stat": 0.93917948814979516179},16180"avgarch11__skewt__w1000_r5": {16181"n": 1100,16182"ratio": 1.369012330340141,16183"dm_p": 0.34257209018643553,16184"dm_stat": 0.949505961218360716185},16186"avgarch11__t__w1000_r5": {16187"n": 1100,16188"ratio": 1.3567118142372314,16189"dm_p": 0.3446324969628361,16190"dm_stat": 0.945458827910122616191},16192"cgarch11__ged__w1000_r5": {16193"n": 1100,16194"ratio": 1.062477200491061,16195"dm_p": 0.18689840026661472,16196"dm_stat": 1.320633908967011416197},16198"cgarch11__normal__w1000_r5": {16199"n": 1100,16200"ratio": 1.0620314530752937,16201"dm_p": 0.1889182299161561,16202"dm_stat": 1.314601217694017216203},16204"cgarch11__skewt__w1000_r5": {16205"n": 1100,16206"ratio": 1.0876872284745591,16207"dm_p": 0.08550038441786731,16208"dm_stat": 1.72117568247844416209},16210"cgarch11__t__w1000_r5": {16211"n": 1100,16212"ratio": 1.0745832448272106,16213"dm_p": 0.1944690039053862,16214"dm_stat": 1.298264007363017816215},16216"constvar__normal__w1000_r5": {16217"n": 1100,16218"ratio": 3.3626208978752437,16219"dm_p": 0.21488821116359255,16220"dm_stat": 1.24095225967995416221},16222"egarch11__ged__w1000_r5": {16223"n": 1091,16224"ratio": 179510936.8531528,16225"dm_p": 0.30800156192065625,16226"dm_stat": 1.01990134792354316227},16228"egarch11__normal__w1000_r5": {16229"n": 1100,16230"ratio": 8289193.77685122,16231"dm_p": 0.24811387673735352,16232"dm_stat": 1.15555624219824916233},16234"egarch11__skewt__w1000_r5": {16235"n": 1055,16236"ratio": 4258683.06703877,16237"dm_p": 0.305195631502924,16238"dm_stat": 1.02585431736317416239},16240"egarch11__t__w1000_r5": {16241"n": 1038,16242"ratio": 920409.1452461977,16243"dm_p": 0.3214413681326328,16244"dm_stat": 0.991974496569271316245},16246"ewma094__normal__w1000_r5": {16247"n": 1100,16248"ratio": 1.0856561282366184,16249"dm_p": 0.776794623154663,16250"dm_stat": 0.283568325013445716251},16252"figarch11__ged__w1000_r5": {16253"n": 1100,16254"ratio": 1.2207434760166138,16255"dm_p": 0.09203008180612095,16256"dm_stat": 1.686257297312610416257},16258"figarch11__normal__w1000_r5": {16259"n": 1100,16260"ratio": 1.241066427685496,16261"dm_p": 0.08914057333987502,16262"dm_stat": 1.701454255046407116263},16264"figarch11__skewt__w1000_r5": {16265"n": 1100,16266"ratio": 1.191009348320244,16267"dm_p": 0.10298982566342484,16268"dm_stat": 1.63188676500878116269},16270"figarch11__t__w1000_r5": {16271"n": 1100,16272"ratio": 1.2021134079465292,16273"dm_p": 0.11651671196595942,16274"dm_stat": 1.570801046223099516275},16276"garch11__ged__w1000_r5": {16277"n": 1100,16278"ratio": 0.9999019851520511,16279"dm_p": 0.9950216598082504,16280"dm_stat": -0.00624088419413543116281},16282"garch11__normal__w1000_r5": {16283"n": 1100,16284"ratio": 1.0,16285"dm_p": 1.0,16286"dm_stat": 0.016287},16288"garch11__skewt__w1000_r5": {16289"n": 1100,16290"ratio": 1.0359512049440571,16291"dm_p": 0.2472614308808927,16292"dm_stat": 1.157642633264550416293},16294"garch11__t__w1000_r5": {16295"n": 1100,16296"ratio": 1.0006406925784685,16297"dm_p": 0.9827328608519935,16298"dm_stat": 0.02164776528549844716299},16300"garch12__ged__w1000_r5": {16301"n": 1100,16302"ratio": 0.9598532364277125,16303"dm_p": 0.1526578080787505,16304"dm_stat": -1.431197860944376716305},16306"garch12__normal__w1000_r5": {16307"n": 1100,16308"ratio": 0.9722723797430328,16309"dm_p": 0.02328375696658812,16310"dm_stat": -2.271923121792793816311},16312"garch12__skewt__w1000_r5": {16313"n": 1100,16314"ratio": 1.0027692752388486,16315"dm_p": 0.9176622955376207,16316"dm_stat": 0.1034026231373692316317},16318"garch12__t__w1000_r5": {16319"n": 1100,16320"ratio": 0.9651656419561294,16321"dm_p": 0.25016355704577614,16322"dm_stat": -1.150560047322530416323},16324"garch21__ged__w1000_r5": {16325"n": 1100,16326"ratio": 1.0020359070460578,16327"dm_p": 0.8972669570378436,16328"dm_stat": 0.1291444800470275316329},16330"garch21__normal__w1000_r5": {16331"n": 1100,16332"ratio": 1.0029045960768674,16333"dm_p": 0.035289709546424436,16334"dm_stat": 2.10762216652457716335},16336"garch21__skewt__w1000_r5": {16337"n": 1100,16338"ratio": 1.0383415903287918,16339"dm_p": 0.2176502545595294,16340"dm_stat": 1.233507423796561316341},16342"garch21__t__w1000_r5": {16343"n": 1100,16344"ratio": 1.0033772185815737,16345"dm_p": 0.9090746126660115,16346"dm_stat": 0.114232173971865116347},16348"garchm11__ged__w1000_r5": {16349"n": 1100,16350"ratio": 1.0671830884136688,16351"dm_p": 0.23604885219104196,16352"dm_stat": 1.18556893101877616353},16354"garchm11__normal__w1000_r5": {16355"n": 1100,16356"ratio": 1.1042728867159475,16357"dm_p": 0.2888351069192528,16358"dm_stat": 1.061193526457454416359},16360"garchm11__skewt__w1000_r5": {16361"n": 1100,16362"ratio": 1.0880093431643072,16363"dm_p": 0.07383263623662993,16364"dm_stat": 1.789356929388021216365},16366"garchm11__t__w1000_r5": {16367"n": 1100,16368"ratio": 1.0452390694714493,16369"dm_p": 0.18767425762974588,16370"dm_stat": 1.318310957634852616371},16372"garchx_rv11__normal__w1000_r5": {16373"n": 1100,16374"ratio": 0.9090449451080704,16375"dm_p": 0.5421605369692172,16376"dm_stat": -0.609739331311120716377},16378"garchx_rv11__t__w1000_r5": {16379"n": 1100,16380"ratio": 0.8770052616563555,16381"dm_p": 0.4862407741666254,16382"dm_stat": -0.696535578431067516383},16384"gas_t11__t__w1000_r5": {16385"n": 1100,16386"ratio": 1.3505942617313713,16387"dm_p": 0.2965909548251576,16388"dm_stat": 1.04426820971335916389},16390"gjr11__ged__w1000_r5": {16391"n": 1100,16392"ratio": 1.1100423995547917,16393"dm_p": 0.16035581855134456,16394"dm_stat": 1.404825271362931216395},16396"gjr11__normal__w1000_r5": {16397"n": 1100,16398"ratio": 1.1809779054555332,16399"dm_p": 0.3001576200373981,16400"dm_stat": 1.036584373204527216401},16402"gjr11__skewt__w1000_r5": {16403"n": 1100,16404"ratio": 1.1555117035900146,16405"dm_p": 0.0371880196803772,16406"dm_stat": 2.0862288879091216407},16408"gjr11__t__w1000_r5": {16409"n": 1100,16410"ratio": 1.1034011721422092,16411"dm_p": 0.04881253080717112,16412"dm_stat": 1.972415850627035516413},16414"har_rv__empirical__w1000_r5": {16415"n": 1100,16416"ratio": 2750528.164972998,16417"dm_p": 0.2860370724686282,16418"dm_stat": 1.06737470871395416419},16420"heavy11__normal__w1000_r5": {16421"n": 1100,16422"ratio": 0.9046996010399875,16423"dm_p": 0.5207286365523704,16424"dm_stat": -0.642429043900614616425},16426"heavy11__t__w1000_r5": {16427"n": 1100,16428"ratio": 0.8564100667283798,16429"dm_p": 0.42031165878893567,16430"dm_stat": -0.806183154421060816431},16432"histvar22__empirical__w1000_r5": {16433"n": 1100,16434"ratio": 1.1046782370919745,16435"dm_p": 0.6797142379814014,16436"dm_stat": 0.412963053137629716437},16438"histvar252__empirical__w1000_r5": {16439"n": 1100,16440"ratio": 2.3822885235895095,16441"dm_p": 0.02926965051445908,16442"dm_stat": 2.182691280391942316443},16444"histvar66__empirical__w1000_r5": {16445"n": 1100,16446"ratio": 1.555424276432516,16447"dm_p": 0.07706069572150775,16448"dm_stat": 1.769662140724849816449},16450"igarch11__ged__w1000_r5": {16451"n": 1100,16452"ratio": 1.1725082547621426,16453"dm_p": 0.17608697034659895,16454"dm_stat": 1.35377353808642616455},16456"igarch11__normal__w1000_r5": {16457"n": 1100,16458"ratio": 1.1762317645898535,16459"dm_p": 0.13809238644605412,16460"dm_stat": 1.484012314197550516461},16462"igarch11__skewt__w1000_r5": {16463"n": 1100,16464"ratio": 1.1811504083405582,16465"dm_p": 0.20580272595286814,16466"dm_stat": 1.265940345820313116467},16468"igarch11__t__w1000_r5": {16469"n": 1100,16470"ratio": 1.171856011590697,16471"dm_p": 0.23024295457385657,16472"dm_stat": 1.200399365779009316473},16474"loghar_rv__empirical__w1000_r5": {16475"n": 1100,16476"ratio": 1.7329070497900392,16477"dm_p": 0.11825831669625644,16478"dm_stat": 1.563349429438830416479},16480"msgarch2__normal__w1000_r5": {16481"n": 1100,16482"ratio": 1.1017701921815517,16483"dm_p": 0.29243432723632845,16484"dm_stat": 1.053301553167921316485},16486"msgarch2__t__w1000_r5": {16487"n": 1100,16488"ratio": 1.2263870974857405,16489"dm_p": 0.14765718562313906,16490"dm_stat": 1.44887702411599516491},16492"nagarch11__ged__w1000_r5": {16493"n": 1100,16494"ratio": 0.9748546675560293,16495"dm_p": 0.72243302385964,16496"dm_stat": -0.3553000121107212616497},16498"nagarch11__normal__w1000_r5": {16499"n": 1100,16500"ratio": 1.651423685210096,16501"dm_p": 0.3832109533165824,16502"dm_stat": 0.87234460433340716503},16504"nagarch11__skewt__w1000_r5": {16505"n": 1100,16506"ratio": 1.0008184666004283,16507"dm_p": 0.990069256315803,16508"dm_stat": 0.01244949493915333216509},16510"nagarch11__t__w1000_r5": {16511"n": 1100,16512"ratio": 0.9464375782160765,16513"dm_p": 0.2804766162618053,16514"dm_stat": -1.079781013958364616515},16516"qgarch11__ged__w1000_r5": {16517"n": 1100,16518"ratio": 1.0205877703014814,16519"dm_p": 0.7018825737393367,16520"dm_stat": 0.382880279966703216521},16522"qgarch11__normal__w1000_r5": {16523"n": 1100,16524"ratio": 1.0874124799883187,16525"dm_p": 0.5007636688378974,16526"dm_stat": 0.673511309889270716527},16528"qgarch11__skewt__w1000_r5": {16529"n": 1100,16530"ratio": 1.0479642088330647,16531"dm_p": 0.31622033322977283,16532"dm_stat": 1.002712465632414216533},16534"qgarch11__t__w1000_r5": {16535"n": 1100,16536"ratio": 0.9907813526376378,16537"dm_p": 0.7590010860168406,16538"dm_stat": -0.306869173618375816539},16540"realgarch11__normal__w1000_r5": {16541"n": 1100,16542"ratio": 1.211774818709768,16543"dm_p": 0.467580976708215,16544"dm_stat": 0.726673107443206816545},16546"realgarch11__t__w1000_r5": {16547"n": 1100,16548"ratio": 1.202651117332987,16549"dm_p": 0.4626424532302517,16550"dm_stat": 0.734759945813825616551},16552"rm2006__normal__w1000_r5": {16553"n": 1100,16554"ratio": 1.123545409093378,16555"dm_p": 0.7036138815740698,16556"dm_stat": 0.3805457513523961616557},16558"rm_rw__empirical__w1000_r5": {16559"n": 1100,16560"ratio": 2.3986154969711837,16561"dm_p": 0.0001685602770484792,16562"dm_stat": 3.77500698629753716563},16564"tarch11__ged__w1000_r5": {16565"n": 1100,16566"ratio": 1.4019946937588024,16567"dm_p": 0.37474053752549347,16568"dm_stat": 0.887989797669032616569},16570"tarch11__normal__w1000_r5": {16571"n": 1100,16572"ratio": 1.5124458686149755,16573"dm_p": 0.36456986581212864,16574"dm_stat": 0.907067643015405316575},16576"tarch11__skewt__w1000_r5": {16577"n": 1100,16578"ratio": 1.9379646052484605,16579"dm_p": 0.3273446391924511,16580"dm_stat": 0.979913173143812116581},16582"tarch11__t__w1000_r5": {16583"n": 1100,16584"ratio": 1.5010498708955222,16585"dm_p": 0.34611538892202937,16586"dm_stat": 0.942555630689825216587}16588},16589"vol_tercile66=low": {16590"aparch11__ged__w1000_r5": {16591"n": 841,16592"ratio": 0.9514642957744255,16593"dm_p": 0.2528031926540876,16594"dm_stat": -1.14435313120680516595},16596"aparch11__normal__w1000_r5": {16597"n": 841,16598"ratio": 0.9390074080803588,16599"dm_p": 0.2421358697941301,16600"dm_stat": -1.170489814553901616601},16602"aparch11__skewt__w1000_r5": {16603"n": 841,16604"ratio": 0.9504539879517389,16605"dm_p": 0.2864169794758358,16606"dm_stat": -1.066692977314953816607},16608"aparch11__t__w1000_r5": {16609"n": 841,16610"ratio": 0.9667377118815104,16611"dm_p": 0.2982135693599712,16612"dm_stat": -1.040917006529003416613},16614"arch5__ged__w1000_r5": {16615"n": 841,16616"ratio": 0.949027004582043,16617"dm_p": 0.5256463466751833,16618"dm_stat": -0.634930956191917916619},16620"arch5__normal__w1000_r5": {16621"n": 841,16622"ratio": 0.9491002176591143,16623"dm_p": 0.5269299522176147,16624"dm_stat": -0.632963192786474616625},16626"arch5__skewt__w1000_r5": {16627"n": 841,16628"ratio": 0.9534597691315391,16629"dm_p": 0.5444414491162841,16630"dm_stat": -0.60635713968953716631},16632"arch5__t__w1000_r5": {16633"n": 841,16634"ratio": 0.9507465115201886,16635"dm_p": 0.5332364142458184,16636"dm_stat": -0.623330730086310616637},16638"avgarch11__ged__w1000_r5": {16639"n": 841,16640"ratio": 0.9893958828444478,16641"dm_p": 0.43790365624065153,16642"dm_stat": -0.776108043862219916643},16644"avgarch11__normal__w1000_r5": {16645"n": 841,16646"ratio": 0.979091333814579,16647"dm_p": 0.3107114411382013,16648"dm_stat": -1.014342466128530316649},16650"avgarch11__skewt__w1000_r5": {16651"n": 841,16652"ratio": 0.9957717747658354,16653"dm_p": 0.7269358367612063,16654"dm_stat": -0.349321064551986916655},16656"avgarch11__t__w1000_r5": {16657"n": 841,16658"ratio": 0.997769280325136,16659"dm_p": 0.8504910594999234,16660"dm_stat": -0.1885500083426861816661},16662"cgarch11__ged__w1000_r5": {16663"n": 841,16664"ratio": 1.0020460799378421,16665"dm_p": 0.5295003502493958,16666"dm_stat": 0.629030130653019316667},16668"cgarch11__normal__w1000_r5": {16669"n": 841,16670"ratio": 0.9947782425876309,16671"dm_p": 0.32620006395545953,16672"dm_stat": -0.98237079502170416673},16674"cgarch11__skewt__w1000_r5": {16675"n": 841,16676"ratio": 1.0101183174446626,16677"dm_p": 0.360781004165823,16678"dm_stat": 0.914377318084749116679},16680"cgarch11__t__w1000_r5": {16681"n": 841,16682"ratio": 1.0121215951767293,16683"dm_p": 0.43447662260025743,16684"dm_stat": 0.781929038057931216685},16686"constvar__normal__w1000_r5": {16687"n": 841,16688"ratio": 0.9639937733040047,16689"dm_p": 0.6317627725070687,16690"dm_stat": -0.4794226516399616716691},16692"egarch11__ged__w1000_r5": {16693"n": 806,16694"ratio": 4356747.223414736,16695"dm_p": 0.02618461261321892,16696"dm_stat": 2.227574342257214316697},16698"egarch11__normal__w1000_r5": {16699"n": 834,16700"ratio": 5260013.062131472,16701"dm_p": 0.01770203806791512,16702"dm_stat": 2.376517376240175716703},16704"egarch11__skewt__w1000_r5": {16705"n": 778,16706"ratio": 1357547.7964778692,16707"dm_p": 0.04899606593288856,16708"dm_stat": 1.971718829531948516709},16710"egarch11__t__w1000_r5": {16711"n": 761,16712"ratio": 2456957.8541546115,16713"dm_p": 0.07020072329941492,16714"dm_stat": 1.813165077969595116715},16716"ewma094__normal__w1000_r5": {16717"n": 841,16718"ratio": 1.2968871886082092,16719"dm_p": 0.2912905050868956,16720"dm_stat": 1.05595909615829316721},16722"figarch11__ged__w1000_r5": {16723"n": 841,16724"ratio": 0.9455638118372413,16725"dm_p": 0.21494518075977945,16726"dm_stat": -1.241019043543475116727},16728"figarch11__normal__w1000_r5": {16729"n": 841,16730"ratio": 0.9444164979600947,16731"dm_p": 0.21764166398559356,16732"dm_stat": -1.233748658230062716733},16734"figarch11__skewt__w1000_r5": {16735"n": 841,16736"ratio": 0.9464549883314485,16737"dm_p": 0.203181642596899,16738"dm_stat": -1.273531918583292716739},16740"figarch11__t__w1000_r5": {16741"n": 841,16742"ratio": 0.9474737023723734,16743"dm_p": 0.20552982117143906,16744"dm_stat": -1.266934623282815616745},16746"garch11__ged__w1000_r5": {16747"n": 841,16748"ratio": 1.0077954503820536,16749"dm_p": 0.3675884401847606,16750"dm_stat": 0.901485872756284816751},16752"garch11__normal__w1000_r5": {16753"n": 841,16754"ratio": 1.0,16755"dm_p": 1.0,16756"dm_stat": 0.016757},16758"garch11__skewt__w1000_r5": {16759"n": 841,16760"ratio": 1.0119387353936924,16761"dm_p": 0.3582691418545367,16762"dm_stat": 0.919172643997869116763},16764"garch11__t__w1000_r5": {16765"n": 841,16766"ratio": 1.0194046309560694,16767"dm_p": 0.3469303314222133,16768"dm_stat": 0.941087972177409616769},16770"garch12__ged__w1000_r5": {16771"n": 841,16772"ratio": 1.0117967136440364,16773"dm_p": 0.34890184026118487,16774"dm_stat": 0.937245182833365116775},16776"garch12__normal__w1000_r5": {16777"n": 841,16778"ratio": 1.0064369984775412,16779"dm_p": 0.31123160956528545,16780"dm_stat": 1.013251922846638316781},16782"garch12__skewt__w1000_r5": {16783"n": 841,16784"ratio": 1.0164501896143536,16785"dm_p": 0.34064164742095465,16786"dm_stat": 0.953439628359323416787},16788"garch12__t__w1000_r5": {16789"n": 841,16790"ratio": 1.0230025044375344,16791"dm_p": 0.3541455719658999,16792"dm_stat": 0.927091017436129516793},16794"garch21__ged__w1000_r5": {16795"n": 841,16796"ratio": 1.007417849742097,16797"dm_p": 0.39283331090442997,16798"dm_stat": 0.8549306466737116799},16800"garch21__normal__w1000_r5": {16801"n": 841,16802"ratio": 0.9993776602544705,16803"dm_p": 0.1752283457663005,16804"dm_stat": -1.35673994634307316805},16806"garch21__skewt__w1000_r5": {16807"n": 841,16808"ratio": 1.0118150694608934,16809"dm_p": 0.36358995525632104,16810"dm_stat": 0.909039614604659916811},16812"garch21__t__w1000_r5": {16813"n": 841,16814"ratio": 1.019314644036431,16815"dm_p": 0.34918364609142166,16816"dm_stat": 0.936697028017495916817},16818"garchm11__ged__w1000_r5": {16819"n": 841,16820"ratio": 1.007693020970261,16821"dm_p": 0.3897490729822315,16822"dm_stat": 0.860518058478403316823},16824"garchm11__normal__w1000_r5": {16825"n": 841,16826"ratio": 1.000398419730987,16827"dm_p": 0.6578998472805444,16828"dm_stat": 0.4429722662625419416829},16830"garchm11__skewt__w1000_r5": {16831"n": 841,16832"ratio": 1.0118147215148967,16833"dm_p": 0.37581764507455206,16834"dm_stat": 0.886099251539886916835},16836"garchm11__t__w1000_r5": {16837"n": 841,16838"ratio": 1.0196731063057265,16839"dm_p": 0.34718264137772803,16840"dm_stat": 0.940595404232831516841},16842"garchx_rv11__normal__w1000_r5": {16843"n": 841,16844"ratio": 0.955113854665324,16845"dm_p": 0.10218619407883243,16846"dm_stat": -1.636133752075184916847},16848"garchx_rv11__t__w1000_r5": {16849"n": 841,16850"ratio": 0.9602706167519327,16851"dm_p": 0.09147538707706962,16852"dm_stat": -1.689600979708595616853},16854"gas_t11__t__w1000_r5": {16855"n": 841,16856"ratio": 1.023558500049585,16857"dm_p": 0.27716944238180824,16858"dm_stat": 1.087405756888851516859},16860"gjr11__ged__w1000_r5": {16861"n": 841,16862"ratio": 0.97373808849743,16863"dm_p": 0.29714229437010536,16864"dm_stat": -1.0432291891773916865},16866"gjr11__normal__w1000_r5": {16867"n": 841,16868"ratio": 0.9540957466349015,16869"dm_p": 0.2772860039774446,16870"dm_stat": -1.087141775505868516871},16872"gjr11__skewt__w1000_r5": {16873"n": 841,16874"ratio": 0.9665954956302748,16875"dm_p": 0.31438257616356174,16876"dm_stat": -1.006671448193443316877},16878"gjr11__t__w1000_r5": {16879"n": 841,16880"ratio": 0.9921355905867841,16881"dm_p": 0.42556737380687326,16882"dm_stat": -0.797187573147141116883},16884"har_rv__empirical__w1000_r5": {16885"n": 841,16886"ratio": 0.9531671471315369,16887"dm_p": 0.2406705118069961,16888"dm_stat": -1.174143027686941616889},16890"heavy11__normal__w1000_r5": {16891"n": 841,16892"ratio": 0.9539851351902758,16893"dm_p": 0.10137785544813105,16894"dm_stat": -1.640008219959434816895},16896"heavy11__t__w1000_r5": {16897"n": 841,16898"ratio": 0.9550765427499514,16899"dm_p": 0.08402863427936667,16900"dm_stat": -1.729826348358146616901},16902"histvar22__empirical__w1000_r5": {16903"n": 841,16904"ratio": 1.6314324802653224,16905"dm_p": 0.2645357764068646,16906"dm_stat": 1.116480494399330516907},16908"histvar252__empirical__w1000_r5": {16909"n": 841,16910"ratio": 0.7895763500041879,16911"dm_p": 0.2710363769244897,16912"dm_stat": -1.10140395919351716913},16914"histvar66__empirical__w1000_r5": {16915"n": 841,16916"ratio": 1.1031391919850528,16917"dm_p": 0.3073483474561614,16918"dm_stat": 1.021422577999590516919},16920"igarch11__ged__w1000_r5": {16921"n": 841,16922"ratio": 0.9078544184389606,16923"dm_p": 0.24390414726764126,16924"dm_stat": -1.166102092421585516925},16926"igarch11__normal__w1000_r5": {16927"n": 841,16928"ratio": 0.8941394366119252,16929"dm_p": 0.2472713055137933,16930"dm_stat": -1.1578084587133216931},16932"igarch11__skewt__w1000_r5": {16933"n": 841,16934"ratio": 0.9089840707446799,16935"dm_p": 0.24560354203278292,16936"dm_stat": -1.16190633511326716937},16938"igarch11__t__w1000_r5": {16939"n": 841,16940"ratio": 0.9282579312344111,16941"dm_p": 0.23386889494687987,16942"dm_stat": -1.191308756736385116943},16944"loghar_rv__empirical__w1000_r5": {16945"n": 841,16946"ratio": 0.9499711062772005,16947"dm_p": 0.1591385715888483,16948"dm_stat": -1.409225539511853816949},16950"msgarch2__normal__w1000_r5": {16951"n": 841,16952"ratio": 1.0183099360170236,16953"dm_p": 0.597115556053789,16954"dm_stat": 0.52875433791693916955},16956"msgarch2__t__w1000_r5": {16957"n": 841,16958"ratio": 0.9666376384017276,16959"dm_p": 0.27498442319275285,16960"dm_stat": -1.092368344452602716961},16962"nagarch11__ged__w1000_r5": {16963"n": 841,16964"ratio": 0.9574497661931604,16965"dm_p": 0.23026583850268775,16966"dm_stat": -1.200545907844158316967},16968"nagarch11__normal__w1000_r5": {16969"n": 841,16970"ratio": 0.938981938102254,16971"dm_p": 0.23441270722277574,16972"dm_stat": -1.189923387407885816973},16974"nagarch11__skewt__w1000_r5": {16975"n": 841,16976"ratio": 0.9428666619772427,16977"dm_p": 0.2549718124579649,16978"dm_stat": -1.139134479241351416979},16980"nagarch11__t__w1000_r5": {16981"n": 841,16982"ratio": 0.9750783406573711,16983"dm_p": 0.19295474254011155,16984"dm_stat": -1.302932846821976316985},16986"qgarch11__ged__w1000_r5": {16987"n": 841,16988"ratio": 0.9511729445812264,16989"dm_p": 0.1907323574511409,16990"dm_stat": -1.309472609148257416991},16992"qgarch11__normal__w1000_r5": {16993"n": 841,16994"ratio": 0.9319478274694357,16995"dm_p": 0.2132386091581479,16996"dm_stat": -1.24565446454658516997},16998"qgarch11__skewt__w1000_r5": {16999"n": 841,17000"ratio": 0.9370502267937352,17001"dm_p": 0.20340506236772327,17002"dm_stat": -1.27290182721605517003},17004"qgarch11__t__w1000_r5": {17005"n": 841,17006"ratio": 0.9702476770913937,17007"dm_p": 0.14385382603173333,17008"dm_stat": -1.462954713293046717009},17010"realgarch11__normal__w1000_r5": {17011"n": 841,17012"ratio": 0.9674139102593088,17013"dm_p": 0.1218864684148513,17014"dm_stat": -1.54846735475113617015},17016"realgarch11__t__w1000_r5": {17017"n": 841,17018"ratio": 0.9715866647224559,17019"dm_p": 0.1117846134675321,17020"dm_stat": -1.591894597595848317021},17022"rm2006__normal__w1000_r5": {17023"n": 841,17024"ratio": 1.0750549425347051,17025"dm_p": 0.4613005365275461,17026"dm_stat": 0.737045421215045217027},17028"rm_rw__empirical__w1000_r5": {17029"n": 841,17030"ratio": 1.5284543239478963,17031"dm_p": 0.13765793539612098,17032"dm_stat": 1.485986357093412917033},17034"tarch11__ged__w1000_r5": {17035"n": 841,17036"ratio": 0.9331570793306333,17037"dm_p": 0.24626369499063305,17038"dm_stat": -1.160281938396147617039},17040"tarch11__normal__w1000_r5": {17041"n": 841,17042"ratio": 0.9178487385029293,17043"dm_p": 0.2606357604342762,17044"dm_stat": -1.125648681068318217045},17046"tarch11__skewt__w1000_r5": {17047"n": 841,17048"ratio": 0.9316612944414091,17049"dm_p": 0.2828961664690828,17050"dm_stat": -1.074524627771010317051},17052"tarch11__t__w1000_r5": {17053"n": 841,17054"ratio": 0.9492396288104632,17055"dm_p": 0.23077580509916176,17056"dm_stat": -1.19923228893878817057}17058},17059"vol_tercile66=mid": {17060"aparch11__ged__w1000_r5": {17061"n": 760,17062"ratio": 0.7286763939237767,17063"dm_p": 0.25745118268900036,17064"dm_stat": -1.133287982000436517065},17066"aparch11__normal__w1000_r5": {17067"n": 760,17068"ratio": 0.8316291515211905,17069"dm_p": 0.2633313216677157,17070"dm_stat": -1.119381991766218417071},17072"aparch11__skewt__w1000_r5": {17073"n": 760,17074"ratio": 0.6639150854428961,17075"dm_p": 0.24358425699975106,17076"dm_stat": -1.16698171805436817077},17078"aparch11__t__w1000_r5": {17079"n": 760,17080"ratio": 0.6929493443130713,17081"dm_p": 0.23900664409768513,17082"dm_stat": -1.178399602964108817083},17084"arch5__ged__w1000_r5": {17085"n": 760,17086"ratio": 1.300026863047481,17087"dm_p": 0.11854582472622308,17088"dm_stat": 1.562675256539391317089},17090"arch5__normal__w1000_r5": {17091"n": 760,17092"ratio": 1.3091119883419298,17093"dm_p": 0.11341077739880302,17094"dm_stat": 1.584877160356836817095},17096"arch5__skewt__w1000_r5": {17097"n": 760,17098"ratio": 1.2905359903697222,17099"dm_p": 0.12196215037821079,17100"dm_stat": 1.548319835665616317101},17102"arch5__t__w1000_r5": {17103"n": 760,17104"ratio": 1.2873036179020618,17105"dm_p": 0.11750607688468762,17106"dm_stat": 1.56710871867734217107},17108"avgarch11__ged__w1000_r5": {17109"n": 760,17110"ratio": 1.1415502546200305,17111"dm_p": 0.28795864832851437,17112"dm_stat": 1.063356179078032417113},17114"avgarch11__normal__w1000_r5": {17115"n": 760,17116"ratio": 1.1588503358975193,17117"dm_p": 0.20906519823304104,17118"dm_stat": 1.257207570320988617119},17120"avgarch11__skewt__w1000_r5": {17121"n": 760,17122"ratio": 1.1462285924488151,17123"dm_p": 0.3038047223267009,17124"dm_stat": 1.029005857242653317125},17126"avgarch11__t__w1000_r5": {17127"n": 760,17128"ratio": 1.1292622884591603,17129"dm_p": 0.3152268116090433,17130"dm_stat": 1.00497989307779817131},17132"cgarch11__ged__w1000_r5": {17133"n": 760,17134"ratio": 1.020405924429961,17135"dm_p": 0.1572965660019938,17136"dm_stat": 1.41562143257298217137},17138"cgarch11__normal__w1000_r5": {17139"n": 760,17140"ratio": 1.043425298651046,17141"dm_p": 0.03305000000186603,17142"dm_stat": 2.135373956017689417143},17144"cgarch11__skewt__w1000_r5": {17145"n": 760,17146"ratio": 1.0084174749593808,17147"dm_p": 0.5673094518584066,17148"dm_stat": 0.572268636538495417149},17150"cgarch11__t__w1000_r5": {17151"n": 760,17152"ratio": 0.9888731267166166,17153"dm_p": 0.40192757679846997,17154"dm_stat": -0.838653931174695317155},17156"constvar__normal__w1000_r5": {17157"n": 760,17158"ratio": 1.7385104735223136,17159"dm_p": 0.029764226441319444,17160"dm_stat": 2.17731782949693617161},17162"egarch11__ged__w1000_r5": {17163"n": 758,17164"ratio": 11534113.412905939,17165"dm_p": 0.15627448602772112,17166"dm_stat": 1.419123969725385217167},17168"egarch11__normal__w1000_r5": {17169"n": 747,17170"ratio": 12230822.885017546,17171"dm_p": 0.13041383568307,17172"dm_stat": 1.514140183321966817173},17174"egarch11__skewt__w1000_r5": {17175"n": 711,17176"ratio": 5136437.225524769,17177"dm_p": 0.1759904360147369,17178"dm_stat": 1.354554464942128217179},17180"egarch11__t__w1000_r5": {17181"n": 703,17182"ratio": 4187234.4983314318,17183"dm_p": 0.2744768940048713,17184"dm_stat": 1.093665388312823617185},17186"ewma094__normal__w1000_r5": {17187"n": 760,17188"ratio": 0.6523765915452682,17189"dm_p": 0.30094936698223895,17190"dm_stat": -1.03510540224976817191},17192"figarch11__ged__w1000_r5": {17193"n": 760,17194"ratio": 1.073792612992699,17195"dm_p": 0.07746120276835307,17196"dm_stat": 1.768008325292084417197},17198"figarch11__normal__w1000_r5": {17199"n": 760,17200"ratio": 1.0728272461339856,17201"dm_p": 0.049082523836002236,17202"dm_stat": 1.971037375269739217203},17204"figarch11__skewt__w1000_r5": {17205"n": 760,17206"ratio": 1.075845151768648,17207"dm_p": 0.11477373291905663,17208"dm_stat": 1.578908311639158217209},17210"figarch11__t__w1000_r5": {17211"n": 760,17212"ratio": 1.0737257577272845,17213"dm_p": 0.1839961821809687,17214"dm_stat": 1.329762001618314317215},17216"garch11__ged__w1000_r5": {17217"n": 760,17218"ratio": 0.9835403978070907,17219"dm_p": 0.001616218106774938,17220"dm_stat": -3.164364069187525417221},17222"garch11__normal__w1000_r5": {17223"n": 760,17224"ratio": 1.0,17225"dm_p": 1.0,17226"dm_stat": 0.017227},17228"garch11__skewt__w1000_r5": {17229"n": 760,17230"ratio": 0.9777149603793701,17231"dm_p": 3.9875452467113066e-05,17232"dm_stat": -4.13251758853888717233},17234"garch11__t__w1000_r5": {17235"n": 760,17236"ratio": 0.9628018563570592,17237"dm_p": 0.045803455078625634,17238"dm_stat": -2.00048718164020117239},17240"garch12__ged__w1000_r5": {17241"n": 760,17242"ratio": 0.9674091991078388,17243"dm_p": 0.1367188941016211,17244"dm_stat": -1.489698661925933817245},17246"garch12__normal__w1000_r5": {17247"n": 760,17248"ratio": 0.9849263312006097,17249"dm_p": 0.3522070263191266,17250"dm_stat": -0.930888893114785717251},17252"garch12__skewt__w1000_r5": {17253"n": 760,17254"ratio": 0.9598696537967294,17255"dm_p": 0.06496396426719477,17256"dm_stat": -1.848188101941344917257},17258"garch12__t__w1000_r5": {17259"n": 760,17260"ratio": 0.9496983982358166,17261"dm_p": 0.11857344545223485,17262"dm_stat": -1.562557899751109617263},17264"garch21__ged__w1000_r5": {17265"n": 760,17266"ratio": 0.9835014395176565,17267"dm_p": 0.0015919887609441223,17268"dm_stat": -3.168815838982286717269},17270"garch21__normal__w1000_r5": {17271"n": 760,17272"ratio": 0.9997522444357435,17273"dm_p": 0.17526282358751843,17274"dm_stat": -1.356753818651756717275},17276"garch21__skewt__w1000_r5": {17277"n": 760,17278"ratio": 0.9775896003630371,17279"dm_p": 4.141183820580119e-05,17280"dm_stat": -4.1236260928248617281},17282"garch21__t__w1000_r5": {17283"n": 760,17284"ratio": 0.9627798618032688,17285"dm_p": 0.04556224452867979,17286"dm_stat": -2.00272300677739817287},17288"garchm11__ged__w1000_r5": {17289"n": 760,17290"ratio": 0.9792789448824951,17291"dm_p": 0.03207726489149053,17292"dm_stat": -2.147403213849126617293},17294"garchm11__normal__w1000_r5": {17295"n": 760,17296"ratio": 0.9957930115222053,17297"dm_p": 0.39301266203221186,17298"dm_stat": -0.85465352831237717299},17300"garchm11__skewt__w1000_r5": {17301"n": 760,17302"ratio": 0.9671159750337678,17303"dm_p": 0.027186963642566737,17304"dm_stat": -2.21310802882663117305},17306"garchm11__t__w1000_r5": {17307"n": 760,17308"ratio": 0.955678275865924,17309"dm_p": 0.08960862973600496,17310"dm_stat": -1.699638728023670417311},17312"garchx_rv11__normal__w1000_r5": {17313"n": 760,17314"ratio": 0.8896860321185807,17315"dm_p": 0.3658028390139392,17316"dm_stat": -0.904905036390923117317},17318"garchx_rv11__t__w1000_r5": {17319"n": 760,17320"ratio": 0.8216290043849327,17321"dm_p": 0.3246720297960946,17322"dm_stat": -0.985541876541743517323},17324"gas_t11__t__w1000_r5": {17325"n": 760,17326"ratio": 1.0821335258364917,17327"dm_p": 0.37859427988140587,17328"dm_stat": 0.881004483392074717329},17330"gjr11__ged__w1000_r5": {17331"n": 760,17332"ratio": 0.8771746432463283,17333"dm_p": 0.17895489601614933,17334"dm_stat": -1.34522333169937817335},17336"gjr11__normal__w1000_r5": {17337"n": 760,17338"ratio": 0.8715203982027431,17339"dm_p": 0.22970756434634013,17340"dm_stat": -1.202079671951881617341},17342"gjr11__skewt__w1000_r5": {17343"n": 760,17344"ratio": 0.8465636994339428,17345"dm_p": 0.14778943172591547,17346"dm_stat": -1.448860907192397717347},17348"gjr11__t__w1000_r5": {17349"n": 760,17350"ratio": 0.8566169553786519,17351"dm_p": 0.14103957194932984,17352"dm_stat": -1.473467643292503617353},17354"har_rv__empirical__w1000_r5": {17355"n": 760,17356"ratio": 0.8867972513959382,17357"dm_p": 0.6614708989193256,17358"dm_stat": -0.4380552115972158317359},17360"heavy11__normal__w1000_r5": {17361"n": 760,17362"ratio": 0.8952189119702727,17363"dm_p": 0.39127904387990703,17364"dm_stat": -0.857790303523398117365},17366"heavy11__t__w1000_r5": {17367"n": 760,17368"ratio": 0.8285283792966729,17369"dm_p": 0.3447951236796827,17370"dm_stat": -0.945322431387069717371},17372"histvar22__empirical__w1000_r5": {17373"n": 760,17374"ratio": 0.8085745490823211,17375"dm_p": 0.4440028637608766,17376"dm_stat": -0.765851329697756717377},17378"histvar252__empirical__w1000_r5": {17379"n": 760,17380"ratio": 1.5293403196254773,17381"dm_p": 0.012056750603415307,17382"dm_stat": 2.51653118188596117383},17384"histvar66__empirical__w1000_r5": {17385"n": 760,17386"ratio": 1.040384274485869,17387"dm_p": 0.6700533314015666,17388"dm_stat": 0.426240679692164717389},17390"igarch11__ged__w1000_r5": {17391"n": 760,17392"ratio": 0.9597962200780213,17393"dm_p": 0.7463933667573008,17394"dm_stat": -0.323516319869149817395},17396"igarch11__normal__w1000_r5": {17397"n": 760,17398"ratio": 0.9672797724709501,17399"dm_p": 0.7784635404537921,17400"dm_stat": -0.28142188351069517401},17402"igarch11__skewt__w1000_r5": {17403"n": 760,17404"ratio": 0.9480560937669807,17405"dm_p": 0.7055225704411227,17406"dm_stat": -0.378018465030352317407},17408"igarch11__t__w1000_r5": {17409"n": 760,17410"ratio": 0.9478211617714065,17411"dm_p": 0.7146089078766721,17412"dm_stat": -0.365809837569791317413},17414"loghar_rv__empirical__w1000_r5": {17415"n": 760,17416"ratio": 1.0699468968999164,17417"dm_p": 0.41701197998480327,17418"dm_stat": 0.812059705419733217419},17420"msgarch2__normal__w1000_r5": {17421"n": 760,17422"ratio": 0.996475328883679,17423"dm_p": 0.9090771363875078,17424"dm_stat": -0.1142407821397701717425},17426"msgarch2__t__w1000_r5": {17427"n": 760,17428"ratio": 0.8878352295034688,17429"dm_p": 0.40020294213773927,17430"dm_stat": -0.841732297683235217431},17432"nagarch11__ged__w1000_r5": {17433"n": 760,17434"ratio": 0.9233706925211984,17435"dm_p": 0.12361568185568933,17436"dm_stat": -1.54148460512419717437},17438"nagarch11__normal__w1000_r5": {17439"n": 760,17440"ratio": 0.907123745978301,17441"dm_p": 0.2120969688642927,17442"dm_stat": -1.24887191145559917443},17444"nagarch11__skewt__w1000_r5": {17445"n": 760,17446"ratio": 0.8990361517827448,17447"dm_p": 0.08832363801952853,17448"dm_stat": -1.706502362275596417449},17450"nagarch11__t__w1000_r5": {17451"n": 760,17452"ratio": 0.8931207950858209,17453"dm_p": 0.09697997278604945,17454"dm_stat": -1.66172941350563517455},17456"qgarch11__ged__w1000_r5": {17457"n": 760,17458"ratio": 0.9406432262087462,17459"dm_p": 0.1492440597709783,17460"dm_stat": -1.443671340702252317461},17462"qgarch11__normal__w1000_r5": {17463"n": 760,17464"ratio": 0.9478446071551754,17465"dm_p": 0.24143948521471192,17466"dm_stat": -1.172312379032430817467},17468"qgarch11__skewt__w1000_r5": {17469"n": 760,17470"ratio": 0.9218376619417514,17471"dm_p": 0.10319396994815482,17472"dm_stat": -1.631527065194834817473},17474"qgarch11__t__w1000_r5": {17475"n": 760,17476"ratio": 0.9156501483245837,17477"dm_p": 0.12337397078886343,17478"dm_stat": -1.542479287567064317479},17480"realgarch11__normal__w1000_r5": {17481"n": 760,17482"ratio": 0.98443325715184,17483"dm_p": 0.5549505842329735,17484"dm_stat": -0.590620438097361517485},17486"realgarch11__t__w1000_r5": {17487"n": 760,17488"ratio": 0.9919493644098688,17489"dm_p": 0.8372813778599851,17490"dm_stat": -0.2054426620878334317491},17492"rm2006__normal__w1000_r5": {17493"n": 760,17494"ratio": 0.673064209466859,17495"dm_p": 0.37425148115618573,17496"dm_stat": -0.889061924222343917497},17498"rm_rw__empirical__w1000_r5": {17499"n": 760,17500"ratio": 1.113318248026361,17501"dm_p": 0.840945830558663,17502"dm_stat": 0.2007525731838992717503},17504"tarch11__ged__w1000_r5": {17505"n": 760,17506"ratio": 1.033361419673006,17507"dm_p": 0.5307411162385971,17508"dm_stat": 0.627162826878819317509},17510"tarch11__normal__w1000_r5": {17511"n": 760,17512"ratio": 1.1935644265239393,17513"dm_p": 0.30764240715985935,17514"dm_stat": 1.020867682255855817515},17516"tarch11__skewt__w1000_r5": {17517"n": 760,17518"ratio": 1.3051927055822794,17519"dm_p": 0.3578600057621079,17520"dm_stat": 0.920009670211225217521},17522"tarch11__t__w1000_r5": {17523"n": 760,17524"ratio": 1.028738402746227,17525"dm_p": 0.636469313215898,17526"dm_stat": 0.4728315323137891617527}17528},17529"prev_sign=neg": {17530"aparch11__ged__w1000_r5": {17531"n": 1261,17532"ratio": 0.9038678787953971,17533"dm_p": 0.289808155252443,17534"dm_stat": -1.05898812305903117535},17536"aparch11__normal__w1000_r5": {17537"n": 1261,17538"ratio": 1.0791027567817002,17539"dm_p": 0.3830666475986512,17540"dm_stat": 0.872564675050917817541},17542"aparch11__skewt__w1000_r5": {17543"n": 1261,17544"ratio": 0.8959441085656674,17545"dm_p": 0.3088913122124776,17546"dm_stat": -1.017962256253191417547},17548"aparch11__t__w1000_r5": {17549"n": 1261,17550"ratio": 0.9077835419408642,17551"dm_p": 0.3198185119730501,17552"dm_stat": -0.995223799853798717553},17554"arch5__ged__w1000_r5": {17555"n": 1261,17556"ratio": 1.0914266963499843,17557"dm_p": 0.11613676803626016,17558"dm_stat": 1.572279646649841217559},17560"arch5__normal__w1000_r5": {17561"n": 1261,17562"ratio": 1.0899582140095585,17563"dm_p": 0.11997575842820389,17564"dm_stat": 1.555930441702462217565},17566"arch5__skewt__w1000_r5": {17567"n": 1261,17568"ratio": 1.1056925320250288,17569"dm_p": 0.09403173639651378,17570"dm_stat": 1.67576804572015317571},17572"arch5__t__w1000_r5": {17573"n": 1261,17574"ratio": 1.0935708234856851,17575"dm_p": 0.10734375061038533,17576"dm_stat": 1.611396622492483217577},17578"avgarch11__ged__w1000_r5": {17579"n": 1261,17580"ratio": 1.0998848311433007,17581"dm_p": 0.35199044216253716,17582"dm_stat": 0.931080190492560517583},17584"avgarch11__normal__w1000_r5": {17585"n": 1261,17586"ratio": 1.0913448180288585,17587"dm_p": 0.3456974834716433,17588"dm_stat": 0.943321176652706317589},17590"avgarch11__skewt__w1000_r5": {17591"n": 1261,17592"ratio": 1.1126367865931297,17593"dm_p": 0.34242791481240525,17594"dm_stat": 0.949737228729066517595},17596"avgarch11__t__w1000_r5": {17597"n": 1261,17598"ratio": 1.1071039757161971,17599"dm_p": 0.3493610762461991,17600"dm_stat": 0.936177736448175317601},17602"cgarch11__ged__w1000_r5": {17603"n": 1261,17604"ratio": 1.0119850410487097,17605"dm_p": 0.1036372845970619,17606"dm_stat": 1.628649194644584517607},17608"cgarch11__normal__w1000_r5": {17609"n": 1261,17610"ratio": 1.0114496705413847,17611"dm_p": 0.17043753134694117,17612"dm_stat": 1.37158281615384917613},17614"cgarch11__skewt__w1000_r5": {17615"n": 1261,17616"ratio": 1.018573639581778,17617"dm_p": 0.05540846904476671,17618"dm_stat": 1.917435909965335717619},17620"cgarch11__t__w1000_r5": {17621"n": 1261,17622"ratio": 1.0127330213640784,17623"dm_p": 0.17033200413344313,17624"dm_stat": 1.371921767003687217625},17626"constvar__normal__w1000_r5": {17627"n": 1261,17628"ratio": 1.587945941002721,17629"dm_p": 0.18466317973155297,17630"dm_stat": 1.327259856448662217631},17632"egarch11__ged__w1000_r5": {17633"n": 1246,17634"ratio": 52324913.355435364,17635"dm_p": 0.2523054122102229,17636"dm_stat": 1.145299037923400517637},17638"egarch11__normal__w1000_r5": {17639"n": 1253,17640"ratio": 7348664.9051894825,17641"dm_p": 0.08227969841736468,17642"dm_stat": 1.739004873400229217643},17644"egarch11__skewt__w1000_r5": {17645"n": 1192,17646"ratio": 1702485.553419203,17647"dm_p": 0.09460860332173154,17648"dm_stat": 1.672905086149301317649},17650"egarch11__t__w1000_r5": {17651"n": 1174,17652"ratio": 2561309.297450315,17653"dm_p": 0.14446556690047815,17654"dm_stat": 1.4603358621058117655},17656"ewma094__normal__w1000_r5": {17657"n": 1261,17658"ratio": 1.1089299497119094,17659"dm_p": 0.2849613016039056,17660"dm_stat": 1.069695419839464817661},17662"figarch11__ged__w1000_r5": {17663"n": 1261,17664"ratio": 0.9997300893011462,17665"dm_p": 0.9949284835951752,17666"dm_stat": -0.00635750734412542117667},17668"figarch11__normal__w1000_r5": {17669"n": 1261,17670"ratio": 0.9999459549587886,17671"dm_p": 0.9989703948245702,17672"dm_stat": -0.00129067514168319317673},17674"figarch11__skewt__w1000_r5": {17675"n": 1261,17676"ratio": 0.996044199677114,17677"dm_p": 0.9257634189284595,17678"dm_stat": -0.0931950547815384417679},17680"figarch11__t__w1000_r5": {17681"n": 1261,17682"ratio": 0.996735508917451,17683"dm_p": 0.9435525048345441,17684"dm_stat": -0.0708196829206730617685},17686"garch11__ged__w1000_r5": {17687"n": 1261,17688"ratio": 1.0014755084996847,17689"dm_p": 0.7136718277442431,17690"dm_stat": 0.3670118209375483617691},17692"garch11__normal__w1000_r5": {17693"n": 1261,17694"ratio": 1.0,17695"dm_p": 1.0,17696"dm_stat": 0.017697},17698"garch11__skewt__w1000_r5": {17699"n": 1261,17700"ratio": 1.0083796097094953,17701"dm_p": 0.27372222134138624,17702"dm_stat": 1.095008405181532317703},17704"garch11__t__w1000_r5": {17705"n": 1261,17706"ratio": 1.0046048182422196,17707"dm_p": 0.5842625851297074,17708"dm_stat": 0.547310166263425717709},17710"garch12__ged__w1000_r5": {17711"n": 1261,17712"ratio": 0.9962140844156987,17713"dm_p": 0.514482092494607,17714"dm_stat": -0.652058915729646817715},17716"garch12__normal__w1000_r5": {17717"n": 1261,17718"ratio": 0.9993918392482534,17719"dm_p": 0.8381376431266687,17720"dm_stat": -0.204318458392443217721},17722"garch12__skewt__w1000_r5": {17723"n": 1261,17724"ratio": 1.0055870793866826,17725"dm_p": 0.48285247588846036,17726"dm_stat": 0.701929964644769617727},17728"garch12__t__w1000_r5": {17729"n": 1261,17730"ratio": 1.0016455514708682,17731"dm_p": 0.8652819637737557,17732"dm_stat": 0.1696890010376591617733},17734"garch21__ged__w1000_r5": {17735"n": 1261,17736"ratio": 1.0016328429190438,17737"dm_p": 0.6869058540265878,17738"dm_stat": 0.403150575077934117739},17740"garch21__normal__w1000_r5": {17741"n": 1261,17742"ratio": 1.0000093055003227,17743"dm_p": 0.9804950085093678,17744"dm_stat": 0.0244531711454983317745},17746"garch21__skewt__w1000_r5": {17747"n": 1261,17748"ratio": 1.0086235155753058,17749"dm_p": 0.2607449303679973,17750"dm_stat": 1.12513778300353217751},17752"garch21__t__w1000_r5": {17753"n": 1261,17754"ratio": 1.0049376563702028,17755"dm_p": 0.5574524537358185,17756"dm_stat": 0.58678615187008117757},17758"garchm11__ged__w1000_r5": {17759"n": 1261,17760"ratio": 1.0145106710676182,17761"dm_p": 0.30726840112554454,17762"dm_stat": 1.021384430726586717763},17764"garchm11__normal__w1000_r5": {17765"n": 1261,17766"ratio": 1.022908703257426,17767"dm_p": 0.30200363437994576,17768"dm_stat": 1.03256933279065517769},17770"garchm11__skewt__w1000_r5": {17771"n": 1261,17772"ratio": 1.0159854476005796,17773"dm_p": 0.20720658162706704,17774"dm_stat": 1.26193260427674117775},17776"garchm11__t__w1000_r5": {17777"n": 1261,17778"ratio": 1.011361246549894,17779"dm_p": 0.33917885749300997,17780"dm_stat": 0.956151999239684617781},17782"garchx_rv11__normal__w1000_r5": {17783"n": 1261,17784"ratio": 0.9165250306366662,17785"dm_p": 0.24709427015296154,17786"dm_stat": -1.15797356324541917787},17788"garchx_rv11__t__w1000_r5": {17789"n": 1261,17790"ratio": 0.9024279052866937,17791"dm_p": 0.2665745212442139,17792"dm_stat": -1.111478395321674317793},17794"gas_t11__t__w1000_r5": {17795"n": 1261,17796"ratio": 1.118754812887029,17797"dm_p": 0.29913204690509415,17798"dm_stat": 1.03872476126657317799},17800"gjr11__ged__w1000_r5": {17801"n": 1261,17802"ratio": 0.9927060981826727,17803"dm_p": 0.6076007204965942,17804"dm_stat": -0.513630049174107317805},17806"gjr11__normal__w1000_r5": {17807"n": 1261,17808"ratio": 1.00167485807242,17809"dm_p": 0.9358324355802372,17810"dm_stat": 0.0805250828660555317811},17812"gjr11__skewt__w1000_r5": {17813"n": 1261,17814"ratio": 0.9889115257734586,17815"dm_p": 0.6134856779569094,17816"dm_stat": -0.505229975012101717817},17818"gjr11__t__w1000_r5": {17819"n": 1261,17820"ratio": 0.9937945755925635,17821"dm_p": 0.6545970009772614,17822"dm_stat": -0.4474916957926902717823},17824"har_rv__empirical__w1000_r5": {17825"n": 1261,17826"ratio": 226080.66839307058,17827"dm_p": 0.3070953193361951,17828"dm_stat": 1.021750108244007717829},17830"heavy11__normal__w1000_r5": {17831"n": 1261,17832"ratio": 0.915402894531896,17833"dm_p": 0.23974366087548526,17834"dm_stat": -1.176183666533003417835},17836"heavy11__t__w1000_r5": {17837"n": 1261,17838"ratio": 0.8949879792754738,17839"dm_p": 0.23522973326681387,17840"dm_stat": -1.187562264938766717841},17842"histvar22__empirical__w1000_r5": {17843"n": 1261,17844"ratio": 1.3519970935977366,17845"dm_p": 0.20167788094685626,17846"dm_stat": 1.277452458142405617847},17848"histvar252__empirical__w1000_r5": {17849"n": 1261,17850"ratio": 1.1915029433844548,17851"dm_p": 0.10306086545867144,17852"dm_stat": 1.63137617322897917853},17854"histvar66__empirical__w1000_r5": {17855"n": 1261,17856"ratio": 1.134661167128911,17857"dm_p": 0.18655701736365404,17858"dm_stat": 1.321552786578887417859},17860"igarch11__ged__w1000_r5": {17861"n": 1261,17862"ratio": 0.9485602737020008,17863"dm_p": 0.5414713290622967,17864"dm_stat": -0.610755924446583617865},17866"igarch11__normal__w1000_r5": {17867"n": 1261,17868"ratio": 0.9432065104329305,17869"dm_p": 0.5155046936525013,17870"dm_stat": -0.65047397668158317871},17872"igarch11__skewt__w1000_r5": {17873"n": 1261,17874"ratio": 0.9466291051120329,17875"dm_p": 0.5472024345157065,17876"dm_stat": -0.602120241266966417877},17878"igarch11__t__w1000_r5": {17879"n": 1261,17880"ratio": 0.9564780361611174,17881"dm_p": 0.5884037396908279,17882"dm_stat": -0.541289507088819217883},17884"loghar_rv__empirical__w1000_r5": {17885"n": 1261,17886"ratio": 1.1152074223751653,17887"dm_p": 0.16819535324840035,17888"dm_stat": 1.378818791669402117889},17890"msgarch2__normal__w1000_r5": {17891"n": 1261,17892"ratio": 1.0264800915141796,17893"dm_p": 0.38269474858755165,17894"dm_stat": 0.87324718808196817895},17896"msgarch2__t__w1000_r5": {17897"n": 1261,17898"ratio": 1.0060216317718844,17899"dm_p": 0.8460568356647905,17900"dm_stat": 0.1941920177712148417901},17902"nagarch11__ged__w1000_r5": {17903"n": 1261,17904"ratio": 0.9687888370203379,17905"dm_p": 0.09090318297609454,17906"dm_stat": -1.691947794958143217907},17908"nagarch11__normal__w1000_r5": {17909"n": 1261,17910"ratio": 1.1347204438301213,17911"dm_p": 0.40504485526146283,17912"dm_stat": 0.832925042232903517913},17914"nagarch11__skewt__w1000_r5": {17915"n": 1261,17916"ratio": 0.9605072772904862,17917"dm_p": 0.1537916355854202,17918"dm_stat": -1.42712497170758917919},17920"nagarch11__t__w1000_r5": {17921"n": 1261,17922"ratio": 0.9672595399947693,17923"dm_p": 0.050570473554754046,17924"dm_stat": -1.956979208132346517925},17926"qgarch11__ged__w1000_r5": {17927"n": 1261,17928"ratio": 0.9701078872115839,17929"dm_p": 0.14237736578025517,17930"dm_stat": -1.467913242205883817931},17932"qgarch11__normal__w1000_r5": {17933"n": 1261,17934"ratio": 0.9774285876928407,17935"dm_p": 0.34155580665399893,17936"dm_stat": -0.951455229141025317937},17938"qgarch11__skewt__w1000_r5": {17939"n": 1261,17940"ratio": 0.9622426470944851,17941"dm_p": 0.19334706817721867,17942"dm_stat": -1.301436281963541717943},17944"qgarch11__t__w1000_r5": {17945"n": 1261,17946"ratio": 0.9701839325927005,17947"dm_p": 0.1021791118067116,17948"dm_stat": -1.635571248388332217949},17950"realgarch11__normal__w1000_r5": {17951"n": 1261,17952"ratio": 1.025054895172103,17953"dm_p": 0.6353445926721109,17954"dm_stat": 0.4743330837736508517955},17956"realgarch11__t__w1000_r5": {17957"n": 1261,17958"ratio": 1.0237786575838697,17959"dm_p": 0.6322576426900344,17960"dm_stat": 0.478668337948315617961},17962"rm2006__normal__w1000_r5": {17963"n": 1261,17964"ratio": 0.9611690950961577,17965"dm_p": 0.6744286272561617,17966"dm_stat": -0.420175863140080217967},17968"rm_rw__empirical__w1000_r5": {17969"n": 1261,17970"ratio": 1.7556085375671295,17971"dm_p": 0.006796894566214446,17972"dm_stat": 2.71111313543360217973},17974"tarch11__ged__w1000_r5": {17975"n": 1261,17976"ratio": 1.0710430763478458,17977"dm_p": 0.4579257987451278,17978"dm_stat": 0.742495124365938317979},17980"tarch11__normal__w1000_r5": {17981"n": 1261,17982"ratio": 1.1244051368595056,17983"dm_p": 0.3880555173753481,17984"dm_stat": 0.863448012275699717985},17986"tarch11__skewt__w1000_r5": {17987"n": 1261,17988"ratio": 1.235041893248242,17989"dm_p": 0.35390855287196454,17990"dm_stat": 0.927376765796602617991},17992"tarch11__t__w1000_r5": {17993"n": 1261,17994"ratio": 1.1000687376277527,17995"dm_p": 0.4040605626843942,17996"dm_stat": 0.834672125499467517997}17998},17999"prev_sign=pos": {18000"aparch11__ged__w1000_r5": {18001"n": 1440,18002"ratio": 0.9054419816443805,18003"dm_p": 0.26496282866405396,18004"dm_stat": -1.115172221032610318005},18006"aparch11__normal__w1000_r5": {18007"n": 1440,18008"ratio": 0.9116787311632443,18009"dm_p": 0.2521848432580261,18010"dm_stat": -1.145518651049085318011},18012"aparch11__skewt__w1000_r5": {18013"n": 1440,18014"ratio": 0.8920746209550354,18015"dm_p": 0.28017231265262776,18016"dm_stat": -1.080338919767334318017},18018"aparch11__t__w1000_r5": {18019"n": 1440,18020"ratio": 0.9135244349098317,18021"dm_p": 0.2948113552679921,18022"dm_stat": -1.048007029135065618023},18024"arch5__ged__w1000_r5": {18025"n": 1440,18026"ratio": 1.0604197090966536,18027"dm_p": 0.14485730027978563,18028"dm_stat": 1.458731326055663818029},18030"arch5__normal__w1000_r5": {18031"n": 1440,18032"ratio": 1.0599214580610798,18033"dm_p": 0.1442641106455078,18034"dm_stat": 1.460889362069173918035},18036"arch5__skewt__w1000_r5": {18037"n": 1440,18038"ratio": 1.0692580260471798,18039"dm_p": 0.09331419791191663,18040"dm_stat": 1.679281931122405618041},18042"arch5__t__w1000_r5": {18043"n": 1440,18044"ratio": 1.0621387048027084,18045"dm_p": 0.133385665063928,18046"dm_stat": 1.501732240933798518047},18048"avgarch11__ged__w1000_r5": {18049"n": 1440,18050"ratio": 1.0255517588816223,18051"dm_p": 0.42682206193463024,18052"dm_stat": 0.794866804919918718053},18054"avgarch11__normal__w1000_r5": {18055"n": 1440,18056"ratio": 1.0210015086572655,18057"dm_p": 0.3994338059955838,18058"dm_stat": 0.84288326896771818059},18060"avgarch11__skewt__w1000_r5": {18061"n": 1440,18062"ratio": 1.0316087878812872,18063"dm_p": 0.41298747871761626,18064"dm_stat": 0.81888524674845318065},18066"avgarch11__t__w1000_r5": {18067"n": 1440,18068"ratio": 1.0303331023802866,18069"dm_p": 0.41111258996242717,18070"dm_stat": 0.822176621123428218071},18072"cgarch11__ged__w1000_r5": {18073"n": 1440,18074"ratio": 1.0129815843485235,18075"dm_p": 0.09674776314819676,18076"dm_stat": 1.661914301472846118077},18078"cgarch11__normal__w1000_r5": {18079"n": 1440,18080"ratio": 1.0117336222816848,18081"dm_p": 0.11636965367725328,18082"dm_stat": 1.57114136747060818083},18084"cgarch11__skewt__w1000_r5": {18085"n": 1440,18086"ratio": 1.0192992854706326,18087"dm_p": 0.14340312836260938,18088"dm_stat": 1.464033780167971718089},18090"cgarch11__t__w1000_r5": {18091"n": 1440,18092"ratio": 1.0172618123053465,18093"dm_p": 0.15243862343451173,18094"dm_stat": 1.431728738798505818095},18096"constvar__normal__w1000_r5": {18097"n": 1440,18098"ratio": 1.2318078471953322,18099"dm_p": 0.03299534677787555,18100"dm_stat": 2.134196188582647518101},18102"egarch11__ged__w1000_r5": {18103"n": 1409,18104"ratio": 5615631.257048297,18105"dm_p": 0.039639380354941384,18106"dm_stat": 2.059400798982530518107},18108"egarch11__normal__w1000_r5": {18109"n": 1428,18110"ratio": 6525877.854540503,18111"dm_p": 0.027964344485432512,18112"dm_stat": 2.200033289789056718113},18114"egarch11__skewt__w1000_r5": {18115"n": 1352,18116"ratio": 2327671.002504183,18117"dm_p": 0.04306268093550994,18118"dm_stat": 2.025009937845788418119},18120"egarch11__t__w1000_r5": {18121"n": 1328,18122"ratio": 2616778.9951868556,18123"dm_p": 0.0978422627387289,18124"dm_stat": 1.656572876191266418125},18126"ewma094__normal__w1000_r5": {18127"n": 1440,18128"ratio": 1.1900970275882292,18129"dm_p": 0.2738108452566603,18130"dm_stat": 1.0947466533190918131},18132"figarch11__ged__w1000_r5": {18133"n": 1440,18134"ratio": 1.002901350119558,18135"dm_p": 0.946121805842745,18136"dm_stat": 0.0675894972998855718137},18138"figarch11__normal__w1000_r5": {18139"n": 1440,18140"ratio": 1.0052800490204803,18141"dm_p": 0.9043848073852946,18142"dm_stat": 0.1201453156413850618143},18144"figarch11__skewt__w1000_r5": {18145"n": 1440,18146"ratio": 1.0013059551513457,18147"dm_p": 0.9749644074250376,18148"dm_stat": 0.0313880706416270818149},18150"figarch11__t__w1000_r5": {18151"n": 1440,18152"ratio": 1.0036922285959744,18153"dm_p": 0.9332127079861733,18154"dm_stat": 0.0838181090858685218155},18156"garch11__ged__w1000_r5": {18157"n": 1440,18158"ratio": 1.0031933968437634,18159"dm_p": 0.6097481499797308,18160"dm_stat": 0.510544791497594518161},18162"garch11__normal__w1000_r5": {18163"n": 1440,18164"ratio": 1.0,18165"dm_p": 1.0,18166"dm_stat": 0.018167},18168"garch11__skewt__w1000_r5": {18169"n": 1440,18170"ratio": 1.0086517034796354,18171"dm_p": 0.404576710600215,18172"dm_stat": 0.833720782126097818173},18174"garch11__t__w1000_r5": {18175"n": 1440,18176"ratio": 1.0086328995623786,18177"dm_p": 0.5100732250332689,18178"dm_stat": 0.658887813608884218179},18180"garch12__ged__w1000_r5": {18181"n": 1440,18182"ratio": 0.9986123243366848,18183"dm_p": 0.8150397462165714,18184"dm_stat": -0.233972323966390218185},18186"garch12__normal__w1000_r5": {18187"n": 1440,18188"ratio": 0.9977451384447333,18189"dm_p": 0.5047459423630579,18190"dm_stat": -0.667208490235865718191},18192"garch12__skewt__w1000_r5": {18193"n": 1440,18194"ratio": 1.0036526494388147,18195"dm_p": 0.6955084550372775,18196"dm_stat": 0.3914691383559774618197},18198"garch12__t__w1000_r5": {18199"n": 1440,18200"ratio": 1.0036858342288117,18201"dm_p": 0.7798211282389175,18202"dm_stat": 0.279604511211530818203},18204"garch21__ged__w1000_r5": {18205"n": 1440,18206"ratio": 1.0030354222054256,18207"dm_p": 0.630941739847237,18208"dm_stat": 0.4805045040410817518209},18210"garch21__normal__w1000_r5": {18211"n": 1440,18212"ratio": 0.9997475158519299,18213"dm_p": 0.5347510792975584,18214"dm_stat": -0.620919263755917918215},18216"garch21__skewt__w1000_r5": {18217"n": 1440,18218"ratio": 1.0087691937805379,18219"dm_p": 0.39861946356017086,18220"dm_stat": 0.844340576513520918221},18222"garch21__t__w1000_r5": {18223"n": 1440,18224"ratio": 1.0088293152311094,18225"dm_p": 0.5003948346078515,18226"dm_stat": 0.674038907777473918227},18228"garchm11__ged__w1000_r5": {18229"n": 1440,18230"ratio": 1.005616484121557,18231"dm_p": 0.49521275491503913,18232"dm_stat": 0.682215080714848318233},18234"garchm11__normal__w1000_r5": {18235"n": 1440,18236"ratio": 1.0030983140721434,18237"dm_p": 0.3599198676585888,18238"dm_stat": 0.91581025115983418239},18240"garchm11__skewt__w1000_r5": {18241"n": 1440,18242"ratio": 1.0100439180321863,18243"dm_p": 0.3774042554553318,18244"dm_stat": 0.882962047740261718245},18246"garchm11__t__w1000_r5": {18247"n": 1440,18248"ratio": 1.010743731735144,18249"dm_p": 0.4543175315524786,18250"dm_stat": 0.748439299192800918251},18252"garchx_rv11__normal__w1000_r5": {18253"n": 1440,18254"ratio": 0.954467005010042,18255"dm_p": 0.28398546880789416,18256"dm_stat": -1.071809179802391918257},18258"garchx_rv11__t__w1000_r5": {18259"n": 1440,18260"ratio": 0.9430433366102838,18261"dm_p": 0.2762326537485559,18262"dm_stat": -1.089234977910313918263},18264"gas_t11__t__w1000_r5": {18265"n": 1440,18266"ratio": 1.0367183221129426,18267"dm_p": 0.3271966702587933,18268"dm_stat": 0.980109797469492618269},18270"gjr11__ged__w1000_r5": {18271"n": 1440,18272"ratio": 0.956061109723633,18273"dm_p": 0.2733505942165104,18274"dm_stat": -1.095797881650817218275},18276"gjr11__normal__w1000_r5": {18277"n": 1440,18278"ratio": 0.9375607937886802,18279"dm_p": 0.25217371000696115,18280"dm_stat": -1.145545552493259618281},18282"gjr11__skewt__w1000_r5": {18283"n": 1440,18284"ratio": 0.9497417940550258,18285"dm_p": 0.3275327385231554,18286"dm_stat": -0.979428889750711418287},18288"gjr11__t__w1000_r5": {18289"n": 1440,18290"ratio": 0.9701047532650403,18291"dm_p": 0.3275749397495413,18292"dm_stat": -0.979343417960029218293},18294"har_rv__empirical__w1000_r5": {18295"n": 1440,18296"ratio": 403477.1274001688,18297"dm_p": 0.3020542897537569,18298"dm_stat": 1.032408458614756218299},18300"heavy11__normal__w1000_r5": {18301"n": 1440,18302"ratio": 0.9548283261399718,18303"dm_p": 0.28257913951819735,18304"dm_stat": -1.074945930177687118305},18306"heavy11__t__w1000_r5": {18307"n": 1440,18308"ratio": 0.9403139442833353,18309"dm_p": 0.255091087826142,18310"dm_stat": -1.138524387049900218311},18312"histvar22__empirical__w1000_r5": {18313"n": 1440,18314"ratio": 1.4718614928576785,18315"dm_p": 0.26101532168213964,18316"dm_stat": 1.124436740004170418317},18318"histvar252__empirical__w1000_r5": {18319"n": 1440,18320"ratio": 1.0508335720769484,18321"dm_p": 0.7175230038844932,18322"dm_stat": 0.361842302003428218323},18324"histvar66__empirical__w1000_r5": {18325"n": 1440,18326"ratio": 1.1534519965619052,18327"dm_p": 0.18868437835104845,18328"dm_stat": 1.315104283427369218329},18330"igarch11__ged__w1000_r5": {18331"n": 1440,18332"ratio": 0.9486763095796499,18333"dm_p": 0.5068164631310866,18334"dm_stat": -0.663969085737820118335},18336"igarch11__normal__w1000_r5": {18337"n": 1440,18338"ratio": 0.9389728301512464,18339"dm_p": 0.4742555806570401,18340"dm_stat": -0.715760160047801718341},18342"igarch11__skewt__w1000_r5": {18343"n": 1440,18344"ratio": 0.9496089274397274,18345"dm_p": 0.5270146684055773,18346"dm_stat": -0.632723621038378618347},18348"igarch11__t__w1000_r5": {18349"n": 1440,18350"ratio": 0.9639081497609584,18351"dm_p": 0.589161299139496,18352"dm_stat": -0.540173025942196818353},18354"loghar_rv__empirical__w1000_r5": {18355"n": 1440,18356"ratio": 1.0243455880446917,18357"dm_p": 0.42212094318242616,18358"dm_stat": 0.802976460877298818359},18360"msgarch2__normal__w1000_r5": {18361"n": 1440,18362"ratio": 1.0223864227815396,18363"dm_p": 0.3250773559950275,18364"dm_stat": 0.98441425235390318365},18366"msgarch2__t__w1000_r5": {18367"n": 1440,18368"ratio": 0.9647608970655384,18369"dm_p": 0.5028708180162249,18370"dm_stat": -0.670148245251158518371},18372"nagarch11__ged__w1000_r5": {18373"n": 1440,18374"ratio": 0.9410474940500267,18375"dm_p": 0.13441227910587394,18376"dm_stat": -1.49777019682874518377},18378"nagarch11__normal__w1000_r5": {18379"n": 1440,18380"ratio": 0.9247608659238955,18381"dm_p": 0.15375168298118744,18382"dm_stat": -1.427156686592107718383},18384"nagarch11__skewt__w1000_r5": {18385"n": 1440,18386"ratio": 0.9268828380821912,18387"dm_p": 0.18484705950442235,18388"dm_stat": -1.326613480009927818389},18390"nagarch11__t__w1000_r5": {18391"n": 1440,18392"ratio": 0.948422580501293,18393"dm_p": 0.10563683125511096,18394"dm_stat": -1.61913739219502818395},18396"qgarch11__ged__w1000_r5": {18397"n": 1440,18398"ratio": 0.9474695469966451,18399"dm_p": 0.17039465673843782,18400"dm_stat": -1.371622973133005618401},18402"qgarch11__normal__w1000_r5": {18403"n": 1440,18404"ratio": 0.9341219259593613,18405"dm_p": 0.19740116250424813,18406"dm_stat": -1.289587446211070618407},18408"qgarch11__skewt__w1000_r5": {18409"n": 1440,18410"ratio": 0.9356571101322162,18411"dm_p": 0.2116055636673775,18412"dm_stat": -1.249718631618934418413},18414"qgarch11__t__w1000_r5": {18415"n": 1440,18416"ratio": 0.9568097823218745,18417"dm_p": 0.13505620070050664,18418"dm_stat": -1.495297028743136418419},18420"realgarch11__normal__w1000_r5": {18421"n": 1440,18422"ratio": 0.9791624217383579,18423"dm_p": 0.07936261082701644,18424"dm_stat": -1.755640184751107418425},18426"realgarch11__t__w1000_r5": {18427"n": 1440,18428"ratio": 0.9859165329551219,18429"dm_p": 0.23551687604322433,18430"dm_stat": -1.186763318569677318431},18432"rm2006__normal__w1000_r5": {18433"n": 1440,18434"ratio": 1.0439439968822,18435"dm_p": 0.5014240681108473,18436"dm_stat": 0.67242037450815518437},18438"rm_rw__empirical__w1000_r5": {18439"n": 1440,18440"ratio": 1.397609380421476,18441"dm_p": 0.002125316655143029,18442"dm_stat": 3.07771803192935118443},18444"tarch11__ged__w1000_r5": {18445"n": 1440,18446"ratio": 0.9562089444196249,18447"dm_p": 0.18359056149412795,18448"dm_stat": -1.330420489395774518449},18450"tarch11__normal__w1000_r5": {18451"n": 1440,18452"ratio": 0.9706120616118697,18453"dm_p": 0.3793076529402436,18454"dm_stat": -0.879443565020598618455},18456"tarch11__skewt__w1000_r5": {18457"n": 1440,18458"ratio": 1.027031990641825,18459"dm_p": 0.6401440403915319,18460"dm_stat": 0.467596401746539518461},18462"tarch11__t__w1000_r5": {18463"n": 1440,18464"ratio": 0.9728646088447702,18465"dm_p": 0.20655431224719334,18466"dm_stat": -1.263666827251510418467}18468},18469"episode=covid": {18470"aparch11__ged__w1000_r5": {18471"n": 92,18472"ratio": 0.8714332721473136,18473"dm_p": 0.3827615515203164,18474"dm_stat": -0.877063816293595618475},18476"aparch11__normal__w1000_r5": {18477"n": 92,18478"ratio": 1.0063270461313594,18479"dm_p": 0.9274105989170083,18480"dm_stat": 0.0913559039105488218481},18482"aparch11__skewt__w1000_r5": {18483"n": 92,18484"ratio": 0.8508947996465651,18485"dm_p": 0.39132395778922496,18486"dm_stat": -0.861323185409825718487},18488"aparch11__t__w1000_r5": {18489"n": 92,18490"ratio": 0.8686376067814894,18491"dm_p": 0.39757437732549755,18492"dm_stat": -0.849966637694118493},18494"arch5__ged__w1000_r5": {18495"n": 92,18496"ratio": 1.0463465262229015,18497"dm_p": 0.5645146530890348,18498"dm_stat": 0.578263384107159318499},18500"arch5__normal__w1000_r5": {18501"n": 92,18502"ratio": 1.0459729870203567,18503"dm_p": 0.5696239585268558,18504"dm_stat": 0.570678755576804818505},18506"arch5__skewt__w1000_r5": {18507"n": 92,18508"ratio": 1.054636272711401,18509"dm_p": 0.5120603651446994,18510"dm_stat": 0.658217216790700818511},18512"arch5__t__w1000_r5": {18513"n": 92,18514"ratio": 1.0458958891403838,18515"dm_p": 0.5598321015377279,18516"dm_stat": 0.585244047437250918517},18518"avgarch11__ged__w1000_r5": {18519"n": 92,18520"ratio": 1.1048225386703998,18521"dm_p": 0.37571428482155267,18522"dm_stat": 0.89018439735314918523},18524"avgarch11__normal__w1000_r5": {18525"n": 92,18526"ratio": 1.0920244071840204,18527"dm_p": 0.3922882861903973,18528"dm_stat": 0.859563824835701318529},18530"avgarch11__skewt__w1000_r5": {18531"n": 92,18532"ratio": 1.1179063458973792,18533"dm_p": 0.365584499545142,18534"dm_stat": 0.909317804188991118535},18536"avgarch11__t__w1000_r5": {18537"n": 92,18538"ratio": 1.1129206870528685,18539"dm_p": 0.3622894781186671,18540"dm_stat": 0.915613771820165518541},18542"cgarch11__ged__w1000_r5": {18543"n": 92,18544"ratio": 1.0053999641551712,18545"dm_p": 0.18881958413658345,18546"dm_stat": 1.32399882976478218547},18548"cgarch11__normal__w1000_r5": {18549"n": 92,18550"ratio": 1.003069846091992,18551"dm_p": 0.563942842822116,18552"dm_stat": 0.579114301866060618553},18554"cgarch11__skewt__w1000_r5": {18555"n": 92,18556"ratio": 1.0142076626849956,18557"dm_p": 0.09566941924428755,18558"dm_stat": 1.683688589615573318559},18560"cgarch11__t__w1000_r5": {18561"n": 92,18562"ratio": 1.0052442359663822,18563"dm_p": 0.643772279530637,18564"dm_stat": 0.463976925644084818565},18566"constvar__normal__w1000_r5": {18567"n": 92,18568"ratio": 1.4295471244102922,18569"dm_p": 0.3513534043858978,18570"dm_stat": 0.936775797473435218571},18572"egarch11__ged__w1000_r5": {18573"n": 92,18574"ratio": 31677831.6406883,18575"dm_p": 0.37419544742354005,18576"dm_stat": 0.893032318640202918577},18578"egarch11__normal__w1000_r5": {18579"n": 92,18580"ratio": 0.9007670808149715,18581"dm_p": 0.3852930338298483,18582"dm_stat": -0.872387534145327418583},18584"egarch11__skewt__w1000_r5": {18585"n": 87,18586"ratio": 0.9745911108104037,18587"dm_p": 0.6645883397613214,18588"dm_stat": -0.4350881927735169618589},18590"egarch11__t__w1000_r5": {18591"n": 92,18592"ratio": 1.0929832028436024,18593"dm_p": 0.4148435237397829,18594"dm_stat": 0.819145533244080218595},18596"ewma094__normal__w1000_r5": {18597"n": 92,18598"ratio": 1.0899958651784811,18599"dm_p": 0.6169189857893955,18600"dm_stat": 0.501944378533197218601},18602"figarch11__ged__w1000_r5": {18603"n": 92,18604"ratio": 0.9734204289562658,18605"dm_p": 0.7009909106687789,18606"dm_stat": -0.385196245941530418607},18608"figarch11__normal__w1000_r5": {18609"n": 92,18610"ratio": 0.9777982273273057,18611"dm_p": 0.7453080242399222,18612"dm_stat": -0.3258207464063700418613},18614"figarch11__skewt__w1000_r5": {18615"n": 92,18616"ratio": 0.9678244346008364,18617"dm_p": 0.6381839595915313,18618"dm_stat": -0.471820965249148318619},18620"figarch11__t__w1000_r5": {18621"n": 92,18622"ratio": 0.9644096809025761,18623"dm_p": 0.6331263110001292,18624"dm_stat": -0.478945443803356918625},18626"garch11__ged__w1000_r5": {18627"n": 92,18628"ratio": 1.0024175148570138,18629"dm_p": 0.617250647555482,18630"dm_stat": 0.501471084453040718631},18632"garch11__normal__w1000_r5": {18633"n": 92,18634"ratio": 1.0,18635"dm_p": 1.0,18636"dm_stat": 0.018637},18638"garch11__skewt__w1000_r5": {18639"n": 92,18640"ratio": 1.0066719492095237,18641"dm_p": 0.3916990702120142,18642"dm_stat": 0.86063849734330118643},18644"garch11__t__w1000_r5": {18645"n": 92,18646"ratio": 1.004361003162888,18647"dm_p": 0.7126703912360611,18648"dm_stat": 0.369423424167767118649},18650"garch12__ged__w1000_r5": {18651"n": 92,18652"ratio": 0.994111852491688,18653"dm_p": 0.5730017460843422,18654"dm_stat": -0.565682644432914318655},18656"garch12__normal__w1000_r5": {18657"n": 92,18658"ratio": 0.9949993382847951,18659"dm_p": 0.4412978650226936,18660"dm_stat": -0.773386843385143218661},18662"garch12__skewt__w1000_r5": {18663"n": 92,18664"ratio": 0.9999900947009696,18665"dm_p": 0.9991714256490776,18666"dm_stat": -0.001041320925895042618667},18668"garch12__t__w1000_r5": {18669"n": 92,18670"ratio": 0.9987510563205777,18671"dm_p": 0.9318300211776892,18672"dm_stat": -0.0857796685491409718673},18674"garch21__ged__w1000_r5": {18675"n": 92,18676"ratio": 1.0024123199642176,18677"dm_p": 0.6172153927488323,18678"dm_stat": 0.501521389035330518679},18680"garch21__normal__w1000_r5": {18681"n": 92,18682"ratio": 0.9999581430186061,18683"dm_p": 0.35515745611634547,18684"dm_stat": -0.929367441239704418685},18686"garch21__skewt__w1000_r5": {18687"n": 92,18688"ratio": 1.0066694849696567,18689"dm_p": 0.3918716767495658,18690"dm_stat": 0.860323576655960318691},18692"garch21__t__w1000_r5": {18693"n": 92,18694"ratio": 1.0043611150133451,18695"dm_p": 0.7124405660452111,18696"dm_stat": 0.3697328907954023418697},18698"garchm11__ged__w1000_r5": {18699"n": 92,18700"ratio": 1.014150788711787,18701"dm_p": 0.21650860628062668,18702"dm_stat": 1.24450744451616218703},18704"garchm11__normal__w1000_r5": {18705"n": 92,18706"ratio": 1.018619068391043,18707"dm_p": 0.31771138009928374,18708"dm_stat": 1.00468759928947218709},18710"garchm11__skewt__w1000_r5": {18711"n": 92,18712"ratio": 1.013636281644333,18713"dm_p": 0.1795076191101847,18714"dm_stat": 1.35268562679518818715},18716"garchm11__t__w1000_r5": {18717"n": 92,18718"ratio": 1.0109296818861169,18719"dm_p": 0.3451017615758058,18720"dm_stat": 0.949063956794290918721},18722"garchx_rv11__normal__w1000_r5": {18723"n": 92,18724"ratio": 0.9177052229950782,18725"dm_p": 0.3547130432182379,18726"dm_stat": -0.930230293017369718727},18728"garchx_rv11__t__w1000_r5": {18729"n": 92,18730"ratio": 0.8934864912923789,18731"dm_p": 0.3593349039225122,18732"dm_stat": -0.921290306826957918733},18734"gas_t11__t__w1000_r5": {18735"n": 92,18736"ratio": 1.108663228507957,18737"dm_p": 0.3399040524294377,18738"dm_stat": 0.959390806502001118739},18740"gjr11__ged__w1000_r5": {18741"n": 92,18742"ratio": 0.9659128796847685,18743"dm_p": 0.42060898577393563,18744"dm_stat": -0.809028490088919518745},18746"gjr11__normal__w1000_r5": {18747"n": 92,18748"ratio": 0.9684387551400263,18749"dm_p": 0.5074524289639134,18750"dm_stat": -0.665439735944913118751},18752"gjr11__skewt__w1000_r5": {18753"n": 92,18754"ratio": 0.954002336636264,18755"dm_p": 0.42148142174389125,18756"dm_stat": -0.807504807996316918757},18758"gjr11__t__w1000_r5": {18759"n": 92,18760"ratio": 0.9681341421528817,18761"dm_p": 0.4405674832813617,18762"dm_stat": -0.774628186122379818763},18764"har_rv__empirical__w1000_r5": {18765"n": 92,18766"ratio": 511011.76682533376,18767"dm_p": 0.30745738330952005,18768"dm_stat": 1.026328125500153518769},18770"heavy11__normal__w1000_r5": {18771"n": 92,18772"ratio": 0.9190506945514085,18773"dm_p": 0.36191487425804386,18774"dm_stat": -0.916331849300141718775},18776"heavy11__t__w1000_r5": {18777"n": 92,18778"ratio": 0.8936836087914645,18779"dm_p": 0.36023922238920086,18780"dm_stat": -0.919549715188999118781},18782"histvar22__empirical__w1000_r5": {18783"n": 92,18784"ratio": 1.2938466080354416,18785"dm_p": 0.43946998608574184,18786"dm_stat": 0.776495728911313218787},18788"histvar252__empirical__w1000_r5": {18789"n": 92,18790"ratio": 1.0208646582299283,18791"dm_p": 0.8890640115996569,18792"dm_stat": 0.1398799070468934618793},18794"histvar66__empirical__w1000_r5": {18795"n": 92,18796"ratio": 1.2031230968661446,18797"dm_p": 0.0665450724852401,18798"dm_stat": 1.85700661835988318799},18800"igarch11__ged__w1000_r5": {18801"n": 92,18802"ratio": 0.9212338226897901,18803"dm_p": 0.5228918241236371,18804"dm_stat": -0.641374074840282118805},18806"igarch11__normal__w1000_r5": {18807"n": 92,18808"ratio": 0.9169251406200369,18809"dm_p": 0.5151369421902438,18810"dm_stat": -0.653414149086857518811},18812"igarch11__skewt__w1000_r5": {18813"n": 92,18814"ratio": 0.9174978640711844,18815"dm_p": 0.5274464643275242,18816"dm_stat": -0.634346117093168318817},18818"igarch11__t__w1000_r5": {18819"n": 92,18820"ratio": 0.926019754458078,18821"dm_p": 0.5360055272896804,18822"dm_stat": -0.621223650265413618823},18824"loghar_rv__empirical__w1000_r5": {18825"n": 92,18826"ratio": 1.0260015329772463,18827"dm_p": 0.7163243696683083,18828"dm_stat": 0.36450800274645118829},18830"msgarch2__normal__w1000_r5": {18831"n": 92,18832"ratio": 1.024395164601593,18833"dm_p": 0.14915051632915308,18834"dm_stat": 1.454854034096864318835},18836"msgarch2__t__w1000_r5": {18837"n": 92,18838"ratio": 0.968009183895832,18839"dm_p": 0.7456288668075458,18840"dm_stat": -0.325395337537788118841},18842"nagarch11__ged__w1000_r5": {18843"n": 92,18844"ratio": 0.9681426520320809,18845"dm_p": 0.4280131896340397,18846"dm_stat": -0.796156438416542718847},18848"nagarch11__normal__w1000_r5": {18849"n": 92,18850"ratio": 1.0794244155119896,18851"dm_p": 0.5037764548083693,18852"dm_stat": 0.671226620063108718853},18854"nagarch11__skewt__w1000_r5": {18855"n": 92,18856"ratio": 0.9525081377295522,18857"dm_p": 0.42058290627552114,18858"dm_stat": -0.809074066132331318859},18860"nagarch11__t__w1000_r5": {18861"n": 92,18862"ratio": 0.9667772703893203,18863"dm_p": 0.40676982662096,18864"dm_stat": -0.833456159078160418865},18866"qgarch11__ged__w1000_r5": {18867"n": 92,18868"ratio": 0.9690708016240305,18869"dm_p": 0.4239958458501095,18870"dm_stat": -0.803123930979906318871},18872"qgarch11__normal__w1000_r5": {18873"n": 92,18874"ratio": 0.971200246725585,18875"dm_p": 0.5263092908669962,18876"dm_stat": -0.636097847420816918877},18878"qgarch11__skewt__w1000_r5": {18879"n": 92,18880"ratio": 0.955483037734517,18881"dm_p": 0.41615863466677994,18882"dm_stat": -0.816830438051288218883},18884"qgarch11__t__w1000_r5": {18885"n": 92,18886"ratio": 0.9693167776277574,18887"dm_p": 0.39543867585949183,18888"dm_stat": -0.853834622430619518889},18890"realgarch11__normal__w1000_r5": {18891"n": 92,18892"ratio": 1.0282724578157951,18893"dm_p": 0.5313458063243388,18894"dm_stat": 0.628354274882002818895},18896"realgarch11__t__w1000_r5": {18897"n": 92,18898"ratio": 1.0238336959633532,18899"dm_p": 0.5521154815558874,18900"dm_stat": 0.596811052309030218901},18902"rm2006__normal__w1000_r5": {18903"n": 92,18904"ratio": 0.9156141481006475,18905"dm_p": 0.6612937641229517,18906"dm_stat": -0.4395657582079066618907},18908"rm_rw__empirical__w1000_r5": {18909"n": 92,18910"ratio": 0.6908767690460295,18911"dm_p": 0.4105946321787411,18912"dm_stat": -0.8266555178482618913},18914"tarch11__ged__w1000_r5": {18915"n": 92,18916"ratio": 1.062882311855775,18917"dm_p": 0.503263257459438,18918"dm_stat": 0.672036315894133418919},18920"tarch11__normal__w1000_r5": {18921"n": 92,18922"ratio": 1.1115274702341373,18923"dm_p": 0.4597411899992336,18924"dm_stat": 0.742426340548748118925},18926"tarch11__skewt__w1000_r5": {18927"n": 92,18928"ratio": 1.239936168740535,18929"dm_p": 0.39096687051798107,18930"dm_stat": 0.861975348804495818931},18932"tarch11__t__w1000_r5": {18933"n": 92,18934"ratio": 1.0917255766775393,18935"dm_p": 0.42208694609006414,18936"dm_stat": 0.806448384126522918937}18938},18939"episode=none": {18940"aparch11__ged__w1000_r5": {18941"n": 2317,18942"ratio": 0.9414744747832855,18943"dm_p": 0.005274758455363908,18944"dm_stat": -2.792404349025433818945},18946"aparch11__normal__w1000_r5": {18947"n": 2317,18948"ratio": 0.9387421339575714,18949"dm_p": 0.05837104571093193,18950"dm_stat": -1.893837840294992218951},18952"aparch11__skewt__w1000_r5": {18953"n": 2317,18954"ratio": 0.9401058653937446,18955"dm_p": 0.004962301663157599,18956"dm_stat": -2.81217022802211818957},18958"aparch11__t__w1000_r5": {18959"n": 2317,18960"ratio": 0.9509387401273245,18961"dm_p": 0.0008125974745461772,18962"dm_stat": -3.352887100447289518963},18964"arch5__ged__w1000_r5": {18965"n": 2317,18966"ratio": 1.0949100450350302,18967"dm_p": 0.2936717180432716,18968"dm_stat": 1.0503393180374218969},18970"arch5__normal__w1000_r5": {18971"n": 2317,18972"ratio": 1.1075053466509726,18973"dm_p": 0.23681584461666033,18974"dm_stat": 1.18328958444768218975},18976"arch5__skewt__w1000_r5": {18977"n": 2317,18978"ratio": 1.090104630057231,18979"dm_p": 0.3108606235325951,18980"dm_stat": 1.013639626265229218981},18982"arch5__t__w1000_r5": {18983"n": 2317,18984"ratio": 1.093862438892321,18985"dm_p": 0.29248904674859905,18986"dm_stat": 1.05291661810894918987},18988"avgarch11__ged__w1000_r5": {18989"n": 2317,18990"ratio": 0.9727679303986384,18991"dm_p": 0.2954353500182287,18992"dm_stat": -1.046508884634782818993},18994"avgarch11__normal__w1000_r5": {18995"n": 2317,18996"ratio": 0.9912037373161574,18997"dm_p": 0.7825762799364611,18998"dm_stat": -0.275995326402335518999},19000"avgarch11__skewt__w1000_r5": {19001"n": 2317,19002"ratio": 0.9732040260038087,19003"dm_p": 0.2580912657452626,19004"dm_stat": -1.131192335131374419005},19006"avgarch11__t__w1000_r5": {19007"n": 2317,19008"ratio": 0.9743067726218262,19009"dm_p": 0.2785234013460818,19010"dm_stat": -1.083896753659810519011},19012"cgarch11__ged__w1000_r5": {19013"n": 2317,19014"ratio": 1.0368141500576742,19015"dm_p": 0.01351558727361289,19016"dm_stat": 2.471781050133164719017},19018"cgarch11__normal__w1000_r5": {19019"n": 2317,19020"ratio": 1.0437839548647712,19021"dm_p": 0.007389131606688896,19022"dm_stat": 2.681144308588589519023},19024"cgarch11__skewt__w1000_r5": {19025"n": 2317,19026"ratio": 1.0263782642470254,19027"dm_p": 0.12458576751961051,19028"dm_stat": 1.536363833918474219029},19030"cgarch11__t__w1000_r5": {19031"n": 2317,19032"ratio": 1.0354985260752534,19033"dm_p": 0.10628794406396234,19034"dm_stat": 1.615734437805805219035},19036"constvar__normal__w1000_r5": {19037"n": 2317,19038"ratio": 1.364151126175623,19039"dm_p": 0.0009398771126721407,19040"dm_stat": 3.31220106894377219041},19042"egarch11__ged__w1000_r5": {19043"n": 2271,19044"ratio": 17942966.942147482,19045"dm_p": 0.01100202416852185,19046"dm_stat": 2.544726533790850519047},19048"egarch11__normal__w1000_r5": {19049"n": 2297,19050"ratio": 20416715.348771796,19051"dm_p": 0.0059975037702986785,19052"dm_stat": 2.750478586287867319053},19054"egarch11__skewt__w1000_r5": {19055"n": 2165,19056"ratio": 5544925.414918321,19057"dm_p": 0.011232794335511618,19058"dm_stat": 2.53754956844530219059},19060"egarch11__t__w1000_r5": {19061"n": 2123,19062"ratio": 7875669.622423181,19063"dm_p": 0.030786376590700274,19064"dm_stat": 2.161265355510501319065},19066"ewma094__normal__w1000_r5": {19067"n": 2317,19068"ratio": 1.3145212297828706,19069"dm_p": 0.2523515138889701,19070"dm_stat": 1.144941937079597219071},19072"figarch11__ged__w1000_r5": {19073"n": 2317,19074"ratio": 1.07538923722199,19075"dm_p": 0.05631309052099662,19076"dm_stat": 1.909561808511747819077},19078"figarch11__normal__w1000_r5": {19079"n": 2317,19080"ratio": 1.0705329263952335,19081"dm_p": 0.07955346979986103,19082"dm_stat": 1.75405421292004519083},19084"figarch11__skewt__w1000_r5": {19085"n": 2317,19086"ratio": 1.079284250656561,19087"dm_p": 0.049380471419353505,19088"dm_stat": 1.96632387323809819089},19090"figarch11__t__w1000_r5": {19091"n": 2317,19092"ratio": 1.0902953158437152,19093"dm_p": 0.02890274678157825,19094"dm_stat": 2.18617287152509619095},19096"garch11__ged__w1000_r5": {19097"n": 2317,19098"ratio": 0.9949648080782725,19099"dm_p": 0.6086658610707878,19100"dm_stat": -0.512048538883994919101},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": 0.9908665839458634,19111"dm_p": 0.5082115292738318,19112"dm_stat": -0.661727777892630819113},19114"garch11__t__w1000_r5": {19115"n": 2317,19116"ratio": 0.9999128429159063,19117"dm_p": 0.9967542890467327,19118"dm_stat": -0.00406834578258525319119},19120"garch12__ged__w1000_r5": {19121"n": 2317,19122"ratio": 1.0028070257023025,19123"dm_p": 0.8563320218765618,19124"dm_stat": 0.1810654813149801319125},19126"garch12__normal__w1000_r5": {19127"n": 2317,19128"ratio": 1.00995639458934,19129"dm_p": 0.25239186114885404,19130"dm_stat": 1.144844528864865719131},19132"garch12__skewt__w1000_r5": {19133"n": 2317,19134"ratio": 0.9995395934662653,19135"dm_p": 0.9818371237314998,19136"dm_stat": -0.0227682148034060119137},19138"garch12__t__w1000_r5": {19139"n": 2317,19140"ratio": 1.0064654324860118,19141"dm_p": 0.8160370406400984,19142"dm_stat": 0.232671525658285619143},19144"garch21__ged__w1000_r5": {19145"n": 2317,19146"ratio": 0.9946057006403137,19147"dm_p": 0.5869974212116253,19148"dm_stat": -0.543268224225312219149},19150"garch21__normal__w1000_r5": {19151"n": 2317,19152"ratio": 0.998999447349399,19153"dm_p": 0.32274359735841,19154"dm_stat": -0.989046725384977419155},19156"garch21__skewt__w1000_r5": {19157"n": 2317,19158"ratio": 0.9911072784267635,19159"dm_p": 0.5198344609488867,19160"dm_stat": -0.643698863955357519161},19162"garch21__t__w1000_r5": {19163"n": 2317,19164"ratio": 1.0003789347954426,19165"dm_p": 0.9858935716274683,19166"dm_stat": 0.01768261648876763619167},19168"garchm11__ged__w1000_r5": {19169"n": 2317,19170"ratio": 0.9939762136829245,19171"dm_p": 0.528665440804105,19172"dm_stat": -0.63013956370333719173},19174"garchm11__normal__w1000_r5": {19175"n": 2317,19176"ratio": 0.999528535151905,19177"dm_p": 0.5936864659104847,19178"dm_stat": -0.533575498232851819179},19180"garchm11__skewt__w1000_r5": {19181"n": 2317,19182"ratio": 0.9897144106045327,19183"dm_p": 0.44533377152725523,19184"dm_stat": -0.763347765204516219185},19186"garchm11__t__w1000_r5": {19187"n": 2317,19188"ratio": 1.0001452093609051,19189"dm_p": 0.9945892488450573,19190"dm_stat": 0.00678215498466999319191},19192"garchx_rv11__normal__w1000_r5": {19193"n": 2317,19194"ratio": 0.9796248221499207,19195"dm_p": 0.5451161271444596,19196"dm_stat": -0.60518386544965919197},19198"garchx_rv11__t__w1000_r5": {19199"n": 2317,19200"ratio": 0.9873755436302356,19201"dm_p": 0.6071220044693859,19202"dm_stat": -0.514256114785445919203},19204"gas_t11__t__w1000_r5": {19205"n": 2317,19206"ratio": 1.0066376117808993,19207"dm_p": 0.6889426467216881,19208"dm_stat": 0.4003405252136249519209},19210"gjr11__ged__w1000_r5": {19211"n": 2317,19212"ratio": 0.9620460815581192,19213"dm_p": 0.06253412664444144,19214"dm_stat": -1.863388358915487419215},19216"gjr11__normal__w1000_r5": {19217"n": 2317,19218"ratio": 0.9528050350959425,19219"dm_p": 0.15999487441387028,19220"dm_stat": -1.405540060653767419221},19222"gjr11__skewt__w1000_r5": {19223"n": 2317,19224"ratio": 0.9502151362526066,19225"dm_p": 0.06356298398594723,19226"dm_stat": -1.856122807104214819227},19228"gjr11__t__w1000_r5": {19229"n": 2317,19230"ratio": 0.9692077938827829,19231"dm_p": 0.07553443550069118,19232"dm_stat": -1.778003611929139819233},19234"har_rv__empirical__w1000_r5": {19235"n": 2317,19236"ratio": 1.115170556165965,19237"dm_p": 0.12227754927657326,19238"dm_stat": 1.545849472408663519239},19240"heavy11__normal__w1000_r5": {19241"n": 2317,19242"ratio": 0.9775604996744486,19243"dm_p": 0.5445271854667785,19244"dm_stat": -0.606070722089298419245},19246"heavy11__t__w1000_r5": {19247"n": 2317,19248"ratio": 0.9748038430376121,19249"dm_p": 0.4833896699672345,19250"dm_stat": -0.700973985203076219251},19252"histvar22__empirical__w1000_r5": {19253"n": 2317,19254"ratio": 1.6977397325733141,19255"dm_p": 0.18438560227191636,19256"dm_stat": 1.327768021918894519257},19258"histvar252__empirical__w1000_r5": {19259"n": 2317,19260"ratio": 1.2410249723262254,19261"dm_p": 0.19877832390827105,19262"dm_stat": 1.285407832089663419263},19264"histvar66__empirical__w1000_r5": {19265"n": 2317,19266"ratio": 1.0744436581729426,19267"dm_p": 0.36965210523460684,19268"dm_stat": 0.897300028206434119269},19270"igarch11__ged__w1000_r5": {19271"n": 2317,19272"ratio": 1.0096469635609204,19273"dm_p": 0.8841405436362547,19274"dm_stat": 0.145738457144407519275},19276"igarch11__normal__w1000_r5": {19277"n": 2317,19278"ratio": 0.9945866793639451,19279"dm_p": 0.9429380058333912,19280"dm_stat": -0.0715854432434978519281},19282"igarch11__skewt__w1000_r5": {19283"n": 2317,19284"ratio": 1.0161622557143377,19285"dm_p": 0.8060490997016362,19286"dm_stat": 0.2455542053561233819287},19288"igarch11__t__w1000_r5": {19289"n": 2317,19290"ratio": 1.0361617967624386,19291"dm_p": 0.49040978988684514,19292"dm_stat": 0.689767064281360119293},19294"loghar_rv__empirical__w1000_r5": {19295"n": 2317,19296"ratio": 1.1631576081951234,19297"dm_p": 0.014701094057178534,19298"dm_stat": 2.44149201109169619299},19300"msgarch2__normal__w1000_r5": {19301"n": 2317,19302"ratio": 1.0205812514206853,19303"dm_p": 0.7122162980645625,19304"dm_stat": 0.3689264124441448719305},19306"msgarch2__t__w1000_r5": {19307"n": 2317,19308"ratio": 1.023023197396633,19309"dm_p": 0.6255848887220187,19310"dm_stat": 0.488015739741471619311},19312"nagarch11__ged__w1000_r5": {19313"n": 2317,19314"ratio": 0.9210767401112524,19315"dm_p": 0.012255400129626635,19316"dm_stat": -2.506671737510189719317},19318"nagarch11__normal__w1000_r5": {19319"n": 2317,19320"ratio": 0.9111504776667677,19321"dm_p": 0.049314098631585146,19322"dm_stat": -1.966898768502980819323},19324"nagarch11__skewt__w1000_r5": {19325"n": 2317,19326"ratio": 0.9040948561622694,19327"dm_p": 0.015414454445367511,19328"dm_stat": -2.42428959130375219329},19330"nagarch11__t__w1000_r5": {19331"n": 2317,19332"ratio": 0.927746455920694,19333"dm_p": 0.0003837070836968051,19334"dm_stat": -3.556267241214588419335},19336"qgarch11__ged__w1000_r5": {19337"n": 2317,19338"ratio": 0.9236443937958305,19339"dm_p": 0.030713348660592454,19340"dm_stat": -2.16208993969230619341},19342"qgarch11__normal__w1000_r5": {19343"n": 2317,19344"ratio": 0.9165634462120518,19345"dm_p": 0.09502331389848272,19346"dm_stat": -1.670157599109636519347},19348"qgarch11__skewt__w1000_r5": {19349"n": 2317,19350"ratio": 0.9043179037377377,19351"dm_p": 0.024462030879281928,19352"dm_stat": -2.251266909239488419353},19354"qgarch11__t__w1000_r5": {19355"n": 2317,19356"ratio": 0.9323896194823592,19357"dm_p": 0.006635567659757075,19358"dm_stat": -2.717055361893692619359},19360"realgarch11__normal__w1000_r5": {19361"n": 2317,19362"ratio": 0.9764247447343575,19363"dm_p": 0.425387674482821,19364"dm_stat": -0.79724983328666519365},19366"realgarch11__t__w1000_r5": {19367"n": 2317,19368"ratio": 0.9936214379540818,19369"dm_p": 0.8388774492484169,19370"dm_stat": -0.2033524214135003219371},19372"rm2006__normal__w1000_r5": {19373"n": 2317,19374"ratio": 1.2101853879967461,19375"dm_p": 0.20950791718327325,19376"dm_stat": 1.255268574646064319377},19378"rm_rw__empirical__w1000_r5": {19379"n": 2317,19380"ratio": 3.075784048223525,19381"dm_p": 0.010925240706950267,19382"dm_stat": 2.54713677891140119383},19384"tarch11__ged__w1000_r5": {19385"n": 2317,19386"ratio": 0.9035912388945267,19387"dm_p": 0.09016178820975015,19388"dm_stat": -1.695253352252989319389},19390"tarch11__normal__w1000_r5": {19391"n": 2317,19392"ratio": 0.9185580545318615,19393"dm_p": 0.22525269620255003,19394"dm_stat": -1.213002168400464419395},19396"tarch11__skewt__w1000_r5": {19397"n": 2317,19398"ratio": 0.8948423706972887,19399"dm_p": 0.08717547939501961,19400"dm_stat": -1.711214190415143719401},19402"tarch11__t__w1000_r5": {19403"n": 2317,19404"ratio": 0.909507634499919,19405"dm_p": 0.03479603308716568,19406"dm_stat": -2.111967724943198719407}19408},19409"episode=rate_shock_2022": {19410"aparch11__ged__w1000_r5": {19411"n": 251,19412"ratio": 1.3197571861701143,19413"dm_p": 0.0041993040497641755,19414"dm_stat": 2.889339417142535719415},19416"aparch11__normal__w1000_r5": {19417"n": 251,19418"ratio": 1.0998811036192413,19419"dm_p": 0.14388237670537932,19420"dm_stat": 1.466082817318778319421},19422"aparch11__skewt__w1000_r5": {19423"n": 251,19424"ratio": 1.47336446288123,19425"dm_p": 0.002618677747293572,19426"dm_stat": 3.039822278270100819427},19428"aparch11__t__w1000_r5": {19429"n": 251,19430"ratio": 1.57185789640029,19431"dm_p": 0.001028298593641047,19432"dm_stat": 3.32174092568136619433},19434"arch5__ged__w1000_r5": {19435"n": 251,19436"ratio": 1.8499538855294146,19437"dm_p": 3.058407125089756e-05,19438"dm_stat": 4.24696585317044819439},19440"arch5__normal__w1000_r5": {19441"n": 251,19442"ratio": 1.588896349550607,19443"dm_p": 4.42638740665691e-05,19444"dm_stat": 4.15736252797445919445},19446"arch5__skewt__w1000_r5": {19447"n": 251,19448"ratio": 2.249079677255161,19449"dm_p": 1.1044366903682854e-05,19450"dm_stat": 4.4865909769262119451},19452"arch5__t__w1000_r5": {19453"n": 251,19454"ratio": 1.9807923859083765,19455"dm_p": 2.12043183021438e-05,19456"dm_stat": 4.33431522892484119457},19458"avgarch11__ged__w1000_r5": {19459"n": 251,19460"ratio": 1.1193520397098418,19461"dm_p": 0.15336045141746804,19462"dm_stat": 1.432113438614529819463},19464"avgarch11__normal__w1000_r5": {19465"n": 251,19466"ratio": 0.8845607099153734,19467"dm_p": 0.16705868176647024,19468"dm_stat": -1.385748330541430419469},19470"avgarch11__skewt__w1000_r5": {19471"n": 251,19472"ratio": 1.1444960953538463,19473"dm_p": 0.07961902876680577,19474"dm_stat": 1.760068934781158419475},19476"avgarch11__t__w1000_r5": {19477"n": 251,19478"ratio": 1.1274793896353899,19479"dm_p": 0.13535343802351937,19480"dm_stat": 1.498159301705921219481},19482"cgarch11__ged__w1000_r5": {19483"n": 251,19484"ratio": 0.8445466496767555,19485"dm_p": 0.069910311473988,19486"dm_stat": -1.820291278836699619487},19488"cgarch11__normal__w1000_r5": {19489"n": 251,19490"ratio": 0.7494085135174834,19491"dm_p": 0.0008754221965140879,19492"dm_stat": -3.368399588127549519493},19494"cgarch11__skewt__w1000_r5": {19495"n": 251,19496"ratio": 1.0708164039904,19497"dm_p": 0.5057191627823714,19498"dm_stat": 0.666479625097538319499},19500"cgarch11__t__w1000_r5": {19501"n": 251,19502"ratio": 1.0165114317607384,19503"dm_p": 0.8717860490175573,19504"dm_stat": 0.1615559309377794219505},19506"constvar__normal__w1000_r5": {19507"n": 251,19508"ratio": 0.7814010056569034,19509"dm_p": 0.3274815296382009,19510"dm_stat": -0.9811211023123119511},19512"egarch11__ged__w1000_r5": {19513"n": 251,19514"ratio": 0.790281264206222,19515"dm_p": 0.0027333473315821677,19516"dm_stat": -3.026407201519843319517},19518"egarch11__normal__w1000_r5": {19519"n": 251,19520"ratio": 0.592425133037692,19521"dm_p": 0.00030221648414610104,19522"dm_stat": -3.66483179625118219523},19524"egarch11__skewt__w1000_r5": {19525"n": 251,19526"ratio": 0.8478540516781772,19527"dm_p": 0.02433477503488343,19528"dm_stat": -2.26555219202685119529},19530"egarch11__t__w1000_r5": {19531"n": 251,19532"ratio": 0.8633555275115656,19533"dm_p": 0.04291728637883012,19534"dm_stat": -2.03488804488957319535},19536"ewma094__normal__w1000_r5": {19537"n": 251,19538"ratio": 0.37016806950914216,19539"dm_p": 0.00042608639960219357,19540"dm_stat": -3.571215345134399319541},19542"figarch11__ged__w1000_r5": {19543"n": 251,19544"ratio": 0.6864936651055412,19545"dm_p": 0.029771176467114652,19546"dm_stat": -2.185626192654795319547},19548"figarch11__normal__w1000_r5": {19549"n": 251,19550"ratio": 0.7004080109413028,19551"dm_p": 0.030132202726628105,19552"dm_stat": -2.180780062475092619553},19554"figarch11__skewt__w1000_r5": {19555"n": 251,19556"ratio": 0.6743088878497726,19557"dm_p": 0.03063018723266586,19558"dm_stat": -2.174177232689598519559},19560"figarch11__t__w1000_r5": {19561"n": 251,19562"ratio": 0.6785576169729997,19563"dm_p": 0.03311744155456811,19564"dm_stat": -2.142523522998066419565},19566"garch11__ged__w1000_r5": {19567"n": 251,19568"ratio": 1.1369008921456374,19569"dm_p": 0.0028525234614444114,19570"dm_stat": 3.01300229112415619571},19572"garch11__normal__w1000_r5": {19573"n": 251,19574"ratio": 1.0,19575"dm_p": 1.0,19576"dm_stat": 0.019577},19578"garch11__skewt__w1000_r5": {19579"n": 251,19580"ratio": 1.3836833916519014,19581"dm_p": 0.0002910961257942994,19582"dm_stat": 3.674935455275030619583},19584"garch11__t__w1000_r5": {19585"n": 251,19586"ratio": 1.2136721079306358,19587"dm_p": 0.0018491351567852118,19588"dm_stat": 3.147072699884535819589},19590"garch12__ged__w1000_r5": {19591"n": 251,19592"ratio": 1.0242690758847635,19593"dm_p": 0.19226360080094665,19594"dm_stat": 1.307442491484715119595},19596"garch12__normal__w1000_r5": {19597"n": 251,19598"ratio": 0.9151021420948805,19599"dm_p": 0.003047324118867298,19600"dm_stat": -2.992160493692687319601},19602"garch12__skewt__w1000_r5": {19603"n": 251,19604"ratio": 1.2469735019739367,19605"dm_p": 0.0004273907593857196,19606"dm_stat": 3.57037365682963519607},19608"garch12__t__w1000_r5": {19609"n": 251,19610"ratio": 1.0774857105979967,19611"dm_p": 0.02232486707771225,19612"dm_stat": 2.299092028556992219613},19614"garch21__ged__w1000_r5": {19615"n": 251,19616"ratio": 1.1399817372995957,19617"dm_p": 0.002079478229220741,19618"dm_stat": 3.11121012207901719619},19620"garch21__normal__w1000_r5": {19621"n": 251,19622"ratio": 1.0096138633841747,19623"dm_p": 0.01615655097645731,19624"dm_stat": 2.421787898310921319625},19626"garch21__skewt__w1000_r5": {19627"n": 251,19628"ratio": 1.3866252359811067,19629"dm_p": 0.0002540607547084029,19630"dm_stat": 3.711427319764569519631},19632"garch21__t__w1000_r5": {19633"n": 251,19634"ratio": 1.2164063002246606,19635"dm_p": 0.0014580347637982419,19636"dm_stat": 3.21870017963896819637},19638"garchm11__ged__w1000_r5": {19639"n": 251,19640"ratio": 1.135773289035561,19641"dm_p": 0.002495858533316905,19642"dm_stat": 3.05480377896084319643},19644"garchm11__normal__w1000_r5": {19645"n": 251,19646"ratio": 1.0085556743020023,19647"dm_p": 0.07149567928726012,19648"dm_stat": 1.810005471126195319649},19650"garchm11__skewt__w1000_r5": {19651"n": 251,19652"ratio": 1.3887327263083262,19653"dm_p": 0.00027450426106995955,19654"dm_stat": 3.690707959667528319655},19656"garchm11__t__w1000_r5": {19657"n": 251,19658"ratio": 1.2086017263863953,19659"dm_p": 0.0016729391743800148,19660"dm_stat": 3.17741065098907919661},19662"garchx_rv11__normal__w1000_r5": {19663"n": 251,19664"ratio": 0.7638488615130761,19665"dm_p": 0.21015532180316443,19666"dm_stat": -1.256367935034544519667},19668"garchx_rv11__t__w1000_r5": {19669"n": 251,19670"ratio": 0.7673057318908617,19671"dm_p": 0.19444452407771337,19672"dm_stat": -1.301034361675781119673},19674"gas_t11__t__w1000_r5": {19675"n": 251,19676"ratio": 1.1113734845580319,19677"dm_p": 0.1329024589521592,19678"dm_stat": 1.50766673301065219679},19680"gjr11__ged__w1000_r5": {19681"n": 251,19682"ratio": 1.3212529803176476,19683"dm_p": 0.002402429542971888,19684"dm_stat": 3.066661738688529819685},19686"gjr11__normal__w1000_r5": {19687"n": 251,19688"ratio": 1.061865397458122,19689"dm_p": 0.2682981708145167,19690"dm_stat": 1.10945927719861619691},19692"gjr11__skewt__w1000_r5": {19693"n": 251,19694"ratio": 1.655706023636825,19695"dm_p": 0.0003336896962088148,19696"dm_stat": 3.638026661391089419697},19698"gjr11__t__w1000_r5": {19699"n": 251,19700"ratio": 1.5582245541188509,19701"dm_p": 0.0007434698224702504,19702"dm_stat": 3.41524663592948919703},19704"har_rv__empirical__w1000_r5": {19705"n": 251,19706"ratio": 1.061542889962796,19707"dm_p": 0.73605607897383,19708"dm_stat": 0.3374563374146622419709},19710"heavy11__normal__w1000_r5": {19711"n": 251,19712"ratio": 0.7674603931896483,19713"dm_p": 0.22081384667324686,19714"dm_stat": -1.227434505235296219715},19716"heavy11__t__w1000_r5": {19717"n": 251,19718"ratio": 0.7702204577866759,19719"dm_p": 0.20228259671364307,19720"dm_stat": -1.278432388445144719721},19722"histvar22__empirical__w1000_r5": {19723"n": 251,19724"ratio": 0.5704494118627418,19725"dm_p": 0.015164865945155405,19726"dm_stat": -2.445277360435321519727},19728"histvar252__empirical__w1000_r5": {19729"n": 251,19730"ratio": 2.0634282289053503,19731"dm_p": 0.026499756659656055,19732"dm_stat": 2.23202611415401319733},19734"histvar66__empirical__w1000_r5": {19735"n": 251,19736"ratio": 0.4663495296264909,19737"dm_p": 0.04317803765722424,19738"dm_stat": -2.03232379578881419739},19740"igarch11__ged__w1000_r5": {19741"n": 251,19742"ratio": 0.714456242782732,19743"dm_p": 0.05320279924336668,19744"dm_stat": -1.942473024559619319745},19746"igarch11__normal__w1000_r5": {19747"n": 251,19748"ratio": 0.7190330999207455,19749"dm_p": 0.04840395864268133,19750"dm_stat": -1.983514849839061119751},19752"igarch11__skewt__w1000_r5": {19753"n": 251,19754"ratio": 0.6983866219589698,19755"dm_p": 0.04821601523915124,19756"dm_stat": -1.985190958004195319757},19758"igarch11__t__w1000_r5": {19759"n": 251,19760"ratio": 0.7083685450031555,19761"dm_p": 0.05715797386626608,19762"dm_stat": -1.910924898826533319763},19764"loghar_rv__empirical__w1000_r5": {19765"n": 251,19766"ratio": 0.6936759119844266,19767"dm_p": 0.2690391172136822,19768"dm_stat": -1.107739135103091419769},19770"msgarch2__normal__w1000_r5": {19771"n": 251,19772"ratio": 1.148510481686206,19773"dm_p": 0.44050551113449266,19774"dm_stat": 0.772571958778393519775},19776"msgarch2__t__w1000_r5": {19777"n": 251,19778"ratio": 0.8161060169794471,19779"dm_p": 0.34158261656635547,19780"dm_stat": -0.952857530064010719781},19782"nagarch11__ged__w1000_r5": {19783"n": 251,19784"ratio": 1.1492029348349813,19785"dm_p": 0.01639878296990154,19786"dm_stat": 2.41624455629677219787},19788"nagarch11__normal__w1000_r5": {19789"n": 251,19790"ratio": 0.9697924653883789,19791"dm_p": 0.3135113855950856,19792"dm_stat": -1.009917251667184219793},19794"nagarch11__skewt__w1000_r5": {19795"n": 251,19796"ratio": 1.3678421707845994,19797"dm_p": 0.0010061464891301648,19798"dm_stat": 3.32808412480178519799},19800"nagarch11__t__w1000_r5": {19801"n": 251,19802"ratio": 1.2589490108472061,19803"dm_p": 0.0061533812864402035,19804"dm_stat": 2.76297895872102819805},19806"qgarch11__ged__w1000_r5": {19807"n": 251,19808"ratio": 1.1834212624187495,19809"dm_p": 0.002079517917691966,19810"dm_stat": 3.11120426558422619811},19812"qgarch11__normal__w1000_r5": {19813"n": 251,19814"ratio": 1.0139573599348144,19815"dm_p": 0.48644656288659954,19816"dm_stat": 0.697006150935315619817},19818"qgarch11__skewt__w1000_r5": {19819"n": 251,19820"ratio": 1.4458795578970856,19821"dm_p": 0.0001784843555850492,19822"dm_stat": 3.804820585594031419823},19824"qgarch11__t__w1000_r5": {19825"n": 251,19826"ratio": 1.2938631484624037,19827"dm_p": 0.0006484988604024139,19828"dm_stat": 3.454049880150809519829},19830"realgarch11__normal__w1000_r5": {19831"n": 251,19832"ratio": 0.5224886977951958,19833"dm_p": 0.0027515765790055813,19834"dm_stat": -3.0243224025251219835},19836"realgarch11__t__w1000_r5": {19837"n": 251,19838"ratio": 0.5358531002086019,19839"dm_p": 0.0029163720679874217,19840"dm_stat": -3.006030858864298819841},19842"rm2006__normal__w1000_r5": {19843"n": 251,19844"ratio": 0.4547622997897672,19845"dm_p": 7.892030820296429e-05,19846"dm_stat": -4.01409892108945519847},19848"rm_rw__empirical__w1000_r5": {19849"n": 251,19850"ratio": 3.6379034530485916,19851"dm_p": 1.036789627036118e-15,19852"dm_stat": 8.57704745295752619853},19854"tarch11__ged__w1000_r5": {19855"n": 251,19856"ratio": 1.0434272439150718,19857"dm_p": 0.4657510711175356,19858"dm_stat": 0.730528779850526319859},19860"tarch11__normal__w1000_r5": {19861"n": 251,19862"ratio": 0.8063057812057606,19863"dm_p": 0.0075175365204232115,19864"dm_stat": -2.694942385855028519865},19866"tarch11__skewt__w1000_r5": {19867"n": 251,19868"ratio": 1.1606339372875634,19869"dm_p": 0.036600157333110485,19870"dm_stat": 2.10147741726856619871},19872"tarch11__t__w1000_r5": {19873"n": 251,19874"ratio": 1.1378003452841354,19875"dm_p": 0.07845631698993356,19876"dm_stat": 1.766952359222403519877}19878}19879}19880},19881"secondary": {19882"rv5ss_on|mse|1": {19883"aparch11__ged__w1000_r5": 1.0773813956734417,19884"aparch11__normal__w1000_r5": 1.080923211601579,19885"aparch11__skewt__w1000_r5": 1.1267977009584609,19886"aparch11__t__w1000_r5": 1.075475140929583,19887"arch5__ged__w1000_r5": 1.0161159940037063,19888"arch5__normal__w1000_r5": 1.010126638982516,19889"arch5__skewt__w1000_r5": 1.043685090171186,19890"arch5__t__w1000_r5": 1.0302332130633491,19891"avgarch11__ged__w1000_r5": 1.0683305689794256,19892"avgarch11__normal__w1000_r5": 1.0385750216326268,19893"avgarch11__skewt__w1000_r5": 1.1408599483712156,19894"avgarch11__t__w1000_r5": 1.1166408708875695,19895"cgarch11__ged__w1000_r5": 1.058960735466984,19896"cgarch11__normal__w1000_r5": 1.0392132331698454,19897"cgarch11__skewt__w1000_r5": 1.0917401988974846,19898"cgarch11__t__w1000_r5": 1.0889536408482177,19899"constvar__normal__w1000_r5": 1.4569783827387324,19900"egarch11__ged__w1000_r5": 6.13351175540493e+18,19901"egarch11__normal__w1000_r5": 2660779.1664279923,19902"egarch11__skewt__w1000_r5": 6.173234202215744e+269,19903"egarch11__t__w1000_r5": 1.232645134785115e+22,19904"ewma094__normal__w1000_r5": 1.2748299415510573,19905"figarch11__ged__w1000_r5": 1.03876624612703,19906"figarch11__normal__w1000_r5": 1.0292480268544069,19907"figarch11__skewt__w1000_r5": 1.0688016602608372,19908"figarch11__t__w1000_r5": 1.0596576941974716,19909"garch11__ged__w1000_r5": 1.0110584592291991,19910"garch11__normal__w1000_r5": 1.0,19911"garch11__skewt__w1000_r5": 1.0552255436652813,19912"garch11__t__w1000_r5": 1.0279638997897704,19913"garch12__ged__w1000_r5": 1.0389982335604533,19914"garch12__normal__w1000_r5": 1.0269026430278558,19915"garch12__skewt__w1000_r5": 1.079001081580775,19916"garch12__t__w1000_r5": 1.0606961592340183,19917"garch21__ged__w1000_r5": 1.011065062691149,19918"garch21__normal__w1000_r5": 0.999954917566841,19919"garch21__skewt__w1000_r5": 1.0552213799189807,19920"garch21__t__w1000_r5": 1.0279590631422542,19921"garchm11__ged__w1000_r5": 13402.185306010651,19922"garchm11__normal__w1000_r5": 27282156.080305755,19923"garchm11__skewt__w1000_r5": 223.5748150546626,19924"garchm11__t__w1000_r5": 59.96201844072735,19925"garchx_rv11__normal__w1000_r5": 0.8493915958546651,19926"garchx_rv11__t__w1000_r5": 0.85438985761197,19927"gas_t11__t__w1000_r5": 0.9973925519258543,19928"gjr11__ged__w1000_r5": 1.0035715217877446,19929"gjr11__normal__w1000_r5": 0.9998547698460456,19930"gjr11__skewt__w1000_r5": 1.0209353419825042,19931"gjr11__t__w1000_r5": 0.9892841859771863,19932"har_rv__empirical__w1000_r5": 9.138024519223947,19933"heavy11__normal__w1000_r5": 0.8563135701111502,19934"heavy11__t__w1000_r5": 0.8575638528398556,19935"histvar22__empirical__w1000_r5": 1.508278990667629,19936"histvar252__empirical__w1000_r5": 1.478553363972405,19937"histvar66__empirical__w1000_r5": 1.5176313107084425,19938"igarch11__ged__w1000_r5": 1.2422630878452774,19939"igarch11__normal__w1000_r5": 1.219719289369596,19940"igarch11__skewt__w1000_r5": 1.295250275888103,19941"igarch11__t__w1000_r5": 1.2808685240060507,19942"loghar_rv__empirical__w1000_r5": 1.1285532092197061,19943"msgarch2__normal__w1000_r5": 1.14994691279568,19944"msgarch2__t__w1000_r5": 1.2644418893709422,19945"nagarch11__ged__w1000_r5": 1.0164189869574047,19946"nagarch11__normal__w1000_r5": 1.0061251247585532,19947"nagarch11__skewt__w1000_r5": 1.0556663433422986,19948"nagarch11__t__w1000_r5": 1.0227533667978594,19949"qgarch11__ged__w1000_r5": 1.014998906159483,19950"qgarch11__normal__w1000_r5": 1.0024901455015838,19951"qgarch11__skewt__w1000_r5": 1.0675785537189568,19952"qgarch11__t__w1000_r5": 1.0335586128632621,19953"realgarch11__normal__w1000_r5": 1.1247850011590181,19954"realgarch11__t__w1000_r5": 1.1071378982478182,19955"rm2006__normal__w1000_r5": 1.1322154315671666,19956"rm_rw__empirical__w1000_r5": 1.2148292902992177,19957"tarch11__ged__w1000_r5": 1.0533903460694576,19958"tarch11__normal__w1000_r5": 1.0128104875027775,19959"tarch11__skewt__w1000_r5": 1.1148838180833969,19960"tarch11__t__w1000_r5": 1.104667275310418519961},19962"rv5ss_on|mse|5": {19963"aparch11__ged__w1000_r5": 1.053440902890279,19964"aparch11__normal__w1000_r5": 1.0698246241718938,19965"aparch11__skewt__w1000_r5": 1.0860441143551194,19966"aparch11__t__w1000_r5": 1.026804502204413,19967"arch5__ged__w1000_r5": 0.9932334785488186,19968"arch5__normal__w1000_r5": 0.9864118628496842,19969"arch5__skewt__w1000_r5": 1.0179601929413369,19970"arch5__t__w1000_r5": 1.009705232011464,19971"avgarch11__ged__w1000_r5": 1.0727458439634834,19972"avgarch11__normal__w1000_r5": 1.0471824956992424,19973"avgarch11__skewt__w1000_r5": 1.114450703415265,19974"avgarch11__t__w1000_r5": 1.1080504773915962,19975"cgarch11__ged__w1000_r5": 1.0891275270539993,19976"cgarch11__normal__w1000_r5": 1.0691734359741716,19977"cgarch11__skewt__w1000_r5": 1.104958717727803,19978"cgarch11__t__w1000_r5": 1.1230269540832691,19979"constvar__normal__w1000_r5": 1.2996357787465238,19980"egarch11__ged__w1000_r5": 8.551483015036972e+200,19981"egarch11__normal__w1000_r5": 3.759013360930036e+23,19982"egarch11__skewt__w1000_r5": 3.951946520850407e+269,19983"egarch11__t__w1000_r5": 6.732351063672109e+270,19984"ewma094__normal__w1000_r5": 1.2799788043848355,19985"figarch11__ged__w1000_r5": 1.0746983913667878,19986"figarch11__normal__w1000_r5": 1.0703144161215061,19987"figarch11__skewt__w1000_r5": 1.0748788024061708,19988"figarch11__t__w1000_r5": 1.0514835531635136,19989"garch11__ged__w1000_r5": 1.0057827031068451,19990"garch11__normal__w1000_r5": 1.0,19991"garch11__skewt__w1000_r5": 1.0310239412121252,19992"garch11__t__w1000_r5": 1.0175848538626229,19993"garch12__ged__w1000_r5": 1.0194077214821884,19994"garch12__normal__w1000_r5": 1.0127331094893752,19995"garch12__skewt__w1000_r5": 1.0468750671386264,19996"garch12__t__w1000_r5": 1.0347590011370698,19997"garch21__ged__w1000_r5": 1.0059205221950305,19998"garch21__normal__w1000_r5": 1.0001548264662947,19999"garch21__skewt__w1000_r5": 1.0311522534460418,20000"garch21__t__w1000_r5": 1.0177355147019442,20001"garchm11__ged__w1000_r5": 8055.112186579375,20002"garchm11__normal__w1000_r5": 16003526.640092699,20003"garchm11__skewt__w1000_r5": 131.92081098733888,20004"garchm11__t__w1000_r5": 36.87579393112185,20005"garchx_rv11__normal__w1000_r5": 0.8442924545325321,20006"garchx_rv11__t__w1000_r5": 0.8479468483684843,20007"gas_t11__t__w1000_r5": 1.0161346368685649,20008"gjr11__ged__w1000_r5": 1.0006450777430214,20009"gjr11__normal__w1000_r5": 1.002642166765495,20010"gjr11__skewt__w1000_r5": 1.0054438625789905,20011"gjr11__t__w1000_r5": 0.9912190353979541,20012"har_rv__empirical__w1000_r5": 28.109989385153444,20013"heavy11__normal__w1000_r5": 0.8558238218915961,20014"heavy11__t__w1000_r5": 0.851554109499491,20015"histvar22__empirical__w1000_r5": 1.5665054710704485,20016"histvar252__empirical__w1000_r5": 1.3441660279907952,20017"histvar66__empirical__w1000_r5": 1.450901601896989,20018"igarch11__ged__w1000_r5": 1.370652613309126,20019"igarch11__normal__w1000_r5": 1.3645352370729749,20020"igarch11__skewt__w1000_r5": 1.3893259068232606,20021"igarch11__t__w1000_r5": 1.388803463352011,20022"loghar_rv__empirical__w1000_r5": 1.1656551446992267,20023"msgarch2__normal__w1000_r5": 1.238773839079425,20024"msgarch2__t__w1000_r5": 1.7945935779455227,20025"nagarch11__ged__w1000_r5": 1.010060795446656,20026"nagarch11__normal__w1000_r5": 1.0105123870462371,20027"nagarch11__skewt__w1000_r5": 1.0248724189382925,20028"nagarch11__t__w1000_r5": 1.0102624006102838,20029"qgarch11__ged__w1000_r5": 1.0098496449705856,20030"qgarch11__normal__w1000_r5": 1.0039592276071294,20031"qgarch11__skewt__w1000_r5": 1.035842233163602,20032"qgarch11__t__w1000_r5": 1.0210731759366214,20033"realgarch11__normal__w1000_r5": 1.2501832203512901,20034"realgarch11__t__w1000_r5": 1.1683430181398726,20035"rm2006__normal__w1000_r5": 1.092849925371898,20036"rm_rw__empirical__w1000_r5": 1.1544698859221738,20037"tarch11__ged__w1000_r5": 1.0680905032204677,20038"tarch11__normal__w1000_r5": 1.0325752877275831,20039"tarch11__skewt__w1000_r5": 1.1209028856159478,20040"tarch11__t__w1000_r5": 1.127797045848948620041},20042"rv5ss_on|mse|22": {20043"aparch11__ged__w1000_r5": 1.050478619575386,20044"aparch11__normal__w1000_r5": 1.0569425538795423,20045"aparch11__skewt__w1000_r5": 1.0436179929758922,20046"aparch11__t__w1000_r5": 0.9923788573614843,20047"arch5__ged__w1000_r5": 1.0226818372140003,20048"arch5__normal__w1000_r5": 1.0253682537807882,20049"arch5__skewt__w1000_r5": 1.0277252438357887,20050"arch5__t__w1000_r5": 1.026327402286765,20051"avgarch11__ged__w1000_r5": 1.0132962981919358,20052"avgarch11__normal__w1000_r5": 1.0095921063193083,20053"avgarch11__skewt__w1000_r5": 1.020803917032583,20054"avgarch11__t__w1000_r5": 1.0200168502565528,20055"cgarch11__ged__w1000_r5": 1.0896071676090802,20056"cgarch11__normal__w1000_r5": 1.0735970279511633,20057"cgarch11__skewt__w1000_r5": 1.11152970373888,20058"cgarch11__t__w1000_r5": 1.1284122297072892,20059"constvar__normal__w1000_r5": 1.0888163501404584,20060"egarch11__ged__w1000_r5": 2.675468468521154e+288,20061"egarch11__normal__w1000_r5": 1.8127469170997779e+50,20062"egarch11__skewt__w1000_r5": 3.318462219709517e+273,20063"egarch11__t__w1000_r5": 1.55098620777134e+290,20064"ewma094__normal__w1000_r5": 1.6404837743904583,20065"figarch11__ged__w1000_r5": 1.0996554034810597,20066"figarch11__normal__w1000_r5": 1.1107238713587406,20067"figarch11__skewt__w1000_r5": 1.0990041015669871,20068"figarch11__t__w1000_r5": 1.0794496377308145,20069"garch11__ged__w1000_r5": 0.9965590537117552,20070"garch11__normal__w1000_r5": 1.0,20071"garch11__skewt__w1000_r5": 1.0006629816530022,20072"garch11__t__w1000_r5": 0.9972100922578254,20073"garch12__ged__w1000_r5": 1.0043136061369538,20074"garch12__normal__w1000_r5": 1.006374530712823,20075"garch12__skewt__w1000_r5": 1.01260415105688,20076"garch12__t__w1000_r5": 1.007476546294731,20077"garch21__ged__w1000_r5": 0.9966892634180262,20078"garch21__normal__w1000_r5": 1.0001724756757704,20079"garch21__skewt__w1000_r5": 1.0008060323637398,20080"garch21__t__w1000_r5": 0.9973853949650678,20081"garchm11__ged__w1000_r5": 1441.9411629073943,20082"garchm11__normal__w1000_r5": 2756599.0553409075,20083"garchm11__skewt__w1000_r5": 24.784759474759323,20084"garchm11__t__w1000_r5": 8.224310365615203,20085"garchx_rv11__normal__w1000_r5": 1.1490549091682416,20086"garchx_rv11__t__w1000_r5": 1.1931387623870575,20087"gas_t11__t__w1000_r5": 0.9999727899189093,20088"gjr11__ged__w1000_r5": 0.9920574089215108,20089"gjr11__normal__w1000_r5": 0.9970656136196656,20090"gjr11__skewt__w1000_r5": 0.9912366867105931,20091"gjr11__t__w1000_r5": 0.9894512698413646,20092"har_rv__empirical__w1000_r5": 3.017934079517151,20093"heavy11__normal__w1000_r5": 1.2531555253559978,20094"heavy11__t__w1000_r5": 1.2170164564042025,20095"histvar22__empirical__w1000_r5": 2.0538029974970886,20096"histvar252__empirical__w1000_r5": 1.2049130658091174,20097"histvar66__empirical__w1000_r5": 1.5231825897526416,20098"igarch11__ged__w1000_r5": 2.000331943288449,20099"igarch11__normal__w1000_r5": 2.0551428562538834,20100"igarch11__skewt__w1000_r5": 1.8893778894503988,20101"igarch11__t__w1000_r5": 1.9310242375445636,20102"loghar_rv__empirical__w1000_r5": 1.0863434939850245,20103"msgarch2__normal__w1000_r5": 1.232168968689194,20104"msgarch2__t__w1000_r5": 2.6214200692394654,20105"nagarch11__ged__w1000_r5": 0.9922507376426979,20106"nagarch11__normal__w1000_r5": 1.000242839189415,20107"nagarch11__skewt__w1000_r5": 0.9897040939246639,20108"nagarch11__t__w1000_r5": 0.9884294900587219,20109"qgarch11__ged__w1000_r5": 0.9953243305872255,20110"qgarch11__normal__w1000_r5": 0.9983973474583283,20111"qgarch11__skewt__w1000_r5": 0.9977651924996711,20112"qgarch11__t__w1000_r5": 0.9954675925455674,20113"realgarch11__normal__w1000_r5": 1.323982382722,20114"realgarch11__t__w1000_r5": 1.1831703802588924,20115"rm2006__normal__w1000_r5": 1.3549934473573888,20116"rm_rw__empirical__w1000_r5": 2.9240422158077117,20117"tarch11__ged__w1000_r5": 1.0115088349388002,20118"tarch11__normal__w1000_r5": 1.0069039331497582,20119"tarch11__skewt__w1000_r5": 1.0276303499214958,20120"tarch11__t__w1000_r5": 1.025757662622238220121},20122"rv5ss_on|mae|1": {20123"aparch11__ged__w1000_r5": 1.0289744628304698,20124"aparch11__normal__w1000_r5": 1.0437894143295474,20125"aparch11__skewt__w1000_r5": 1.027886811921531,20126"aparch11__t__w1000_r5": 1.00944505501585,20127"arch5__ged__w1000_r5": 1.0354944473173142,20128"arch5__normal__w1000_r5": 1.048421159261691,20129"arch5__skewt__w1000_r5": 1.0287222211726021,20130"arch5__t__w1000_r5": 1.0288361314505985,20131"avgarch11__ged__w1000_r5": 0.9822498526986395,20132"avgarch11__normal__w1000_r5": 0.9848344442760602,20133"avgarch11__skewt__w1000_r5": 0.993292335755688,20134"avgarch11__t__w1000_r5": 0.9875389096078561,20135"cgarch11__ged__w1000_r5": 1.0294603125445836,20136"cgarch11__normal__w1000_r5": 1.0308308797408376,20137"cgarch11__skewt__w1000_r5": 1.0239063969887157,20138"cgarch11__t__w1000_r5": 1.0300256196572763,20139"constvar__normal__w1000_r5": 1.2946230304981947,20140"egarch11__ged__w1000_r5": 505006702.26605135,20141"egarch11__normal__w1000_r5": 445.6007899607207,20142"egarch11__skewt__w1000_r5": 1.6633478329086088e+134,20143"egarch11__t__w1000_r5": 29956212324.002293,20144"ewma094__normal__w1000_r5": 1.194644679208759,20145"figarch11__ged__w1000_r5": 1.0840388356029533,20146"figarch11__normal__w1000_r5": 1.0863399568242518,20147"figarch11__skewt__w1000_r5": 1.087267323143176,20148"figarch11__t__w1000_r5": 1.0848599120336713,20149"garch11__ged__w1000_r5": 0.9916798984366664,20150"garch11__normal__w1000_r5": 1.0,20151"garch11__skewt__w1000_r5": 0.9947802536995827,20152"garch11__t__w1000_r5": 0.9886868168011412,20153"garch12__ged__w1000_r5": 1.0006713066717243,20154"garch12__normal__w1000_r5": 1.0065870036913045,20155"garch12__skewt__w1000_r5": 1.005489343197895,20156"garch12__t__w1000_r5": 1.0017765688401532,20157"garch21__ged__w1000_r5": 0.9916610377116317,20158"garch21__normal__w1000_r5": 0.9999826891874174,20159"garch21__skewt__w1000_r5": 0.99474456426707,20160"garch21__t__w1000_r5": 0.9886956654560849,20161"garchm11__ged__w1000_r5": 13.198985757295183,20162"garchm11__normal__w1000_r5": 525.8614962390571,20163"garchm11__skewt__w1000_r5": 2.8760100182150294,20164"garchm11__t__w1000_r5": 2.0852677192383173,20165"garchx_rv11__normal__w1000_r5": 0.9721111916288243,20166"garchx_rv11__t__w1000_r5": 0.9598886183794156,20167"gas_t11__t__w1000_r5": 0.9700831536303406,20168"gjr11__ged__w1000_r5": 0.9771550875220679,20169"gjr11__normal__w1000_r5": 0.9883192637370708,20170"gjr11__skewt__w1000_r5": 0.9669140272462511,20171"gjr11__t__w1000_r5": 0.9579440876335826,20172"har_rv__empirical__w1000_r5": 1.3535396713301462,20173"heavy11__normal__w1000_r5": 0.9840795014577611,20174"heavy11__t__w1000_r5": 0.9670485029943872,20175"histvar22__empirical__w1000_r5": 1.202500620398465,20176"histvar252__empirical__w1000_r5": 1.4059339876858874,20177"histvar66__empirical__w1000_r5": 1.3167755504787255,20178"igarch11__ged__w1000_r5": 1.1727088277832889,20179"igarch11__normal__w1000_r5": 1.1616677496058496,20180"igarch11__skewt__w1000_r5": 1.1949084915245085,20181"igarch11__t__w1000_r5": 1.188688622109423,20182"loghar_rv__empirical__w1000_r5": 0.9500776972664692,20183"msgarch2__normal__w1000_r5": 1.0825305907375007,20184"msgarch2__t__w1000_r5": 1.103230008532798,20185"nagarch11__ged__w1000_r5": 0.9779122405384538,20186"nagarch11__normal__w1000_r5": 0.9843800133917808,20187"nagarch11__skewt__w1000_r5": 0.9770591466953386,20188"nagarch11__t__w1000_r5": 0.9692720914905559,20189"qgarch11__ged__w1000_r5": 0.9874897904416838,20190"qgarch11__normal__w1000_r5": 0.9937796133278104,20191"qgarch11__skewt__w1000_r5": 0.9943095022895567,20192"qgarch11__t__w1000_r5": 0.9854171807638459,20193"realgarch11__normal__w1000_r5": 1.0402237530671572,20194"realgarch11__t__w1000_r5": 1.0265972764703506,20195"rm2006__normal__w1000_r5": 1.1653621944837909,20196"rm_rw__empirical__w1000_r5": 1.0772367433534613,20197"tarch11__ged__w1000_r5": 0.9636225851769501,20198"tarch11__normal__w1000_r5": 0.9649952078858751,20199"tarch11__skewt__w1000_r5": 0.9648544273134577,20200"tarch11__t__w1000_r5": 0.961214269659325320201},20202"rv5ss_on|mae|5": {20203"aparch11__ged__w1000_r5": 1.0209014437315467,20204"aparch11__normal__w1000_r5": 1.0342242639049457,20205"aparch11__skewt__w1000_r5": 1.0239054838547337,20206"aparch11__t__w1000_r5": 0.9984845119644172,20207"arch5__ged__w1000_r5": 1.0860039066224934,20208"arch5__normal__w1000_r5": 1.1016268767488469,20209"arch5__skewt__w1000_r5": 1.0742338127906512,20210"arch5__t__w1000_r5": 1.0779744977164945,20211"avgarch11__ged__w1000_r5": 0.9823291092744824,20212"avgarch11__normal__w1000_r5": 0.9935965699262699,20213"avgarch11__skewt__w1000_r5": 0.9893763290850052,20214"avgarch11__t__w1000_r5": 0.9850116018386442,20215"cgarch11__ged__w1000_r5": 1.0361826094950397,20216"cgarch11__normal__w1000_r5": 1.0405263940217548,20217"cgarch11__skewt__w1000_r5": 1.0266866915016262,20218"cgarch11__t__w1000_r5": 1.0413692911032488,20219"constvar__normal__w1000_r5": 1.3599973458267849,20220"egarch11__ged__w1000_r5": 1.5492774674813512e+220,20221"egarch11__normal__w1000_r5": 69908764761.59343,20222"egarch11__skewt__w1000_r5": 2.1975591100106723e+281,20223"egarch11__t__w1000_r5": 2.0090743657007915e+205,20224"ewma094__normal__w1000_r5": 1.2271279703662943,20225"figarch11__ged__w1000_r5": 1.1279489490589918,20226"figarch11__normal__w1000_r5": 1.1341577092750894,20227"figarch11__skewt__w1000_r5": 1.121359999874442,20228"figarch11__t__w1000_r5": 1.1199465091914305,20229"garch11__ged__w1000_r5": 0.9892633821388691,20230"garch11__normal__w1000_r5": 1.0,20231"garch11__skewt__w1000_r5": 0.9898914822284984,20232"garch11__t__w1000_r5": 0.9851259550818036,20233"garch12__ged__w1000_r5": 0.9960160643395466,20234"garch12__normal__w1000_r5": 1.0045407740100931,20235"garch12__skewt__w1000_r5": 0.9968675528881812,20236"garch12__t__w1000_r5": 0.9947476829272731,20237"garch21__ged__w1000_r5": 0.9895305370321363,20238"garch21__normal__w1000_r5": 1.0005002975763602,20239"garch21__skewt__w1000_r5": 0.9903367935980386,20240"garch21__t__w1000_r5": 0.9856598180560084,20241"garchm11__ged__w1000_r5": 10.903250831699934,20242"garchm11__normal__w1000_r5": 423.2265698125313,20243"garchm11__skewt__w1000_r5": 2.4909912605865348,20244"garchm11__t__w1000_r5": 1.8578037313132396,20245"garchx_rv11__normal__w1000_r5": 1.0048366119120726,20246"garchx_rv11__t__w1000_r5": 0.9897044137779122,20247"gas_t11__t__w1000_r5": 0.965819369150981,20248"gjr11__ged__w1000_r5": 0.9738017055671699,20249"gjr11__normal__w1000_r5": 0.9876529479954869,20250"gjr11__skewt__w1000_r5": 0.961568740557269,20251"gjr11__t__w1000_r5": 0.9538639745963203,20252"har_rv__empirical__w1000_r5": 2.2034719848412863,20253"heavy11__normal__w1000_r5": 1.0118739884920347,20254"heavy11__t__w1000_r5": 0.9958161111676193,20255"histvar22__empirical__w1000_r5": 1.2622613749443672,20256"histvar252__empirical__w1000_r5": 1.5061484601833688,20257"histvar66__empirical__w1000_r5": 1.3521066918407398,20258"igarch11__ged__w1000_r5": 1.2379884410571136,20259"igarch11__normal__w1000_r5": 1.2279689379982484,20260"igarch11__skewt__w1000_r5": 1.258631022413623,20261"igarch11__t__w1000_r5": 1.2540712142018664,20262"loghar_rv__empirical__w1000_r5": 0.9681859622294948,20263"msgarch2__normal__w1000_r5": 1.1023147751454743,20264"msgarch2__t__w1000_r5": 1.221028714166488,20265"nagarch11__ged__w1000_r5": 0.9729961740742306,20266"nagarch11__normal__w1000_r5": 0.982451832250048,20267"nagarch11__skewt__w1000_r5": 0.9695339214476626,20268"nagarch11__t__w1000_r5": 0.9630537369055314,20269"qgarch11__ged__w1000_r5": 0.9828111884566729,20270"qgarch11__normal__w1000_r5": 0.9920864546956571,20271"qgarch11__skewt__w1000_r5": 0.9866774250230936,20272"qgarch11__t__w1000_r5": 0.9794328901357616,20273"realgarch11__normal__w1000_r5": 1.0786702281728562,20274"realgarch11__t__w1000_r5": 1.0577893338607909,20275"rm2006__normal__w1000_r5": 1.1846667244821747,20276"rm_rw__empirical__w1000_r5": 1.1955673985948747,20277"tarch11__ged__w1000_r5": 0.9604294570307399,20278"tarch11__normal__w1000_r5": 0.9706583115645686,20279"tarch11__skewt__w1000_r5": 0.9628402319220981,20280"tarch11__t__w1000_r5": 0.958984142028114420281},20282"rv5ss_on|mae|22": {20283"aparch11__ged__w1000_r5": 1.004022733759348,20284"aparch11__normal__w1000_r5": 1.0152191094843626,20285"aparch11__skewt__w1000_r5": 1.0102306741088558,20286"aparch11__t__w1000_r5": 0.9764279410463328,20287"arch5__ged__w1000_r5": 1.191188224826374,20288"arch5__normal__w1000_r5": 1.2109505494764636,20289"arch5__skewt__w1000_r5": 1.1888709335138077,20290"arch5__t__w1000_r5": 1.1906202403263302,20291"avgarch11__ged__w1000_r5": 0.9773248099718544,20292"avgarch11__normal__w1000_r5": 1.005501900040019,20293"avgarch11__skewt__w1000_r5": 0.9811636905687107,20294"avgarch11__t__w1000_r5": 0.9775576499167753,20295"cgarch11__ged__w1000_r5": 1.1090795341517015,20296"cgarch11__normal__w1000_r5": 1.1076940562318303,20297"cgarch11__skewt__w1000_r5": 1.1238322169598471,20298"cgarch11__t__w1000_r5": 1.1340290210227846,20299"constvar__normal__w1000_r5": 1.4158949277863628,20300"egarch11__ged__w1000_r5": 3.2151278204871194e+266,20301"egarch11__normal__w1000_r5": 1.2632936693735598e+24,20302"egarch11__skewt__w1000_r5": 5.2488145709240565e+280,20303"egarch11__t__w1000_r5": 3.4440296824810936e+261,20304"ewma094__normal__w1000_r5": 1.358647787503548,20305"figarch11__ged__w1000_r5": 1.2718016527932268,20306"figarch11__normal__w1000_r5": 1.279339298717879,20307"figarch11__skewt__w1000_r5": 1.271714440366584,20308"figarch11__t__w1000_r5": 1.2722803858632592,20309"garch11__ged__w1000_r5": 0.9833697097892328,20310"garch11__normal__w1000_r5": 1.0,20311"garch11__skewt__w1000_r5": 0.9870356734399395,20312"garch11__t__w1000_r5": 0.9809015976500197,20313"garch12__ged__w1000_r5": 0.9886740290453012,20314"garch12__normal__w1000_r5": 1.00334475361402,20315"garch12__skewt__w1000_r5": 0.9929402130553786,20316"garch12__t__w1000_r5": 0.9879886690669032,20317"garch21__ged__w1000_r5": 0.983702226186557,20318"garch21__normal__w1000_r5": 1.0002790693282861,20319"garch21__skewt__w1000_r5": 0.9875516498931431,20320"garch21__t__w1000_r5": 0.9817202608251533,20321"garchm11__ged__w1000_r5": 4.753796441989483,20322"garchm11__normal__w1000_r5": 156.70494153215574,20323"garchm11__skewt__w1000_r5": 1.5938415529973613,20324"garchm11__t__w1000_r5": 1.3519497390994826,20325"garchx_rv11__normal__w1000_r5": 1.1880280300893993,20326"garchx_rv11__t__w1000_r5": 1.187546996123844,20327"gas_t11__t__w1000_r5": 0.9687601196520232,20328"gjr11__ged__w1000_r5": 0.9539349421831285,20329"gjr11__normal__w1000_r5": 0.9653200479856144,20330"gjr11__skewt__w1000_r5": 0.9570931775662629,20331"gjr11__t__w1000_r5": 0.9466710051118784,20332"har_rv__empirical__w1000_r5": 1.3949868268585957,20333"heavy11__normal__w1000_r5": 1.2288250570150774,20334"heavy11__t__w1000_r5": 1.201990409458266,20335"histvar22__empirical__w1000_r5": 1.3944519468996883,20336"histvar252__empirical__w1000_r5": 1.6094218043228072,20337"histvar66__empirical__w1000_r5": 1.4510185652140049,20338"igarch11__ged__w1000_r5": 1.4949265446371733,20339"igarch11__normal__w1000_r5": 1.4885149847868957,20340"igarch11__skewt__w1000_r5": 1.5006026912663428,20341"igarch11__t__w1000_r5": 1.509002562132026,20342"loghar_rv__empirical__w1000_r5": 1.3082897870575183,20343"msgarch2__normal__w1000_r5": 1.2001685422043853,20344"msgarch2__t__w1000_r5": 1.5453527965988387,20345"nagarch11__ged__w1000_r5": 0.9390549561819869,20346"nagarch11__normal__w1000_r5": 0.9509528235413122,20347"nagarch11__skewt__w1000_r5": 0.9409521249842029,20348"nagarch11__t__w1000_r5": 0.9295612511892151,20349"qgarch11__ged__w1000_r5": 0.9660276459213434,20350"qgarch11__normal__w1000_r5": 0.9785463858058473,20351"qgarch11__skewt__w1000_r5": 0.9747517511480371,20352"qgarch11__t__w1000_r5": 0.9628396535431326,20353"realgarch11__normal__w1000_r5": 1.1194781846601567,20354"realgarch11__t__w1000_r5": 1.1076077444181174,20355"rm2006__normal__w1000_r5": 1.3160303874839558,20356"rm_rw__empirical__w1000_r5": 1.5782031758048842,20357"tarch11__ged__w1000_r5": 0.9423784788890587,20358"tarch11__normal__w1000_r5": 0.9694265425029938,20359"tarch11__skewt__w1000_r5": 0.9504539483062721,20360"tarch11__t__w1000_r5": 0.942266844942803820361},20362"rv5ss_on|mse_sd|1": {20363"aparch11__ged__w1000_r5": 1.0564120470705594,20364"aparch11__normal__w1000_r5": 1.0988545523873223,20365"aparch11__skewt__w1000_r5": 1.0768207855733163,20366"aparch11__t__w1000_r5": 1.0340982399886793,20367"arch5__ged__w1000_r5": 1.032837824589623,20368"arch5__normal__w1000_r5": 1.045389471612735,20369"arch5__skewt__w1000_r5": 1.0372744051138818,20370"arch5__t__w1000_r5": 1.0301471824066355,20371"avgarch11__ged__w1000_r5": 1.0168752693378806,20372"avgarch11__normal__w1000_r5": 1.0090025701952283,20373"avgarch11__skewt__w1000_r5": 1.0638336182409327,20374"avgarch11__t__w1000_r5": 1.0440175554311202,20375"cgarch11__ged__w1000_r5": 1.0315993480000034,20376"cgarch11__normal__w1000_r5": 1.0259729513228462,20377"cgarch11__skewt__w1000_r5": 1.0454983667346127,20378"cgarch11__t__w1000_r5": 1.0455568490085883,20379"constvar__normal__w1000_r5": 1.851428099363471,20380"egarch11__ged__w1000_r5": 1598244818.3309953,20381"egarch11__normal__w1000_r5": 1395.890861946462,20382"egarch11__skewt__w1000_r5": 5.817337974169567e+134,20383"egarch11__t__w1000_r5": 94862601896.64876,20384"ewma094__normal__w1000_r5": 1.3624802357965826,20385"figarch11__ged__w1000_r5": 1.0889292772006107,20386"figarch11__normal__w1000_r5": 1.0906307630070744,20387"figarch11__skewt__w1000_r5": 1.1017801796656157,20388"figarch11__t__w1000_r5": 1.0953951282112395,20389"garch11__ged__w1000_r5": 0.9932597059098656,20390"garch11__normal__w1000_r5": 1.0,20391"garch11__skewt__w1000_r5": 1.012762848174253,20392"garch11__t__w1000_r5": 0.9934943819556127,20393"garch12__ged__w1000_r5": 1.005013177254602,20394"garch12__normal__w1000_r5": 1.0095562712446058,20395"garch12__skewt__w1000_r5": 1.0242476340810178,20396"garch12__t__w1000_r5": 1.0109571398020323,20397"garch21__ged__w1000_r5": 0.9932904662267953,20398"garch21__normal__w1000_r5": 0.9999763089809145,20399"garch21__skewt__w1000_r5": 1.0129372907904919,20400"garch21__t__w1000_r5": 0.9936938711699403,20401"garchm11__ged__w1000_r5": 35.92780517000841,20402"garchm11__normal__w1000_r5": 1641.0304683494257,20403"garchm11__skewt__w1000_r5": 5.560577698331832,20404"garchm11__t__w1000_r5": 3.4554657770013857,20405"garchx_rv11__normal__w1000_r5": 0.9227132285306023,20406"garchx_rv11__t__w1000_r5": 0.9142752916115383,20407"gas_t11__t__w1000_r5": 0.9795883734011557,20408"gjr11__ged__w1000_r5": 0.9839692996412638,20409"gjr11__normal__w1000_r5": 0.998075142243408,20410"gjr11__skewt__w1000_r5": 0.9830174101933026,20411"gjr11__t__w1000_r5": 0.9596211012765548,20412"har_rv__empirical__w1000_r5": 1.7055592437454972,20413"heavy11__normal__w1000_r5": 0.9372946064778882,20414"heavy11__t__w1000_r5": 0.921759898098403,20415"histvar22__empirical__w1000_r5": 1.4456067702430524,20416"histvar252__empirical__w1000_r5": 2.0890384282712806,20417"histvar66__empirical__w1000_r5": 1.8171832330186646,20418"igarch11__ged__w1000_r5": 1.2802368134422817,20419"igarch11__normal__w1000_r5": 1.2601326253596816,20420"igarch11__skewt__w1000_r5": 1.3313951833439992,20421"igarch11__t__w1000_r5": 1.3130999581959657,20422"loghar_rv__empirical__w1000_r5": 1.014322068786556,20423"msgarch2__normal__w1000_r5": 1.1143149973723678,20424"msgarch2__t__w1000_r5": 1.1446805403708058,20425"nagarch11__ged__w1000_r5": 0.9890073840220408,20426"nagarch11__normal__w1000_r5": 1.0114562945064867,20427"nagarch11__skewt__w1000_r5": 1.0047915421355396,20428"nagarch11__t__w1000_r5": 0.9803853587488585,20429"qgarch11__ged__w1000_r5": 0.993950131543994,20430"qgarch11__normal__w1000_r5": 1.0011431751711086,20431"qgarch11__skewt__w1000_r5": 1.0202252902128186,20432"qgarch11__t__w1000_r5": 0.9943519720133938,20433"realgarch11__normal__w1000_r5": 1.0799330950304242,20434"realgarch11__t__w1000_r5": 1.0614632113553828,20435"rm2006__normal__w1000_r5": 1.2493914121038794,20436"rm_rw__empirical__w1000_r5": 1.1570415038730695,20437"tarch11__ged__w1000_r5": 0.9989373055357869,20438"tarch11__normal__w1000_r5": 0.9653671391519799,20439"tarch11__skewt__w1000_r5": 1.024607862006103,20440"tarch11__t__w1000_r5": 1.02423287343257220441},20442"rv5ss_on|mse_sd|5": {20443"aparch11__ged__w1000_r5": 1.0295290434429563,20444"aparch11__normal__w1000_r5": 1.094739374985627,20445"aparch11__skewt__w1000_r5": 1.050607408451857,20446"aparch11__t__w1000_r5": 0.9987646696682064,20447"arch5__ged__w1000_r5": 1.061927777490809,20448"arch5__normal__w1000_r5": 1.0719496312764882,20449"arch5__skewt__w1000_r5": 1.069245892015054,20450"arch5__t__w1000_r5": 1.0630983678711754,20451"avgarch11__ged__w1000_r5": 1.0436924344007819,20452"avgarch11__normal__w1000_r5": 1.0364989158205058,20453"avgarch11__skewt__w1000_r5": 1.0802955514099137,20454"avgarch11__t__w1000_r5": 1.0710248388415164,20455"cgarch11__ged__w1000_r5": 1.067652286296313,20456"cgarch11__normal__w1000_r5": 1.059365461971184,20457"cgarch11__skewt__w1000_r5": 1.0849490497282503,20458"cgarch11__t__w1000_r5": 1.0935204456264154,20459"constvar__normal__w1000_r5": 1.7784566163708442,20460"egarch11__ged__w1000_r5": 4.739973412382029e+220,20461"egarch11__normal__w1000_r5": 214125594317.8118,20462"egarch11__skewt__w1000_r5": 9.048040888668179e+281,20463"egarch11__t__w1000_r5": 6.076209973267923e+205,20464"ewma094__normal__w1000_r5": 1.3605854155809225,20465"figarch11__ged__w1000_r5": 1.140154386018536,20466"figarch11__normal__w1000_r5": 1.1467852855968208,20467"figarch11__skewt__w1000_r5": 1.132414282016543,20468"figarch11__t__w1000_r5": 1.1191052458066109,20469"garch11__ged__w1000_r5": 0.991669072733034,20470"garch11__normal__w1000_r5": 1.0,20471"garch11__skewt__w1000_r5": 1.007535404794232,20472"garch11__t__w1000_r5": 0.991496598708412,20473"garch12__ged__w1000_r5": 0.9953070394708118,20474"garch12__normal__w1000_r5": 1.0029015598716093,20475"garch12__skewt__w1000_r5": 1.013470623285674,20476"garch12__t__w1000_r5": 1.000068326751539,20477"garch21__ged__w1000_r5": 0.9922277861749604,20478"garch21__normal__w1000_r5": 1.000822372068736,20479"garch21__skewt__w1000_r5": 1.0082817056334508,20480"garch21__t__w1000_r5": 0.9923564897220923,20481"garchm11__ged__w1000_r5": 27.92184775197382,20482"garchm11__normal__w1000_r5": 1273.1547957122398,20483"garchm11__skewt__w1000_r5": 4.41273292652756,20484"garchm11__t__w1000_r5": 2.848472095094345,20485"garchx_rv11__normal__w1000_r5": 0.9124651426409137,20486"garchx_rv11__t__w1000_r5": 0.9039016032641327,20487"gas_t11__t__w1000_r5": 1.0021022907097288,20488"gjr11__ged__w1000_r5": 0.9850598321088752,20489"gjr11__normal__w1000_r5": 1.0023628706563361,20490"gjr11__skewt__w1000_r5": 0.9832294349585339,20491"gjr11__t__w1000_r5": 0.9638307830686569,20492"har_rv__empirical__w1000_r5": 3.4671270336293456,20493"heavy11__normal__w1000_r5": 0.9286581051565913,20494"heavy11__t__w1000_r5": 0.9102135527012744,20495"histvar22__empirical__w1000_r5": 1.4698309743657254,20496"histvar252__empirical__w1000_r5": 2.1000939984933185,20497"histvar66__empirical__w1000_r5": 1.8356322224269994,20498"igarch11__ged__w1000_r5": 1.3443479650015078,20499"igarch11__normal__w1000_r5": 1.3282320425732144,20500"igarch11__skewt__w1000_r5": 1.3874012598168675,20501"igarch11__t__w1000_r5": 1.3725132442563837,20502"loghar_rv__empirical__w1000_r5": 1.096498832995373,20503"msgarch2__normal__w1000_r5": 1.1781629923090817,20504"msgarch2__t__w1000_r5": 1.3670801121239602,20505"nagarch11__ged__w1000_r5": 0.9854978527944732,20506"nagarch11__normal__w1000_r5": 1.021978249182953,20507"nagarch11__skewt__w1000_r5": 0.9942710217636187,20508"nagarch11__t__w1000_r5": 0.9740241594750491,20509"qgarch11__ged__w1000_r5": 0.9916704717935746,20510"qgarch11__normal__w1000_r5": 1.0029153256589234,20511"qgarch11__skewt__w1000_r5": 1.010054595454871,20512"qgarch11__t__w1000_r5": 0.9891378890989687,20513"realgarch11__normal__w1000_r5": 1.119372969651334,20514"realgarch11__t__w1000_r5": 1.090571249415414,20515"rm2006__normal__w1000_r5": 1.2186266510294133,20516"rm_rw__empirical__w1000_r5": 1.1344729711886425,20517"tarch11__ged__w1000_r5": 1.0301094941556075,20518"tarch11__normal__w1000_r5": 1.0021032542181305,20519"tarch11__skewt__w1000_r5": 1.0855620032066424,20520"tarch11__t__w1000_r5": 1.0830554062391820521},20522"rv5ss_on|mse_sd|22": {20523"aparch11__ged__w1000_r5": 1.0121619259155465,20524"aparch11__normal__w1000_r5": 1.042094331324152,20525"aparch11__skewt__w1000_r5": 1.0173174993719012,20526"aparch11__t__w1000_r5": 0.9794642436776896,20527"arch5__ged__w1000_r5": 1.136885490910981,20528"arch5__normal__w1000_r5": 1.1458622049974574,20529"arch5__skewt__w1000_r5": 1.1455445598768188,20530"arch5__t__w1000_r5": 1.141333576201153,20531"avgarch11__ged__w1000_r5": 1.0152368241920893,20532"avgarch11__normal__w1000_r5": 1.0207150882799565,20533"avgarch11__skewt__w1000_r5": 1.02459723566634,20534"avgarch11__t__w1000_r5": 1.0231444133915282,20535"cgarch11__ged__w1000_r5": 1.0923360932964363,20536"cgarch11__normal__w1000_r5": 1.085147978875038,20537"cgarch11__skewt__w1000_r5": 1.121904757588792,20538"cgarch11__t__w1000_r5": 1.1250850861908026,20539"constvar__normal__w1000_r5": 1.398616840936756,20540"egarch11__ged__w1000_r5": 7.662212801635359e+266,20541"egarch11__normal__w1000_r5": 3.0146473697299415e+24,20542"egarch11__skewt__w1000_r5": 1.3539929309033193e+281,20543"egarch11__t__w1000_r5": 8.08941413530624e+261,20544"ewma094__normal__w1000_r5": 1.4859495383781767,20545"figarch11__ged__w1000_r5": 1.2074674877146452,20546"figarch11__normal__w1000_r5": 1.2222702040948101,20547"figarch11__skewt__w1000_r5": 1.195329210087559,20548"figarch11__t__w1000_r5": 1.1933661975930545,20549"garch11__ged__w1000_r5": 0.9920542221205563,20550"garch11__normal__w1000_r5": 1.0,20551"garch11__skewt__w1000_r5": 0.999842174415903,20552"garch11__t__w1000_r5": 0.9920584033368832,20553"garch12__ged__w1000_r5": 0.9940093665999923,20554"garch12__normal__w1000_r5": 1.0016095606100366,20555"garch12__skewt__w1000_r5": 1.0048680467353444,20556"garch12__t__w1000_r5": 0.9961398344110508,20557"garch21__ged__w1000_r5": 0.9923812719343776,20558"garch21__normal__w1000_r5": 1.000409865983309,20559"garch21__skewt__w1000_r5": 1.0003631252940146,20560"garch21__t__w1000_r5": 0.9926828694161023,20561"garchm11__ged__w1000_r5": 8.95315395733232,20562"garchm11__normal__w1000_r5": 366.60087820613904,20563"garchm11__skewt__w1000_r5": 2.053207899214152,20564"garchm11__t__w1000_r5": 1.5901161550007183,20565"garchx_rv11__normal__w1000_r5": 1.1112973899030487,20566"garchx_rv11__t__w1000_r5": 1.1114283122496793,20567"gas_t11__t__w1000_r5": 1.0020865889778543,20568"gjr11__ged__w1000_r5": 0.981766253722211,20569"gjr11__normal__w1000_r5": 0.9883053987723983,20570"gjr11__skewt__w1000_r5": 0.9875419096413313,20571"gjr11__t__w1000_r5": 0.9804031716991701,20572"har_rv__empirical__w1000_r5": 1.439081730716711,20573"heavy11__normal__w1000_r5": 1.1504471953720905,20574"heavy11__t__w1000_r5": 1.1213120167780823,20575"histvar22__empirical__w1000_r5": 1.5909879037669798,20576"histvar252__empirical__w1000_r5": 1.7596783848175348,20577"histvar66__empirical__w1000_r5": 1.704007150904386,20578"igarch11__ged__w1000_r5": 1.5400694313425929,20579"igarch11__normal__w1000_r5": 1.5367661675176651,20580"igarch11__skewt__w1000_r5": 1.5427857300088939,20581"igarch11__t__w1000_r5": 1.5464238304334754,20582"loghar_rv__empirical__w1000_r5": 1.2411555573643354,20583"msgarch2__normal__w1000_r5": 1.216852829757518,20584"msgarch2__t__w1000_r5": 1.7173285823107023,20585"nagarch11__ged__w1000_r5": 0.9659690507115807,20586"nagarch11__normal__w1000_r5": 0.9869176433819721,20587"nagarch11__skewt__w1000_r5": 0.9689118496513498,20588"nagarch11__t__w1000_r5": 0.9608430438183276,20589"qgarch11__ged__w1000_r5": 0.9793211146307166,20590"qgarch11__normal__w1000_r5": 0.9873741228360912,20591"qgarch11__skewt__w1000_r5": 0.9873688905675939,20592"qgarch11__t__w1000_r5": 0.9781905477857727,20593"realgarch11__normal__w1000_r5": 1.1233386323878585,20594"realgarch11__t__w1000_r5": 1.1068212594775841,20595"rm2006__normal__w1000_r5": 1.3396693019752204,20596"rm_rw__empirical__w1000_r5": 1.5389288905511571,20597"tarch11__ged__w1000_r5": 0.9984881321426466,20598"tarch11__normal__w1000_r5": 1.0051992915665269,20599"tarch11__skewt__w1000_r5": 1.0324372507100006,20600"tarch11__t__w1000_r5": 1.021264222184597620601},20602"rv5_on|qlike|1": {20603"aparch11__ged__w1000_r5": 0.9640026249921236,20604"aparch11__normal__w1000_r5": 1.1481849310706589,20605"aparch11__skewt__w1000_r5": 0.9606368030537162,20606"aparch11__t__w1000_r5": 0.9575981639915684,20607"arch5__ged__w1000_r5": 1.0731281545396942,20608"arch5__normal__w1000_r5": 1.0827154369894976,20609"arch5__skewt__w1000_r5": 1.0765459314589156,20610"arch5__t__w1000_r5": 1.0675615207956484,20611"avgarch11__ged__w1000_r5": 1.0802574637957698,20612"avgarch11__normal__w1000_r5": 1.0892242195831792,20613"avgarch11__skewt__w1000_r5": 1.085112068736647,20614"avgarch11__t__w1000_r5": 1.0749082992094416,20615"cgarch11__ged__w1000_r5": 0.9680590360297937,20616"cgarch11__normal__w1000_r5": 0.9718157572662258,20617"cgarch11__skewt__w1000_r5": 0.9711558215704887,20618"cgarch11__t__w1000_r5": 0.9665108368677813,20619"constvar__normal__w1000_r5": 2.553907711930227,20620"egarch11__ged__w1000_r5": 3299877.6335555515,20621"egarch11__normal__w1000_r5": 680321.0728943226,20622"egarch11__skewt__w1000_r5": 340854.9366894388,20623"egarch11__t__w1000_r5": 261852.55312819814,20624"ewma094__normal__w1000_r5": 0.9877145847831981,20625"figarch11__ged__w1000_r5": 0.9915048189661204,20626"figarch11__normal__w1000_r5": 0.9937131443565799,20627"figarch11__skewt__w1000_r5": 0.9929290132802736,20628"figarch11__t__w1000_r5": 0.9907175965220477,20629"garch11__ged__w1000_r5": 0.9902905792406141,20630"garch11__normal__w1000_r5": 1.0,20631"garch11__skewt__w1000_r5": 0.98920091806006,20632"garch11__t__w1000_r5": 0.9812332183566581,20633"garch12__ged__w1000_r5": 0.9840866079711239,20634"garch12__normal__w1000_r5": 0.9937239201461165,20635"garch12__skewt__w1000_r5": 0.9996251301952346,20636"garch12__t__w1000_r5": 0.9920777129606629,20637"garch21__ged__w1000_r5": 0.9896928875395277,20638"garch21__normal__w1000_r5": 1.00023669615904,20639"garch21__skewt__w1000_r5": 0.9894366629534502,20640"garch21__t__w1000_r5": 0.9815437157708283,20641"garchm11__ged__w1000_r5": 1.0032922027687294,20642"garchm11__normal__w1000_r5": 1.0203796650043813,20643"garchm11__skewt__w1000_r5": 0.996887855308829,20644"garchm11__t__w1000_r5": 0.9901855904318985,20645"garchx_rv11__normal__w1000_r5": 0.900256206649495,20646"garchx_rv11__t__w1000_r5": 0.9019614354877292,20647"gas_t11__t__w1000_r5": 1.0748045764956706,20648"gjr11__ged__w1000_r5": 1.0026091682836307,20649"gjr11__normal__w1000_r5": 1.0328629522150365,20650"gjr11__skewt__w1000_r5": 0.9968920034760401,20651"gjr11__t__w1000_r5": 0.9842431270526567,20652"har_rv__empirical__w1000_r5": 3245299.335071774,20653"heavy11__normal__w1000_r5": 0.8995169835266915,20654"heavy11__t__w1000_r5": 0.8959991833088673,20655"histvar22__empirical__w1000_r5": 1.050476847058889,20656"histvar252__empirical__w1000_r5": 1.7318088472519022,20657"histvar66__empirical__w1000_r5": 1.1873382951042575,20658"igarch11__ged__w1000_r5": 1.0079617968264172,20659"igarch11__normal__w1000_r5": 1.0100877276436597,20660"igarch11__skewt__w1000_r5": 1.0103688219909523,20661"igarch11__t__w1000_r5": 1.0055852014308888,20662"loghar_rv__empirical__w1000_r5": 0.9543217899797896,20663"msgarch2__normal__w1000_r5": 0.9985950454030079,20664"msgarch2__t__w1000_r5": 0.983085275342709,20665"nagarch11__ged__w1000_r5": 1.0008597801155352,20666"nagarch11__normal__w1000_r5": 1.2361725569902111,20667"nagarch11__skewt__w1000_r5": 0.996526392429096,20668"nagarch11__t__w1000_r5": 0.9847438543906464,20669"qgarch11__ged__w1000_r5": 0.9932396962897225,20670"qgarch11__normal__w1000_r5": 1.01492847122062,20671"qgarch11__skewt__w1000_r5": 0.9877980875222034,20672"qgarch11__t__w1000_r5": 0.9770981940236028,20673"realgarch11__normal__w1000_r5": 0.9879392300075585,20674"realgarch11__t__w1000_r5": 0.9819922228581738,20675"rm2006__normal__w1000_r5": 1.0132187834099182,20676"rm_rw__empirical__w1000_r5": 1.5495384270454073,20677"tarch11__ged__w1000_r5": 1.0991435767512658,20678"tarch11__normal__w1000_r5": 1.0072356205267967,20679"tarch11__skewt__w1000_r5": 1.0431802418494722,20680"tarch11__t__w1000_r5": 1.08268884582676820681},20682"rv5_on|qlike|5": {20683"aparch11__ged__w1000_r5": 0.8593633963945313,20684"aparch11__normal__w1000_r5": 1.286834044163992,20685"aparch11__skewt__w1000_r5": 0.8370180652187543,20686"aparch11__t__w1000_r5": 0.8394544763268064,20687"arch5__ged__w1000_r5": 1.0760182454115734,20688"arch5__normal__w1000_r5": 1.0825968843160327,20689"arch5__skewt__w1000_r5": 1.079669513433205,20690"arch5__t__w1000_r5": 1.0669264654993835,20691"avgarch11__ged__w1000_r5": 1.2163030805800708,20692"avgarch11__normal__w1000_r5": 1.2293262699970837,20693"avgarch11__skewt__w1000_r5": 1.2240699039717722,20694"avgarch11__t__w1000_r5": 1.206901509321568,20695"cgarch11__ged__w1000_r5": 0.9505635374754215,20696"cgarch11__normal__w1000_r5": 0.9576612409408483,20697"cgarch11__skewt__w1000_r5": 0.9576675761513165,20698"cgarch11__t__w1000_r5": 0.9477592867860093,20699"constvar__normal__w1000_r5": 3.042692209766269,20700"egarch11__ged__w1000_r5": 28129950.313510027,20701"egarch11__normal__w1000_r5": 4234090.126682348,20702"egarch11__skewt__w1000_r5": 1999176.3426368632,20703"egarch11__t__w1000_r5": 1747557.3821891367,20704"ewma094__normal__w1000_r5": 0.8511705396072115,20705"figarch11__ged__w1000_r5": 0.9387954030668497,20706"figarch11__normal__w1000_r5": 0.9435985454708681,20707"figarch11__skewt__w1000_r5": 0.9376436255557462,20708"figarch11__t__w1000_r5": 0.9309662711872398,20709"garch11__ged__w1000_r5": 0.9802558572038584,20710"garch11__normal__w1000_r5": 1.0,20711"garch11__skewt__w1000_r5": 0.9746775292085905,20712"garch11__t__w1000_r5": 0.9591112695354796,20713"garch12__ged__w1000_r5": 0.9570445546202304,20714"garch12__normal__w1000_r5": 0.982883823095854,20715"garch12__skewt__w1000_r5": 0.9581496339719399,20716"garch12__t__w1000_r5": 0.9417842983168084,20717"garch21__ged__w1000_r5": 0.9805876826875112,20718"garch21__normal__w1000_r5": 1.0012540287330784,20719"garch21__skewt__w1000_r5": 0.9755134292805363,20720"garch21__t__w1000_r5": 0.960180726265242,20721"garchm11__ged__w1000_r5": 0.9926646710155228,20722"garchm11__normal__w1000_r5": 1.02290805093231,20723"garchm11__skewt__w1000_r5": 0.978575379579214,20724"garchm11__t__w1000_r5": 0.9640501422495981,20725"garchx_rv11__normal__w1000_r5": 0.7702800165516157,20726"garchx_rv11__t__w1000_r5": 0.7630204954979135,20727"gas_t11__t__w1000_r5": 1.2105087680197364,20728"gjr11__ged__w1000_r5": 1.0132914140153826,20729"gjr11__normal__w1000_r5": 1.0782306290360062,20730"gjr11__skewt__w1000_r5": 0.9955994136474601,20731"gjr11__t__w1000_r5": 0.9697712408596428,20732"har_rv__empirical__w1000_r5": 2326274.6143254796,20733"heavy11__normal__w1000_r5": 0.7676579718555663,20734"heavy11__t__w1000_r5": 0.7531923494509316,20735"histvar22__empirical__w1000_r5": 0.9828317362168908,20736"histvar252__empirical__w1000_r5": 1.9607964590273805,20737"histvar66__empirical__w1000_r5": 1.2431722869011819,20738"igarch11__ged__w1000_r5": 0.9772710415391535,20739"igarch11__normal__w1000_r5": 0.986745413860122,20740"igarch11__skewt__w1000_r5": 0.9706739132651099,20741"igarch11__t__w1000_r5": 0.9625470394651442,20742"loghar_rv__empirical__w1000_r5": 1.0532942120978936,20743"msgarch2__normal__w1000_r5": 0.9572537540964973,20744"msgarch2__t__w1000_r5": 0.928741317322369,20745"nagarch11__ged__w1000_r5": 0.9994513665439748,20746"nagarch11__normal__w1000_r5": 1.43721934364778,20747"nagarch11__skewt__w1000_r5": 0.9846545797499995,20748"nagarch11__t__w1000_r5": 0.9569974243867433,20749"qgarch11__ged__w1000_r5": 0.996658063959404,20750"qgarch11__normal__w1000_r5": 1.0515343896406406,20751"qgarch11__skewt__w1000_r5": 0.9803113953129133,20752"qgarch11__t__w1000_r5": 0.9543581437306456,20753"realgarch11__normal__w1000_r5": 1.0238271183329621,20754"realgarch11__t__w1000_r5": 1.0111448293572582,20755"rm2006__normal__w1000_r5": 0.8519859351909363,20756"rm_rw__empirical__w1000_r5": 1.669486122554524,20757"tarch11__ged__w1000_r5": 1.2495177296196855,20758"tarch11__normal__w1000_r5": 1.137377423156228,20759"tarch11__skewt__w1000_r5": 1.4089782517213092,20760"tarch11__t__w1000_r5": 1.24396461133290120761},20762"rv5_on|qlike|22": {20763"aparch11__ged__w1000_r5": 0.9041969691602977,20764"aparch11__normal__w1000_r5": 0.9859930705134125,20765"aparch11__skewt__w1000_r5": 0.8932762362854529,20766"aparch11__t__w1000_r5": 0.9107684735003186,20767"arch5__ged__w1000_r5": 1.0727928057046179,20768"arch5__normal__w1000_r5": 1.071617513982133,20769"arch5__skewt__w1000_r5": 1.0843962081969991,20770"arch5__t__w1000_r5": 1.0748499523572455,20771"avgarch11__ged__w1000_r5": 1.0593843108040124,20772"avgarch11__normal__w1000_r5": 1.0523188957642766,20773"avgarch11__skewt__w1000_r5": 1.0685353804288038,20774"avgarch11__t__w1000_r5": 1.0654071219851435,20775"cgarch11__ged__w1000_r5": 1.0123802145996326,20776"cgarch11__normal__w1000_r5": 1.0113097855227615,20777"cgarch11__skewt__w1000_r5": 1.0190780003120596,20778"cgarch11__t__w1000_r5": 1.0155741333100676,20779"constvar__normal__w1000_r5": 1.3924238771159607,20780"egarch11__ged__w1000_r5": 26629330.150211874,20781"egarch11__normal__w1000_r5": 7013774.053563277,20782"egarch11__skewt__w1000_r5": 2115011.6763153193,20783"egarch11__t__w1000_r5": 2648438.706770413,20784"ewma094__normal__w1000_r5": 1.1553827293768903,20785"figarch11__ged__w1000_r5": 0.9994435774186284,20786"figarch11__normal__w1000_r5": 1.000873402534708,20787"figarch11__skewt__w1000_r5": 0.9968959366822386,20788"figarch11__t__w1000_r5": 0.998432353009654,20789"garch11__ged__w1000_r5": 1.0026900507233896,20790"garch11__normal__w1000_r5": 1.0,20791"garch11__skewt__w1000_r5": 1.0089733799157232,20792"garch11__t__w1000_r5": 1.0071893501837503,20793"garch12__ged__w1000_r5": 0.9976006392555044,20794"garch12__normal__w1000_r5": 0.9983848437344647,20795"garch12__skewt__w1000_r5": 1.0047084977799818,20796"garch12__t__w1000_r5": 1.0028582889241586,20797"garch21__ged__w1000_r5": 1.0026488206844995,20798"garch21__normal__w1000_r5": 0.9998384781607496,20799"garch21__skewt__w1000_r5": 1.0091437904319007,20800"garch21__t__w1000_r5": 1.0074390553430395,20801"garchm11__ged__w1000_r5": 1.0098290689724445,20802"garchm11__normal__w1000_r5": 1.0119801252350322,20803"garchm11__skewt__w1000_r5": 1.01315433105837,20804"garchm11__t__w1000_r5": 1.0113570045345026,20805"garchx_rv11__normal__w1000_r5": 0.9362727805551916,20806"garchx_rv11__t__w1000_r5": 0.9234228118304302,20807"gas_t11__t__w1000_r5": 1.074259611422879,20808"gjr11__ged__w1000_r5": 0.9722920084901696,20809"gjr11__normal__w1000_r5": 0.9656821121616587,20810"gjr11__skewt__w1000_r5": 0.9673474132453453,20811"gjr11__t__w1000_r5": 0.9809170151942173,20812"har_rv__empirical__w1000_r5": 337843.71919531876,20813"heavy11__normal__w1000_r5": 0.9359352244321248,20814"heavy11__t__w1000_r5": 0.918522403813478,20815"histvar22__empirical__w1000_r5": 1.422590497276267,20816"histvar252__empirical__w1000_r5": 1.1144114222930894,20817"histvar66__empirical__w1000_r5": 1.1483723246591477,20818"igarch11__ged__w1000_r5": 0.9469193683426748,20819"igarch11__normal__w1000_r5": 0.9391586913498896,20820"igarch11__skewt__w1000_r5": 0.946461057189787,20821"igarch11__t__w1000_r5": 0.9587711959646029,20822"loghar_rv__empirical__w1000_r5": 1.0640094386871322,20823"msgarch2__normal__w1000_r5": 1.0235640543126256,20824"msgarch2__t__w1000_r5": 0.9819378833869402,20825"nagarch11__ged__w1000_r5": 0.954015879899795,20826"nagarch11__normal__w1000_r5": 1.0190319529742842,20827"nagarch11__skewt__w1000_r5": 0.9425307607153471,20828"nagarch11__t__w1000_r5": 0.9576547024430508,20829"qgarch11__ged__w1000_r5": 0.9572418106398655,20830"qgarch11__normal__w1000_r5": 0.952883740463409,20831"qgarch11__skewt__w1000_r5": 0.9471919451343822,20832"qgarch11__t__w1000_r5": 0.9625710464245892,20833"realgarch11__normal__w1000_r5": 0.9986116173675951,20834"realgarch11__t__w1000_r5": 1.0018299028462319,20835"rm2006__normal__w1000_r5": 1.0059285953103656,20836"rm_rw__empirical__w1000_r5": 1.566590158110083,20837"tarch11__ged__w1000_r5": 1.0080400658839475,20838"tarch11__normal__w1000_r5": 1.0391987655349402,20839"tarch11__skewt__w1000_r5": 1.1215417530252059,20840"tarch11__t__w1000_r5": 1.030794380865325320841},20842"rv1_on|qlike|1": {20843"aparch11__ged__w1000_r5": 0.9651652036856242,20844"aparch11__normal__w1000_r5": 1.1131906170870287,20845"aparch11__skewt__w1000_r5": 0.9627732534143073,20846"aparch11__t__w1000_r5": 0.960866410256216,20847"arch5__ged__w1000_r5": 1.0830305793851456,20848"arch5__normal__w1000_r5": 1.0926194123002448,20849"arch5__skewt__w1000_r5": 1.0873543557583605,20850"arch5__t__w1000_r5": 1.0774013483766385,20851"avgarch11__ged__w1000_r5": 1.067099028566,20852"avgarch11__normal__w1000_r5": 1.075330089284748,20853"avgarch11__skewt__w1000_r5": 1.0721314043516799,20854"avgarch11__t__w1000_r5": 1.062453931892366,20855"cgarch11__ged__w1000_r5": 0.9723583487021515,20856"cgarch11__normal__w1000_r5": 0.9760379281875158,20857"cgarch11__skewt__w1000_r5": 0.9746086327859139,20858"cgarch11__t__w1000_r5": 0.9704969565726396,20859"constvar__normal__w1000_r5": 2.5778438738413896,20860"egarch11__ged__w1000_r5": 2764143.07679208,20861"egarch11__normal__w1000_r5": 757783.861137026,20862"egarch11__skewt__w1000_r5": 375441.81297227263,20863"egarch11__t__w1000_r5": 292137.55215691804,20864"ewma094__normal__w1000_r5": 0.9983558491470181,20865"figarch11__ged__w1000_r5": 0.9908662415730326,20866"figarch11__normal__w1000_r5": 0.9933356973134684,20867"figarch11__skewt__w1000_r5": 0.9912805681694176,20868"figarch11__t__w1000_r5": 0.9893836464235175,20869"garch11__ged__w1000_r5": 0.9904822986325499,20870"garch11__normal__w1000_r5": 1.0,20871"garch11__skewt__w1000_r5": 0.9898425773670629,20872"garch11__t__w1000_r5": 0.9817534668925924,20873"garch12__ged__w1000_r5": 0.9878200591879125,20874"garch12__normal__w1000_r5": 0.9972204322368361,20875"garch12__skewt__w1000_r5": 1.0080065097281665,20876"garch12__t__w1000_r5": 1.0002974070741002,20877"garch21__ged__w1000_r5": 0.9899935094934474,20878"garch21__normal__w1000_r5": 1.0002542896840065,20879"garch21__skewt__w1000_r5": 0.9901565479677857,20880"garch21__t__w1000_r5": 0.9821164843637444,20881"garchm11__ged__w1000_r5": 1.0038487845488082,20882"garchm11__normal__w1000_r5": 1.0213264834667406,20883"garchm11__skewt__w1000_r5": 0.9976462279980409,20884"garchm11__t__w1000_r5": 0.9904572859013422,20885"garchx_rv11__normal__w1000_r5": 0.8952418356642875,20886"garchx_rv11__t__w1000_r5": 0.8960087787550408,20887"gas_t11__t__w1000_r5": 1.0626420391766285,20888"gjr11__ged__w1000_r5": 0.9976160388002872,20889"gjr11__normal__w1000_r5": 1.019588009757135,20890"gjr11__skewt__w1000_r5": 0.9937460090534467,20891"gjr11__t__w1000_r5": 0.9830436605507543,20892"har_rv__empirical__w1000_r5": 3702627.770715787,20893"heavy11__normal__w1000_r5": 0.8929116844958614,20894"heavy11__t__w1000_r5": 0.887928384550956,20895"histvar22__empirical__w1000_r5": 1.0763273683506307,20896"histvar252__empirical__w1000_r5": 1.7529409092802928,20897"histvar66__empirical__w1000_r5": 1.2013297474851778,20898"igarch11__ged__w1000_r5": 1.0072451479194664,20899"igarch11__normal__w1000_r5": 1.008964168815112,20900"igarch11__skewt__w1000_r5": 1.0094803660967533,20901"igarch11__t__w1000_r5": 1.0048931346128285,20902"loghar_rv__empirical__w1000_r5": 0.9357003028307218,20903"msgarch2__normal__w1000_r5": 0.9940665169400487,20904"msgarch2__t__w1000_r5": 0.978179619038032,20905"nagarch11__ged__w1000_r5": 0.9966711554523981,20906"nagarch11__normal__w1000_r5": 1.1775967709307158,20907"nagarch11__skewt__w1000_r5": 0.9931263482092696,20908"nagarch11__t__w1000_r5": 0.9829527301235886,20909"qgarch11__ged__w1000_r5": 0.9886088230246208,20910"qgarch11__normal__w1000_r5": 1.00530182396941,20911"qgarch11__skewt__w1000_r5": 0.9839529833601578,20912"qgarch11__t__w1000_r5": 0.9746154281346026,20913"realgarch11__normal__w1000_r5": 0.9588676797860175,20914"realgarch11__t__w1000_r5": 0.953963717068634,20915"rm2006__normal__w1000_r5": 1.0170057059448103,20916"rm_rw__empirical__w1000_r5": 1.6598652404791092,20917"tarch11__ged__w1000_r5": 1.076703303269381,20918"tarch11__normal__w1000_r5": 1.012475734027019,20919"tarch11__skewt__w1000_r5": 1.0437124287759663,20920"tarch11__t__w1000_r5": 1.06373720320410820921},20922"rv1_on|qlike|5": {20923"aparch11__ged__w1000_r5": 0.8682888492715847,20924"aparch11__normal__w1000_r5": 1.276460212918691,20925"aparch11__skewt__w1000_r5": 0.8482253318113921,20926"aparch11__t__w1000_r5": 0.8516406836043894,20927"arch5__ged__w1000_r5": 1.0773587983814739,20928"arch5__normal__w1000_r5": 1.083167112063348,20929"arch5__skewt__w1000_r5": 1.0825054727374737,20930"arch5__t__w1000_r5": 1.068950772048289,20931"avgarch11__ged__w1000_r5": 1.20309092769935,20932"avgarch11__normal__w1000_r5": 1.2148569256323263,20933"avgarch11__skewt__w1000_r5": 1.2116344112167763,20934"avgarch11__t__w1000_r5": 1.194590847100048,20935"cgarch11__ged__w1000_r5": 0.9521612527975984,20936"cgarch11__normal__w1000_r5": 0.9591628467247094,20937"cgarch11__skewt__w1000_r5": 0.9594167892752744,20938"cgarch11__t__w1000_r5": 0.9504455378484116,20939"constvar__normal__w1000_r5": 3.1035245746129356,20940"egarch11__ged__w1000_r5": 27825939.622179665,20941"egarch11__normal__w1000_r5": 4713707.391853399,20942"egarch11__skewt__w1000_r5": 2103098.582955539,20943"egarch11__t__w1000_r5": 1926570.7900749233,20944"ewma094__normal__w1000_r5": 0.8734210179946127,20945"figarch11__ged__w1000_r5": 0.9363683281382562,20946"figarch11__normal__w1000_r5": 0.9413872514271592,20947"figarch11__skewt__w1000_r5": 0.93509718699793,20948"figarch11__t__w1000_r5": 0.9282223111347291,20949"garch11__ged__w1000_r5": 0.9806450094600896,20950"garch11__normal__w1000_r5": 1.0,20951"garch11__skewt__w1000_r5": 0.9764028377191847,20952"garch11__t__w1000_r5": 0.9604938505492137,20953"garch12__ged__w1000_r5": 0.9575680991361989,20954"garch12__normal__w1000_r5": 0.9830319365643745,20955"garch12__skewt__w1000_r5": 0.9588682756915794,20956"garch12__t__w1000_r5": 0.9419573829941319,20957"garch21__ged__w1000_r5": 0.981106532078802,20958"garch21__normal__w1000_r5": 1.0013959157694143,20959"garch21__skewt__w1000_r5": 0.9774220552543303,20960"garch21__t__w1000_r5": 0.9617631535845259,20961"garchm11__ged__w1000_r5": 0.9943772378279366,20962"garchm11__normal__w1000_r5": 1.025210248047893,20963"garchm11__skewt__w1000_r5": 0.9814470099164215,20964"garchm11__t__w1000_r5": 0.9661188259342176,20965"garchx_rv11__normal__w1000_r5": 0.7808178887347322,20966"garchx_rv11__t__w1000_r5": 0.7713417858574879,20967"gas_t11__t__w1000_r5": 1.2023960624785361,20968"gjr11__ged__w1000_r5": 1.0151406046088116,20969"gjr11__normal__w1000_r5": 1.0766423233372213,20970"gjr11__skewt__w1000_r5": 0.9996419675916378,20971"gjr11__t__w1000_r5": 0.9744480650802075,20972"har_rv__empirical__w1000_r5": 2639636.0112040043,20973"heavy11__normal__w1000_r5": 0.776004283778002,20974"heavy11__t__w1000_r5": 0.7581624745097528,20975"histvar22__empirical__w1000_r5": 1.0265726132343111,20976"histvar252__empirical__w1000_r5": 1.9963472706948515,20977"histvar66__empirical__w1000_r5": 1.2587188247999483,20978"igarch11__ged__w1000_r5": 0.9777242767811272,20979"igarch11__normal__w1000_r5": 0.9866733021103938,20980"igarch11__skewt__w1000_r5": 0.9715883466741054,20981"igarch11__t__w1000_r5": 0.9634445327342867,20982"loghar_rv__empirical__w1000_r5": 1.0467092713397455,20983"msgarch2__normal__w1000_r5": 0.9582969505191787,20984"msgarch2__t__w1000_r5": 0.9274088537299093,20985"nagarch11__ged__w1000_r5": 0.9976016892407429,20986"nagarch11__normal__w1000_r5": 1.4219265808156465,20987"nagarch11__skewt__w1000_r5": 0.9839380428544187,20988"nagarch11__t__w1000_r5": 0.9573502139659168,20989"qgarch11__ged__w1000_r5": 0.9941463726452187,20990"qgarch11__normal__w1000_r5": 1.0462568510842012,20991"qgarch11__skewt__w1000_r5": 0.9788852342149192,20992"qgarch11__t__w1000_r5": 0.9538600453962972,20993"realgarch11__normal__w1000_r5": 1.0092447134279947,20994"realgarch11__t__w1000_r5": 0.9976265182216917,20995"rm2006__normal__w1000_r5": 0.8637738929355222,20996"rm_rw__empirical__w1000_r5": 1.846901422316347,20997"tarch11__ged__w1000_r5": 1.2381952177999245,20998"tarch11__normal__w1000_r5": 1.1239437303759028,20999"tarch11__skewt__w1000_r5": 1.391603338511076,21000"tarch11__t__w1000_r5": 1.234723787653498221001},21002"rv1_on|qlike|22": {21003"aparch11__ged__w1000_r5": 0.9045537184596076,21004"aparch11__normal__w1000_r5": 0.986938579688121,21005"aparch11__skewt__w1000_r5": 0.8935830341349037,21006"aparch11__t__w1000_r5": 0.9118357489403341,21007"arch5__ged__w1000_r5": 1.0703263464264718,21008"arch5__normal__w1000_r5": 1.0685527291678747,21009"arch5__skewt__w1000_r5": 1.0828616889646356,21010"arch5__t__w1000_r5": 1.072705332243943,21011"avgarch11__ged__w1000_r5": 1.0586054991492413,21012"avgarch11__normal__w1000_r5": 1.0501312126492244,21013"avgarch11__skewt__w1000_r5": 1.0679083331402373,21014"avgarch11__t__w1000_r5": 1.0645992467458667,21015"cgarch11__ged__w1000_r5": 1.0122988005687863,21016"cgarch11__normal__w1000_r5": 1.0109904922735973,21017"cgarch11__skewt__w1000_r5": 1.0195225475038239,21018"cgarch11__t__w1000_r5": 1.01590654195464,21019"constvar__normal__w1000_r5": 1.3982954868769852,21020"egarch11__ged__w1000_r5": 27386492.3217031,21021"egarch11__normal__w1000_r5": 7635092.347447171,21022"egarch11__skewt__w1000_r5": 2314558.988444415,21023"egarch11__t__w1000_r5": 2913374.713259501,21024"ewma094__normal__w1000_r5": 1.1571531531343535,21025"figarch11__ged__w1000_r5": 0.9947627231728395,21026"figarch11__normal__w1000_r5": 0.9963326045469936,21027"figarch11__skewt__w1000_r5": 0.9922060152800677,21028"figarch11__t__w1000_r5": 0.9935111296000745,21029"garch11__ged__w1000_r5": 1.002708336778824,21030"garch11__normal__w1000_r5": 1.0,21031"garch11__skewt__w1000_r5": 1.0095093375930126,21032"garch11__t__w1000_r5": 1.0071098570626935,21033"garch12__ged__w1000_r5": 0.9971231601327447,21034"garch12__normal__w1000_r5": 0.9980527672702423,21035"garch12__skewt__w1000_r5": 1.004561421101753,21036"garch12__t__w1000_r5": 1.0020481621929431,21037"garch21__ged__w1000_r5": 1.0026764475687786,21038"garch21__normal__w1000_r5": 0.999896784069643,21039"garch21__skewt__w1000_r5": 1.0097134296225516,21040"garch21__t__w1000_r5": 1.0073959786834146,21041"garchm11__ged__w1000_r5": 1.010183553554863,21042"garchm11__normal__w1000_r5": 1.0125780004485385,21043"garchm11__skewt__w1000_r5": 1.0139931325331406,21044"garchm11__t__w1000_r5": 1.011460269658545,21045"garchx_rv11__normal__w1000_r5": 0.9342132738831548,21046"garchx_rv11__t__w1000_r5": 0.9205475237284352,21047"gas_t11__t__w1000_r5": 1.0750240920996303,21048"gjr11__ged__w1000_r5": 0.973658902939193,21049"gjr11__normal__w1000_r5": 0.9663481048729929,21050"gjr11__skewt__w1000_r5": 0.9695363181051325,21051"gjr11__t__w1000_r5": 0.982778315069922,21052"har_rv__empirical__w1000_r5": 376007.37293294736,21053"heavy11__normal__w1000_r5": 0.9332286557560993,21054"heavy11__t__w1000_r5": 0.914661527494867,21055"histvar22__empirical__w1000_r5": 1.4299153686500086,21056"histvar252__empirical__w1000_r5": 1.1216853513033995,21057"histvar66__empirical__w1000_r5": 1.1531122559407407,21058"igarch11__ged__w1000_r5": 0.9459711365549048,21059"igarch11__normal__w1000_r5": 0.9384759856271702,21060"igarch11__skewt__w1000_r5": 0.9452728631533508,21061"igarch11__t__w1000_r5": 0.9572072281701037,21062"loghar_rv__empirical__w1000_r5": 1.0612272312130135,21063"msgarch2__normal__w1000_r5": 1.0210161956087145,21064"msgarch2__t__w1000_r5": 0.9816962820001098,21065"nagarch11__ged__w1000_r5": 0.9538100610862442,21066"nagarch11__normal__w1000_r5": 1.019078001159651,21067"nagarch11__skewt__w1000_r5": 0.9425986199574592,21068"nagarch11__t__w1000_r5": 0.9574029472328803,21069"qgarch11__ged__w1000_r5": 0.9566461886904967,21070"qgarch11__normal__w1000_r5": 0.9520311684248186,21071"qgarch11__skewt__w1000_r5": 0.9468305726369545,21072"qgarch11__t__w1000_r5": 0.9618197158222243,21073"realgarch11__normal__w1000_r5": 0.9933421559734432,21074"realgarch11__t__w1000_r5": 0.9965516217931628,21075"rm2006__normal__w1000_r5": 1.0033243692072953,21076"rm_rw__empirical__w1000_r5": 1.614934206731097,21077"tarch11__ged__w1000_r5": 1.0083578791591152,21078"tarch11__normal__w1000_r5": 1.0382128941970878,21079"tarch11__skewt__w1000_r5": 1.1234580684899085,21080"tarch11__t__w1000_r5": 1.03185128471780821081},21082"bv5_on|qlike|1": {21083"aparch11__ged__w1000_r5": 0.9643777235205596,21084"aparch11__normal__w1000_r5": 1.14338101381345,21085"aparch11__skewt__w1000_r5": 0.9601114704986267,21086"aparch11__t__w1000_r5": 0.9572168336486201,21087"arch5__ged__w1000_r5": 1.076187445576076,21088"arch5__normal__w1000_r5": 1.0862531379633749,21089"arch5__skewt__w1000_r5": 1.078762808482469,21090"arch5__t__w1000_r5": 1.0703364394794097,21091"avgarch11__ged__w1000_r5": 1.0799727643913626,21092"avgarch11__normal__w1000_r5": 1.0888052324318727,21093"avgarch11__skewt__w1000_r5": 1.0843485069641368,21094"avgarch11__t__w1000_r5": 1.0748941126724043,21095"cgarch11__ged__w1000_r5": 0.9716606313909125,21096"cgarch11__normal__w1000_r5": 0.9756486849258852,21097"cgarch11__skewt__w1000_r5": 0.9735702082138538,21098"cgarch11__t__w1000_r5": 0.9682881209410763,21099"constvar__normal__w1000_r5": 2.488689810347896,21100"egarch11__ged__w1000_r5": 3140023.1901671607,21101"egarch11__normal__w1000_r5": 597136.6270527736,21102"egarch11__skewt__w1000_r5": 303627.1342787364,21103"egarch11__t__w1000_r5": 229713.11739454602,21104"ewma094__normal__w1000_r5": 0.9867482978169202,21105"figarch11__ged__w1000_r5": 0.9994225188989634,21106"figarch11__normal__w1000_r5": 1.001621365500316,21107"figarch11__skewt__w1000_r5": 1.0005518462635088,21108"figarch11__t__w1000_r5": 0.9988666079491194,21109"garch11__ged__w1000_r5": 0.9903224471330417,21110"garch11__normal__w1000_r5": 1.0,21111"garch11__skewt__w1000_r5": 0.9887590551789215,21112"garch11__t__w1000_r5": 0.9816140432783824,21113"garch12__ged__w1000_r5": 0.9831079447172648,21114"garch12__normal__w1000_r5": 0.9925106180080655,21115"garch12__skewt__w1000_r5": 0.9982579284566674,21116"garch12__t__w1000_r5": 0.9916159085610088,21117"garch21__ged__w1000_r5": 0.9898538053989724,21118"garch21__normal__w1000_r5": 1.0000930091064373,21119"garch21__skewt__w1000_r5": 0.988978909306187,21120"garch21__t__w1000_r5": 0.9819054555672209,21121"garchm11__ged__w1000_r5": 1.0030032311728856,21122"garchm11__normal__w1000_r5": 1.0194746083142894,21123"garchm11__skewt__w1000_r5": 0.9963023077929912,21124"garchm11__t__w1000_r5": 0.9903859514664045,21125"garchx_rv11__normal__w1000_r5": 0.9047234911829014,21126"garchx_rv11__t__w1000_r5": 0.9063602358623029,21127"gas_t11__t__w1000_r5": 1.0715569309288715,21128"gjr11__ged__w1000_r5": 1.0029407838269868,21129"gjr11__normal__w1000_r5": 1.0330365108527877,21130"gjr11__skewt__w1000_r5": 0.9967109880329114,21131"gjr11__t__w1000_r5": 0.9845927492825822,21132"har_rv__empirical__w1000_r5": 2977235.0965621136,21133"heavy11__normal__w1000_r5": 0.9046223948751099,21134"heavy11__t__w1000_r5": 0.9014676849526186,21135"histvar22__empirical__w1000_r5": 1.0326627638009414,21136"histvar252__empirical__w1000_r5": 1.702433863076477,21137"histvar66__empirical__w1000_r5": 1.1757428371077796,21138"igarch11__ged__w1000_r5": 1.012662832818015,21139"igarch11__normal__w1000_r5": 1.0145946141495377,21140"igarch11__skewt__w1000_r5": 1.0157251326408987,21141"igarch11__t__w1000_r5": 1.011033033853019,21142"loghar_rv__empirical__w1000_r5": 0.9522731371833246,21143"msgarch2__normal__w1000_r5": 0.9993380820674749,21144"msgarch2__t__w1000_r5": 0.9868397286110014,21145"nagarch11__ged__w1000_r5": 0.999963847779031,21146"nagarch11__normal__w1000_r5": 1.2278170959712753,21147"nagarch11__skewt__w1000_r5": 0.9953603322815574,21148"nagarch11__t__w1000_r5": 0.9839489131941791,21149"qgarch11__ged__w1000_r5": 0.9951060144451221,21150"qgarch11__normal__w1000_r5": 1.0167395918701443,21151"qgarch11__skewt__w1000_r5": 0.9895960040252819,21152"qgarch11__t__w1000_r5": 0.9791903157229239,21153"realgarch11__normal__w1000_r5": 0.9958023573904305,21154"realgarch11__t__w1000_r5": 0.9891593260047445,21155"rm2006__normal__w1000_r5": 1.0226915965616112,21156"rm_rw__empirical__w1000_r5": 1.4476420320285928,21157"tarch11__ged__w1000_r5": 1.097771377560424,21158"tarch11__normal__w1000_r5": 1.0091019623335309,21159"tarch11__skewt__w1000_r5": 1.0429269011876339,21160"tarch11__t__w1000_r5": 1.082492352113426221161},21162"bv5_on|qlike|5": {21163"aparch11__ged__w1000_r5": 0.8607686088716343,21164"aparch11__normal__w1000_r5": 1.2736657754143939,21165"aparch11__skewt__w1000_r5": 0.8379987085325641,21166"aparch11__t__w1000_r5": 0.8398902760033122,21167"arch5__ged__w1000_r5": 1.090069415199086,21168"arch5__normal__w1000_r5": 1.0981716407498605,21169"arch5__skewt__w1000_r5": 1.09176832850177,21170"arch5__t__w1000_r5": 1.080105549485964,21171"avgarch11__ged__w1000_r5": 1.2120306746327958,21172"avgarch11__normal__w1000_r5": 1.226315738256334,21173"avgarch11__skewt__w1000_r5": 1.2191979568277382,21174"avgarch11__t__w1000_r5": 1.2029268397396844,21175"cgarch11__ged__w1000_r5": 0.9567731797835493,21176"cgarch11__normal__w1000_r5": 0.964607901819261,21177"cgarch11__skewt__w1000_r5": 0.9613660256466655,21178"cgarch11__t__w1000_r5": 0.9510429855875818,21179"constvar__normal__w1000_r5": 3.0060576212577215,21180"egarch11__ged__w1000_r5": 26861617.54741616,21181"egarch11__normal__w1000_r5": 3892794.355668865,21182"egarch11__skewt__w1000_r5": 1811077.3183891275,21183"egarch11__t__w1000_r5": 1625255.957975454,21184"ewma094__normal__w1000_r5": 0.8516190989085723,21185"figarch11__ged__w1000_r5": 0.9552819372001682,21186"figarch11__normal__w1000_r5": 0.9600169211393277,21187"figarch11__skewt__w1000_r5": 0.9539163868173585,21188"figarch11__t__w1000_r5": 0.9480989249784779,21189"garch11__ged__w1000_r5": 0.9800868432781222,21190"garch11__normal__w1000_r5": 1.0,21191"garch11__skewt__w1000_r5": 0.9737129364981121,21192"garch11__t__w1000_r5": 0.9593204169670144,21193"garch12__ged__w1000_r5": 0.9582074102988707,21194"garch12__normal__w1000_r5": 0.9835900794690609,21195"garch12__skewt__w1000_r5": 0.9585651743583959,21196"garch12__t__w1000_r5": 0.9433894707676702,21197"garch21__ged__w1000_r5": 0.9804065863005231,21198"garch21__normal__w1000_r5": 1.0009998833938023,21199"garch21__skewt__w1000_r5": 0.9744128690253371,21200"garch21__t__w1000_r5": 0.9602473589265768,21201"garchm11__ged__w1000_r5": 0.9924805788543432,21202"garchm11__normal__w1000_r5": 1.022341022492053,21203"garchm11__skewt__w1000_r5": 0.9776677785728373,21204"garchm11__t__w1000_r5": 0.9643586495798375,21205"garchx_rv11__normal__w1000_r5": 0.779800048598027,21206"garchx_rv11__t__w1000_r5": 0.7724529102141552,21207"gas_t11__t__w1000_r5": 1.2016681545163275,21208"gjr11__ged__w1000_r5": 1.0112456021582927,21209"gjr11__normal__w1000_r5": 1.0750998830053327,21210"gjr11__skewt__w1000_r5": 0.9930439300702936,21211"gjr11__t__w1000_r5": 0.9681889995710693,21212"har_rv__empirical__w1000_r5": 2210459.7296606135,21213"heavy11__normal__w1000_r5": 0.7785376020800481,21214"heavy11__t__w1000_r5": 0.7645179368382133,21215"histvar22__empirical__w1000_r5": 0.9606274560236139,21216"histvar252__empirical__w1000_r5": 1.9451505787913996,21217"histvar66__empirical__w1000_r5": 1.2332981635337361,21218"igarch11__ged__w1000_r5": 0.9871748874305075,21219"igarch11__normal__w1000_r5": 0.9959623756181918,21220"igarch11__skewt__w1000_r5": 0.9819531040685382,21221"igarch11__t__w1000_r5": 0.9741307442363395,21222"loghar_rv__empirical__w1000_r5": 1.0487078894702542,21223"msgarch2__normal__w1000_r5": 0.961764706024935,21224"msgarch2__t__w1000_r5": 0.9346538153220648,21225"nagarch11__ged__w1000_r5": 0.9972777871878231,21226"nagarch11__normal__w1000_r5": 1.4181466427349592,21227"nagarch11__skewt__w1000_r5": 0.9822906382982451,21228"nagarch11__t__w1000_r5": 0.9554185880810168,21229"qgarch11__ged__w1000_r5": 0.9973241830016398,21230"qgarch11__normal__w1000_r5": 1.051282152952337,21231"qgarch11__skewt__w1000_r5": 0.9810812738257257,21232"qgarch11__t__w1000_r5": 0.9557539741079806,21233"realgarch11__normal__w1000_r5": 1.0313830535370756,21234"realgarch11__t__w1000_r5": 1.018420187117017,21235"rm2006__normal__w1000_r5": 0.8688340362239472,21236"rm_rw__empirical__w1000_r5": 1.554346281017483,21237"tarch11__ged__w1000_r5": 1.2415989885931051,21238"tarch11__normal__w1000_r5": 1.137189573482614,21239"tarch11__skewt__w1000_r5": 1.3967221843281297,21240"tarch11__t__w1000_r5": 1.236555591279778321241},21242"bv5_on|qlike|22": {21243"aparch11__ged__w1000_r5": 0.9029436574253291,21244"aparch11__normal__w1000_r5": 0.9847471897261255,21245"aparch11__skewt__w1000_r5": 0.8920643972570277,21246"aparch11__t__w1000_r5": 0.9084844993613592,21247"arch5__ged__w1000_r5": 1.0836891307881185,21248"arch5__normal__w1000_r5": 1.083599603379313,21249"arch5__skewt__w1000_r5": 1.0943060110443124,21250"arch5__t__w1000_r5": 1.0852757779970175,21251"avgarch11__ged__w1000_r5": 1.059980355201179,21252"avgarch11__normal__w1000_r5": 1.0556610071550852,21253"avgarch11__skewt__w1000_r5": 1.0688076188910818,21254"avgarch11__t__w1000_r5": 1.0658981704945347,21255"cgarch11__ged__w1000_r5": 1.0144265006061493,21256"cgarch11__normal__w1000_r5": 1.014136679236561,21257"cgarch11__skewt__w1000_r5": 1.0196050846113336,21258"cgarch11__t__w1000_r5": 1.0159122982675222,21259"constvar__normal__w1000_r5": 1.4109576554248224,21260"egarch11__ged__w1000_r5": 26213280.019633465,21261"egarch11__normal__w1000_r5": 6778429.1154866265,21262"egarch11__skewt__w1000_r5": 2030818.1987281623,21263"egarch11__t__w1000_r5": 2526634.138632483,21264"ewma094__normal__w1000_r5": 1.1523030762766202,21265"figarch11__ged__w1000_r5": 1.010022662642519,21266"figarch11__normal__w1000_r5": 1.011295930858489,21267"figarch11__skewt__w1000_r5": 1.0074898603201892,21268"figarch11__t__w1000_r5": 1.0095652247484583,21269"garch11__ged__w1000_r5": 1.001843409160171,21270"garch11__normal__w1000_r5": 1.0,21271"garch11__skewt__w1000_r5": 1.0073471613871698,21272"garch11__t__w1000_r5": 1.0060487036890393,21273"garch12__ged__w1000_r5": 0.9970855218498134,21274"garch12__normal__w1000_r5": 0.9984694745595137,21275"garch12__skewt__w1000_r5": 1.0035285266306857,21276"garch12__t__w1000_r5": 1.0021915528437266,21277"garch21__ged__w1000_r5": 1.0018049053095335,21278"garch21__normal__w1000_r5": 0.9997935994342674,21279"garch21__skewt__w1000_r5": 1.007501475215217,21280"garch21__t__w1000_r5": 1.006282209506923,21281"garchm11__ged__w1000_r5": 1.009126988945486,21282"garchm11__normal__w1000_r5": 1.0120478592145168,21283"garchm11__skewt__w1000_r5": 1.0115573436728824,21284"garchm11__t__w1000_r5": 1.0103141246303362,21285"garchx_rv11__normal__w1000_r5": 0.9403042739118656,21286"garchx_rv11__t__w1000_r5": 0.9276212164291492,21287"gas_t11__t__w1000_r5": 1.0728565614633636,21288"gjr11__ged__w1000_r5": 0.9706662677290989,21289"gjr11__normal__w1000_r5": 0.9653480384248989,21290"gjr11__skewt__w1000_r5": 0.9651447490837229,21291"gjr11__t__w1000_r5": 0.9784864948136742,21292"har_rv__empirical__w1000_r5": 331355.3637948024,21293"heavy11__normal__w1000_r5": 0.9406425989230209,21294"heavy11__t__w1000_r5": 0.9236103346552905,21295"histvar22__empirical__w1000_r5": 1.4103871646394839,21296"histvar252__empirical__w1000_r5": 1.1234928030541695,21297"histvar66__empirical__w1000_r5": 1.1462763881922504,21298"igarch11__ged__w1000_r5": 0.9551104696802678,21299"igarch11__normal__w1000_r5": 0.9470374655592718,21300"igarch11__skewt__w1000_r5": 0.9552692483493666,21301"igarch11__t__w1000_r5": 0.967786435909417,21302"loghar_rv__empirical__w1000_r5": 1.0750245687170619,21303"msgarch2__normal__w1000_r5": 1.025025928146451,21304"msgarch2__t__w1000_r5": 0.9841121346550088,21305"nagarch11__ged__w1000_r5": 0.9524967902065963,21306"nagarch11__normal__w1000_r5": 1.017709792404787,21307"nagarch11__skewt__w1000_r5": 0.9407933961447196,21308"nagarch11__t__w1000_r5": 0.9556101089708019,21309"qgarch11__ged__w1000_r5": 0.9572658596148285,21310"qgarch11__normal__w1000_r5": 0.953925985644521,21311"qgarch11__skewt__w1000_r5": 0.947039073356791,21312"qgarch11__t__w1000_r5": 0.9621746854714885,21313"realgarch11__normal__w1000_r5": 1.0035713323369133,21314"realgarch11__t__w1000_r5": 1.007060811808656,21315"rm2006__normal__w1000_r5": 1.0107707058441298,21316"rm_rw__empirical__w1000_r5": 1.5287034328092717,21317"tarch11__ged__w1000_r5": 1.0078296860634732,21318"tarch11__normal__w1000_r5": 1.041543593053773,21319"tarch11__skewt__w1000_r5": 1.1204436166449339,21320"tarch11__t__w1000_r5": 1.030193874096645621321},21322"medrv_on|qlike|1": {21323"aparch11__ged__w1000_r5": 0.9650954386920861,21324"aparch11__normal__w1000_r5": 1.130382714665577,21325"aparch11__skewt__w1000_r5": 0.9607781288856316,21326"aparch11__t__w1000_r5": 0.9579716887384858,21327"arch5__ged__w1000_r5": 1.0780627578620263,21328"arch5__normal__w1000_r5": 1.08819795549247,21329"arch5__skewt__w1000_r5": 1.0803385570119155,21330"arch5__t__w1000_r5": 1.072072631269192,21331"avgarch11__ged__w1000_r5": 1.0751672091214943,21332"avgarch11__normal__w1000_r5": 1.0835502202353686,21333"avgarch11__skewt__w1000_r5": 1.0797235091922843,21334"avgarch11__t__w1000_r5": 1.070681737499193,21335"cgarch11__ged__w1000_r5": 0.9743602739027999,21336"cgarch11__normal__w1000_r5": 0.9784545362906996,21337"cgarch11__skewt__w1000_r5": 0.9757215478997995,21338"cgarch11__t__w1000_r5": 0.9705426209744286,21339"constvar__normal__w1000_r5": 2.473700852794205,21340"egarch11__ged__w1000_r5": 2915221.0514858896,21341"egarch11__normal__w1000_r5": 588379.2488158841,21342"egarch11__skewt__w1000_r5": 306745.3234089742,21343"egarch11__t__w1000_r5": 227832.69683647968,21344"ewma094__normal__w1000_r5": 0.9924817782352947,21345"figarch11__ged__w1000_r5": 1.0033604000147447,21346"figarch11__normal__w1000_r5": 1.0056001218479018,21347"figarch11__skewt__w1000_r5": 1.004290754605188,21348"figarch11__t__w1000_r5": 1.0028682927425496,21349"garch11__ged__w1000_r5": 0.9904336037770595,21350"garch11__normal__w1000_r5": 1.0,21351"garch11__skewt__w1000_r5": 0.9890229753597429,21352"garch11__t__w1000_r5": 0.9821598492706838,21353"garch12__ged__w1000_r5": 0.983673885509091,21354"garch12__normal__w1000_r5": 0.9929166472891772,21355"garch12__skewt__w1000_r5": 0.9988519511624601,21356"garch12__t__w1000_r5": 0.9925138206901388,21357"garch21__ged__w1000_r5": 0.9899996332567907,21358"garch21__normal__w1000_r5": 1.0000501007041798,21359"garch21__skewt__w1000_r5": 0.9892155056662326,21360"garch21__t__w1000_r5": 0.9823882762265662,21361"garchm11__ged__w1000_r5": 1.003311836287469,21362"garchm11__normal__w1000_r5": 1.0196369743009643,21363"garchm11__skewt__w1000_r5": 0.9968014263053178,21364"garchm11__t__w1000_r5": 0.9910635830785833,21365"garchx_rv11__normal__w1000_r5": 0.9060668293717178,21366"garchx_rv11__t__w1000_r5": 0.9073170613027594,21367"gas_t11__t__w1000_r5": 1.0653345026202365,21368"gjr11__ged__w1000_r5": 1.001345531321659,21369"gjr11__normal__w1000_r5": 1.0291448378387278,21370"gjr11__skewt__w1000_r5": 0.9952796001783902,21371"gjr11__t__w1000_r5": 0.983923789661744,21372"har_rv__empirical__w1000_r5": 2893197.4838032397,21373"heavy11__normal__w1000_r5": 0.9059473889321124,21374"heavy11__t__w1000_r5": 0.9024586324383191,21375"histvar22__empirical__w1000_r5": 1.0361611625448124,21376"histvar252__empirical__w1000_r5": 1.6952943122226969,21377"histvar66__empirical__w1000_r5": 1.1758333401905536,21378"igarch11__ged__w1000_r5": 1.0151321826842303,21379"igarch11__normal__w1000_r5": 1.0167250577013405,21380"igarch11__skewt__w1000_r5": 1.0186718903207865,21381"igarch11__t__w1000_r5": 1.0141568019320746,21382"loghar_rv__empirical__w1000_r5": 0.9495944487103859,21383"msgarch2__normal__w1000_r5": 0.9992280151369881,21384"msgarch2__t__w1000_r5": 0.9874014143751955,21385"nagarch11__ged__w1000_r5": 0.9979892138374065,21386"nagarch11__normal__w1000_r5": 1.2066332058843392,21387"nagarch11__skewt__w1000_r5": 0.9936425975500768,21388"nagarch11__t__w1000_r5": 0.9828830491664978,21389"qgarch11__ged__w1000_r5": 0.9942922755315625,21390"qgarch11__normal__w1000_r5": 1.014402153890763,21391"qgarch11__skewt__w1000_r5": 0.9892307361767045,21392"qgarch11__t__w1000_r5": 0.979387644662814,21393"realgarch11__normal__w1000_r5": 0.9915391249135375,21394"realgarch11__t__w1000_r5": 0.9853212907147472,21395"rm2006__normal__w1000_r5": 1.0295807980766911,21396"rm_rw__empirical__w1000_r5": 1.43369819834447,21397"tarch11__ged__w1000_r5": 1.089332648150626,21398"tarch11__normal__w1000_r5": 1.0097905856453635,21399"tarch11__skewt__w1000_r5": 1.040944029309652,21400"tarch11__t__w1000_r5": 1.075555262401291221401},21402"medrv_on|qlike|5": {21403"aparch11__ged__w1000_r5": 0.8625102858373516,21404"aparch11__normal__w1000_r5": 1.273035650974685,21405"aparch11__skewt__w1000_r5": 0.8397178775642528,21406"aparch11__t__w1000_r5": 0.840984599455501,21407"arch5__ged__w1000_r5": 1.0915170747827894,21408"arch5__normal__w1000_r5": 1.1000634194776227,21409"arch5__skewt__w1000_r5": 1.092887957928887,21410"arch5__t__w1000_r5": 1.0813070959147755,21411"avgarch11__ged__w1000_r5": 1.2104149344900426,21412"avgarch11__normal__w1000_r5": 1.2249084018903205,21413"avgarch11__skewt__w1000_r5": 1.2178445886815463,21414"avgarch11__t__w1000_r5": 1.2016371548391993,21415"cgarch11__ged__w1000_r5": 0.957493436305402,21416"cgarch11__normal__w1000_r5": 0.9656422507568402,21417"cgarch11__skewt__w1000_r5": 0.9616138088888381,21418"cgarch11__t__w1000_r5": 0.9513569879880982,21419"constvar__normal__w1000_r5": 3.022250953077654,21420"egarch11__ged__w1000_r5": 26759083.487916652,21421"egarch11__normal__w1000_r5": 3897013.4087795294,21422"egarch11__skewt__w1000_r5": 1789992.5500125296,21423"egarch11__t__w1000_r5": 1621352.9711392394,21424"ewma094__normal__w1000_r5": 0.8574960787351495,21425"figarch11__ged__w1000_r5": 0.9601700686746261,21426"figarch11__normal__w1000_r5": 0.9647871559632623,21427"figarch11__skewt__w1000_r5": 0.958871163024361,21428"figarch11__t__w1000_r5": 0.9533182475397395,21429"garch11__ged__w1000_r5": 0.9797471266187046,21430"garch11__normal__w1000_r5": 1.0,21431"garch11__skewt__w1000_r5": 0.9734408599355427,21432"garch11__t__w1000_r5": 0.9591766230369243,21433"garch12__ged__w1000_r5": 0.9582807778167265,21434"garch12__normal__w1000_r5": 0.9838529506857652,21435"garch12__skewt__w1000_r5": 0.9587631811513854,21436"garch12__t__w1000_r5": 0.9437584295244944,21437"garch21__ged__w1000_r5": 0.9800869331646709,21438"garch21__normal__w1000_r5": 1.0010052039095017,21439"garch21__skewt__w1000_r5": 0.9741174493689952,21440"garch21__t__w1000_r5": 0.9600632630503299,21441"garchm11__ged__w1000_r5": 0.9923041721862175,21442"garchm11__normal__w1000_r5": 1.0225811905995357,21443"garchm11__skewt__w1000_r5": 0.9775613159573266,21444"garchm11__t__w1000_r5": 0.9643263388124326,21445"garchx_rv11__normal__w1000_r5": 0.7818110588226609,21446"garchx_rv11__t__w1000_r5": 0.7745521193030506,21447"gas_t11__t__w1000_r5": 1.1992126798315967,21448"gjr11__ged__w1000_r5": 1.011427100797011,21449"gjr11__normal__w1000_r5": 1.0757788242615327,21450"gjr11__skewt__w1000_r5": 0.9929521648584401,21451"gjr11__t__w1000_r5": 0.9679140188020486,21452"har_rv__empirical__w1000_r5": 2192921.703746447,21453"heavy11__normal__w1000_r5": 0.7808912612434836,21454"heavy11__t__w1000_r5": 0.7668852622183442,21455"histvar22__empirical__w1000_r5": 0.963014870201617,21456"histvar252__empirical__w1000_r5": 1.9496611691656134,21457"histvar66__empirical__w1000_r5": 1.2343044427914482,21458"igarch11__ged__w1000_r5": 0.9915441734892567,21459"igarch11__normal__w1000_r5": 1.0000747924798554,21460"igarch11__skewt__w1000_r5": 0.9868483936469035,21461"igarch11__t__w1000_r5": 0.9791373587762274,21462"loghar_rv__empirical__w1000_r5": 1.0497518270393982,21463"msgarch2__normal__w1000_r5": 0.9631119741611339,21464"msgarch2__t__w1000_r5": 0.9366722345875079,21465"nagarch11__ged__w1000_r5": 0.9967472619011104,21466"nagarch11__normal__w1000_r5": 1.416749850443951,21467"nagarch11__skewt__w1000_r5": 0.9817885822695025,21468"nagarch11__t__w1000_r5": 0.9549072965733977,21469"qgarch11__ged__w1000_r5": 0.9976733943575014,21470"qgarch11__normal__w1000_r5": 1.051883482542225,21471"qgarch11__skewt__w1000_r5": 0.9816032457041143,21472"qgarch11__t__w1000_r5": 0.9562999499500451,21473"realgarch11__normal__w1000_r5": 1.032384779944446,21474"realgarch11__t__w1000_r5": 1.0196621507396906,21475"rm2006__normal__w1000_r5": 0.8772434756988069,21476"rm_rw__empirical__w1000_r5": 1.5471074587163014,21477"tarch11__ged__w1000_r5": 1.239603267380532,21478"tarch11__normal__w1000_r5": 1.134008944040118,21479"tarch11__skewt__w1000_r5": 1.3918917289804789,21480"tarch11__t__w1000_r5": 1.235044644488679121481},21482"medrv_on|qlike|22": {21483"aparch11__ged__w1000_r5": 0.9025231255456808,21484"aparch11__normal__w1000_r5": 0.9849073584075368,21485"aparch11__skewt__w1000_r5": 0.8914322016767637,21486"aparch11__t__w1000_r5": 0.9075511119261035,21487"arch5__ged__w1000_r5": 1.085792660243992,21488"arch5__normal__w1000_r5": 1.0859541170980782,21489"arch5__skewt__w1000_r5": 1.0962140135161367,21490"arch5__t__w1000_r5": 1.0872119688057897,21491"avgarch11__ged__w1000_r5": 1.060672738052106,21492"avgarch11__normal__w1000_r5": 1.0569215150732054,21493"avgarch11__skewt__w1000_r5": 1.0694818840294413,21494"avgarch11__t__w1000_r5": 1.066577060009819,21495"cgarch11__ged__w1000_r5": 1.0148382097811086,21496"cgarch11__normal__w1000_r5": 1.0147146300651668,21497"cgarch11__skewt__w1000_r5": 1.0197117515487841,21498"cgarch11__t__w1000_r5": 1.0159095485665262,21499"constvar__normal__w1000_r5": 1.4168263863195312,21500"egarch11__ged__w1000_r5": 26194721.996532217,21501"egarch11__normal__w1000_r5": 6722084.156994062,21502"egarch11__skewt__w1000_r5": 2038152.8687884882,21503"egarch11__t__w1000_r5": 2519927.1334952237,21504"ewma094__normal__w1000_r5": 1.1523049756246726,21505"figarch11__ged__w1000_r5": 1.0123844848781354,21506"figarch11__normal__w1000_r5": 1.0136476580976956,21507"figarch11__skewt__w1000_r5": 1.0098665380196679,21508"figarch11__t__w1000_r5": 1.0120272889931121,21509"garch11__ged__w1000_r5": 1.0015957370251405,21510"garch11__normal__w1000_r5": 1.0,21511"garch11__skewt__w1000_r5": 1.0069794929474725,21512"garch11__t__w1000_r5": 1.0056860178308273,21513"garch12__ged__w1000_r5": 0.9969453056897764,21514"garch12__normal__w1000_r5": 0.998539250938326,21515"garch12__skewt__w1000_r5": 1.0033109170783527,21516"garch12__t__w1000_r5": 1.0020232609177953,21517"garch21__ged__w1000_r5": 1.0015669937300606,21518"garch21__normal__w1000_r5": 0.9998354953606441,21519"garch21__skewt__w1000_r5": 1.0071336498103676,21520"garch21__t__w1000_r5": 1.0059159360489658,21521"garchm11__ged__w1000_r5": 1.0089680770043181,21522"garchm11__normal__w1000_r5": 1.0121884485401673,21523"garchm11__skewt__w1000_r5": 1.0112711946802118,21524"garchm11__t__w1000_r5": 1.0100257477878767,21525"garchx_rv11__normal__w1000_r5": 0.9414445002437392,21526"garchx_rv11__t__w1000_r5": 0.9286050329790322,21527"gas_t11__t__w1000_r5": 1.0725640967480445,21528"gjr11__ged__w1000_r5": 0.9702184812093417,21529"gjr11__normal__w1000_r5": 0.965274402788926,21530"gjr11__skewt__w1000_r5": 0.964503304077565,21531"gjr11__t__w1000_r5": 0.9777193010298064,21532"har_rv__empirical__w1000_r5": 321754.9798252613,21533"heavy11__normal__w1000_r5": 0.9420068860746263,21534"heavy11__t__w1000_r5": 0.9249457819958523,21535"histvar22__empirical__w1000_r5": 1.4082087975485993,21536"histvar252__empirical__w1000_r5": 1.125601226094739,21537"histvar66__empirical__w1000_r5": 1.1471311434914209,21538"igarch11__ged__w1000_r5": 0.9574617962614914,21539"igarch11__normal__w1000_r5": 0.9493287754235624,21540"igarch11__skewt__w1000_r5": 0.95773487234566,21541"igarch11__t__w1000_r5": 0.9702864650682469,21542"loghar_rv__empirical__w1000_r5": 1.0779764541377224,21543"msgarch2__normal__w1000_r5": 1.025382502305202,21544"msgarch2__t__w1000_r5": 0.9848795365725673,21545"nagarch11__ged__w1000_r5": 0.9523397777260499,21546"nagarch11__normal__w1000_r5": 1.0180458724790304,21547"nagarch11__skewt__w1000_r5": 0.9404862107606451,21548"nagarch11__t__w1000_r5": 0.9551678903911035,21549"qgarch11__ged__w1000_r5": 0.957508617549294,21550"qgarch11__normal__w1000_r5": 0.9544994533830584,21551"qgarch11__skewt__w1000_r5": 0.9472626005287021,21552"qgarch11__t__w1000_r5": 0.962257960663393,21553"realgarch11__normal__w1000_r5": 1.0049492365385626,21554"realgarch11__t__w1000_r5": 1.0084927177253145,21555"rm2006__normal__w1000_r5": 1.0121430722047278,21556"rm_rw__empirical__w1000_r5": 1.5219266491438428,21557"tarch11__ged__w1000_r5": 1.008297552093752,21558"tarch11__normal__w1000_r5": 1.0427225775304005,21559"tarch11__skewt__w1000_r5": 1.1211213564232974,21560"tarch11__t__w1000_r5": 1.030577786469149721561},21562"r2|qlike|1": {21563"aparch11__ged__w1000_r5": 0.9837019890381701,21564"aparch11__normal__w1000_r5": 1.0561876701563206,21565"aparch11__skewt__w1000_r5": 0.9822457576521417,21566"aparch11__t__w1000_r5": 0.9823449889394628,21567"arch5__ged__w1000_r5": 1.0225101875130882,21568"arch5__normal__w1000_r5": 1.0252728924926742,21569"arch5__skewt__w1000_r5": 1.0232479697138979,21570"arch5__t__w1000_r5": 1.0204583909348044,21571"avgarch11__ged__w1000_r5": 1.0284056241917365,21572"avgarch11__normal__w1000_r5": 1.030746279530996,21573"avgarch11__skewt__w1000_r5": 1.0297286287386624,21574"avgarch11__t__w1000_r5": 1.0264961003500956,21575"cgarch11__ged__w1000_r5": 0.9767145158332343,21576"cgarch11__normal__w1000_r5": 0.9778784563327798,21577"cgarch11__skewt__w1000_r5": 0.9818367246970711,21578"cgarch11__t__w1000_r5": 0.9791666529867364,21579"constvar__normal__w1000_r5": 1.4853928835244374,21580"egarch11__ged__w1000_r5": 1220117.401082648,21581"egarch11__normal__w1000_r5": 195593.27177999367,21582"egarch11__skewt__w1000_r5": 91387.57326740725,21583"egarch11__t__w1000_r5": 96737.77578449388,21584"ewma094__normal__w1000_r5": 0.9802633307973388,21585"figarch11__ged__w1000_r5": 0.9833094216013128,21586"figarch11__normal__w1000_r5": 0.9843136521128522,21587"figarch11__skewt__w1000_r5": 0.9836543104735244,21588"figarch11__t__w1000_r5": 0.982961705497721,21589"garch11__ged__w1000_r5": 0.9978391240940664,21590"garch11__normal__w1000_r5": 1.0,21591"garch11__skewt__w1000_r5": 0.9977074354112042,21592"garch11__t__w1000_r5": 0.995410511717654,21593"garch12__ged__w1000_r5": 0.993487212724756,21594"garch12__normal__w1000_r5": 0.9964621008125193,21595"garch12__skewt__w1000_r5": 0.9992453511478556,21596"garch12__t__w1000_r5": 0.9966672830254223,21597"garch21__ged__w1000_r5": 0.998247281170115,21598"garch21__normal__w1000_r5": 1.0009849028440057,21599"garch21__skewt__w1000_r5": 0.9983792067763305,21600"garch21__t__w1000_r5": 0.9961349486677302,21601"garchm11__ged__w1000_r5": 0.9999694785244208,21602"garchm11__normal__w1000_r5": 1.0044902954600698,21603"garchm11__skewt__w1000_r5": 0.9984971288622938,21604"garchm11__t__w1000_r5": 0.9965796912991994,21605"garchx_rv11__normal__w1000_r5": 0.9610268088547227,21606"garchx_rv11__t__w1000_r5": 0.9633663084582943,21607"gas_t11__t__w1000_r5": 1.0326288191837791,21608"gjr11__ged__w1000_r5": 1.0017263274088064,21609"gjr11__normal__w1000_r5": 1.0142208581938486,21610"gjr11__skewt__w1000_r5": 0.999529780885882,21611"gjr11__t__w1000_r5": 0.9950637667692909,21612"har_rv__empirical__w1000_r5": 1684324.9529147728,21613"heavy11__normal__w1000_r5": 0.9589712875551077,21614"heavy11__t__w1000_r5": 0.9606101475139942,21615"histvar22__empirical__w1000_r5": 1.0083457617467442,21616"histvar252__empirical__w1000_r5": 1.2033970417021145,21617"histvar66__empirical__w1000_r5": 1.044506672051163,21618"igarch11__ged__w1000_r5": 0.9929551192849959,21619"igarch11__normal__w1000_r5": 0.9945646033961326,21620"igarch11__skewt__w1000_r5": 0.9925147937050641,21621"igarch11__t__w1000_r5": 0.991068429577972,21622"loghar_rv__empirical__w1000_r5": 0.979811625344771,21623"msgarch2__normal__w1000_r5": 1.001755656183411,21624"msgarch2__t__w1000_r5": 0.9927010746752873,21625"nagarch11__ged__w1000_r5": 0.9995218235058665,21626"nagarch11__normal__w1000_r5": 1.0861745963101572,21627"nagarch11__skewt__w1000_r5": 0.996701095593182,21628"nagarch11__t__w1000_r5": 0.9928927518934607,21629"qgarch11__ged__w1000_r5": 1.0001453170731232,21630"qgarch11__normal__w1000_r5": 1.0090545256806787,21631"qgarch11__skewt__w1000_r5": 0.9977598379101662,21632"qgarch11__t__w1000_r5": 0.9939339207765318,21633"realgarch11__normal__w1000_r5": 0.9898090510187708,21634"realgarch11__t__w1000_r5": 0.9877247479996794,21635"rm2006__normal__w1000_r5": 0.9782336869720847,21636"rm_rw__empirical__w1000_r5": 1.1792836318837352,21637"tarch11__ged__w1000_r5": 1.0341638944629399,21638"tarch11__normal__w1000_r5": 0.9899507977308755,21639"tarch11__skewt__w1000_r5": 1.0031497584013616,21640"tarch11__t__w1000_r5": 1.02854984557427321641},21642"r2|qlike|5": {21643"aparch11__ged__w1000_r5": 0.8944266477158499,21644"aparch11__normal__w1000_r5": 1.1250582521467034,21645"aparch11__skewt__w1000_r5": 0.88071392700597,21646"aparch11__t__w1000_r5": 0.8891121257883381,21647"arch5__ged__w1000_r5": 1.0796471200358673,21648"arch5__normal__w1000_r5": 1.0820769842520308,21649"arch5__skewt__w1000_r5": 1.0854788051843471,21650"arch5__t__w1000_r5": 1.0758707852783536,21651"avgarch11__ged__w1000_r5": 1.1183918932501602,21652"avgarch11__normal__w1000_r5": 1.1192682797006985,21653"avgarch11__skewt__w1000_r5": 1.1244240729607262,21654"avgarch11__t__w1000_r5": 1.115128561527473,21655"cgarch11__ged__w1000_r5": 0.9479145630480152,21656"cgarch11__normal__w1000_r5": 0.9512901007105343,21657"cgarch11__skewt__w1000_r5": 0.9605124326500744,21658"cgarch11__t__w1000_r5": 0.9520148384187868,21659"constvar__normal__w1000_r5": 2.3213873726474827,21660"egarch11__ged__w1000_r5": 15416949.83488551,21661"egarch11__normal__w1000_r5": 2731612.4017637987,21662"egarch11__skewt__w1000_r5": 1138946.062427001,21663"egarch11__t__w1000_r5": 1318552.8757753102,21664"ewma094__normal__w1000_r5": 0.8849039808371659,21665"figarch11__ged__w1000_r5": 0.9324957808358578,21666"figarch11__normal__w1000_r5": 0.9378205686760681,21667"figarch11__skewt__w1000_r5": 0.9282547889860207,21668"figarch11__t__w1000_r5": 0.9235229958710719,21669"garch11__ged__w1000_r5": 0.9926329254852713,21670"garch11__normal__w1000_r5": 1.0,21671"garch11__skewt__w1000_r5": 0.9918440025093652,21672"garch11__t__w1000_r5": 0.9832876072582097,21673"garch12__ged__w1000_r5": 0.9741074641342985,21674"garch12__normal__w1000_r5": 0.9865058106284793,21675"garch12__skewt__w1000_r5": 0.9766770495778363,21676"garch12__t__w1000_r5": 0.9664287295969339,21677"garch21__ged__w1000_r5": 0.992711128399371,21678"garch21__normal__w1000_r5": 1.0014024963862898,21679"garch21__skewt__w1000_r5": 0.9925349950565163,21680"garch21__t__w1000_r5": 0.9841059138023497,21681"garchm11__ged__w1000_r5": 0.9974538402077316,21682"garchm11__normal__w1000_r5": 1.011348236914864,21683"garchm11__skewt__w1000_r5": 0.9918419037588586,21684"garchm11__t__w1000_r5": 0.9837383445304202,21685"garchx_rv11__normal__w1000_r5": 0.8413677759938843,21686"garchx_rv11__t__w1000_r5": 0.8359874512781159,21687"gas_t11__t__w1000_r5": 1.1197038236400798,21688"gjr11__ged__w1000_r5": 0.9938112788649027,21689"gjr11__normal__w1000_r5": 1.0229629057614356,21690"gjr11__skewt__w1000_r5": 0.9858718987278686,21691"gjr11__t__w1000_r5": 0.9754707715520734,21692"har_rv__empirical__w1000_r5": 2523556.344102057,21693"heavy11__normal__w1000_r5": 0.835823390929157,21694"heavy11__t__w1000_r5": 0.8268931657863265,21695"histvar22__empirical__w1000_r5": 0.9945326821629694,21696"histvar252__empirical__w1000_r5": 1.5540874639136215,21697"histvar66__empirical__w1000_r5": 1.1366712202889502,21698"igarch11__ged__w1000_r5": 0.9539745398874631,21699"igarch11__normal__w1000_r5": 0.9601389651146575,21700"igarch11__skewt__w1000_r5": 0.9496485342231681,21701"igarch11__t__w1000_r5": 0.9448292718904614,21702"loghar_rv__empirical__w1000_r5": 0.9931112689439537,21703"msgarch2__normal__w1000_r5": 0.9810790401987444,21704"msgarch2__t__w1000_r5": 0.9448533354020635,21705"nagarch11__ged__w1000_r5": 0.9843947730135363,21706"nagarch11__normal__w1000_r5": 1.2047534030064235,21707"nagarch11__skewt__w1000_r5": 0.9749766090991426,21708"nagarch11__t__w1000_r5": 0.9626239271462719,21709"qgarch11__ged__w1000_r5": 0.992600268155629,21710"qgarch11__normal__w1000_r5": 1.0174831578200862,21711"qgarch11__skewt__w1000_r5": 0.9832772439901738,21712"qgarch11__t__w1000_r5": 0.9710744487288971,21713"realgarch11__normal__w1000_r5": 0.9655571193165527,21714"realgarch11__t__w1000_r5": 0.9582756330443479,21715"rm2006__normal__w1000_r5": 0.8575289699859034,21716"rm_rw__empirical__w1000_r5": 1.448989367158075,21717"tarch11__ged__w1000_r5": 1.1173936867993988,21718"tarch11__normal__w1000_r5": 1.0702857450197922,21719"tarch11__skewt__w1000_r5": 1.2338301255347655,21720"tarch11__t__w1000_r5": 1.125520005328791521721},21722"r2|qlike|22": {21723"aparch11__ged__w1000_r5": 0.9057694063969407,21724"aparch11__normal__w1000_r5": 0.9892222280520104,21725"aparch11__skewt__w1000_r5": 0.8936522931096178,21726"aparch11__t__w1000_r5": 0.9137577796586845,21727"arch5__ged__w1000_r5": 1.0786308841247028,21728"arch5__normal__w1000_r5": 1.0748172459649032,21729"arch5__skewt__w1000_r5": 1.0926226593344641,21730"arch5__t__w1000_r5": 1.0827735176880713,21731"avgarch11__ged__w1000_r5": 1.0624062499265914,21732"avgarch11__normal__w1000_r5": 1.0473012957593921,21733"avgarch11__skewt__w1000_r5": 1.0723756556866768,21734"avgarch11__t__w1000_r5": 1.0701113630892196,21735"cgarch11__ged__w1000_r5": 0.995762294448052,21736"cgarch11__normal__w1000_r5": 0.9926328553340087,21737"cgarch11__skewt__w1000_r5": 1.0065515711647701,21738"cgarch11__t__w1000_r5": 1.0024636814899568,21739"constvar__normal__w1000_r5": 1.3749454655781728,21740"egarch11__ged__w1000_r5": 26825181.71202401,21741"egarch11__normal__w1000_r5": 6631150.729813571,21742"egarch11__skewt__w1000_r5": 2094355.4260846425,21743"egarch11__t__w1000_r5": 2599966.4053706652,21744"ewma094__normal__w1000_r5": 1.126312310626411,21745"figarch11__ged__w1000_r5": 0.9699605578680339,21746"figarch11__normal__w1000_r5": 0.9728560426023153,21747"figarch11__skewt__w1000_r5": 0.9651072030375496,21748"figarch11__t__w1000_r5": 0.965478737054092,21749"garch11__ged__w1000_r5": 1.0056230165199203,21750"garch11__normal__w1000_r5": 1.0,21751"garch11__skewt__w1000_r5": 1.0124804303914228,21752"garch11__t__w1000_r5": 1.0112350876632927,21753"garch12__ged__w1000_r5": 0.9978160303178571,21754"garch12__normal__w1000_r5": 0.9962205643944595,21755"garch12__skewt__w1000_r5": 1.0053992859845782,21756"garch12__t__w1000_r5": 1.0035052581148853,21757"garch21__ged__w1000_r5": 1.0054920519726993,21758"garch21__normal__w1000_r5": 1.0000124550129068,21759"garch21__skewt__w1000_r5": 1.012641546520952,21760"garch21__t__w1000_r5": 1.011441940242473,21761"garchm11__ged__w1000_r5": 1.010954211398167,21762"garchm11__normal__w1000_r5": 1.0099149092548712,21763"garchm11__skewt__w1000_r5": 1.0154232955739033,21764"garchm11__t__w1000_r5": 1.0140278142643695,21765"garchx_rv11__normal__w1000_r5": 0.9267500391670406,21766"garchx_rv11__t__w1000_r5": 0.9132096531056482,21767"gas_t11__t__w1000_r5": 1.0762006429709754,21768"gjr11__ged__w1000_r5": 0.9767838800747245,21769"gjr11__normal__w1000_r5": 0.9687038070666615,21770"gjr11__skewt__w1000_r5": 0.9723337762512096,21771"gjr11__t__w1000_r5": 0.9868887824015469,21772"har_rv__empirical__w1000_r5": 465297.35368152766,21773"heavy11__normal__w1000_r5": 0.9258067514081619,21774"heavy11__t__w1000_r5": 0.9093302382617559,21775"histvar22__empirical__w1000_r5": 1.3871522691823674,21776"histvar252__empirical__w1000_r5": 1.0750100765582813,21777"histvar66__empirical__w1000_r5": 1.1229592863506748,21778"igarch11__ged__w1000_r5": 0.9201267717771312,21779"igarch11__normal__w1000_r5": 0.914067553373691,21780"igarch11__skewt__w1000_r5": 0.9181844503020079,21781"igarch11__t__w1000_r5": 0.9292439459479612,21782"loghar_rv__empirical__w1000_r5": 1.024723314392484,21783"msgarch2__normal__w1000_r5": 1.0323810263776554,21784"msgarch2__t__w1000_r5": 0.9809421085915191,21785"nagarch11__ged__w1000_r5": 0.9609299071602371,21786"nagarch11__normal__w1000_r5": 1.0259358307651927,21787"nagarch11__skewt__w1000_r5": 0.9499740300380577,21788"nagarch11__t__w1000_r5": 0.9652596578653743,21789"qgarch11__ged__w1000_r5": 0.9656100052864348,21790"qgarch11__normal__w1000_r5": 0.9597374285568351,21791"qgarch11__skewt__w1000_r5": 0.9562122142596953,21792"qgarch11__t__w1000_r5": 0.9716624216584295,21793"realgarch11__normal__w1000_r5": 0.9902921234150885,21794"realgarch11__t__w1000_r5": 0.9913795791163489,21795"rm2006__normal__w1000_r5": 0.9661359148880408,21796"rm_rw__empirical__w1000_r5": 1.4835399262068774,21797"tarch11__ged__w1000_r5": 1.0143008924317678,21798"tarch11__normal__w1000_r5": 1.0382266347118592,21799"tarch11__skewt__w1000_r5": 1.132140905211005,21800"tarch11__t__w1000_r5": 1.0418456708619421801},21802"rv5ss_scaled|qlike|1": {21803"aparch11__ged__w1000_r5": 0.9558794929077438,21804"aparch11__normal__w1000_r5": 1.454615218671779,21805"aparch11__skewt__w1000_r5": 0.9452527201543081,21806"aparch11__t__w1000_r5": 0.9412298689431369,21807"arch5__ged__w1000_r5": 1.0817079994322725,21808"arch5__normal__w1000_r5": 1.0940017576605643,21809"arch5__skewt__w1000_r5": 1.0886832453527344,21810"arch5__t__w1000_r5": 1.074053512722211,21811"avgarch11__ged__w1000_r5": 1.1862563072869878,21812"avgarch11__normal__w1000_r5": 1.20557519381141,21813"avgarch11__skewt__w1000_r5": 1.1869889003032335,21814"avgarch11__t__w1000_r5": 1.1696763607109242,21815"cgarch11__ged__w1000_r5": 0.9029984709360992,21816"cgarch11__normal__w1000_r5": 0.9051351979037777,21817"cgarch11__skewt__w1000_r5": 0.9133851483466898,21818"cgarch11__t__w1000_r5": 0.902855237001523,21819"constvar__normal__w1000_r5": 3.2022617884081903,21820"egarch11__ged__w1000_r5": 8445883.594712256,21821"egarch11__normal__w1000_r5": 981200.9764057107,21822"egarch11__skewt__w1000_r5": 552185.4889012788,21823"egarch11__t__w1000_r5": 341376.26481078507,21824"ewma094__normal__w1000_r5": 0.8496184114465527,21825"figarch11__ged__w1000_r5": 0.9015494719635693,21826"figarch11__normal__w1000_r5": 0.9062148988824895,21827"figarch11__skewt__w1000_r5": 0.9066067579753821,21828"figarch11__t__w1000_r5": 0.897783448379651,21829"garch11__ged__w1000_r5": 0.9817539266523448,21830"garch11__normal__w1000_r5": 1.0,21831"garch11__skewt__w1000_r5": 0.9765708820214659,21832"garch11__t__w1000_r5": 0.9640314651036989,21833"garch12__ged__w1000_r5": 0.9632569214538101,21834"garch12__normal__w1000_r5": 0.9823759530920142,21835"garch12__skewt__w1000_r5": 0.9715359530610911,21836"garch12__t__w1000_r5": 0.9594551107380933,21837"garch21__ged__w1000_r5": 0.9820683443503836,21838"garch21__normal__w1000_r5": 1.0011012116171183,21839"garch21__skewt__w1000_r5": 0.9778126691203186,21840"garch21__t__w1000_r5": 0.9654917974117435,21841"garchm11__ged__w1000_r5": 0.9961150937634703,21842"garchm11__normal__w1000_r5": 1.0240126448227265,21843"garchm11__skewt__w1000_r5": 0.9833375760413509,21844"garchm11__t__w1000_r5": 0.9723968841988814,21845"garchx_rv11__normal__w1000_r5": 0.8335093057761687,21846"garchx_rv11__t__w1000_r5": 0.8402911737547129,21847"gas_t11__t__w1000_r5": 1.2128591367218866,21848"gjr11__ged__w1000_r5": 1.0522150268349981,21849"gjr11__normal__w1000_r5": 1.1372603589855212,21850"gjr11__skewt__w1000_r5": 1.0371128223101742,21851"gjr11__t__w1000_r5": 1.0069459981433178,21852"har_rv__empirical__w1000_r5": 5848132.904337523,21853"heavy11__normal__w1000_r5": 0.8328294717215331,21854"heavy11__t__w1000_r5": 0.8350289406281542,21855"histvar22__empirical__w1000_r5": 0.9756909327861116,21856"histvar252__empirical__w1000_r5": 1.9702459590662178,21857"histvar66__empirical__w1000_r5": 1.190352608817359,21858"igarch11__ged__w1000_r5": 0.964219984946081,21859"igarch11__normal__w1000_r5": 0.9734783552781231,21860"igarch11__skewt__w1000_r5": 0.9563710246095033,21861"igarch11__t__w1000_r5": 0.9501574897431894,21862"loghar_rv__empirical__w1000_r5": 0.9491700707012327,21863"msgarch2__normal__w1000_r5": 0.9907418690908721,21864"msgarch2__t__w1000_r5": 0.9611539861694534,21865"nagarch11__ged__w1000_r5": 1.0459219343745174,21866"nagarch11__normal__w1000_r5": 1.722323782531234,21867"nagarch11__skewt__w1000_r5": 1.0363554639800183,21868"nagarch11__t__w1000_r5": 1.008858517047968,21869"qgarch11__ged__w1000_r5": 1.023822283803154,21870"qgarch11__normal__w1000_r5": 1.0821377508812555,21871"qgarch11__skewt__w1000_r5": 1.0097240172439144,21872"qgarch11__t__w1000_r5": 0.9856472944559918,21873"realgarch11__normal__w1000_r5": 1.0498409290510482,21874"realgarch11__t__w1000_r5": 1.0321371439596627,21875"rm2006__normal__w1000_r5": 0.860629736748863,21876"rm_rw__empirical__w1000_r5": 1.6853545338069287,21877"tarch11__ged__w1000_r5": 1.2955505386414556,21878"tarch11__normal__w1000_r5": 0.9960968615932736,21879"tarch11__skewt__w1000_r5": 1.0778018118884907,21880"tarch11__t__w1000_r5": 1.245453678573272421881},21882"rv5ss_scaled|qlike|5": {21883"aparch11__ged__w1000_r5": 0.8607641376559433,21884"aparch11__normal__w1000_r5": 1.2911358520335385,21885"aparch11__skewt__w1000_r5": 0.8346906542826409,21886"aparch11__t__w1000_r5": 0.8433545481766481,21887"arch5__ged__w1000_r5": 1.100208987334585,21888"arch5__normal__w1000_r5": 1.1040285804094203,21889"arch5__skewt__w1000_r5": 1.1034579717045023,21890"arch5__t__w1000_r5": 1.0906676544813478,21891"avgarch11__ged__w1000_r5": 1.2148494164917545,21892"avgarch11__normal__w1000_r5": 1.2234451529008366,21893"avgarch11__skewt__w1000_r5": 1.2225206940586149,21894"avgarch11__t__w1000_r5": 1.2046095864568027,21895"cgarch11__ged__w1000_r5": 0.9458806712200237,21896"cgarch11__normal__w1000_r5": 0.9482255759183904,21897"cgarch11__skewt__w1000_r5": 0.9573613865769868,21898"cgarch11__t__w1000_r5": 0.9455059213894608,21899"constvar__normal__w1000_r5": 2.8261350160264382,21900"egarch11__ged__w1000_r5": 27866894.920433223,21901"egarch11__normal__w1000_r5": 4213156.086592261,21902"egarch11__skewt__w1000_r5": 1973957.8379136936,21903"egarch11__t__w1000_r5": 1394227.4392340146,21904"ewma094__normal__w1000_r5": 0.7694439790809875,21905"figarch11__ged__w1000_r5": 0.8807445826072777,21906"figarch11__normal__w1000_r5": 0.8881158658271591,21907"figarch11__skewt__w1000_r5": 0.8773093217352279,21908"figarch11__t__w1000_r5": 0.8682038389715164,21909"garch11__ged__w1000_r5": 0.9809869742784189,21910"garch11__normal__w1000_r5": 1.0,21911"garch11__skewt__w1000_r5": 0.9777965355119552,21912"garch11__t__w1000_r5": 0.9604813915552621,21913"garch12__ged__w1000_r5": 0.9570658820286742,21914"garch12__normal__w1000_r5": 0.982131277481302,21915"garch12__skewt__w1000_r5": 0.9619054122835792,21916"garch12__t__w1000_r5": 0.9443504222237756,21917"garch21__ged__w1000_r5": 0.9818454784719255,21918"garch21__normal__w1000_r5": 1.0013567471516382,21919"garch21__skewt__w1000_r5": 0.9790742997677743,21920"garch21__t__w1000_r5": 0.9621504875984738,21921"garchm11__ged__w1000_r5": 0.9906641384281714,21922"garchm11__normal__w1000_r5": 1.018841192930612,21923"garchm11__skewt__w1000_r5": 0.978573151346785,21924"garchm11__t__w1000_r5": 0.9630410937233111,21925"garchx_rv11__normal__w1000_r5": 0.7344628526462318,21926"garchx_rv11__t__w1000_r5": 0.7300684341724731,21927"gas_t11__t__w1000_r5": 1.2210180913636997,21928"gjr11__ged__w1000_r5": 1.018557864162819,21929"gjr11__normal__w1000_r5": 1.0754070368929995,21930"gjr11__skewt__w1000_r5": 1.0035706010379732,21931"gjr11__t__w1000_r5": 0.9783508386066199,21932"har_rv__empirical__w1000_r5": 1922347.0668665436,21933"heavy11__normal__w1000_r5": 0.729276419790001,21934"heavy11__t__w1000_r5": 0.7181054325149347,21935"histvar22__empirical__w1000_r5": 0.926855819971387,21936"histvar252__empirical__w1000_r5": 1.8351485983256675,21937"histvar66__empirical__w1000_r5": 1.1895602841989819,21938"igarch11__ged__w1000_r5": 0.9326208809471827,21939"igarch11__normal__w1000_r5": 0.9442718508083355,21940"igarch11__skewt__w1000_r5": 0.9212289368468377,21941"igarch11__t__w1000_r5": 0.9136479987566325,21942"loghar_rv__empirical__w1000_r5": 0.9902973178840507,21943"msgarch2__normal__w1000_r5": 0.9557022858949125,21944"msgarch2__t__w1000_r5": 0.9218668600659794,21945"nagarch11__ged__w1000_r5": 1.006457860571281,21946"nagarch11__normal__w1000_r5": 1.4303898173868452,21947"nagarch11__skewt__w1000_r5": 0.993113352790029,21948"nagarch11__t__w1000_r5": 0.9651733473179329,21949"qgarch11__ged__w1000_r5": 1.0053796146593839,21950"qgarch11__normal__w1000_r5": 1.0547137069605894,21951"qgarch11__skewt__w1000_r5": 0.9910724890908471,21952"qgarch11__t__w1000_r5": 0.9648692729460915,21953"realgarch11__normal__w1000_r5": 0.9827593456692753,21954"realgarch11__t__w1000_r5": 0.9674433545864308,21955"rm2006__normal__w1000_r5": 0.7475550118597866,21956"rm_rw__empirical__w1000_r5": 1.5569527383221144,21957"tarch11__ged__w1000_r5": 1.2504394024808678,21958"tarch11__normal__w1000_r5": 1.1624884854250621,21959"tarch11__skewt__w1000_r5": 1.433356754050224,21960"tarch11__t__w1000_r5": 1.241943940606761221961},21962"rv5ss_scaled|qlike|22": {21963"aparch11__ged__w1000_r5": 0.9149096197675124,21964"aparch11__normal__w1000_r5": 0.9968508137179661,21965"aparch11__skewt__w1000_r5": 0.9046414132901577,21966"aparch11__t__w1000_r5": 0.9233047447830168,21967"arch5__ged__w1000_r5": 1.083155595302451,21968"arch5__normal__w1000_r5": 1.0780741838982304,21969"arch5__skewt__w1000_r5": 1.0987566926321226,21970"arch5__t__w1000_r5": 1.0880513549023338,21971"avgarch11__ged__w1000_r5": 1.0550738084886737,21972"avgarch11__normal__w1000_r5": 1.0412079543892363,21973"avgarch11__skewt__w1000_r5": 1.065811140987428,21974"avgarch11__t__w1000_r5": 1.0618334201716826,21975"cgarch11__ged__w1000_r5": 1.008425584382233,21976"cgarch11__normal__w1000_r5": 1.004259381324618,21977"cgarch11__skewt__w1000_r5": 1.0195061619336112,21978"cgarch11__t__w1000_r5": 1.016136289929339,21979"constvar__normal__w1000_r5": 1.350384335033018,21980"egarch11__ged__w1000_r5": 27101487.086722262,21981"egarch11__normal__w1000_r5": 6744001.544189963,21982"egarch11__skewt__w1000_r5": 1962455.7366747248,21983"egarch11__t__w1000_r5": 2518698.1365139345,21984"ewma094__normal__w1000_r5": 1.1237616702917121,21985"figarch11__ged__w1000_r5": 0.9699209677038392,21986"figarch11__normal__w1000_r5": 0.9723917499552014,21987"figarch11__skewt__w1000_r5": 0.9665779907651683,21988"figarch11__t__w1000_r5": 0.9671148677976669,21989"garch11__ged__w1000_r5": 1.004979921138606,21990"garch11__normal__w1000_r5": 1.0,21991"garch11__skewt__w1000_r5": 1.0143104211599467,21992"garch11__t__w1000_r5": 1.0111093077819717,21993"garch12__ged__w1000_r5": 0.9991849861636938,21994"garch12__normal__w1000_r5": 0.9974987877259848,21995"garch12__skewt__w1000_r5": 1.0094805169161878,21996"garch12__t__w1000_r5": 1.0060254100388364,21997"garch21__ged__w1000_r5": 1.0050898027719164,21998"garch21__normal__w1000_r5": 1.0000675091717544,21999"garch21__skewt__w1000_r5": 1.0145361043743202,22000"garch21__t__w1000_r5": 1.011465071697993,22001"garchm11__ged__w1000_r5": 1.0108654711885958,22002"garchm11__normal__w1000_r5": 1.0104245794136244,22003"garchm11__skewt__w1000_r5": 1.0172168328445186,22004"garchm11__t__w1000_r5": 1.0141706186665471,22005"garchx_rv11__normal__w1000_r5": 0.9307698405916467,22006"garchx_rv11__t__w1000_r5": 0.9189668472473376,22007"gas_t11__t__w1000_r5": 1.0752200623360482,22008"gjr11__ged__w1000_r5": 0.9802431057343182,22009"gjr11__normal__w1000_r5": 0.9708931791651165,22010"gjr11__skewt__w1000_r5": 0.977657312007342,22011"gjr11__t__w1000_r5": 0.9900998588400312,22012"har_rv__empirical__w1000_r5": 285327.0036790374,22013"heavy11__normal__w1000_r5": 0.9297977676360472,22014"heavy11__t__w1000_r5": 0.9137459543505734,22015"histvar22__empirical__w1000_r5": 1.3936451673832353,22016"histvar252__empirical__w1000_r5": 1.0873318384599133,22017"histvar66__empirical__w1000_r5": 1.1185870291778992,22018"igarch11__ged__w1000_r5": 0.9204659727720531,22019"igarch11__normal__w1000_r5": 0.9136894055253331,22020"igarch11__skewt__w1000_r5": 0.9192926162399904,22021"igarch11__t__w1000_r5": 0.9308734905618934,22022"loghar_rv__empirical__w1000_r5": 1.0199195934390146,22023"msgarch2__normal__w1000_r5": 1.034857383858812,22024"msgarch2__t__w1000_r5": 0.9881435804676135,22025"nagarch11__ged__w1000_r5": 0.9604847720563557,22026"nagarch11__normal__w1000_r5": 1.0256414536906313,22027"nagarch11__skewt__w1000_r5": 0.9516314709835264,22028"nagarch11__t__w1000_r5": 0.9650126008153797,22029"qgarch11__ged__w1000_r5": 0.9644008886880935,22030"qgarch11__normal__w1000_r5": 0.9574645264265245,22031"qgarch11__skewt__w1000_r5": 0.9574780912532099,22032"qgarch11__t__w1000_r5": 0.9711454067727501,22033"realgarch11__normal__w1000_r5": 0.9914550538852666,22034"realgarch11__t__w1000_r5": 0.9929975684892995,22035"rm2006__normal__w1000_r5": 0.9708017527319637,22036"rm_rw__empirical__w1000_r5": 1.586460136735818,22037"tarch11__ged__w1000_r5": 1.008388246534212,22038"tarch11__normal__w1000_r5": 1.0327123624935726,22039"tarch11__skewt__w1000_r5": 1.1221036841861005,22040"tarch11__t__w1000_r5": 1.029884308732404822041}22042},22043"tailrisk": {22044"aparch11__ged__w1000_r5": {22045"0.01": {22046"n": 2722,22047"hit_rate": 0.019470977222630418,22048"kupiec_p": 1.1057426760035596e-05,22049"cc_p": 1.4491398668881455e-07,22050"dq_p": 7.048063139529413e-19,22051"fz0_mean": 0.41370875057619555,22052"es_shortfall_ratio": 1.13411353168220522053},22054"0.05": {22055"n": 2722,22056"hit_rate": 0.054739162380602495,22057"kupiec_p": 0.2635016390723265,22058"cc_p": 0.0031809727506546923,22059"dq_p": 0.0018352791160343514,22060"fz0_mean": -0.06401059432597599,22061"es_shortfall_ratio": 1.091111045815947422062}22063},22064"aparch11__normal__w1000_r5": {22065"0.01": {22066"n": 2722,22067"hit_rate": 0.0213078618662748,22068"kupiec_p": 2.573535683835447e-07,22069"cc_p": 1.5921457351423276e-09,22070"dq_p": 8.060114188683609e-25,22071"fz0_mean": 0.6962160647629442,22072"es_shortfall_ratio": 1.244031236940719222073},22074"0.05": {22075"n": 2722,22076"hit_rate": 0.05363703159441587,22077"kupiec_p": 0.3892671251125104,22078"cc_p": 0.0066405997879756115,22079"dq_p": 0.0026639940686423802,22080"fz0_mean": -0.0009679637071910569,22081"es_shortfall_ratio": 1.147005399561797522082}22083},22084"aparch11__skewt__w1000_r5": {22085"0.01": {22086"n": 2722,22087"hit_rate": 0.013592946362968405,22088"kupiec_p": 0.07404403757329134,22089"cc_p": 0.00010489242061159399,22090"dq_p": 1.3073052239425747e-16,22091"fz0_mean": 0.3505710662540626,22092"es_shortfall_ratio": 1.10923534196176422093},22094"0.05": {22095"n": 2722,22096"hit_rate": 0.050698016164584865,22097"kupiec_p": 0.8675836334084923,22098"cc_p": 0.019077516269696292,22099"dq_p": 0.002574188404769466,22100"fz0_mean": -0.07162605111522248,22101"es_shortfall_ratio": 1.065155533026913122102}22103},22104"aparch11__t__w1000_r5": {22105"0.01": {22106"n": 2722,22107"hit_rate": 0.019470977222630418,22108"kupiec_p": 1.1057426760035596e-05,22109"cc_p": 1.4491398668881455e-07,22110"dq_p": 1.1913522938663414e-18,22111"fz0_mean": 0.3858549569063153,22112"es_shortfall_ratio": 1.090048365569643422113},22114"0.05": {22115"n": 2722,22116"hit_rate": 0.05804555473916238,22117"kupiec_p": 0.0600930010673531,22118"cc_p": 0.0006365795260560211,22119"dq_p": 0.00022379463216463212,22120"fz0_mean": -0.06539219989223849,22121"es_shortfall_ratio": 1.080435686499279722122}22123},22124"arch5__ged__w1000_r5": {22125"0.01": {22126"n": 2722,22127"hit_rate": 0.017266715650257163,22128"kupiec_p": 0.0005529856065902889,22129"cc_p": 8.422161661021806e-05,22130"dq_p": 8.41279731752242e-10,22131"fz0_mean": 0.4033623358581405,22132"es_shortfall_ratio": 1.080811572692098222133},22134"0.05": {22135"n": 2722,22136"hit_rate": 0.05437178545187362,22137"kupiec_p": 0.3017903171148595,22138"cc_p": 0.017471150348280246,22139"dq_p": 0.005711208598568555,22140"fz0_mean": -0.0345976047952075,22141"es_shortfall_ratio": 1.061944233769811722142}22143},22144"arch5__normal__w1000_r5": {22145"0.01": {22146"n": 2722,22147"hit_rate": 0.02094048493754592,22148"kupiec_p": 5.651449467537702e-07,22149"cc_p": 9.815033777650566e-08,22150"dq_p": 8.065224411790654e-16,22151"fz0_mean": 0.4743314392473633,22152"es_shortfall_ratio": 1.130665761669756622153},22154"0.05": {22155"n": 2722,22156"hit_rate": 0.05290227773695812,22157"kupiec_p": 0.4911089911080522,22158"cc_p": 0.014047319767500637,22159"dq_p": 0.00238445792507769,22160"fz0_mean": -0.026269530710575768,22161"es_shortfall_ratio": 1.110009816899285122162}22163},22164"arch5__skewt__w1000_r5": {22165"0.01": {22166"n": 2722,22167"hit_rate": 0.013592946362968405,22168"kupiec_p": 0.07404403757329134,22169"cc_p": 0.0011825482111503095,22170"dq_p": 4.911918802748585e-09,22171"fz0_mean": 0.3728394315745446,22172"es_shortfall_ratio": 1.036071268301045322173},22174"0.05": {22175"n": 2722,22176"hit_rate": 0.05033063923585599,22177"kupiec_p": 0.9369787590934104,22178"cc_p": 0.0065249646102560534,22179"dq_p": 0.0019776723540795202,22180"fz0_mean": -0.03860661336809313,22181"es_shortfall_ratio": 1.03587464070420622182}22183},22184"arch5__t__w1000_r5": {22185"0.01": {22186"n": 2722,22187"hit_rate": 0.01653196179279941,22188"kupiec_p": 0.00174368200009937,22189"cc_p": 0.00018055077713200398,22190"dq_p": 9.490999944497837e-10,22191"fz0_mean": 0.3933860541590311,22192"es_shortfall_ratio": 1.05178323121722422193},22194"0.05": {22195"n": 2722,22196"hit_rate": 0.05731080088170463,22197"kupiec_p": 0.0868958694352268,22198"cc_p": 0.017081334868314386,22199"dq_p": 0.007961287289041332,22200"fz0_mean": -0.03646333427787639,22201"es_shortfall_ratio": 1.05206868270364322202}22203},22204"avgarch11__ged__w1000_r5": {22205"0.01": {22206"n": 2722,22207"hit_rate": 0.01763409257898604,22208"kupiec_p": 0.00030222438960911605,22209"cc_p": 1.1072238834572988e-06,22210"dq_p": 9.030478170690134e-19,22211"fz0_mean": 0.5412245037844023,22212"es_shortfall_ratio": 1.15840274824433722213},22214"0.05": {22215"n": 2722,22216"hit_rate": 0.05841293166789126,22217"kupiec_p": 0.049540536524571376,22218"cc_p": 0.0015413631607896618,22219"dq_p": 2.3404675800146666e-05,22220"fz0_mean": -0.02037701691440418,22221"es_shortfall_ratio": 1.09171985468492522222}22223},22224"avgarch11__normal__w1000_r5": {22225"0.01": {22226"n": 2722,22227"hit_rate": 0.020573108008817047,22228"kupiec_p": 1.2201130736234468e-06,22229"cc_p": 4.558610846349801e-09,22230"dq_p": 3.4153890283631774e-25,22231"fz0_mean": 0.6203298375441021,22232"es_shortfall_ratio": 1.192282295558362722233},22234"0.05": {22235"n": 2722,22236"hit_rate": 0.056943423952975754,22237"kupiec_p": 0.10358966448923629,22238"cc_p": 0.001563682329619652,22239"dq_p": 6.574162226644574e-06,22240"fz0_mean": -0.013590399441554603,22241"es_shortfall_ratio": 1.13615872114607322242}22243},22244"avgarch11__skewt__w1000_r5": {22245"0.01": {22246"n": 2722,22247"hit_rate": 0.01322556943423953,22248"kupiec_p": 0.10703530495864008,22249"cc_p": 6.866364833454253e-06,22250"dq_p": 1.185631598868319e-25,22251"fz0_mean": 0.4941918894893955,22252"es_shortfall_ratio": 1.115584265646573322253},22254"0.05": {22255"n": 2722,22256"hit_rate": 0.05290227773695812,22257"kupiec_p": 0.4911089911080522,22258"cc_p": 0.005650888160705494,22259"dq_p": 7.064340140413021e-05,22260"fz0_mean": -0.024369775480782344,22261"es_shortfall_ratio": 1.068004970045903822262}22263},22264"avgarch11__t__w1000_r5": {22265"0.01": {22266"n": 2722,22267"hit_rate": 0.01763409257898604,22268"kupiec_p": 0.00030222438960911605,22269"cc_p": 1.1158940352277927e-07,22270"dq_p": 2.221332264994359e-25,22271"fz0_mean": 0.5152080368397193,22272"es_shortfall_ratio": 1.106521642093440522273},22274"0.05": {22275"n": 2722,22276"hit_rate": 0.060249816311535635,22277"kupiec_p": 0.017292836797269156,22278"cc_p": 0.0005458872830384847,22279"dq_p": 1.0895974717826317e-05,22280"fz0_mean": -0.018794172235549706,22281"es_shortfall_ratio": 1.087613076811848222282}22283},22284"cgarch11__ged__w1000_r5": {22285"0.01": {22286"n": 2722,22287"hit_rate": 0.014695077149155033,22288"kupiec_p": 0.021387937214868268,22289"cc_p": 0.0007383229477190307,22290"dq_p": 7.21976125674254e-13,22291"fz0_mean": 0.365563971461524,22292"es_shortfall_ratio": 1.157206710562375822293},22294"0.05": {22295"n": 2722,22296"hit_rate": 0.05841293166789126,22297"kupiec_p": 0.049540536524571376,22298"cc_p": 0.007398274359081671,22299"dq_p": 0.000613848477032652,22300"fz0_mean": -0.07467203685236486,22301"es_shortfall_ratio": 1.062447984127352422302}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": 9.24456086640711e-07,22310"dq_p": 3.108921289650838e-17,22311"fz0_mean": 0.41358590654845984,22312"es_shortfall_ratio": 1.135677964524097322313},22314"0.05": {22315"n": 2722,22316"hit_rate": 0.05657604702424688,22317"kupiec_p": 0.12277938157087491,22318"cc_p": 0.01816819546721009,22319"dq_p": 0.0011472948883247337,22320"fz0_mean": -0.07100719116137287,22321"es_shortfall_ratio": 1.100987426976482622322}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": 0.0013851299272074878,22330"dq_p": 3.839114467038181e-12,22331"fz0_mean": 0.3501468589283704,22332"es_shortfall_ratio": 1.087885722593205322333},22334"0.05": {22335"n": 2722,22336"hit_rate": 0.05400440852314475,22337"kupiec_p": 0.34370656383840203,22338"cc_p": 0.07408800897733102,22339"dq_p": 0.0049057125850803665,22340"fz0_mean": -0.06879631977093137,22341"es_shortfall_ratio": 1.042407477207472722342}22343},22344"cgarch11__t__w1000_r5": {22345"0.01": {22346"n": 2722,22347"hit_rate": 0.015429831006612785,22348"kupiec_p": 0.008365576834133132,22349"cc_p": 0.00045952078085160114,22350"dq_p": 4.115262701951116e-16,22351"fz0_mean": 0.3688561641155379,22352"es_shortfall_ratio": 1.104977423710568722353},22354"0.05": {22355"n": 2722,22356"hit_rate": 0.05988243938280676,22357"kupiec_p": 0.021593324619335243,22358"cc_p": 0.00558572105536365,22359"dq_p": 0.0004858071096512276,22360"fz0_mean": -0.06328381767448105,22361"es_shortfall_ratio": 1.070805791119911422362}22363},22364"constvar__normal__w1000_r5": {22365"0.01": {22366"n": 2722,22367"hit_rate": 0.010286554004408524,22368"kupiec_p": 0.8811161913185332,22369"cc_p": 2.7335624337892805e-08,22370"dq_p": 3.0504750109469337e-55,22371"fz0_mean": 1.254082852324711,22372"es_shortfall_ratio": 1.762313684383044722373},22374"0.05": {22375"n": 2722,22376"hit_rate": 0.03637031594415871,22377"kupiec_p": 0.0006208913814598779,22378"cc_p": 7.386475501208693e-07,22379"dq_p": 3.893439832849903e-11,22380"fz0_mean": 0.19608895166175783,22381"es_shortfall_ratio": 1.279578795519682722382}22383},22384"egarch11__ged__w1000_r5": {22385"0.01": {22386"n": 2676,22387"hit_rate": 0.023542600896860985,22388"kupiec_p": 2.07436496010302e-09,22389"cc_p": 2.2144842319277552e-20,22390"dq_p": 7.100213849393916e-87,22391"fz0_mean": 56829886.38900652,22392"es_shortfall_ratio": 1.356077976897800922393},22394"0.05": {22395"n": 2676,22396"hit_rate": 0.053811659192825115,22397"kupiec_p": 0.37123698939585315,22398"cc_p": 7.878106124466315e-05,22399"dq_p": 2.231687789590313e-06,22400"fz0_mean": 11328331.315965157,22401"es_shortfall_ratio": 1.21892148677377622402}22403},22404"egarch11__normal__w1000_r5": {22405"0.01": {22406"n": 2702,22407"hit_rate": 0.02775721687638786,22408"kupiec_p": 2.5652777210952852e-14,22409"cc_p": 1.1785005509500817e-21,22410"dq_p": 5.165903258325979e-72,22411"fz0_mean": 21778856.511076212,22412"es_shortfall_ratio": 1.279868660090894622413},22414"0.05": {22415"n": 2702,22416"hit_rate": 0.05551443375277572,22417"kupiec_p": 0.19590100877567,22418"cc_p": 0.00015293429370252988,22419"dq_p": 2.7689032693760676e-06,22420"fz0_mean": 4321455.246049842,22421"es_shortfall_ratio": 1.233833078271257422422}22423},22424"egarch11__skewt__w1000_r5": {22425"0.01": {22426"n": 2565,22427"hit_rate": 0.019103313840155945,22428"kupiec_p": 3.840786081746972e-05,22429"cc_p": 3.830855975163562e-23,22430"dq_p": 8.181707105292242e-147,22431"fz0_mean": 364787097878.5163,22432"es_shortfall_ratio": -0.0004190918215707034722433},22434"0.05": {22435"n": 2565,22436"hit_rate": 0.04951267056530215,22437"kupiec_p": 0.90969748477093,22438"cc_p": 1.673536159396023e-07,22439"dq_p": 1.2419473972572148e-12,22440"fz0_mean": 70009598329.61687,22441"es_shortfall_ratio": -0.001149439781119865622442}22443},22444"egarch11__t__w1000_r5": {22445"0.01": {22446"n": 2507,22447"hit_rate": 0.02153968887116075,22448"kupiec_p": 4.785879153372256e-07,22449"cc_p": 9.814052460404722e-15,22450"dq_p": 5.0282837154404255e-65,22451"fz0_mean": 9720472.437070195,22452"es_shortfall_ratio": 1.202306671191904222453},22454"0.05": {22455"n": 2507,22456"hit_rate": 0.059832469086557635,22457"kupiec_p": 0.028235142286609446,22458"cc_p": 8.85027478236438e-07,22459"dq_p": 1.1668074175158257e-11,22460"fz0_mean": 3161614.128906442,22461"es_shortfall_ratio": 1.143454442791020522462}22463},22464"ewma094__normal__w1000_r5": {22465"0.01": {22466"n": 2722,22467"hit_rate": 0.018736223365172666,22468"kupiec_p": 4.3929486908381696e-05,22469"cc_p": 2.462096372142839e-06,22470"dq_p": 1.1964381931258703e-10,22471"fz0_mean": 0.39863702447815447,22472"es_shortfall_ratio": 1.14155361790673122473},22474"0.05": {22475"n": 2722,22476"hit_rate": 0.060249816311535635,22477"kupiec_p": 0.017292836797269156,22478"cc_p": 0.0002272201946061342,22479"dq_p": 5.534046440767586e-05,22480"fz0_mean": -0.06610927992753506,22481"es_shortfall_ratio": 1.106436866074542322482}22483},22484"figarch11__ged__w1000_r5": {22485"0.01": {22486"n": 2722,22487"hit_rate": 0.014695077149155033,22488"kupiec_p": 0.021387937214868268,22489"cc_p": 7.831609347190928e-05,22490"dq_p": 1.046513464844057e-17,22491"fz0_mean": 0.34722600025829586,22492"es_shortfall_ratio": 1.11433614038676422493},22494"0.05": {22495"n": 2722,22496"hit_rate": 0.05290227773695812,22497"kupiec_p": 0.4911089911080522,22498"cc_p": 0.014047319767500637,22499"dq_p": 0.0011004542144228827,22500"fz0_mean": -0.07145316172936389,22501"es_shortfall_ratio": 1.062431649021358622502}22503},22504"figarch11__normal__w1000_r5": {22505"0.01": {22506"n": 2722,22507"hit_rate": 0.018368846436443792,22508"kupiec_p": 8.515675737920332e-05,22509"cc_p": 3.871084582861242e-06,22510"dq_p": 2.822251609786236e-19,22511"fz0_mean": 0.39307762542620034,22512"es_shortfall_ratio": 1.126896193679556322513},22514"0.05": {22515"n": 2722,22516"hit_rate": 0.05290227773695812,22517"kupiec_p": 0.4911089911080522,22518"cc_p": 0.005650888160705494,22519"dq_p": 0.000994105595111581,22520"fz0_mean": -0.06727854867883694,22521"es_shortfall_ratio": 1.099229867524553822522}22523},22524"figarch11__skewt__w1000_r5": {22525"0.01": {22526"n": 2722,22527"hit_rate": 0.009184423218221896,22528"kupiec_p": 0.6645698986075987,22529"cc_p": 0.0002338119963853458,22530"dq_p": 6.513356454321284e-14,22531"fz0_mean": 0.33860252761896575,22532"es_shortfall_ratio": 1.139434427342910222533},22534"0.05": {22535"n": 2722,22536"hit_rate": 0.04812637766348273,22537"kupiec_p": 0.6518352706602999,22538"cc_p": 0.017090761176877314,22539"dq_p": 0.002485990692539992,22540"fz0_mean": -0.07161643278386932,22541"es_shortfall_ratio": 1.02323725459615122542}22543},22544"figarch11__t__w1000_r5": {22545"0.01": {22546"n": 2722,22547"hit_rate": 0.013592946362968405,22548"kupiec_p": 0.07404403757329134,22549"cc_p": 0.00010489242061159399,22550"dq_p": 4.2738914032419554e-16,22551"fz0_mean": 0.3360220777010052,22552"es_shortfall_ratio": 1.090469039916422553},22554"0.05": {22555"n": 2722,22556"hit_rate": 0.056208670095518,22557"kupiec_p": 0.14468769511347565,22558"cc_p": 0.018479493942311045,22559"dq_p": 0.0008157683506650991,22560"fz0_mean": -0.07165613045646989,22561"es_shortfall_ratio": 1.043606436031076822562}22563},22564"garch11__ged__w1000_r5": {22565"0.01": {22566"n": 2722,22567"hit_rate": 0.01763409257898604,22568"kupiec_p": 0.00030222438960911605,22569"cc_p": 1.1072238834572988e-06,22570"dq_p": 8.972364378400724e-20,22571"fz0_mean": 0.455543467169162,22572"es_shortfall_ratio": 1.173079418627068522573},22574"0.05": {22575"n": 2722,22576"hit_rate": 0.05951506245407789,22577"kupiec_p": 0.02680755126906948,22578"cc_p": 0.00024087816445804002,22579"dq_p": 5.704602898862236e-06,22580"fz0_mean": -0.0475121652842114,22581"es_shortfall_ratio": 1.076579375086864922582}22583},22584"garch11__normal__w1000_r5": {22585"0.01": {22586"n": 2722,22587"hit_rate": 0.02204261572373255,22588"kupiec_p": 5.0761639739114235e-08,22589"cc_p": 5.06921348198904e-10,22590"dq_p": 1.782771169348877e-25,22591"fz0_mean": 0.5304409710699285,22592"es_shortfall_ratio": 1.183850898484139622593},22594"0.05": {22595"n": 2722,22596"hit_rate": 0.059147685525349006,22597"kupiec_p": 0.03308851255279428,22598"cc_p": 0.00024459286782961613,22599"dq_p": 4.522822910602813e-06,22600"fz0_mean": -0.04155220026951514,22601"es_shortfall_ratio": 1.111494186150577822602}22603},22604"garch11__skewt__w1000_r5": {22605"0.01": {22606"n": 2722,22607"hit_rate": 0.014327700220426157,22608"kupiec_p": 0.03308987525175503,22609"cc_p": 0.0008928124991154725,22610"dq_p": 8.731378151702457e-11,22611"fz0_mean": 0.39614903017048336,22612"es_shortfall_ratio": 1.116634292213109422613},22614"0.05": {22615"n": 2722,22616"hit_rate": 0.055106539309331376,22617"kupiec_p": 0.22877420702447093,22618"cc_p": 0.003352426580190376,22619"dq_p": 4.283528629111315e-05,22620"fz0_mean": -0.05429575963304091,22621"es_shortfall_ratio": 1.043588433160065622622}22623},22624"garch11__t__w1000_r5": {22625"0.01": {22626"n": 2722,22627"hit_rate": 0.01763409257898604,22628"kupiec_p": 0.00030222438960911605,22629"cc_p": 1.1072238834572988e-06,22630"dq_p": 1.104314510646421e-19,22631"fz0_mean": 0.43136688082683533,22632"es_shortfall_ratio": 1.130007970540665822633},22634"0.05": {22635"n": 2722,22636"hit_rate": 0.06245407788390889,22637"kupiec_p": 0.004041069306837427,22638"cc_p": 6.548966542428812e-05,22639"dq_p": 1.938617978811817e-06,22640"fz0_mean": -0.045451940560954265,22641"es_shortfall_ratio": 1.066156459239654922642}22643},22644"garch12__ged__w1000_r5": {22645"0.01": {22646"n": 2722,22647"hit_rate": 0.018368846436443792,22648"kupiec_p": 8.515675737920332e-05,22649"cc_p": 3.871084582861242e-06,22650"dq_p": 1.5869416150417682e-15,22651"fz0_mean": 0.4365291710224776,22652"es_shortfall_ratio": 1.143215609805262222653},22654"0.05": {22655"n": 2722,22656"hit_rate": 0.05951506245407789,22657"kupiec_p": 0.02680755126906948,22658"cc_p": 0.0013832780898079022,22659"dq_p": 3.26942843892198e-05,22660"fz0_mean": -0.05382885702409921,22661"es_shortfall_ratio": 1.070645968681665422662}22663},22664"garch12__normal__w1000_r5": {22665"0.01": {22666"n": 2722,22667"hit_rate": 0.02204261572373255,22668"kupiec_p": 5.0761639739114235e-08,22669"cc_p": 2.998846747216185e-09,22670"dq_p": 2.8847388312450584e-20,22671"fz0_mean": 0.5156259018370287,22672"es_shortfall_ratio": 1.179164115447294722673},22674"0.05": {22675"n": 2722,22676"hit_rate": 0.05878030859662013,22677"kupiec_p": 0.04060491381961049,22678"cc_p": 0.006989654835359126,22679"dq_p": 0.00036647597929494755,22680"fz0_mean": -0.04759458995682577,22681"es_shortfall_ratio": 1.10962395408661422682}22683},22684"garch12__skewt__w1000_r5": {22685"0.01": {22686"n": 2722,22687"hit_rate": 0.015062454077883909,22688"kupiec_p": 0.013522538657997712,22689"cc_p": 0.0005915148641695148,22690"dq_p": 1.6890328470715306e-08,22691"fz0_mean": 0.39212483667050496,22692"es_shortfall_ratio": 1.089175876313134322693},22694"0.05": {22695"n": 2722,22696"hit_rate": 0.055841293166789124,22697"kupiec_p": 0.16952806482465393,22698"cc_p": 0.03767620997384441,22699"dq_p": 0.0002576003276265009,22700"fz0_mean": -0.0536988628232119,22701"es_shortfall_ratio": 1.035512631932321322702}22703},22704"garch12__t__w1000_r5": {22705"0.01": {22706"n": 2722,22707"hit_rate": 0.01763409257898604,22708"kupiec_p": 0.00030222438960911605,22709"cc_p": 8.856842562613002e-06,22710"dq_p": 2.662598915490091e-12,22711"fz0_mean": 0.4312245480113759,22712"es_shortfall_ratio": 1.116161615887544322713},22714"0.05": {22715"n": 2722,22716"hit_rate": 0.06245407788390889,22717"kupiec_p": 0.004041069306837427,22718"cc_p": 0.000153385464385979,22719"dq_p": 2.9875803367157113e-06,22720"fz0_mean": -0.04593503235985944,22721"es_shortfall_ratio": 1.063289960665765822722}22723},22724"garch21__ged__w1000_r5": {22725"0.01": {22726"n": 2722,22727"hit_rate": 0.01763409257898604,22728"kupiec_p": 0.00030222438960911605,22729"cc_p": 1.1072238834572988e-06,22730"dq_p": 7.812166866080553e-20,22731"fz0_mean": 0.46205845231962955,22732"es_shortfall_ratio": 1.178481899996715322733},22734"0.05": {22735"n": 2722,22736"hit_rate": 0.05988243938280676,22737"kupiec_p": 0.021593324619335243,22738"cc_p": 9.058326681207804e-05,22739"dq_p": 2.0029887973112177e-06,22740"fz0_mean": -0.045694002776430785,22741"es_shortfall_ratio": 1.07679444180869322742}22743},22744"garch21__normal__w1000_r5": {22745"0.01": {22746"n": 2722,22747"hit_rate": 0.02204261572373255,22748"kupiec_p": 5.0761639739114235e-08,22749"cc_p": 5.06921348198904e-10,22750"dq_p": 1.559367849842293e-25,22751"fz0_mean": 0.5368752279404057,22752"es_shortfall_ratio": 1.188098500848503422753},22754"0.05": {22755"n": 2722,22756"hit_rate": 0.05951506245407789,22757"kupiec_p": 0.02680755126906948,22758"cc_p": 9.145403105525709e-05,22759"dq_p": 1.5866829426255651e-06,22760"fz0_mean": -0.03978196679113615,22761"es_shortfall_ratio": 1.111692220996263622762}22763},22764"garch21__skewt__w1000_r5": {22765"0.01": {22766"n": 2722,22767"hit_rate": 0.014695077149155033,22768"kupiec_p": 0.021387937214868268,22769"cc_p": 7.831609347190928e-05,22770"dq_p": 1.109134050490452e-15,22771"fz0_mean": 0.4000892441643775,22772"es_shortfall_ratio": 1.112538273567222522773},22774"0.05": {22775"n": 2722,22776"hit_rate": 0.055106539309331376,22777"kupiec_p": 0.22877420702447093,22778"cc_p": 0.003352426580190376,22779"dq_p": 4.276481532476597e-05,22780"fz0_mean": -0.052941374915741884,22781"es_shortfall_ratio": 1.044793673391020822782}22783},22784"garch21__t__w1000_r5": {22785"0.01": {22786"n": 2722,22787"hit_rate": 0.01763409257898604,22788"kupiec_p": 0.00030222438960911605,22789"cc_p": 1.1072238834572988e-06,22790"dq_p": 9.625265330186168e-20,22791"fz0_mean": 0.437650681622009,22792"es_shortfall_ratio": 1.135328101718315722793},22794"0.05": {22795"n": 2722,22796"hit_rate": 0.06282145481263776,22797"kupiec_p": 0.0031083703208233454,22798"cc_p": 6.030906093946072e-05,22799"dq_p": 2.2921585808814474e-06,22800"fz0_mean": -0.043652143189748756,22801"es_shortfall_ratio": 1.06574454605344322802}22803},22804"garchm11__ged__w1000_r5": {22805"0.01": {22806"n": 2722,22807"hit_rate": 0.018001469507714914,22808"kupiec_p": 0.00016197713295416173,22809"cc_p": 7.775578544219215e-07,22810"dq_p": 3.65938800316714e-18,22811"fz0_mean": 0.4544949118063156,22812"es_shortfall_ratio": 1.163794659649049822813},22814"0.05": {22815"n": 2722,22816"hit_rate": 0.05878030859662013,22817"kupiec_p": 0.04060491381961049,22818"cc_p": 0.001500462844447774,22819"dq_p": 0.00011790016520863478,22820"fz0_mean": -0.045237588284846926,22821"es_shortfall_ratio": 1.092593025397084122822}22823},22824"garchm11__normal__w1000_r5": {22825"0.01": {22826"n": 2722,22827"hit_rate": 0.02204261572373255,22828"kupiec_p": 5.0761639739114235e-08,22829"cc_p": 5.06921348198904e-10,22830"dq_p": 8.748969414107571e-24,22831"fz0_mean": 0.5263585097792036,22832"es_shortfall_ratio": 1.178814488408285222833},22834"0.05": {22835"n": 2722,22836"hit_rate": 0.05804555473916238,22837"kupiec_p": 0.0600930010673531,22838"cc_p": 0.0015687878065252646,22839"dq_p": 0.00015215646913865362,22840"fz0_mean": -0.038223418805683716,22841"es_shortfall_ratio": 1.132863597888089722842}22843},22844"garchm11__skewt__w1000_r5": {22845"0.01": {22846"n": 2722,22847"hit_rate": 0.014327700220426157,22848"kupiec_p": 0.03308987525175503,22849"cc_p": 0.0008928124991154725,22850"dq_p": 3.86078202759323e-10,22851"fz0_mean": 0.39164870455496087,22852"es_shortfall_ratio": 1.111304326507874822853},22854"0.05": {22855"n": 2722,22856"hit_rate": 0.05437178545187362,22857"kupiec_p": 0.3017903171148595,22858"cc_p": 0.017471150348280246,22859"dq_p": 0.0013247537569752038,22860"fz0_mean": -0.055119673191141,22861"es_shortfall_ratio": 1.055655182201767522862}22863},22864"garchm11__t__w1000_r5": {22865"0.01": {22866"n": 2722,22867"hit_rate": 0.01763409257898604,22868"kupiec_p": 0.00030222438960911605,22869"cc_p": 1.1072238834572988e-06,22870"dq_p": 2.0402212455584637e-18,22871"fz0_mean": 0.42548971247637485,22872"es_shortfall_ratio": 1.124694569914051822873},22874"0.05": {22875"n": 2722,22876"hit_rate": 0.06245407788390889,22877"kupiec_p": 0.004041069306837427,22878"cc_p": 0.00033782891747422716,22879"dq_p": 0.00010103740010577646,22880"fz0_mean": -0.04703109019972063,22881"es_shortfall_ratio": 1.073620791939982322882}22883},22884"garchx_rv11__normal__w1000_r5": {22885"0.01": {22886"n": 2722,22887"hit_rate": 0.018368846436443792,22888"kupiec_p": 8.515675737920332e-05,22889"cc_p": 2.2047276263618892e-05,22890"dq_p": 1.950066665348164e-09,22891"fz0_mean": 0.34081820852759304,22892"es_shortfall_ratio": 1.141367735371511322893},22894"0.05": {22895"n": 2722,22896"hit_rate": 0.055106539309331376,22897"kupiec_p": 0.22877420702447093,22898"cc_p": 0.01838369742140277,22899"dq_p": 0.0022137828908314282,22900"fz0_mean": -0.10340373761509007,22901"es_shortfall_ratio": 1.108460464525694122902}22903},22904"garchx_rv11__t__w1000_r5": {22905"0.01": {22906"n": 2722,22907"hit_rate": 0.015429831006612785,22908"kupiec_p": 0.008365576834133132,22909"cc_p": 0.00045952078085160114,22910"dq_p": 5.464350301194045e-08,22911"fz0_mean": 0.3076095810793878,22912"es_shortfall_ratio": 1.084542421088273522913},22914"0.05": {22915"n": 2722,22916"hit_rate": 0.05951506245407789,22917"kupiec_p": 0.02680755126906948,22918"cc_p": 0.0030014653668478746,22919"dq_p": 8.532876353269031e-05,22920"fz0_mean": -0.09700477726491492,22921"es_shortfall_ratio": 1.05946516502840522922}22923},22924"gas_t11__t__w1000_r5": {22925"0.01": {22926"n": 2722,22927"hit_rate": 0.018736223365172666,22928"kupiec_p": 4.3929486908381696e-05,22929"cc_p": 3.5359066115320104e-07,22930"dq_p": 3.07172259779194e-21,22931"fz0_mean": 0.5660060702433252,22932"es_shortfall_ratio": 1.180798222261595822933},22934"0.05": {22935"n": 2722,22936"hit_rate": 0.061351947097722265,22937"kupiec_p": 0.008579076254578872,22938"cc_p": 0.000446961654599514,22939"dq_p": 5.12878192541502e-05,22940"fz0_mean": -0.013827526689013879,22941"es_shortfall_ratio": 1.08547589474585922942}22943},22944"gjr11__ged__w1000_r5": {22945"0.01": {22946"n": 2722,22947"hit_rate": 0.01763409257898604,22948"kupiec_p": 0.00030222438960911605,22949"cc_p": 8.856842562613002e-06,22950"dq_p": 2.028944289413586e-15,22951"fz0_mean": 0.4796118739428746,22952"es_shortfall_ratio": 1.187892463298917422953},22954"0.05": {22955"n": 2722,22956"hit_rate": 0.05363703159441587,22957"kupiec_p": 0.3892671251125104,22958"cc_p": 0.0066405997879756115,22959"dq_p": 0.003436815272395485,22960"fz0_mean": -0.047918937642613735,22961"es_shortfall_ratio": 1.105023360957367622962}22963},22964"gjr11__normal__w1000_r5": {22965"0.01": {22966"n": 2722,22967"hit_rate": 0.02094048493754592,22968"kupiec_p": 5.651449467537702e-07,22969"cc_p": 1.814150511433628e-08,22970"dq_p": 6.982533461804577e-20,22971"fz0_mean": 0.5815937818311734,22972"es_shortfall_ratio": 1.226895625682585822973},22974"0.05": {22975"n": 2722,22976"hit_rate": 0.05363703159441587,22977"kupiec_p": 0.3892671251125104,22978"cc_p": 0.0066405997879756115,22979"dq_p": 0.0020394784698257863,22980"fz0_mean": -0.031583671185048345,22981"es_shortfall_ratio": 1.14027657386986622982}22983},22984"gjr11__skewt__w1000_r5": {22985"0.01": {22986"n": 2722,22987"hit_rate": 0.013960323291697281,22988"kupiec_p": 0.05006210492351372,22989"cc_p": 0.0010449527076085306,22990"dq_p": 4.2759354792073624e-11,22991"fz0_mean": 0.4112578126852083,22992"es_shortfall_ratio": 1.137693918868904622993},22994"0.05": {22995"n": 2722,22996"hit_rate": 0.050698016164584865,22997"kupiec_p": 0.8675836334084923,22998"cc_p": 0.019077516269696292,22999"dq_p": 0.0047360601564587325,23000"fz0_mean": -0.05758822609732964,23001"es_shortfall_ratio": 1.063345511682392223002}23003},23004"gjr11__t__w1000_r5": {23005"0.01": {23006"n": 2722,23007"hit_rate": 0.017266715650257163,23008"kupiec_p": 0.0005529856065902889,23009"cc_p": 8.422161661021806e-05,23010"dq_p": 1.6165398791838438e-12,23011"fz0_mean": 0.43474040427989363,23012"es_shortfall_ratio": 1.138909473314197123013},23014"0.05": {23015"n": 2722,23016"hit_rate": 0.0576781778104335,23017"kupiec_p": 0.0724718472891405,23018"cc_p": 0.0036999731609314085,23019"dq_p": 0.0012731333552349468,23020"fz0_mean": -0.05440422478486876,23021"es_shortfall_ratio": 1.080367333099643323022}23023},23024"har_rv__empirical__w1000_r5": {23025"0.01": {23026"n": 2722,23027"hit_rate": 0.010286554004408524,23028"kupiec_p": 0.8811161913185332,23029"cc_p": 0.0006455162998779402,23030"dq_p": 3.7427634291733296e-13,23031"fz0_mean": 3753107.979647621,23032"es_shortfall_ratio": 0.00980969321825333523033},23034"0.05": {23035"n": 2722,23036"hit_rate": 0.04371785451873622,23037"kupiec_p": 0.12468801106668587,23038"cc_p": 0.0029005091654267685,23039"dq_p": 1.0819488247003879e-06,23040"fz0_mean": 745083.6251012379,23041"es_shortfall_ratio": 0.01700105128272279323042}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": 0.001346681602870608,23050"dq_p": 3.344762212123998e-05,23051"fz0_mean": 0.3324791896031195,23052"es_shortfall_ratio": 1.148611765519311823053},23054"0.05": {23055"n": 2722,23056"hit_rate": 0.05437178545187362,23057"kupiec_p": 0.3017903171148595,23058"cc_p": 0.007500612497309435,23059"dq_p": 0.001986232550290609,23060"fz0_mean": -0.10727472765937346,23061"es_shortfall_ratio": 1.102037566488162823062}23063},23064"heavy11__t__w1000_r5": {23065"0.01": {23066"n": 2722,23067"hit_rate": 0.014695077149155033,23068"kupiec_p": 0.021387937214868268,23069"cc_p": 0.00511226188194687,23070"dq_p": 1.7445916756202076e-05,23071"fz0_mean": 0.30198870975539255,23072"es_shortfall_ratio": 1.09217151188976523073},23074"0.05": {23075"n": 2722,23076"hit_rate": 0.05878030859662013,23077"kupiec_p": 0.04060491381961049,23078"cc_p": 0.001500462844447774,23079"dq_p": 3.599673716513377e-05,23080"fz0_mean": -0.10336161700547485,23081"es_shortfall_ratio": 1.0516700382758223082}23083},23084"histvar22__empirical__w1000_r5": {23085"0.01": {23086"n": 2722,23087"hit_rate": 0.011021307861866276,23088"kupiec_p": 0.5982838872107726,23089"cc_p": 0.000991353316694769,23090"dq_p": 5.229724875826541e-10,23091"fz0_mean": 0.37459885814241856,23092"es_shortfall_ratio": 1.030185995252340223093},23094"0.05": {23095"n": 2722,23096"hit_rate": 0.051800146950771495,23097"kupiec_p": 0.6682759631230353,23098"cc_p": 0.057704971967403956,23099"dq_p": 0.0005742308700674153,23100"fz0_mean": -0.039458842484589036,23101"es_shortfall_ratio": 0.993962320120916123102}23103},23104"histvar252__empirical__w1000_r5": {23105"0.01": {23106"n": 2722,23107"hit_rate": 0.0106539309331374,23108"kupiec_p": 0.7343905983640666,23109"cc_p": 4.5130597479041796e-08,23110"dq_p": 7.491493213811018e-44,23111"fz0_mean": 0.8136118831172164,23112"es_shortfall_ratio": 1.071527075643621523113},23114"0.05": {23115"n": 2722,23116"hit_rate": 0.044452608376193976,23117"kupiec_p": 0.17625077736725553,23118"cc_p": 1.0197184136989452e-05,23119"dq_p": 2.2680686584695874e-15,23120"fz0_mean": 0.13051845653968158,23121"es_shortfall_ratio": 1.0284898265533923122}23123},23124"histvar66__empirical__w1000_r5": {23125"0.01": {23126"n": 2722,23127"hit_rate": 0.0106539309331374,23128"kupiec_p": 0.7343905983640666,23129"cc_p": 4.5130597479041796e-08,23130"dq_p": 5.17338291425942e-37,23131"fz0_mean": 0.5495315373572669,23132"es_shortfall_ratio": 1.074898089971452623133},23134"0.05": {23135"n": 2722,23136"hit_rate": 0.04886113152094049,23137"kupiec_p": 0.7843779866626912,23138"cc_p": 9.851862392775169e-05,23139"dq_p": 1.254074943155464e-09,23140"fz0_mean": 0.003979815872589352,23141"es_shortfall_ratio": 1.027211017161796523142}23143},23144"igarch11__ged__w1000_r5": {23145"0.01": {23146"n": 2722,23147"hit_rate": 0.01653196179279941,23148"kupiec_p": 0.00174368200009937,23149"cc_p": 2.5021235507457584e-05,23150"dq_p": 2.6570758135311324e-19,23151"fz0_mean": 0.4260235291381283,23152"es_shortfall_ratio": 1.162023636834091523153},23154"0.05": {23155"n": 2722,23156"hit_rate": 0.05547391623806025,23157"kupiec_p": 0.1974983894495336,23158"cc_p": 0.0004954915420175379,23159"dq_p": 6.467203521837198e-05,23160"fz0_mean": -0.052731869750256045,23161"es_shortfall_ratio": 1.066847633715651823162}23163},23164"igarch11__normal__w1000_r5": {23165"0.01": {23166"n": 2722,23167"hit_rate": 0.019838354151359296,23168"kupiec_p": 5.3983738888790025e-06,23169"cc_p": 8.935365175998574e-08,23170"dq_p": 3.0848617920307426e-20,23171"fz0_mean": 0.4921111623609982,23172"es_shortfall_ratio": 1.189977313421523173},23174"0.05": {23175"n": 2722,23176"hit_rate": 0.055106539309331376,23177"kupiec_p": 0.22877420702447093,23178"cc_p": 0.00015406782772635285,23179"dq_p": 6.501717763187226e-06,23180"fz0_mean": -0.047055205426255735,23181"es_shortfall_ratio": 1.104122426899454323182}23183},23184"igarch11__skewt__w1000_r5": {23185"0.01": {23186"n": 2722,23187"hit_rate": 0.011388684790595151,23188"kupiec_p": 0.4762284897995892,23189"cc_p": 0.0011477049715079045,23190"dq_p": 1.0775922890111171e-13,23191"fz0_mean": 0.3818574899879001,23192"es_shortfall_ratio": 1.130074963872459223193},23194"0.05": {23195"n": 2722,23196"hit_rate": 0.050698016164584865,23197"kupiec_p": 0.8675836334084923,23198"cc_p": 0.0027292585858516363,23199"dq_p": 0.0006177809004431887,23200"fz0_mean": -0.0563002021440013,23201"es_shortfall_ratio": 1.030523000807878323202}23203},23204"igarch11__t__w1000_r5": {23205"0.01": {23206"n": 2722,23207"hit_rate": 0.015062454077883909,23208"kupiec_p": 0.013522538657997712,23209"cc_p": 6.637879095628263e-05,23210"dq_p": 2.147251877162253e-15,23211"fz0_mean": 0.39648658504149403,23212"es_shortfall_ratio": 1.122104213415820823213},23214"0.05": {23215"n": 2722,23216"hit_rate": 0.05804555473916238,23217"kupiec_p": 0.0600930010673531,23218"cc_p": 0.0006365795260560211,23219"dq_p": 0.00013880296667632388,23220"fz0_mean": -0.053468526448740276,23221"es_shortfall_ratio": 1.05483050914763623222}23223},23224"loghar_rv__empirical__w1000_r5": {23225"0.01": {23226"n": 2722,23227"hit_rate": 0.0852314474650992,23228"kupiec_p": 1.2006518036884657e-132,23229"cc_p": 1.1688270425623206e-138,23230"dq_p": 0.0,23231"fz0_mean": 4.284282590222325,23232"es_shortfall_ratio": 1.00749320096828623233},23234"0.05": {23235"n": 2722,23236"hit_rate": 0.25495958853783984,23237"kupiec_p": 2.4300179585447854e-279,23238"cc_p": 6.210910230471327e-289,23239"dq_p": 0.0,23240"fz0_mean": 14392188.109094651,23241"es_shortfall_ratio": 1.202608403426510323242}23243},23244"msgarch2__normal__w1000_r5": {23245"0.01": {23246"n": 2722,23247"hit_rate": 0.02020573108008817,23248"kupiec_p": 2.5890429035826964e-06,23249"cc_p": 5.377246535699775e-08,23250"dq_p": 7.113767966045631e-20,23251"fz0_mean": 0.5376576233617383,23252"es_shortfall_ratio": 1.215028184999218623253},23254"0.05": {23255"n": 2722,23256"hit_rate": 0.055841293166789124,23257"kupiec_p": 0.16952806482465393,23258"cc_p": 0.12013022809023163,23259"dq_p": 0.006805039903639014,23260"fz0_mean": -0.033585854988366796,23261"es_shortfall_ratio": 1.15968080556594223262}23263},23264"msgarch2__t__w1000_r5": {23265"error": "ValueError('S does not satisfy the bounds requirement of (2.05, 500.0)')"23266},23267"nagarch11__ged__w1000_r5": {23268"0.01": {23269"n": 2722,23270"hit_rate": 0.018368846436443792,23271"kupiec_p": 8.515675737920332e-05,23272"cc_p": 5.313662966909458e-07,23273"dq_p": 1.776146366505095e-19,23274"fz0_mean": 0.4834890981567197,23275"es_shortfall_ratio": 1.184635388791180523276},23277"0.05": {23278"n": 2722,23279"hit_rate": 0.055841293166789124,23280"kupiec_p": 0.16952806482465393,23281"cc_p": 0.01862178758011813,23282"dq_p": 0.0041402212738738545,23283"fz0_mean": -0.04376963668731279,23284"es_shortfall_ratio": 1.09568304326521623285}23286},23287"nagarch11__normal__w1000_r5": {23288"0.01": {23289"n": 2722,23290"hit_rate": 0.02020573108008817,23291"kupiec_p": 2.5890429035826964e-06,23292"cc_p": 5.377246535699775e-08,23293"dq_p": 1.9965122941758545e-21,23294"fz0_mean": 0.7534364799950398,23295"es_shortfall_ratio": 1.277435462748906223296},23297"0.05": {23298"n": 2722,23299"hit_rate": 0.054739162380602495,23300"kupiec_p": 0.2635016390723265,23301"cc_p": 0.018007643110885777,23302"dq_p": 0.004145591853367189,23303"fz0_mean": 0.016295337710379047,23304"es_shortfall_ratio": 1.1459356137117323305}23306},23307"nagarch11__skewt__w1000_r5": {23308"0.01": {23309"n": 2722,23310"hit_rate": 0.014327700220426157,23311"kupiec_p": 0.03308987525175503,23312"cc_p": 8.937509219555003e-05,23313"dq_p": 5.314202413408368e-16,23314"fz0_mean": 0.41180933603475367,23315"es_shortfall_ratio": 1.137855071264278523316},23317"0.05": {23318"n": 2722,23319"hit_rate": 0.05216752387950037,23320"kupiec_p": 0.6062839908511308,23321"cc_p": 0.02819519352527012,23322"dq_p": 0.0009443309066175713,23323"fz0_mean": -0.05509225499733767,23324"es_shortfall_ratio": 1.058534282492724423325}23326},23327"nagarch11__t__w1000_r5": {23328"error": "ValueError('S does not satisfy the bounds requirement of (2.05, 500.0)')"23329},23330"qgarch11__ged__w1000_r5": {23331"0.01": {23332"n": 2722,23333"hit_rate": 0.01763409257898604,23334"kupiec_p": 0.00030222438960911605,23335"cc_p": 8.856842562613002e-06,23336"dq_p": 5.491983761825932e-16,23337"fz0_mean": 0.4665620099940317,23338"es_shortfall_ratio": 1.173747488109745623339},23340"0.05": {23341"n": 2722,23342"hit_rate": 0.056208670095518,23343"kupiec_p": 0.14468769511347565,23344"cc_p": 0.008583446497669582,23345"dq_p": 0.0015762640586409425,23346"fz0_mean": -0.04587421944885307,23347"es_shortfall_ratio": 1.084377538243318723348}23349},23350"qgarch11__normal__w1000_r5": {23351"0.01": {23352"n": 2722,23353"hit_rate": 0.02020573108008817,23354"kupiec_p": 2.5890429035826964e-06,23355"cc_p": 5.377246535699775e-08,23356"dq_p": 5.346373838659673e-21,23357"fz0_mean": 0.5589483075522135,23358"es_shortfall_ratio": 1.229016368970515623359},23360"0.05": {23361"n": 2722,23362"hit_rate": 0.05400440852314475,23363"kupiec_p": 0.34370656383840203,23364"cc_p": 0.016787942672189873,23365"dq_p": 0.0037551825043083786,23366"fz0_mean": -0.03382420178633361,23367"es_shortfall_ratio": 1.130431261607112623368}23369},23370"qgarch11__skewt__w1000_r5": {23371"0.01": {23372"n": 2722,23373"hit_rate": 0.012858192505510653,23374"kupiec_p": 0.15118958160325144,23375"cc_p": 0.012720645805453124,23376"dq_p": 1.542021039759533e-08,23377"fz0_mean": 0.3983791439220434,23378"es_shortfall_ratio": 1.139732487297110223379},23380"0.05": {23381"n": 2722,23382"hit_rate": 0.05143277002204261,23383"kupiec_p": 0.7327644194677541,23384"cc_p": 0.023665736956000764,23385"dq_p": 0.00287469279365704,23386"fz0_mean": -0.05442130796266603,23387"es_shortfall_ratio": 1.054023999556217523388}23389},23390"qgarch11__t__w1000_r5": {23391"0.01": {23392"n": 2722,23393"hit_rate": 0.01689933872152829,23394"kupiec_p": 0.0009919091893507651,23395"cc_p": 0.0001249915070419086,23396"dq_p": 1.1743645811440995e-13,23397"fz0_mean": 0.42630633659432227,23398"es_shortfall_ratio": 1.13531297255632323399},23400"0.05": {23401"n": 2722,23402"hit_rate": 0.060249816311535635,23403"kupiec_p": 0.017292836797269156,23404"cc_p": 0.0012297684541722265,23405"dq_p": 0.00038113038506282524,23406"fz0_mean": -0.05002937856892674,23407"es_shortfall_ratio": 1.066981731233667423408}23409},23410"realgarch11__normal__w1000_r5": {23411"0.01": {23412"n": 2722,23413"hit_rate": 0.01689933872152829,23414"kupiec_p": 0.0009919091893507651,23415"cc_p": 1.8201483591417545e-05,23416"dq_p": 1.304345220188183e-15,23417"fz0_mean": 0.4688630716685876,23418"es_shortfall_ratio": 1.19933226476839323419},23420"0.05": {23421"n": 2722,23422"hit_rate": 0.05106539309331374,23423"kupiec_p": 0.7993496290088022,23424"cc_p": 0.0031618467883373297,23425"dq_p": 0.001363673287404887,23426"fz0_mean": -0.06756531759881733,23427"es_shortfall_ratio": 1.111773751408190723428}23429},23430"realgarch11__t__w1000_r5": {23431"0.01": {23432"n": 2722,23433"hit_rate": 0.01322556943423953,23434"kupiec_p": 0.10703530495864008,23435"cc_p": 0.001292593189225676,23436"dq_p": 7.457152022774006e-13,23437"fz0_mean": 0.41492132968600776,23438"es_shortfall_ratio": 1.16490930186215923439},23440"0.05": {23441"n": 2722,23442"hit_rate": 0.055841293166789124,23443"kupiec_p": 0.16952806482465393,23444"cc_p": 0.0014307262726443218,23445"dq_p": 0.0001406085785473789,23446"fz0_mean": -0.07034631016200989,23447"es_shortfall_ratio": 1.052836036060187223448}23449},23450"rm2006__normal__w1000_r5": {23451"0.01": {23452"n": 2722,23453"hit_rate": 0.014327700220426157,23454"kupiec_p": 0.03308987525175503,23455"cc_p": 0.006540122601468984,23456"dq_p": 3.603351794408462e-05,23457"fz0_mean": 0.3352197440334835,23458"es_shortfall_ratio": 1.12776404005152823459},23460"0.05": {23461"n": 2722,23462"hit_rate": 0.05437178545187362,23463"kupiec_p": 0.3017903171148595,23464"cc_p": 0.0011089406553009284,23465"dq_p": 0.0004295994974563968,23466"fz0_mean": -0.08880498256527367,23467"es_shortfall_ratio": 1.075858573751490323468}23469},23470"rm_rw__empirical__w1000_r5": {23471"0.01": {23472"n": 2722,23473"hit_rate": 0.010286554004408524,23474"kupiec_p": 0.8811161913185332,23475"cc_p": 0.5699544873636773,23476"dq_p": 0.3527587878855788,23477"fz0_mean": 0.40450928733392394,23478"es_shortfall_ratio": 0.977334477579411323479},23480"0.05": {23481"n": 2722,23482"hit_rate": 0.05253490080822924,23483"kupiec_p": 0.5471332974840184,23484"cc_p": 0.2817069608648864,23485"dq_p": 0.004190138032085887,23486"fz0_mean": -0.008888351264646936,23487"es_shortfall_ratio": 0.971006705144524523488}23489},23490"tarch11__ged__w1000_r5": {23491"0.01": {23492"n": 2722,23493"hit_rate": 0.017266715650257163,23494"kupiec_p": 0.0005529856065902889,23495"cc_p": 1.5332262721347253e-06,23496"dq_p": 5.398406313674413e-19,23497"fz0_mean": 0.5685175034886466,23498"es_shortfall_ratio": 1.168933266827687723499},23500"0.05": {23501"n": 2722,23502"hit_rate": 0.05437178545187362,23503"kupiec_p": 0.3017903171148595,23504"cc_p": 0.017471150348280246,23505"dq_p": 0.0015603348402195138,23506"fz0_mean": -0.01928450322126595,23507"es_shortfall_ratio": 1.112838465151182523508}23509},23510"tarch11__normal__w1000_r5": {23511"0.01": {23512"n": 2722,23513"hit_rate": 0.018736223365172666,23514"kupiec_p": 4.3929486908381696e-05,23515"cc_p": 3.5359066115320104e-07,23516"dq_p": 8.835771033385295e-18,23517"fz0_mean": 0.4769787726621034,23518"es_shortfall_ratio": 1.176709068458509823519},23520"0.05": {23521"n": 2722,23522"hit_rate": 0.05290227773695812,23523"kupiec_p": 0.4911089911080522,23524"cc_p": 0.014047319767500637,23525"dq_p": 0.00058171053426546,23526"fz0_mean": -0.05207283221154835,23527"es_shortfall_ratio": 1.139278257329668723528}23529},23530"tarch11__skewt__w1000_r5": {23531"0.01": {23532"n": 2722,23533"hit_rate": 0.013960323291697281,23534"kupiec_p": 0.05006210492351372,23535"cc_p": 4.1202622582866576e-07,23536"dq_p": 5.938196887513248e-30,23537"fz0_mean": 0.4163517737074265,23538"es_shortfall_ratio": 1.0766747912849223539},23540"0.05": {23541"n": 2722,23542"hit_rate": 0.04922850844966936,23543"kupiec_p": 0.8531219398157308,23544"cc_p": 0.01095504058651378,23545"dq_p": 0.0011552032156834217,23546"fz0_mean": -0.05184432065322235,23547"es_shortfall_ratio": 1.083015975304156423548}23549},23550"tarch11__t__w1000_r5": {23551"0.01": {23552"n": 2722,23553"hit_rate": 0.01763409257898604,23554"kupiec_p": 0.00030222438960911605,23555"cc_p": 1.1158940352277927e-07,23556"dq_p": 1.7028733654356587e-25,23557"fz0_mean": 0.5392483557117759,23558"es_shortfall_ratio": 1.126085140559150823559},23560"0.05": {23561"n": 2722,23562"hit_rate": 0.05804555473916238,23563"kupiec_p": 0.0600930010673531,23564"cc_p": 0.00361392815860166,23565"dq_p": 0.000628596170024015,23566"fz0_mean": -0.022748311269984393,23567"es_shortfall_ratio": 1.096175873563204823568}23569}23570},23571"accounting": {23572"aparch11__ged__w1000_r5": {23573"n_refits": 544,23574"failed": 0.0,23575"inadmissible": 0.0,23576"fit_time_mean": 0.11166413133640377,23577"fit_time_median": 0.10118122946005315,23578"iter_mean": 28.009191176470587,23579"restarts_mean": 0.0,23580"status_ok": 1.023581},23582"aparch11__normal__w1000_r5": {23583"n_refits": 544,23584"failed": 0.0,23585"inadmissible": 0.0,23586"fit_time_mean": 0.058794729930763,23587"fit_time_median": 0.052840479533188045,23588"iter_mean": 26.766544117647058,23589"restarts_mean": 0.0,23590"status_ok": 1.023591},23592"aparch11__skewt__w1000_r5": {23593"n_refits": 544,23594"failed": 0.0,23595"inadmissible": 0.0,23596"fit_time_mean": 0.0949720212160815,23597"fit_time_median": 0.0825222289422527,23598"iter_mean": 34.533088235294116,23599"restarts_mean": 0.0,23600"status_ok": 1.023601},23602"aparch11__t__w1000_r5": {23603"n_refits": 544,23604"failed": 0.0,23605"inadmissible": 0.0,23606"fit_time_mean": 0.06307612639091745,23607"fit_time_median": 0.056856062612496316,23608"iter_mean": 30.472426470588236,23609"restarts_mean": 0.0,23610"status_ok": 1.023611},23612"arch5__ged__w1000_r5": {23613"n_refits": 544,23614"failed": 0.0,23615"inadmissible": 0.0,23616"fit_time_mean": 0.02150098506193471,23617"fit_time_median": 0.014169250498525798,23618"iter_mean": 14.626838235294118,23619"restarts_mean": 0.0,23620"status_ok": 1.023621},23622"arch5__normal__w1000_r5": {23623"n_refits": 544,23624"failed": 0.0,23625"inadmissible": 0.0,23626"fit_time_mean": 0.014061676369558828,23627"fit_time_median": 0.01310210395604372,23628"iter_mean": 13.584558823529411,23629"restarts_mean": 0.0,23630"status_ok": 1.023631},23632"arch5__skewt__w1000_r5": {23633"n_refits": 544,23634"failed": 0.0,23635"inadmissible": 0.0,23636"fit_time_mean": 0.020192461267630708,23637"fit_time_median": 0.018979375599883497,23638"iter_mean": 17.40625,23639"restarts_mean": 0.0,23640"status_ok": 1.023641},23642"arch5__t__w1000_r5": {23643"n_refits": 544,23644"failed": 0.0,23645"inadmissible": 0.0,23646"fit_time_mean": 0.012987546314594938,23647"fit_time_median": 0.012981395469978452,23648"iter_mean": 15.790441176470589,23649"restarts_mean": 0.0,23650"status_ok": 1.023651},23652"avgarch11__ged__w1000_r5": {23653"n_refits": 544,23654"failed": 0.0,23655"inadmissible": 0.0,23656"fit_time_mean": 0.022738755773068133,23657"fit_time_median": 0.01847929134964943,23658"iter_mean": 15.422794117647058,23659"restarts_mean": 0.0,23660"status_ok": 1.023661},23662"avgarch11__normal__w1000_r5": {23663"n_refits": 544,23664"failed": 0.0,23665"inadmissible": 0.0,23666"fit_time_mean": 0.006312193651598029,23667"fit_time_median": 0.006114186951890588,23668"iter_mean": 13.770220588235293,23669"restarts_mean": 0.0,23670"status_ok": 1.023671},23672"avgarch11__skewt__w1000_r5": {23673"n_refits": 544,23674"failed": 0.0,23675"inadmissible": 0.0,23676"fit_time_mean": 0.020963414604707128,23677"fit_time_median": 0.01949437498115003,23678"iter_mean": 19.02389705882353,23679"restarts_mean": 0.0,23680"status_ok": 1.023681},23682"avgarch11__t__w1000_r5": {23683"n_refits": 544,23684"failed": 0.0,23685"inadmissible": 0.0,23686"fit_time_mean": 0.029709727729342,23687"fit_time_median": 0.02720843709539622,23688"iter_mean": 15.678308823529411,23689"restarts_mean": 0.0,23690"status_ok": 1.023691},23692"cgarch11__ged__w1000_r5": {23693"n_refits": 544,23694"failed": 0.0,23695"inadmissible": 0.1636029411764706,23696"fit_time_mean": 0.04500985438062344,23697"fit_time_median": 0.042837145971134305,23698"iter_mean": 146.79595588235293,23699"restarts_mean": 1.0,23700"status_ok": 1.023701},23702"cgarch11__normal__w1000_r5": {23703"n_refits": 544,23704"failed": 0.0,23705"inadmissible": 0.1801470588235294,23706"fit_time_mean": 0.036353300875549284,23707"fit_time_median": 0.035158666549250484,23708"iter_mean": 130.2077205882353,23709"restarts_mean": 1.0,23710"status_ok": 1.023711},23712"cgarch11__skewt__w1000_r5": {23713"n_refits": 544,23714"failed": 0.0,23715"inadmissible": 0.10845588235294118,23716"fit_time_mean": 0.16933557339678587,23717"fit_time_median": 0.16426337510347366,23718"iter_mean": 193.1378676470588,23719"restarts_mean": 1.0,23720"status_ok": 1.023721},23722"cgarch11__t__w1000_r5": {23723"n_refits": 544,23724"failed": 0.0,23725"inadmissible": 0.14338235294117646,23726"fit_time_mean": 0.07849270927031551,23727"fit_time_median": 0.07566058344673365,23728"iter_mean": 158.00183823529412,23729"restarts_mean": 1.0,23730"status_ok": 1.023731},23732"constvar__normal__w1000_r5": {23733"n_refits": 544,23734"failed": 0.0,23735"inadmissible": 0.0,23736"fit_time_mean": 0.0003033911801621263,23737"fit_time_median": 0.000309354392811656,23738"iter_mean": 0.0,23739"restarts_mean": 0.0,23740"status_ok": 1.023741},23742"egarch11__ged__w1000_r5": {23743"n_refits": 544,23744"failed": 0.012867647058823529,23745"inadmissible": 0.0055147058823529415,23746"fit_time_mean": 0.04030284962509006,23747"fit_time_median": 0.015210999525152147,23748"iter_mean": 40.1360294117647,23749"restarts_mean": 0.06433823529411764,23750"status_ok": 0.9720896070510466,23751"status_forecast_failed": 0.016893132574366507,23752"status_stale_fit": 0.01101726037458685223753},23754"egarch11__normal__w1000_r5": {23755"n_refits": 544,23756"failed": 0.0055147058823529415,23757"inadmissible": 0.007352941176470588,23758"fit_time_mean": 0.023564573302471272,23759"fit_time_median": 0.011329104541800916,23760"iter_mean": 30.602941176470587,23761"restarts_mean": 0.02389705882352941,23762"status_ok": 0.987146529562982,23763"status_forecast_failed": 0.007344840249724568,23764"status_stale_fit": 0.00550863018729342623765},23766"egarch11__skewt__w1000_r5": {23767"n_refits": 544,23768"failed": 0.011029411764705883,23769"inadmissible": 0.011029411764705883,23770"fit_time_mean": 0.09623376079638118,23771"fit_time_median": 0.04008541663642973,23772"iter_mean": 46.39889705882353,23773"restarts_mean": 0.05698529411764706,23774"status_ok": 0.9349981637899376,23775"status_forecast_failed": 0.05765699596033786,23776"status_stale_fit": 0.00734484024972456823777},23778"egarch11__t__w1000_r5": {23779"n_refits": 544,23780"failed": 0.011029411764705883,23781"inadmissible": 0.0055147058823529415,23782"fit_time_mean": 0.054402774296570845,23783"fit_time_median": 0.018286458333022892,23784"iter_mean": 51.23529411764706,23785"restarts_mean": 0.05514705882352941,23786"status_ok": 0.9114946749908189,23787"status_forecast_failed": 0.07932427469702534,23788"status_stale_fit": 0.0091810503121557123789},23790"ewma094__normal__w1000_r5": {23791"n_refits": 544,23792"failed": 0.0,23793"inadmissible": 0.0,23794"fit_time_mean": 0.0010757007651537767,23795"fit_time_median": 0.0008887290023267269,23796"iter_mean": 2.735294117647059,23797"restarts_mean": 0.0,23798"status_ok": 1.023799},23800"figarch11__ged__w1000_r5": {23801"n_refits": 544,23802"failed": 0.0,23803"inadmissible": 0.0,23804"fit_time_mean": 0.10982933992764789,23805"fit_time_median": 0.10773675004020333,23806"iter_mean": 15.351102941176471,23807"restarts_mean": 0.0,23808"status_ok": 1.023809},23810"figarch11__normal__w1000_r5": {23811"n_refits": 544,23812"failed": 0.0,23813"inadmissible": 0.0,23814"fit_time_mean": 0.16786702390313354,23815"fit_time_median": 0.16638554143719375,23816"iter_mean": 13.819852941176471,23817"restarts_mean": 0.0,23818"status_ok": 1.023819},23820"figarch11__skewt__w1000_r5": {23821"n_refits": 544,23822"failed": 0.0,23823"inadmissible": 0.0,23824"fit_time_mean": 0.2311530010736212,23825"fit_time_median": 0.224788062623702,23826"iter_mean": 16.988970588235293,23827"restarts_mean": 0.0,23828"status_ok": 1.023829},23830"figarch11__t__w1000_r5": {23831"n_refits": 544,23832"failed": 0.0,23833"inadmissible": 0.0,23834"fit_time_mean": 0.11921945771695498,23835"fit_time_median": 0.11658739554695785,23836"iter_mean": 15.658088235294118,23837"restarts_mean": 0.0,23838"status_ok": 1.023839},23840"garch11__ged__w1000_r5": {23841"n_refits": 544,23842"failed": 0.0,23843"inadmissible": 0.0,23844"fit_time_mean": 0.013578540270185947,23845"fit_time_median": 0.012344395974650979,23846"iter_mean": 13.573529411764707,23847"restarts_mean": 0.0,23848"status_ok": 1.023849},23850"garch11__normal__w1000_r5": {23851"n_refits": 544,23852"failed": 0.0,23853"inadmissible": 0.0,23854"fit_time_mean": 0.007156772348132697,23855"fit_time_median": 0.006230478989891708,23856"iter_mean": 12.299632352941176,23857"restarts_mean": 0.0,23858"status_ok": 1.023859},23860"garch11__skewt__w1000_r5": {23861"n_refits": 544,23862"failed": 0.0,23863"inadmissible": 0.0,23864"fit_time_mean": 0.012887365197136258,23865"fit_time_median": 0.012569021550007164,23866"iter_mean": 16.876838235294116,23867"restarts_mean": 0.0,23868"status_ok": 1.023869},23870"garch11__t__w1000_r5": {23871"n_refits": 544,23872"failed": 0.0,23873"inadmissible": 0.0,23874"fit_time_mean": 0.011354634571676691,23875"fit_time_median": 0.010114250122569501,23876"iter_mean": 13.950367647058824,23877"restarts_mean": 0.0,23878"status_ok": 1.023879},23880"garch12__ged__w1000_r5": {23881"n_refits": 544,23882"failed": 0.0,23883"inadmissible": 0.0,23884"fit_time_mean": 0.015546713921460597,23885"fit_time_median": 0.014529083506204188,23886"iter_mean": 16.314338235294116,23887"restarts_mean": 0.0,23888"status_ok": 1.023889},23890"garch12__normal__w1000_r5": {23891"n_refits": 544,23892"failed": 0.0,23893"inadmissible": 0.0,23894"fit_time_mean": 0.012474367590638233,23895"fit_time_median": 0.011876062373630702,23896"iter_mean": 14.998161764705882,23897"restarts_mean": 0.0,23898"status_ok": 1.023899},23900"garch12__skewt__w1000_r5": {23901"n_refits": 544,23902"failed": 0.0,23903"inadmissible": 0.0,23904"fit_time_mean": 0.016886055983965944,23905"fit_time_median": 0.01630031259264797,23906"iter_mean": 19.860294117647058,23907"restarts_mean": 0.0,23908"status_ok": 1.023909},23910"garch12__t__w1000_r5": {23911"n_refits": 544,23912"failed": 0.0,23913"inadmissible": 0.0,23914"fit_time_mean": 0.01498062083598651,23915"fit_time_median": 0.014186291489750147,23916"iter_mean": 16.503676470588236,23917"restarts_mean": 0.0,23918"status_ok": 1.023919},23920"garch21__ged__w1000_r5": {23921"n_refits": 544,23922"failed": 0.0,23923"inadmissible": 0.0,23924"fit_time_mean": 0.01806836383569616,23925"fit_time_median": 0.011098687420599163,23926"iter_mean": 14.884191176470589,23927"restarts_mean": 0.0,23928"status_ok": 1.023929},23930"garch21__normal__w1000_r5": {23931"n_refits": 544,23932"failed": 0.0,23933"inadmissible": 0.0,23934"fit_time_mean": 0.009319999238120063,23935"fit_time_median": 0.008334520389325917,23936"iter_mean": 13.556985294117647,23937"restarts_mean": 0.0,23938"status_ok": 1.023939},23940"garch21__skewt__w1000_r5": {23941"n_refits": 544,23942"failed": 0.0,23943"inadmissible": 0.0,23944"fit_time_mean": 0.01705512223955285,23945"fit_time_median": 0.015642103971913457,23946"iter_mean": 18.03125,23947"restarts_mean": 0.0,23948"status_ok": 1.023949},23950"garch21__t__w1000_r5": {23951"n_refits": 544,23952"failed": 0.0,23953"inadmissible": 0.0,23954"fit_time_mean": 0.013876114984347676,23955"fit_time_median": 0.012845291988924146,23956"iter_mean": 15.145220588235293,23957"restarts_mean": 0.0,23958"status_ok": 1.023959},23960"garchm11__ged__w1000_r5": {23961"n_refits": 544,23962"failed": 0.0,23963"inadmissible": 0.0,23964"fit_time_mean": 0.02310314445511561,23965"fit_time_median": 0.02156135393306613,23966"iter_mean": 72.40625,23967"restarts_mean": 1.0,23968"status_ok": 1.023969},23970"garchm11__normal__w1000_r5": {23971"n_refits": 544,23972"failed": 0.0,23973"inadmissible": 0.0,23974"fit_time_mean": 0.013812809357820215,23975"fit_time_median": 0.01253679150249809,23976"iter_mean": 60.15992647058823,23977"restarts_mean": 1.0,23978"status_ok": 1.023979},23980"garchm11__skewt__w1000_r5": {23981"n_refits": 544,23982"failed": 0.0,23983"inadmissible": 0.0,23984"fit_time_mean": 0.026328811071032437,23985"fit_time_median": 0.02488431253004819,23986"iter_mean": 91.94485294117646,23987"restarts_mean": 1.0,23988"status_ok": 1.023989},23990"garchm11__t__w1000_r5": {23991"n_refits": 544,23992"failed": 0.0,23993"inadmissible": 0.0,23994"fit_time_mean": 0.029183451892202034,23995"fit_time_median": 0.02797150006517768,23996"iter_mean": 78.92463235294117,23997"restarts_mean": 1.0,23998"status_ok": 1.023999},24000"garchx_rv11__normal__w1000_r5": {24001"n_refits": 544,24002"failed": 0.0,24003"inadmissible": 0.001838235294117647,24004"fit_time_mean": 0.04856588809215121,24005"fit_time_median": 0.045270750066265464,24006"iter_mean": 163.41544117647058,24007"restarts_mean": 1.0,24008"status_ok": 1.024009},24010"garchx_rv11__t__w1000_r5": {24011"n_refits": 544,24012"failed": 0.0,24013"inadmissible": 0.0,24014"fit_time_mean": 0.1351353750043713,24015"fit_time_median": 0.1270132710924372,24016"iter_mean": 218.9246323529412,24017"restarts_mean": 1.0,24018"status_ok": 1.024019},24020"gas_t11__t__w1000_r5": {24021"n_refits": 544,24022"failed": 0.0,24023"inadmissible": 0.0,24024"fit_time_mean": 0.019257025040775155,24025"fit_time_median": 0.018193645984865725,24026"iter_mean": 65.05147058823529,24027"restarts_mean": 1.0036764705882353,24028"status_ok": 1.024029},24030"gjr11__ged__w1000_r5": {24031"n_refits": 544,24032"failed": 0.0,24033"inadmissible": 0.0,24034"fit_time_mean": 0.01684434324124595,24035"fit_time_median": 0.013764312490820885,24036"iter_mean": 17.60110294117647,24037"restarts_mean": 0.001838235294117647,24038"status_ok": 1.024039},24040"gjr11__normal__w1000_r5": {24041"n_refits": 544,24042"failed": 0.0,24043"inadmissible": 0.0,24044"fit_time_mean": 0.009791884963787571,24045"fit_time_median": 0.008689749985933304,24046"iter_mean": 14.305147058823529,24047"restarts_mean": 0.0,24048"status_ok": 1.024049},24050"gjr11__skewt__w1000_r5": {24051"n_refits": 544,24052"failed": 0.0,24053"inadmissible": 0.0,24054"fit_time_mean": 0.02866363683107706,24055"fit_time_median": 0.027626332943327725,24056"iter_mean": 21.084558823529413,24057"restarts_mean": 0.0,24058"status_ok": 1.024059},24060"gjr11__t__w1000_r5": {24061"n_refits": 544,24062"failed": 0.0,24063"inadmissible": 0.0,24064"fit_time_mean": 0.018346849403100992,24065"fit_time_median": 0.012064020964317024,24066"iter_mean": 16.172794117647058,24067"restarts_mean": 0.0,24068"status_ok": 1.024069},24070"har_rv__empirical__w1000_r5": {24071"n_refits": 544,24072"failed": 0.0,24073"inadmissible": 0.0,24074"fit_time_mean": 0.0016725463227724984,24075"fit_time_median": 0.0009831039933487773,24076"iter_mean": 0.0,24077"restarts_mean": 0.0,24078"status_ok": 1.024079},24080"heavy11__normal__w1000_r5": {24081"n_refits": 544,24082"failed": 0.0,24083"inadmissible": 0.0,24084"fit_time_mean": 0.04258400124458336,24085"fit_time_median": 0.03797568765003234,24086"iter_mean": 114.63051470588235,24087"restarts_mean": 1.0,24088"status_ok": 1.024089},24090"heavy11__t__w1000_r5": {24091"n_refits": 544,24092"failed": 0.0,24093"inadmissible": 0.0,24094"fit_time_mean": 0.060946205712218,24095"fit_time_median": 0.05987797910347581,24096"iter_mean": 137.90625,24097"restarts_mean": 1.0,24098"status_ok": 1.024099},24100"histvar22__empirical__w1000_r5": {24101"n_refits": 544,24102"failed": 0.0,24103"inadmissible": 0.0,24104"fit_time_mean": 5.513148875359227e-06,24105"fit_time_median": 3.832974471151829e-06,24106"iter_mean": 0.0,24107"restarts_mean": 0.0,24108"status_ok": 1.024109},24110"histvar252__empirical__w1000_r5": {24111"n_refits": 544,24112"failed": 0.0,24113"inadmissible": 0.0,24114"fit_time_mean": 1.0712320063783623e-05,24115"fit_time_median": 4.332978278398514e-06,24116"iter_mean": 0.0,24117"restarts_mean": 0.0,24118"status_ok": 1.024119},24120"histvar66__empirical__w1000_r5": {24121"n_refits": 544,24122"failed": 0.0,24123"inadmissible": 0.0,24124"fit_time_mean": 4.2841133750591645e-06,24125"fit_time_median": 3.2919924706220627e-06,24126"iter_mean": 0.0,24127"restarts_mean": 0.0,24128"status_ok": 1.024129},24130"igarch11__ged__w1000_r5": {24131"n_refits": 544,24132"failed": 0.0,24133"inadmissible": 0.0,24134"fit_time_mean": 0.013653929148858879,24135"fit_time_median": 0.008633979479782283,24136"iter_mean": 46.338235294117645,24137"restarts_mean": 1.0,24138"status_ok": 1.024139},24140"igarch11__normal__w1000_r5": {24141"n_refits": 544,24142"failed": 0.0,24143"inadmissible": 0.0,24144"fit_time_mean": 0.006734095147454783,24145"fit_time_median": 0.005590812535956502,24146"iter_mean": 35.90625,24147"restarts_mean": 1.0,24148"status_ok": 1.024149},24150"igarch11__skewt__w1000_r5": {24151"n_refits": 544,24152"failed": 0.03676470588235294,24153"inadmissible": 0.0,24154"fit_time_mean": 2.128248822897577,24155"fit_time_median": 2.09080075006932,24156"iter_mean": 59.70220588235294,24157"restarts_mean": 0.9632352941176471,24158"status_ok": 0.9632757987513771,24159"status_stale_fit": 0.0367242012486228424160},24161"igarch11__t__w1000_r5": {24162"n_refits": 544,24163"failed": 0.0,24164"inadmissible": 0.0,24165"fit_time_mean": 0.010267787122917498,24166"fit_time_median": 0.009345833444967866,24167"iter_mean": 49.55330882352941,24168"restarts_mean": 1.0018382352941178,24169"status_ok": 1.024170},24171"loghar_rv__empirical__w1000_r5": {24172"n_refits": 544,24173"failed": 0.0,24174"inadmissible": 0.0,24175"fit_time_mean": 0.0022516888450755846,24176"fit_time_median": 0.001078833476640284,24177"iter_mean": 0.0,24178"restarts_mean": 0.0,24179"status_ok": 1.024180},24181"msgarch2__normal__w1000_r5": {24182"n_refits": 544,24183"failed": 0.001838235294117647,24184"inadmissible": 0.0,24185"fit_time_mean": 0.16159862790578594,24186"fit_time_median": 0.15537981304805726,24187"iter_mean": 270.7408088235294,24188"restarts_mean": 1.0036764705882353,24189"status_ok": 0.9981637899375688,24190"status_stale_fit": 0.00183621006243114224191},24192"msgarch2__t__w1000_r5": {24193"n_refits": 544,24194"failed": 0.009191176470588236,24195"inadmissible": 0.007352941176470588,24196"fit_time_mean": 0.33474148155030836,24197"fit_time_median": 0.3227000415790826,24198"iter_mean": 305.8014705882353,24199"restarts_mean": 1.056985294117647,24200"status_ok": 0.9908189496878443,24201"status_stale_fit": 0.0091810503121557124202},24203"nagarch11__ged__w1000_r5": {24204"n_refits": 544,24205"failed": 0.0,24206"inadmissible": 0.001838235294117647,24207"fit_time_mean": 0.023176938713517944,24208"fit_time_median": 0.018240771139971912,24209"iter_mean": 82.67095588235294,24210"restarts_mean": 1.0,24211"status_ok": 1.024212},24213"nagarch11__normal__w1000_r5": {24214"n_refits": 544,24215"failed": 0.0,24216"inadmissible": 0.007352941176470588,24217"fit_time_mean": 0.01609964858824456,24218"fit_time_median": 0.012065396062098444,24219"iter_mean": 73.32536764705883,24220"restarts_mean": 1.0,24221"status_ok": 1.024222},24223"nagarch11__skewt__w1000_r5": {24224"n_refits": 544,24225"failed": 0.007352941176470588,24226"inadmissible": 0.003676470588235294,24227"fit_time_mean": 0.04817056334243663,24228"fit_time_median": 0.041186499991454184,24229"iter_mean": 110.33088235294117,24230"restarts_mean": 0.9926470588235294,24231"status_ok": 0.9926551597502754,24232"status_stale_fit": 0.00734484024972456824233},24234"nagarch11__t__w1000_r5": {24235"n_refits": 544,24236"failed": 0.0,24237"inadmissible": 0.0,24238"fit_time_mean": 0.031140995862883488,24239"fit_time_median": 0.02597233303822577,24240"iter_mean": 84.90073529411765,24241"restarts_mean": 1.0,24242"status_ok": 1.024243},24244"qgarch11__ged__w1000_r5": {24245"n_refits": 544,24246"failed": 0.0,24247"inadmissible": 0.0,24248"fit_time_mean": 0.033074944076361135,24249"fit_time_median": 0.030670270556584,24250"iter_mean": 83.20036764705883,24251"restarts_mean": 1.0,24252"status_ok": 1.024253},24254"qgarch11__normal__w1000_r5": {24255"n_refits": 544,24256"failed": 0.0,24257"inadmissible": 0.0,24258"fit_time_mean": 0.018748553617864244,24259"fit_time_median": 0.017554103978909552,24260"iter_mean": 71.16727941176471,24261"restarts_mean": 1.0,24262"status_ok": 1.024263},24264"qgarch11__skewt__w1000_r5": {24265"n_refits": 544,24266"failed": 0.0,24267"inadmissible": 0.0,24268"fit_time_mean": 0.06151236621029538,24269"fit_time_median": 0.06139316700864583,24270"iter_mean": 106.52389705882354,24271"restarts_mean": 1.0,24272"status_ok": 1.024273},24274"qgarch11__t__w1000_r5": {24275"n_refits": 544,24276"failed": 0.0,24277"inadmissible": 0.001838235294117647,24278"fit_time_mean": 0.02592634939526975,24279"fit_time_median": 0.026038749958388507,24280"iter_mean": 88.14338235294117,24281"restarts_mean": 1.0,24282"status_ok": 1.024283},24284"realgarch11__normal__w1000_r5": {24285"n_refits": 544,24286"failed": 0.0,24287"inadmissible": 0.0,24288"fit_time_mean": 0.1035419261919314,24289"fit_time_median": 0.08682374993804842,24290"iter_mean": 141.96875,24291"restarts_mean": 1.0,24292"status_ok": 1.024293},24294"realgarch11__t__w1000_r5": {24295"n_refits": 544,24296"failed": 0.0,24297"inadmissible": 0.0,24298"fit_time_mean": 0.1125993368559113,24299"fit_time_median": 0.09542577050160617,24300"iter_mean": 225.7389705882353,24301"restarts_mean": 1.0,24302"status_ok": 1.024303},24304"rm2006__normal__w1000_r5": {24305"n_refits": 544,24306"failed": 0.0,24307"inadmissible": 0.0,24308"fit_time_mean": 0.003733762700422256,24309"fit_time_median": 0.0033277084585279226,24310"iter_mean": 2.6911764705882355,24311"restarts_mean": 0.0,24312"status_ok": 1.024313},24314"rm_rw__empirical__w1000_r5": {24315"n_refits": 544,24316"failed": 0.0,24317"inadmissible": 0.0,24318"fit_time_mean": 3.5003099850762417e-06,24319"fit_time_median": 2.7921050786972046e-06,24320"iter_mean": 0.0,24321"restarts_mean": 0.0,24322"status_ok": 1.024323},24324"tarch11__ged__w1000_r5": {24325"n_refits": 544,24326"failed": 0.0,24327"inadmissible": 0.0,24328"fit_time_mean": 0.022179706853742518,24329"fit_time_median": 0.013868645997717977,24330"iter_mean": 18.46875,24331"restarts_mean": 0.0,24332"status_ok": 1.024333},24334"tarch11__normal__w1000_r5": {24335"n_refits": 544,24336"failed": 0.0,24337"inadmissible": 0.0,24338"fit_time_mean": 0.013860130121054895,24339"fit_time_median": 0.013043666956946254,24340"iter_mean": 16.740808823529413,24341"restarts_mean": 0.0,24342"status_ok": 1.024343},24344"tarch11__skewt__w1000_r5": {24345"n_refits": 544,24346"failed": 0.0,24347"inadmissible": 0.0,24348"fit_time_mean": 0.03976489015279666,24349"fit_time_median": 0.036940625053830445,24350"iter_mean": 21.965073529411764,24351"restarts_mean": 0.0,24352"status_ok": 1.024353},24354"tarch11__t__w1000_r5": {24355"n_refits": 544,24356"failed": 0.0,24357"inadmissible": 0.0,24358"fit_time_mean": 0.021167279916613446,24359"fit_time_median": 0.020411499426700175,24360"iter_mean": 18.628676470588236,24361"restarts_mean": 0.0,24362"status_ok": 1.024363}24364}24365}