Repository Public Research preview
1{2"symbol": "SPY",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": 0.3413142700384563,15"mean_bench": 0.3586019730333364,16"ratio": 0.9517913890750596,17"dm_stat": -1.5386753490914113,18"dm_p": 0.12399984655717995,19"own_mean": 0.3413142700384563,20"own_n": 272221},22"aparch11__normal__w1000_r5": {23"n_pair": 2722,24"coverage": 1.0,25"mean": 0.3451456065723906,26"mean_bench": 0.3586019730333364,27"ratio": 0.9624754812498064,28"dm_stat": -1.2871930997907906,29"dm_p": 0.1981364727345935,30"own_mean": 0.3451456065723906,31"own_n": 272232},33"aparch11__skewt__w1000_r5": {34"n_pair": 2722,35"coverage": 1.0,36"mean": 0.49505552089093047,37"mean_bench": 0.3586019730333364,38"ratio": 1.3805153293033026,39"dm_stat": 0.9414682722899214,40"dm_p": 0.34654851539449194,41"own_mean": 0.49505552089093047,42"own_n": 272243},44"aparch11__t__w1000_r5": {45"n_pair": 2722,46"coverage": 1.0,47"mean": 0.3378995070866371,48"mean_bench": 0.3586019730333364,49"ratio": 0.9422689569396909,50"dm_stat": -1.824759818836756,51"dm_p": 0.06814687790341105,52"own_mean": 0.3378995070866371,53"own_n": 272254},55"arch5__ged__w1000_r5": {56"n_pair": 2722,57"coverage": 1.0,58"mean": 0.37959440619394397,59"mean_bench": 0.3586019730333364,60"ratio": 1.0585396476852516,61"dm_stat": 3.585193626696421,62"dm_p": 0.0003427515683494853,63"own_mean": 0.37959440619394397,64"own_n": 272265},66"arch5__normal__w1000_r5": {67"n_pair": 2722,68"coverage": 1.0,69"mean": 0.379806312229537,70"mean_bench": 0.3586019730333364,71"ratio": 1.0591305703558673,72"dm_stat": 3.58270440285362,73"dm_p": 0.00034601982621383924,74"own_mean": 0.379806312229537,75"own_n": 272276},77"arch5__skewt__w1000_r5": {78"n_pair": 2722,79"coverage": 1.0,80"mean": 0.3775997470018815,81"mean_bench": 0.3586019730333364,82"ratio": 1.0529773269451002,83"dm_stat": 3.274191340898742,84"dm_p": 0.0010729195823765843,85"own_mean": 0.3775997470018815,86"own_n": 272287},88"arch5__t__w1000_r5": {89"n_pair": 2722,90"coverage": 1.0,91"mean": 0.37819034679123453,92"mean_bench": 0.3586019730333364,93"ratio": 1.05462427769765,94"dm_stat": 3.4252533774882297,95"dm_p": 0.0006233274364422582,96"own_mean": 0.37819034679123453,97"own_n": 272298},99"avgarch11__ged__w1000_r5": {100"n_pair": 2722,101"coverage": 1.0,102"mean": 0.3639858977811885,103"mean_bench": 0.3586019730333364,104"ratio": 1.0150136506564942,105"dm_stat": 1.2656385998884943,106"dm_p": 0.20575085872342985,107"own_mean": 0.3639858977811885,108"own_n": 2722109},110"avgarch11__normal__w1000_r5": {111"n_pair": 2722,112"coverage": 1.0,113"mean": 0.36501396335526914,114"mean_bench": 0.3586019730333364,115"ratio": 1.0178805215924918,116"dm_stat": 1.3534052894968567,117"dm_p": 0.17603860691127374,118"own_mean": 0.36501396335526914,119"own_n": 2722120},121"avgarch11__skewt__w1000_r5": {122"n_pair": 2722,123"coverage": 1.0,124"mean": 0.3615636499891205,125"mean_bench": 0.3586019730333364,126"ratio": 1.0082589533201167,127"dm_stat": 0.6836221995621271,128"dm_p": 0.49427197138596324,129"own_mean": 0.3615636499891205,130"own_n": 2722131},132"avgarch11__t__w1000_r5": {133"n_pair": 2722,134"coverage": 1.0,135"mean": 0.3610371363265683,136"mean_bench": 0.3586019730333364,137"ratio": 1.0067907135943324,138"dm_stat": 0.5909834782310949,139"dm_p": 0.5545805767852223,140"own_mean": 0.3610371363265683,141"own_n": 2722142},143"cgarch11__ged__w1000_r5": {144"n_pair": 2722,145"coverage": 1.0,146"mean": 0.3521655207992798,147"mean_bench": 0.3586019730333364,148"ratio": 0.9820512637462309,149"dm_stat": -1.7615087812477306,150"dm_p": 0.07826461923029347,151"own_mean": 0.3521655207992798,152"own_n": 2722153},154"cgarch11__normal__w1000_r5": {155"n_pair": 2722,156"coverage": 1.0,157"mean": 0.35087299534840183,158"mean_bench": 0.3586019730333364,159"ratio": 0.9784469181260861,160"dm_stat": -2.7180167266234605,161"dm_p": 0.006609087473600897,162"own_mean": 0.35087299534840183,163"own_n": 2722164},165"cgarch11__skewt__w1000_r5": {166"n_pair": 2722,167"coverage": 1.0,168"mean": 0.3533866129787709,169"mean_bench": 0.3586019730333364,170"ratio": 0.9854564100402183,171"dm_stat": -1.155799809518156,172"dm_p": 0.24786452607720924,173"own_mean": 0.3533866129787709,174"own_n": 2722175},176"cgarch11__t__w1000_r5": {177"n_pair": 2722,178"coverage": 1.0,179"mean": 0.3544205971385682,180"mean_bench": 0.3586019730333364,181"ratio": 0.9883397855862341,182"dm_stat": -0.9573487878570648,183"dm_p": 0.33847628834959076,184"own_mean": 0.3544205971385682,185"own_n": 2722186},187"constvar__normal__w1000_r5": {188"n_pair": 2722,189"coverage": 1.0,190"mean": 0.9552650418828806,191"mean_bench": 0.3586019730333364,192"ratio": 2.6638588566663497,193"dm_stat": 3.003422247829599,194"dm_p": 0.0026939352559365764,195"own_mean": 0.9552650418828806,196"own_n": 2722197},198"egarch11__ged__w1000_r5": {199"n_pair": 2722,200"coverage": 1.0,201"mean": 0.35165349317312106,202"mean_bench": 0.3586019730333364,203"ratio": 0.9806234198840579,204"dm_stat": -0.6066472214331005,205"dm_p": 0.5441356653085957,206"own_mean": 0.35165349317312106,207"own_n": 2722208},209"egarch11__normal__w1000_r5": {210"n_pair": 2722,211"coverage": 1.0,212"mean": 0.35596961283972317,213"mean_bench": 0.3586019730333364,214"ratio": 0.9926593817336066,215"dm_stat": -0.23750234666274148,216"dm_p": 0.8122849794742405,217"own_mean": 0.35596961283972317,218"own_n": 2722219},220"egarch11__skewt__w1000_r5": {221"n_pair": 2722,222"coverage": 1.0,223"mean": 0.34817473471116356,224"mean_bench": 0.3586019730333364,225"ratio": 0.9709225294161906,226"dm_stat": -0.8809160423175312,227"dm_p": 0.37844106515548614,228"own_mean": 0.34817473471116356,229"own_n": 2722230},231"egarch11__t__w1000_r5": {232"n_pair": 2722,233"coverage": 1.0,234"mean": 0.3484430026302652,235"mean_bench": 0.3586019730333364,236"ratio": 0.971670623234059,237"dm_stat": -0.863740697580138,238"dm_p": 0.38780648098803566,239"own_mean": 0.3484430026302652,240"own_n": 2722241},242"ewma094__normal__w1000_r5": {243"n_pair": 2722,244"coverage": 1.0,245"mean": 0.4144046934230049,246"mean_bench": 0.3586019730333364,247"ratio": 1.1556118610214143,248"dm_stat": 4.323236833569113,249"dm_p": 1.5928240514668322e-05,250"own_mean": 0.4144046934230049,251"own_n": 2722252},253"figarch11__ged__w1000_r5": {254"n_pair": 2722,255"coverage": 1.0,256"mean": 0.3534872251288888,257"mean_bench": 0.3586019730333364,258"ratio": 0.985736977794118,259"dm_stat": -1.5213543522535533,260"dm_p": 0.12828713081304696,261"own_mean": 0.3534872251288888,262"own_n": 2722263},264"figarch11__normal__w1000_r5": {265"n_pair": 2722,266"coverage": 1.0,267"mean": 0.3540589840075681,268"mean_bench": 0.3586019730333364,269"ratio": 0.9873313886498165,270"dm_stat": -1.4180992401785295,271"dm_p": 0.1562763042694018,272"own_mean": 0.3540589840075681,273"own_n": 2722274},275"figarch11__skewt__w1000_r5": {276"n_pair": 2722,277"coverage": 1.0,278"mean": 0.3535565624680296,279"mean_bench": 0.3586019730333364,280"ratio": 0.9859303323887797,281"dm_stat": -1.3972657546499416,282"dm_p": 0.16244759305766243,283"own_mean": 0.3535565624680296,284"own_n": 2722285},286"figarch11__t__w1000_r5": {287"n_pair": 2722,288"coverage": 1.0,289"mean": 0.35282778198900117,290"mean_bench": 0.3586019730333364,291"ratio": 0.9838980499870299,292"dm_stat": -1.682862155929343,293"dm_p": 0.09251650279844713,294"own_mean": 0.35282778198900117,295"own_n": 2722296},297"garch11__ged__w1000_r5": {298"n_pair": 2722,299"coverage": 1.0,300"mean": 0.35666500729625694,301"mean_bench": 0.3586019730333364,302"ratio": 0.9945985636367388,303"dm_stat": -1.2634278317349201,304"dm_p": 0.20654370643839992,305"own_mean": 0.35666500729625694,306"own_n": 2722307},308"garch11__normal__w1000_r5": {309"n_pair": 2722,310"coverage": 1.0,311"mean": 0.3586019730333364,312"mean_bench": 0.3586019730333364,313"ratio": 1.0,314"dm_stat": 0.0,315"dm_p": 1.0,316"own_mean": 0.3586019730333364,317"own_n": 2722318},319"garch11__skewt__w1000_r5": {320"n_pair": 2722,321"coverage": 1.0,322"mean": 0.3553149876419111,323"mean_bench": 0.3586019730333364,324"ratio": 0.9908338892738894,325"dm_stat": -1.38256930136951,326"dm_p": 0.1669104264513839,327"own_mean": 0.3553149876419111,328"own_n": 2722329},330"garch11__t__w1000_r5": {331"n_pair": 2722,332"coverage": 1.0,333"mean": 0.3552736521709215,334"mean_bench": 0.3586019730333364,335"ratio": 0.9907186208869366,336"dm_stat": -1.4581671755202066,337"dm_p": 0.1449098775929166,338"own_mean": 0.3552736521709215,339"own_n": 2722340},341"garch12__ged__w1000_r5": {342"n_pair": 2722,343"coverage": 1.0,344"mean": 0.3571185884373761,345"mean_bench": 0.3586019730333364,346"ratio": 0.9958634232170763,347"dm_stat": -0.9062693983497971,348"dm_p": 0.3648735222964603,349"own_mean": 0.3571185884373761,350"own_n": 2722351},352"garch12__normal__w1000_r5": {353"n_pair": 2722,354"coverage": 1.0,355"mean": 0.35911285464575116,356"mean_bench": 0.3586019730333364,357"ratio": 1.0014246480801354,358"dm_stat": 0.6164704506868935,359"dm_p": 0.5376356392163153,360"own_mean": 0.35911285464575116,361"own_n": 2722362},363"garch12__skewt__w1000_r5": {364"n_pair": 2722,365"coverage": 1.0,366"mean": 0.35582910083980684,367"mean_bench": 0.3586019730333364,368"ratio": 0.9922675489761686,369"dm_stat": -1.1408975731766242,370"dm_p": 0.2540129521145925,371"own_mean": 0.35582910083980684,372"own_n": 2722373},374"garch12__t__w1000_r5": {375"n_pair": 2722,376"coverage": 1.0,377"mean": 0.35587884312397794,378"mean_bench": 0.3586019730333364,379"ratio": 0.9924062606618583,380"dm_stat": -1.1646592705554952,381"dm_p": 0.2442590397006345,382"own_mean": 0.35587884312397794,383"own_n": 2722384},385"garch21__ged__w1000_r5": {386"n_pair": 2722,387"coverage": 1.0,388"mean": 0.3605341407024178,389"mean_bench": 0.3586019730333364,390"ratio": 1.0053880564368836,391"dm_stat": 1.0228724335670625,392"dm_p": 0.30645909345106004,393"own_mean": 0.3605341407024178,394"own_n": 2722395},396"garch21__normal__w1000_r5": {397"n_pair": 2722,398"coverage": 1.0,399"mean": 0.3611920384964977,400"mean_bench": 0.3586019730333364,401"ratio": 1.007222674881715,402"dm_stat": 2.5530693402958167,403"dm_p": 0.010731944467547978,404"own_mean": 0.3611920384964977,405"own_n": 2722406},407"garch21__skewt__w1000_r5": {408"n_pair": 2722,409"coverage": 1.0,410"mean": 0.3589514151145639,411"mean_bench": 0.3586019730333364,412"ratio": 1.0009744566608814,413"dm_stat": 0.13990117089283505,414"dm_p": 0.8887484304467127,415"own_mean": 0.3589514151145639,416"own_n": 2722417},418"garch21__t__w1000_r5": {419"n_pair": 2722,420"coverage": 1.0,421"mean": 0.35914703515467244,422"mean_bench": 0.3586019730333364,423"ratio": 1.0015199640892254,424"dm_stat": 0.24000023339037563,425"dm_p": 0.8103481539124553,426"own_mean": 0.35914703515467244,427"own_n": 2722428},429"garchm11__ged__w1000_r5": {430"n_pair": 2722,431"coverage": 1.0,432"mean": 0.35350153608570134,433"mean_bench": 0.3586019730333364,434"ratio": 0.9857768854295709,435"dm_stat": -2.8036221956455316,436"dm_p": 0.005089035227994579,437"own_mean": 0.35350153608570134,438"own_n": 2722439},440"garchm11__normal__w1000_r5": {441"n_pair": 2722,442"coverage": 1.0,443"mean": 0.3556799657658884,444"mean_bench": 0.3586019730333364,445"ratio": 0.9918516698535388,446"dm_stat": -3.8219830981054823,447"dm_p": 0.00013534825227249468,448"own_mean": 0.3556799657658884,449"own_n": 2722450},451"garchm11__skewt__w1000_r5": {452"n_pair": 2722,453"coverage": 1.0,454"mean": 0.3520820600675708,455"mean_bench": 0.3586019730333364,456"ratio": 0.9818185245590952,457"dm_stat": -2.7076334568716405,458"dm_p": 0.006818855667670595,459"own_mean": 0.3520820600675708,460"own_n": 2722461},462"garchm11__t__w1000_r5": {463"n_pair": 2722,464"coverage": 1.0,465"mean": 0.3523176480888934,466"mean_bench": 0.3586019730333364,467"ratio": 0.9824754869827255,468"dm_stat": -2.4931419437760214,469"dm_p": 0.012720818584345024,470"own_mean": 0.3523176480888934,471"own_n": 2722472},473"garchx_rv11__normal__w1000_r5": {474"n_pair": 2722,475"coverage": 1.0,476"mean": 0.3198995976586245,477"mean_bench": 0.3586019730333364,478"ratio": 0.8920742821146886,479"dm_stat": -4.232641791115744,480"dm_p": 2.3861047874668864e-05,481"own_mean": 0.3198995976586245,482"own_n": 2722483},484"garchx_rv11__t__w1000_r5": {485"n_pair": 2722,486"coverage": 1.0,487"mean": 0.31847064318706686,488"mean_bench": 0.3586019730333364,489"ratio": 0.8880894895619025,490"dm_stat": -4.193090848711128,491"dm_p": 2.839676985876871e-05,492"own_mean": 0.31847064318706686,493"own_n": 2722494},495"gas_t11__t__w1000_r5": {496"n_pair": 2722,497"coverage": 1.0,498"mean": 0.36946945028541167,499"mean_bench": 0.3586019730333364,500"ratio": 1.0303051239795187,501"dm_stat": 1.9511541447473795,502"dm_p": 0.051141205212102726,503"own_mean": 0.36946945028541167,504"own_n": 2722505},506"gjr11__ged__w1000_r5": {507"n_pair": 2722,508"coverage": 1.0,509"mean": 0.34129353952863056,510"mean_bench": 0.3586019730333364,511"ratio": 0.9517335798286397,512"dm_stat": -1.5017858022036263,513"dm_p": 0.13326846922356395,514"own_mean": 0.34129353952863056,515"own_n": 2722516},517"gjr11__normal__w1000_r5": {518"n_pair": 2722,519"coverage": 1.0,520"mean": 0.34269330029167305,521"mean_bench": 0.3586019730333364,522"ratio": 0.9556369625992425,523"dm_stat": -1.5114112573392626,524"dm_p": 0.13079982412349425,525"own_mean": 0.34269330029167305,526"own_n": 2722527},528"gjr11__skewt__w1000_r5": {529"n_pair": 2722,530"coverage": 1.0,531"mean": 0.3392855140329627,532"mean_bench": 0.3586019730333364,533"ratio": 0.9461339857196547,534"dm_stat": -1.56716425254225,535"dm_p": 0.11719258261240253,536"own_mean": 0.3392855140329627,537"own_n": 2722538},539"gjr11__t__w1000_r5": {540"n_pair": 2722,541"coverage": 1.0,542"mean": 0.339609358511455,543"mean_bench": 0.3586019730333364,544"ratio": 0.947037060724382,545"dm_stat": -1.5910403039859167,546"dm_p": 0.11171666919382237,547"own_mean": 0.339609358511455,548"own_n": 2722549},550"har_rv__empirical__w1000_r5": {551"n_pair": 2722,552"coverage": 1.0,553"mean": 1703040.2016428865,554"mean_bench": 0.3586019730333364,555"ratio": 4749109.959538812,556"dm_stat": 1.1032457636175723,557"dm_p": 0.2700180135357916,558"own_mean": 1703040.2016428865,559"own_n": 2722560},561"heavy11__normal__w1000_r5": {562"n_pair": 2722,563"coverage": 1.0,564"mean": 0.32102057416155877,565"mean_bench": 0.3586019730333364,566"ratio": 0.8952002451244628,567"dm_stat": -4.032195925389995,568"dm_p": 5.677655492826234e-05,569"own_mean": 0.32102057416155877,570"own_n": 2722571},572"heavy11__t__w1000_r5": {573"n_pair": 2722,574"coverage": 1.0,575"mean": 0.31997359897133876,576"mean_bench": 0.3586019730333364,577"ratio": 0.8922806426990666,578"dm_stat": -3.9764598158517495,579"dm_p": 7.177124928441906e-05,580"own_mean": 0.31997359897133876,581"own_n": 2722582},583"histvar22__empirical__w1000_r5": {584"n_pair": 2722,585"coverage": 1.0,586"mean": 0.46767161253232964,587"mean_bench": 0.3586019730333364,588"ratio": 1.3041523686453724,589"dm_stat": 5.262579135243636,590"dm_p": 1.5310998092798657e-07,591"own_mean": 0.46767161253232964,592"own_n": 2722593},594"histvar252__empirical__w1000_r5": {595"n_pair": 2722,596"coverage": 1.0,597"mean": 0.7881580016297972,598"mean_bench": 0.3586019730333364,599"ratio": 2.197862981519425,600"dm_stat": 4.141674357917618,601"dm_p": 3.552802078054782e-05,602"own_mean": 0.7881580016297972,603"own_n": 2722604},605"histvar66__empirical__w1000_r5": {606"n_pair": 2722,607"coverage": 1.0,608"mean": 0.5769689441106918,609"mean_bench": 0.3586019730333364,610"ratio": 1.6089396810347596,611"dm_stat": 4.94794400637916,612"dm_p": 7.95717212461706e-07,613"own_mean": 0.5769689441106918,614"own_n": 2722615},616"igarch11__ged__w1000_r5": {617"n_pair": 2722,618"coverage": 1.0,619"mean": 0.3595426260898515,620"mean_bench": 0.3586019730333364,621"ratio": 1.0026231117708537,622"dm_stat": 0.29736037602355947,623"dm_p": 0.7662140907276195,624"own_mean": 0.3595426260898515,625"own_n": 2722626},627"igarch11__normal__w1000_r5": {628"n_pair": 2722,629"coverage": 1.0,630"mean": 0.3626927797673241,631"mean_bench": 0.3586019730333364,632"ratio": 1.0114076526110118,633"dm_stat": 1.4355603548912144,634"dm_p": 0.15124242283536152,635"own_mean": 0.3626927797673241,636"own_n": 2722637},638"igarch11__skewt__w1000_r5": {639"n_pair": 2722,640"coverage": 1.0,641"mean": 0.3588997243075388,642"mean_bench": 0.3586019730333364,643"ratio": 1.0008303113105703,644"dm_stat": 0.08450307647907299,645"dm_p": 0.9326626733818043,646"own_mean": 0.3588997243075388,647"own_n": 2722648},649"igarch11__t__w1000_r5": {650"n_pair": 2722,651"coverage": 1.0,652"mean": 0.3581620639712522,653"mean_bench": 0.3586019730333364,654"ratio": 0.9987732664760233,655"dm_stat": -0.12276020120382751,656"dm_p": 0.902306056588152,657"own_mean": 0.3581620639712522,658"own_n": 2722659},660"loghar_rv__empirical__w1000_r5": {661"n_pair": 2722,662"coverage": 1.0,663"mean": 0.30946603083749474,664"mean_bench": 0.3586019730333364,665"ratio": 0.8629791638338982,666"dm_stat": -5.162167424550076,667"dm_p": 2.617079954669217e-07,668"own_mean": 0.30946603083749474,669"own_n": 2722670},671"msgarch2__normal__w1000_r5": {672"n_pair": 2722,673"coverage": 1.0,674"mean": 0.3606854460589914,675"mean_bench": 0.3586019730333364,676"ratio": 1.0058099876250857,677"dm_stat": 0.42685981446241195,678"dm_p": 0.6695152075234951,679"own_mean": 0.3606854460589914,680"own_n": 2722681},682"msgarch2__t__w1000_r5": {683"n_pair": 2722,684"coverage": 1.0,685"mean": 0.36203502126527126,686"mean_bench": 0.3586019730333364,687"ratio": 1.0095734225969129,688"dm_stat": 0.628449289774705,689"dm_p": 0.5297624025320196,690"own_mean": 0.36203502126527126,691"own_n": 2722692},693"nagarch11__ged__w1000_r5": {694"n_pair": 2722,695"coverage": 1.0,696"mean": 0.3508974743081442,697"mean_bench": 0.3586019730333364,698"ratio": 0.9785151803264731,699"dm_stat": -0.6005376847525385,700"dm_p": 0.5481979682867179,701"own_mean": 0.3508974743081442,702"own_n": 2722703},704"nagarch11__normal__w1000_r5": {705"n_pair": 2722,706"coverage": 1.0,707"mean": 0.351901738108223,708"mean_bench": 0.3586019730333364,709"ratio": 0.9813156774670324,710"dm_stat": -0.5488888142395391,711"dm_p": 0.5831267908878036,712"own_mean": 0.351901738108223,713"own_n": 2722714},715"nagarch11__skewt__w1000_r5": {716"n_pair": 2722,717"coverage": 1.0,718"mean": 0.34706331557982467,719"mean_bench": 0.3586019730333364,720"ratio": 0.9678232181604893,721"dm_stat": -0.8723462336055704,722"dm_p": 0.3830964913131127,723"own_mean": 0.34706331557982467,724"own_n": 2722725},726"nagarch11__t__w1000_r5": {727"n_pair": 2722,728"coverage": 1.0,729"mean": 0.3493224560745281,730"mean_bench": 0.3586019730333364,731"ratio": 0.974123073333047,732"dm_stat": -0.7021828783507933,733"dm_p": 0.48262518136745874,734"own_mean": 0.3493224560745281,735"own_n": 2722736},737"qgarch11__ged__w1000_r5": {738"n_pair": 2722,739"coverage": 1.0,740"mean": 0.3383348610436144,741"mean_bench": 0.3586019730333364,742"ratio": 0.9434829880653279,743"dm_stat": -2.1262819014819256,744"dm_p": 0.03356957576565784,745"own_mean": 0.3383348610436144,746"own_n": 2722747},748"qgarch11__normal__w1000_r5": {749"n_pair": 2722,750"coverage": 1.0,751"mean": 0.3415234472090028,752"mean_bench": 0.3586019730333364,753"ratio": 0.9523747020132933,754"dm_stat": -1.8195017384188807,755"dm_p": 0.0689447614977711,756"own_mean": 0.3415234472090028,757"own_n": 2722758},759"qgarch11__skewt__w1000_r5": {760"n_pair": 2722,761"coverage": 1.0,762"mean": 0.3324083073983838,763"mean_bench": 0.3586019730333364,764"ratio": 0.9269561586251573,765"dm_stat": -2.843983530439641,766"dm_p": 0.004488602004179171,767"own_mean": 0.3324083073983838,768"own_n": 2722769},770"qgarch11__t__w1000_r5": {771"n_pair": 2722,772"coverage": 1.0,773"mean": 0.33387261880453334,774"mean_bench": 0.3586019730333364,775"ratio": 0.9310395477759845,776"dm_stat": -2.620523743658292,777"dm_p": 0.00882831145314048,778"own_mean": 0.33387261880453334,779"own_n": 2722780},781"realgarch11__normal__w1000_r5": {782"n_pair": 2722,783"coverage": 1.0,784"mean": 0.3131452768604585,785"mean_bench": 0.3586019730333364,786"ratio": 0.8732391353333347,787"dm_stat": -4.689389987533194,788"dm_p": 2.8753753524206717e-06,789"own_mean": 0.3131452768604585,790"own_n": 2722791},792"realgarch11__t__w1000_r5": {793"n_pair": 2722,794"coverage": 1.0,795"mean": 0.3133450514556095,796"mean_bench": 0.3586019730333364,797"ratio": 0.873796228183274,798"dm_stat": -4.5193546423041795,799"dm_p": 6.467686156085121e-06,800"own_mean": 0.3133450514556095,801"own_n": 2722802},803"rm2006__normal__w1000_r5": {804"n_pair": 2722,805"coverage": 1.0,806"mean": 0.39966036506278624,807"mean_bench": 0.3586019730333364,808"ratio": 1.1144957226033805,809"dm_stat": 4.114147776575064,810"dm_p": 4.0014841737966356e-05,811"own_mean": 0.39966036506278624,812"own_n": 2722813},814"rm_rw__empirical__w1000_r5": {815"n_pair": 2722,816"coverage": 1.0,817"mean": 0.46999647252449184,818"mean_bench": 0.3586019730333364,819"ratio": 1.310635489673672,820"dm_stat": 4.907041958172615,821"dm_p": 9.791249949652714e-07,822"own_mean": 0.46999647252449184,823"own_n": 2722824},825"tarch11__ged__w1000_r5": {826"n_pair": 2722,827"coverage": 1.0,828"mean": 0.3346123664262818,829"mean_bench": 0.3586019730333364,830"ratio": 0.9331024132295432,831"dm_stat": -2.0361043838922614,832"dm_p": 0.04183653665790344,833"own_mean": 0.3346123664262818,834"own_n": 2722835},836"tarch11__normal__w1000_r5": {837"n_pair": 2722,838"coverage": 1.0,839"mean": 0.3336966528666918,840"mean_bench": 0.3586019730333364,841"ratio": 0.9305488479163239,842"dm_stat": -2.3174365034089393,843"dm_p": 0.020553821620867652,844"own_mean": 0.3336966528666918,845"own_n": 2722846},847"tarch11__skewt__w1000_r5": {848"n_pair": 2722,849"coverage": 1.0,850"mean": 0.33429755184169946,851"mean_bench": 0.3586019730333364,852"ratio": 0.9322245190508822,853"dm_stat": -1.935120522164538,854"dm_p": 0.05307901498041161,855"own_mean": 0.33429755184169946,856"own_n": 2722857},858"tarch11__t__w1000_r5": {859"n_pair": 2722,860"coverage": 1.0,861"mean": 0.3355984823583774,862"mean_bench": 0.3586019730333364,863"ratio": 0.9358523030970035,864"dm_stat": -1.8491971609490794,865"dm_p": 0.06453774032261873,866"own_mean": 0.3355984823583774,867"own_n": 2722868}869},870"common_sample_A": {871"n": 2722,872"specs": [873"aparch11__ged__w1000_r5",874"aparch11__normal__w1000_r5",875"aparch11__skewt__w1000_r5",876"aparch11__t__w1000_r5",877"arch5__ged__w1000_r5",878"arch5__normal__w1000_r5",879"arch5__skewt__w1000_r5",880"arch5__t__w1000_r5",881"avgarch11__ged__w1000_r5",882"avgarch11__normal__w1000_r5",883"avgarch11__skewt__w1000_r5",884"avgarch11__t__w1000_r5",885"cgarch11__ged__w1000_r5",886"cgarch11__normal__w1000_r5",887"cgarch11__skewt__w1000_r5",888"cgarch11__t__w1000_r5",889"constvar__normal__w1000_r5",890"egarch11__ged__w1000_r5",891"egarch11__normal__w1000_r5",892"egarch11__skewt__w1000_r5",893"egarch11__t__w1000_r5",894"ewma094__normal__w1000_r5",895"figarch11__ged__w1000_r5",896"figarch11__normal__w1000_r5",897"figarch11__skewt__w1000_r5",898"figarch11__t__w1000_r5",899"garch11__ged__w1000_r5",900"garch11__normal__w1000_r5",901"garch11__skewt__w1000_r5",902"garch11__t__w1000_r5",903"garch12__ged__w1000_r5",904"garch12__normal__w1000_r5",905"garch12__skewt__w1000_r5",906"garch12__t__w1000_r5",907"garch21__ged__w1000_r5",908"garch21__normal__w1000_r5",909"garch21__skewt__w1000_r5",910"garch21__t__w1000_r5",911"garchm11__ged__w1000_r5",912"garchm11__normal__w1000_r5",913"garchm11__skewt__w1000_r5",914"garchm11__t__w1000_r5",915"gas_t11__t__w1000_r5",916"gjr11__ged__w1000_r5",917"gjr11__normal__w1000_r5",918"gjr11__skewt__w1000_r5",919"gjr11__t__w1000_r5",920"histvar22__empirical__w1000_r5",921"histvar252__empirical__w1000_r5",922"histvar66__empirical__w1000_r5",923"igarch11__ged__w1000_r5",924"igarch11__normal__w1000_r5",925"igarch11__skewt__w1000_r5",926"igarch11__t__w1000_r5",927"msgarch2__normal__w1000_r5",928"msgarch2__t__w1000_r5",929"nagarch11__ged__w1000_r5",930"nagarch11__normal__w1000_r5",931"nagarch11__skewt__w1000_r5",932"nagarch11__t__w1000_r5",933"qgarch11__ged__w1000_r5",934"qgarch11__normal__w1000_r5",935"qgarch11__skewt__w1000_r5",936"qgarch11__t__w1000_r5",937"rm2006__normal__w1000_r5",938"tarch11__ged__w1000_r5",939"tarch11__normal__w1000_r5",940"tarch11__skewt__w1000_r5",941"tarch11__t__w1000_r5"942],943"mean": {944"aparch11__ged__w1000_r5": 0.3413142700384563,945"aparch11__normal__w1000_r5": 0.3451456065723906,946"aparch11__skewt__w1000_r5": 0.49505552089093047,947"aparch11__t__w1000_r5": 0.3378995070866371,948"arch5__ged__w1000_r5": 0.37959440619394397,949"arch5__normal__w1000_r5": 0.379806312229537,950"arch5__skewt__w1000_r5": 0.3775997470018815,951"arch5__t__w1000_r5": 0.37819034679123453,952"avgarch11__ged__w1000_r5": 0.3639858977811885,953"avgarch11__normal__w1000_r5": 0.36501396335526914,954"avgarch11__skewt__w1000_r5": 0.3615636499891205,955"avgarch11__t__w1000_r5": 0.3610371363265683,956"cgarch11__ged__w1000_r5": 0.3521655207992798,957"cgarch11__normal__w1000_r5": 0.35087299534840183,958"cgarch11__skewt__w1000_r5": 0.3533866129787709,959"cgarch11__t__w1000_r5": 0.3544205971385682,960"constvar__normal__w1000_r5": 0.9552650418828806,961"egarch11__ged__w1000_r5": 0.35165349317312106,962"egarch11__normal__w1000_r5": 0.35596961283972317,963"egarch11__skewt__w1000_r5": 0.34817473471116356,964"egarch11__t__w1000_r5": 0.3484430026302652,965"ewma094__normal__w1000_r5": 0.4144046934230049,966"figarch11__ged__w1000_r5": 0.3534872251288888,967"figarch11__normal__w1000_r5": 0.3540589840075681,968"figarch11__skewt__w1000_r5": 0.3535565624680296,969"figarch11__t__w1000_r5": 0.35282778198900117,970"garch11__ged__w1000_r5": 0.35666500729625694,971"garch11__normal__w1000_r5": 0.3586019730333364,972"garch11__skewt__w1000_r5": 0.3553149876419111,973"garch11__t__w1000_r5": 0.3552736521709215,974"garch12__ged__w1000_r5": 0.3571185884373761,975"garch12__normal__w1000_r5": 0.35911285464575116,976"garch12__skewt__w1000_r5": 0.35582910083980684,977"garch12__t__w1000_r5": 0.35587884312397794,978"garch21__ged__w1000_r5": 0.3605341407024178,979"garch21__normal__w1000_r5": 0.3611920384964977,980"garch21__skewt__w1000_r5": 0.3589514151145639,981"garch21__t__w1000_r5": 0.35914703515467244,982"garchm11__ged__w1000_r5": 0.35350153608570134,983"garchm11__normal__w1000_r5": 0.3556799657658884,984"garchm11__skewt__w1000_r5": 0.3520820600675708,985"garchm11__t__w1000_r5": 0.3523176480888934,986"gas_t11__t__w1000_r5": 0.36946945028541167,987"gjr11__ged__w1000_r5": 0.34129353952863056,988"gjr11__normal__w1000_r5": 0.34269330029167305,989"gjr11__skewt__w1000_r5": 0.3392855140329627,990"gjr11__t__w1000_r5": 0.339609358511455,991"histvar22__empirical__w1000_r5": 0.46767161253232964,992"histvar252__empirical__w1000_r5": 0.7881580016297972,993"histvar66__empirical__w1000_r5": 0.5769689441106918,994"igarch11__ged__w1000_r5": 0.3595426260898515,995"igarch11__normal__w1000_r5": 0.3626927797673241,996"igarch11__skewt__w1000_r5": 0.3588997243075388,997"igarch11__t__w1000_r5": 0.3581620639712522,998"msgarch2__normal__w1000_r5": 0.3606854460589914,999"msgarch2__t__w1000_r5": 0.36203502126527126,1000"nagarch11__ged__w1000_r5": 0.3508974743081442,1001"nagarch11__normal__w1000_r5": 0.351901738108223,1002"nagarch11__skewt__w1000_r5": 0.34706331557982467,1003"nagarch11__t__w1000_r5": 0.3493224560745281,1004"qgarch11__ged__w1000_r5": 0.3383348610436144,1005"qgarch11__normal__w1000_r5": 0.3415234472090028,1006"qgarch11__skewt__w1000_r5": 0.3324083073983838,1007"qgarch11__t__w1000_r5": 0.33387261880453334,1008"rm2006__normal__w1000_r5": 0.39966036506278624,1009"tarch11__ged__w1000_r5": 0.3346123664262818,1010"tarch11__normal__w1000_r5": 0.3336966528666918,1011"tarch11__skewt__w1000_r5": 0.33429755184169946,1012"tarch11__t__w1000_r5": 0.33559848235837741013},1014"ratio": {1015"aparch11__ged__w1000_r5": 0.9517913890750596,1016"aparch11__normal__w1000_r5": 0.9624754812498064,1017"aparch11__skewt__w1000_r5": 1.3805153293033026,1018"aparch11__t__w1000_r5": 0.9422689569396909,1019"arch5__ged__w1000_r5": 1.0585396476852516,1020"arch5__normal__w1000_r5": 1.0591305703558673,1021"arch5__skewt__w1000_r5": 1.0529773269451002,1022"arch5__t__w1000_r5": 1.05462427769765,1023"avgarch11__ged__w1000_r5": 1.0150136506564942,1024"avgarch11__normal__w1000_r5": 1.0178805215924918,1025"avgarch11__skewt__w1000_r5": 1.0082589533201167,1026"avgarch11__t__w1000_r5": 1.0067907135943324,1027"cgarch11__ged__w1000_r5": 0.9820512637462309,1028"cgarch11__normal__w1000_r5": 0.9784469181260861,1029"cgarch11__skewt__w1000_r5": 0.9854564100402183,1030"cgarch11__t__w1000_r5": 0.9883397855862341,1031"constvar__normal__w1000_r5": 2.6638588566663497,1032"egarch11__ged__w1000_r5": 0.9806234198840579,1033"egarch11__normal__w1000_r5": 0.9926593817336066,1034"egarch11__skewt__w1000_r5": 0.9709225294161906,1035"egarch11__t__w1000_r5": 0.971670623234059,1036"ewma094__normal__w1000_r5": 1.1556118610214143,1037"figarch11__ged__w1000_r5": 0.985736977794118,1038"figarch11__normal__w1000_r5": 0.9873313886498165,1039"figarch11__skewt__w1000_r5": 0.9859303323887797,1040"figarch11__t__w1000_r5": 0.9838980499870299,1041"garch11__ged__w1000_r5": 0.9945985636367388,1042"garch11__normal__w1000_r5": 1.0,1043"garch11__skewt__w1000_r5": 0.9908338892738894,1044"garch11__t__w1000_r5": 0.9907186208869366,1045"garch12__ged__w1000_r5": 0.9958634232170763,1046"garch12__normal__w1000_r5": 1.0014246480801354,1047"garch12__skewt__w1000_r5": 0.9922675489761686,1048"garch12__t__w1000_r5": 0.9924062606618583,1049"garch21__ged__w1000_r5": 1.0053880564368836,1050"garch21__normal__w1000_r5": 1.007222674881715,1051"garch21__skewt__w1000_r5": 1.0009744566608814,1052"garch21__t__w1000_r5": 1.0015199640892254,1053"garchm11__ged__w1000_r5": 0.9857768854295709,1054"garchm11__normal__w1000_r5": 0.9918516698535388,1055"garchm11__skewt__w1000_r5": 0.9818185245590952,1056"garchm11__t__w1000_r5": 0.9824754869827255,1057"gas_t11__t__w1000_r5": 1.0303051239795187,1058"gjr11__ged__w1000_r5": 0.9517335798286397,1059"gjr11__normal__w1000_r5": 0.9556369625992425,1060"gjr11__skewt__w1000_r5": 0.9461339857196547,1061"gjr11__t__w1000_r5": 0.947037060724382,1062"histvar22__empirical__w1000_r5": 1.3041523686453724,1063"histvar252__empirical__w1000_r5": 2.197862981519425,1064"histvar66__empirical__w1000_r5": 1.6089396810347596,1065"igarch11__ged__w1000_r5": 1.0026231117708537,1066"igarch11__normal__w1000_r5": 1.0114076526110118,1067"igarch11__skewt__w1000_r5": 1.0008303113105703,1068"igarch11__t__w1000_r5": 0.9987732664760233,1069"msgarch2__normal__w1000_r5": 1.0058099876250857,1070"msgarch2__t__w1000_r5": 1.0095734225969129,1071"nagarch11__ged__w1000_r5": 0.9785151803264731,1072"nagarch11__normal__w1000_r5": 0.9813156774670324,1073"nagarch11__skewt__w1000_r5": 0.9678232181604893,1074"nagarch11__t__w1000_r5": 0.974123073333047,1075"qgarch11__ged__w1000_r5": 0.9434829880653279,1076"qgarch11__normal__w1000_r5": 0.9523747020132933,1077"qgarch11__skewt__w1000_r5": 0.9269561586251573,1078"qgarch11__t__w1000_r5": 0.9310395477759845,1079"rm2006__normal__w1000_r5": 1.1144957226033805,1080"tarch11__ged__w1000_r5": 0.9331024132295432,1081"tarch11__normal__w1000_r5": 0.9305488479163239,1082"tarch11__skewt__w1000_r5": 0.9322245190508822,1083"tarch11__t__w1000_r5": 0.93585230309700351084}1085},1086"mcs_A": {1087"histvar22__empirical__w1000_r5": {1088"p": 0.002,1089"in": false1090},1091"histvar66__empirical__w1000_r5": {1092"p": 0.0075,1093"in": false1094},1095"histvar252__empirical__w1000_r5": {1096"p": 0.0125,1097"in": false1098},1099"ewma094__normal__w1000_r5": {1100"p": 0.0125,1101"in": false1102},1103"rm2006__normal__w1000_r5": {1104"p": 0.024,1105"in": false1106},1107"constvar__normal__w1000_r5": {1108"p": 0.137,1109"in": true1110},1111"arch5__ged__w1000_r5": {1112"p": 0.137,1113"in": true1114},1115"arch5__normal__w1000_r5": {1116"p": 0.137,1117"in": true1118},1119"arch5__t__w1000_r5": {1120"p": 0.137,1121"in": true1122},1123"arch5__skewt__w1000_r5": {1124"p": 0.137,1125"in": true1126},1127"gas_t11__t__w1000_r5": {1128"p": 0.2335,1129"in": true1130},1131"avgarch11__normal__w1000_r5": {1132"p": 0.53,1133"in": true1134},1135"avgarch11__ged__w1000_r5": {1136"p": 0.558,1137"in": true1138},1139"igarch11__normal__w1000_r5": {1140"p": 0.578,1141"in": true1142},1143"garch21__normal__w1000_r5": {1144"p": 0.6585,1145"in": true1146},1147"garch21__ged__w1000_r5": {1148"p": 0.723,1149"in": true1150},1151"avgarch11__skewt__w1000_r5": {1152"p": 0.7545,1153"in": true1154},1155"avgarch11__t__w1000_r5": {1156"p": 0.7655,1157"in": true1158},1159"msgarch2__t__w1000_r5": {1160"p": 0.775,1161"in": true1162},1163"igarch11__ged__w1000_r5": {1164"p": 0.8165,1165"in": true1166},1167"garch21__t__w1000_r5": {1168"p": 0.8345,1169"in": true1170},1171"garch12__normal__w1000_r5": {1172"p": 0.8475,1173"in": true1174},1175"garch21__skewt__w1000_r5": {1176"p": 0.8675,1177"in": true1178},1179"msgarch2__normal__w1000_r5": {1180"p": 0.87,1181"in": true1182},1183"aparch11__skewt__w1000_r5": {1184"p": 0.87,1185"in": true1186},1187"igarch11__skewt__w1000_r5": {1188"p": 0.87,1189"in": true1190},1191"garch11__normal__w1000_r5": {1192"p": 0.87,1193"in": true1194},1195"igarch11__t__w1000_r5": {1196"p": 0.87,1197"in": true1198},1199"garch12__ged__w1000_r5": {1200"p": 0.87,1201"in": true1202},1203"garch11__ged__w1000_r5": {1204"p": 0.87,1205"in": true1206},1207"garch12__t__w1000_r5": {1208"p": 0.87,1209"in": true1210},1211"egarch11__normal__w1000_r5": {1212"p": 0.87,1213"in": true1214},1215"garch12__skewt__w1000_r5": {1216"p": 0.87,1217"in": true1218},1219"garch11__t__w1000_r5": {1220"p": 0.87,1221"in": true1222},1223"garchm11__normal__w1000_r5": {1224"p": 0.87,1225"in": true1226},1227"garch11__skewt__w1000_r5": {1228"p": 0.87,1229"in": true1230},1231"cgarch11__t__w1000_r5": {1232"p": 0.87,1233"in": true1234},1235"garchm11__ged__w1000_r5": {1236"p": 0.87,1237"in": true1238},1239"egarch11__ged__w1000_r5": {1240"p": 0.87,1241"in": true1242},1243"nagarch11__normal__w1000_r5": {1244"p": 0.87,1245"in": true1246},1247"figarch11__normal__w1000_r5": {1248"p": 0.87,1249"in": true1250},1251"figarch11__skewt__w1000_r5": {1252"p": 0.87,1253"in": true1254},1255"nagarch11__ged__w1000_r5": {1256"p": 0.87,1257"in": true1258},1259"figarch11__ged__w1000_r5": {1260"p": 0.87,1261"in": true1262},1263"garchm11__t__w1000_r5": {1264"p": 0.87,1265"in": true1266},1267"figarch11__t__w1000_r5": {1268"p": 0.87,1269"in": true1270},1271"nagarch11__t__w1000_r5": {1272"p": 0.87,1273"in": true1274},1275"egarch11__t__w1000_r5": {1276"p": 0.87,1277"in": true1278},1279"garchm11__skewt__w1000_r5": {1280"p": 0.87,1281"in": true1282},1283"egarch11__skewt__w1000_r5": {1284"p": 0.87,1285"in": true1286},1287"cgarch11__skewt__w1000_r5": {1288"p": 0.87,1289"in": true1290},1291"nagarch11__skewt__w1000_r5": {1292"p": 0.87,1293"in": true1294},1295"cgarch11__ged__w1000_r5": {1296"p": 0.87,1297"in": true1298},1299"cgarch11__normal__w1000_r5": {1300"p": 0.87,1301"in": true1302},1303"aparch11__normal__w1000_r5": {1304"p": 0.87,1305"in": true1306},1307"qgarch11__normal__w1000_r5": {1308"p": 0.87,1309"in": true1310},1311"gjr11__normal__w1000_r5": {1312"p": 0.87,1313"in": true1314},1315"gjr11__ged__w1000_r5": {1316"p": 0.87,1317"in": true1318},1319"aparch11__ged__w1000_r5": {1320"p": 0.87,1321"in": true1322},1323"gjr11__t__w1000_r5": {1324"p": 0.87,1325"in": true1326},1327"qgarch11__ged__w1000_r5": {1328"p": 0.87,1329"in": true1330},1331"gjr11__skewt__w1000_r5": {1332"p": 0.87,1333"in": true1334},1335"aparch11__t__w1000_r5": {1336"p": 0.87,1337"in": true1338},1339"tarch11__t__w1000_r5": {1340"p": 0.87,1341"in": true1342},1343"tarch11__ged__w1000_r5": {1344"p": 0.8905,1345"in": true1346},1347"tarch11__skewt__w1000_r5": {1348"p": 0.9595,1349"in": true1350},1351"qgarch11__t__w1000_r5": {1352"p": 0.9595,1353"in": true1354},1355"tarch11__normal__w1000_r5": {1356"p": 0.9595,1357"in": true1358},1359"qgarch11__skewt__w1000_r5": {1360"p": 1.0,1361"in": true1362}1363},1364"spa_A": {1365"lower": 0.1555,1366"consistent": 0.4365,1367"upper": 0.7665,1368"n": 27221369},1370"common_sample_B": {1371"n": 2722,1372"specs": [1373"garchx_rv11__normal__w1000_r5",1374"garchx_rv11__t__w1000_r5",1375"har_rv__empirical__w1000_r5",1376"heavy11__normal__w1000_r5",1377"heavy11__t__w1000_r5",1378"loghar_rv__empirical__w1000_r5",1379"realgarch11__normal__w1000_r5",1380"realgarch11__t__w1000_r5",1381"rm_rw__empirical__w1000_r5",1382"garch11__normal__w1000_r5"1383],1384"mean": {1385"garchx_rv11__normal__w1000_r5": 0.3198995976586245,1386"garchx_rv11__t__w1000_r5": 0.31847064318706686,1387"har_rv__empirical__w1000_r5": 1703040.2016428865,1388"heavy11__normal__w1000_r5": 0.32102057416155877,1389"heavy11__t__w1000_r5": 0.31997359897133876,1390"loghar_rv__empirical__w1000_r5": 0.30946603083749474,1391"realgarch11__normal__w1000_r5": 0.3131452768604585,1392"realgarch11__t__w1000_r5": 0.3133450514556095,1393"rm_rw__empirical__w1000_r5": 0.46999647252449184,1394"garch11__normal__w1000_r5": 0.35860197303333641395},1396"ratio": {1397"garchx_rv11__normal__w1000_r5": 0.8920742821146886,1398"garchx_rv11__t__w1000_r5": 0.8880894895619025,1399"har_rv__empirical__w1000_r5": 4749109.959538812,1400"heavy11__normal__w1000_r5": 0.8952002451244628,1401"heavy11__t__w1000_r5": 0.8922806426990666,1402"loghar_rv__empirical__w1000_r5": 0.8629791638338982,1403"realgarch11__normal__w1000_r5": 0.8732391353333347,1404"realgarch11__t__w1000_r5": 0.873796228183274,1405"rm_rw__empirical__w1000_r5": 1.310635489673672,1406"garch11__normal__w1000_r5": 1.01407}1408},1409"mcs_B": {1410"har_rv__empirical__w1000_r5": {1411"p": 0.4145,1412"in": true1413},1414"rm_rw__empirical__w1000_r5": {1415"p": 0.4145,1416"in": true1417},1418"garch11__normal__w1000_r5": {1419"p": 0.4145,1420"in": true1421},1422"heavy11__normal__w1000_r5": {1423"p": 0.4145,1424"in": true1425},1426"heavy11__t__w1000_r5": {1427"p": 0.4145,1428"in": true1429},1430"garchx_rv11__normal__w1000_r5": {1431"p": 0.4145,1432"in": true1433},1434"garchx_rv11__t__w1000_r5": {1435"p": 0.4145,1436"in": true1437},1438"realgarch11__normal__w1000_r5": {1439"p": 0.4145,1440"in": true1441},1442"realgarch11__t__w1000_r5": {1443"p": 0.4145,1444"in": true1445},1446"loghar_rv__empirical__w1000_r5": {1447"p": 1.0,1448"in": true1449}1450},1451"spa_B": {1452"lower": 0.0,1453"consistent": 0.43,1454"upper": 0.436,1455"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": 0.27686636515607677,1467"mean_bench": 0.2785374232239923,1468"ratio": 0.9940005976627001,1469"dm_stat": -0.0911625312370641,1470"dm_p": 0.9273701667937483,1471"own_mean": 0.2768663651560767,1472"own_n": 27181473},1474"aparch11__normal__w1000_r5": {1475"n_pair": 2718,1476"coverage": 1.0,1477"mean": 0.2777075436168389,1478"mean_bench": 0.2785374232239923,1479"ratio": 0.9970205813008977,1480"dm_stat": -0.05601198941631628,1481"dm_p": 0.95533637440285,1482"own_mean": 0.2777075436168389,1483"own_n": 27181484},1485"aparch11__skewt__w1000_r5": {1486"n_pair": 2718,1487"coverage": 1.0,1488"mean": 0.5222850485708306,1489"mean_bench": 0.2785374232239923,1490"ratio": 1.8750982992717034,1491"dm_stat": 1.0332718307575361,1492"dm_p": 0.30156866700458046,1493"own_mean": 0.5222850485708305,1494"own_n": 27181495},1496"aparch11__t__w1000_r5": {1497"n_pair": 2718,1498"coverage": 1.0,1499"mean": 0.27359756145606245,1500"mean_bench": 0.2785374232239923,1501"ratio": 0.9822649979641791,1502"dm_stat": -0.2672855349389501,1503"dm_p": 0.7892696093641169,1504"own_mean": 0.2735975614560625,1505"own_n": 27181506},1507"arch5__ged__w1000_r5": {1508"n_pair": 2718,1509"coverage": 1.0,1510"mean": 0.29728041731278765,1511"mean_bench": 0.2785374232239923,1512"ratio": 1.0672907570977375,1513"dm_stat": 3.5052065760658526,1514"dm_p": 0.0004636349507407251,1515"own_mean": 0.2972804173127876,1516"own_n": 27181517},1518"arch5__normal__w1000_r5": {1519"n_pair": 2718,1520"coverage": 1.0,1521"mean": 0.29887774227514124,1522"mean_bench": 0.2785374232239923,1523"ratio": 1.0730254441780767,1524"dm_stat": 3.798236036011,1525"dm_p": 0.00014892230120460987,1526"own_mean": 0.29887774227514124,1527"own_n": 27181528},1529"arch5__skewt__w1000_r5": {1530"n_pair": 2718,1531"coverage": 1.0,1532"mean": 0.2919660613492739,1533"mean_bench": 0.2785374232239923,1534"ratio": 1.0482112527998892,1535"dm_stat": 2.5077614668492267,1536"dm_p": 0.012207744794911955,1537"own_mean": 0.2919660613492739,1538"own_n": 27181539},1540"arch5__t__w1000_r5": {1541"n_pair": 2718,1542"coverage": 1.0,1543"mean": 0.2955671503792949,1544"mean_bench": 0.2785374232239923,1545"ratio": 1.061139817257546,1546"dm_stat": 2.9045873941894547,1547"dm_p": 0.0037070637112389306,1548"own_mean": 0.29556715037929493,1549"own_n": 27181550},1551"avgarch11__ged__w1000_r5": {1552"n_pair": 2718,1553"coverage": 1.0,1554"mean": 0.2807407790449657,1555"mean_bench": 0.2785374232239923,1556"ratio": 1.00791044806644,1557"dm_stat": 0.4592755310564531,1558"dm_p": 0.64607305832998,1559"own_mean": 0.2807407790449657,1560"own_n": 27181561},1562"avgarch11__normal__w1000_r5": {1563"n_pair": 2718,1564"coverage": 1.0,1565"mean": 0.2830310483535908,1566"mean_bench": 0.2785374232239923,1567"ratio": 1.016132931358329,1568"dm_stat": 1.0213577006923007,1569"dm_p": 0.30717592892049694,1570"own_mean": 0.2830310483535908,1571"own_n": 27181572},1573"avgarch11__skewt__w1000_r5": {1574"n_pair": 2718,1575"coverage": 1.0,1576"mean": 0.27655420159790073,1577"mean_bench": 0.2785374232239923,1578"ratio": 0.9928798737234792,1579"dm_stat": -0.38013564685711715,1580"dm_p": 0.7038744389355888,1581"own_mean": 0.27655420159790073,1582"own_n": 27181583},1584"avgarch11__t__w1000_r5": {1585"n_pair": 2718,1586"coverage": 1.0,1587"mean": 0.2766740178147616,1588"mean_bench": 0.2785374232239923,1589"ratio": 0.9933100357299846,1590"dm_stat": -0.3851529929684959,1591"dm_p": 0.7001542161302855,1592"own_mean": 0.2766740178147616,1593"own_n": 27181594},1595"cgarch11__ged__w1000_r5": {1596"n_pair": 2718,1597"coverage": 1.0,1598"mean": 0.2795537338236027,1599"mean_bench": 0.2785374232239923,1600"ratio": 1.0036487398635592,1601"dm_stat": 0.1548544263406828,1602"dm_p": 0.8769475847808696,1603"own_mean": 0.2795537338236027,1604"own_n": 27181605},1606"cgarch11__normal__w1000_r5": {1607"n_pair": 2718,1608"coverage": 1.0,1609"mean": 0.27770806641925927,1610"mean_bench": 0.2785374232239923,1611"ratio": 0.9970224582566557,1612"dm_stat": -0.13570100715013259,1613"dm_p": 0.8920677041155641,1614"own_mean": 0.27770806641925927,1615"own_n": 27181616},1617"cgarch11__skewt__w1000_r5": {1618"n_pair": 2718,1619"coverage": 1.0,1620"mean": 0.27739758286734617,1621"mean_bench": 0.2785374232239923,1622"ratio": 0.9959077658454194,1623"dm_stat": -0.16195209841138133,1624"dm_p": 0.871355617892599,1625"own_mean": 0.27739758286734617,1626"own_n": 27181627},1628"cgarch11__t__w1000_r5": {1629"n_pair": 2718,1630"coverage": 1.0,1631"mean": 0.2813214007765997,1632"mean_bench": 0.2785374232239923,1633"ratio": 1.00999498566614,1634"dm_stat": 0.41204918945287466,1635"dm_p": 0.6803358749623245,1636"own_mean": 0.2813214007765997,1637"own_n": 27181638},1639"constvar__normal__w1000_r5": {1640"n_pair": 2718,1641"coverage": 1.0,1642"mean": 0.8133984000154297,1643"mean_bench": 0.2785374232239923,1644"ratio": 2.920248168452814,1645"dm_stat": 2.260762069551588,1646"dm_p": 0.023852792948840865,1647"own_mean": 0.8133984000154297,1648"own_n": 27181649},1650"egarch11__ged__w1000_r5": {1651"n_pair": 2718,1652"coverage": 1.0,1653"mean": 0.2797761120452051,1654"mean_bench": 0.2785374232239923,1655"ratio": 1.00444711811747,1656"dm_stat": 0.0773359524185935,1657"dm_p": 0.9383619849761717,1658"own_mean": 0.2797761120452051,1659"own_n": 27181660},1661"egarch11__normal__w1000_r5": {1662"n_pair": 2718,1663"coverage": 1.0,1664"mean": 0.28488851678455734,1665"mean_bench": 0.2785374232239923,1666"ratio": 1.0228015807967668,1667"dm_stat": 0.38795622702252613,1668"dm_p": 0.6980788191538336,1669"own_mean": 0.2848885167845573,1670"own_n": 27181671},1672"egarch11__skewt__w1000_r5": {1673"n_pair": 2718,1674"coverage": 1.0,1675"mean": 0.2742201834760519,1676"mean_bench": 0.2785374232239923,1677"ratio": 0.9845003242366159,1678"dm_stat": -0.2877832133736696,1679"dm_p": 0.7735346364083721,1680"own_mean": 0.2742201834760519,1681"own_n": 27181682},1683"egarch11__t__w1000_r5": {1684"n_pair": 2718,1685"coverage": 1.0,1686"mean": 0.27834239957931894,1687"mean_bench": 0.2785374232239923,1688"ratio": 0.9992998296515564,1689"dm_stat": -0.012736036709998821,1690"dm_p": 0.9898393227185326,1691"own_mean": 0.27834239957931894,1692"own_n": 27181693},1694"ewma094__normal__w1000_r5": {1695"n_pair": 2718,1696"coverage": 1.0,1697"mean": 0.33476450709993316,1698"mean_bench": 0.2785374232239923,1699"ratio": 1.2018654557263013,1700"dm_stat": 2.732297647990489,1701"dm_p": 0.006330121270113954,1702"own_mean": 0.33476450709993305,1703"own_n": 27181704},1705"figarch11__ged__w1000_r5": {1706"n_pair": 2718,1707"coverage": 1.0,1708"mean": 0.2720141097495479,1709"mean_bench": 0.2785374232239923,1710"ratio": 0.9765801183950837,1711"dm_stat": -1.0863009265638839,1712"dm_p": 0.27744224250141164,1713"own_mean": 0.2720141097495479,1714"own_n": 27181715},1716"figarch11__normal__w1000_r5": {1717"n_pair": 2718,1718"coverage": 1.0,1719"mean": 0.27383968964682304,1720"mean_bench": 0.2785374232239923,1721"ratio": 0.9831342821988001,1722"dm_stat": -0.7435909936821512,1723"dm_p": 0.4571882485407753,1724"own_mean": 0.27383968964682304,1725"own_n": 27181726},1727"figarch11__skewt__w1000_r5": {1728"n_pair": 2718,1729"coverage": 1.0,1730"mean": 0.2706529342240436,1731"mean_bench": 0.2785374232239923,1732"ratio": 0.9716932507356176,1733"dm_stat": -1.2818999218530331,1734"dm_p": 0.19998712894223825,1735"own_mean": 0.2706529342240436,1736"own_n": 27181737},1738"figarch11__t__w1000_r5": {1739"n_pair": 2718,1740"coverage": 1.0,1741"mean": 0.2713346212140885,1742"mean_bench": 0.2785374232239923,1743"ratio": 0.9741406309912207,1744"dm_stat": -1.2015851447719939,1745"dm_p": 0.22962902477624514,1746"own_mean": 0.2713346212140885,1747"own_n": 27181748},1749"garch11__ged__w1000_r5": {1750"n_pair": 2718,1751"coverage": 1.0,1752"mean": 0.27755294405594355,1753"mean_bench": 0.2785374232239923,1754"ratio": 0.9964655407641326,1755"dm_stat": -0.4754015473681215,1756"dm_p": 0.6345390075703213,1757"own_mean": 0.2775529440559436,1758"own_n": 27181759},1760"garch11__normal__w1000_r5": {1761"n_pair": 2718,1762"coverage": 1.0,1763"mean": 0.2785374232239923,1764"mean_bench": 0.2785374232239923,1765"ratio": 1.0,1766"dm_stat": 0.0,1767"dm_p": 1.0,1768"own_mean": 0.2785374232239923,1769"own_n": 27181770},1771"garch11__skewt__w1000_r5": {1772"n_pair": 2718,1773"coverage": 1.0,1774"mean": 0.27488737047169143,1775"mean_bench": 0.2785374232239923,1776"ratio": 0.9868956468755526,1777"dm_stat": -1.0507904090631277,1778"dm_p": 0.29344831158000845,1779"own_mean": 0.2748873704716915,1780"own_n": 27181781},1782"garch11__t__w1000_r5": {1783"n_pair": 2718,1784"coverage": 1.0,1785"mean": 0.27592042894245916,1786"mean_bench": 0.2785374232239923,1787"ratio": 0.9906045146420824,1788"dm_stat": -0.7649252795208209,1789"dm_p": 0.4443824723446131,1790"own_mean": 0.2759204289424591,1791"own_n": 27181792},1793"garch12__ged__w1000_r5": {1794"n_pair": 2718,1795"coverage": 1.0,1796"mean": 0.2779163311426278,1797"mean_bench": 0.2785374232239923,1798"ratio": 0.9977701664854385,1799"dm_stat": -0.2838801249163829,1800"dm_p": 0.7765238786095624,1801"own_mean": 0.27791633114262776,1802"own_n": 27181803},1804"garch12__normal__w1000_r5": {1805"n_pair": 2718,1806"coverage": 1.0,1807"mean": 0.2789470357303251,1808"mean_bench": 0.2785374232239923,1809"ratio": 1.0014705833837036,1810"dm_stat": 0.6317321903802386,1811"dm_p": 0.5276150368162953,1812"own_mean": 0.2789470357303251,1813"own_n": 27181814},1815"garch12__skewt__w1000_r5": {1816"n_pair": 2718,1817"coverage": 1.0,1818"mean": 0.27524028838332176,1819"mean_bench": 0.2785374232239923,1820"ratio": 0.9881626863546481,1821"dm_stat": -0.930040278490782,1822"dm_p": 0.35243285312672606,1823"own_mean": 0.2752402883833218,1824"own_n": 27181825},1826"garch12__t__w1000_r5": {1827"n_pair": 2718,1828"coverage": 1.0,1829"mean": 0.2763492202127461,1830"mean_bench": 0.2785374232239923,1831"ratio": 0.9921439532759428,1832"dm_stat": -0.623698953028675,1833"dm_p": 0.5328776671643446,1834"own_mean": 0.27634922021274605,1835"own_n": 27181836},1837"garch21__ged__w1000_r5": {1838"n_pair": 2718,1839"coverage": 1.0,1840"mean": 0.2779438962559154,1841"mean_bench": 0.2785374232239923,1842"ratio": 0.9978691302547179,1843"dm_stat": -0.26499980656555516,1844"dm_p": 0.7910297129000762,1845"own_mean": 0.2779438962559154,1846"own_n": 27181847},1848"garch21__normal__w1000_r5": {1849"n_pair": 2718,1850"coverage": 1.0,1851"mean": 0.2791165018104018,1852"mean_bench": 0.2785374232239923,1853"ratio": 1.002078997427731,1854"dm_stat": 1.122354724925908,1855"dm_p": 0.2618108185503289,1856"own_mean": 0.2791165018104018,1857"own_n": 27181858},1859"garch21__skewt__w1000_r5": {1860"n_pair": 2718,1861"coverage": 1.0,1862"mean": 0.2751513683936657,1863"mean_bench": 0.2785374232239923,1864"ratio": 0.9878434474221311,1865"dm_stat": -1.0001644656514437,1866"dm_p": 0.3173199871617906,1867"own_mean": 0.2751513683936658,1868"own_n": 27181869},1870"garch21__t__w1000_r5": {1871"n_pair": 2718,1872"coverage": 1.0,1873"mean": 0.276059925147575,1874"mean_bench": 0.2785374232239923,1875"ratio": 0.9911053313851297,1876"dm_stat": -0.737102676712188,1877"dm_p": 0.4611235562501233,1878"own_mean": 0.276059925147575,1879"own_n": 27181880},1881"garchm11__ged__w1000_r5": {1882"n_pair": 2718,1883"coverage": 1.0,1884"mean": 0.2739619074726313,1885"mean_bench": 0.2785374232239923,1886"ratio": 0.9835730664181472,1887"dm_stat": -1.8838190668797403,1888"dm_p": 0.059696151065346835,1889"own_mean": 0.2739619074726313,1890"own_n": 27181891},1892"garchm11__normal__w1000_r5": {1893"n_pair": 2718,1894"coverage": 1.0,1895"mean": 0.2751237117110599,1896"mean_bench": 0.2785374232239923,1897"ratio": 0.9877441549023481,1898"dm_stat": -3.6595003324821285,1899"dm_p": 0.00025751619126706583,1900"own_mean": 0.2751237117110599,1901"own_n": 27181902},1903"garchm11__skewt__w1000_r5": {1904"n_pair": 2718,1905"coverage": 1.0,1906"mean": 0.2709308480565244,1907"mean_bench": 0.2785374232239923,1908"ratio": 0.9726910119314528,1909"dm_stat": -2.1699864857344306,1910"dm_p": 0.030094254423390164,1911"own_mean": 0.2709308480565244,1912"own_n": 27181913},1914"garchm11__t__w1000_r5": {1915"n_pair": 2718,1916"coverage": 1.0,1917"mean": 0.27226091750669645,1918"mean_bench": 0.2785374232239923,1919"ratio": 0.977466203123993,1920"dm_stat": -1.6520852245093822,1921"dm_p": 0.0986327279701088,1922"own_mean": 0.27226091750669645,1923"own_n": 27181924},1925"garchx_rv11__normal__w1000_r5": {1926"n_pair": 2718,1927"coverage": 1.0,1928"mean": 0.2513517657820984,1929"mean_bench": 0.2785374232239923,1930"ratio": 0.9023985462088808,1931"dm_stat": -2.826504889880687,1932"dm_p": 0.004740314552303034,1933"own_mean": 0.2513517657820984,1934"own_n": 27181935},1936"garchx_rv11__t__w1000_r5": {1937"n_pair": 2718,1938"coverage": 1.0,1939"mean": 0.2499254280259311,1940"mean_bench": 0.2785374232239923,1941"ratio": 0.8972777342919117,1942"dm_stat": -2.762038085223803,1943"dm_p": 0.005782820637324691,1944"own_mean": 0.2499254280259311,1945"own_n": 27181946},1947"gas_t11__t__w1000_r5": {1948"n_pair": 2718,1949"coverage": 1.0,1950"mean": 0.28671176990939945,1951"mean_bench": 0.2785374232239923,1952"ratio": 1.0293473910643367,1953"dm_stat": 1.3375545386253174,1954"dm_p": 0.18115364389811672,1955"own_mean": 0.28671176990939945,1956"own_n": 27181957},1958"gjr11__ged__w1000_r5": {1959"n_pair": 2718,1960"coverage": 1.0,1961"mean": 0.26684099418271323,1962"mean_bench": 0.2785374232239923,1963"ratio": 0.9580076928051672,1964"dm_stat": -0.8676190055322358,1965"dm_p": 0.38567955928722386,1966"own_mean": 0.26684099418271323,1967"own_n": 27181968},1969"gjr11__normal__w1000_r5": {1970"n_pair": 2718,1971"coverage": 1.0,1972"mean": 0.26721108603202715,1973"mean_bench": 0.2785374232239923,1974"ratio": 0.9593363898435407,1975"dm_stat": -0.9394390957694455,1976"dm_p": 0.34758885540737383,1977"own_mean": 0.2672110860320271,1978"own_n": 27181979},1980"gjr11__skewt__w1000_r5": {1981"n_pair": 2718,1982"coverage": 1.0,1983"mean": 0.26448476515794833,1984"mean_bench": 0.2785374232239923,1985"ratio": 0.9495484021378945,1986"dm_stat": -0.992737865152118,1987"dm_p": 0.32092611788811193,1988"own_mean": 0.26448476515794833,1989"own_n": 27181990},1991"gjr11__t__w1000_r5": {1992"n_pair": 2718,1993"coverage": 1.0,1994"mean": 0.2647303103729398,1995"mean_bench": 0.2785374232239923,1996"ratio": 0.950429954110873,1997"dm_stat": -1.0046039282116848,1998"dm_p": 0.31517706386423266,1999"own_mean": 0.2647303103729398,2000"own_n": 27182001},2002"har_rv__empirical__w1000_r5": {2003"n_pair": 2718,2004"coverage": 1.0,2005"mean": 1561354.7711024997,2006"mean_bench": 0.2785374232239923,2007"ratio": 5605547.552749852,2008"dm_stat": 1.0665222867468824,2009"dm_p": 0.2862823685097026,2010"own_mean": 1561354.7711025,2011"own_n": 27182012},2013"heavy11__normal__w1000_r5": {2014"n_pair": 2718,2015"coverage": 1.0,2016"mean": 0.25146065642655124,2017"mean_bench": 0.2785374232239923,2018"ratio": 0.9027894834236811,2019"dm_stat": -2.759794251256072,2020"dm_p": 0.005822572865102152,2021"own_mean": 0.25146065642655124,2022"own_n": 27182023},2024"heavy11__t__w1000_r5": {2025"n_pair": 2718,2026"coverage": 1.0,2027"mean": 0.25045310081582045,2028"mean_bench": 0.2785374232239923,2029"ratio": 0.8991721755622505,2030"dm_stat": -2.6764283927801698,2031"dm_p": 0.007485845736910432,2032"own_mean": 0.25045310081582045,2033"own_n": 27182034},2035"histvar22__empirical__w1000_r5": {2036"n_pair": 2718,2037"coverage": 1.0,2038"mean": 0.4103276998979737,2039"mean_bench": 0.2785374232239923,2040"ratio": 1.4731510586568441,2041"dm_stat": 4.057534384765041,2042"dm_p": 5.099151976156593e-05,2043"own_mean": 0.4103276998979737,2044"own_n": 27182045},2046"histvar252__empirical__w1000_r5": {2047"n_pair": 2718,2048"coverage": 1.0,2049"mean": 0.6771899197262945,2050"mean_bench": 0.2785374232239923,2051"ratio": 2.4312349553895194,2052"dm_stat": 2.9464568686559947,2053"dm_p": 0.003241712848216324,2054"own_mean": 0.6771899197262945,2055"own_n": 27182056},2057"histvar66__empirical__w1000_r5": {2058"n_pair": 2718,2059"coverage": 1.0,2060"mean": 0.4901517683045022,2061"mean_bench": 0.2785374232239923,2062"ratio": 1.7597339798406024,2063"dm_stat": 3.2522806325660043,2064"dm_p": 0.0011588350332301758,2065"own_mean": 0.4901517683045022,2066"own_n": 27182067},2068"igarch11__ged__w1000_r5": {2069"n_pair": 2718,2070"coverage": 1.0,2071"mean": 0.2824744750525105,2072"mean_bench": 0.2785374232239923,2073"ratio": 1.0141347319974026,2074"dm_stat": 0.6719875269366334,2075"dm_p": 0.5016487720226979,2076"own_mean": 0.28247447505251044,2077"own_n": 27182078},2079"igarch11__normal__w1000_r5": {2080"n_pair": 2718,2081"coverage": 1.0,2082"mean": 0.28748832954241793,2083"mean_bench": 0.2785374232239923,2084"ratio": 1.0321353813603265,2085"dm_stat": 1.5203076036382859,2086"dm_p": 0.12855004157166508,2087"own_mean": 0.28748832954241793,2088"own_n": 27182089},2090"igarch11__skewt__w1000_r5": {2091"n_pair": 2718,2092"coverage": 1.0,2093"mean": 0.27956940909796935,2094"mean_bench": 0.2785374232239923,2095"ratio": 1.003705016949005,2096"dm_stat": 0.16142433787142185,2097"dm_p": 0.8717712011582008,2098"own_mean": 0.27956940909796935,2099"own_n": 27182100},2101"igarch11__t__w1000_r5": {2102"n_pair": 2718,2103"coverage": 1.0,2104"mean": 0.28111682236765917,2105"mean_bench": 0.2785374232239923,2106"ratio": 1.0092605119764917,2107"dm_stat": 0.38993415049397173,2108"dm_p": 0.6966158045185414,2109"own_mean": 0.2811168223676592,2110"own_n": 27182111},2112"loghar_rv__empirical__w1000_r5": {2113"n_pair": 2718,2114"coverage": 1.0,2115"mean": 0.2453542194200571,2116"mean_bench": 0.2785374232239923,2117"ratio": 0.8808662641455898,2118"dm_stat": -2.8764239237216462,2119"dm_p": 0.004053432075376102,2120"own_mean": 0.24535421942005706,2121"own_n": 27182122},2123"msgarch2__normal__w1000_r5": {2124"n_pair": 2718,2125"coverage": 1.0,2126"mean": 0.2836312280178418,2127"mean_bench": 0.2785374232239923,2128"ratio": 1.0182876854926357,2129"dm_stat": 0.7813794005237394,2130"dm_p": 0.4346474622544083,2131"own_mean": 0.2836312280178418,2132"own_n": 27182133},2134"msgarch2__t__w1000_r5": {2135"n_pair": 2718,2136"coverage": 1.0,2137"mean": 0.2894740958710909,2138"mean_bench": 0.2785374232239923,2139"ratio": 1.039264643581856,2140"dm_stat": 1.0548530231930957,2141"dm_p": 0.29158634050101456,2142"own_mean": 0.2894740958710909,2143"own_n": 27182144},2145"nagarch11__ged__w1000_r5": {2146"n_pair": 2718,2147"coverage": 1.0,2148"mean": 0.26956160904505755,2149"mean_bench": 0.2785374232239923,2150"ratio": 0.9677751948910771,2151"dm_stat": -0.5955809166559253,2152"dm_p": 0.5515048334709047,2153"own_mean": 0.26956160904505755,2154"own_n": 27182155},2156"nagarch11__normal__w1000_r5": {2157"n_pair": 2718,2158"coverage": 1.0,2159"mean": 0.267106215671793,2160"mean_bench": 0.2785374232239923,2161"ratio": 0.9589598861801539,2162"dm_stat": -0.8207251274594657,2163"dm_p": 0.41187485506108124,2164"own_mean": 0.267106215671793,2165"own_n": 27182166},2167"nagarch11__skewt__w1000_r5": {2168"n_pair": 2718,2169"coverage": 1.0,2170"mean": 0.26846409480536126,2171"mean_bench": 0.2785374232239923,2172"ratio": 0.9638349191931372,2173"dm_stat": -0.6237061890818725,2174"dm_p": 0.5328729148465999,2175"own_mean": 0.2684640948053612,2176"own_n": 27182177},2178"nagarch11__t__w1000_r5": {2179"n_pair": 2718,2180"coverage": 1.0,2181"mean": 0.2699804292362147,2182"mean_bench": 0.2785374232239923,2183"ratio": 0.969278835537671,2184"dm_stat": -0.539971318168928,2185"dm_p": 0.589261065295796,2186"own_mean": 0.2699804292362147,2187"own_n": 27182188},2189"qgarch11__ged__w1000_r5": {2190"n_pair": 2718,2191"coverage": 1.0,2192"mean": 0.26420539786868336,2193"mean_bench": 0.2785374232239923,2194"ratio": 0.9485454227679004,2195"dm_stat": -1.6296586473619115,2196"dm_p": 0.1032895806140077,2197"own_mean": 0.26420539786868336,2198"own_n": 27182199},2200"qgarch11__normal__w1000_r5": {2201"n_pair": 2718,2202"coverage": 1.0,2203"mean": 0.26508488860121215,2204"mean_bench": 0.2785374232239923,2205"ratio": 0.9517029544286336,2206"dm_stat": -1.605619094509853,2207"dm_p": 0.10847383809739705,2208"own_mean": 0.26508488860121215,2209"own_n": 27182210},2211"qgarch11__skewt__w1000_r5": {2212"n_pair": 2718,2213"coverage": 1.0,2214"mean": 0.26069188791748493,2215"mean_bench": 0.2785374232239923,2216"ratio": 0.9359312831290306,2217"dm_stat": -1.9958971701060544,2218"dm_p": 0.04604477605240558,2219"own_mean": 0.26069188791748493,2220"own_n": 27182221},2222"qgarch11__t__w1000_r5": {2223"n_pair": 2718,2224"coverage": 1.0,2225"mean": 0.2609473394283483,2226"mean_bench": 0.2785374232239923,2227"ratio": 0.9368484005055991,2228"dm_stat": -1.9706789007132073,2229"dm_p": 0.04886198355577297,2230"own_mean": 0.2609473394283483,2231"own_n": 27182232},2233"realgarch11__normal__w1000_r5": {2234"n_pair": 2718,2235"coverage": 1.0,2236"mean": 0.24503249652385975,2237"mean_bench": 0.2785374232239923,2238"ratio": 0.8797112204445549,2239"dm_stat": -3.4296672585819015,2240"dm_p": 0.0006133327714064449,2241"own_mean": 0.24503249652385975,2242"own_n": 27182243},2244"realgarch11__t__w1000_r5": {2245"n_pair": 2718,2246"coverage": 1.0,2247"mean": 0.3786313941460171,2248"mean_bench": 0.2785374232239923,2249"ratio": 1.35935555719395,2250"dm_stat": 3.1508977712505795,2251"dm_p": 0.0016454051583911576,2252"own_mean": 0.37863139414601704,2253"own_n": 27182254},2255"rm2006__normal__w1000_r5": {2256"n_pair": 2718,2257"coverage": 1.0,2258"mean": 0.3017113460830055,2259"mean_bench": 0.2785374232239923,2260"ratio": 1.0831985971248732,2261"dm_stat": 1.5483152722535622,2262"dm_p": 0.12166287308483402,2263"own_mean": 0.30171134608300554,2264"own_n": 27182265},2266"rm_rw__empirical__w1000_r5": {2267"n_pair": 2718,2268"coverage": 1.0,2269"mean": 0.5092926354946222,2270"mean_bench": 0.2785374232239923,2271"ratio": 1.8284531737233127,2272"dm_stat": 9.17549773643652,2273"dm_p": 8.646367954249943e-20,2274"own_mean": 0.5092926354946222,2275"own_n": 27182276},2277"tarch11__ged__w1000_r5": {2278"n_pair": 2718,2279"coverage": 1.0,2280"mean": 0.2678622626503008,2281"mean_bench": 0.2785374232239923,2282"ratio": 0.9616742323163274,2283"dm_stat": -0.6263868135223291,2284"dm_p": 0.5311138773070139,2285"own_mean": 0.2678622626503008,2286"own_n": 27182287},2288"tarch11__normal__w1000_r5": {2289"n_pair": 2718,2290"coverage": 1.0,2291"mean": 0.2650930705639131,2292"mean_bench": 0.2785374232239923,2293"ratio": 0.9517323291625788,2294"dm_stat": -0.9156761240136722,2295"dm_p": 0.3599180520024978,2296"own_mean": 0.2650930705639131,2297"own_n": 27182298},2299"tarch11__skewt__w1000_r5": {2300"n_pair": 2718,2301"coverage": 1.0,2302"mean": 0.26691869101206206,2303"mean_bench": 0.2785374232239923,2304"ratio": 0.9582866385513061,2305"dm_stat": -0.6647298790625651,2306"dm_p": 0.5062796926815464,2307"own_mean": 0.2669186910120621,2308"own_n": 27182309},2310"tarch11__t__w1000_r5": {2311"n_pair": 2718,2312"coverage": 1.0,2313"mean": 0.26920061180095095,2314"mean_bench": 0.2785374232239923,2315"ratio": 0.966479149139206,2316"dm_stat": -0.5156103755968032,2317"dm_p": 0.6061685130912401,2318"own_mean": 0.26920061180095095,2319"own_n": 27182320}2321},2322"common_sample_A": {2323"n": 2718,2324"specs": [2325"aparch11__ged__w1000_r5",2326"aparch11__normal__w1000_r5",2327"aparch11__skewt__w1000_r5",2328"aparch11__t__w1000_r5",2329"arch5__ged__w1000_r5",2330"arch5__normal__w1000_r5",2331"arch5__skewt__w1000_r5",2332"arch5__t__w1000_r5",2333"avgarch11__ged__w1000_r5",2334"avgarch11__normal__w1000_r5",2335"avgarch11__skewt__w1000_r5",2336"avgarch11__t__w1000_r5",2337"cgarch11__ged__w1000_r5",2338"cgarch11__normal__w1000_r5",2339"cgarch11__skewt__w1000_r5",2340"cgarch11__t__w1000_r5",2341"constvar__normal__w1000_r5",2342"egarch11__ged__w1000_r5",2343"egarch11__normal__w1000_r5",2344"egarch11__skewt__w1000_r5",2345"egarch11__t__w1000_r5",2346"ewma094__normal__w1000_r5",2347"figarch11__ged__w1000_r5",2348"figarch11__normal__w1000_r5",2349"figarch11__skewt__w1000_r5",2350"figarch11__t__w1000_r5",2351"garch11__ged__w1000_r5",2352"garch11__normal__w1000_r5",2353"garch11__skewt__w1000_r5",2354"garch11__t__w1000_r5",2355"garch12__ged__w1000_r5",2356"garch12__normal__w1000_r5",2357"garch12__skewt__w1000_r5",2358"garch12__t__w1000_r5",2359"garch21__ged__w1000_r5",2360"garch21__normal__w1000_r5",2361"garch21__skewt__w1000_r5",2362"garch21__t__w1000_r5",2363"garchm11__ged__w1000_r5",2364"garchm11__normal__w1000_r5",2365"garchm11__skewt__w1000_r5",2366"garchm11__t__w1000_r5",2367"gas_t11__t__w1000_r5",2368"gjr11__ged__w1000_r5",2369"gjr11__normal__w1000_r5",2370"gjr11__skewt__w1000_r5",2371"gjr11__t__w1000_r5",2372"histvar22__empirical__w1000_r5",2373"histvar252__empirical__w1000_r5",2374"histvar66__empirical__w1000_r5",2375"igarch11__ged__w1000_r5",2376"igarch11__normal__w1000_r5",2377"igarch11__skewt__w1000_r5",2378"igarch11__t__w1000_r5",2379"msgarch2__normal__w1000_r5",2380"msgarch2__t__w1000_r5",2381"nagarch11__ged__w1000_r5",2382"nagarch11__normal__w1000_r5",2383"nagarch11__skewt__w1000_r5",2384"nagarch11__t__w1000_r5",2385"qgarch11__ged__w1000_r5",2386"qgarch11__normal__w1000_r5",2387"qgarch11__skewt__w1000_r5",2388"qgarch11__t__w1000_r5",2389"rm2006__normal__w1000_r5",2390"tarch11__ged__w1000_r5",2391"tarch11__normal__w1000_r5",2392"tarch11__skewt__w1000_r5",2393"tarch11__t__w1000_r5"2394],2395"mean": {2396"aparch11__ged__w1000_r5": 0.27686636515607677,2397"aparch11__normal__w1000_r5": 0.2777075436168389,2398"aparch11__skewt__w1000_r5": 0.5222850485708306,2399"aparch11__t__w1000_r5": 0.27359756145606245,2400"arch5__ged__w1000_r5": 0.29728041731278765,2401"arch5__normal__w1000_r5": 0.29887774227514124,2402"arch5__skewt__w1000_r5": 0.2919660613492739,2403"arch5__t__w1000_r5": 0.2955671503792949,2404"avgarch11__ged__w1000_r5": 0.2807407790449657,2405"avgarch11__normal__w1000_r5": 0.2830310483535908,2406"avgarch11__skewt__w1000_r5": 0.27655420159790073,2407"avgarch11__t__w1000_r5": 0.2766740178147616,2408"cgarch11__ged__w1000_r5": 0.2795537338236027,2409"cgarch11__normal__w1000_r5": 0.27770806641925927,2410"cgarch11__skewt__w1000_r5": 0.27739758286734617,2411"cgarch11__t__w1000_r5": 0.2813214007765997,2412"constvar__normal__w1000_r5": 0.8133984000154297,2413"egarch11__ged__w1000_r5": 0.2797761120452051,2414"egarch11__normal__w1000_r5": 0.28488851678455734,2415"egarch11__skewt__w1000_r5": 0.2742201834760519,2416"egarch11__t__w1000_r5": 0.27834239957931894,2417"ewma094__normal__w1000_r5": 0.33476450709993316,2418"figarch11__ged__w1000_r5": 0.2720141097495479,2419"figarch11__normal__w1000_r5": 0.27383968964682304,2420"figarch11__skewt__w1000_r5": 0.2706529342240436,2421"figarch11__t__w1000_r5": 0.2713346212140885,2422"garch11__ged__w1000_r5": 0.27755294405594355,2423"garch11__normal__w1000_r5": 0.2785374232239923,2424"garch11__skewt__w1000_r5": 0.27488737047169143,2425"garch11__t__w1000_r5": 0.27592042894245916,2426"garch12__ged__w1000_r5": 0.2779163311426278,2427"garch12__normal__w1000_r5": 0.2789470357303251,2428"garch12__skewt__w1000_r5": 0.27524028838332176,2429"garch12__t__w1000_r5": 0.2763492202127461,2430"garch21__ged__w1000_r5": 0.2779438962559154,2431"garch21__normal__w1000_r5": 0.2791165018104018,2432"garch21__skewt__w1000_r5": 0.2751513683936657,2433"garch21__t__w1000_r5": 0.276059925147575,2434"garchm11__ged__w1000_r5": 0.2739619074726313,2435"garchm11__normal__w1000_r5": 0.2751237117110599,2436"garchm11__skewt__w1000_r5": 0.2709308480565244,2437"garchm11__t__w1000_r5": 0.27226091750669645,2438"gas_t11__t__w1000_r5": 0.28671176990939945,2439"gjr11__ged__w1000_r5": 0.26684099418271323,2440"gjr11__normal__w1000_r5": 0.26721108603202715,2441"gjr11__skewt__w1000_r5": 0.26448476515794833,2442"gjr11__t__w1000_r5": 0.2647303103729398,2443"histvar22__empirical__w1000_r5": 0.4103276998979737,2444"histvar252__empirical__w1000_r5": 0.6771899197262945,2445"histvar66__empirical__w1000_r5": 0.4901517683045022,2446"igarch11__ged__w1000_r5": 0.2824744750525105,2447"igarch11__normal__w1000_r5": 0.28748832954241793,2448"igarch11__skewt__w1000_r5": 0.27956940909796935,2449"igarch11__t__w1000_r5": 0.28111682236765917,2450"msgarch2__normal__w1000_r5": 0.2836312280178418,2451"msgarch2__t__w1000_r5": 0.2894740958710909,2452"nagarch11__ged__w1000_r5": 0.26956160904505755,2453"nagarch11__normal__w1000_r5": 0.267106215671793,2454"nagarch11__skewt__w1000_r5": 0.26846409480536126,2455"nagarch11__t__w1000_r5": 0.2699804292362147,2456"qgarch11__ged__w1000_r5": 0.26420539786868336,2457"qgarch11__normal__w1000_r5": 0.26508488860121215,2458"qgarch11__skewt__w1000_r5": 0.26069188791748493,2459"qgarch11__t__w1000_r5": 0.2609473394283483,2460"rm2006__normal__w1000_r5": 0.3017113460830055,2461"tarch11__ged__w1000_r5": 0.2678622626503008,2462"tarch11__normal__w1000_r5": 0.2650930705639131,2463"tarch11__skewt__w1000_r5": 0.26691869101206206,2464"tarch11__t__w1000_r5": 0.269200611800950952465},2466"ratio": {2467"aparch11__ged__w1000_r5": 0.9940005976627001,2468"aparch11__normal__w1000_r5": 0.9970205813008977,2469"aparch11__skewt__w1000_r5": 1.8750982992717034,2470"aparch11__t__w1000_r5": 0.9822649979641791,2471"arch5__ged__w1000_r5": 1.0672907570977375,2472"arch5__normal__w1000_r5": 1.0730254441780767,2473"arch5__skewt__w1000_r5": 1.0482112527998892,2474"arch5__t__w1000_r5": 1.061139817257546,2475"avgarch11__ged__w1000_r5": 1.00791044806644,2476"avgarch11__normal__w1000_r5": 1.016132931358329,2477"avgarch11__skewt__w1000_r5": 0.9928798737234792,2478"avgarch11__t__w1000_r5": 0.9933100357299846,2479"cgarch11__ged__w1000_r5": 1.0036487398635592,2480"cgarch11__normal__w1000_r5": 0.9970224582566557,2481"cgarch11__skewt__w1000_r5": 0.9959077658454194,2482"cgarch11__t__w1000_r5": 1.00999498566614,2483"constvar__normal__w1000_r5": 2.920248168452814,2484"egarch11__ged__w1000_r5": 1.00444711811747,2485"egarch11__normal__w1000_r5": 1.0228015807967668,2486"egarch11__skewt__w1000_r5": 0.9845003242366159,2487"egarch11__t__w1000_r5": 0.9992998296515564,2488"ewma094__normal__w1000_r5": 1.2018654557263013,2489"figarch11__ged__w1000_r5": 0.9765801183950837,2490"figarch11__normal__w1000_r5": 0.9831342821988001,2491"figarch11__skewt__w1000_r5": 0.9716932507356176,2492"figarch11__t__w1000_r5": 0.9741406309912207,2493"garch11__ged__w1000_r5": 0.9964655407641326,2494"garch11__normal__w1000_r5": 1.0,2495"garch11__skewt__w1000_r5": 0.9868956468755526,2496"garch11__t__w1000_r5": 0.9906045146420824,2497"garch12__ged__w1000_r5": 0.9977701664854385,2498"garch12__normal__w1000_r5": 1.0014705833837036,2499"garch12__skewt__w1000_r5": 0.9881626863546481,2500"garch12__t__w1000_r5": 0.9921439532759428,2501"garch21__ged__w1000_r5": 0.9978691302547179,2502"garch21__normal__w1000_r5": 1.002078997427731,2503"garch21__skewt__w1000_r5": 0.9878434474221311,2504"garch21__t__w1000_r5": 0.9911053313851297,2505"garchm11__ged__w1000_r5": 0.9835730664181472,2506"garchm11__normal__w1000_r5": 0.9877441549023481,2507"garchm11__skewt__w1000_r5": 0.9726910119314528,2508"garchm11__t__w1000_r5": 0.977466203123993,2509"gas_t11__t__w1000_r5": 1.0293473910643367,2510"gjr11__ged__w1000_r5": 0.9580076928051672,2511"gjr11__normal__w1000_r5": 0.9593363898435407,2512"gjr11__skewt__w1000_r5": 0.9495484021378945,2513"gjr11__t__w1000_r5": 0.950429954110873,2514"histvar22__empirical__w1000_r5": 1.4731510586568441,2515"histvar252__empirical__w1000_r5": 2.4312349553895194,2516"histvar66__empirical__w1000_r5": 1.7597339798406024,2517"igarch11__ged__w1000_r5": 1.0141347319974026,2518"igarch11__normal__w1000_r5": 1.0321353813603265,2519"igarch11__skewt__w1000_r5": 1.003705016949005,2520"igarch11__t__w1000_r5": 1.0092605119764917,2521"msgarch2__normal__w1000_r5": 1.0182876854926357,2522"msgarch2__t__w1000_r5": 1.039264643581856,2523"nagarch11__ged__w1000_r5": 0.9677751948910771,2524"nagarch11__normal__w1000_r5": 0.9589598861801539,2525"nagarch11__skewt__w1000_r5": 0.9638349191931372,2526"nagarch11__t__w1000_r5": 0.969278835537671,2527"qgarch11__ged__w1000_r5": 0.9485454227679004,2528"qgarch11__normal__w1000_r5": 0.9517029544286336,2529"qgarch11__skewt__w1000_r5": 0.9359312831290306,2530"qgarch11__t__w1000_r5": 0.9368484005055991,2531"rm2006__normal__w1000_r5": 1.0831985971248732,2532"tarch11__ged__w1000_r5": 0.9616742323163274,2533"tarch11__normal__w1000_r5": 0.9517323291625788,2534"tarch11__skewt__w1000_r5": 0.9582866385513061,2535"tarch11__t__w1000_r5": 0.9664791491392062536}2537},2538"mcs_A": {2539"histvar22__empirical__w1000_r5": {2540"p": 0.0095,2541"in": false2542},2543"histvar66__empirical__w1000_r5": {2544"p": 0.045,2545"in": false2546},2547"histvar252__empirical__w1000_r5": {2548"p": 0.0615,2549"in": false2550},2551"ewma094__normal__w1000_r5": {2552"p": 0.164,2553"in": true2554},2555"constvar__normal__w1000_r5": {2556"p": 0.301,2557"in": true2558},2559"arch5__normal__w1000_r5": {2560"p": 0.301,2561"in": true2562},2563"arch5__ged__w1000_r5": {2564"p": 0.301,2565"in": true2566},2567"arch5__t__w1000_r5": {2568"p": 0.449,2569"in": true2570},2571"arch5__skewt__w1000_r5": {2572"p": 0.6515,2573"in": true2574},2575"rm2006__normal__w1000_r5": {2576"p": 0.6515,2577"in": true2578},2579"aparch11__skewt__w1000_r5": {2580"p": 0.8785,2581"in": true2582},2583"gas_t11__t__w1000_r5": {2584"p": 0.8785,2585"in": true2586},2587"igarch11__normal__w1000_r5": {2588"p": 0.8785,2589"in": true2590},2591"msgarch2__t__w1000_r5": {2592"p": 0.8785,2593"in": true2594},2595"msgarch2__normal__w1000_r5": {2596"p": 0.8785,2597"in": true2598},2599"igarch11__ged__w1000_r5": {2600"p": 0.8785,2601"in": true2602},2603"avgarch11__normal__w1000_r5": {2604"p": 0.8785,2605"in": true2606},2607"igarch11__t__w1000_r5": {2608"p": 0.8935,2609"in": true2610},2611"egarch11__normal__w1000_r5": {2612"p": 0.8935,2613"in": true2614},2615"avgarch11__ged__w1000_r5": {2616"p": 0.8935,2617"in": true2618},2619"cgarch11__t__w1000_r5": {2620"p": 0.8935,2621"in": true2622},2623"garch21__normal__w1000_r5": {2624"p": 0.898,2625"in": true2626},2627"garch12__normal__w1000_r5": {2628"p": 0.9055,2629"in": true2630},2631"igarch11__skewt__w1000_r5": {2632"p": 0.9185,2633"in": true2634},2635"garch11__normal__w1000_r5": {2636"p": 0.9205,2637"in": true2638},2639"garch12__ged__w1000_r5": {2640"p": 0.925,2641"in": true2642},2643"garch21__ged__w1000_r5": {2644"p": 0.927,2645"in": true2646},2647"garch11__ged__w1000_r5": {2648"p": 0.9405,2649"in": true2650},2651"egarch11__ged__w1000_r5": {2652"p": 0.943,2653"in": true2654},2655"cgarch11__ged__w1000_r5": {2656"p": 0.943,2657"in": true2658},2659"egarch11__t__w1000_r5": {2660"p": 0.9625,2661"in": true2662},2663"garch12__t__w1000_r5": {2664"p": 0.9625,2665"in": true2666},2667"aparch11__normal__w1000_r5": {2668"p": 0.9625,2669"in": true2670},2671"garch21__t__w1000_r5": {2672"p": 0.9625,2673"in": true2674},2675"avgarch11__t__w1000_r5": {2676"p": 0.9625,2677"in": true2678},2679"garch11__t__w1000_r5": {2680"p": 0.9625,2681"in": true2682},2683"avgarch11__skewt__w1000_r5": {2684"p": 0.967,2685"in": true2686},2687"cgarch11__normal__w1000_r5": {2688"p": 0.9675,2689"in": true2690},2691"cgarch11__skewt__w1000_r5": {2692"p": 0.9675,2693"in": true2694},2695"garch12__skewt__w1000_r5": {2696"p": 0.972,2697"in": true2698},2699"aparch11__ged__w1000_r5": {2700"p": 0.972,2701"in": true2702},2703"garch21__skewt__w1000_r5": {2704"p": 0.972,2705"in": true2706},2707"egarch11__skewt__w1000_r5": {2708"p": 0.972,2709"in": true2710},2711"garchm11__normal__w1000_r5": {2712"p": 0.972,2713"in": true2714},2715"garch11__skewt__w1000_r5": {2716"p": 0.972,2717"in": true2718},2719"garchm11__ged__w1000_r5": {2720"p": 0.972,2721"in": true2722},2723"aparch11__t__w1000_r5": {2724"p": 0.9815,2725"in": true2726},2727"figarch11__normal__w1000_r5": {2728"p": 0.982,2729"in": true2730},2731"garchm11__t__w1000_r5": {2732"p": 0.986,2733"in": true2734},2735"nagarch11__t__w1000_r5": {2736"p": 0.9965,2737"in": true2738},2739"figarch11__ged__w1000_r5": {2740"p": 0.9965,2741"in": true2742},2743"nagarch11__ged__w1000_r5": {2744"p": 0.9965,2745"in": true2746},2747"garchm11__skewt__w1000_r5": {2748"p": 0.9965,2749"in": true2750},2751"figarch11__t__w1000_r5": {2752"p": 0.9965,2753"in": true2754},2755"tarch11__t__w1000_r5": {2756"p": 0.9965,2757"in": true2758},2759"nagarch11__skewt__w1000_r5": {2760"p": 0.9965,2761"in": true2762},2763"figarch11__skewt__w1000_r5": {2764"p": 0.9965,2765"in": true2766},2767"gjr11__normal__w1000_r5": {2768"p": 0.9965,2769"in": true2770},2771"tarch11__ged__w1000_r5": {2772"p": 0.9965,2773"in": true2774},2775"gjr11__ged__w1000_r5": {2776"p": 0.9965,2777"in": true2778},2779"nagarch11__normal__w1000_r5": {2780"p": 0.9965,2781"in": true2782},2783"tarch11__skewt__w1000_r5": {2784"p": 0.9965,2785"in": true2786},2787"qgarch11__normal__w1000_r5": {2788"p": 0.9965,2789"in": true2790},2791"gjr11__t__w1000_r5": {2792"p": 0.9965,2793"in": true2794},2795"tarch11__normal__w1000_r5": {2796"p": 0.9965,2797"in": true2798},2799"qgarch11__ged__w1000_r5": {2800"p": 0.9965,2801"in": true2802},2803"gjr11__skewt__w1000_r5": {2804"p": 0.9965,2805"in": true2806},2807"qgarch11__t__w1000_r5": {2808"p": 0.9965,2809"in": true2810},2811"qgarch11__skewt__w1000_r5": {2812"p": 1.0,2813"in": true2814}2815},2816"spa_A": {2817"lower": 0.333,2818"consistent": 0.811,2819"upper": 0.8655,2820"n": 27182821},2822"common_sample_B": {2823"n": 2718,2824"specs": [2825"garchx_rv11__normal__w1000_r5",2826"garchx_rv11__t__w1000_r5",2827"har_rv__empirical__w1000_r5",2828"heavy11__normal__w1000_r5",2829"heavy11__t__w1000_r5",2830"loghar_rv__empirical__w1000_r5",2831"realgarch11__normal__w1000_r5",2832"realgarch11__t__w1000_r5",2833"rm_rw__empirical__w1000_r5",2834"garch11__normal__w1000_r5"2835],2836"mean": {2837"garchx_rv11__normal__w1000_r5": 0.2513517657820984,2838"garchx_rv11__t__w1000_r5": 0.2499254280259311,2839"har_rv__empirical__w1000_r5": 1561354.7711024997,2840"heavy11__normal__w1000_r5": 0.25146065642655124,2841"heavy11__t__w1000_r5": 0.25045310081582045,2842"loghar_rv__empirical__w1000_r5": 0.2453542194200571,2843"realgarch11__normal__w1000_r5": 0.24503249652385975,2844"realgarch11__t__w1000_r5": 0.3786313941460171,2845"rm_rw__empirical__w1000_r5": 0.5092926354946222,2846"garch11__normal__w1000_r5": 0.27853742322399232847},2848"ratio": {2849"garchx_rv11__normal__w1000_r5": 0.9023985462088808,2850"garchx_rv11__t__w1000_r5": 0.8972777342919117,2851"har_rv__empirical__w1000_r5": 5605547.552749852,2852"heavy11__normal__w1000_r5": 0.9027894834236811,2853"heavy11__t__w1000_r5": 0.8991721755622505,2854"loghar_rv__empirical__w1000_r5": 0.8808662641455898,2855"realgarch11__normal__w1000_r5": 0.8797112204445549,2856"realgarch11__t__w1000_r5": 1.35935555719395,2857"rm_rw__empirical__w1000_r5": 1.8284531737233127,2858"garch11__normal__w1000_r5": 1.02859}2860},2861"mcs_B": {2862"har_rv__empirical__w1000_r5": {2863"p": 0.471,2864"in": true2865},2866"rm_rw__empirical__w1000_r5": {2867"p": 0.471,2868"in": true2869},2870"realgarch11__t__w1000_r5": {2871"p": 0.471,2872"in": true2873},2874"garch11__normal__w1000_r5": {2875"p": 0.471,2876"in": true2877},2878"garchx_rv11__normal__w1000_r5": {2879"p": 0.654,2880"in": true2881},2882"heavy11__normal__w1000_r5": {2883"p": 0.654,2884"in": true2885},2886"heavy11__t__w1000_r5": {2887"p": 0.7225,2888"in": true2889},2890"garchx_rv11__t__w1000_r5": {2891"p": 0.8025,2892"in": true2893},2894"loghar_rv__empirical__w1000_r5": {2895"p": 0.961,2896"in": true2897},2898"realgarch11__normal__w1000_r5": {2899"p": 1.0,2900"in": true2901}2902},2903"spa_B": {2904"lower": 0.005,2905"consistent": 0.422,2906"upper": 0.5425,2907"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": 0.43764265041811584,2919"mean_bench": 0.42286145436116307,2920"ratio": 1.034955174808457,2921"dm_stat": 0.590780618913886,2922"dm_p": 0.554716870130165,2923"own_mean": 0.43764265041811595,2924"own_n": 27012925},2926"aparch11__normal__w1000_r5": {2927"n_pair": 2701,2928"coverage": 1.0,2929"mean": 0.4333311060326745,2930"mean_bench": 0.42286145436116307,2931"ratio": 1.0247590589388869,2932"dm_stat": 0.7501525462866222,2933"dm_p": 0.4532281967670165,2934"own_mean": 0.4333311060326745,2935"own_n": 27012936},2937"aparch11__skewt__w1000_r5": {2938"n_pair": 2701,2939"coverage": 1.0,2940"mean": 0.7055780248804393,2941"mean_bench": 0.42286145436116307,2942"ratio": 1.6685796674146847,2943"dm_stat": 0.9992835240102738,2944"dm_p": 0.3177469107698358,2945"own_mean": 0.7055780248804394,2946"own_n": 27012947},2948"aparch11__t__w1000_r5": {2949"n_pair": 2701,2950"coverage": 1.0,2951"mean": 0.4326353808058282,2952"mean_bench": 0.42286145436116307,2953"ratio": 1.0231137795697909,2954"dm_stat": 0.42889233623541045,2955"dm_p": 0.6680357937610429,2956"own_mean": 0.43263538080582814,2957"own_n": 27012958},2959"arch5__ged__w1000_r5": {2960"n_pair": 2701,2961"coverage": 1.0,2962"mean": 0.45428019616576937,2963"mean_bench": 0.42286145436116307,2964"ratio": 1.0743003210166604,2965"dm_stat": 1.5171726892138844,2966"dm_p": 0.12934015846816782,2967"own_mean": 0.45428019616576937,2968"own_n": 27012969},2970"arch5__normal__w1000_r5": {2971"n_pair": 2701,2972"coverage": 1.0,2973"mean": 0.44256234076075923,2974"mean_bench": 0.42286145436116307,2975"ratio": 1.0465894590211804,2976"dm_stat": 0.7780486741568731,2977"dm_p": 0.43660849163266,2978"own_mean": 0.4425623407607591,2979"own_n": 27012980},2981"arch5__skewt__w1000_r5": {2982"n_pair": 2701,2983"coverage": 1.0,2984"mean": 0.4432034201325136,2985"mean_bench": 0.42286145436116307,2986"ratio": 1.0481055096451912,2987"dm_stat": 0.5460154004754152,2988"dm_p": 0.5851004613666341,2989"own_mean": 0.4432034201325136,2990"own_n": 27012991},2992"arch5__t__w1000_r5": {2993"n_pair": 2701,2994"coverage": 1.0,2995"mean": 0.4561677732933482,2996"mean_bench": 0.42286145436116307,2997"ratio": 1.0787641403317372,2998"dm_stat": 0.7461349739342839,2999"dm_p": 0.45565084052727145,3000"own_mean": 0.4561677732933482,3001"own_n": 27013002},3003"avgarch11__ged__w1000_r5": {3004"n_pair": 2701,3005"coverage": 1.0,3006"mean": 0.423036294838323,3007"mean_bench": 0.42286145436116307,3008"ratio": 1.0004134698856013,3009"dm_stat": 0.010170324285773379,3010"dm_p": 0.9918861465332628,3011"own_mean": 0.423036294838323,3012"own_n": 27013013},3014"avgarch11__normal__w1000_r5": {3015"n_pair": 2701,3016"coverage": 1.0,3017"mean": 0.40845251030196844,3018"mean_bench": 0.42286145436116307,3019"ratio": 0.9659251418860986,3020"dm_stat": -0.7226170592097491,3021"dm_p": 0.46997776941366054,3022"own_mean": 0.40845251030196833,3023"own_n": 27013024},3025"avgarch11__skewt__w1000_r5": {3026"n_pair": 2701,3027"coverage": 1.0,3028"mean": 0.40357996342984315,3029"mean_bench": 0.42286145436116307,3030"ratio": 0.9544023444736778,3031"dm_stat": -1.8836380561793535,3032"dm_p": 0.059721330042431395,3033"own_mean": 0.40357996342984315,3034"own_n": 27013035},3036"avgarch11__t__w1000_r5": {3037"n_pair": 2701,3038"coverage": 1.0,3039"mean": 0.4078562373037671,3040"mean_bench": 0.42286145436116307,3041"ratio": 0.9645150512002446,3042"dm_stat": -1.5401312298056808,3043"dm_p": 0.12364555040466133,3044"own_mean": 0.4078562373037671,3045"own_n": 27013046},3047"cgarch11__ged__w1000_r5": {3048"n_pair": 2701,3049"coverage": 1.0,3050"mean": 0.4654867477603115,3051"mean_bench": 0.42286145436116307,3052"ratio": 1.1008020309241582,3053"dm_stat": 1.6572536511069005,3054"dm_p": 0.09758438167367663,3055"own_mean": 0.4654867477603115,3056"own_n": 27013057},3058"cgarch11__normal__w1000_r5": {3059"n_pair": 2701,3060"coverage": 1.0,3061"mean": 0.45365303690065933,3062"mean_bench": 0.42286145436116307,3063"ratio": 1.0728171892281233,3064"dm_stat": 1.5018897744315733,3065"dm_p": 0.13324251441394658,3066"own_mean": 0.45365303690065933,3067"own_n": 27013068},3069"cgarch11__skewt__w1000_r5": {3070"n_pair": 2701,3071"coverage": 1.0,3072"mean": 0.4509280550159454,3073"mean_bench": 0.42286145436116307,3074"ratio": 1.0663730410169068,3075"dm_stat": 1.39487263670415,3076"dm_p": 0.16316898582057535,3077"own_mean": 0.4509280550159454,3078"own_n": 27013079},3080"cgarch11__t__w1000_r5": {3081"n_pair": 2701,3082"coverage": 1.0,3083"mean": 0.4605370491421506,3084"mean_bench": 0.42286145436116307,3085"ratio": 1.089096781918574,3086"dm_stat": 2.036188570416727,3087"dm_p": 0.04182883135214124,3088"own_mean": 0.4605370491421506,3089"own_n": 27013090},3091"constvar__normal__w1000_r5": {3092"n_pair": 2701,3093"coverage": 1.0,3094"mean": 0.749675426053028,3095"mean_bench": 0.42286145436116307,3096"ratio": 1.7728629987937734,3097"dm_stat": 1.697732838839876,3098"dm_p": 0.08967343203213296,3099"own_mean": 0.749675426053028,3100"own_n": 27013101},3102"egarch11__ged__w1000_r5": {3103"n_pair": 2701,3104"coverage": 1.0,3105"mean": 0.45389231722680007,3106"mean_bench": 0.42286145436116307,3107"ratio": 1.0733830490946894,3108"dm_stat": 0.8351738774984487,3109"dm_p": 0.4036937092866841,3110"own_mean": 0.4538923172268002,3111"own_n": 27013112},3113"egarch11__normal__w1000_r5": {3114"n_pair": 2701,3115"coverage": 1.0,3116"mean": 0.44843283558025376,3117"mean_bench": 0.42286145436116307,3118"ratio": 1.060472244408568,3119"dm_stat": 0.8973962664301722,3120"dm_p": 0.3695875141681622,3121"own_mean": 0.44843283558025376,3122"own_n": 27013123},3124"egarch11__skewt__w1000_r5": {3125"n_pair": 2701,3126"coverage": 1.0,3127"mean": 0.42394446911663397,3128"mean_bench": 0.42286145436116307,3129"ratio": 1.0025611574294637,3130"dm_stat": 0.04964924954857353,3131"dm_p": 0.9604055718733081,3132"own_mean": 0.42394446911663397,3133"own_n": 27013134},3135"egarch11__t__w1000_r5": {3136"n_pair": 2701,3137"coverage": 1.0,3138"mean": 0.4479422075317915,3139"mean_bench": 0.42286145436116307,3140"ratio": 1.0593119872051688,3141"dm_stat": 1.0516556186082358,3142"dm_p": 0.2930516914196327,3143"own_mean": 0.4479422075317915,3144"own_n": 27013145},3146"ewma094__normal__w1000_r5": {3147"n_pair": 2701,3148"coverage": 1.0,3149"mean": 0.5335279361086196,3150"mean_bench": 0.42286145436116307,3151"ratio": 1.2617086059892728,3152"dm_stat": 1.958102384734772,3153"dm_p": 0.050320838505178954,3154"own_mean": 0.5335279361086197,3155"own_n": 27013156},3157"figarch11__ged__w1000_r5": {3158"n_pair": 2701,3159"coverage": 1.0,3160"mean": 0.4158364248945243,3161"mean_bench": 0.42286145436116307,3162"ratio": 0.9833869240286944,3163"dm_stat": -0.29193203205979823,3164"dm_p": 0.7703610196525061,3165"own_mean": 0.4158364248945243,3166"own_n": 27013167},3168"figarch11__normal__w1000_r5": {3169"n_pair": 2701,3170"coverage": 1.0,3171"mean": 0.3856538391036799,3172"mean_bench": 0.42286145436116307,3173"ratio": 0.9120099151300171,3174"dm_stat": -0.7303061104878835,3175"dm_p": 0.46526645402745487,3176"own_mean": 0.38565383910367995,3177"own_n": 27013178},3179"figarch11__skewt__w1000_r5": {3180"n_pair": 2701,3181"coverage": 1.0,3182"mean": 0.41518955337104485,3183"mean_bench": 0.42286145436116307,3184"ratio": 0.9818571758882385,3185"dm_stat": -0.34010063699188864,3186"dm_p": 0.7338071978217443,3187"own_mean": 0.41518955337104485,3188"own_n": 27013189},3190"figarch11__t__w1000_r5": {3191"n_pair": 2701,3192"coverage": 1.0,3193"mean": 0.4217139921508724,3194"mean_bench": 0.42286145436116307,3195"ratio": 0.9972864346029737,3196"dm_stat": -0.04950892095818298,3197"dm_p": 0.9605173899575806,3198"own_mean": 0.4217139921508724,3199"own_n": 27013200},3201"garch11__ged__w1000_r5": {3202"n_pair": 2701,3203"coverage": 1.0,3204"mean": 0.4272244186007664,3205"mean_bench": 0.42286145436116307,3206"ratio": 1.0103177156361878,3207"dm_stat": 0.7992903917648334,3208"dm_p": 0.4241923565104759,3209"own_mean": 0.42722441860076643,3210"own_n": 27013211},3212"garch11__normal__w1000_r5": {3213"n_pair": 2701,3214"coverage": 1.0,3215"mean": 0.42286145436116307,3216"mean_bench": 0.42286145436116307,3217"ratio": 1.0,3218"dm_stat": 0.0,3219"dm_p": 1.0,3220"own_mean": 0.42286145436116307,3221"own_n": 27013222},3223"garch11__skewt__w1000_r5": {3224"n_pair": 2701,3225"coverage": 1.0,3226"mean": 0.41165389996351215,3227"mean_bench": 0.42286145436116307,3228"ratio": 0.9734959186228437,3229"dm_stat": -0.9402038263795199,3230"dm_p": 0.34719712456524837,3231"own_mean": 0.41165389996351215,3232"own_n": 27013233},3234"garch11__t__w1000_r5": {3235"n_pair": 2701,3236"coverage": 1.0,3237"mean": 0.4118661909611824,3238"mean_bench": 0.42286145436116307,3239"ratio": 0.9739979530255559,3240"dm_stat": -0.5351618458710419,3241"dm_p": 0.5925820188005737,3242"own_mean": 0.4118661909611825,3243"own_n": 27013244},3245"garch12__ged__w1000_r5": {3246"n_pair": 2701,3247"coverage": 1.0,3248"mean": 0.4277499514410307,3249"mean_bench": 0.42286145436116307,3250"ratio": 1.011560517113703,3251"dm_stat": 0.8674931040804008,3252"dm_p": 0.3857489792813702,3253"own_mean": 0.4277499514410307,3254"own_n": 27013255},3256"garch12__normal__w1000_r5": {3257"n_pair": 2701,3258"coverage": 1.0,3259"mean": 0.42474368795965456,3260"mean_bench": 0.42286145436116307,3261"ratio": 1.004451182719728,3262"dm_stat": 1.123748309879187,3263"dm_p": 0.2612197177481893,3264"own_mean": 0.42474368795965456,3265"own_n": 27013266},3267"garch12__skewt__w1000_r5": {3268"n_pair": 2701,3269"coverage": 1.0,3270"mean": 0.41195903517617855,3271"mean_bench": 0.42286145436116307,3272"ratio": 0.9742175148088271,3273"dm_stat": -0.9102874385998493,3274"dm_p": 0.36275219602936953,3275"own_mean": 0.41195903517617855,3276"own_n": 27013277},3278"garch12__t__w1000_r5": {3279"n_pair": 2701,3280"coverage": 1.0,3281"mean": 0.41225731639880747,3282"mean_bench": 0.42286145436116307,3283"ratio": 0.9749229023998516,3284"dm_stat": -0.5165878651581624,3285"dm_p": 0.6054861958482234,3286"own_mean": 0.4122573163988075,3287"own_n": 27013288},3289"garch21__ged__w1000_r5": {3290"n_pair": 2701,3291"coverage": 1.0,3292"mean": 0.428072767828979,3293"mean_bench": 0.42286145436116307,3294"ratio": 1.012323926463548,3295"dm_stat": 0.993964281799489,3296"dm_p": 0.3203293250281861,3297"own_mean": 0.4280727678289791,3298"own_n": 27013299},3300"garch21__normal__w1000_r5": {3301"n_pair": 2701,3302"coverage": 1.0,3303"mean": 0.4238896670185822,3304"mean_bench": 0.42286145436116307,3305"ratio": 1.00243155919466,3306"dm_stat": 1.4452058406055353,3307"dm_p": 0.1485161239814241,3308"own_mean": 0.4238896670185822,3309"own_n": 27013310},3311"garch21__skewt__w1000_r5": {3312"n_pair": 2701,3313"coverage": 1.0,3314"mean": 0.4128069351393686,3315"mean_bench": 0.42286145436116307,3316"ratio": 0.9762226631959532,3317"dm_stat": -0.8618313096846075,3318"dm_p": 0.3888568863747439,3319"own_mean": 0.41280693513936856,3320"own_n": 27013321},3322"garch21__t__w1000_r5": {3323"n_pair": 2701,3324"coverage": 1.0,3325"mean": 0.4135531740302117,3326"mean_bench": 0.42286145436116307,3327"ratio": 0.9779873993362345,3328"dm_stat": -0.45208786755663877,3329"dm_p": 0.6512419996364976,3330"own_mean": 0.41355317403021163,3331"own_n": 27013332},3333"garchm11__ged__w1000_r5": {3334"n_pair": 2701,3335"coverage": 1.0,3336"mean": 0.42888486849739194,3337"mean_bench": 0.42286145436116307,3338"ratio": 1.0142444152194687,3339"dm_stat": 0.6220936351444588,3340"dm_p": 0.5339328271769959,3341"own_mean": 0.4288848684973919,3342"own_n": 27013343},3344"garchm11__normal__w1000_r5": {3345"n_pair": 2701,3346"coverage": 1.0,3347"mean": 0.4201584417607593,3348"mean_bench": 0.42286145436116307,3349"ratio": 0.9936078056476267,3350"dm_stat": -1.7082697139926173,3351"dm_p": 0.08770124979827076,3352"own_mean": 0.4201584417607593,3353"own_n": 27013354},3355"garchm11__skewt__w1000_r5": {3356"n_pair": 2701,3357"coverage": 1.0,3358"mean": 0.40920604094174784,3359"mean_bench": 0.42286145436116307,3360"ratio": 0.9677071218514227,3361"dm_stat": -1.5233502530581322,3362"dm_p": 0.1277882100900685,3363"own_mean": 0.40920604094174784,3364"own_n": 27013365},3366"garchm11__t__w1000_r5": {3367"n_pair": 2701,3368"coverage": 1.0,3369"mean": 0.4089555506518885,3370"mean_bench": 0.42286145436116307,3371"ratio": 0.9671147522058191,3372"dm_stat": -0.6795182898692451,3373"dm_p": 0.4968677724305301,3374"own_mean": 0.4089555506518885,3375"own_n": 27013376},3377"garchx_rv11__normal__w1000_r5": {3378"n_pair": 2701,3379"coverage": 1.0,3380"mean": 0.43431356897083145,3381"mean_bench": 0.42286145436116307,3382"ratio": 1.027082427333013,3383"dm_stat": 0.38116065366730567,3384"dm_p": 0.7031140324243801,3385"own_mean": 0.43431356897083145,3386"own_n": 27013387},3388"garchx_rv11__t__w1000_r5": {3389"n_pair": 2701,3390"coverage": 1.0,3391"mean": 0.43346544772268125,3392"mean_bench": 0.42286145436116307,3393"ratio": 1.0250767556421951,3394"dm_stat": 0.30260065915390894,3395"dm_p": 0.7622175214969472,3396"own_mean": 0.43346544772268114,3397"own_n": 27013398},3399"gas_t11__t__w1000_r5": {3400"n_pair": 2701,3401"coverage": 1.0,3402"mean": 0.44271150193193504,3403"mean_bench": 0.42286145436116307,3404"ratio": 1.0469422014374907,3405"dm_stat": 0.7988242880237716,3406"dm_p": 0.4244625659826494,3407"own_mean": 0.44271150193193504,3408"own_n": 27013409},3410"gjr11__ged__w1000_r5": {3411"n_pair": 2701,3412"coverage": 1.0,3413"mean": 0.4261611637467407,3414"mean_bench": 0.42286145436116307,3415"ratio": 1.0078032872269302,3416"dm_stat": 0.1940175949532797,3417"dm_p": 0.8461767001147851,3418"own_mean": 0.42616116374674073,3419"own_n": 27013420},3421"gjr11__normal__w1000_r5": {3422"n_pair": 2701,3423"coverage": 1.0,3424"mean": 0.42147177125425594,3425"mean_bench": 0.42286145436116307,3426"ratio": 0.9967136207555106,3427"dm_stat": -0.10424920005294502,3428"dm_p": 0.9169793335397382,3429"own_mean": 0.42147177125425594,3430"own_n": 27013431},3432"gjr11__skewt__w1000_r5": {3433"n_pair": 2701,3434"coverage": 1.0,3435"mean": 0.42483975848374833,3436"mean_bench": 0.42286145436116307,3437"ratio": 1.0046783742102339,3438"dm_stat": 0.13474242450914325,3439"dm_p": 0.8928255723212781,3440"own_mean": 0.4248397584837484,3441"own_n": 27013442},3443"gjr11__t__w1000_r5": {3444"n_pair": 2701,3445"coverage": 1.0,3446"mean": 0.42483770278910266,3447"mean_bench": 0.42286145436116307,3448"ratio": 1.0046735128197608,3449"dm_stat": 0.128059792106692,3450"dm_p": 0.8981111922505212,3451"own_mean": 0.42483770278910266,3452"own_n": 27013453},3454"har_rv__empirical__w1000_r5": {3455"n_pair": 2701,3456"coverage": 1.0,3457"mean": 177330.02403635805,3458"mean_bench": 0.42286145436116307,3459"ratio": 419357.26751036925,3460"dm_stat": 0.9976166094665169,3461"dm_p": 0.3185547005279221,3462"own_mean": 177330.02403635808,3463"own_n": 27013464},3465"heavy11__normal__w1000_r5": {3466"n_pair": 2701,3467"coverage": 1.0,3468"mean": 0.43313013336761896,3469"mean_bench": 0.42286145436116307,3470"ratio": 1.0242837905903939,3471"dm_stat": 0.32814699843585354,3472"dm_p": 0.7428259645301702,3473"own_mean": 0.4331301333676191,3474"own_n": 27013475},3476"heavy11__t__w1000_r5": {3477"n_pair": 2701,3478"coverage": 1.0,3479"mean": 0.4334019623977522,3480"mean_bench": 0.42286145436116307,3481"ratio": 1.0249266229586076,3482"dm_stat": 0.29824231507974197,3483"dm_p": 0.7655411763150886,3484"own_mean": 0.4334019623977522,3485"own_n": 27013486},3487"histvar22__empirical__w1000_r5": {3488"n_pair": 2701,3489"coverage": 1.0,3490"mean": 0.6269782310154702,3491"mean_bench": 0.42286145436116307,3492"ratio": 1.4827036717325681,3493"dm_stat": 2.8900685207463157,3494"dm_p": 0.0038823042182193276,3495"own_mean": 0.6269782310154702,3496"own_n": 27013497},3498"histvar252__empirical__w1000_r5": {3499"n_pair": 2701,3500"coverage": 1.0,3501"mean": 0.7440866039360704,3502"mean_bench": 0.42286145436116307,3503"ratio": 1.7596463244922558,3504"dm_stat": 2.2687506625853793,3505"dm_p": 0.023362104666989902,3506"own_mean": 0.7440866039360705,3507"own_n": 27013508},3509"histvar66__empirical__w1000_r5": {3510"n_pair": 2701,3511"coverage": 1.0,3512"mean": 0.7411517615134959,3513"mean_bench": 0.42286145436116307,3514"ratio": 1.7527058895287326,3515"dm_stat": 1.7649670474086003,3516"dm_p": 0.07768233665860676,3517"own_mean": 0.7411517615134959,3518"own_n": 27013519},3520"igarch11__ged__w1000_r5": {3521"n_pair": 2701,3522"coverage": 1.0,3523"mean": 0.4196476490865188,3524"mean_bench": 0.42286145436116307,3525"ratio": 0.9923998623154254,3526"dm_stat": -0.059401038268012595,3527"dm_p": 0.952637082062796,3528"own_mean": 0.4196476490865188,3529"own_n": 27013530},3531"igarch11__normal__w1000_r5": {3532"n_pair": 2701,3533"coverage": 1.0,3534"mean": 0.43085981179354216,3535"mean_bench": 0.42286145436116307,3536"ratio": 1.0189148416103866,3537"dm_stat": 0.1246962887725461,3538"dm_p": 0.9007732782929183,3539"own_mean": 0.43085981179354216,3540"own_n": 27013541},3542"igarch11__skewt__w1000_r5": {3543"n_pair": 2701,3544"coverage": 1.0,3545"mean": 0.40442293187796013,3546"mean_bench": 0.42286145436116307,3547"ratio": 0.9563958306129867,3548"dm_stat": -0.33089172369497594,3549"dm_p": 0.740751949749272,3550"own_mean": 0.4044229318779602,3551"own_n": 27013552},3553"igarch11__t__w1000_r5": {3554"n_pair": 2701,3555"coverage": 1.0,3556"mean": 0.41514316912249494,3557"mean_bench": 0.42286145436116307,3558"ratio": 0.9817474845269865,3559"dm_stat": -0.13278800118709352,3560"dm_p": 0.8943709390119352,3561"own_mean": 0.41514316912249505,3562"own_n": 27013563},3564"loghar_rv__empirical__w1000_r5": {3565"n_pair": 2701,3566"coverage": 1.0,3567"mean": 0.4416686338970029,3568"mean_bench": 0.42286145436116307,3569"ratio": 1.0444759846088425,3570"dm_stat": 0.6396033951829647,3571"dm_p": 0.5224847377326314,3572"own_mean": 0.44166863389700295,3573"own_n": 27013574},3575"msgarch2__normal__w1000_r5": {3576"n_pair": 2701,3577"coverage": 1.0,3578"mean": 0.45735154375232207,3579"mean_bench": 0.42286145436116307,3580"ratio": 1.081563568954907,3581"dm_stat": 1.0855895924378829,3582"dm_p": 0.2777575209758734,3583"own_mean": 0.45735154375232207,3584"own_n": 27013585},3586"msgarch2__t__w1000_r5": {3587"n_pair": 2701,3588"coverage": 1.0,3589"mean": 0.441960869832082,3590"mean_bench": 0.42286145436116307,3591"ratio": 1.0451670760575076,3592"dm_stat": 0.6748088687385176,3593"dm_p": 0.4998549824680824,3594"own_mean": 0.4419608698320819,3595"own_n": 27013596},3597"nagarch11__ged__w1000_r5": {3598"n_pair": 2701,3599"coverage": 1.0,3600"mean": 0.43072088382054335,3601"mean_bench": 0.42286145436116307,3602"ratio": 1.0185862990781553,3603"dm_stat": 0.4359074095534142,3604"dm_p": 0.6629387570108467,3605"own_mean": 0.4307208838205434,3606"own_n": 27013607},3608"nagarch11__normal__w1000_r5": {3609"n_pair": 2701,3610"coverage": 1.0,3611"mean": 0.4202056995497928,3612"mean_bench": 0.42286145436116307,3613"ratio": 0.9937195627930135,3614"dm_stat": -0.12302039450681944,3615"dm_p": 0.9021001042463019,3616"own_mean": 0.4202056995497928,3617"own_n": 27013618},3619"nagarch11__skewt__w1000_r5": {3620"n_pair": 2701,3621"coverage": 1.0,3622"mean": 0.43635332098773444,3623"mean_bench": 0.42286145436116307,3624"ratio": 1.0319061160278942,3625"dm_stat": 0.6797872596103727,3626"dm_p": 0.49669745137586463,3627"own_mean": 0.43635332098773455,3628"own_n": 27013629},3630"nagarch11__t__w1000_r5": {3631"n_pair": 2701,3632"coverage": 1.0,3633"mean": 0.4370056460715733,3634"mean_bench": 0.42286145436116307,3635"ratio": 1.033448760970135,3636"dm_stat": 0.7357623489419803,3637"dm_p": 0.4619392485736842,3638"own_mean": 0.4370056460715733,3639"own_n": 27013640},3641"qgarch11__ged__w1000_r5": {3642"n_pair": 2701,3643"coverage": 1.0,3644"mean": 0.4330767556362557,3645"mean_bench": 0.42286145436116307,3646"ratio": 1.0241575607559819,3647"dm_stat": 0.7714209031288394,3648"dm_p": 0.4405249943597181,3649"own_mean": 0.4330767556362558,3650"own_n": 27013651},3652"qgarch11__normal__w1000_r5": {3653"n_pair": 2701,3654"coverage": 1.0,3655"mean": 0.42237231661107755,3656"mean_bench": 0.42286145436116307,3657"ratio": 0.9988432671149361,3658"dm_stat": -0.055685963590906905,3659"dm_p": 0.9555961017343368,3660"own_mean": 0.4223723166110776,3661"own_n": 27013662},3663"qgarch11__skewt__w1000_r5": {3664"n_pair": 2701,3665"coverage": 1.0,3666"mean": 0.4314321858541771,3667"mean_bench": 0.42286145436116307,3668"ratio": 1.0202684151147383,3669"dm_stat": 0.7465411325707337,3670"dm_p": 0.4554055912371492,3671"own_mean": 0.4314321858541771,3672"own_n": 27013673},3674"qgarch11__t__w1000_r5": {3675"n_pair": 2701,3676"coverage": 1.0,3677"mean": 0.4302779642570517,3678"mean_bench": 0.42286145436116307,3679"ratio": 1.0175388648442623,3680"dm_stat": 0.5083103948083948,3681"dm_p": 0.6112772078435678,3682"own_mean": 0.4302779642570517,3683"own_n": 27013684},3685"realgarch11__normal__w1000_r5": {3686"n_pair": 2701,3687"coverage": 1.0,3688"mean": 0.4389489832467603,3689"mean_bench": 0.42286145436116307,3690"ratio": 1.0380444439181655,3691"dm_stat": 0.4670071649909318,3692"dm_p": 0.6405324342174057,3693"own_mean": 0.4389489832467603,3694"own_n": 27013695},3696"realgarch11__t__w1000_r5": {3697"n_pair": 2701,3698"coverage": 1.0,3699"mean": 0.7971713548148753,3700"mean_bench": 0.42286145436116307,3701"ratio": 1.885183306714962,3702"dm_stat": 4.567330965310698,3703"dm_p": 5.161257233555297e-06,3704"own_mean": 0.7971713548148751,3705"own_n": 27013706},3707"rm2006__normal__w1000_r5": {3708"n_pair": 2701,3709"coverage": 1.0,3710"mean": 0.4595376186046211,3711"mean_bench": 0.42286145436116307,3712"ratio": 1.0867332878539768,3713"dm_stat": 0.9802316555047863,3714"dm_p": 0.3270596041818736,3715"own_mean": 0.4595376186046211,3716"own_n": 27013717},3718"rm_rw__empirical__w1000_r5": {3719"n_pair": 2701,3720"coverage": 1.0,3721"mean": 1.025352538201628,3722"mean_bench": 0.42286145436116307,3723"ratio": 2.4247954681768684,3724"dm_stat": 4.282139944243157,3725"dm_p": 1.9156620892949597e-05,3726"own_mean": 1.0253525382016282,3727"own_n": 27013728},3729"tarch11__ged__w1000_r5": {3730"n_pair": 2701,3731"coverage": 1.0,3732"mean": 0.4204662962744421,3733"mean_bench": 0.42286145436116307,3734"ratio": 0.9943358325474724,3735"dm_stat": -0.1319891063485214,3736"dm_p": 0.8950027427264491,3737"own_mean": 0.42046629627444204,3738"own_n": 27013739},3740"tarch11__normal__w1000_r5": {3741"n_pair": 2701,3742"coverage": 1.0,3743"mean": 0.4128906765476896,3744"mean_bench": 0.42286145436116307,3745"ratio": 0.9764206982910353,3746"dm_stat": -0.7366218631143397,3747"dm_p": 0.46141633260251275,3748"own_mean": 0.4128906765476896,3749"own_n": 27013750},3751"tarch11__skewt__w1000_r5": {3752"n_pair": 2701,3753"coverage": 1.0,3754"mean": 0.41398340389739435,3755"mean_bench": 0.42286145436116307,3756"ratio": 0.9790048244591572,3757"dm_stat": -0.5116710671646683,3758"dm_p": 0.6089230816998543,3759"own_mean": 0.41398340389739435,3760"own_n": 27013761},3762"tarch11__t__w1000_r5": {3763"n_pair": 2701,3764"coverage": 1.0,3765"mean": 0.42373653104202835,3766"mean_bench": 0.42286145436116307,3767"ratio": 1.0020694169966078,3768"dm_stat": 0.046201309676730765,3769"dm_p": 0.9631532153682794,3770"own_mean": 0.42373653104202824,3771"own_n": 27013772}3773},3774"common_sample_A": {3775"n": 2701,3776"specs": [3777"aparch11__ged__w1000_r5",3778"aparch11__normal__w1000_r5",3779"aparch11__skewt__w1000_r5",3780"aparch11__t__w1000_r5",3781"arch5__ged__w1000_r5",3782"arch5__normal__w1000_r5",3783"arch5__skewt__w1000_r5",3784"arch5__t__w1000_r5",3785"avgarch11__ged__w1000_r5",3786"avgarch11__normal__w1000_r5",3787"avgarch11__skewt__w1000_r5",3788"avgarch11__t__w1000_r5",3789"cgarch11__ged__w1000_r5",3790"cgarch11__normal__w1000_r5",3791"cgarch11__skewt__w1000_r5",3792"cgarch11__t__w1000_r5",3793"constvar__normal__w1000_r5",3794"egarch11__ged__w1000_r5",3795"egarch11__normal__w1000_r5",3796"egarch11__skewt__w1000_r5",3797"egarch11__t__w1000_r5",3798"ewma094__normal__w1000_r5",3799"figarch11__ged__w1000_r5",3800"figarch11__normal__w1000_r5",3801"figarch11__skewt__w1000_r5",3802"figarch11__t__w1000_r5",3803"garch11__ged__w1000_r5",3804"garch11__normal__w1000_r5",3805"garch11__skewt__w1000_r5",3806"garch11__t__w1000_r5",3807"garch12__ged__w1000_r5",3808"garch12__normal__w1000_r5",3809"garch12__skewt__w1000_r5",3810"garch12__t__w1000_r5",3811"garch21__ged__w1000_r5",3812"garch21__normal__w1000_r5",3813"garch21__skewt__w1000_r5",3814"garch21__t__w1000_r5",3815"garchm11__ged__w1000_r5",3816"garchm11__normal__w1000_r5",3817"garchm11__skewt__w1000_r5",3818"garchm11__t__w1000_r5",3819"gas_t11__t__w1000_r5",3820"gjr11__ged__w1000_r5",3821"gjr11__normal__w1000_r5",3822"gjr11__skewt__w1000_r5",3823"gjr11__t__w1000_r5",3824"histvar22__empirical__w1000_r5",3825"histvar252__empirical__w1000_r5",3826"histvar66__empirical__w1000_r5",3827"igarch11__ged__w1000_r5",3828"igarch11__normal__w1000_r5",3829"igarch11__skewt__w1000_r5",3830"igarch11__t__w1000_r5",3831"msgarch2__normal__w1000_r5",3832"msgarch2__t__w1000_r5",3833"nagarch11__ged__w1000_r5",3834"nagarch11__normal__w1000_r5",3835"nagarch11__skewt__w1000_r5",3836"nagarch11__t__w1000_r5",3837"qgarch11__ged__w1000_r5",3838"qgarch11__normal__w1000_r5",3839"qgarch11__skewt__w1000_r5",3840"qgarch11__t__w1000_r5",3841"rm2006__normal__w1000_r5",3842"tarch11__ged__w1000_r5",3843"tarch11__normal__w1000_r5",3844"tarch11__skewt__w1000_r5",3845"tarch11__t__w1000_r5"3846],3847"mean": {3848"aparch11__ged__w1000_r5": 0.43764265041811584,3849"aparch11__normal__w1000_r5": 0.4333311060326745,3850"aparch11__skewt__w1000_r5": 0.7055780248804393,3851"aparch11__t__w1000_r5": 0.4326353808058282,3852"arch5__ged__w1000_r5": 0.45428019616576937,3853"arch5__normal__w1000_r5": 0.44256234076075923,3854"arch5__skewt__w1000_r5": 0.4432034201325136,3855"arch5__t__w1000_r5": 0.4561677732933482,3856"avgarch11__ged__w1000_r5": 0.423036294838323,3857"avgarch11__normal__w1000_r5": 0.40845251030196844,3858"avgarch11__skewt__w1000_r5": 0.40357996342984315,3859"avgarch11__t__w1000_r5": 0.4078562373037671,3860"cgarch11__ged__w1000_r5": 0.4654867477603115,3861"cgarch11__normal__w1000_r5": 0.45365303690065933,3862"cgarch11__skewt__w1000_r5": 0.4509280550159454,3863"cgarch11__t__w1000_r5": 0.4605370491421506,3864"constvar__normal__w1000_r5": 0.749675426053028,3865"egarch11__ged__w1000_r5": 0.45389231722680007,3866"egarch11__normal__w1000_r5": 0.44843283558025376,3867"egarch11__skewt__w1000_r5": 0.42394446911663397,3868"egarch11__t__w1000_r5": 0.4479422075317915,3869"ewma094__normal__w1000_r5": 0.5335279361086196,3870"figarch11__ged__w1000_r5": 0.4158364248945243,3871"figarch11__normal__w1000_r5": 0.3856538391036799,3872"figarch11__skewt__w1000_r5": 0.41518955337104485,3873"figarch11__t__w1000_r5": 0.4217139921508724,3874"garch11__ged__w1000_r5": 0.4272244186007664,3875"garch11__normal__w1000_r5": 0.42286145436116307,3876"garch11__skewt__w1000_r5": 0.41165389996351215,3877"garch11__t__w1000_r5": 0.4118661909611824,3878"garch12__ged__w1000_r5": 0.4277499514410307,3879"garch12__normal__w1000_r5": 0.42474368795965456,3880"garch12__skewt__w1000_r5": 0.41195903517617855,3881"garch12__t__w1000_r5": 0.41225731639880747,3882"garch21__ged__w1000_r5": 0.428072767828979,3883"garch21__normal__w1000_r5": 0.4238896670185822,3884"garch21__skewt__w1000_r5": 0.4128069351393686,3885"garch21__t__w1000_r5": 0.4135531740302117,3886"garchm11__ged__w1000_r5": 0.42888486849739194,3887"garchm11__normal__w1000_r5": 0.4201584417607593,3888"garchm11__skewt__w1000_r5": 0.40920604094174784,3889"garchm11__t__w1000_r5": 0.4089555506518885,3890"gas_t11__t__w1000_r5": 0.44271150193193504,3891"gjr11__ged__w1000_r5": 0.4261611637467407,3892"gjr11__normal__w1000_r5": 0.42147177125425594,3893"gjr11__skewt__w1000_r5": 0.42483975848374833,3894"gjr11__t__w1000_r5": 0.42483770278910266,3895"histvar22__empirical__w1000_r5": 0.6269782310154702,3896"histvar252__empirical__w1000_r5": 0.7440866039360704,3897"histvar66__empirical__w1000_r5": 0.7411517615134959,3898"igarch11__ged__w1000_r5": 0.4196476490865188,3899"igarch11__normal__w1000_r5": 0.43085981179354216,3900"igarch11__skewt__w1000_r5": 0.40442293187796013,3901"igarch11__t__w1000_r5": 0.41514316912249494,3902"msgarch2__normal__w1000_r5": 0.45735154375232207,3903"msgarch2__t__w1000_r5": 0.441960869832082,3904"nagarch11__ged__w1000_r5": 0.43072088382054335,3905"nagarch11__normal__w1000_r5": 0.4202056995497928,3906"nagarch11__skewt__w1000_r5": 0.43635332098773444,3907"nagarch11__t__w1000_r5": 0.4370056460715733,3908"qgarch11__ged__w1000_r5": 0.4330767556362557,3909"qgarch11__normal__w1000_r5": 0.42237231661107755,3910"qgarch11__skewt__w1000_r5": 0.4314321858541771,3911"qgarch11__t__w1000_r5": 0.4302779642570517,3912"rm2006__normal__w1000_r5": 0.4595376186046211,3913"tarch11__ged__w1000_r5": 0.4204662962744421,3914"tarch11__normal__w1000_r5": 0.4128906765476896,3915"tarch11__skewt__w1000_r5": 0.41398340389739435,3916"tarch11__t__w1000_r5": 0.423736531042028353917},3918"ratio": {3919"aparch11__ged__w1000_r5": 1.034955174808457,3920"aparch11__normal__w1000_r5": 1.0247590589388869,3921"aparch11__skewt__w1000_r5": 1.6685796674146847,3922"aparch11__t__w1000_r5": 1.0231137795697909,3923"arch5__ged__w1000_r5": 1.0743003210166604,3924"arch5__normal__w1000_r5": 1.0465894590211804,3925"arch5__skewt__w1000_r5": 1.0481055096451912,3926"arch5__t__w1000_r5": 1.0787641403317372,3927"avgarch11__ged__w1000_r5": 1.0004134698856013,3928"avgarch11__normal__w1000_r5": 0.9659251418860986,3929"avgarch11__skewt__w1000_r5": 0.9544023444736778,3930"avgarch11__t__w1000_r5": 0.9645150512002446,3931"cgarch11__ged__w1000_r5": 1.1008020309241582,3932"cgarch11__normal__w1000_r5": 1.0728171892281233,3933"cgarch11__skewt__w1000_r5": 1.0663730410169068,3934"cgarch11__t__w1000_r5": 1.089096781918574,3935"constvar__normal__w1000_r5": 1.7728629987937734,3936"egarch11__ged__w1000_r5": 1.0733830490946894,3937"egarch11__normal__w1000_r5": 1.060472244408568,3938"egarch11__skewt__w1000_r5": 1.0025611574294637,3939"egarch11__t__w1000_r5": 1.0593119872051688,3940"ewma094__normal__w1000_r5": 1.2617086059892728,3941"figarch11__ged__w1000_r5": 0.9833869240286944,3942"figarch11__normal__w1000_r5": 0.9120099151300171,3943"figarch11__skewt__w1000_r5": 0.9818571758882385,3944"figarch11__t__w1000_r5": 0.9972864346029737,3945"garch11__ged__w1000_r5": 1.0103177156361878,3946"garch11__normal__w1000_r5": 1.0,3947"garch11__skewt__w1000_r5": 0.9734959186228437,3948"garch11__t__w1000_r5": 0.9739979530255559,3949"garch12__ged__w1000_r5": 1.011560517113703,3950"garch12__normal__w1000_r5": 1.004451182719728,3951"garch12__skewt__w1000_r5": 0.9742175148088271,3952"garch12__t__w1000_r5": 0.9749229023998516,3953"garch21__ged__w1000_r5": 1.012323926463548,3954"garch21__normal__w1000_r5": 1.00243155919466,3955"garch21__skewt__w1000_r5": 0.9762226631959532,3956"garch21__t__w1000_r5": 0.9779873993362345,3957"garchm11__ged__w1000_r5": 1.0142444152194687,3958"garchm11__normal__w1000_r5": 0.9936078056476267,3959"garchm11__skewt__w1000_r5": 0.9677071218514227,3960"garchm11__t__w1000_r5": 0.9671147522058191,3961"gas_t11__t__w1000_r5": 1.0469422014374907,3962"gjr11__ged__w1000_r5": 1.0078032872269302,3963"gjr11__normal__w1000_r5": 0.9967136207555106,3964"gjr11__skewt__w1000_r5": 1.0046783742102339,3965"gjr11__t__w1000_r5": 1.0046735128197608,3966"histvar22__empirical__w1000_r5": 1.4827036717325681,3967"histvar252__empirical__w1000_r5": 1.7596463244922558,3968"histvar66__empirical__w1000_r5": 1.7527058895287326,3969"igarch11__ged__w1000_r5": 0.9923998623154254,3970"igarch11__normal__w1000_r5": 1.0189148416103866,3971"igarch11__skewt__w1000_r5": 0.9563958306129867,3972"igarch11__t__w1000_r5": 0.9817474845269865,3973"msgarch2__normal__w1000_r5": 1.081563568954907,3974"msgarch2__t__w1000_r5": 1.0451670760575076,3975"nagarch11__ged__w1000_r5": 1.0185862990781553,3976"nagarch11__normal__w1000_r5": 0.9937195627930135,3977"nagarch11__skewt__w1000_r5": 1.0319061160278942,3978"nagarch11__t__w1000_r5": 1.033448760970135,3979"qgarch11__ged__w1000_r5": 1.0241575607559819,3980"qgarch11__normal__w1000_r5": 0.9988432671149361,3981"qgarch11__skewt__w1000_r5": 1.0202684151147383,3982"qgarch11__t__w1000_r5": 1.0175388648442623,3983"rm2006__normal__w1000_r5": 1.0867332878539768,3984"tarch11__ged__w1000_r5": 0.9943358325474724,3985"tarch11__normal__w1000_r5": 0.9764206982910353,3986"tarch11__skewt__w1000_r5": 0.9790048244591572,3987"tarch11__t__w1000_r5": 1.00206941699660783988}3989},3990"mcs_A": {3991"histvar22__empirical__w1000_r5": {3992"p": 0.0815,3993"in": false3994},3995"histvar252__empirical__w1000_r5": {3996"p": 0.2115,3997"in": true3998},3999"ewma094__normal__w1000_r5": {4000"p": 0.5035,4001"in": true4002},4003"histvar66__empirical__w1000_r5": {4004"p": 0.5395,4005"in": true4006},4007"constvar__normal__w1000_r5": {4008"p": 0.5425,4009"in": true4010},4011"cgarch11__t__w1000_r5": {4012"p": 0.5425,4013"in": true4014},4015"cgarch11__ged__w1000_r5": {4016"p": 0.829,4017"in": true4018},4019"arch5__ged__w1000_r5": {4020"p": 0.851,4021"in": true4022},4023"cgarch11__normal__w1000_r5": {4024"p": 0.893,4025"in": true4026},4027"aparch11__skewt__w1000_r5": {4028"p": 0.9455,4029"in": true4030},4031"cgarch11__skewt__w1000_r5": {4032"p": 0.9455,4033"in": true4034},4035"egarch11__t__w1000_r5": {4036"p": 0.9455,4037"in": true4038},4039"rm2006__normal__w1000_r5": {4040"p": 0.9585,4041"in": true4042},4043"msgarch2__normal__w1000_r5": {4044"p": 0.9585,4045"in": true4046},4047"nagarch11__skewt__w1000_r5": {4048"p": 0.9585,4049"in": true4050},4051"arch5__normal__w1000_r5": {4052"p": 0.9585,4053"in": true4054},4055"aparch11__normal__w1000_r5": {4056"p": 0.9585,4057"in": true4058},4059"arch5__t__w1000_r5": {4060"p": 0.9585,4061"in": true4062},4063"nagarch11__t__w1000_r5": {4064"p": 0.9585,4065"in": true4066},4067"egarch11__normal__w1000_r5": {4068"p": 0.9585,4069"in": true4070},4071"egarch11__ged__w1000_r5": {4072"p": 0.9655,4073"in": true4074},4075"msgarch2__t__w1000_r5": {4076"p": 0.971,4077"in": true4078},4079"arch5__skewt__w1000_r5": {4080"p": 0.972,4081"in": true4082},4083"nagarch11__ged__w1000_r5": {4084"p": 0.972,4085"in": true4086},4087"gas_t11__t__w1000_r5": {4088"p": 0.9725,4089"in": true4090},4091"garch21__ged__w1000_r5": {4092"p": 0.974,4093"in": true4094},4095"qgarch11__skewt__w1000_r5": {4096"p": 0.9755,4097"in": true4098},4099"qgarch11__ged__w1000_r5": {4100"p": 0.9755,4101"in": true4102},4103"garch12__ged__w1000_r5": {4104"p": 0.979,4105"in": true4106},4107"aparch11__ged__w1000_r5": {4108"p": 0.982,4109"in": true4110},4111"garch11__ged__w1000_r5": {4112"p": 0.9825,4113"in": true4114},4115"garchm11__ged__w1000_r5": {4116"p": 0.986,4117"in": true4118},4119"qgarch11__t__w1000_r5": {4120"p": 0.988,4121"in": true4122},4123"garch12__normal__w1000_r5": {4124"p": 0.988,4125"in": true4126},4127"aparch11__t__w1000_r5": {4128"p": 0.988,4129"in": true4130},4131"garch21__normal__w1000_r5": {4132"p": 0.988,4133"in": true4134},4135"qgarch11__normal__w1000_r5": {4136"p": 0.988,4137"in": true4138},4139"egarch11__skewt__w1000_r5": {4140"p": 0.988,4141"in": true4142},4143"figarch11__t__w1000_r5": {4144"p": 0.988,4145"in": true4146},4147"garch11__normal__w1000_r5": {4148"p": 0.988,4149"in": true4150},4151"gjr11__skewt__w1000_r5": {4152"p": 0.988,4153"in": true4154},4155"gjr11__t__w1000_r5": {4156"p": 0.9905,4157"in": true4158},4159"nagarch11__normal__w1000_r5": {4160"p": 0.9905,4161"in": true4162},4163"gjr11__ged__w1000_r5": {4164"p": 0.9905,4165"in": true4166},4167"garchm11__normal__w1000_r5": {4168"p": 0.992,4169"in": true4170},4171"igarch11__normal__w1000_r5": {4172"p": 0.992,4173"in": true4174},4175"tarch11__t__w1000_r5": {4176"p": 0.992,4177"in": true4178},4179"gjr11__normal__w1000_r5": {4180"p": 0.993,4181"in": true4182},4183"garch21__t__w1000_r5": {4184"p": 0.993,4185"in": true4186},4187"avgarch11__ged__w1000_r5": {4188"p": 0.993,4189"in": true4190},4191"figarch11__ged__w1000_r5": {4192"p": 0.993,4193"in": true4194},4195"garch12__t__w1000_r5": {4196"p": 0.993,4197"in": true4198},4199"garch11__t__w1000_r5": {4200"p": 0.993,4201"in": true4202},4203"figarch11__skewt__w1000_r5": {4204"p": 0.993,4205"in": true4206},4207"tarch11__ged__w1000_r5": {4208"p": 0.993,4209"in": true4210},4211"igarch11__ged__w1000_r5": {4212"p": 0.993,4213"in": true4214},4215"garch21__skewt__w1000_r5": {4216"p": 0.993,4217"in": true4218},4219"tarch11__skewt__w1000_r5": {4220"p": 0.993,4221"in": true4222},4223"garch12__skewt__w1000_r5": {4224"p": 0.993,4225"in": true4226},4227"garchm11__t__w1000_r5": {4228"p": 0.993,4229"in": true4230},4231"garch11__skewt__w1000_r5": {4232"p": 0.993,4233"in": true4234},4235"tarch11__normal__w1000_r5": {4236"p": 0.993,4237"in": true4238},4239"igarch11__t__w1000_r5": {4240"p": 0.993,4241"in": true4242},4243"avgarch11__normal__w1000_r5": {4244"p": 0.993,4245"in": true4246},4247"garchm11__skewt__w1000_r5": {4248"p": 0.993,4249"in": true4250},4251"avgarch11__t__w1000_r5": {4252"p": 0.993,4253"in": true4254},4255"igarch11__skewt__w1000_r5": {4256"p": 0.993,4257"in": true4258},4259"avgarch11__skewt__w1000_r5": {4260"p": 0.993,4261"in": true4262},4263"figarch11__normal__w1000_r5": {4264"p": 1.0,4265"in": true4266}4267},4268"spa_A": {4269"lower": 0.32,4270"consistent": 0.904,4271"upper": 0.9215,4272"n": 27014273},4274"common_sample_B": {4275"n": 2701,4276"specs": [4277"garchx_rv11__normal__w1000_r5",4278"garchx_rv11__t__w1000_r5",4279"har_rv__empirical__w1000_r5",4280"heavy11__normal__w1000_r5",4281"heavy11__t__w1000_r5",4282"loghar_rv__empirical__w1000_r5",4283"realgarch11__normal__w1000_r5",4284"realgarch11__t__w1000_r5",4285"rm_rw__empirical__w1000_r5",4286"garch11__normal__w1000_r5"4287],4288"mean": {4289"garchx_rv11__normal__w1000_r5": 0.43431356897083145,4290"garchx_rv11__t__w1000_r5": 0.43346544772268125,4291"har_rv__empirical__w1000_r5": 177330.02403635805,4292"heavy11__normal__w1000_r5": 0.43313013336761896,4293"heavy11__t__w1000_r5": 0.4334019623977522,4294"loghar_rv__empirical__w1000_r5": 0.4416686338970029,4295"realgarch11__normal__w1000_r5": 0.4389489832467603,4296"realgarch11__t__w1000_r5": 0.7971713548148753,4297"rm_rw__empirical__w1000_r5": 1.025352538201628,4298"garch11__normal__w1000_r5": 0.422861454361163074299},4300"ratio": {4301"garchx_rv11__normal__w1000_r5": 1.027082427333013,4302"garchx_rv11__t__w1000_r5": 1.0250767556421951,4303"har_rv__empirical__w1000_r5": 419357.26751036925,4304"heavy11__normal__w1000_r5": 1.0242837905903939,4305"heavy11__t__w1000_r5": 1.0249266229586076,4306"loghar_rv__empirical__w1000_r5": 1.0444759846088425,4307"realgarch11__normal__w1000_r5": 1.0380444439181655,4308"realgarch11__t__w1000_r5": 1.885183306714962,4309"rm_rw__empirical__w1000_r5": 2.4247954681768684,4310"garch11__normal__w1000_r5": 1.04311}4312},4313"mcs_B": {4314"har_rv__empirical__w1000_r5": {4315"p": 0.6365,4316"in": true4317},4318"rm_rw__empirical__w1000_r5": {4319"p": 0.6365,4320"in": true4321},4322"realgarch11__t__w1000_r5": {4323"p": 0.6365,4324"in": true4325},4326"loghar_rv__empirical__w1000_r5": {4327"p": 0.946,4328"in": true4329},4330"realgarch11__normal__w1000_r5": {4331"p": 0.9625,4332"in": true4333},4334"garchx_rv11__normal__w1000_r5": {4335"p": 0.9625,4336"in": true4337},4338"heavy11__normal__w1000_r5": {4339"p": 0.9625,4340"in": true4341},4342"garchx_rv11__t__w1000_r5": {4343"p": 0.9625,4344"in": true4345},4346"heavy11__t__w1000_r5": {4347"p": 0.9625,4348"in": true4349},4350"garch11__normal__w1000_r5": {4351"p": 1.0,4352"in": true4353}4354},4355"spa_B": {4356"lower": 0.902,4357"consistent": 0.9975,4358"upper": 0.9995,4359"n": 27014360}4361}4362},4363"regimes": {4364"1": {4365"vol_tercile=high": {4366"aparch11__ged__w1000_r5": {4367"n": 1356,4368"ratio": 0.9390450043751353,4369"dm_p": 0.15743595961301785,4370"dm_stat": -1.41453043342932474371},4372"aparch11__normal__w1000_r5": {4373"n": 1356,4374"ratio": 0.9581030986920599,4375"dm_p": 0.2922511224294088,4376"dm_stat": -1.05360612447014054377},4378"aparch11__skewt__w1000_r5": {4379"n": 1356,4380"ratio": 0.9262598668296903,4381"dm_p": 0.08075688730719721,4382"dm_stat": -1.74761696671369874383},4384"aparch11__t__w1000_r5": {4385"n": 1356,4386"ratio": 0.9242748921574697,4387"dm_p": 0.06748644925502986,4388"dm_stat": -1.82988692405658054389},4390"arch5__ged__w1000_r5": {4391"n": 1356,4392"ratio": 1.068651991170618,4393"dm_p": 0.034542362303746646,4394"dm_stat": 2.11581723181150274395},4396"arch5__normal__w1000_r5": {4397"n": 1356,4398"ratio": 1.0699355878405254,4399"dm_p": 0.03369443863794799,4400"dm_stat": 2.12587070882661244401},4402"arch5__skewt__w1000_r5": {4403"n": 1356,4404"ratio": 1.067330502121366,4405"dm_p": 0.034363556502641585,4406"dm_stat": 2.11791954911058164407},4408"arch5__t__w1000_r5": {4409"n": 1356,4410"ratio": 1.0609562215845612,4411"dm_p": 0.051789913143981174,4412"dm_stat": 1.9465935520483444413},4414"avgarch11__ged__w1000_r5": {4415"n": 1356,4416"ratio": 1.0286914855143512,4417"dm_p": 0.2101583276621008,4418"dm_stat": 1.25372475977075444419},4420"avgarch11__normal__w1000_r5": {4421"n": 1356,4422"ratio": 1.03258075270063,4423"dm_p": 0.22694662747625782,4424"dm_stat": 1.20881029886592624425},4426"avgarch11__skewt__w1000_r5": {4427"n": 1356,4428"ratio": 1.0283687372398116,4429"dm_p": 0.20242584658339466,4430"dm_stat": 1.27528822957007074431},4432"avgarch11__t__w1000_r5": {4433"n": 1356,4434"ratio": 1.0204284139916868,4435"dm_p": 0.3372291369119329,4436"dm_stat": 0.95999472321986594437},4438"cgarch11__ged__w1000_r5": {4439"n": 1356,4440"ratio": 0.9938871918102001,4441"dm_p": 0.6872370968751973,4442"dm_stat": -0.402693692027331634443},4444"cgarch11__normal__w1000_r5": {4445"n": 1356,4446"ratio": 0.9864808965221611,4447"dm_p": 0.26573050254235664,4448"dm_stat": -1.11340848715798444449},4450"cgarch11__skewt__w1000_r5": {4451"n": 1356,4452"ratio": 1.009916951810875,4453"dm_p": 0.5910202792883501,4454"dm_stat": 0.53748589702305754455},4456"cgarch11__t__w1000_r5": {4457"n": 1356,4458"ratio": 1.0116015832455019,4459"dm_p": 0.528937419447132,4460"dm_stat": 0.62979114316451884461},4462"constvar__normal__w1000_r5": {4463"n": 1356,4464"ratio": 3.6057073781080518,4465"dm_p": 0.026150711570597528,4466"dm_stat": 2.2264086920601494467},4468"egarch11__ged__w1000_r5": {4469"n": 1356,4470"ratio": 0.9130032535505527,4471"dm_p": 0.01293575120586959,4472"dm_stat": -2.48882902380941844473},4474"egarch11__normal__w1000_r5": {4475"n": 1356,4476"ratio": 0.9376248846059034,4477"dm_p": 0.08990599082861747,4478"dm_stat": -1.6971074875408394479},4480"egarch11__skewt__w1000_r5": {4481"n": 1356,4482"ratio": 0.9026596417537565,4483"dm_p": 0.005630995291888217,4484"dm_stat": -2.7729616621292954485},4486"egarch11__t__w1000_r5": {4487"n": 1356,4488"ratio": 0.9008607390109594,4489"dm_p": 0.004618809076577376,4490"dm_stat": -2.83720519806736074491},4492"ewma094__normal__w1000_r5": {4493"n": 1356,4494"ratio": 1.2490987888744796,4495"dm_p": 1.2115441087791105e-06,4496"dm_stat": 4.8758203689650534497},4498"figarch11__ged__w1000_r5": {4499"n": 1356,4500"ratio": 0.9942664160337045,4501"dm_p": 0.6645538595535003,4502"dm_stat": -0.433729590885967634503},4504"figarch11__normal__w1000_r5": {4505"n": 1356,4506"ratio": 0.9948265130987795,4507"dm_p": 0.6481642145810889,4508"dm_stat": -0.456415715065923274509},4510"figarch11__skewt__w1000_r5": {4511"n": 1356,4512"ratio": 0.9962566075211798,4513"dm_p": 0.7905928086069398,4514"dm_stat": -0.26559335112307554515},4516"figarch11__t__w1000_r5": {4517"n": 1356,4518"ratio": 0.9907588572562006,4519"dm_p": 0.5111337762454947,4520"dm_stat": -0.65724692775840644521},4522"garch11__ged__w1000_r5": {4523"n": 1356,4524"ratio": 0.9944188732373923,4525"dm_p": 0.3970689524646668,4526"dm_stat": -0.84713593786832414527},4528"garch11__normal__w1000_r5": {4529"n": 1356,4530"ratio": 1.0,4531"dm_p": 1.0,4532"dm_stat": 0.04533},4534"garch11__skewt__w1000_r5": {4535"n": 1356,4536"ratio": 1.000131146683913,4537"dm_p": 0.9896837310636319,4538"dm_stat": 0.0129322721739014564539},4540"garch11__t__w1000_r5": {4541"n": 1356,4542"ratio": 0.9962717920847075,4543"dm_p": 0.7441632561481556,4544"dm_stat": -0.32641175024513334545},4546"garch12__ged__w1000_r5": {4547"n": 1356,4548"ratio": 0.9942751534536558,4549"dm_p": 0.3923454113638453,4550"dm_stat": -0.85564506035618584551},4552"garch12__normal__w1000_r5": {4553"n": 1356,4554"ratio": 1.003803411424449,4555"dm_p": 0.06627477979088583,4556"dm_stat": 1.8380436150793464557},4558"garch12__skewt__w1000_r5": {4559"n": 1356,4560"ratio": 1.000508705838274,4561"dm_p": 0.9604670992430251,4562"dm_stat": 0.049576601825011584563},4564"garch12__t__w1000_r5": {4565"n": 1356,4566"ratio": 0.9967780745183231,4567"dm_p": 0.78043763788554,4568"dm_stat": -0.278804195159695574569},4570"garch21__ged__w1000_r5": {4571"n": 1356,4572"ratio": 1.0050521498030436,4573"dm_p": 0.5381444202017165,4574"dm_stat": 0.61577807002481984575},4576"garch21__normal__w1000_r5": {4577"n": 1356,4578"ratio": 1.0081773490836805,4579"dm_p": 0.16731574179202013,4580"dm_stat": 1.3816213782985544581},4582"garch21__skewt__w1000_r5": {4583"n": 1356,4584"ratio": 1.0066366918678666,4585"dm_p": 0.48000645060230623,4586"dm_stat": 0.70648755517746084587},4588"garch21__t__w1000_r5": {4589"n": 1356,4590"ratio": 1.0056713355307814,4591"dm_p": 0.5906233996858775,4592"dm_stat": 0.53806085687101144593},4594"garchm11__ged__w1000_r5": {4595"n": 1356,4596"ratio": 0.9766758530329199,4597"dm_p": 0.006547825259442413,4598"dm_stat": -2.7232233873083934599},4600"garchm11__normal__w1000_r5": {4601"n": 1356,4602"ratio": 0.9841231026425808,4603"dm_p": 0.0003425280719048269,4604"dm_stat": -3.5899648260267344605},4606"garchm11__skewt__w1000_r5": {4607"n": 1356,4608"ratio": 0.9815678282037674,4609"dm_p": 0.09155131350420392,4610"dm_stat": -1.68846909862973264611},4612"garchm11__t__w1000_r5": {4613"n": 1356,4614"ratio": 0.9794272694901098,4615"dm_p": 0.12236632311199569,4616"dm_stat": -1.54588304918299474617},4618"garchx_rv11__normal__w1000_r5": {4619"n": 1356,4620"ratio": 0.9319218020824004,4621"dm_p": 0.08181849009435854,4622"dm_stat": -1.74152523734333924623},4624"garchx_rv11__t__w1000_r5": {4625"n": 1356,4626"ratio": 0.9274603815700231,4627"dm_p": 0.07656669837774621,4628"dm_stat": -1.77231649347360224629},4630"gas_t11__t__w1000_r5": {4631"n": 1356,4632"ratio": 1.0590243113627382,4633"dm_p": 0.039936134609159187,4634"dm_stat": 2.05638956486434134635},4636"gjr11__ged__w1000_r5": {4637"n": 1356,4638"ratio": 0.9098843529918733,4639"dm_p": 0.01760809359025147,4640"dm_stat": -2.37666701491672064641},4642"gjr11__normal__w1000_r5": {4643"n": 1356,4644"ratio": 0.9160686648602798,4645"dm_p": 0.014707086210589866,4646"dm_stat": -2.44264520908587064647},4648"gjr11__skewt__w1000_r5": {4649"n": 1356,4650"ratio": 0.9058107211929044,4651"dm_p": 0.015187604720969018,4652"dm_stat": -2.4309664754762964653},4654"gjr11__t__w1000_r5": {4655"n": 1356,4656"ratio": 0.9064618958506576,4657"dm_p": 0.01583955685785253,4658"dm_stat": -2.4156312722634444659},4660"har_rv__empirical__w1000_r5": {4661"n": 1356,4662"ratio": 10473197.308104392,4663"dm_p": 0.26295910425107943,4664"dm_stat": 1.11988999641795674665},4666"heavy11__normal__w1000_r5": {4667"n": 1356,4668"ratio": 0.9357502398504403,4669"dm_p": 0.10607976262955618,4670"dm_stat": -1.61714490991219374671},4672"heavy11__t__w1000_r5": {4673"n": 1356,4674"ratio": 0.9306670398721204,4675"dm_p": 0.09318924699993412,4676"dm_stat": -1.67999269959479074677},4678"histvar22__empirical__w1000_r5": {4679"n": 1356,4680"ratio": 1.3324133425122797,4681"dm_p": 8.338796723720331e-07,4682"dm_stat": 4.9503400798480254683},4684"histvar252__empirical__w1000_r5": {4685"n": 1356,4686"ratio": 2.984236014984829,4687"dm_p": 0.0009281284253217595,4688"dm_stat": 3.31877831736726544689},4690"histvar66__empirical__w1000_r5": {4691"n": 1356,4692"ratio": 1.9857702529147965,4693"dm_p": 2.7484862599785888e-05,4694"dm_stat": 4.207785391800884695},4696"igarch11__ged__w1000_r5": {4697"n": 1356,4698"ratio": 1.0033683832087406,4699"dm_p": 0.8194852949609633,4700"dm_stat": 0.228251334290843384701},4702"igarch11__normal__w1000_r5": {4703"n": 1356,4704"ratio": 1.0200522496903703,4705"dm_p": 0.0833741162870606,4706"dm_stat": 1.73271359235278994707},4708"igarch11__skewt__w1000_r5": {4709"n": 1356,4710"ratio": 1.0027114533002466,4711"dm_p": 0.8670446013488471,4712"dm_stat": 0.167445387093528524713},4714"igarch11__t__w1000_r5": {4715"n": 1356,4716"ratio": 0.9954265938260694,4717"dm_p": 0.794168389014007,4718"dm_stat": -0.26095302207362164719},4720"loghar_rv__empirical__w1000_r5": {4721"n": 1356,4722"ratio": 0.9259825531622592,4723"dm_p": 0.07055315735914956,4724"dm_stat": -1.80976865091523094725},4726"msgarch2__normal__w1000_r5": {4727"n": 1356,4728"ratio": 1.022266381735689,4729"dm_p": 0.40808596432113725,4730"dm_stat": 0.82752377620641654731},4732"msgarch2__t__w1000_r5": {4733"n": 1356,4734"ratio": 1.0506919499150513,4735"dm_p": 0.029195965904724504,4736"dm_stat": 2.183148777001614737},4738"nagarch11__ged__w1000_r5": {4739"n": 1356,4740"ratio": 0.9433484207074134,4741"dm_p": 0.22635592740876673,4742"dm_stat": -1.21034942616829544743},4744"nagarch11__normal__w1000_r5": {4745"n": 1356,4746"ratio": 0.9539896101589315,4747"dm_p": 0.3171841101146351,4748"dm_stat": -1.00063055089638624749},4750"nagarch11__skewt__w1000_r5": {4751"n": 1356,4752"ratio": 0.9287348987941081,4753"dm_p": 0.12920191898868236,4754"dm_stat": -1.51818150960785084755},4756"nagarch11__t__w1000_r5": {4757"n": 1356,4758"ratio": 0.9348913358577418,4759"dm_p": 0.1679954620519114,4760"dm_stat": -1.3794116978186474761},4762"qgarch11__ged__w1000_r5": {4763"n": 1356,4764"ratio": 0.894770873331908,4765"dm_p": 2.8908016968481238e-05,4766"dm_stat": -4.1962104075391114767},4768"qgarch11__normal__w1000_r5": {4769"n": 1356,4770"ratio": 0.9099786141462579,4771"dm_p": 0.0002738130373749052,4772"dm_stat": -3.64847661598989654773},4774"qgarch11__skewt__w1000_r5": {4775"n": 1356,4776"ratio": 0.8810733587077996,4777"dm_p": 1.922251291119337e-06,4778"dm_stat": -4.7823054167934264779},4780"qgarch11__t__w1000_r5": {4781"n": 1356,4782"ratio": 0.881865941566149,4783"dm_p": 2.6096986150264125e-06,4784"dm_stat": -4.71945596696953554785},4786"realgarch11__normal__w1000_r5": {4787"n": 1356,4788"ratio": 0.9068777881790994,4789"dm_p": 0.03180611410131323,4790"dm_stat": -2.14906273732637984791},4792"realgarch11__t__w1000_r5": {4793"n": 1356,4794"ratio": 0.9065865002989272,4795"dm_p": 0.040962325643716754,4796"dm_stat": -2.0458654614764184797},4798"rm2006__normal__w1000_r5": {4799"n": 1356,4800"ratio": 1.1944049525547193,4801"dm_p": 4.46569042848025e-05,4802"dm_stat": 4.0953035870675244803},4804"rm_rw__empirical__w1000_r5": {4805"n": 1356,4806"ratio": 1.437375499505724,4807"dm_p": 0.00027752359205900063,4808"dm_stat": 3.6449821560756874809},4810"tarch11__ged__w1000_r5": {4811"n": 1356,4812"ratio": 0.9019749424380119,4813"dm_p": 0.018172319486005933,4814"dm_stat": -2.36495889075182264815},4816"tarch11__normal__w1000_r5": {4817"n": 1356,4818"ratio": 0.9019001493707998,4819"dm_p": 0.011943885402976877,4820"dm_stat": -2.51719688392781254821},4822"tarch11__skewt__w1000_r5": {4823"n": 1356,4824"ratio": 0.905957091826791,4825"dm_p": 0.028590880275121477,4826"dm_stat": -2.19142378282891274827},4828"tarch11__t__w1000_r5": {4829"n": 1356,4830"ratio": 0.9068516212049518,4831"dm_p": 0.028876008626929333,4832"dm_stat": -2.1875058211037274833}4834},4835"vol_tercile=low": {4836"aparch11__ged__w1000_r5": {4837"n": 913,4838"ratio": 0.9594768747045007,4839"dm_p": 0.4337174911564097,4840"dm_stat": -0.78319235685602744841},4842"aparch11__normal__w1000_r5": {4843"n": 913,4844"ratio": 0.9665721926630007,4845"dm_p": 0.48833771411148824,4846"dm_stat": -0.69323639565542044847},4848"aparch11__skewt__w1000_r5": {4849"n": 913,4850"ratio": 2.127763078725229,4851"dm_p": 0.281948731017942,4852"dm_stat": 1.07658875528976824853},4854"aparch11__t__w1000_r5": {4855"n": 913,4856"ratio": 0.9481461403837634,4857"dm_p": 0.30890118120524873,4858"dm_stat": -1.01809843294986124859},4860"arch5__ged__w1000_r5": {4861"n": 913,4862"ratio": 1.0466481126883727,4863"dm_p": 0.0006316485774846165,4864"dm_stat": 3.4295645292644124865},4866"arch5__normal__w1000_r5": {4867"n": 913,4868"ratio": 1.0538218832598247,4869"dm_p": 5.675959579250708e-05,4870"dm_stat": 4.0449626387543084871},4872"arch5__skewt__w1000_r5": {4873"n": 913,4874"ratio": 1.035638275449172,4875"dm_p": 0.017248567982044574,4876"dm_stat": 2.38572821293338464877},4878"arch5__t__w1000_r5": {4879"n": 913,4880"ratio": 1.0445315540274418,4881"dm_p": 0.004069164710650206,4882"dm_stat": 2.88005312720309144883},4884"avgarch11__ged__w1000_r5": {4885"n": 913,4886"ratio": 0.9958473147021416,4887"dm_p": 0.7470663562712819,4888"dm_stat": -0.322607631082500734889},4890"avgarch11__normal__w1000_r5": {4891"n": 913,4892"ratio": 1.00372532994006,4893"dm_p": 0.7083447146187211,4894"dm_stat": 0.374197030490116044895},4896"avgarch11__skewt__w1000_r5": {4897"n": 913,4898"ratio": 0.9821501980102373,4899"dm_p": 0.2431769001174367,4900"dm_stat": -1.16783906701894544901},4902"avgarch11__t__w1000_r5": {4903"n": 913,4904"ratio": 0.9845125964322641,4905"dm_p": 0.272198951803557,4906"dm_stat": -1.09867696185583964907},4908"cgarch11__ged__w1000_r5": {4909"n": 913,4910"ratio": 0.9499163729497861,4911"dm_p": 0.002068895151869426,4912"dm_stat": -3.08903818219727144913},4914"cgarch11__normal__w1000_r5": {4915"n": 913,4916"ratio": 0.9556584856333328,4917"dm_p": 0.00029531537098219054,4918"dm_stat": -3.63341293880147064919},4920"cgarch11__skewt__w1000_r5": {4921"n": 913,4922"ratio": 0.9417439944087483,4923"dm_p": 0.005936825786174553,4924"dm_stat": -2.7577273494217094925},4926"cgarch11__t__w1000_r5": {4927"n": 913,4928"ratio": 0.942859215072793,4929"dm_p": 0.003960955725568683,4930"dm_stat": -2.88861853257322174931},4932"constvar__normal__w1000_r5": {4933"n": 913,4934"ratio": 1.9233774054088693,4935"dm_p": 1.304889235417698e-34,4936"dm_stat": 12.7985252227717124937},4938"egarch11__ged__w1000_r5": {4939"n": 913,4940"ratio": 1.063058135934051,4941"dm_p": 0.33580946525232086,4942"dm_stat": 0.96298668015443684943},4944"egarch11__normal__w1000_r5": {4945"n": 913,4946"ratio": 1.070948168637067,4947"dm_p": 0.2572717955965606,4948"dm_stat": 1.13357252612811844949},4950"egarch11__skewt__w1000_r5": {4951"n": 913,4952"ratio": 1.0487996989006032,4953"dm_p": 0.47221372822730207,4954"dm_stat": 0.7191808524967174955},4956"egarch11__t__w1000_r5": {4957"n": 913,4958"ratio": 1.0548523956531395,4959"dm_p": 0.41435800271605544,4960"dm_stat": 0.81662152736960274961},4962"ewma094__normal__w1000_r5": {4963"n": 913,4964"ratio": 1.0574581059377388,4965"dm_p": 0.38345723127936576,4966"dm_stat": 0.87196450880218454967},4968"figarch11__ged__w1000_r5": {4969"n": 913,4970"ratio": 0.9599530407988179,4971"dm_p": 0.008960789410840464,4972"dm_stat": -2.61916792560581964973},4974"figarch11__normal__w1000_r5": {4975"n": 913,4976"ratio": 0.9665851713686722,4977"dm_p": 0.013547493974762577,4978"dm_stat": -2.47385470191966044979},4980"figarch11__skewt__w1000_r5": {4981"n": 913,4982"ratio": 0.9608089840074703,4983"dm_p": 0.023909720106332816,4984"dm_stat": -2.26236031785384564985},4986"figarch11__t__w1000_r5": {4987"n": 913,4988"ratio": 0.9591040582441356,4989"dm_p": 0.007611751728315203,4990"dm_stat": -2.67477794405813144991},4992"garch11__ged__w1000_r5": {4993"n": 913,4994"ratio": 0.9889815432420522,4995"dm_p": 0.08371425124264598,4996"dm_stat": -1.73142452256903814997},4998"garch11__normal__w1000_r5": {4999"n": 913,5000"ratio": 1.0,5001"dm_p": 1.0,5002"dm_stat": 0.05003},5004"garch11__skewt__w1000_r5": {5005"n": 913,5006"ratio": 0.9771501185311707,5007"dm_p": 0.04560804405328837,5008"dm_stat": -2.0017442180596025009},5010"garch11__t__w1000_r5": {5011"n": 913,5012"ratio": 0.9801212887195154,5013"dm_p": 0.030156346041544144,5014"dm_stat": -2.17142365186722235015},5016"garch12__ged__w1000_r5": {5017"n": 913,5018"ratio": 0.9902637319263853,5019"dm_p": 0.14758846260914998,5020"dm_stat": -1.44933266860712245021},5022"garch12__normal__w1000_r5": {5023"n": 913,5024"ratio": 0.9982605205857349,5025"dm_p": 0.533248188184105,5026"dm_stat": -0.62329246455973085027},5028"garch12__skewt__w1000_r5": {5029"n": 913,5030"ratio": 0.977760864917793,5031"dm_p": 0.05272097870560079,5032"dm_stat": -1.9397264498857565033},5034"garch12__t__w1000_r5": {5035"n": 913,5036"ratio": 0.9810091928998383,5037"dm_p": 0.040732127864444787,5038"dm_stat": -2.04916008644605755039},5040"garch21__ged__w1000_r5": {5041"n": 913,5042"ratio": 0.9997297413973864,5043"dm_p": 0.9698395375664901,5044"dm_stat": -0.0378199212376253155045},5046"garch21__normal__w1000_r5": {5047"n": 913,5048"ratio": 1.0058615614370396,5049"dm_p": 0.0018133632896966242,5050"dm_stat": 3.1284094930039515051},5052"garch21__skewt__w1000_r5": {5053"n": 913,5054"ratio": 0.9900295070489316,5055"dm_p": 0.4139708174298998,5056"dm_stat": -0.8172993765087485057},5058"garch21__t__w1000_r5": {5059"n": 913,5060"ratio": 0.9923320679404741,5061"dm_p": 0.4315945134866257,5062"dm_stat": -0.78681511068560765063},5064"garchm11__ged__w1000_r5": {5065"n": 913,5066"ratio": 0.9873390373433168,5067"dm_p": 0.062284380519353234,5068"dm_stat": -1.86655577049268075069},5070"garchm11__normal__w1000_r5": {5071"n": 913,5072"ratio": 0.9986390019259329,5073"dm_p": 0.30013055434391406,5074"dm_stat": -1.03674277349422075075},5076"garchm11__skewt__w1000_r5": {5077"n": 913,5078"ratio": 0.9769462392866338,5079"dm_p": 0.03530288521106027,5080"dm_stat": -2.10800489546870165081},5082"garchm11__t__w1000_r5": {5083"n": 913,5084"ratio": 0.979688201548647,5085"dm_p": 0.024442920685893575,5086"dm_stat": -2.25384053099693435087},5088"garchx_rv11__normal__w1000_r5": {5089"n": 913,5090"ratio": 0.8431690159107199,5091"dm_p": 0.00013375507174874542,5092"dm_stat": -3.83582292594837745093},5094"garchx_rv11__t__w1000_r5": {5095"n": 913,5096"ratio": 0.8414633707689677,5097"dm_p": 0.000270616237491891,5098"dm_stat": -3.6562059721278825099},5100"gas_t11__t__w1000_r5": {5101"n": 913,5102"ratio": 0.9972232816110794,5103"dm_p": 0.8737059825781276,5104"dm_stat": -0.158997579929035885105},5106"gjr11__ged__w1000_r5": {5107"n": 913,5108"ratio": 0.997840054678063,5109"dm_p": 0.9735360906053667,5110"dm_stat": -0.0331827802539533465111},5112"gjr11__normal__w1000_r5": {5113"n": 913,5114"ratio": 1.0074886844486888,5115"dm_p": 0.9013360644487056,5116"dm_stat": 0.124008254707623215117},5118"gjr11__skewt__w1000_r5": {5119"n": 913,5120"ratio": 0.9879200864982193,5121"dm_p": 0.8626925331839082,5122"dm_stat": -0.17299653980395095123},5124"gjr11__t__w1000_r5": {5125"n": 913,5126"ratio": 0.9892761654095141,5127"dm_p": 0.8722535721712291,5128"dm_stat": -0.160841863953829855129},5130"har_rv__empirical__w1000_r5": {5131"n": 913,5132"ratio": 1.0183400402956932,5133"dm_p": 0.6084938822123165,5134"dm_stat": 0.51240182420639325135},5136"heavy11__normal__w1000_r5": {5137"n": 913,5138"ratio": 0.8445291826095769,5139"dm_p": 0.0001975030604244091,5140"dm_stat": -3.73740120142997645141},5142"heavy11__t__w1000_r5": {5143"n": 913,5144"ratio": 0.8476936771307273,5145"dm_p": 0.0005652251517915646,5146"dm_stat": -3.45999354077452555147},5148"histvar22__empirical__w1000_r5": {5149"n": 913,5150"ratio": 1.2954389429789277,5151"dm_p": 0.00814383668535113,5152"dm_stat": 2.651863380993345153},5154"histvar252__empirical__w1000_r5": {5155"n": 913,5156"ratio": 1.4624000625149822,5157"dm_p": 9.874162819254804e-07,5158"dm_stat": 4.9278063404918145159},5160"histvar66__empirical__w1000_r5": {5161"n": 913,5162"ratio": 1.2114755821043501,5163"dm_p": 0.028130137076675547,5164"dm_stat": 2.19897478397811555165},5166"igarch11__ged__w1000_r5": {5167"n": 913,5168"ratio": 0.9905232636258239,5169"dm_p": 0.5040284273070854,5170"dm_stat": -0.66842978289491225171},5172"igarch11__normal__w1000_r5": {5173"n": 913,5174"ratio": 0.9955709430531947,5175"dm_p": 0.7133995656496299,5176"dm_stat": -0.367408509776660345177},5178"igarch11__skewt__w1000_r5": {5179"n": 913,5180"ratio": 0.989301670560262,5181"dm_p": 0.5095787841718528,5182"dm_stat": -0.65975320986772615183},5184"igarch11__t__w1000_r5": {5185"n": 913,5186"ratio": 0.9891742061033262,5187"dm_p": 0.46736362810165716,5188"dm_stat": -0.72707985505419485189},5190"loghar_rv__empirical__w1000_r5": {5191"n": 913,5192"ratio": 0.7984087810783523,5193"dm_p": 9.953232499949444e-07,5194"dm_stat": -4.9262057103000635195},5196"msgarch2__normal__w1000_r5": {5197"n": 913,5198"ratio": 0.9842706694624654,5199"dm_p": 0.1540449198902903,5200"dm_stat": -1.42657413286829285201},5202"msgarch2__t__w1000_r5": {5203"n": 913,5204"ratio": 0.9501721904083581,5205"dm_p": 0.023199965933218134,5206"dm_stat": -2.27396103480341255207},5208"nagarch11__ged__w1000_r5": {5209"n": 913,5210"ratio": 1.0204919614960049,5211"dm_p": 0.775928265524247,5212"dm_stat": 0.284713523555293345213},5214"nagarch11__normal__w1000_r5": {5215"n": 913,5216"ratio": 1.0173898915225883,5217"dm_p": 0.7982687727484014,5218"dm_stat": 0.25566292771043925219},5220"nagarch11__skewt__w1000_r5": {5221"n": 913,5222"ratio": 1.0051532536074903,5223"dm_p": 0.9443950463178661,5224"dm_stat": 0.06976619725801845225},5226"nagarch11__t__w1000_r5": {5227"n": 913,5228"ratio": 1.0176682137216861,5229"dm_p": 0.811361162591577,5230"dm_stat": 0.23873957426015235231},5232"qgarch11__ged__w1000_r5": {5233"n": 913,5234"ratio": 0.989222126924631,5235"dm_p": 0.8540552139238264,5236"dm_stat": -0.1839989079437255237},5238"qgarch11__normal__w1000_r5": {5239"n": 913,5240"ratio": 0.9935286472724407,5241"dm_p": 0.9104963326728016,5242"dm_stat": -0.112443723751541075243},5244"qgarch11__skewt__w1000_r5": {5245"n": 913,5246"ratio": 0.96830513442891,5247"dm_p": 0.5689581258125406,5248"dm_stat": -0.56979344420274045249},5250"qgarch11__t__w1000_r5": {5251"n": 913,5252"ratio": 0.9781714504456156,5253"dm_p": 0.7068870875264347,5254"dm_stat": -0.37615777886308095255},5256"realgarch11__normal__w1000_r5": {5257"n": 913,5258"ratio": 0.8379633419614448,5259"dm_p": 4.5444138331405366e-05,5260"dm_stat": -4.0976922795199775261},5262"realgarch11__t__w1000_r5": {5263"n": 913,5264"ratio": 0.8392774982537954,5265"dm_p": 6.361453532287582e-05,5266"dm_stat": -4.0176896292919735267},5268"rm2006__normal__w1000_r5": {5269"n": 913,5270"ratio": 0.9958885719231356,5271"dm_p": 0.9097201678960245,5272"dm_stat": -0.113423000486395845273},5274"rm_rw__empirical__w1000_r5": {5275"n": 913,5276"ratio": 1.2085033080904106,5277"dm_p": 0.004711151144720463,5278"dm_stat": 2.83312622952737765279},5280"tarch11__ged__w1000_r5": {5281"n": 913,5282"ratio": 0.9567948847698718,5283"dm_p": 0.47508709828494644,5284"dm_stat": -0.71452232745716625285},5286"tarch11__normal__w1000_r5": {5287"n": 913,5288"ratio": 0.9568175723690212,5289"dm_p": 0.44848864534030464,5290"dm_stat": -0.7582643445801875291},5292"tarch11__skewt__w1000_r5": {5293"n": 913,5294"ratio": 0.9480646887602855,5295"dm_p": 0.4112623723529874,5296"dm_stat": -0.82205163025732055297},5298"tarch11__t__w1000_r5": {5299"n": 913,5300"ratio": 0.9537357428701302,5301"dm_p": 0.4570872754404001,5302"dm_stat": -0.74396831365582575303}5304},5305"vol_tercile=mid": {5306"aparch11__ged__w1000_r5": {5307"n": 453,5308"ratio": 0.9685073755084224,5309"dm_p": 0.6899577434327535,5310"dm_stat": -0.3991682746804745311},5312"aparch11__normal__w1000_r5": {5313"n": 453,5314"ratio": 0.9651063706254427,5315"dm_p": 0.6181550688281686,5316"dm_stat": -0.498811181982682765317},5318"aparch11__skewt__w1000_r5": {5319"n": 453,5320"ratio": 0.970395539982115,5321"dm_p": 0.7432301183476419,5322"dm_stat": -0.327779551316678745323},5324"aparch11__t__w1000_r5": {5325"n": 453,5326"ratio": 0.976432965481396,5327"dm_p": 0.7925433597944177,5328"dm_stat": -0.263164954273839465329},5330"arch5__ged__w1000_r5": {5331"n": 453,5332"ratio": 1.0575904432547396,5333"dm_p": 0.04989735448915788,5334"dm_stat": 1.96611122419914365335},5336"arch5__normal__w1000_r5": {5337"n": 453,5338"ratio": 1.0423973609335222,5339"dm_p": 0.12200267107167219,5340"dm_stat": 1.54932832753844355341},5342"arch5__skewt__w1000_r5": {5343"n": 453,5344"ratio": 1.052608675373511,5345"dm_p": 0.06619686859611645,5346"dm_stat": 1.84154422095952965347},5348"arch5__t__w1000_r5": {5349"n": 453,5350"ratio": 1.0596540377260038,5351"dm_p": 0.030005100897488337,5352"dm_stat": 2.17689615578743075353},5354"avgarch11__ged__w1000_r5": {5355"n": 453,5356"ratio": 1.0202787953763206,5357"dm_p": 0.1277607836051157,5358"dm_stat": 1.52579313012055875359},5360"avgarch11__normal__w1000_r5": {5361"n": 453,5362"ratio": 1.0098465704207151,5363"dm_p": 0.5489629326491727,5364"dm_stat": 0.59976569811244155365},5366"avgarch11__skewt__w1000_r5": {5367"n": 453,5368"ratio": 1.0116003825719437,5369"dm_p": 0.4472283473900002,5370"dm_stat": 0.76070765076681875371},5372"avgarch11__t__w1000_r5": {5373"n": 453,5374"ratio": 1.0187722497477085,5375"dm_p": 0.24492160482743563,5376"dm_stat": 1.16428768809358935377},5378"cgarch11__ged__w1000_r5": {5379"n": 453,5380"ratio": 1.0196492121897596,5381"dm_p": 0.3317459263232296,5382"dm_stat": 0.97164686281549745383},5384"cgarch11__normal__w1000_r5": {5385"n": 453,5386"ratio": 1.0060414360435217,5387"dm_p": 0.6844920382138932,5388"dm_stat": 0.406603009475046355389},5390"cgarch11__skewt__w1000_r5": {5391"n": 453,5392"ratio": 1.0149244183125699,5393"dm_p": 0.5247084522715795,5394"dm_stat": 0.63659880667014275395},5396"cgarch11__t__w1000_r5": {5397"n": 453,5398"ratio": 1.0246729561831704,5399"dm_p": 0.2591972123417363,5400"dm_stat": 1.12971091179528775401},5402"constvar__normal__w1000_r5": {5403"n": 453,5404"ratio": 1.7954334602954671,5405"dm_p": 3.3782439472507124e-19,5406"dm_stat": 9.3735525886841455407},5408"egarch11__ged__w1000_r5": {5409"n": 453,5410"ratio": 0.9807716046799982,5411"dm_p": 0.7749659927102317,5412"dm_stat": -0.28605638320168075413},5414"egarch11__normal__w1000_r5": {5415"n": 453,5416"ratio": 0.9689869309373448,5417"dm_p": 0.5966630796117858,5418"dm_stat": -0.52958013147138195419},5420"egarch11__skewt__w1000_r5": {5421"n": 453,5422"ratio": 0.9824215726570609,5423"dm_p": 0.8069304488749481,5424"dm_stat": -0.244531145329013325425},5426"egarch11__t__w1000_r5": {5427"n": 453,5428"ratio": 0.9785012425719442,5429"dm_p": 0.7658926108191509,5430"dm_stat": -0.29793114578400485431},5432"ewma094__normal__w1000_r5": {5433"n": 453,5434"ratio": 1.1218016874804941,5435"dm_p": 0.016117688386501513,5436"dm_stat": 2.41530871436033135437},5438"figarch11__ged__w1000_r5": {5439"n": 453,5440"ratio": 1.0184121880245454,5441"dm_p": 0.3056390695295074,5442"dm_stat": 1.02557801866567755443},5444"figarch11__normal__w1000_r5": {5445"n": 453,5446"ratio": 1.0119833995689131,5447"dm_p": 0.5814846884002589,5448"dm_stat": 0.55161509377897195449},5450"figarch11__skewt__w1000_r5": {5451"n": 453,5452"ratio": 1.0125389815157542,5453"dm_p": 0.5092753573654412,5454"dm_stat": 0.66049083540603565455},5456"figarch11__t__w1000_r5": {5457"n": 453,5458"ratio": 1.018795897055041,5459"dm_p": 0.3050925155034608,5460"dm_stat": 1.02673900985783285461},5462"garch11__ged__w1000_r5": {5463"n": 453,5464"ratio": 1.0070002504458875,5465"dm_p": 0.46185960366735945,5466"dm_stat": 0.73641597776839645467},5468"garch11__normal__w1000_r5": {5469"n": 453,5470"ratio": 1.0,5471"dm_p": 1.0,5472"dm_stat": 0.05473},5474"garch11__skewt__w1000_r5": {5475"n": 453,5476"ratio": 0.9958063193038909,5477"dm_p": 0.6898770024395298,5478"dm_stat": -0.39927794103750435479},5480"garch11__t__w1000_r5": {5481"n": 453,5482"ratio": 0.9988397412350558,5483"dm_p": 0.8785117216883267,5484"dm_stat": -0.152942689596589635485},5486"garch12__ged__w1000_r5": {5487"n": 453,5488"ratio": 1.0118802663375126,5489"dm_p": 0.26088390566562586,5490"dm_stat": 1.12571411205864225491},5492"garch12__normal__w1000_r5": {5493"n": 453,5494"ratio": 1.0019808715350833,5495"dm_p": 0.8534768888524713,5496"dm_stat": 0.18478967536896545497},5498"garch12__skewt__w1000_r5": {5499"n": 453,5500"ratio": 1.0017267359538071,5501"dm_p": 0.8760359554081018,5502"dm_stat": 0.15608468520399015503},5504"garch12__t__w1000_r5": {5505"n": 453,5506"ratio": 1.005289636143122,5507"dm_p": 0.5005476990882973,5508"dm_stat": 0.67417027095673595509},5510"garch21__ged__w1000_r5": {5511"n": 453,5512"ratio": 1.0182825086583498,5513"dm_p": 0.17189774840076952,5514"dm_stat": 1.36830062685164045515},5516"garch21__normal__w1000_r5": {5517"n": 453,5518"ratio": 1.0076398000438689,5519"dm_p": 0.010384406353432846,5520"dm_stat": 2.5735284870622985521},5522"garch21__skewt__w1000_r5": {5523"n": 453,5524"ratio": 1.0095514750125882,5525"dm_p": 0.5392638014924692,5526"dm_stat": 0.61439449438783345527},5528"garch21__t__w1000_r5": {5529"n": 453,5530"ratio": 1.0102805252997649,5531"dm_p": 0.31174141160357505,5532"dm_stat": 1.01270807126853775533},5534"garchm11__ged__w1000_r5": {5535"n": 453,5536"ratio": 1.0060533738266713,5537"dm_p": 0.6060073656615551,5538"dm_stat": 0.5161423815875325539},5540"garchm11__normal__w1000_r5": {5541"n": 453,5542"ratio": 0.9974666370986032,5543"dm_p": 0.2416023503681212,5544"dm_stat": -1.17252893557520025545},5546"garchm11__skewt__w1000_r5": {5547"n": 453,5548"ratio": 0.992821791772917,5549"dm_p": 0.5475058414441138,5550"dm_stat": -0.60195510454006515551},5552"garchm11__t__w1000_r5": {5553"n": 453,5554"ratio": 0.9963013082023671,5555"dm_p": 0.6405152772507698,5556"dm_stat": -0.46729324491729275557},5558"garchx_rv11__normal__w1000_r5": {5559"n": 453,5560"ratio": 0.892683429894778,5561"dm_p": 0.028554369692415208,5562"dm_stat": -2.1966236637355355563},5564"garchx_rv11__t__w1000_r5": {5565"n": 453,5566"ratio": 0.8850913332043994,5567"dm_p": 0.023108103843340028,5568"dm_stat": -2.27940814581953655569},5570"gas_t11__t__w1000_r5": {5571"n": 453,5572"ratio": 1.0261425869212497,5573"dm_p": 0.12486335384152299,5574"dm_stat": 1.53752969257878965575},5576"gjr11__ged__w1000_r5": {5577"n": 453,5578"ratio": 0.9622614473346048,5579"dm_p": 0.4338023049391429,5580"dm_stat": -0.78340040429825735581},5582"gjr11__normal__w1000_r5": {5583"n": 453,5584"ratio": 0.9480428542734511,5585"dm_p": 0.18745485040652246,5586"dm_stat": -1.3201446879266975587},5588"gjr11__skewt__w1000_r5": {5589"n": 453,5590"ratio": 0.9618860572174313,5591"dm_p": 0.5080567213201547,5592"dm_stat": -0.66239340909732035593},5594"gjr11__t__w1000_r5": {5595"n": 453,5596"ratio": 0.9624796220199848,5597"dm_p": 0.5106386956209824,5598"dm_stat": -0.65836518087340555599},5600"har_rv__empirical__w1000_r5": {5601"n": 453,5602"ratio": 0.9853908569134344,5603"dm_p": 0.7007282920184085,5604"dm_stat": -0.384581618119093475605},5606"heavy11__normal__w1000_r5": {5607"n": 453,5608"ratio": 0.8977403128686703,5609"dm_p": 0.041924079213730384,5610"dm_stat": -2.0400704063765955611},5612"heavy11__t__w1000_r5": {5613"n": 453,5614"ratio": 0.887501885026287,5615"dm_p": 0.028958862592501272,5616"dm_stat": -2.19103779891979985617},5618"histvar22__empirical__w1000_r5": {5619"n": 453,5620"ratio": 1.2493965002064484,5621"dm_p": 0.009995199483175154,5622"dm_stat": 2.58691795960033355623},5624"histvar252__empirical__w1000_r5": {5625"n": 453,5626"ratio": 1.7218699475430563,5627"dm_p": 1.734746457211069e-12,5628"dm_stat": 7.2571858052301565629},5630"histvar66__empirical__w1000_r5": {5631"n": 453,5632"ratio": 1.476528666862891,5633"dm_p": 1.2291183494729785e-05,5634"dm_stat": 4.421488581059675635},5636"igarch11__ged__w1000_r5": {5637"n": 453,5638"ratio": 1.0264022734380847,5639"dm_p": 0.06826029523438493,5640"dm_stat": 1.8276559184759315641},5642"igarch11__normal__w1000_r5": {5643"n": 453,5644"ratio": 1.022647071922575,5645"dm_p": 0.2836476116900265,5646"dm_stat": 1.07343747369915545647},5648"igarch11__skewt__w1000_r5": {5649"n": 453,5650"ratio": 1.0204507578284996,5651"dm_p": 0.1999760945736755,5652"dm_stat": 1.28349567187410175653},5654"igarch11__t__w1000_r5": {5655"n": 453,5656"ratio": 1.0278474691732993,5657"dm_p": 0.0998450433113959,5658"dm_stat": 1.64898725594151495659},5660"loghar_rv__empirical__w1000_r5": {5661"n": 453,5662"ratio": 0.8368401861390758,5663"dm_p": 0.00047925421274598275,5664"dm_stat": -3.51774502933554525665},5666"msgarch2__normal__w1000_r5": {5667"n": 453,5668"ratio": 1.008913684342863,5669"dm_p": 0.6839108160822548,5670"dm_stat": 0.40739493677629395671},5672"msgarch2__t__w1000_r5": {5673"n": 453,5674"ratio": 1.0291905260020715,5675"dm_p": 0.34120794187543707,5676"dm_stat": 0.95278559311136615677},5678"nagarch11__ged__w1000_r5": {5679"n": 453,5680"ratio": 0.9804929596026756,5681"dm_p": 0.7686125687920546,5682"dm_stat": -0.29436706468963495683},5684"nagarch11__normal__w1000_r5": {5685"n": 453,5686"ratio": 0.9755077173089693,5687"dm_p": 0.6863030039969242,5688"dm_stat": -0.404137165306291735689},5690"nagarch11__skewt__w1000_r5": {5691"n": 453,5692"ratio": 0.9898423399405938,5693"dm_p": 0.8879534311440742,5694"dm_stat": -0.1409738167863645695},5696"nagarch11__t__w1000_r5": {5697"n": 453,5698"ratio": 0.9833073301854864,5699"dm_p": 0.8161328532390508,5700"dm_stat": -0.23265728267719515701},5702"qgarch11__ged__w1000_r5": {5703"n": 453,5704"ratio": 0.9725846153137158,5705"dm_p": 0.6151980729688229,5706"dm_stat": -0.50301594828496115707},5708"qgarch11__normal__w1000_r5": {5709"n": 453,5710"ratio": 0.974844207643062,5711"dm_p": 0.6459072657218805,5712"dm_stat": -0.459763193736680065713},5714"qgarch11__skewt__w1000_r5": {5715"n": 453,5716"ratio": 0.9580511258211402,5717"dm_p": 0.44282565099443466,5718"dm_stat": -0.76810542006768625719},5720"qgarch11__t__w1000_r5": {5721"n": 453,5722"ratio": 0.9583781354711094,5723"dm_p": 0.440694601446453,5724"dm_stat": -0.77170132607706515725},5726"realgarch11__normal__w1000_r5": {5727"n": 453,5728"ratio": 0.8609840600125113,5729"dm_p": 0.005503050128013961,5730"dm_stat": -2.78943777628457175731},5732"realgarch11__t__w1000_r5": {5733"n": 453,5734"ratio": 0.8621320115762339,5735"dm_p": 0.007017659982084414,5736"dm_stat": -2.70838746071184035737},5738"rm2006__normal__w1000_r5": {5739"n": 453,5740"ratio": 1.1593501783658768,5741"dm_p": 0.00032410027367528823,5742"dm_stat": 3.62311794533154655743},5744"rm_rw__empirical__w1000_r5": {5745"n": 453,5746"ratio": 1.1990649950876362,5747"dm_p": 0.03926025983018294,5748"dm_stat": 2.06745107989083145749},5750"tarch11__ged__w1000_r5": {5751"n": 453,5752"ratio": 0.9634606437497177,5753"dm_p": 0.6332733547096968,5754"dm_stat": -0.47744880081691185755},5756"tarch11__normal__w1000_r5": {5757"n": 453,5758"ratio": 0.9490060706655981,5759"dm_p": 0.4072647129597828,5760"dm_stat": -0.82949057771488575761},5762"tarch11__skewt__w1000_r5": {5763"n": 453,5764"ratio": 0.966667906264605,5765"dm_p": 0.7046772350096279,5766"dm_stat": -0.379254163301142875767},5768"tarch11__t__w1000_r5": {5769"n": 453,5770"ratio": 0.9730402957593363,5771"dm_p": 0.7600319876452962,5772"dm_stat": -0.305623551435994965773}5774},5775"vol_tercile66=high": {5776"aparch11__ged__w1000_r5": {5777"n": 1449,5778"ratio": 0.9719983512827914,5779"dm_p": 0.566830290154498,5780"dm_stat": -0.57285725372069425781},5782"aparch11__normal__w1000_r5": {5783"n": 1449,5784"ratio": 0.9784034606234339,5785"dm_p": 0.6359689670538047,5786"dm_stat": -0.47344237953427345787},5788"aparch11__skewt__w1000_r5": {5789"n": 1449,5790"ratio": 0.9640027695942173,5791"dm_p": 0.47648798001829706,5792"dm_stat": -0.71214780213976085793},5794"aparch11__t__w1000_r5": {5795"n": 1449,5796"ratio": 0.9660919702567224,5797"dm_p": 0.4938001151112083,5798"dm_stat": -0.68445074105624485799},5800"arch5__ged__w1000_r5": {5801"n": 1449,5802"ratio": 1.0804006102897967,5803"dm_p": 0.0068179880926434455,5804"dm_stat": 2.70949788918762075805},5806"arch5__normal__w1000_r5": {5807"n": 1449,5808"ratio": 1.0773594187517417,5809"dm_p": 0.010322586667271774,5810"dm_stat": 2.56819169582563065811},5812"arch5__skewt__w1000_r5": {5813"n": 1449,5814"ratio": 1.080706145454492,5815"dm_p": 0.005772256681569129,5816"dm_stat": 2.76455960951957555817},5818"arch5__t__w1000_r5": {5819"n": 1449,5820"ratio": 1.0761190650709886,5821"dm_p": 0.00795616645480794,5822"dm_stat": 2.6576146268260395823},5824"avgarch11__ged__w1000_r5": {5825"n": 1449,5826"ratio": 1.0322869954493714,5827"dm_p": 0.11923859213466187,5828"dm_stat": 1.55889990918554445829},5830"avgarch11__normal__w1000_r5": {5831"n": 1449,5832"ratio": 1.034263721414307,5833"dm_p": 0.17629451436651913,5834"dm_stat": 1.35291334070064755835},5836"avgarch11__skewt__w1000_r5": {5837"n": 1449,5838"ratio": 1.0302439781379877,5839"dm_p": 0.1346082545179365,5840"dm_stat": 1.49701128938442985841},5842"avgarch11__t__w1000_r5": {5843"n": 1449,5844"ratio": 1.025982884685837,5845"dm_p": 0.17301100184650112,5846"dm_stat": 1.36326479027291165847},5848"cgarch11__ged__w1000_r5": {5849"n": 1449,5850"ratio": 0.988412690373196,5851"dm_p": 0.4505140039576812,5852"dm_stat": -0.75476288148088645853},5854"cgarch11__normal__w1000_r5": {5855"n": 1449,5856"ratio": 0.9799995955850721,5857"dm_p": 0.11814219001883497,5858"dm_stat": -1.56354831093773225859},5860"cgarch11__skewt__w1000_r5": {5861"n": 1449,5862"ratio": 1.0025434506900404,5863"dm_p": 0.894926909369472,5864"dm_stat": 0.132095750263477425865},5866"cgarch11__t__w1000_r5": {5867"n": 1449,5868"ratio": 1.0067555682607368,5869"dm_p": 0.7217580586673953,5870"dm_stat": 0.35617946257217285871},5872"constvar__normal__w1000_r5": {5873"n": 1449,5874"ratio": 3.4159198934391353,5875"dm_p": 0.028362019835517623,5876"dm_stat": 2.19444188415537635877},5878"egarch11__ged__w1000_r5": {5879"n": 1449,5880"ratio": 0.9383461101192481,5881"dm_p": 0.12212338138447401,5882"dm_stat": -1.54682742037240025883},5884"egarch11__normal__w1000_r5": {5885"n": 1449,5886"ratio": 0.9508273858554894,5887"dm_p": 0.2034201118980205,5888"dm_stat": -1.27244282614396555889},5890"egarch11__skewt__w1000_r5": {5891"n": 1449,5892"ratio": 0.9309656919592267,5893"dm_p": 0.08866250297222672,5894"dm_stat": -1.70364229055615065895},5896"egarch11__t__w1000_r5": {5897"n": 1449,5898"ratio": 0.9314992494822002,5899"dm_p": 0.0894904867368124,5900"dm_stat": -1.6992308662519435901},5902"ewma094__normal__w1000_r5": {5903"n": 1449,5904"ratio": 1.209696063180462,5905"dm_p": 2.7135453394697486e-06,5906"dm_stat": 4.7100922543689165907},5908"figarch11__ged__w1000_r5": {5909"n": 1449,5910"ratio": 0.9969452613636423,5911"dm_p": 0.825277708103115,5912"dm_stat": -0.220802034600089135913},5914"figarch11__normal__w1000_r5": {5915"n": 1449,5916"ratio": 0.9986410622487494,5917"dm_p": 0.9139686992256417,5918"dm_stat": -0.108052900319887935919},5920"figarch11__skewt__w1000_r5": {5921"n": 1449,5922"ratio": 0.9978616110567596,5923"dm_p": 0.8845673467678641,5924"dm_stat": -0.145207381975697745925},5926"figarch11__t__w1000_r5": {5927"n": 1449,5928"ratio": 0.9954464891037151,5929"dm_p": 0.7539909338601608,5930"dm_stat": -0.31344080017786935931},5932"garch11__ged__w1000_r5": {5933"n": 1449,5934"ratio": 0.9992749899880498,5935"dm_p": 0.9031824717416891,5936"dm_stat": -0.121663412342246855937},5938"garch11__normal__w1000_r5": {5939"n": 1449,5940"ratio": 1.0,5941"dm_p": 1.0,5942"dm_stat": 0.05943},5944"garch11__skewt__w1000_r5": {5945"n": 1449,5946"ratio": 1.0031781870231744,5947"dm_p": 0.7472569646374645,5948"dm_stat": 0.322319798770535855949},5950"garch11__t__w1000_r5": {5951"n": 1449,5952"ratio": 1.0018078875539929,5953"dm_p": 0.8623363243567496,5954"dm_stat": 0.173431732732771525955},5956"garch12__ged__w1000_r5": {5957"n": 1449,5958"ratio": 0.9987319375970086,5959"dm_p": 0.8331751181480496,5960"dm_stat": -0.210669114238999985961},5962"garch12__normal__w1000_r5": {5963"n": 1449,5964"ratio": 1.0031247655278162,5965"dm_p": 0.16370842988333467,5966"dm_stat": 1.3934141483389895967},5968"garch12__skewt__w1000_r5": {5969"n": 1449,5970"ratio": 1.0042870275587281,5971"dm_p": 0.6693025868455873,5972"dm_stat": 0.42719256825509575973},5974"garch12__t__w1000_r5": {5975"n": 1449,5976"ratio": 1.003096367260061,5977"dm_p": 0.7701379687086942,5978"dm_stat": 0.292249193289081675979},5980"garch21__ged__w1000_r5": {5981"n": 1449,5982"ratio": 1.011626731764343,5983"dm_p": 0.1299444385878776,5984"dm_stat": 1.51518252184903625985},5986"garch21__normal__w1000_r5": {5987"n": 1449,5988"ratio": 1.009647627027685,5989"dm_p": 0.08828614162234782,5990"dm_stat": 1.7056585037548375991},5992"garch21__skewt__w1000_r5": {5993"n": 1449,5994"ratio": 1.0120362758802832,5995"dm_p": 0.1993953257083932,5996"dm_stat": 1.2838629045480855997},5998"garch21__t__w1000_r5": {5999"n": 1449,6000"ratio": 1.012744606348851,6001"dm_p": 0.19193808226438513,6002"dm_stat": 1.30547633980510646003},6004"garchm11__ged__w1000_r5": {6005"n": 1449,6006"ratio": 0.9850328519647623,6007"dm_p": 0.06302070304138568,6008"dm_stat": -1.8604767421115526009},6010"garchm11__normal__w1000_r5": {6011"n": 1449,6012"ratio": 0.9871789967093687,6013"dm_p": 0.0016555904201349288,6014"dm_stat": -3.151859873193146015},6016"garchm11__skewt__w1000_r5": {6017"n": 1449,6018"ratio": 0.9875739834411174,6019"dm_p": 0.24767039903580523,6020"dm_stat": -1.15649281455360626021},6022"garchm11__t__w1000_r5": {6023"n": 1449,6024"ratio": 0.9878436014134894,6025"dm_p": 0.3246150190420505,6026"dm_stat": -0.98535361520219876027},6028"garchx_rv11__normal__w1000_r5": {6029"n": 1449,6030"ratio": 0.9168837058566777,6031"dm_p": 0.019136786552572244,6032"dm_stat": -2.3454832208231896033},6034"garchx_rv11__t__w1000_r5": {6035"n": 1449,6036"ratio": 0.9106983117065351,6037"dm_p": 0.013963140225736453,6038"dm_stat": -2.4612027637261076039},6040"gas_t11__t__w1000_r5": {6041"n": 1449,6042"ratio": 1.0526353584491288,6043"dm_p": 0.025256433006072342,6044"dm_stat": 2.23978035132316446045},6046"gjr11__ged__w1000_r5": {6047"n": 1449,6048"ratio": 0.9261958266743997,6049"dm_p": 0.05558499198769426,6050"dm_stat": -1.91581811612797246051},6052"gjr11__normal__w1000_r5": {6053"n": 1449,6054"ratio": 0.9221764796559835,6055"dm_p": 0.023926174627273783,6056"dm_stat": -2.26069344605693976057},6058"gjr11__skewt__w1000_r5": {6059"n": 1449,6060"ratio": 0.9248291721754687,6061"dm_p": 0.06378914823494132,6062"dm_stat": -1.8550714724513966063},6064"gjr11__t__w1000_r5": {6065"n": 1449,6066"ratio": 0.9269555443705956,6067"dm_p": 0.06849160969482565,6068"dm_stat": -1.82311808238189476069},6070"har_rv__empirical__w1000_r5": {6071"n": 1449,6072"ratio": 9953955.409535859,6073"dm_p": 0.26304883804287393,6074"dm_stat": 1.11964949742600586075},6076"heavy11__normal__w1000_r5": {6077"n": 1449,6078"ratio": 0.9213945557882799,6079"dm_p": 0.030161159949386007,6080"dm_stat": -2.17010308870616966081},6082"heavy11__t__w1000_r5": {6083"n": 1449,6084"ratio": 0.9139543243658665,6085"dm_p": 0.019237863174891505,6086"dm_stat": -2.34351109604837276087},6088"histvar22__empirical__w1000_r5": {6089"n": 1449,6090"ratio": 1.2674821222098276,6091"dm_p": 2.245195563214577e-05,6092"dm_stat": 4.252921248814886093},6094"histvar252__empirical__w1000_r5": {6095"n": 1449,6096"ratio": 2.7758284542946075,6097"dm_p": 0.0010819490002367106,6098"dm_stat": 3.27490576343889346099},6100"histvar66__empirical__w1000_r5": {6101"n": 1449,6102"ratio": 1.8499562104191982,6103"dm_p": 1.800828145235026e-05,6104"dm_stat": 4.30265202548522656105},6106"igarch11__ged__w1000_r5": {6107"n": 1449,6108"ratio": 1.0147760922386726,6109"dm_p": 0.28264974197751896,6110"dm_stat": 1.07478570143081266111},6112"igarch11__normal__w1000_r5": {6113"n": 1449,6114"ratio": 1.0268433701220308,6115"dm_p": 0.015116716080193698,6116"dm_stat": 2.43246951126736556117},6118"igarch11__skewt__w1000_r5": {6119"n": 1449,6120"ratio": 1.011360035591804,6121"dm_p": 0.4630377096926876,6122"dm_stat": 0.73404900823410536123},6124"igarch11__t__w1000_r5": {6125"n": 1449,6126"ratio": 1.0074072036072235,6127"dm_p": 0.644906931111985,6128"dm_stat": 0.460945497848082146129},6130"loghar_rv__empirical__w1000_r5": {6131"n": 1449,6132"ratio": 0.8854462465678401,6133"dm_p": 0.0008669324057939192,6134"dm_stat": -3.33745648518093056135},6136"msgarch2__normal__w1000_r5": {6137"n": 1449,6138"ratio": 1.024260503030882,6139"dm_p": 0.3316152763548407,6140"dm_stat": 0.97119119484898436141},6142"msgarch2__t__w1000_r5": {6143"n": 1449,6144"ratio": 1.0264953474689633,6145"dm_p": 0.1889887962470753,6146"dm_stat": 1.3141948095684286147},6148"nagarch11__ged__w1000_r5": {6149"n": 1449,6150"ratio": 0.9800851211134568,6151"dm_p": 0.6869548750089056,6152"dm_stat": -0.40307184782142276153},6154"nagarch11__normal__w1000_r5": {6155"n": 1449,6156"ratio": 0.9831326942107191,6157"dm_p": 0.7265643733354287,6158"dm_stat": -0.34976707602309916159},6160"nagarch11__skewt__w1000_r5": {6161"n": 1449,6162"ratio": 0.9738998912893624,6163"dm_p": 0.6101906490535001,6164"dm_stat": -0.50991224967023346165},6166"nagarch11__t__w1000_r5": {6167"n": 1449,6168"ratio": 0.9770466015039299,6169"dm_p": 0.6493514647117069,6170"dm_stat": -0.45475807211967096171},6172"qgarch11__ged__w1000_r5": {6173"n": 1449,6174"ratio": 0.9204111391290009,6175"dm_p": 0.005487262228500964,6176"dm_stat": -2.78112655462112156177},6178"qgarch11__normal__w1000_r5": {6179"n": 1449,6180"ratio": 0.9313796956520614,6181"dm_p": 0.01689477152229732,6182"dm_stat": -2.3917593589378146183},6184"qgarch11__skewt__w1000_r5": {6185"n": 1449,6186"ratio": 0.907131991765932,6187"dm_p": 0.0010800228908503598,6188"dm_stat": -3.275412870720746189},6190"qgarch11__t__w1000_r5": {6191"n": 1449,6192"ratio": 0.908636938702555,6193"dm_p": 0.0010648021563113717,6194"dm_stat": -3.2794499104800186195},6196"realgarch11__normal__w1000_r5": {6197"n": 1449,6198"ratio": 0.8773591215275127,6199"dm_p": 0.0003121734296381567,6200"dm_stat": -3.61371302840981826201},6202"realgarch11__t__w1000_r5": {6203"n": 1449,6204"ratio": 0.8768196727204125,6205"dm_p": 0.0004760215687052244,6206"dm_stat": -3.50188215659726736207},6208"rm2006__normal__w1000_r5": {6209"n": 1449,6210"ratio": 1.1956589099945196,6211"dm_p": 1.433710110880943e-05,6212"dm_stat": 4.3535283605533736213},6214"rm_rw__empirical__w1000_r5": {6215"n": 1449,6216"ratio": 1.4008946847946546,6217"dm_p": 3.3726916548182846e-06,6218"dm_stat": 4.664897678918866219},6220"tarch11__ged__w1000_r5": {6221"n": 1449,6222"ratio": 0.9376712065604293,6223"dm_p": 0.17947854241338437,6224"dm_stat": -1.34301203207846866225},6226"tarch11__normal__w1000_r5": {6227"n": 1449,6228"ratio": 0.9299913923972049,6229"dm_p": 0.08699464788327411,6230"dm_stat": -1.71263037270401446231},6232"tarch11__skewt__w1000_r5": {6233"n": 1449,6234"ratio": 0.942674276027576,6235"dm_p": 0.25514436002384683,6236"dm_stat": -1.13839387752695666237},6238"tarch11__t__w1000_r5": {6239"n": 1449,6240"ratio": 0.9460942033222964,6241"dm_p": 0.28231471915636625,6242"dm_stat": -1.07553438440433416243}6244},6245"vol_tercile66=low": {6246"aparch11__ged__w1000_r5": {6247"n": 706,6248"ratio": 0.9851943248718509,6249"dm_p": 0.8157050022337671,6250"dm_stat": -0.233159795719863236251},6252"aparch11__normal__w1000_r5": {6253"n": 706,6254"ratio": 0.99776184386839,6255"dm_p": 0.9699955896637785,6256"dm_stat": -0.037627178592229766257},6258"aparch11__skewt__w1000_r5": {6259"n": 706,6260"ratio": 2.4108065480418004,6261"dm_p": 0.2692550930305022,6262"dm_stat": 1.10565024622719756263},6264"aparch11__t__w1000_r5": {6265"n": 706,6266"ratio": 0.9682794723607718,6267"dm_p": 0.6100271490231062,6268"dm_stat": -0.51026269637337766269},6270"arch5__ged__w1000_r5": {6271"n": 706,6272"ratio": 1.0423707152532045,6273"dm_p": 0.006731658108376503,6274"dm_stat": 2.71787500125191756275},6276"arch5__normal__w1000_r5": {6277"n": 706,6278"ratio": 1.0477304070937796,6279"dm_p": 0.00025779716615947576,6280"dm_stat": 3.6730739826434316281},6282"arch5__skewt__w1000_r5": {6283"n": 706,6284"ratio": 1.026310734292817,6285"dm_p": 0.09741249004724964,6286"dm_stat": 1.65973498027031746287},6288"arch5__t__w1000_r5": {6289"n": 706,6290"ratio": 1.0372110796430931,6291"dm_p": 0.01014129097308399,6292"dm_stat": 2.57792966909378946293},6294"avgarch11__ged__w1000_r5": {6295"n": 706,6296"ratio": 0.9982550698994023,6297"dm_p": 0.9175257579272147,6298"dm_stat": -0.103588016120896586299},6300"avgarch11__normal__w1000_r5": {6301"n": 706,6302"ratio": 1.00207958282064,6303"dm_p": 0.8848316053298371,6304"dm_stat": 0.144899537519324526305},6306"avgarch11__skewt__w1000_r5": {6307"n": 706,6308"ratio": 0.9832445502374754,6309"dm_p": 0.399005893224158,6310"dm_stat": -0.84391011041049486311},6312"avgarch11__t__w1000_r5": {6313"n": 706,6314"ratio": 0.9872482453917137,6315"dm_p": 0.5012100230445002,6316"dm_stat": -0.6729336393855336317},6318"cgarch11__ged__w1000_r5": {6319"n": 706,6320"ratio": 0.9463631678243419,6321"dm_p": 0.00429806448547453,6322"dm_stat": -2.86471114983147236323},6324"cgarch11__normal__w1000_r5": {6325"n": 706,6326"ratio": 0.9537255459422086,6327"dm_p": 0.00044383271897002324,6328"dm_stat": -3.52923206766867556329},6330"cgarch11__skewt__w1000_r5": {6331"n": 706,6332"ratio": 0.931812394465518,6333"dm_p": 0.0021484753783943553,6334"dm_stat": -3.0802775320035696335},6336"cgarch11__t__w1000_r5": {6337"n": 706,6338"ratio": 0.9337011183583523,6339"dm_p": 0.001654323655994769,6340"dm_stat": -3.1583567169097976341},6342"constvar__normal__w1000_r5": {6343"n": 706,6344"ratio": 1.868025111927092,6345"dm_p": 1.2541424283911209e-23,6346"dm_stat": 10.3906596112032316347},6348"egarch11__ged__w1000_r5": {6349"n": 706,6350"ratio": 1.1065800838992566,6351"dm_p": 0.18083368791546384,6352"dm_stat": 1.3395181717104086353},6354"egarch11__normal__w1000_r5": {6355"n": 706,6356"ratio": 1.1131555678827396,6357"dm_p": 0.13835517409874756,6358"dm_stat": 1.4836256377431066359},6360"egarch11__skewt__w1000_r5": {6361"n": 706,6362"ratio": 1.09396067523683,6363"dm_p": 0.25322992116229776,6364"dm_stat": 1.14347411826884646365},6366"egarch11__t__w1000_r5": {6367"n": 706,6368"ratio": 1.0953866108049215,6369"dm_p": 0.2412152333167225,6370"dm_stat": 1.17294195806103436371},6372"ewma094__normal__w1000_r5": {6373"n": 706,6374"ratio": 1.1092326523617977,6375"dm_p": 0.1784833532276586,6376"dm_stat": 1.34678161086681986377},6378"figarch11__ged__w1000_r5": {6379"n": 706,6380"ratio": 0.9487025313108396,6381"dm_p": 0.0021969464234875124,6382"dm_stat": -3.07353667044197866383},6384"figarch11__normal__w1000_r5": {6385"n": 706,6386"ratio": 0.9543533605292249,6387"dm_p": 0.004438673854935811,6388"dm_stat": -2.8543808237068276389},6390"figarch11__skewt__w1000_r5": {6391"n": 706,6392"ratio": 0.9503629732880234,6393"dm_p": 0.008564303992777971,6394"dm_stat": -2.6363685128718796395},6396"figarch11__t__w1000_r5": {6397"n": 706,6398"ratio": 0.9513275709562076,6399"dm_p": 0.004215521874540006,6400"dm_stat": -2.8709193703650416401},6402"garch11__ged__w1000_r5": {6403"n": 706,6404"ratio": 0.9889268860694739,6405"dm_p": 0.17796133227200797,6406"dm_stat": -1.34840452064305576407},6408"garch11__normal__w1000_r5": {6409"n": 706,6410"ratio": 1.0,6411"dm_p": 1.0,6412"dm_stat": 0.06413},6414"garch11__skewt__w1000_r5": {6415"n": 706,6416"ratio": 0.9728504880692527,6417"dm_p": 0.02798696952179626,6418"dm_stat": -2.20202017364655546419},6420"garch11__t__w1000_r5": {6421"n": 706,6422"ratio": 0.9778924992757504,6423"dm_p": 0.023235447748483948,6424"dm_stat": -2.27450156267573436425},6426"garch12__ged__w1000_r5": {6427"n": 706,6428"ratio": 0.9905782490176259,6429"dm_p": 0.2795686293122665,6430"dm_stat": -1.0821212772715916431},6432"garch12__normal__w1000_r5": {6433"n": 706,6434"ratio": 0.993305710819923,6435"dm_p": 0.25561337301340525,6436"dm_stat": -1.13774527891264176437},6438"garch12__skewt__w1000_r5": {6439"n": 706,6440"ratio": 0.97344661101936,6441"dm_p": 0.03331111309125374,6442"dm_stat": -2.13249468503904366443},6444"garch12__t__w1000_r5": {6445"n": 706,6446"ratio": 0.9787655029670647,6447"dm_p": 0.032437436904166214,6448"dm_stat": -2.1432151098213386449},6450"garch21__ged__w1000_r5": {6451"n": 706,6452"ratio": 0.9987667479161734,6453"dm_p": 0.9039653978416666,6454"dm_stat": -0.120697034154690966455},6456"garch21__normal__w1000_r5": {6457"n": 706,6458"ratio": 1.0048600263042777,6459"dm_p": 0.013941508862174273,6460"dm_stat": 2.46492454856613556461},6462"garch21__skewt__w1000_r5": {6463"n": 706,6464"ratio": 0.9861095439250165,6465"dm_p": 0.3474183896208799,6466"dm_stat": -0.94023632293496326467},6468"garch21__t__w1000_r5": {6469"n": 706,6470"ratio": 0.9882428463971088,6471"dm_p": 0.27587098996679854,6472"dm_stat": -1.09048757656881186473},6474"garchm11__ged__w1000_r5": {6475"n": 706,6476"ratio": 0.9874884568425625,6477"dm_p": 0.18929693061163907,6478"dm_stat": -1.31393061117580186479},6480"garchm11__normal__w1000_r5": {6481"n": 706,6482"ratio": 0.9979657986739991,6483"dm_p": 0.2401076834935961,6484"dm_stat": -1.17570994509868396485},6486"garchm11__skewt__w1000_r5": {6487"n": 706,6488"ratio": 0.9752411889358868,6489"dm_p": 0.041215304675607495,6490"dm_stat": -2.0451046325300096491},6492"garchm11__t__w1000_r5": {6493"n": 706,6494"ratio": 0.9780256083385017,6495"dm_p": 0.020997621393213116,6496"dm_stat": -2.31321671156434856497},6498"garchx_rv11__normal__w1000_r5": {6499"n": 706,6500"ratio": 0.8682531467258329,6501"dm_p": 0.0015321023151419662,6502"dm_stat": -3.18098171164876046503},6504"garchx_rv11__t__w1000_r5": {6505"n": 706,6506"ratio": 0.8677059266340302,6507"dm_p": 0.003252910795505436,6508"dm_stat": -2.95288133104839466509},6510"gas_t11__t__w1000_r5": {6511"n": 706,6512"ratio": 1.0104646976223435,6513"dm_p": 0.6938460102560066,6514"dm_stat": 0.393802395384433856515},6516"gjr11__ged__w1000_r5": {6517"n": 706,6518"ratio": 1.015779431182278,6519"dm_p": 0.8439327100555594,6520"dm_stat": 0.196938136146351066521},6522"gjr11__normal__w1000_r5": {6523"n": 706,6524"ratio": 1.02295922258043,6525"dm_p": 0.7581853999556156,6526"dm_stat": 0.307984100605212146527},6528"gjr11__skewt__w1000_r5": {6529"n": 706,6530"ratio": 1.0082663696672765,6531"dm_p": 0.923167296964046,6532"dm_stat": 0.096479344549117766533},6534"gjr11__t__w1000_r5": {6535"n": 706,6536"ratio": 1.0076930031111955,6537"dm_p": 0.9253205553881273,6538"dm_stat": 0.093767418437836766539},6540"har_rv__empirical__w1000_r5": {6541"n": 706,6542"ratio": 1.050670305532982,6543"dm_p": 0.09145971010449563,6544"dm_stat": 1.69005394436337066545},6546"heavy11__normal__w1000_r5": {6547"n": 706,6548"ratio": 0.8708860096713823,6549"dm_p": 0.002264468377240383,6550"dm_stat": -3.064370595696086551},6552"heavy11__t__w1000_r5": {6553"n": 706,6554"ratio": 0.876082309488193,6555"dm_p": 0.007259690900527328,6556"dm_stat": -2.6925259777507856557},6558"histvar22__empirical__w1000_r5": {6559"n": 706,6560"ratio": 1.339446944462141,6561"dm_p": 0.012003956833003067,6562"dm_stat": 2.5185559014205256563},6564"histvar252__empirical__w1000_r5": {6565"n": 706,6566"ratio": 1.5223512956504806,6567"dm_p": 0.0027738485135257846,6568"dm_stat": 3.0023392611780246569},6570"histvar66__empirical__w1000_r5": {6571"n": 706,6572"ratio": 1.3361040000121926,6573"dm_p": 0.018585111452506835,6574"dm_stat": 2.3592208108349186575},6576"igarch11__ged__w1000_r5": {6577"n": 706,6578"ratio": 0.9786487333780836,6579"dm_p": 0.18726871260093053,6580"dm_stat": -1.31998421904069876581},6582"igarch11__normal__w1000_r5": {6583"n": 706,6584"ratio": 0.9806036282651159,6585"dm_p": 0.23989934074671762,6586"dm_stat": -1.1762316419629246587},6588"igarch11__skewt__w1000_r5": {6589"n": 706,6590"ratio": 0.9780752538410086,6591"dm_p": 0.2094808257887618,6592"dm_stat": -1.25614134382950846593},6594"igarch11__t__w1000_r5": {6595"n": 706,6596"ratio": 0.983377343970266,6597"dm_p": 0.3420540403076672,6598"dm_stat": -0.95075606312488756599},6600"loghar_rv__empirical__w1000_r5": {6601"n": 706,6602"ratio": 0.841386015274879,6603"dm_p": 0.00022506235790042145,6604"dm_stat": -3.70828534131750946605},6606"msgarch2__normal__w1000_r5": {6607"n": 706,6608"ratio": 0.9870256119762875,6609"dm_p": 0.2231388916255228,6610"dm_stat": -1.2192979897875786611},6612"msgarch2__t__w1000_r5": {6613"n": 706,6614"ratio": 0.9546938886050895,6615"dm_p": 0.07061536033924462,6616"dm_stat": -1.81068390054891246617},6618"nagarch11__ged__w1000_r5": {6619"n": 706,6620"ratio": 1.063942100414416,6621"dm_p": 0.45193778344141566,6622"dm_stat": 0.75260623833229526623},6624"nagarch11__normal__w1000_r5": {6625"n": 706,6626"ratio": 1.0631322705962758,6627"dm_p": 0.42958769269967234,6628"dm_stat": 0.79035251630496926629},6630"nagarch11__skewt__w1000_r5": {6631"n": 706,6632"ratio": 1.0469927820763494,6633"dm_p": 0.5864301357629365,6634"dm_stat": 0.54426657532990016635},6636"nagarch11__t__w1000_r5": {6637"n": 706,6638"ratio": 1.0572824425310017,6639"dm_p": 0.5113709357375693,6640"dm_stat": 0.65703795962806556641},6642"qgarch11__ged__w1000_r5": {6643"n": 706,6644"ratio": 1.0067313311265524,6645"dm_p": 0.9242527814887298,6646"dm_stat": 0.095112141088178496647},6648"qgarch11__normal__w1000_r5": {6649"n": 706,6650"ratio": 1.0088352317222482,6651"dm_p": 0.9000946343153601,6652"dm_stat": 0.125587029634564586653},6654"qgarch11__skewt__w1000_r5": {6655"n": 706,6656"ratio": 0.9862902480394163,6657"dm_p": 0.83678942193267,6658"dm_stat": -0.206078072924882286659},6660"qgarch11__t__w1000_r5": {6661"n": 706,6662"ratio": 0.9961056858242034,6663"dm_p": 0.9554376718054978,6664"dm_stat": -0.055899544276347626665},6666"realgarch11__normal__w1000_r5": {6667"n": 706,6668"ratio": 0.8853430260711349,6669"dm_p": 0.005246152645595394,6670"dm_stat": -2.80024651656521776671},6672"realgarch11__t__w1000_r5": {6673"n": 706,6674"ratio": 0.886606962653323,6675"dm_p": 0.006408212807060303,6676"dm_stat": -2.73430196169619636677},6678"rm2006__normal__w1000_r5": {6679"n": 706,6680"ratio": 1.0020632022770386,6681"dm_p": 0.9553811915748218,6682"dm_stat": 0.0559704678746907956683},6684"rm_rw__empirical__w1000_r5": {6685"n": 706,6686"ratio": 1.1795634706892384,6687"dm_p": 0.017945802093353693,6688"dm_stat": 2.3722872515723676689},6690"tarch11__ged__w1000_r5": {6691"n": 706,6692"ratio": 0.9749125013557648,6693"dm_p": 0.7359032164254004,6694"dm_stat": -0.337416718743389746695},6696"tarch11__normal__w1000_r5": {6697"n": 706,6698"ratio": 0.9756890864924945,6699"dm_p": 0.7297485999267063,6700"dm_stat": -0.34559712858046146701},6702"tarch11__skewt__w1000_r5": {6703"n": 706,6704"ratio": 0.9674700227179062,6705"dm_p": 0.6738675935007064,6706"dm_stat": -0.421021645876361046707},6708"tarch11__t__w1000_r5": {6709"n": 706,6710"ratio": 0.972052610777849,6711"dm_p": 0.7139119811439671,6712"dm_stat": -0.366754789886970866713}6714},6715"vol_tercile66=mid": {6716"aparch11__ged__w1000_r5": {6717"n": 567,6718"ratio": 0.8609821361292551,6719"dm_p": 0.0004533571526867022,6720"dm_stat": -3.5276097739526666721},6722"aparch11__normal__w1000_r5": {6723"n": 567,6724"ratio": 0.8783917875209388,6725"dm_p": 0.0006741775772169993,6726"dm_stat": -3.41882571181792556727},6728"aparch11__skewt__w1000_r5": {6729"n": 567,6730"ratio": 0.8527838752408569,6731"dm_p": 0.0009232524617409003,6732"dm_stat": -3.3305347112320596733},6734"aparch11__t__w1000_r5": {6735"n": 567,6736"ratio": 0.8538742611071289,6737"dm_p": 0.0009151476648461513,6738"dm_stat": -3.33303727034500866739},6740"arch5__ged__w1000_r5": {6741"n": 567,6742"ratio": 1.0333187489578148,6743"dm_p": 0.2790815163701002,6744"dm_stat": 1.08342413886046156745},6746"arch5__normal__w1000_r5": {6747"n": 567,6748"ratio": 1.0351929592873417,6749"dm_p": 0.28468689190883395,6750"dm_stat": 1.07086425451175556751},6752"arch5__skewt__w1000_r5": {6753"n": 567,6754"ratio": 1.0295830347061863,6755"dm_p": 0.32389719900647446,6756"dm_stat": 0.98734136395860056757},6758"arch5__t__w1000_r5": {6759"n": 567,6760"ratio": 1.031940974383874,6761"dm_p": 0.3150688389992443,6762"dm_stat": 1.00553530184658366763},6764"avgarch11__ged__w1000_r5": {6765"n": 567,6766"ratio": 1.0006455790425572,6767"dm_p": 0.9708764053930602,6768"dm_stat": 0.036525272838173086769},6770"avgarch11__normal__w1000_r5": {6771"n": 567,6772"ratio": 1.0041216160632072,6773"dm_p": 0.7956780583952499,6774"dm_stat": 0.25906658396316056775},6776"avgarch11__skewt__w1000_r5": {6777"n": 567,6778"ratio": 0.9951154715942053,6779"dm_p": 0.78117833410775,6780"dm_stat": -0.277915993809749636781},6782"avgarch11__t__w1000_r5": {6783"n": 567,6784"ratio": 0.9921140423009752,6785"dm_p": 0.6621944647873522,6786"dm_stat": -0.437115285528166756787},6788"cgarch11__ged__w1000_r5": {6789"n": 567,6790"ratio": 1.0179657067902237,6791"dm_p": 0.24023739054576715,6792"dm_stat": 1.1756291148175176793},6794"cgarch11__normal__w1000_r5": {6795"n": 567,6796"ratio": 1.0095644562908295,6797"dm_p": 0.3907705118153889,6798"dm_stat": 0.85887963868062346799},6800"cgarch11__skewt__w1000_r5": {6801"n": 567,6802"ratio": 1.0229892558745575,6803"dm_p": 0.27640406980630017,6804"dm_stat": 1.08948416879268736805},6806"cgarch11__t__w1000_r5": {6807"n": 567,6808"ratio": 1.0243562520658036,6809"dm_p": 0.2102973736519718,6810"dm_stat": 1.25417153056280656811},6812"constvar__normal__w1000_r5": {6813"n": 567,6814"ratio": 2.130686911365537,6815"dm_p": 4.18559465029427e-07,6816"dm_stat": 5.1203987135961316817},6818"egarch11__ged__w1000_r5": {6819"n": 567,6820"ratio": 0.8972111724227441,6821"dm_p": 0.0005083712106598217,6822"dm_stat": -3.49650268618419446823},6824"egarch11__normal__w1000_r5": {6825"n": 567,6826"ratio": 0.9158966250015658,6827"dm_p": 0.010451811806229304,6828"dm_stat": -2.5690845728386286829},6830"egarch11__skewt__w1000_r5": {6831"n": 567,6832"ratio": 0.8865115361318981,6833"dm_p": 0.0009866216038317262,6834"dm_stat": -3.31164287070498236835},6836"egarch11__t__w1000_r5": {6837"n": 567,6838"ratio": 0.8867823632466373,6839"dm_p": 0.0017376408618099135,6840"dm_stat": -3.1467721073337626841},6842"ewma094__normal__w1000_r5": {6843"n": 567,6844"ratio": 1.10211789820193,6845"dm_p": 0.07831014213846005,6846"dm_stat": 1.76377010737304656847},6848"figarch11__ged__w1000_r5": {6849"n": 567,6850"ratio": 1.0129345691367313,6851"dm_p": 0.3751481041962085,6852"dm_stat": 0.88757184491505336853},6854"figarch11__normal__w1000_r5": {6855"n": 567,6856"ratio": 1.0086443867759634,6857"dm_p": 0.537391720240076,6858"dm_stat": 0.61713824525731416859},6860"figarch11__skewt__w1000_r5": {6861"n": 567,6862"ratio": 1.009499164406276,6863"dm_p": 0.5464326706711522,6864"dm_stat": 0.60347775378156916865},6866"figarch11__t__w1000_r5": {6867"n": 567,6868"ratio": 1.0041200927671294,6869"dm_p": 0.7724537564071576,6870"dm_stat": 0.289305219247814666871},6872"garch11__ged__w1000_r5": {6873"n": 567,6874"ratio": 0.9922926524105068,6875"dm_p": 0.3346331905797287,6876"dm_stat": -0.9656471263438046877},6878"garch11__normal__w1000_r5": {6879"n": 567,6880"ratio": 1.0,6881"dm_p": 1.0,6882"dm_stat": 0.06883},6884"garch11__skewt__w1000_r5": {6885"n": 567,6886"ratio": 0.9889518193634148,6887"dm_p": 0.3324759440936464,6888"dm_stat": -0.96996961760945146889},6890"garch11__t__w1000_r5": {6891"n": 567,6892"ratio": 0.9843805773449529,6893"dm_p": 0.17521454138616002,6894"dm_stat": -1.3573388412153946895},6896"garch12__ged__w1000_r5": {6897"n": 567,6898"ratio": 0.9969704743825513,6899"dm_p": 0.7265310399126826,6900"dm_stat": -0.349917153156995066901},6902"garch12__normal__w1000_r5": {6903"n": 567,6904"ratio": 1.0090421522560706,6905"dm_p": 0.02427229189576716,6906"dm_stat": 2.2588522293164246907},6908"garch12__skewt__w1000_r5": {6909"n": 567,6910"ratio": 0.9922648494892656,6911"dm_p": 0.4985154802891878,6912"dm_stat": -0.67726353680049436913},6914"garch12__t__w1000_r5": {6915"n": 567,6916"ratio": 0.9880781446262604,6917"dm_p": 0.29803446527492367,6918"dm_stat": -1.04161598154260326919},6920"garch21__ged__w1000_r5": {6921"n": 567,6922"ratio": 1.000992411828851,6923"dm_p": 0.9011963323197446,6924"dm_stat": 0.124205919478217066925},6926"garch21__normal__w1000_r5": {6927"n": 567,6928"ratio": 1.005219493351542,6929"dm_p": 0.015483396939149945,6930"dm_stat": 2.4282275458923116931},6932"garch21__skewt__w1000_r5": {6933"n": 567,6934"ratio": 0.9975426577016567,6935"dm_p": 0.821816939406127,6936"dm_stat": -0.22531322416186316937},6938"garch21__t__w1000_r5": {6939"n": 567,6940"ratio": 0.9955155658355743,6941"dm_p": 0.6911302746998271,6942"dm_stat": -0.39752493572312716943},6944"garchm11__ged__w1000_r5": {6945"n": 567,6946"ratio": 0.9850140990225191,6947"dm_p": 0.06066661538870153,6948"dm_stat": -1.87966929322575976949},6950"garchm11__normal__w1000_r5": {6951"n": 567,6952"ratio": 0.9935316951809819,6953"dm_p": 0.010112778784603293,6954"dm_stat": -2.5806271675446986955},6956"garchm11__skewt__w1000_r5": {6957"n": 567,6958"ratio": 0.9784179211530075,6959"dm_p": 0.04756481417268919,6960"dm_stat": -1.98555536139328156961},6962"garchm11__t__w1000_r5": {6963"n": 567,6964"ratio": 0.9769516941812525,6965"dm_p": 0.04737868203362844,6966"dm_stat": -1.98722806106073766967},6968"garchx_rv11__normal__w1000_r5": {6969"n": 567,6970"ratio": 0.8710901226404341,6971"dm_p": 0.03661173433787082,6972"dm_stat": -2.09503493876694656973},6974"garchx_rv11__t__w1000_r5": {6975"n": 567,6976"ratio": 0.8671173877669016,6977"dm_p": 0.04027957688149968,6978"dm_stat": -2.05559690527064786979},6980"gas_t11__t__w1000_r5": {6981"n": 567,6982"ratio": 1.0091838415167143,6983"dm_p": 0.7436620945859298,6984"dm_stat": 0.327167590046393956985},6986"gjr11__ged__w1000_r5": {6987"n": 567,6988"ratio": 0.9181546579990414,6989"dm_p": 0.0018423491487030267,6990"dm_stat": -3.1293193807499366991},6992"gjr11__normal__w1000_r5": {6993"n": 567,6994"ratio": 0.9348050601458281,6995"dm_p": 0.0009620015730931166,6996"dm_stat": -3.3188450175283986997},6998"gjr11__skewt__w1000_r5": {6999"n": 567,7000"ratio": 0.9059721043231391,7001"dm_p": 0.00231434568032867,7002"dm_stat": -3.06050810325073957003},7004"gjr11__t__w1000_r5": {7005"n": 567,7006"ratio": 0.9062619270221351,7007"dm_p": 0.0033068383254155915,7008"dm_stat": -2.95021927353281347009},7010"har_rv__empirical__w1000_r5": {7011"n": 567,7012"ratio": 1.0149613223650094,7013"dm_p": 0.797507630892072,7014"dm_stat": 0.25669484453640737015},7016"heavy11__normal__w1000_r5": {7017"n": 567,7018"ratio": 0.8718767728193937,7019"dm_p": 0.041462186592921016,7020"dm_stat": -2.04353277289855977021},7022"heavy11__t__w1000_r5": {7023"n": 567,7024"ratio": 0.8675102305754113,7025"dm_p": 0.04228724068801784,7026"dm_stat": -2.0352880577586277027},7028"histvar22__empirical__w1000_r5": {7029"n": 567,7030"ratio": 1.3350497811963478,7031"dm_p": 0.0023207949387329227,7032"dm_stat": 3.05966072103572677033},7034"histvar252__empirical__w1000_r5": {7035"n": 567,7036"ratio": 1.8773318425760324,7037"dm_p": 0.0004450523147776783,7038"dm_stat": 3.5326097295966747039},7040"histvar66__empirical__w1000_r5": {7041"n": 567,7042"ratio": 1.4629086953559076,7043"dm_p": 0.011532863796007957,7044"dm_stat": 2.534385716394487045},7046"igarch11__ged__w1000_r5": {7047"n": 567,7048"ratio": 1.0095229631238782,7049"dm_p": 0.5642831396174816,7050"dm_stat": 0.57683073923423387051},7052"igarch11__normal__w1000_r5": {7053"n": 567,7054"ratio": 1.020665110407647,7055"dm_p": 0.11779371641950033,7056"dm_stat": 1.5664862243495147057},7058"igarch11__skewt__w1000_r5": {7059"n": 567,7060"ratio": 1.0095767742251553,7061"dm_p": 0.6073241961035711,7062"dm_stat": 0.51418378420287367063},7064"igarch11__t__w1000_r5": {7065"n": 567,7066"ratio": 1.0013907228014371,7067"dm_p": 0.9413670768942949,7068"dm_stat": 0.073584405698489847069},7070"loghar_rv__empirical__w1000_r5": {7071"n": 567,7072"ratio": 0.8440055711957823,7073"dm_p": 0.024460428836397742,7074"dm_stat": -2.25585839896078267075},7076"msgarch2__normal__w1000_r5": {7077"n": 567,7078"ratio": 0.9916964279198145,7079"dm_p": 0.7211903253177773,7080"dm_stat": -0.35704616390636527081},7082"msgarch2__t__w1000_r5": {7083"n": 567,7084"ratio": 1.0491920872926157,7085"dm_p": 0.11704687806110654,7086"dm_stat": 1.56968663154506687087},7088"nagarch11__ged__w1000_r5": {7089"n": 567,7090"ratio": 0.8558233496861984,7091"dm_p": 0.0005595396095481987,7092"dm_stat": -3.47027591331786677093},7094"nagarch11__normal__w1000_r5": {7095"n": 567,7096"ratio": 0.8631238459876025,7097"dm_p": 0.00044487613242123313,7098"dm_stat": -3.53271674367655257099},7100"nagarch11__skewt__w1000_r5": {7101"n": 567,7102"ratio": 0.844014100707215,7103"dm_p": 0.0004252635906063294,7104"dm_stat": -3.54488475930105867105},7106"nagarch11__t__w1000_r5": {7107"n": 567,7108"ratio": 0.8516375659322976,7109"dm_p": 0.0011285617109259144,7110"dm_stat": -3.2731138960319597111},7112"qgarch11__ged__w1000_r5": {7113"n": 567,7114"ratio": 0.9056263521144514,7115"dm_p": 0.009214384219255578,7116"dm_stat": -2.6129742151508867117},7118"qgarch11__normal__w1000_r5": {7119"n": 567,7120"ratio": 0.9194536523716073,7121"dm_p": 0.010822161910466192,7122"dm_stat": -2.55685139641513857123},7124"qgarch11__skewt__w1000_r5": {7125"n": 567,7126"ratio": 0.8874637581370489,7127"dm_p": 0.0029157100296566285,7128"dm_stat": -2.98950189896562267129},7130"qgarch11__t__w1000_r5": {7131"n": 567,7132"ratio": 0.88918207208134,7133"dm_p": 0.004291084227318518,7134"dm_stat": -2.8675246773732817135},7136"realgarch11__normal__w1000_r5": {7137"n": 567,7138"ratio": 0.8473343007775912,7139"dm_p": 0.04749462702351689,7140"dm_stat": -1.98618545779333337141},7142"realgarch11__t__w1000_r5": {7143"n": 567,7144"ratio": 0.8493019181537979,7145"dm_p": 0.06081024005021926,7146"dm_stat": -1.8786191805445077147},7148"rm2006__normal__w1000_r5": {7149"n": 567,7150"ratio": 1.0940136703742307,7151"dm_p": 0.0616586155284899,7152"dm_stat": 1.87245796240306427153},7154"rm_rw__empirical__w1000_r5": {7155"n": 567,7156"ratio": 1.2962888626383808,7157"dm_p": 0.12365551240710317,7158"dm_stat": 1.54190519297843157159},7160"tarch11__ged__w1000_r5": {7161"n": 567,7162"ratio": 0.8647452815302241,7163"dm_p": 0.0006131279439326431,7164"dm_stat": -3.44510874325161347165},7166"tarch11__normal__w1000_r5": {7167"n": 567,7168"ratio": 0.8687499191995007,7169"dm_p": 0.00031110310359193507,7170"dm_stat": -3.62830071003326367171},7172"tarch11__skewt__w1000_r5": {7173"n": 567,7174"ratio": 0.8601745987101822,7175"dm_p": 0.0011166411617234415,7176"dm_stat": -3.2761714240872847177},7178"tarch11__t__w1000_r5": {7179"n": 567,7180"ratio": 0.8629238620252131,7181"dm_p": 0.0013920274013380545,7182"dm_stat": -3.2122059918708287183}7184},7185"prev_sign=neg": {7186"aparch11__ged__w1000_r5": {7187"n": 1214,7188"ratio": 0.9962404067732495,7189"dm_p": 0.934821630529386,7190"dm_stat": -0.081797007099602467191},7192"aparch11__normal__w1000_r5": {7193"n": 1214,7194"ratio": 1.0074227718336777,7195"dm_p": 0.8566444400458102,7196"dm_stat": 0.18068573385320567197},7198"aparch11__skewt__w1000_r5": {7199"n": 1214,7200"ratio": 1.4291001929369818,7201"dm_p": 0.31881819222896235,7202"dm_stat": 0.99729922168004137203},7204"aparch11__t__w1000_r5": {7205"n": 1214,7206"ratio": 0.9876676245747875,7207"dm_p": 0.7841846212449487,7208"dm_stat": -0.273930563887949957209},7210"arch5__ged__w1000_r5": {7211"n": 1214,7212"ratio": 1.069415032151283,7213"dm_p": 0.05169695986384786,7214"dm_stat": 1.94756950699419237215},7216"arch5__normal__w1000_r5": {7217"n": 1214,7218"ratio": 1.0610114270774174,7219"dm_p": 0.08988278327209807,7220"dm_stat": 1.6973724588998697221},7222"arch5__skewt__w1000_r5": {7223"n": 1214,7224"ratio": 1.0634469930379875,7225"dm_p": 0.07344846511989232,7226"dm_stat": 1.79158626924675777227},7228"arch5__t__w1000_r5": {7229"n": 1214,7230"ratio": 1.055453444366403,7231"dm_p": 0.10611918941346475,7232"dm_stat": 1.61708847272916687233},7234"avgarch11__ged__w1000_r5": {7235"n": 1214,7236"ratio": 1.029817301980012,7237"dm_p": 0.221061117428829,7238"dm_stat": 1.22434161215879167239},7240"avgarch11__normal__w1000_r5": {7241"n": 1214,7242"ratio": 1.028123410581955,7243"dm_p": 0.32983454807543766,7244"dm_stat": 0.97483888277012597245},7246"avgarch11__skewt__w1000_r5": {7247"n": 1214,7248"ratio": 1.0318988517959218,7249"dm_p": 0.1732485505096006,7250"dm_stat": 1.36264117576189977251},7252"avgarch11__t__w1000_r5": {7253"n": 1214,7254"ratio": 1.0199113638454862,7255"dm_p": 0.3737432922258201,7256"dm_stat": 0.88981197331150377257},7258"cgarch11__ged__w1000_r5": {7259"n": 1214,7260"ratio": 0.9818137657874534,7261"dm_p": 0.33419140205384573,7262"dm_stat": -0.96609062880522467263},7264"cgarch11__normal__w1000_r5": {7265"n": 1214,7266"ratio": 0.9742539633417763,7267"dm_p": 0.0743260436707167,7268"dm_stat": -1.78614161886164067269},7270"cgarch11__skewt__w1000_r5": {7271"n": 1214,7272"ratio": 0.9971516927635304,7273"dm_p": 0.9029104072418558,7274"dm_stat": -0.122011137647669177275},7276"cgarch11__t__w1000_r5": {7277"n": 1214,7278"ratio": 0.9877813676571249,7279"dm_p": 0.5798095554131273,7280"dm_stat": -0.55381204412939217281},7282"constvar__normal__w1000_r5": {7283"n": 1214,7284"ratio": 3.1724187934371804,7285"dm_p": 0.01384616470651931,7286"dm_stat": 2.46481481743637787287},7288"egarch11__ged__w1000_r5": {7289"n": 1214,7290"ratio": 1.0006063713216582,7291"dm_p": 0.9866711865180753,7292"dm_stat": 0.0167094118397004947293},7294"egarch11__normal__w1000_r5": {7295"n": 1214,7296"ratio": 1.019961282591553,7297"dm_p": 0.5953920751311478,7298"dm_stat": 0.5311788775888117299},7300"egarch11__skewt__w1000_r5": {7301"n": 1214,7302"ratio": 0.9870878587826034,7303"dm_p": 0.7308954500921663,7304"dm_stat": -0.3440139092479837305},7306"egarch11__t__w1000_r5": {7307"n": 1214,7308"ratio": 0.9855962787538586,7309"dm_p": 0.6978013639704485,7310"dm_stat": -0.3883822058955247311},7312"ewma094__normal__w1000_r5": {7313"n": 1214,7314"ratio": 1.273089866689174,7315"dm_p": 8.734432006270226e-06,7316"dm_stat": 4.4654485587673897317},7318"figarch11__ged__w1000_r5": {7319"n": 1214,7320"ratio": 0.9942421384333647,7321"dm_p": 0.70954865309812,7322"dm_stat": -0.37254975927407547323},7324"figarch11__normal__w1000_r5": {7325"n": 1214,7326"ratio": 0.9835192072167688,7327"dm_p": 0.24623595739064189,7328"dm_stat": -1.16010102941704247329},7330"figarch11__skewt__w1000_r5": {7331"n": 1214,7332"ratio": 0.9999603001761935,7333"dm_p": 0.9981223243393165,7334"dm_stat": -0.0023538046961344137335},7336"figarch11__t__w1000_r5": {7337"n": 1214,7338"ratio": 0.9906133674725387,7339"dm_p": 0.5558122570898265,7340"dm_stat": -0.58923664694955417341},7342"garch11__ged__w1000_r5": {7343"n": 1214,7344"ratio": 0.9975514772408418,7345"dm_p": 0.7765400648893452,7346"dm_stat": -0.283893999220179277347},7348"garch11__normal__w1000_r5": {7349"n": 1214,7350"ratio": 1.0,7351"dm_p": 1.0,7352"dm_stat": 0.07353},7354"garch11__skewt__w1000_r5": {7355"n": 1214,7356"ratio": 0.9997606508793367,7357"dm_p": 0.984191295872026,7358"dm_stat": -0.0198186547085014157359},7360"garch11__t__w1000_r5": {7361"n": 1214,7362"ratio": 0.9861569608829304,7363"dm_p": 0.23330769314577873,7364"dm_stat": -1.19247646299108387365},7366"garch12__ged__w1000_r5": {7367"n": 1214,7368"ratio": 0.999982642434903,7369"dm_p": 0.9984844864469231,7370"dm_stat": -0.00189980721586162427371},7372"garch12__normal__w1000_r5": {7373"n": 1214,7374"ratio": 0.9993103740524927,7375"dm_p": 0.8867677485448245,7376"dm_stat": -0.142425279186282537377},7378"garch12__skewt__w1000_r5": {7379"n": 1214,7380"ratio": 1.0010988650543564,7381"dm_p": 0.9288293042354953,7382"dm_stat": 0.089336412682060947383},7384"garch12__t__w1000_r5": {7385"n": 1214,7386"ratio": 0.9879065649590648,7387"dm_p": 0.3082635189169878,7388"dm_stat": -1.01930062342969737389},7390"garch21__ged__w1000_r5": {7391"n": 1214,7392"ratio": 1.0206904249838478,7393"dm_p": 0.05653585439075677,7394"dm_stat": 1.9087059073113197395},7396"garch21__normal__w1000_r5": {7397"n": 1214,7398"ratio": 1.0126764716491092,7399"dm_p": 0.05578233487575811,7400"dm_stat": 1.91457048714547927401},7402"garch21__skewt__w1000_r5": {7403"n": 1214,7404"ratio": 1.0227869160034333,7405"dm_p": 0.07206349621741524,7406"dm_stat": 1.80028825197181777407},7408"garch21__t__w1000_r5": {7409"n": 1214,7410"ratio": 1.0099980390127108,7411"dm_p": 0.36100611174587977,7412"dm_stat": 0.91379510848857387413},7414"garchm11__ged__w1000_r5": {7415"n": 1214,7416"ratio": 0.986370142368869,7417"dm_p": 0.22356807888337554,7418"dm_stat": -1.21771773311774937419},7420"garchm11__normal__w1000_r5": {7421"n": 1214,7422"ratio": 0.9890406538807989,7423"dm_p": 0.026339817117680266,7424"dm_stat": -2.22388406270107677425},7426"garchm11__skewt__w1000_r5": {7427"n": 1214,7428"ratio": 0.9904264936078523,7429"dm_p": 0.482218241192931,7430"dm_stat": -0.70295570505222537431},7432"garchm11__t__w1000_r5": {7433"n": 1214,7434"ratio": 0.9760372159155608,7435"dm_p": 0.09159481905463417,7436"dm_stat": -1.68838274067998657437},7438"garchx_rv11__normal__w1000_r5": {7439"n": 1214,7440"ratio": 0.9397822308217105,7441"dm_p": 0.13696621273904697,7442"dm_stat": -1.4881691136306837443},7444"garchx_rv11__t__w1000_r5": {7445"n": 1214,7446"ratio": 0.9302268446282398,7447"dm_p": 0.10559556676428862,7448"dm_stat": -1.6195190612419447449},7450"gas_t11__t__w1000_r5": {7451"n": 1214,7452"ratio": 1.0560476185254792,7453"dm_p": 0.08171298767107839,7454"dm_stat": 1.74227953640887727455},7456"gjr11__ged__w1000_r5": {7457"n": 1214,7458"ratio": 0.9588527338616165,7459"dm_p": 0.30623538126458894,7460"dm_stat": -1.0235850802672427461},7462"gjr11__normal__w1000_r5": {7463"n": 1214,7464"ratio": 0.9596294777012964,7465"dm_p": 0.27066019619619874,7466"dm_stat": -1.10204620707997757467},7468"gjr11__skewt__w1000_r5": {7469"n": 1214,7470"ratio": 0.9568698241617407,7471"dm_p": 0.2933273386285007,7472"dm_stat": -1.05130627142260367473},7474"gjr11__t__w1000_r5": {7475"n": 1214,7476"ratio": 0.9539815549314479,7477"dm_p": 0.2584230631500876,7478"dm_stat": -1.13065682573851067479},7480"har_rv__empirical__w1000_r5": {7481"n": 1214,7482"ratio": 10972656.958009867,7483"dm_p": 0.28002001870124155,7484"dm_stat": 1.08075705990818977485},7486"heavy11__normal__w1000_r5": {7487"n": 1214,7488"ratio": 0.947387546497401,7489"dm_p": 0.20370924893958722,7490"dm_stat": -1.27174010054166267491},7492"heavy11__t__w1000_r5": {7493"n": 1214,7494"ratio": 0.9370087261452797,7495"dm_p": 0.1494047861671129,7496"dm_stat": -1.44255229324277177497},7498"histvar22__empirical__w1000_r5": {7499"n": 1214,7500"ratio": 1.562042447810131,7501"dm_p": 9.458640788065918e-10,7502"dm_stat": 6.1670824278784277503},7504"histvar252__empirical__w1000_r5": {7505"n": 1214,7506"ratio": 2.7613326286711786,7507"dm_p": 0.000916159001644965,7508"dm_stat": 3.32329335537243787509},7510"histvar66__empirical__w1000_r5": {7511"n": 1214,7512"ratio": 2.0051276458681078,7513"dm_p": 3.703088283293907e-05,7514"dm_stat": 4.1406341067451677515},7516"igarch11__ged__w1000_r5": {7517"n": 1214,7518"ratio": 0.9882245146189652,7519"dm_p": 0.4056704433668304,7520"dm_stat": -0.83182678701176477521},7522"igarch11__normal__w1000_r5": {7523"n": 1214,7524"ratio": 0.9929573428484935,7525"dm_p": 0.5965064246271842,7526"dm_stat": -0.52957083648905667527},7528"igarch11__skewt__w1000_r5": {7529"n": 1214,7530"ratio": 0.9937996195018859,7531"dm_p": 0.7056356623002219,7532"dm_stat": -0.377812936574686067533},7534"igarch11__t__w1000_r5": {7535"n": 1214,7536"ratio": 0.9823547164026244,7537"dm_p": 0.29097153064512016,7538"dm_stat": -1.05645328111697517539},7540"loghar_rv__empirical__w1000_r5": {7541"n": 1214,7542"ratio": 0.9649908431555632,7543"dm_p": 0.43178837801206643,7544"dm_stat": -0.7863972766853767545},7546"msgarch2__normal__w1000_r5": {7547"n": 1214,7548"ratio": 1.0459051287142882,7549"dm_p": 0.1151602079084507,7550"dm_stat": 1.5765484514550217551},7552"msgarch2__t__w1000_r5": {7553"n": 1214,7554"ratio": 1.0483630369390766,7555"dm_p": 0.03470188825992006,7556"dm_stat": 2.1141989910676657557},7558"nagarch11__ged__w1000_r5": {7559"n": 1214,7560"ratio": 0.9916620369470845,7561"dm_p": 0.8465649476182523,7562"dm_stat": -0.193544518753083467563},7564"nagarch11__normal__w1000_r5": {7565"n": 1214,7566"ratio": 0.998195993568682,7567"dm_p": 0.9659047314516519,7568"dm_stat": -0.042753922223391697569},7570"nagarch11__skewt__w1000_r5": {7571"n": 1214,7572"ratio": 0.9848794603107295,7573"dm_p": 0.7315759311633488,7574"dm_stat": -0.343108976615357557575},7576"nagarch11__t__w1000_r5": {7577"n": 1214,7578"ratio": 0.9873418339113331,7579"dm_p": 0.7722174119732163,7580"dm_stat": -0.28954031830891887581},7582"qgarch11__ged__w1000_r5": {7583"n": 1214,7584"ratio": 0.9377157479699234,7585"dm_p": 0.031805896191044444,7586"dm_stat": -2.14932611473074167587},7588"qgarch11__normal__w1000_r5": {7589"n": 1214,7590"ratio": 0.9397446874879803,7591"dm_p": 0.035256044618575164,7592"dm_stat": -2.1077652472890237593},7594"qgarch11__skewt__w1000_r5": {7595"n": 1214,7596"ratio": 0.9297021376586811,7597"dm_p": 0.016142163763004615,7598"dm_stat": -2.4090550181807567599},7600"qgarch11__t__w1000_r5": {7601"n": 1214,7602"ratio": 0.9316267056754637,7603"dm_p": 0.01981789213476705,7604"dm_stat": -2.33286828680183077605},7606"realgarch11__normal__w1000_r5": {7607"n": 1214,7608"ratio": 0.9447186774215437,7609"dm_p": 0.24499224687851906,7610"dm_stat": -1.1631627339585627611},7612"realgarch11__t__w1000_r5": {7613"n": 1214,7614"ratio": 0.9418545818943519,7615"dm_p": 0.24519087411900994,7616"dm_stat": -1.16267303206073047617},7618"rm2006__normal__w1000_r5": {7619"n": 1214,7620"ratio": 1.125305815020516,7621"dm_p": 0.009271554911850322,7622"dm_stat": 2.6060481267993487623},7624"rm_rw__empirical__w1000_r5": {7625"n": 1214,7626"ratio": 1.6127704689657825,7627"dm_p": 1.2858696643344527e-05,7628"dm_stat": 4.38057202187279157629},7630"tarch11__ged__w1000_r5": {7631"n": 1214,7632"ratio": 0.9589927480184182,7633"dm_p": 0.35464787658810204,7634"dm_stat": -0.92596591885757587635},7636"tarch11__normal__w1000_r5": {7637"n": 1214,7638"ratio": 0.953563148637936,7639"dm_p": 0.2659668795519552,7640"dm_stat": -1.11291163607533427641},7642"tarch11__skewt__w1000_r5": {7643"n": 1214,7644"ratio": 0.9615318668909005,7645"dm_p": 0.4006001498278688,7646"dm_stat": -0.84084560912030887647},7648"tarch11__t__w1000_r5": {7649"n": 1214,7650"ratio": 0.9639499889181268,7651"dm_p": 0.42471755155457674,7652"dm_stat": -0.79853302065811187653}7654},7655"prev_sign=pos": {7656"aparch11__ged__w1000_r5": {7657"n": 1508,7658"ratio": 0.9223521900425482,7659"dm_p": 0.05364189979589837,7660"dm_stat": -1.93123048185921147661},7662"aparch11__normal__w1000_r5": {7663"n": 1508,7664"ratio": 0.9327062691953275,7665"dm_p": 0.07414676373176135,7666"dm_stat": -1.78694839147758237667},7668"aparch11__skewt__w1000_r5": {7669"n": 1508,7670"ratio": 1.348336902320032,7671"dm_p": 0.4082923964766294,7672"dm_stat": 0.82713341198885167673},7674"aparch11__t__w1000_r5": {7675"n": 1508,7676"ratio": 0.9122007916228483,7677"dm_p": 0.03545073323792464,7678"dm_stat": -2.10506590220465347679},7680"arch5__ged__w1000_r5": {7681"n": 1508,7682"ratio": 1.0513367301759269,7683"dm_p": 0.0026602184819554398,7684"dm_stat": 3.00950066499570837685},7686"arch5__normal__w1000_r5": {7687"n": 1508,7688"ratio": 1.057884852941968,7689"dm_p": 0.001126885439110991,7690"dm_stat": 3.26304957809947557691},7692"arch5__skewt__w1000_r5": {7693"n": 1508,7694"ratio": 1.0460431223243085,7695"dm_p": 0.0065707794910752106,7696"dm_stat": 2.7216353511937767697},7698"arch5__t__w1000_r5": {7699"n": 1508,7700"ratio": 1.0540751091477778,7701"dm_p": 0.0015815187420442673,7702"dm_stat": 3.16505881340814147703},7704"avgarch11__ged__w1000_r5": {7705"n": 1508,7706"ratio": 1.0052089876900347,7707"dm_p": 0.6038729409480792,7708"dm_stat": 0.51894837139380697709},7710"avgarch11__normal__w1000_r5": {7711"n": 1508,7712"ratio": 1.0110965145830186,7713"dm_p": 0.22796059384571005,7714"dm_stat": 1.20611986761177887715},7716"avgarch11__skewt__w1000_r5": {7717"n": 1508,7718"ratio": 0.9926019216830391,7719"dm_p": 0.5058942221146103,7720"dm_stat": -0.66540357606406267721},7722"avgarch11__t__w1000_r5": {7723"n": 1508,7724"ratio": 0.9981007255095021,7725"dm_p": 0.8597165256828098,7726"dm_stat": -0.176765265518045147727},7728"cgarch11__ged__w1000_r5": {7729"n": 1508,7730"ratio": 0.9822085619282902,7731"dm_p": 0.12740371492301375,7732"dm_stat": -1.52526148963641477733},7734"cgarch11__normal__w1000_r5": {7735"n": 1508,7736"ratio": 0.9812239700570812,7737"dm_p": 0.04426164492655577,7738"dm_stat": -2.0132899645147467739},7740"cgarch11__skewt__w1000_r5": {7741"n": 1508,7742"ratio": 0.9777104625780974,7743"dm_p": 0.1159305898334359,7744"dm_stat": -1.57299195089728677745},7746"cgarch11__t__w1000_r5": {7747"n": 1508,7748"ratio": 0.9887096335021094,7749"dm_p": 0.4222918900109861,7750"dm_stat": -0.80267029848292327751},7752"constvar__normal__w1000_r5": {7753"n": 1508,7754"ratio": 2.327032578519654,7755"dm_p": 0.004627501833462479,7756"dm_stat": 2.83612450103921447757},7758"egarch11__ged__w1000_r5": {7759"n": 1508,7760"ratio": 0.9673884348361772,7761"dm_p": 0.4696899087696021,7762"dm_stat": -0.72316635510725057763},7764"egarch11__normal__w1000_r5": {7765"n": 1508,7766"ratio": 0.9745769552831407,7767"dm_p": 0.5506381260411372,7768"dm_stat": -0.59693847536393357769},7770"egarch11__skewt__w1000_r5": {7771"n": 1508,7772"ratio": 0.9602160082535575,7773"dm_p": 0.39339479001322,7774"dm_stat": -0.85372187212811797775},7776"egarch11__t__w1000_r5": {7777"n": 1508,7778"ratio": 0.962447469028735,7779"dm_p": 0.42008131896061063,7780"dm_stat": -0.8065009411314267781},7782"ewma094__normal__w1000_r5": {7783"n": 1508,7784"ratio": 1.0778045534611276,7785"dm_p": 0.046100903925561265,7786"dm_stat": 1.99611663245340057787},7788"figarch11__ged__w1000_r5": {7789"n": 1508,7790"ratio": 0.9801038922991272,7791"dm_p": 0.07388400930430719,7792"dm_stat": -1.78857554975878077793},7794"figarch11__normal__w1000_r5": {7795"n": 1508,7796"ratio": 0.9898562491251947,7797"dm_p": 0.33209438764439686,7798"dm_stat": -0.97021627700016067799},7800"figarch11__skewt__w1000_r5": {7801"n": 1508,7802"ratio": 0.9766380907262555,7803"dm_p": 0.04916592760469418,7804"dm_stat": -1.96874034796114037805},7806"figarch11__t__w1000_r5": {7807"n": 1508,7808"ratio": 0.979450402361502,7809"dm_p": 0.07079079722538086,7810"dm_stat": -1.80809628435658667811},7812"garch11__ged__w1000_r5": {7813"n": 1508,7814"ratio": 0.9926428081258464,7815"dm_p": 0.04541812506159259,7816"dm_stat": -2.0024231700219067817},7818"garch11__normal__w1000_r5": {7819"n": 1508,7820"ratio": 1.0,7821"dm_p": 1.0,7822"dm_stat": 0.07823},7824"garch11__skewt__w1000_r5": {7825"n": 1508,7826"ratio": 0.9849215716293704,7827"dm_p": 0.030839005810996956,7828"dm_stat": -2.1611737451183547829},7830"garch11__t__w1000_r5": {7831"n": 1508,7832"ratio": 0.9937398713831442,7833"dm_p": 0.3370911388905728,7834"dm_stat": -0.96023470413722617835},7836"garch12__ged__w1000_r5": {7837"n": 1508,7838"ratio": 0.9931352073713278,7839"dm_p": 0.06774002512938841,7840"dm_stat": -1.82804754191483687841},7842"garch12__normal__w1000_r5": {7843"n": 1508,7844"ratio": 1.0028249610033964,7845"dm_p": 0.08378609898199758,7846"dm_stat": 1.7302737568897097847},7848"garch12__skewt__w1000_r5": {7849"n": 1508,7850"ratio": 0.98641844622411,7851"dm_p": 0.05597932873632113,7852"dm_stat": -1.9126728056636837853},7854"garch12__t__w1000_r5": {7855"n": 1508,7856"ratio": 0.9953864713445717,7857"dm_p": 0.48798128081618153,7858"dm_stat": -0.69369360955295547859},7860"garch21__ged__w1000_r5": {7861"n": 1508,7862"ratio": 0.9952530861574104,7863"dm_p": 0.34645987496946434,7864"dm_stat": -0.94177287653631387865},7866"garch21__normal__w1000_r5": {7867"n": 1508,7868"ratio": 1.003610549871251,7869"dm_p": 0.12086876882117387,7870"dm_stat": 1.55201431083536127871},7872"garch21__skewt__w1000_r5": {7873"n": 1508,7874"ratio": 0.9865277632303514,7875"dm_p": 0.07975722621538296,7876"dm_stat": -1.75328017743583667877},7878"garch21__t__w1000_r5": {7879"n": 1508,7880"ratio": 0.9959048178383062,7881"dm_p": 0.5811554283494209,7882"dm_stat": -0.5518171845452077883},7884"garchm11__ged__w1000_r5": {7885"n": 1508,7886"ratio": 0.9853839631555171,7887"dm_p": 3.797867889837532e-05,7888"dm_stat": -4.1317573224366297889},7890"garchm11__normal__w1000_r5": {7891"n": 1508,7892"ratio": 0.9937134446011147,7893"dm_p": 9.150653483877134e-06,7894"dm_stat": -4.4515938869172737895},7896"garchm11__skewt__w1000_r5": {7897"n": 1508,7898"ratio": 0.9761173476329201,7899"dm_p": 0.00012491574579734583,7900"dm_stat": -3.84629833228024557901},7902"garchm11__t__w1000_r5": {7903"n": 1508,7904"ratio": 0.986739642934573,7905"dm_p": 0.03073700597937661,7906"dm_stat": -2.1624940570929077907},7908"garchx_rv11__normal__w1000_r5": {7909"n": 1508,7910"ratio": 0.8604766480127309,7911"dm_p": 1.0684095543321316e-05,7912"dm_stat": -4.4177776466427517913},7914"garchx_rv11__t__w1000_r5": {7915"n": 1508,7916"ratio": 0.8601813366545771,7917"dm_p": 1.141599711188038e-05,7918"dm_stat": -4.4032447886817717919},7920"gas_t11__t__w1000_r5": {7921"n": 1508,7922"ratio": 1.0132555138918984,7923"dm_p": 0.26207602107141226,7924"dm_stat": 1.1219180260809717925},7926"gjr11__ged__w1000_r5": {7927"n": 1508,7928"ratio": 0.9470184656737446,7929"dm_p": 0.23460569350491156,7930"dm_stat": -1.1890541171812237931},7932"gjr11__normal__w1000_r5": {7933"n": 1508,7934"ratio": 0.9529926646413495,7935"dm_p": 0.2508456819264155,7936"dm_stat": -1.1487395651482187937},7938"gjr11__skewt__w1000_r5": {7939"n": 1508,7940"ratio": 0.9390234914715369,7941"dm_p": 0.20665571267899108,7942"dm_stat": -1.26335869568508137943},7944"gjr11__t__w1000_r5": {7945"n": 1508,7946"ratio": 0.9424376261872663,7947"dm_p": 0.21465964196784665,7948"dm_stat": -1.2413771478278447949},7950"har_rv__empirical__w1000_r5": {7951"n": 1508,7952"ratio": 627168.7274463127,7953"dm_p": 0.31634261753449877,7954"dm_stat": 1.00233524567215847955},7956"heavy11__normal__w1000_r5": {7957"n": 1508,7958"ratio": 0.8606358738144048,7959"dm_p": 1.721916277141583e-05,7960"dm_stat": -4.3121245823223197961},7962"heavy11__t__w1000_r5": {7963"n": 1508,7964"ratio": 0.8626566145629068,7965"dm_p": 2.1948006705314422e-05,7966"dm_stat": -4.2575154349416227967},7968"histvar22__empirical__w1000_r5": {7969"n": 1508,7970"ratio": 1.1333482032846918,7971"dm_p": 0.026158578154432576,7972"dm_stat": 2.2260449066413197973},7974"histvar252__empirical__w1000_r5": {7975"n": 1508,7976"ratio": 1.8246692429330489,7977"dm_p": 3.4820305191917205e-05,7978"dm_stat": 4.1518943390020747979},7980"histvar66__empirical__w1000_r5": {7981"n": 1508,7982"ratio": 1.3465389137060018,7983"dm_p": 1.619226993677764e-05,7984"dm_stat": 4.3258652680459987985},7986"igarch11__ged__w1000_r5": {7987"n": 1508,7988"ratio": 1.0121595017586271,7989"dm_p": 0.22908635601274738,7990"dm_stat": 1.20320403708705317991},7992"igarch11__normal__w1000_r5": {7993"n": 1508,7994"ratio": 1.0236275478851518,7995"dm_p": 0.01192950758956715,7996"dm_stat": 2.51727986269919467997},7998"igarch11__skewt__w1000_r5": {7999"n": 1508,8000"ratio": 1.0054868357111204,8001"dm_p": 0.6156463661376776,8002"dm_stat": 0.50213436437741818003},8004"igarch11__t__w1000_r5": {8005"n": 1508,8006"ratio": 1.0096474992142581,8007"dm_p": 0.3674284157966654,8008"dm_stat": 0.90157184597095198009},8010"loghar_rv__empirical__w1000_r5": {8011"n": 1508,8012"ratio": 0.7954154180705462,8013"dm_p": 3.097135235011981e-11,8014"dm_stat": -6.6919053402257598015},8016"msgarch2__normal__w1000_r5": {8017"n": 1508,8018"ratio": 0.9792544212731719,8019"dm_p": 0.030055607053348653,8020"dm_stat": -2.171412183531998021},8022"msgarch2__t__w1000_r5": {8023"n": 1508,8024"ratio": 0.9838825246615056,8025"dm_p": 0.3429313031671484,8026"dm_stat": -0.94868823658805438027},8028"nagarch11__ged__w1000_r5": {8029"n": 1508,8030"ratio": 0.9698078354007866,8031"dm_p": 0.5439040257321718,8032"dm_stat": -0.60705776522883478033},8034"nagarch11__normal__w1000_r5": {8035"n": 1508,8036"ratio": 0.970135610703298,8037"dm_p": 0.5244366364057297,8038"dm_stat": -0.63666980802542178039},8040"nagarch11__skewt__w1000_r5": {8041"n": 1508,8042"ratio": 0.9565266331421871,8043"dm_p": 0.39717326749329146,8044"dm_stat": -0.84692164775163298045},8046"nagarch11__t__w1000_r5": {8047"n": 1508,8048"ratio": 0.9653681054219533,8049"dm_p": 0.5016295095673119,8050"dm_stat": -0.67208986718987438051},8052"qgarch11__ged__w1000_r5": {8053"n": 1508,8054"ratio": 0.9473027109260158,8055"dm_p": 0.1895981833508634,8056"dm_stat": -1.31236105565118898057},8058"qgarch11__normal__w1000_r5": {8059"n": 1508,8060"ratio": 0.9607397352727197,8061"dm_p": 0.321077206186977,8062"dm_stat": -0.9925734579429128063},8064"qgarch11__skewt__w1000_r5": {8065"n": 1508,8066"ratio": 0.9251374587417108,8067"dm_p": 0.051685311714362366,8068"dm_stat": -1.947291584537678069},8070"qgarch11__t__w1000_r5": {8071"n": 1508,8072"ratio": 0.9306506649803367,8073"dm_p": 0.07964929919402619,8074"dm_stat": -1.75390935431910958075},8076"realgarch11__normal__w1000_r5": {8077"n": 1508,8078"ratio": 0.8258972462374763,8079"dm_p": 6.699978130961075e-09,8080"dm_stat": -5.83174280410813058081},8082"realgarch11__t__w1000_r5": {8083"n": 1508,8084"ratio": 0.8287202394554721,8085"dm_p": 1.4824899028807317e-08,8086"dm_stat": -5.6948017643754818087},8088"rm2006__normal__w1000_r5": {8089"n": 1508,8090"ratio": 1.107336048920854,8091"dm_p": 0.00035826795778406864,8092"dm_stat": 3.57720816734034048093},8094"rm_rw__empirical__w1000_r5": {8095"n": 1508,8096"ratio": 1.110527315170046,8097"dm_p": 0.0705858673256786,8098"dm_stat": 1.80941410414889148099},8100"tarch11__ged__w1000_r5": {8101"n": 1508,8102"ratio": 0.9159548865048059,8103"dm_p": 0.06056203298100293,8104"dm_stat": -1.87808835035099958105},8106"tarch11__normal__w1000_r5": {8107"n": 1508,8108"ratio": 0.9153061583221913,8109"dm_p": 0.03790334967870795,8110"dm_stat": -2.0777283740467898111},8112"tarch11__skewt__w1000_r5": {8113"n": 1508,8114"ratio": 0.9128138573342233,8115"dm_p": 0.06909558074689784,8116"dm_stat": -1.81909322559678788117},8118"tarch11__t__w1000_r5": {8119"n": 1508,8120"ratio": 0.9172428172618485,8121"dm_p": 0.0819818991525819,8122"dm_stat": -1.74046280006273028123}8124},8125"episode=covid": {8126"aparch11__ged__w1000_r5": {8127"n": 92,8128"ratio": 1.175717394801407,8129"dm_p": 0.40021245438368863,8130"dm_stat": 0.84520633235861218131},8132"aparch11__normal__w1000_r5": {8133"n": 92,8134"ratio": 1.1786404642208463,8135"dm_p": 0.30454842777307717,8136"dm_stat": 1.0325553779707088137},8138"aparch11__skewt__w1000_r5": {8139"n": 92,8140"ratio": 1.1087767507354336,8141"dm_p": 0.5847895079439023,8142"dm_stat": 0.54835708961085748143},8144"aparch11__t__w1000_r5": {8145"n": 92,8146"ratio": 1.0973146250965746,8147"dm_p": 0.6177306448605908,8148"dm_stat": 0.50078631033197718149},8150"arch5__ged__w1000_r5": {8151"n": 92,8152"ratio": 1.1366395344983486,8153"dm_p": 0.233201767276215,8154"dm_stat": 1.20013553647970048155},8156"arch5__normal__w1000_r5": {8157"n": 92,8158"ratio": 1.1617351249801322,8159"dm_p": 0.17114188142750203,8160"dm_stat": 1.3794327559731088161},8162"arch5__skewt__w1000_r5": {8163"n": 92,8164"ratio": 1.0847362879895974,8165"dm_p": 0.40852678649266816,8166"dm_stat": 0.83032743718701298167},8168"arch5__t__w1000_r5": {8169"n": 92,8170"ratio": 1.0658854654214696,8171"dm_p": 0.5055994457008054,8172"dm_stat": 0.66835397123392758173},8174"avgarch11__ged__w1000_r5": {8175"n": 92,8176"ratio": 1.0086239475113978,8177"dm_p": 0.8731593096262366,8178"dm_stat": 0.160097246797239028179},8180"avgarch11__normal__w1000_r5": {8181"n": 92,8182"ratio": 0.9737188051745479,8183"dm_p": 0.5805655430718126,8184"dm_stat": -0.55454611680585598185},8186"avgarch11__skewt__w1000_r5": {8187"n": 92,8188"ratio": 1.0067899891675074,8189"dm_p": 0.9125621547091601,8190"dm_stat": 0.110113100475922658191},8192"avgarch11__t__w1000_r5": {8193"n": 92,8194"ratio": 0.9870699252516895,8195"dm_p": 0.8320133483637765,8196"dm_stat": -0.212730040962088368197},8198"cgarch11__ged__w1000_r5": {8199"n": 92,8200"ratio": 1.009047706841219,8201"dm_p": 0.8893992970569052,8202"dm_stat": 0.13945435791251588203},8204"cgarch11__normal__w1000_r5": {8205"n": 92,8206"ratio": 0.9488515394205613,8207"dm_p": 0.17304462518541483,8208"dm_stat": -1.37326349602651868209},8210"cgarch11__skewt__w1000_r5": {8211"n": 92,8212"ratio": 1.0110344936196327,8213"dm_p": 0.8619045592809159,8214"dm_stat": 0.174443352051445378215},8216"cgarch11__t__w1000_r5": {8217"n": 92,8218"ratio": 0.9910449677215144,8219"dm_p": 0.8798853392434822,8220"dm_stat": -0.151539832739194398221},8222"constvar__normal__w1000_r5": {8223"n": 92,8224"ratio": 16.466273398660068,8225"dm_p": 0.029840600905787634,8226"dm_stat": 2.2068497896380368227},8228"egarch11__ged__w1000_r5": {8229"n": 92,8230"ratio": 1.2192268787330505,8231"dm_p": 0.14145011904187915,8232"dm_stat": 1.48329944812112558233},8234"egarch11__normal__w1000_r5": {8235"n": 92,8236"ratio": 1.3085764343165494,8237"dm_p": 0.062343546153012755,8238"dm_stat": 1.8870343670030688239},8240"egarch11__skewt__w1000_r5": {8241"n": 92,8242"ratio": 1.1330228230308599,8243"dm_p": 0.33342585446080863,8244"dm_stat": 0.97240690033973768245},8246"egarch11__t__w1000_r5": {8247"n": 92,8248"ratio": 1.0974128835970067,8249"dm_p": 0.4611873223956156,8250"dm_stat": 0.74002908553617368251},8252"ewma094__normal__w1000_r5": {8253"n": 92,8254"ratio": 1.7975798313972737,8255"dm_p": 0.0010044695707453366,8256"dm_stat": 3.39929846204238258257},8258"figarch11__ged__w1000_r5": {8259"n": 92,8260"ratio": 0.9635735652418824,8261"dm_p": 0.4842133861321975,8262"dm_stat": -0.70241483869530138263},8264"figarch11__normal__w1000_r5": {8265"n": 92,8266"ratio": 0.9012726610391426,8267"dm_p": 0.07012206915613865,8268"dm_stat": -1.83266892522356538269},8270"figarch11__skewt__w1000_r5": {8271"n": 92,8272"ratio": 0.9825835971506016,8273"dm_p": 0.7621252147457563,8274"dm_stat": -0.30360064856642078275},8276"figarch11__t__w1000_r5": {8277"n": 92,8278"ratio": 0.9678302581967413,8279"dm_p": 0.5736977991795776,8280"dm_stat": -0.56465487646559158281},8282"garch11__ged__w1000_r5": {8283"n": 92,8284"ratio": 1.018192970584479,8285"dm_p": 0.5448844671330131,8286"dm_stat": 0.6077235915661918287},8288"garch11__normal__w1000_r5": {8289"n": 92,8290"ratio": 1.0,8291"dm_p": 1.0,8292"dm_stat": 0.08293},8294"garch11__skewt__w1000_r5": {8295"n": 92,8296"ratio": 1.0078150605935505,8297"dm_p": 0.8158861979989527,8298"dm_stat": 0.233514768664280568299},8300"garch11__t__w1000_r5": {8301"n": 92,8302"ratio": 0.9844823974916582,8303"dm_p": 0.612796674323591,8304"dm_stat": -0.50783658977605438305},8306"garch12__ged__w1000_r5": {8307"n": 92,8308"ratio": 1.0181595252932643,8309"dm_p": 0.5458489299010445,8310"dm_stat": 0.60626390221050528311},8312"garch12__normal__w1000_r5": {8313"n": 92,8314"ratio": 0.9867267492262023,8315"dm_p": 0.6499153895582566,8316"dm_stat": -0.45538723155733568317},8318"garch12__skewt__w1000_r5": {8319"n": 92,8320"ratio": 1.0078313968318866,8321"dm_p": 0.8155616655032697,8322"dm_stat": 0.23393404475981268323},8324"garch12__t__w1000_r5": {8325"n": 92,8326"ratio": 0.9844462902861975,8327"dm_p": 0.6119169354434703,8328"dm_stat": -0.50909633912213578329},8330"garch21__ged__w1000_r5": {8331"n": 92,8332"ratio": 1.0174230832394102,8333"dm_p": 0.6777078707867512,8334"dm_stat": 0.416934982947978878335},8336"garch21__normal__w1000_r5": {8337"n": 92,8338"ratio": 0.9990708088098657,8339"dm_p": 0.8205182248548006,8340"dm_stat": -0.22753495436505678341},8342"garch21__skewt__w1000_r5": {8343"n": 92,8344"ratio": 1.0089995930991464,8345"dm_p": 0.8579626453350978,8346"dm_stat": 0.179476434952142168347},8348"garch21__t__w1000_r5": {8349"n": 92,8350"ratio": 0.9818043508659109,8351"dm_p": 0.6196467606895043,8352"dm_stat": -0.49805509303511428353},8354"garchm11__ged__w1000_r5": {8355"n": 92,8356"ratio": 0.9779606566664819,8357"dm_p": 0.709841764734578,8358"dm_stat": -0.37323475275115828359},8360"garchm11__normal__w1000_r5": {8361"n": 92,8362"ratio": 0.9676010182820208,8363"dm_p": 0.2747975015604483,8364"dm_stat": -1.09869965292497048365},8366"garchm11__skewt__w1000_r5": {8367"n": 92,8368"ratio": 0.9798474501513582,8369"dm_p": 0.7142248251084644,8370"dm_stat": -0.367331267208192378371},8372"garchm11__t__w1000_r5": {8373"n": 92,8374"ratio": 0.9545912765463779,8375"dm_p": 0.44883660309032813,8376"dm_stat": -0.76064326617126478377},8378"garchx_rv11__normal__w1000_r5": {8379"n": 92,8380"ratio": 0.8818342767262131,8381"dm_p": 0.21990100090316514,8382"dm_stat": -1.23529362079914568383},8384"garchx_rv11__t__w1000_r5": {8385"n": 92,8386"ratio": 0.8838507443593112,8387"dm_p": 0.22325168007072801,8388"dm_stat": -1.22629432513908798389},8390"gas_t11__t__w1000_r5": {8391"n": 92,8392"ratio": 1.1727077956906469,8393"dm_p": 0.18618839366260642,8394"dm_stat": 1.33199467565238448395},8396"gjr11__ged__w1000_r5": {8397"n": 92,8398"ratio": 1.1451157692445126,8399"dm_p": 0.35994287879560305,8400"dm_stat": 0.9201197964526678401},8402"gjr11__normal__w1000_r5": {8403"n": 92,8404"ratio": 1.1298052153430926,8405"dm_p": 0.39982068046575175,8406"dm_stat": 0.84591205668327198407},8408"gjr11__skewt__w1000_r5": {8409"n": 92,8410"ratio": 1.1277388333590563,8411"dm_p": 0.40306170956511334,8412"dm_stat": 0.84008645106696918413},8414"gjr11__t__w1000_r5": {8415"n": 92,8416"ratio": 1.1027380466553949,8417"dm_p": 0.49205948747548167,8418"dm_stat": 0.68982534177516218419},8420"har_rv__empirical__w1000_r5": {8421"n": 92,8422"ratio": 90067926.1891139,8423"dm_p": 0.1876608620066397,8424"dm_stat": 1.3275096654201978425},8426"heavy11__normal__w1000_r5": {8427"n": 92,8428"ratio": 0.8809035496054748,8429"dm_p": 0.2464360372165828,8430"dm_stat": -1.16656034035718788431},8432"heavy11__t__w1000_r5": {8433"n": 92,8434"ratio": 0.8839507066052358,8435"dm_p": 0.24424587680506496,8436"dm_stat": -1.17202612620592448437},8438"histvar22__empirical__w1000_r5": {8439"n": 92,8440"ratio": 1.7441014421346444,8441"dm_p": 0.018169179930891254,8442"dm_stat": 2.40559768972446538443},8444"histvar252__empirical__w1000_r5": {8445"n": 92,8446"ratio": 8.204480319520544,8447"dm_p": 0.03251716608063802,8448"dm_stat": 2.1712080908833568449},8450"histvar66__empirical__w1000_r5": {8451"n": 92,8452"ratio": 4.494439010964502,8453"dm_p": 0.0041803928797782995,8454"dm_stat": 2.93836733666991068455},8456"igarch11__ged__w1000_r5": {8457"n": 92,8458"ratio": 0.9425543057900199,8459"dm_p": 0.11166028047285778,8460"dm_stat": -1.60635640993470148461},8462"igarch11__normal__w1000_r5": {8463"n": 92,8464"ratio": 0.9120982110047786,8465"dm_p": 0.1343912711106869,8466"dm_stat": -1.51045814031976528467},8468"igarch11__skewt__w1000_r5": {8469"n": 92,8470"ratio": 0.9479616791920155,8471"dm_p": 0.20705669301596305,8472"dm_stat": -1.27074981155845888473},8474"igarch11__t__w1000_r5": {8475"n": 92,8476"ratio": 0.9367763444156714,8477"dm_p": 0.15854423434490794,8478"dm_stat": -1.42165643606622078479},8480"loghar_rv__empirical__w1000_r5": {8481"n": 92,8482"ratio": 1.0733088522895595,8483"dm_p": 0.46250324947606297,8484"dm_stat": 0.73785138009898838485},8486"msgarch2__normal__w1000_r5": {8487"n": 92,8488"ratio": 1.0556327469218736,8489"dm_p": 0.46319521003979447,8490"dm_stat": 0.73670767612563178491},8492"msgarch2__t__w1000_r5": {8493"n": 92,8494"ratio": 1.0907729773351482,8495"dm_p": 0.19636992065284414,8496"dm_stat": 1.30150819735617048497},8498"nagarch11__ged__w1000_r5": {8499"n": 92,8500"ratio": 1.1247878592938247,8501"dm_p": 0.4711343297572801,8502"dm_stat": 0.72365400732126348503},8504"nagarch11__normal__w1000_r5": {8505"n": 92,8506"ratio": 1.1201596387124304,8507"dm_p": 0.5163348109676832,8508"dm_stat": 0.65154817023627958509},8510"nagarch11__skewt__w1000_r5": {8511"n": 92,8512"ratio": 1.1366922761078124,8513"dm_p": 0.4203990468455796,8514"dm_stat": 0.80939542331390198515},8516"nagarch11__t__w1000_r5": {8517"n": 92,8518"ratio": 1.098967221404174,8519"dm_p": 0.5422071508800697,8520"dm_stat": 0.61178249648987128521},8522"qgarch11__ged__w1000_r5": {8523"n": 92,8524"ratio": 0.9789112034565934,8525"dm_p": 0.8186131373144682,8526"dm_stat": -0.229993360461060538527},8528"qgarch11__normal__w1000_r5": {8529"n": 92,8530"ratio": 0.9632733614704938,8531"dm_p": 0.7420235990246155,8532"dm_stat": -0.33017904560617288533},8534"qgarch11__skewt__w1000_r5": {8535"n": 92,8536"ratio": 0.9801440278096285,8537"dm_p": 0.8088361712249276,8538"dm_stat": -0.242632447750222058539},8540"qgarch11__t__w1000_r5": {8541"n": 92,8542"ratio": 0.9676346916362959,8543"dm_p": 0.7023564940947858,8544"dm_stat": -0.38334713742034978545},8546"realgarch11__normal__w1000_r5": {8547"n": 92,8548"ratio": 0.9587931017260412,8549"dm_p": 0.6625028088161427,8550"dm_stat": -0.437891173238995358551},8552"realgarch11__t__w1000_r5": {8553"n": 92,8554"ratio": 0.9428425660201651,8555"dm_p": 0.5411371543111041,8556"dm_stat": -0.61340748742226848557},8558"rm2006__normal__w1000_r5": {8559"n": 92,8560"ratio": 1.5979405413956433,8561"dm_p": 0.007787802873784147,8562"dm_stat": 2.72146538991935578563},8564"rm_rw__empirical__w1000_r5": {8565"n": 92,8566"ratio": 1.215074896022239,8567"dm_p": 0.24462662989007114,8568"dm_stat": 1.17107341177507348569},8570"tarch11__ged__w1000_r5": {8571"n": 92,8572"ratio": 1.1176369590952049,8573"dm_p": 0.5414099531916342,8574"dm_stat": 0.61299303629671548575},8576"tarch11__normal__w1000_r5": {8577"n": 92,8578"ratio": 1.1265622080127897,8579"dm_p": 0.487989454381896,8580"dm_stat": 0.69634207893466178581},8582"tarch11__skewt__w1000_r5": {8583"n": 92,8584"ratio": 1.0938650578296512,8585"dm_p": 0.6271014953774998,8586"dm_stat": 0.48746447818207158587},8588"tarch11__t__w1000_r5": {8589"n": 92,8590"ratio": 1.0847438296594725,8591"dm_p": 0.6580832626375955,8592"dm_stat": 0.444018514407857458593}8594},8595"episode=none": {8596"aparch11__ged__w1000_r5": {8597"n": 2338,8598"ratio": 0.9487298350790315,8599"dm_p": 0.11135911950874917,8600"dm_stat": -1.59271614472139168601},8602"aparch11__normal__w1000_r5": {8603"n": 2338,8604"ratio": 0.9628358626901453,8605"dm_p": 0.22599800546472562,8606"dm_stat": -1.21105179558759558607},8608"aparch11__skewt__w1000_r5": {8609"n": 2338,8610"ratio": 1.464873099852231,8611"dm_p": 0.33641357459082966,8612"dm_stat": 0.96147357127364998613},8614"aparch11__t__w1000_r5": {8615"n": 2338,8616"ratio": 0.9404225500668079,8617"dm_p": 0.07333124767834492,8618"dm_stat": -1.79156979413576368619},8620"arch5__ged__w1000_r5": {8621"n": 2338,8622"ratio": 1.047665163943447,8623"dm_p": 0.00034412802853046176,8624"dm_stat": 3.58489089915745178625},8626"arch5__normal__w1000_r5": {8627"n": 2338,8628"ratio": 1.0512998500436441,8629"dm_p": 0.0001376586774673885,8630"dm_stat": 3.81868210224807668631},8632"arch5__skewt__w1000_r5": {8633"n": 2338,8634"ratio": 1.0403068847181762,8635"dm_p": 0.002492887971249794,8636"dm_stat": 3.0274889539882768637},8638"arch5__t__w1000_r5": {8639"n": 2338,8640"ratio": 1.0456732717745358,8641"dm_p": 0.0006296929345855596,8642"dm_stat": 3.42313636051536248643},8644"avgarch11__ged__w1000_r5": {8645"n": 2338,8646"ratio": 1.0182864310676034,8647"dm_p": 0.041037365312213255,8648"dm_stat": 2.0442838602639868649},8650"avgarch11__normal__w1000_r5": {8651"n": 2338,8652"ratio": 1.020265311256596,8653"dm_p": 0.008923814379649956,8654"dm_stat": 2.61715337891334038655},8656"avgarch11__skewt__w1000_r5": {8657"n": 2338,8658"ratio": 1.0103885974495102,8659"dm_p": 0.2933956182945443,8660"dm_stat": 1.05093823010454318661},8662"avgarch11__t__w1000_r5": {8663"n": 2338,8664"ratio": 1.0118793097574312,8665"dm_p": 0.21878458123383174,8666"dm_stat": 1.23009703056374958667},8668"cgarch11__ged__w1000_r5": {8669"n": 2338,8670"ratio": 0.9815358003363365,8671"dm_p": 0.08513935007599621,8672"dm_stat": -1.72234498524515968673},8674"cgarch11__normal__w1000_r5": {8675"n": 2338,8676"ratio": 0.9804326358808166,8677"dm_p": 0.021210278030029013,8678"dm_stat": -2.30577657887016458679},8680"cgarch11__skewt__w1000_r5": {8681"n": 2338,8682"ratio": 0.985034454519586,8683"dm_p": 0.2784715834582227,8684"dm_stat": -1.0840113549588458685},8686"cgarch11__t__w1000_r5": {8687"n": 2338,8688"ratio": 0.9903679352430234,8689"dm_p": 0.46999136232837546,8690"dm_stat": -0.722610756438718691},8692"constvar__normal__w1000_r5": {8693"n": 2338,8694"ratio": 1.903395508932088,8695"dm_p": 7.72569207336751e-36,8696"dm_stat": 12.7104047295428448697},8698"egarch11__ged__w1000_r5": {8699"n": 2338,8700"ratio": 0.991515184201554,8701"dm_p": 0.8072910263755686,8702"dm_stat": -0.24394991102856248703},8704"egarch11__normal__w1000_r5": {8705"n": 2338,8706"ratio": 0.9982573359469963,8707"dm_p": 0.9580338425620881,8708"dm_stat": -0.05262669773732028709},8710"egarch11__skewt__w1000_r5": {8711"n": 2338,8712"ratio": 0.9854184711348625,8713"dm_p": 0.6880195616547019,8714"dm_stat": -0.401594005641996938715},8716"egarch11__t__w1000_r5": {8717"n": 2338,8718"ratio": 0.987924199421801,8719"dm_p": 0.7384828122693677,8720"dm_stat": -0.333902869604680858721},8722"ewma094__normal__w1000_r5": {8723"n": 2338,8724"ratio": 1.118598523795267,8725"dm_p": 0.0008006327824866396,8726"dm_stat": 3.35697081914317068727},8728"figarch11__ged__w1000_r5": {8729"n": 2338,8730"ratio": 0.9837400963777914,8731"dm_p": 0.11503552954926348,8732"dm_stat": -1.57654531790877278733},8734"figarch11__normal__w1000_r5": {8735"n": 2338,8736"ratio": 0.9895235667120885,8737"dm_p": 0.27305138981063676,8738"dm_stat": -1.09632075065094548739},8740"figarch11__skewt__w1000_r5": {8741"n": 2338,8742"ratio": 0.9831085494579918,8743"dm_p": 0.1320774115749662,8744"dm_stat": -1.50648676700402348745},8746"figarch11__t__w1000_r5": {8747"n": 2338,8748"ratio": 0.9821486936530561,8749"dm_p": 0.09077038527882214,8750"dm_stat": -1.69204665866978788751},8752"garch11__ged__w1000_r5": {8753"n": 2338,8754"ratio": 0.9942731795276616,8755"dm_p": 0.15349583429970273,8756"dm_stat": -1.42775557201553288757},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": 0.9902751056391094,8767"dm_p": 0.1535044706275499,8768"dm_stat": -1.4277255752650018769},8770"garch11__t__w1000_r5": {8771"n": 2338,8772"ratio": 0.9923947254685735,8773"dm_p": 0.22316715022120798,8774"dm_stat": -1.21847330829903678775},8776"garch12__ged__w1000_r5": {8777"n": 2338,8778"ratio": 0.9957896551296699,8779"dm_p": 0.34352166642805226,8780"dm_stat": -0.9474221387500228781},8782"garch12__normal__w1000_r5": {8783"n": 2338,8784"ratio": 1.0021900509222221,8785"dm_p": 0.28299238886077255,8786"dm_stat": 1.073868721571758787},8788"garch12__skewt__w1000_r5": {8789"n": 2338,8790"ratio": 0.9919911869047429,8791"dm_p": 0.2538456464510495,8792"dm_stat": -1.14133940366715948793},8794"garch12__t__w1000_r5": {8795"n": 2338,8796"ratio": 0.9944209468014125,8797"dm_p": 0.38814023344993787,8798"dm_stat": -0.86315607138050438799},8800"garch21__ged__w1000_r5": {8801"n": 2338,8802"ratio": 1.0010016891355904,8803"dm_p": 0.8364809120291662,8804"dm_stat": 0.206419895819360778805},8806"garch21__normal__w1000_r5": {8807"n": 2338,8808"ratio": 1.0049158010269552,8809"dm_p": 0.012677982166088834,8810"dm_stat": 2.494613963350958811},8812"garch21__skewt__w1000_r5": {8813"n": 2338,8814"ratio": 0.9972944200132821,8815"dm_p": 0.7151213627632586,8816"dm_stat": -0.36503091114047398817},8818"garch21__t__w1000_r5": {8819"n": 2338,8820"ratio": 0.9993310002843332,8821"dm_p": 0.9206310153057402,8822"dm_stat": -0.099649658262870998823},8824"garchm11__ged__w1000_r5": {8825"n": 2338,8826"ratio": 0.9869671515491918,8827"dm_p": 0.0019424307683612088,8828"dm_stat": -3.10241481500053778829},8830"garchm11__normal__w1000_r5": {8831"n": 2338,8832"ratio": 0.9934539797850999,8833"dm_p": 2.3501954715468128e-05,8834"dm_stat": -4.237281750937678835},8836"garchm11__skewt__w1000_r5": {8837"n": 2338,8838"ratio": 0.9827455567509716,8839"dm_p": 0.0070200466327807924,8840"dm_stat": -2.6982781489439118841},8842"garchm11__t__w1000_r5": {8843"n": 2338,8844"ratio": 0.9855072657172418,8845"dm_p": 0.018925375532309205,8846"dm_stat": -2.34863277047398138847},8848"garchx_rv11__normal__w1000_r5": {8849"n": 2338,8850"ratio": 0.890774758413904,8851"dm_p": 3.6973011315720164e-05,8852"dm_stat": -4.1335913223696248853},8854"garchx_rv11__t__w1000_r5": {8855"n": 2338,8856"ratio": 0.8876887427784337,8857"dm_p": 4.989841919079896e-05,8858"dm_stat": -4.06368722561821558859},8860"gas_t11__t__w1000_r5": {8861"n": 2338,8862"ratio": 1.0235958103878398,8863"dm_p": 0.055718053101731155,8864"dm_stat": 1.91418870399772928865},8866"gjr11__ged__w1000_r5": {8867"n": 2338,8868"ratio": 0.9551675186526766,8869"dm_p": 0.18351378330762028,8870"dm_stat": -1.33040769908553568871},8872"gjr11__normal__w1000_r5": {8873"n": 2338,8874"ratio": 0.959608778853617,8875"dm_p": 0.18793919871867956,8876"dm_stat": -1.31708518110845768877},8878"gjr11__skewt__w1000_r5": {8879"n": 2338,8880"ratio": 0.9501423739544351,8881"dm_p": 0.17433458683182393,8882"dm_stat": -1.3588205500051818883},8884"gjr11__t__w1000_r5": {8885"n": 2338,8886"ratio": 0.9517462526348113,8887"dm_p": 0.1714285382958443,8888"dm_stat": -1.36804810591341448889},8890"har_rv__empirical__w1000_r5": {8891"n": 2338,8892"ratio": 1.0054044003695652,8893"dm_p": 0.8144792563443302,8894"dm_stat": 0.234677956991459198895},8896"heavy11__normal__w1000_r5": {8897"n": 2338,8898"ratio": 0.8944934517134105,8899"dm_p": 9.850555708974638e-05,8900"dm_stat": -3.9009883007833788901},8902"heavy11__t__w1000_r5": {8903"n": 2338,8904"ratio": 0.8927031690991541,8905"dm_p": 0.00014241571008149603,8906"dm_stat": -3.8102391504087548907},8908"histvar22__empirical__w1000_r5": {8909"n": 2338,8910"ratio": 1.2885420295383692,8911"dm_p": 3.2357308814595716e-06,8912"dm_stat": 4.666573647138228913},8914"histvar252__empirical__w1000_r5": {8915"n": 2338,8916"ratio": 1.7831777241402154,8917"dm_p": 1.9745601178875134e-12,8918"dm_stat": 7.0744627629585768919},8920"histvar66__empirical__w1000_r5": {8921"n": 2338,8922"ratio": 1.424708088386608,8923"dm_p": 3.121517071473959e-08,8924"dm_stat": 5.55326240811968758925},8926"igarch11__ged__w1000_r5": {8927"n": 2338,8928"ratio": 1.0077633356032034,8929"dm_p": 0.39177167563383514,8930"dm_stat": 0.85656767762290898931},8932"igarch11__normal__w1000_r5": {8933"n": 2338,8934"ratio": 1.0152484877257277,8935"dm_p": 0.058381898400716434,8936"dm_stat": 1.89374772810613288937},8938"igarch11__skewt__w1000_r5": {8939"n": 2338,8940"ratio": 1.0059984167975682,8941"dm_p": 0.5503848071682637,8942"dm_stat": 0.59727027717615418943},8944"igarch11__t__w1000_r5": {8945"n": 2338,8946"ratio": 1.0056699256893573,8947"dm_p": 0.5648305017242461,8948"dm_stat": 0.57576347339527668949},8950"loghar_rv__empirical__w1000_r5": {8951"n": 2338,8952"ratio": 0.8513155387071306,8953"dm_p": 1.6105381011171838e-07,8954"dm_stat": -5.2554414795876668955},8956"msgarch2__normal__w1000_r5": {8957"n": 2338,8958"ratio": 0.9944423392553985,8959"dm_p": 0.5575856662648001,8960"dm_stat": -0.58651569117943728961},8962"msgarch2__t__w1000_r5": {8963"n": 2338,8964"ratio": 1.0089750167441403,8965"dm_p": 0.5725582751130537,8966"dm_stat": 0.56436740655208668967},8968"nagarch11__ged__w1000_r5": {8969"n": 2338,8970"ratio": 0.9845692653944671,8971"dm_p": 0.6894047618029441,8972"dm_stat": -0.399712567965386358973},8974"nagarch11__normal__w1000_r5": {8975"n": 2338,8976"ratio": 0.9869487356083313,8977"dm_p": 0.7212153013563638,8978"dm_stat": -0.356878078154300568979},8980"nagarch11__skewt__w1000_r5": {8981"n": 2338,8982"ratio": 0.9737144156910248,8983"dm_p": 0.5113372896161351,8984"dm_stat": -0.65685739867780088985},8986"nagarch11__t__w1000_r5": {8987"n": 2338,8988"ratio": 0.9804236245060374,8989"dm_p": 0.625659676723142,8990"dm_stat": -0.487909554059512648991},8992"qgarch11__ged__w1000_r5": {8993"n": 2338,8994"ratio": 0.9480386514280225,8995"dm_p": 0.0848444561920632,8996"dm_stat": -1.72397581967960168997},8998"qgarch11__normal__w1000_r5": {8999"n": 2338,9000"ratio": 0.9582620274796508,9001"dm_p": 0.15706734906521247,9002"dm_stat": -1.4154585081685259003},9004"qgarch11__skewt__w1000_r5": {9005"n": 2338,9006"ratio": 0.9306273653788244,9007"dm_p": 0.01742933882564748,9008"dm_stat": -2.3792165049456619009},9010"qgarch11__t__w1000_r5": {9011"n": 2338,9012"ratio": 0.9357543902813531,9013"dm_p": 0.03189893514627031,9014"dm_stat": -2.14696180650409839015},9016"realgarch11__normal__w1000_r5": {9017"n": 2338,9018"ratio": 0.8710420386921645,9019"dm_p": 9.831780956494702e-06,9020"dm_stat": -4.4305746641090999021},9022"realgarch11__t__w1000_r5": {9023"n": 2338,9024"ratio": 0.873544182545193,9025"dm_p": 2.3087432056715106e-05,9026"dm_stat": -4.24130773706569559027},9028"rm2006__normal__w1000_r5": {9029"n": 2338,9030"ratio": 1.0938347361644234,9031"dm_p": 0.00023480908043186152,9032"dm_stat": 3.68400847847964439033},9034"rm_rw__empirical__w1000_r5": {9035"n": 2338,9036"ratio": 1.306037858283989,9037"dm_p": 5.898482718975034e-06,9038"dm_stat": 4.5404459068558969039},9040"tarch11__ged__w1000_r5": {9041"n": 2338,9042"ratio": 0.9359706958267908,9043"dm_p": 0.06482232436735506,9044"dm_stat": -1.84735289265391679045},9046"tarch11__normal__w1000_r5": {9047"n": 2338,9048"ratio": 0.9329375094831259,9049"dm_p": 0.03290752001327638,9050"dm_stat": -2.1344771655628779051},9052"tarch11__skewt__w1000_r5": {9053"n": 2338,9054"ratio": 0.9347140559284772,9055"dm_p": 0.08039790901332143,9056"dm_stat": -1.74914105400146149057},9058"tarch11__t__w1000_r5": {9059"n": 2338,9060"ratio": 0.9391259796422738,9061"dm_p": 0.09994412117439007,9062"dm_stat": -1.64577713090297969063}9064},9065"episode=rate_shock_2022": {9066"aparch11__ged__w1000_r5": {9067"n": 251,9068"ratio": 0.8888151661521366,9069"dm_p": 0.2720712132705895,9070"dm_stat": -1.10073384965796229071},9072"aparch11__normal__w1000_r5": {9073"n": 251,9074"ratio": 0.8657508901703191,9075"dm_p": 0.16874250626909898,9076"dm_stat": -1.38025039588204719077},9078"aparch11__skewt__w1000_r5": {9079"n": 251,9080"ratio": 0.908496412927476,9081"dm_p": 0.37241584827548135,9082"dm_stat": -0.89356164529448989083},9084"aparch11__t__w1000_r5": {9085"n": 251,9086"ratio": 0.9157966527054999,9087"dm_p": 0.4223937344016453,9088"dm_stat": -0.80359599918025479089},9090"arch5__ged__w1000_r5": {9091"n": 251,9092"ratio": 1.138049706314164,9093"dm_p": 0.037285708542664775,9094"dm_stat": 2.0937954359153519095},9096"arch5__normal__w1000_r5": {9097"n": 251,9098"ratio": 1.10391040812836,9099"dm_p": 0.08022554073724968,9100"dm_stat": 1.7565108708155819101},9102"arch5__skewt__w1000_r5": {9103"n": 251,9104"ratio": 1.1667010090793293,9105"dm_p": 0.015922708395931337,9106"dm_stat": 2.4272094100902879107},9108"arch5__t__w1000_r5": {9109"n": 251,9110"ratio": 1.147476159371351,9111"dm_p": 0.026578649614598684,9112"dm_stat": 2.2308500454455749113},9114"avgarch11__ged__w1000_r5": {9115"n": 251,9116"ratio": 0.9288192499589306,9117"dm_p": 0.02232037254263413,9118"dm_stat": -2.29916993922642959119},9120"avgarch11__normal__w1000_r5": {9121"n": 251,9122"ratio": 0.9298368826690544,9123"dm_p": 0.0170438878429448,9124"dm_stat": -2.40182706788954869125},9126"avgarch11__skewt__w1000_r5": {9127"n": 251,9128"ratio": 0.9356590729587013,9129"dm_p": 0.026048511354760457,9130"dm_stat": -2.2388119761571769131},9132"avgarch11__t__w1000_r5": {9133"n": 251,9134"ratio": 0.9231583575411139,9135"dm_p": 0.019431306825928387,9136"dm_stat": -2.35234860841557059137},9138"cgarch11__ged__w1000_r5": {9139"n": 251,9140"ratio": 0.9958397637333175,9141"dm_p": 0.6335181902886272,9142"dm_stat": -0.47736655032632799143},9144"cgarch11__normal__w1000_r5": {9145"n": 251,9146"ratio": 0.9940284631694963,9147"dm_p": 0.6197150847292333,9148"dm_stat": -0.49687325081600119149},9150"cgarch11__skewt__w1000_r5": {9151"n": 251,9152"ratio": 1.0008887181175736,9153"dm_p": 0.9621576485721336,9154"dm_stat": 0.047493726168929619155},9156"cgarch11__t__w1000_r5": {9157"n": 251,9158"ratio": 0.9998876626070072,9159"dm_p": 0.9949798184534716,9160"dm_stat": -0.0062982013039635979161},9162"constvar__normal__w1000_r5": {9163"n": 251,9164"ratio": 1.1361661032901724,9165"dm_p": 0.22319137103868142,9166"dm_stat": 1.22111887146525469167},9168"egarch11__ged__w1000_r5": {9169"n": 251,9170"ratio": 0.855169471230728,9171"dm_p": 0.06577077972397262,9172"dm_stat": -1.84808721584629849173},9174"egarch11__normal__w1000_r5": {9175"n": 251,9176"ratio": 0.848786297820304,9177"dm_p": 0.03168704959082662,9178"dm_stat": -2.16046587706022169179},9180"egarch11__skewt__w1000_r5": {9181"n": 251,9182"ratio": 0.8700231530623331,9183"dm_p": 0.1322834261024289,9184"dm_stat": -1.5100895511277459185},9186"egarch11__t__w1000_r5": {9187"n": 251,9188"ratio": 0.8754933469365702,9189"dm_p": 0.1612908067518283,9190"dm_stat": -1.40490510964084169191},9192"ewma094__normal__w1000_r5": {9193"n": 251,9194"ratio": 1.1046385234661462,9195"dm_p": 0.29773955688476533,9196"dm_stat": 1.0434679743226819197},9198"figarch11__ged__w1000_r5": {9199"n": 251,9200"ratio": 1.006269401185985,9201"dm_p": 0.7100691478405747,9202"dm_stat": 0.3721866951056419203},9204"figarch11__normal__w1000_r5": {9205"n": 251,9206"ratio": 1.0120595623209547,9207"dm_p": 0.49941317935323576,9208"dm_stat": 0.67639816237940999209},9210"figarch11__skewt__w1000_r5": {9211"n": 251,9212"ratio": 1.0143344134334047,9213"dm_p": 0.4228223321041229,9214"dm_stat": 0.80285294571179669215},9216"figarch11__t__w1000_r5": {9217"n": 251,9218"ratio": 1.0039108819613478,9219"dm_p": 0.8185021265489306,9220"dm_stat": 0.229713643409120959221},9222"garch11__ged__w1000_r5": {9223"n": 251,9224"ratio": 1.0007126448208432,9225"dm_p": 0.9311616965733054,9226"dm_stat": 0.086470404583337899227},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": 1.003358735987302,9237"dm_p": 0.8257691920212508,9238"dm_stat": 0.22036185979673369239},9240"garch11__t__w1000_r5": {9241"n": 251,9242"ratio": 1.0016652396573587,9243"dm_p": 0.9181116465826841,9244"dm_stat": 0.102916626996177489245},9246"garch12__ged__w1000_r5": {9247"n": 251,9248"ratio": 1.0007186200732465,9249"dm_p": 0.9305692058481043,9250"dm_stat": 0.087216544033536329251},9252"garch12__normal__w1000_r5": {9253"n": 251,9254"ratio": 1.0000050037398116,9255"dm_p": 0.2841640954682552,9256"dm_stat": 1.07331638890273579257},9258"garch12__skewt__w1000_r5": {9259"n": 251,9260"ratio": 1.0033552061450042,9261"dm_p": 0.8259323464325814,9262"dm_stat": 0.220152125883385739263},9264"garch12__t__w1000_r5": {9265"n": 251,9266"ratio": 1.0016634197422551,9267"dm_p": 0.9182146141517172,9268"dm_stat": 0.10278675936557769269},9270"garch21__ged__w1000_r5": {9271"n": 251,9272"ratio": 1.0262063236643526,9273"dm_p": 0.15545274168891512,9274"dm_stat": 1.42483264992101939275},9276"garch21__normal__w1000_r5": {9277"n": 251,9278"ratio": 1.0167218918357395,9279"dm_p": 0.19424808928862752,9280"dm_stat": 1.30160935691058079281},9282"garch21__skewt__w1000_r5": {9283"n": 251,9284"ratio": 1.0305733389143246,9285"dm_p": 0.10599656823023183,9286"dm_stat": 1.62231368983558239287},9288"garch21__t__w1000_r5": {9289"n": 251,9290"ratio": 1.0288389498312793,9291"dm_p": 0.205187288788563,9292"dm_stat": 1.27021968637317949293},9294"garchm11__ged__w1000_r5": {9295"n": 251,9296"ratio": 0.9882919041524079,9297"dm_p": 0.3998306745043618,9298"dm_stat": -0.84336475519085989299},9300"garchm11__normal__w1000_r5": {9301"n": 251,9302"ratio": 0.9895593851536261,9303"dm_p": 0.07253384818273902,9304"dm_stat": -1.80337132117528389305},9306"garchm11__skewt__w1000_r5": {9307"n": 251,9308"ratio": 0.9862675073378477,9309"dm_p": 0.33719525846444426,9310"dm_stat": -0.96156898772717549311},9312"garchm11__t__w1000_r5": {9313"n": 251,9314"ratio": 0.9900261815291823,9315"dm_p": 0.637625489975959,9316"dm_stat": -0.471597403482110279317},9318"garchx_rv11__normal__w1000_r5": {9319"n": 251,9320"ratio": 1.0345157052733558,9321"dm_p": 0.7332758256077846,9322"dm_stat": 0.34115183237403479323},9324"garchx_rv11__t__w1000_r5": {9325"n": 251,9326"ratio": 1.0232695910847867,9327"dm_p": 0.8137397300664793,9328"dm_stat": 0.235853143540256889329},9330"gas_t11__t__w1000_r5": {9331"n": 251,9332"ratio": 0.9520115575618645,9333"dm_p": 0.18593182012515125,9334"dm_stat": -1.32635714907410269335},9336"gjr11__ged__w1000_r5": {9337"n": 251,9338"ratio": 0.9520120322763073,9339"dm_p": 0.5173775705821768,9340"dm_stat": -0.64831295299319049341},9342"gjr11__normal__w1000_r5": {9343"n": 251,9344"ratio": 0.9502671347572944,9345"dm_p": 0.4218602016714356,9346"dm_stat": -0.80452159823302289347},9348"gjr11__skewt__w1000_r5": {9349"n": 251,9350"ratio": 0.944925783821854,9351"dm_p": 0.4844516456501943,9352"dm_stat": -0.70020296771693719353},9354"gjr11__t__w1000_r5": {9355"n": 251,9356"ratio": 0.9603295598890563,9357"dm_p": 0.6400667010498164,9358"dm_stat": -0.468175915990994739359},9360"har_rv__empirical__w1000_r5": {9361"n": 251,9362"ratio": 0.9951597506222662,9363"dm_p": 0.9569341606930429,9364"dm_stat": -0.054055445619693139365},9366"heavy11__normal__w1000_r5": {9367"n": 251,9368"ratio": 1.0355248339444627,9369"dm_p": 0.725786184005654,9370"dm_stat": 0.351130484514418369371},9372"heavy11__t__w1000_r5": {9373"n": 251,9374"ratio": 1.02327170407837,9375"dm_p": 0.8137205184212015,9376"dm_stat": 0.23587792838590419377},9378"histvar22__empirical__w1000_r5": {9379"n": 251,9380"ratio": 1.2308315509769134,9381"dm_p": 0.19245059163927633,9382"dm_stat": 1.30689096339760319383},9384"histvar252__empirical__w1000_r5": {9385"n": 251,9386"ratio": 2.0073146297335476,9387"dm_p": 0.005047859708953791,9388"dm_stat": 2.8290188809485329389},9390"histvar66__empirical__w1000_r5": {9391"n": 251,9392"ratio": 1.4017235736629623,9393"dm_p": 0.03480722940278293,9394"dm_stat": 2.12216767148970189395},9396"igarch11__ged__w1000_r5": {9397"n": 251,9398"ratio": 1.0060327446899828,9399"dm_p": 0.7527915438228521,9400"dm_stat": 0.315307080784926259401},9402"igarch11__normal__w1000_r5": {9403"n": 251,9404"ratio": 1.0154937927747723,9405"dm_p": 0.4087380480477779,9406"dm_stat": 0.82750858335190119407},9408"igarch11__skewt__w1000_r5": {9409"n": 251,9410"ratio": 1.0073758935447472,9411"dm_p": 0.6893178579258463,9412"dm_stat": 0.40024501075586669413},9414"igarch11__t__w1000_r5": {9415"n": 251,9416"ratio": 1.000109276493845,9417"dm_p": 0.995957547093997,9418"dm_stat": 0.00507155418795389419},9420"loghar_rv__empirical__w1000_r5": {9421"n": 251,9422"ratio": 0.9513891694989758,9423"dm_p": 0.5835047782005138,9424"dm_stat": -0.54898638102651519425},9426"msgarch2__normal__w1000_r5": {9427"n": 251,9428"ratio": 0.973565414455437,9429"dm_p": 0.21216162127543983,9430"dm_stat": -1.2508416330115939431},9432"msgarch2__t__w1000_r5": {9433"n": 251,9434"ratio": 0.9382882344711863,9435"dm_p": 0.2530591174852757,9436"dm_stat": -1.14559277816317479437},9438"nagarch11__ged__w1000_r5": {9439"n": 251,9440"ratio": 0.9916314688439534,9441"dm_p": 0.9378486355264632,9442"dm_stat": -0.078052613319899099443},9444"nagarch11__normal__w1000_r5": {9445"n": 251,9446"ratio": 0.9804340593936633,9447"dm_p": 0.8501415356865967,9448"dm_stat": -0.189133634574450379449},9450"nagarch11__skewt__w1000_r5": {9451"n": 251,9452"ratio": 0.9674208905831384,9453"dm_p": 0.7567895446762215,9454"dm_stat": -0.31003905854925799455},9456"nagarch11__t__w1000_r5": {9457"n": 251,9458"ratio": 1.0029517879527905,9459"dm_p": 0.9787078558953212,9460"dm_stat": 0.0267156345441720469461},9462"qgarch11__ged__w1000_r5": {9463"n": 251,9464"ratio": 0.9427426428449656,9465"dm_p": 0.37734012261326777,9466"dm_stat": -0.88438135358447059467},9468"qgarch11__normal__w1000_r5": {9469"n": 251,9470"ratio": 0.954442896558001,9471"dm_p": 0.46286142800708174,9472"dm_stat": -0.7352746855282679473},9474"qgarch11__skewt__w1000_r5": {9475"n": 251,9476"ratio": 0.9143036818030268,9477"dm_p": 0.14483772676225382,9478"dm_stat": -1.46258217446949989479},9480"qgarch11__t__w1000_r5": {9481"n": 251,9482"ratio": 0.9210493510905758,9483"dm_p": 0.20452748167957097,9484"dm_stat": -1.2720777122848559485},9486"realgarch11__normal__w1000_r5": {9487"n": 251,9488"ratio": 0.9716596582547185,9489"dm_p": 0.744122236661483,9490"dm_stat": -0.32676077130343499491},9492"realgarch11__t__w1000_r5": {9493"n": 251,9494"ratio": 0.9768235686034498,9495"dm_p": 0.789039098585226,9496"dm_stat": -0.26784550199618199497},9498"rm2006__normal__w1000_r5": {9499"n": 251,9500"ratio": 1.0476574221718369,9501"dm_p": 0.5876644331505493,9502"dm_stat": 0.54292604257775499503},9504"rm_rw__empirical__w1000_r5": {9505"n": 251,9506"ratio": 1.6247803930411266,9507"dm_p": 0.02571655352958099,9508"dm_stat": 2.24386955590831069509},9510"tarch11__ged__w1000_r5": {9511"n": 251,9512"ratio": 0.8849529633024233,9513"dm_p": 0.22089175834730335,9514"dm_stat": -1.22722676653360749515},9516"tarch11__normal__w1000_r5": {9517"n": 251,9518"ratio": 0.8653966047805054,9519"dm_p": 0.11512448548727068,9520"dm_stat": -1.58107811999097319521},9522"tarch11__skewt__w1000_r5": {9523"n": 251,9524"ratio": 0.9158073426328599,9525"dm_p": 0.40340517810230603,9526"dm_stat": -0.83697641870289869527},9528"tarch11__t__w1000_r5": {9529"n": 251,9530"ratio": 0.9194935492371603,9531"dm_p": 0.4354058801937854,9532"dm_stat": -0.78123088422527969533}9534}9535},9536"5": {9537"vol_tercile=high": {9538"aparch11__ged__w1000_r5": {9539"n": 1356,9540"ratio": 1.0141245742307974,9541"dm_p": 0.9070675179783072,9542"dm_stat": 0.116760034086074049543},9544"aparch11__normal__w1000_r5": {9545"n": 1356,9546"ratio": 1.0163860807138243,9547"dm_p": 0.8599791251478005,9548"dm_stat": 0.17643430021868169549},9550"aparch11__skewt__w1000_r5": {9551"n": 1356,9552"ratio": 0.9899606129728257,9553"dm_p": 0.9296156485479555,9554"dm_stat": -0.088344848974011939555},9556"aparch11__t__w1000_r5": {9557"n": 1356,9558"ratio": 0.9891245099423258,9559"dm_p": 0.923968732571372,9560"dm_stat": -0.095453505906879739561},9562"arch5__ged__w1000_r5": {9563"n": 1356,9564"ratio": 1.0581707058665635,9565"dm_p": 0.08273433874340043,9566"dm_stat": 1.73632124296154139567},9568"arch5__normal__w1000_r5": {9569"n": 1356,9570"ratio": 1.0543708038805781,9571"dm_p": 0.10345920419699478,9572"dm_stat": 1.62940755806950299573},9574"arch5__skewt__w1000_r5": {9575"n": 1356,9576"ratio": 1.0528878366149932,9577"dm_p": 0.11106452415024035,9578"dm_stat": 1.59446771163367459579},9580"arch5__t__w1000_r5": {9581"n": 1356,9582"ratio": 1.053831327753253,9583"dm_p": 0.12470763459900316,9584"dm_stat": 1.5362618385512149585},9586"avgarch11__ged__w1000_r5": {9587"n": 1356,9588"ratio": 1.039526836976379,9589"dm_p": 0.22319229082115136,9590"dm_stat": 1.21864182552717479591},9592"avgarch11__normal__w1000_r5": {9593"n": 1356,9594"ratio": 1.0440839969265026,9595"dm_p": 0.14919210952023065,9596"dm_stat": 1.44321123748040569597},9598"avgarch11__skewt__w1000_r5": {9599"n": 1356,9600"ratio": 1.0363322429881172,9601"dm_p": 0.2666112099571996,9602"dm_stat": 1.11135853060058099603},9604"avgarch11__t__w1000_r5": {9605"n": 1356,9606"ratio": 1.0267787924314955,9607"dm_p": 0.38349705785527827,9608"dm_stat": 0.87175394497410629609},9610"cgarch11__ged__w1000_r5": {9611"n": 1356,9612"ratio": 1.0394793862188931,9613"dm_p": 0.23651923636565678,9614"dm_stat": 1.18425649119662079615},9616"cgarch11__normal__w1000_r5": {9617"n": 1356,9618"ratio": 1.0187410316850993,9619"dm_p": 0.5245817644407198,9620"dm_stat": 0.63646364828841529621},9622"cgarch11__skewt__w1000_r5": {9623"n": 1356,9624"ratio": 1.0540734378304437,9625"dm_p": 0.15140425895379817,9626"dm_stat": 1.43539885378047589627},9628"cgarch11__t__w1000_r5": {9629"n": 1356,9630"ratio": 1.0701079449610236,9631"dm_p": 0.05645583476895181,9632"dm_stat": 1.90913414154842069633},9634"constvar__normal__w1000_r5": {9635"n": 1356,9636"ratio": 4.425174640709623,9637"dm_p": 0.07620220305640535,9638"dm_stat": 1.77451675051369859639},9640"egarch11__ged__w1000_r5": {9641"n": 1356,9642"ratio": 0.9813881351951926,9643"dm_p": 0.8640889710165645,9644"dm_stat": -0.171203940736176049645},9646"egarch11__normal__w1000_r5": {9647"n": 1356,9648"ratio": 1.0284541872511774,9649"dm_p": 0.8101897867879575,9650"dm_stat": 0.24022807636172919651},9652"egarch11__skewt__w1000_r5": {9653"n": 1356,9654"ratio": 0.9535781266662703,9655"dm_p": 0.6285904123572059,9656"dm_stat": -0.483821953832236869657},9658"egarch11__t__w1000_r5": {9659"n": 1356,9660"ratio": 0.9827053026766313,9661"dm_p": 0.8563790291621375,9662"dm_stat": -0.181019898105347639663},9664"ewma094__normal__w1000_r5": {9665"n": 1356,9666"ratio": 1.3065665681178875,9667"dm_p": 0.0028999106136765656,9668"dm_stat": 2.98358522127052439669},9670"figarch11__ged__w1000_r5": {9671"n": 1356,9672"ratio": 1.0034184938825754,9673"dm_p": 0.9036061826056114,9674"dm_stat": 0.12112980344911189675},9676"figarch11__normal__w1000_r5": {9677"n": 1356,9678"ratio": 1.001882084231525,9679"dm_p": 0.9440043528648974,9680"dm_stat": 0.070250869009420359681},9682"figarch11__skewt__w1000_r5": {9683"n": 1356,9684"ratio": 1.007600274275043,9685"dm_p": 0.8000401847387458,9686"dm_stat": 0.253344834424556139687},9688"figarch11__t__w1000_r5": {9689"n": 1356,9690"ratio": 1.0006120708963464,9691"dm_p": 0.984066463496261,9692"dm_stat": 0.0199747405369210759693},9694"garch11__ged__w1000_r5": {9695"n": 1356,9696"ratio": 0.9971918019805657,9697"dm_p": 0.793089921380519,9698"dm_stat": -0.26235204282340679699},9700"garch11__normal__w1000_r5": {9701"n": 1356,9702"ratio": 1.0,9703"dm_p": 1.0,9704"dm_stat": 0.09705},9706"garch11__skewt__w1000_r5": {9707"n": 1356,9708"ratio": 1.0020756239951842,9709"dm_p": 0.9085317802985208,9710"dm_stat": 0.114912149545848449711},9712"garch11__t__w1000_r5": {9713"n": 1356,9714"ratio": 1.0026501558665148,9715"dm_p": 0.8997494191028893,9716"dm_stat": 0.126001513508266279717},9718"garch12__ged__w1000_r5": {9719"n": 1356,9720"ratio": 0.9972036582277637,9721"dm_p": 0.7992663036193038,9722"dm_stat": -0.25434671692825049723},9724"garch12__normal__w1000_r5": {9725"n": 1356,9726"ratio": 1.0051756916827812,9727"dm_p": 0.16430157149304866,9728"dm_stat": 1.39150225405477159729},9730"garch12__skewt__w1000_r5": {9731"n": 1356,9732"ratio": 1.0026911321162775,9733"dm_p": 0.8835790957368953,9734"dm_stat": 0.14646121011830769735},9736"garch12__t__w1000_r5": {9737"n": 1356,9738"ratio": 1.0034625589308381,9739"dm_p": 0.8715283866496233,9740"dm_stat": 0.161748039713165049741},9742"garch21__ged__w1000_r5": {9743"n": 1356,9744"ratio": 0.9937828554715437,9745"dm_p": 0.5925131862860259,9746"dm_stat": -0.53532471040254789747},9748"garch21__normal__w1000_r5": {9749"n": 1356,9750"ratio": 1.0003144352686415,9751"dm_p": 0.9348058347838121,9752"dm_stat": 0.081815095682364749753},9754"garch21__skewt__w1000_r5": {9755"n": 1356,9756"ratio": 0.9961481318803477,9757"dm_p": 0.8237741651205286,9758"dm_stat": -0.222736495459834079759},9760"garch21__t__w1000_r5": {9761"n": 1356,9762"ratio": 0.9969988796815857,9763"dm_p": 0.8831705833816812,9764"dm_stat": -0.146978844551493079765},9766"garchm11__ged__w1000_r5": {9767"n": 1356,9768"ratio": 0.9730929933244312,9769"dm_p": 0.05700719184150051,9770"dm_stat": -1.90488020920243449771},9772"garchm11__normal__w1000_r5": {9773"n": 1356,9774"ratio": 0.9784627945286487,9775"dm_p": 0.0035812626891639646,9776"dm_stat": -2.9179733843714219777},9778"garchm11__skewt__w1000_r5": {9779"n": 1356,9780"ratio": 0.979075998201594,9781"dm_p": 0.2745718476793719,9782"dm_stat": -1.09303698292786199783},9784"garchm11__t__w1000_r5": {9785"n": 1356,9786"ratio": 0.9820987190642363,9787"dm_p": 0.47048277046288767,9788"dm_stat": -0.721896332386719789},9790"garchx_rv11__normal__w1000_r5": {9791"n": 1356,9792"ratio": 0.9272079284729738,9793"dm_p": 0.16454319992950653,9794"dm_stat": -1.3907051501506389795},9796"garchx_rv11__t__w1000_r5": {9797"n": 1356,9798"ratio": 0.9298771941077569,9799"dm_p": 0.22529851692870684,9800"dm_stat": -1.21311179408238839801},9802"gas_t11__t__w1000_r5": {9803"n": 1356,9804"ratio": 1.0784417455599076,9805"dm_p": 0.04973676575424442,9806"dm_stat": 1.963978470926519807},9808"gjr11__ged__w1000_r5": {9809"n": 1356,9810"ratio": 0.9384140464995051,9811"dm_p": 0.5293512369153617,9812"dm_stat": -0.62915867024652019813},9814"gjr11__normal__w1000_r5": {9815"n": 1356,9816"ratio": 0.9429417464163014,9817"dm_p": 0.5340615744005295,9818"dm_stat": -0.62197708290084219819},9820"gjr11__skewt__w1000_r5": {9821"n": 1356,9822"ratio": 0.9287383478989975,9823"dm_p": 0.4690421218193364,9824"dm_stat": -0.72424213227656019825},9826"gjr11__t__w1000_r5": {9827"n": 1356,9828"ratio": 0.930570741429975,9829"dm_p": 0.46242749402187716,9830"dm_stat": -0.73506436635365789831},9832"har_rv__empirical__w1000_r5": {9833"n": 1356,9834"ratio": 13073687.417506536,9835"dm_p": 0.2833031429975903,9836"dm_stat": 1.07335463352131139837},9838"heavy11__normal__w1000_r5": {9839"n": 1356,9840"ratio": 0.9285971685878655,9841"dm_p": 0.17552568713784528,9842"dm_stat": -1.3553696688624419843},9844"heavy11__t__w1000_r5": {9845"n": 1356,9846"ratio": 0.9319730250328518,9847"dm_p": 0.24076693206409072,9848"dm_stat": -1.17358650220752349849},9850"histvar22__empirical__w1000_r5": {9851"n": 1356,9852"ratio": 1.3819043372247908,9853"dm_p": 0.00297698174224559,9854"dm_stat": 2.97549588801119855},9856"histvar252__empirical__w1000_r5": {9857"n": 1356,9858"ratio": 3.6706176293591963,9859"dm_p": 0.012887501615742798,9860"dm_stat": 2.4901636082886019861},9862"histvar66__empirical__w1000_r5": {9863"n": 1356,9864"ratio": 2.3273808140236505,9865"dm_p": 0.0038014536124882188,9866"dm_stat": 2.8991987705345559867},9868"igarch11__ged__w1000_r5": {9869"n": 1356,9870"ratio": 1.0020775187620308,9871"dm_p": 0.9563282044770773,9872"dm_stat": 0.054771971831330169873},9874"igarch11__normal__w1000_r5": {9875"n": 1356,9876"ratio": 1.0231065563914394,9877"dm_p": 0.4941793251184836,9878"dm_stat": 0.68386186691840329879},9880"igarch11__skewt__w1000_r5": {9881"n": 1356,9882"ratio": 0.9994619299344544,9883"dm_p": 0.988536322356476,9884"dm_stat": -0.0143707353329787089885},9886"igarch11__t__w1000_r5": {9887"n": 1356,9888"ratio": 0.9946566937582495,9889"dm_p": 0.8945116973479871,9890"dm_stat": -0.132622412674677369891},9892"loghar_rv__empirical__w1000_r5": {9893"n": 1356,9894"ratio": 0.9753897202521907,9895"dm_p": 0.7556950604156412,9896"dm_stat": -0.31120183085355099897},9898"msgarch2__normal__w1000_r5": {9899"n": 1356,9900"ratio": 1.04712632694459,9901"dm_p": 0.3631968836630718,9902"dm_stat": 0.90959692619056799903},9904"msgarch2__t__w1000_r5": {9905"n": 1356,9906"ratio": 1.1152701141855497,9907"dm_p": 0.04982731876965981,9908"dm_stat": 1.9631991407182769909},9910"nagarch11__ged__w1000_r5": {9911"n": 1356,9912"ratio": 0.9402478140459775,9913"dm_p": 0.5278624783610852,9914"dm_stat": -0.63143524761490529915},9916"nagarch11__normal__w1000_r5": {9917"n": 1356,9918"ratio": 0.9330539998430915,9919"dm_p": 0.46891084353066637,9920"dm_stat": -0.72445609009322749921},9922"nagarch11__skewt__w1000_r5": {9923"n": 1356,9924"ratio": 0.9275103501181271,9925"dm_p": 0.4672939094228699,9926"dm_stat": -0.72709410240646979927},9928"nagarch11__t__w1000_r5": {9929"n": 1356,9930"ratio": 0.9385220287710183,9931"dm_p": 0.5174255452632611,9932"dm_stat": -0.64748845591082139933},9934"qgarch11__ged__w1000_r5": {9935"n": 1356,9936"ratio": 0.9020374322979166,9937"dm_p": 0.009714242999528885,9938"dm_stat": -2.58951061239871159939},9940"qgarch11__normal__w1000_r5": {9941"n": 1356,9942"ratio": 0.9117126849537899,9943"dm_p": 0.02079714671376977,9944"dm_stat": -2.31435560525973569945},9946"qgarch11__skewt__w1000_r5": {9947"n": 1356,9948"ratio": 0.8840289002465468,9949"dm_p": 0.0022171094912563816,9950"dm_stat": -3.0653529703130639951},9952"qgarch11__t__w1000_r5": {9953"n": 1356,9954"ratio": 0.8862406796041209,9955"dm_p": 0.0017233100199318205,9956"dm_stat": -3.1404570486719879957},9958"realgarch11__normal__w1000_r5": {9959"n": 1356,9960"ratio": 0.912972267452842,9961"dm_p": 0.14516565741772194,9962"dm_stat": -1.45766123828234089963},9964"realgarch11__t__w1000_r5": {9965"n": 1356,9966"ratio": 1.6053738013102197,9967"dm_p": 0.0034963104110138496,9968"dm_stat": 2.9254990184409439969},9970"rm2006__normal__w1000_r5": {9971"n": 1356,9972"ratio": 1.2512416983349615,9973"dm_p": 0.007914725486142792,9974"dm_stat": 2.6596372123516269975},9976"rm_rw__empirical__w1000_r5": {9977"n": 1356,9978"ratio": 1.6188244603919841,9979"dm_p": 3.572773974555458e-07,9980"dm_stat": 5.1158019603644289981},9982"tarch11__ged__w1000_r5": {9983"n": 1356,9984"ratio": 0.9627260488981653,9985"dm_p": 0.7471206880091933,9986"dm_stat": -0.322503964328910659987},9988"tarch11__normal__w1000_r5": {9989"n": 1356,9990"ratio": 0.9583426561131783,9991"dm_p": 0.6945380287469699,9992"dm_stat": -0.39278775885326539993},9994"tarch11__skewt__w1000_r5": {9995"n": 1356,9996"ratio": 0.9629343667040657,9997"dm_p": 0.7454894435596392,9998"dm_stat": -0.32465878667671999999},10000"tarch11__t__w1000_r5": {10001"n": 1356,10002"ratio": 0.9657574751421506,10003"dm_p": 0.7668436710872073,10004"dm_stat": -0.2965655418195401510005}10006},10007"vol_tercile=low": {10008"aparch11__ged__w1000_r5": {10009"n": 909,10010"ratio": 0.9385353276711225,10011"dm_p": 0.2983394324065464,10012"dm_stat": -1.040597405701613210013},10014"aparch11__normal__w1000_r5": {10015"n": 909,10016"ratio": 0.95091902915113,10017"dm_p": 0.4114308837888642,10018"dm_stat": -0.821757080329839910019},10020"aparch11__skewt__w1000_r5": {10021"n": 909,10022"ratio": 3.1720245490562005,10023"dm_p": 0.2995812285234385,10024"dm_stat": 1.037925128673046610025},10026"aparch11__t__w1000_r5": {10027"n": 909,10028"ratio": 0.9233124720667633,10029"dm_p": 0.18722253863269656,10030"dm_stat": -1.319835675289420310031},10032"arch5__ged__w1000_r5": {10033"n": 909,10034"ratio": 1.0710971339075732,10035"dm_p": 0.013270590606977262,10036"dm_stat": 2.48129628338800710037},10038"arch5__normal__w1000_r5": {10039"n": 909,10040"ratio": 1.091918871070626,10041"dm_p": 0.0014842797498722925,10042"dm_stat": 3.18747675020287410043},10044"arch5__skewt__w1000_r5": {10045"n": 909,10046"ratio": 1.0388511850513182,10047"dm_p": 0.17868846845418404,10048"dm_stat": 1.34584492682231910049},10050"arch5__t__w1000_r5": {10051"n": 909,10052"ratio": 1.0600453654448578,10053"dm_p": 0.06318799489149136,10054"dm_stat": 1.860146273882922410055},10056"avgarch11__ged__w1000_r5": {10057"n": 909,10058"ratio": 0.9678655758387209,10059"dm_p": 0.2013927478170176,10060"dm_stat": -1.278520234835036610061},10062"avgarch11__normal__w1000_r5": {10063"n": 909,10064"ratio": 0.9854305476182403,10065"dm_p": 0.41041876891139123,10066"dm_stat": -0.823537287035034710067},10068"avgarch11__skewt__w1000_r5": {10069"n": 909,10070"ratio": 0.9435086609419218,10071"dm_p": 0.06919255055896016,10072"dm_stat": -1.819315385419432610073},10074"avgarch11__t__w1000_r5": {10075"n": 909,10076"ratio": 0.9482157802004177,10077"dm_p": 0.06651141397740548,10078"dm_stat": -1.83717034190789910079},10080"cgarch11__ged__w1000_r5": {10081"n": 909,10082"ratio": 0.9527006176422512,10083"dm_p": 0.24270153704997802,10084"dm_stat": -1.16902208342752610085},10086"cgarch11__normal__w1000_r5": {10087"n": 909,10088"ratio": 0.9685290758410403,10089"dm_p": 0.43191531445067777,10090"dm_stat": -0.786268554797537910091},10092"cgarch11__skewt__w1000_r5": {10093"n": 909,10094"ratio": 0.9227137130794636,10095"dm_p": 0.05706798882331443,10096"dm_stat": -1.905213483587225610097},10098"cgarch11__t__w1000_r5": {10099"n": 909,10100"ratio": 0.9302115797131759,10101"dm_p": 0.07057226018101834,10102"dm_stat": -1.810348215315714910103},10104"constvar__normal__w1000_r5": {10105"n": 909,10106"ratio": 1.7805303967105852,10107"dm_p": 2.1870456639772846e-13,10108"dm_stat": 7.44902899356559910109},10110"egarch11__ged__w1000_r5": {10111"n": 909,10112"ratio": 1.0064952927506403,10113"dm_p": 0.9078996806279583,10114"dm_stat": 0.1157204555378649210115},10116"egarch11__normal__w1000_r5": {10117"n": 909,10118"ratio": 1.0104569296635162,10119"dm_p": 0.8457559889813551,10120"dm_stat": 0.1945918801726786710121},10122"egarch11__skewt__w1000_r5": {10123"n": 909,10124"ratio": 0.9872279859654814,10125"dm_p": 0.8217748661331601,10126"dm_stat": -0.2253279426328945210127},10128"egarch11__t__w1000_r5": {10129"n": 909,10130"ratio": 0.9941214235210678,10131"dm_p": 0.9214969061601892,10132"dm_stat": -0.0985757191298307210133},10134"ewma094__normal__w1000_r5": {10135"n": 909,10136"ratio": 1.158535768278583,10137"dm_p": 0.261691314637437,10138"dm_stat": 1.123101351087303110139},10140"figarch11__ged__w1000_r5": {10141"n": 909,10142"ratio": 0.9406977822679979,10143"dm_p": 0.0816583472056681,10144"dm_stat": -1.743078806462716710145},10146"figarch11__normal__w1000_r5": {10147"n": 909,10148"ratio": 0.9569960124723506,10149"dm_p": 0.2090922652631102,10150"dm_stat": -1.256957483877258410151},10152"figarch11__skewt__w1000_r5": {10153"n": 909,10154"ratio": 0.933355781002322,10155"dm_p": 0.04714026332712067,10156"dm_stat": -1.987741550914896110157},10158"figarch11__t__w1000_r5": {10159"n": 909,10160"ratio": 0.9390270675916301,10161"dm_p": 0.04271091189439214,10162"dm_stat": -2.029379330860958210163},10164"garch11__ged__w1000_r5": {10165"n": 909,10166"ratio": 0.9875881326099366,10167"dm_p": 0.3320087443788037,10168"dm_stat": -0.970594444701364810169},10170"garch11__normal__w1000_r5": {10171"n": 909,10172"ratio": 1.0,10173"dm_p": 1.0,10174"dm_stat": 0.010175},10176"garch11__skewt__w1000_r5": {10177"n": 909,10178"ratio": 0.9658918960697358,10179"dm_p": 0.13554246074032886,10180"dm_stat": -1.493925654743973410181},10182"garch11__t__w1000_r5": {10183"n": 909,10184"ratio": 0.9710721318181,10185"dm_p": 0.11249852010835436,10186"dm_stat": -1.588601455775066710187},10188"garch12__ged__w1000_r5": {10189"n": 909,10190"ratio": 0.9902306755546243,10191"dm_p": 0.4807685491697214,10192"dm_stat": -0.70535772716386710193},10194"garch12__normal__w1000_r5": {10195"n": 909,10196"ratio": 0.998073613500431,10197"dm_p": 0.652182798694197,10198"dm_stat": -0.450881234416939510199},10200"garch12__skewt__w1000_r5": {10201"n": 909,10202"ratio": 0.9678955765018097,10203"dm_p": 0.16926563881310003,10204"dm_stat": -1.375661702481323410205},10206"garch12__t__w1000_r5": {10207"n": 909,10208"ratio": 0.9735242927692873,10209"dm_p": 0.16219502347040216,10210"dm_stat": -1.398864744123046810211},10212"garch21__ged__w1000_r5": {10213"n": 909,10214"ratio": 0.9934179168216829,10215"dm_p": 0.6098445656489737,10216"dm_stat": -0.510472476423449310217},10218"garch21__normal__w1000_r5": {10219"n": 909,10220"ratio": 1.0035732761057006,10221"dm_p": 0.0037582116976534806,10222"dm_stat": 2.905289503564987710223},10224"garch21__skewt__w1000_r5": {10225"n": 909,10226"ratio": 0.9725792924112006,10227"dm_p": 0.22080716298876474,10228"dm_stat": -1.22522770439683410229},10230"garch21__t__w1000_r5": {10231"n": 909,10232"ratio": 0.976774226251377,10233"dm_p": 0.19795436816938455,10234"dm_stat": -1.288344188013504510235},10236"garchm11__ged__w1000_r5": {10237"n": 909,10238"ratio": 0.9820666074426356,10239"dm_p": 0.19591829792719148,10240"dm_stat": -1.294220593165538610241},10242"garchm11__normal__w1000_r5": {10243"n": 909,10244"ratio": 0.9946402225524188,10245"dm_p": 0.08135048584943352,10246"dm_stat": -1.744843172539157310247},10248"garchm11__skewt__w1000_r5": {10249"n": 909,10250"ratio": 0.9579072898899438,10251"dm_p": 0.06341480904946004,10252"dm_stat": -1.85854684815977510253},10254"garchm11__t__w1000_r5": {10255"n": 909,10256"ratio": 0.9630143417517966,10257"dm_p": 0.04524149092735919,10258"dm_stat": -2.005167858790070810259},10260"garchx_rv11__normal__w1000_r5": {10261"n": 909,10262"ratio": 0.88326685350803,10263"dm_p": 0.030083592456824137,10264"dm_stat": -2.172399882861977710265},10266"garchx_rv11__t__w1000_r5": {10267"n": 909,10268"ratio": 0.8678372887726632,10269"dm_p": 0.020475570372655835,10270"dm_stat": -2.321589271473592410271},10272"gas_t11__t__w1000_r5": {10273"n": 909,10274"ratio": 0.9752827394188617,10275"dm_p": 0.3769383420062206,10276"dm_stat": -0.883984938553085210277},10278"gjr11__ged__w1000_r5": {10279"n": 909,10280"ratio": 0.9522168118066351,10281"dm_p": 0.11235655833069254,10282"dm_stat": -1.589230114044291710283},10284"gjr11__normal__w1000_r5": {10285"n": 909,10286"ratio": 0.964531513414457,10287"dm_p": 0.12490048643311866,10288"dm_stat": -1.535943970749777510289},10290"gjr11__skewt__w1000_r5": {10291"n": 909,10292"ratio": 0.9358799645837016,10293"dm_p": 0.0645673194003543,10294"dm_stat": -1.850492069292511510295},10296"gjr11__t__w1000_r5": {10297"n": 909,10298"ratio": 0.9370857503377451,10299"dm_p": 0.06234580747877515,10300"dm_stat": -1.866127036071174410301},10302"har_rv__empirical__w1000_r5": {10303"n": 909,10304"ratio": 1.0641553357658835,10305"dm_p": 0.21343701159776265,10306"dm_stat": 1.24504342355965910307},10308"heavy11__normal__w1000_r5": {10309"n": 909,10310"ratio": 0.8827241433122328,10311"dm_p": 0.031988395160902565,10312"dm_stat": -2.147866613586287610313},10314"heavy11__t__w1000_r5": {10315"n": 909,10316"ratio": 0.870060853446072,10317"dm_p": 0.024018776640970085,10318"dm_stat": -2.26062108007183710319},10320"histvar22__empirical__w1000_r5": {10321"n": 909,10322"ratio": 1.653059943351481,10323"dm_p": 0.005406906848311193,10324"dm_stat": 2.78844305507230710325},10326"histvar252__empirical__w1000_r5": {10327"n": 909,10328"ratio": 1.3786938091275165,10329"dm_p": 0.06322406066558979,10330"dm_stat": 1.859891631390123310331},10332"histvar66__empirical__w1000_r5": {10333"n": 909,10334"ratio": 1.270175261073615,10335"dm_p": 0.18109537596746178,10336"dm_stat": 1.338417611389893810337},10338"igarch11__ged__w1000_r5": {10339"n": 909,10340"ratio": 0.9980386479770794,10341"dm_p": 0.9303329944280825,10342"dm_stat": -0.0874501440154750210343},10344"igarch11__normal__w1000_r5": {10345"n": 909,10346"ratio": 1.0179989209469629,10347"dm_p": 0.4593836389826406,10348"dm_stat": 0.740177495264307110349},10350"igarch11__skewt__w1000_r5": {10351"n": 909,10352"ratio": 0.9857598472308259,10353"dm_p": 0.6204184708095142,10354"dm_stat": -0.495427203548089610355},10356"igarch11__t__w1000_r5": {10357"n": 909,10358"ratio": 0.9945496900204922,10359"dm_p": 0.8414213139569908,10360"dm_stat": -0.2001330828180793210361},10362"loghar_rv__empirical__w1000_r5": {10363"n": 909,10364"ratio": 0.7987497182959077,10365"dm_p": 0.00016537475046167634,10366"dm_stat": -3.782578826765867310367},10368"msgarch2__normal__w1000_r5": {10369"n": 909,10370"ratio": 1.0000396948498624,10371"dm_p": 0.9982063927058216,10372"dm_stat": 0.00224857429048514610373},10374"msgarch2__t__w1000_r5": {10375"n": 909,10376"ratio": 0.9647165377666003,10377"dm_p": 0.5817634540965808,10378"dm_stat": -0.551008415447411210379},10380"nagarch11__ged__w1000_r5": {10381"n": 909,10382"ratio": 0.9618805848227754,10383"dm_p": 0.48064923019569333,10384"dm_stat": -0.705549613901289810385},10386"nagarch11__normal__w1000_r5": {10387"n": 909,10388"ratio": 0.9583482909988761,10389"dm_p": 0.39520323346275127,10390"dm_stat": -0.850622685885397610391},10392"nagarch11__skewt__w1000_r5": {10393"n": 909,10394"ratio": 0.9508519470272676,10395"dm_p": 0.37796630905949746,10396"dm_stat": -0.882081265039160310397},10398"nagarch11__t__w1000_r5": {10399"n": 909,10400"ratio": 0.9601455644017454,10401"dm_p": 0.48378562214682513,10402"dm_stat": -0.700514318847107910403},10404"qgarch11__ged__w1000_r5": {10405"n": 909,10406"ratio": 0.9566171563017581,10407"dm_p": 0.16913746660863754,10408"dm_stat": -1.376075759964212810409},10410"qgarch11__normal__w1000_r5": {10411"n": 909,10412"ratio": 0.9596885927238746,10413"dm_p": 0.20209267115088686,10414"dm_stat": -1.276535498192474610415},10416"qgarch11__skewt__w1000_r5": {10417"n": 909,10418"ratio": 0.9430452313725163,10419"dm_p": 0.06256829870244644,10420"dm_stat": -1.86454055028491110421},10422"qgarch11__t__w1000_r5": {10423"n": 909,10424"ratio": 0.9461013003412193,10425"dm_p": 0.08612499481000413,10426"dm_stat": -1.718068747715783410427},10428"realgarch11__normal__w1000_r5": {10429"n": 909,10430"ratio": 0.8559069801068644,10431"dm_p": 0.007418736257346477,10432"dm_stat": -2.683473472633488610433},10434"realgarch11__t__w1000_r5": {10435"n": 909,10436"ratio": 1.1205323934369473,10437"dm_p": 0.3652620888007948,10438"dm_stat": 0.905837653817790810439},10440"rm2006__normal__w1000_r5": {10441"n": 909,10442"ratio": 0.9189665403332573,10443"dm_p": 0.268671026526483,10444"dm_stat": -1.106805813094163810445},10446"rm_rw__empirical__w1000_r5": {10447"n": 909,10448"ratio": 2.03879942044069,10449"dm_p": 1.9279088943303224e-09,10450"dm_stat": 6.06554406295233310451},10452"tarch11__ged__w1000_r5": {10453"n": 909,10454"ratio": 0.9187533084550425,10455"dm_p": 0.05612920614546349,10456"dm_stat": -1.912478663349794810457},10458"tarch11__normal__w1000_r5": {10459"n": 909,10460"ratio": 0.9188042606957884,10461"dm_p": 0.021577753807621836,10462"dm_stat": -2.301698807024638710463},10464"tarch11__skewt__w1000_r5": {10465"n": 909,10466"ratio": 0.9022672961806582,10467"dm_p": 0.02722871665230294,10468"dm_stat": -2.21180150896467110469},10470"tarch11__t__w1000_r5": {10471"n": 909,10472"ratio": 0.9130595755164771,10473"dm_p": 0.0638431320418424,10474"dm_stat": -1.855539310305123910475}10476},10477"vol_tercile=mid": {10478"aparch11__ged__w1000_r5": {10479"n": 453,10480"ratio": 1.0718054773446386,10481"dm_p": 0.6822498586095957,10482"dm_stat": 0.4096594396836571510483},10484"aparch11__normal__w1000_r5": {10485"n": 453,10486"ratio": 1.0551499587254587,10487"dm_p": 0.6805579631262586,10488"dm_stat": 0.411968288479721810489},10490"aparch11__skewt__w1000_r5": {10491"n": 453,10492"ratio": 1.0833499174619585,10493"dm_p": 0.6633677079627257,10494"dm_stat": 0.4355547723139341410495},10496"aparch11__t__w1000_r5": {10497"n": 453,10498"ratio": 1.1009731617994682,10499"dm_p": 0.6227894505594446,10500"dm_stat": 0.4922389115196418310501},10502"arch5__ged__w1000_r5": {10503"n": 453,10504"ratio": 1.081132223134492,10505"dm_p": 0.01927153488622505,10506"dm_stat": 2.34864853842541810507},10508"arch5__normal__w1000_r5": {10509"n": 453,10510"ratio": 1.0757675811502665,10511"dm_p": 0.028929797060781318,10512"dm_stat": 2.19143692588029310513},10514"arch5__skewt__w1000_r5": {10515"n": 453,10516"ratio": 1.0581674394466936,10517"dm_p": 0.17052853714522961,10518"dm_stat": 1.372692855669548610519},10520"arch5__t__w1000_r5": {10521"n": 453,10522"ratio": 1.0817731335740042,10523"dm_p": 0.0855305054945281,10524"dm_stat": 1.723231812773962510525},10526"avgarch11__ged__w1000_r5": {10527"n": 453,10528"ratio": 1.0217338196009467,10529"dm_p": 0.2516325315704571,10530"dm_stat": 1.147862391109036410531},10532"avgarch11__normal__w1000_r5": {10533"n": 453,10534"ratio": 1.0175342042848075,10535"dm_p": 0.6323170959039306,10536"dm_stat": 0.478793461429344710537},10538"avgarch11__skewt__w1000_r5": {10539"n": 453,10540"ratio": 0.9988374361108309,10541"dm_p": 0.9623287144692816,10542"dm_stat": -0.04725769883925845510543},10544"avgarch11__t__w1000_r5": {10545"n": 453,10546"ratio": 1.0141660951598481,10547"dm_p": 0.5994559990577173,10548"dm_stat": 0.525553779337237610549},10550"cgarch11__ged__w1000_r5": {10551"n": 453,10552"ratio": 1.0321265803793869,10553"dm_p": 0.3391961624024645,10554"dm_stat": 0.956767303828148810555},10556"cgarch11__normal__w1000_r5": {10557"n": 453,10558"ratio": 1.0087856395026076,10559"dm_p": 0.7780474252189868,10560"dm_stat": 0.2820328276795590610561},10562"cgarch11__skewt__w1000_r5": {10563"n": 453,10564"ratio": 1.0202392363627815,10565"dm_p": 0.6104529146631108,10566"dm_stat": 0.509782136514367210567},10568"cgarch11__t__w1000_r5": {10569"n": 453,10570"ratio": 1.0446689138530065,10571"dm_p": 0.24271925917752976,10572"dm_stat": 1.169746942007059910573},10574"constvar__normal__w1000_r5": {10575"n": 453,10576"ratio": 1.813972742108022,10577"dm_p": 2.4683199000578683e-09,10578"dm_stat": 6.08626588558592210579},10580"egarch11__ged__w1000_r5": {10581"n": 453,10582"ratio": 1.056883217540061,10583"dm_p": 0.6781507530418849,10584"dm_stat": 0.4152570926066108710585},10586"egarch11__normal__w1000_r5": {10587"n": 453,10588"ratio": 1.0372092625775198,10589"dm_p": 0.7239357795669015,10590"dm_stat": 0.3534234579718825710591},10592"egarch11__skewt__w1000_r5": {10593"n": 453,10594"ratio": 1.054860986158812,10595"dm_p": 0.7002234773951096,10596"dm_stat": 0.385263441161568710597},10598"egarch11__t__w1000_r5": {10599"n": 453,10600"ratio": 1.052349619867268,10601"dm_p": 0.728205302920514,10602"dm_stat": 0.347729376336176310603},10604"ewma094__normal__w1000_r5": {10605"n": 453,10606"ratio": 1.0421121473170876,10607"dm_p": 0.47930357438589394,10608"dm_stat": 0.708010646440510510609},10610"figarch11__ged__w1000_r5": {10611"n": 453,10612"ratio": 0.9926634599110521,10613"dm_p": 0.889996865791119,10614"dm_stat": -0.1383861583526402310615},10616"figarch11__normal__w1000_r5": {10617"n": 453,10618"ratio": 0.9968389423239719,10619"dm_p": 0.9563418503720943,10620"dm_stat": -0.05477508706099696510621},10622"figarch11__skewt__w1000_r5": {10623"n": 453,10624"ratio": 0.9709519530439829,10625"dm_p": 0.6064371778988551,10626"dm_stat": -0.515526539472999310627},10628"figarch11__t__w1000_r5": {10629"n": 453,10630"ratio": 0.9893636896589987,10631"dm_p": 0.8560262919578046,10632"dm_stat": -0.1815385046220403810633},10634"garch11__ged__w1000_r5": {10635"n": 453,10636"ratio": 1.0151013998516085,10637"dm_p": 0.34622634040844974,10638"dm_stat": 0.942918410000588310639},10640"garch11__normal__w1000_r5": {10641"n": 453,10642"ratio": 1.0,10643"dm_p": 1.0,10644"dm_stat": 0.010645},10646"garch11__skewt__w1000_r5": {10647"n": 453,10648"ratio": 0.9976233465515315,10649"dm_p": 0.8868020173882994,10650"dm_stat": -0.1424322999166180210651},10652"garch11__t__w1000_r5": {10653"n": 453,10654"ratio": 1.0057134715925165,10655"dm_p": 0.682166960618119,10656"dm_stat": 0.409772515547166810657},10658"garch12__ged__w1000_r5": {10659"n": 453,10660"ratio": 1.016530219082855,10661"dm_p": 0.3042368108629463,10662"dm_stat": 1.028559483800754810663},10664"garch12__normal__w1000_r5": {10665"n": 453,10666"ratio": 1.0001074368838734,10667"dm_p": 0.9801830083350241,10668"dm_stat": 0.024853220821829710669},10670"garch12__skewt__w1000_r5": {10671"n": 453,10672"ratio": 0.9988094331549046,10673"dm_p": 0.9429636444239972,10674"dm_stat": -0.0715852465798209210675},10676"garch12__t__w1000_r5": {10677"n": 453,10678"ratio": 1.0069537513942468,10679"dm_p": 0.6165334640778617,10680"dm_stat": 0.501115960383745510681},10682"garch21__ged__w1000_r5": {10683"n": 453,10684"ratio": 1.018243577921794,10685"dm_p": 0.29558955419840344,10686"dm_stat": 1.047151022419973810687},10688"garch21__normal__w1000_r5": {10689"n": 453,10690"ratio": 1.0030125698187078,10691"dm_p": 0.3928334651139925,10692"dm_stat": 0.855308603989502910693},10694"garch21__skewt__w1000_r5": {10695"n": 453,10696"ratio": 1.0023987563761945,10697"dm_p": 0.8927157690697562,10698"dm_stat": 0.1349445713398768310699},10700"garch21__t__w1000_r5": {10701"n": 453,10702"ratio": 1.0094886814658677,10703"dm_p": 0.5127587563271822,10704"dm_stat": 0.655065581651945210705},10706"garchm11__ged__w1000_r5": {10707"n": 453,10708"ratio": 1.0130155044725888,10709"dm_p": 0.531087261997235,10710"dm_stat": 0.626829816968013310711},10712"garchm11__normal__w1000_r5": {10713"n": 453,10714"ratio": 0.994872923826808,10715"dm_p": 0.10783534629601171,10716"dm_stat": -1.611194638998421310717},10718"garchm11__skewt__w1000_r5": {10719"n": 453,10720"ratio": 0.9908982756710841,10721"dm_p": 0.6247651964865932,10722"dm_stat": -0.489443476900701810723},10724"garchm11__t__w1000_r5": {10725"n": 453,10726"ratio": 0.9992529671007391,10727"dm_p": 0.9524546142125505,10728"dm_stat": -0.05965771858801443410729},10730"garchx_rv11__normal__w1000_r5": {10731"n": 453,10732"ratio": 0.8849505509237455,10733"dm_p": 0.15481434881388761,10734"dm_stat": -1.425114111778107410735},10736"garchx_rv11__t__w1000_r5": {10737"n": 453,10738"ratio": 0.884253104125185,10739"dm_p": 0.15693465968159026,10740"dm_stat": -1.417812009720167210741},10742"gas_t11__t__w1000_r5": {10743"n": 453,10744"ratio": 1.032125797655927,10745"dm_p": 0.22930988073049832,10746"dm_stat": 1.203766491280167510747},10748"gjr11__ged__w1000_r5": {10749"n": 453,10750"ratio": 1.019900635650836,10751"dm_p": 0.8480979115069378,10752"dm_stat": 0.1916557805323543810753},10754"gjr11__normal__w1000_r5": {10755"n": 453,10756"ratio": 0.9880108124417826,10757"dm_p": 0.8665570905463229,10758"dm_stat": -0.1681288814726536210759},10760"gjr11__skewt__w1000_r5": {10761"n": 453,10762"ratio": 1.0325903851885578,10763"dm_p": 0.7945259079227899,10764"dm_stat": 0.2605919065779289710765},10766"gjr11__t__w1000_r5": {10767"n": 453,10768"ratio": 1.03036891491041,10769"dm_p": 0.8077800739131402,10770"dm_stat": 0.243433451012391410771},10772"har_rv__empirical__w1000_r5": {10773"n": 453,10774"ratio": 1.0223762773237612,10775"dm_p": 0.7671854363934427,10776"dm_stat": 0.2962366292293953710777},10778"heavy11__normal__w1000_r5": {10779"n": 453,10780"ratio": 0.8850164885647874,10781"dm_p": 0.1712723912037002,10782"dm_stat": -1.37030340791719910783},10784"heavy11__t__w1000_r5": {10785"n": 453,10786"ratio": 0.884890761868955,10787"dm_p": 0.17240578954327404,10788"dm_stat": -1.366677588008690310789},10790"histvar22__empirical__w1000_r5": {10791"n": 453,10792"ratio": 1.2851514662875951,10793"dm_p": 0.10684704854967736,10794"dm_stat": 1.615745662643098210795},10796"histvar252__empirical__w1000_r5": {10797"n": 453,10798"ratio": 1.7824206824239281,10799"dm_p": 4.996319011972691e-09,10800"dm_stat": 5.96303658504689710801},10802"histvar66__empirical__w1000_r5": {10803"n": 453,10804"ratio": 1.479806594390439,10805"dm_p": 0.011429279786930242,10806"dm_stat": 2.539680836993232710807},10808"igarch11__ged__w1000_r5": {10809"n": 453,10810"ratio": 1.0810715187448623,10811"dm_p": 0.03454040940833212,10812"dm_stat": 2.12011681502775210813},10814"igarch11__normal__w1000_r5": {10815"n": 453,10816"ratio": 1.087055324319193,10817"dm_p": 0.08205490776369893,10818"dm_stat": 1.742764015925512210819},10820"igarch11__skewt__w1000_r5": {10821"n": 453,10822"ratio": 1.0555313323170856,10823"dm_p": 0.19988893532184288,10824"dm_stat": 1.283744868756545410825},10826"igarch11__t__w1000_r5": {10827"n": 453,10828"ratio": 1.0793200987016416,10829"dm_p": 0.09369826560949798,10830"dm_stat": 1.6797433077891210831},10832"loghar_rv__empirical__w1000_r5": {10833"n": 453,10834"ratio": 0.8356256895620221,10835"dm_p": 0.007006566151438842,10836"dm_stat": -2.708921107452580310837},10838"msgarch2__normal__w1000_r5": {10839"n": 453,10840"ratio": 0.9888189984719217,10841"dm_p": 0.6397003012361974,10842"dm_stat": -0.468433682001074810843},10844"msgarch2__t__w1000_r5": {10845"n": 453,10846"ratio": 1.0224977363680514,10847"dm_p": 0.493670939312804,10848"dm_stat": 0.68503822406581710849},10850"nagarch11__ged__w1000_r5": {10851"n": 453,10852"ratio": 1.0495704526440688,10853"dm_p": 0.7544142823887868,10854"dm_stat": 0.3130141565559309610855},10856"nagarch11__normal__w1000_r5": {10857"n": 453,10858"ratio": 1.0245747675769263,10859"dm_p": 0.8461880430995774,10860"dm_stat": 0.1940958340070054510861},10862"nagarch11__skewt__w1000_r5": {10863"n": 453,10864"ratio": 1.083751226978728,10865"dm_p": 0.6384200197045152,10866"dm_stat": 0.4702264785029235410867},10868"nagarch11__t__w1000_r5": {10869"n": 453,10870"ratio": 1.0665335592006069,10871"dm_p": 0.7138749866861902,10872"dm_stat": 0.36688702186782910873},10874"qgarch11__ged__w1000_r5": {10875"n": 453,10876"ratio": 1.0452329146272359,10877"dm_p": 0.7309718373551611,10878"dm_stat": 0.344045800774635410879},10880"qgarch11__normal__w1000_r5": {10881"n": 453,10882"ratio": 1.0324346569712441,10883"dm_p": 0.7811801281580887,10884"dm_stat": 0.277947010416163310885},10886"qgarch11__skewt__w1000_r5": {10887"n": 453,10888"ratio": 1.0481934498903844,10889"dm_p": 0.7241940041770408,10890"dm_stat": 0.353078750268561410891},10892"qgarch11__t__w1000_r5": {10893"n": 453,10894"ratio": 1.0409778988089664,10895"dm_p": 0.765666235701122,10896"dm_stat": 0.2982279454867176610897},10898"realgarch11__normal__w1000_r5": {10899"n": 453,10900"ratio": 0.8520722688514638,10901"dm_p": 0.013663912138909618,10902"dm_stat": -2.47567358623574510903},10904"realgarch11__t__w1000_r5": {10905"n": 453,10906"ratio": 1.2993796650205498,10907"dm_p": 0.15438731816681428,10908"dm_stat": 1.426593959719037410909},10910"rm2006__normal__w1000_r5": {10911"n": 453,10912"ratio": 1.0447723984614001,10913"dm_p": 0.5497826338938004,10914"dm_stat": 0.598535290491782610915},10916"rm_rw__empirical__w1000_r5": {10917"n": 453,10918"ratio": 1.8637928038507345,10919"dm_p": 0.0001643555260772153,10920"dm_stat": 3.80023164510823110921},10922"tarch11__ged__w1000_r5": {10923"n": 453,10924"ratio": 1.0578717024408577,10925"dm_p": 0.7312551358014651,10926"dm_stat": 0.343668860272728210927},10928"tarch11__normal__w1000_r5": {10929"n": 453,10930"ratio": 1.0111495472127972,10931"dm_p": 0.9228624010566896,10932"dm_stat": 0.0968828119648662410933},10934"tarch11__skewt__w1000_r5": {10935"n": 453,10936"ratio": 1.0757244282561333,10937"dm_p": 0.6837936935760285,10938"dm_stat": 0.407554549614624710939},10940"tarch11__t__w1000_r5": {10941"n": 453,10942"ratio": 1.0912401535490914,10943"dm_p": 0.6525984288521411,10944"dm_stat": 0.450454930664794910945}10946},10947"vol_tercile66=high": {10948"aparch11__ged__w1000_r5": {10949"n": 1449,10950"ratio": 1.0977243047669332,10951"dm_p": 0.45779332890865915,10952"dm_stat": 0.742684253784989110953},10954"aparch11__normal__w1000_r5": {10955"n": 1449,10956"ratio": 1.0681299506094486,10957"dm_p": 0.49854796722842837,10958"dm_stat": 0.676946593749750610959},10960"aparch11__skewt__w1000_r5": {10961"n": 1449,10962"ratio": 1.0802467236501825,10963"dm_p": 0.5345476871911589,10964"dm_stat": 0.621227560916138510965},10966"aparch11__t__w1000_r5": {10967"n": 1449,10968"ratio": 1.0921962059915031,10969"dm_p": 0.48704460187569654,10970"dm_stat": 0.695195074489632910971},10972"arch5__ged__w1000_r5": {10973"n": 1449,10974"ratio": 1.062301393695615,10975"dm_p": 0.03698596606649304,10976"dm_stat": 2.087847796598421510977},10978"arch5__normal__w1000_r5": {10979"n": 1449,10980"ratio": 1.0582642007175658,10981"dm_p": 0.049481456704857436,10982"dm_stat": 1.966068879777387810983},10984"arch5__skewt__w1000_r5": {10985"n": 1449,10986"ratio": 1.058892146656533,10987"dm_p": 0.04939280691025141,10988"dm_stat": 1.966836182806449810989},10990"arch5__t__w1000_r5": {10991"n": 1449,10992"ratio": 1.0619118987981824,10993"dm_p": 0.0502841665680732,10994"dm_stat": 1.959173109569800810995},10996"avgarch11__ged__w1000_r5": {10997"n": 1449,10998"ratio": 1.0387359762077717,10999"dm_p": 0.1394564795706071,11000"dm_stat": 1.478630904897819511001},11002"avgarch11__normal__w1000_r5": {11003"n": 1449,11004"ratio": 1.038002372316132,11005"dm_p": 0.17022894390970242,11006"dm_stat": 1.372151051673370111007},11008"avgarch11__skewt__w1000_r5": {11009"n": 1449,11010"ratio": 1.0366759487886552,11011"dm_p": 0.1701267678572398,11012"dm_stat": 1.372479481761986811013},11014"avgarch11__t__w1000_r5": {11015"n": 1449,11016"ratio": 1.0321248099468665,11017"dm_p": 0.19570539027276965,11018"dm_stat": 1.294481955612756711019},11020"cgarch11__ged__w1000_r5": {11021"n": 1449,11022"ratio": 1.0242505860273936,11023"dm_p": 0.46303560055947685,11024"dm_stat": 0.734052470046348211025},11026"cgarch11__normal__w1000_r5": {11027"n": 1449,11028"ratio": 1.0003901537854127,11029"dm_p": 0.9895075398361095,11030"dm_stat": 0.01315299878743666911031},11032"cgarch11__skewt__w1000_r5": {11033"n": 1449,11034"ratio": 1.039685770569553,11035"dm_p": 0.2896723716052885,11036"dm_stat": 1.059228529851696411037},11038"cgarch11__t__w1000_r5": {11039"n": 1449,11040"ratio": 1.0579119283048104,11041"dm_p": 0.11926798539996791,11042"dm_stat": 1.558775753374605611043},11044"constvar__normal__w1000_r5": {11045"n": 1449,11046"ratio": 4.105214977844094,11047"dm_p": 0.0805696936094355,11048"dm_stat": 1.748613818090887711049},11050"egarch11__ged__w1000_r5": {11051"n": 1449,11052"ratio": 1.0469282974855463,11053"dm_p": 0.6823959137534462,11054"dm_stat": 0.4092783750923168511055},11056"egarch11__normal__w1000_r5": {11057"n": 1449,11058"ratio": 1.06328233429176,11059"dm_p": 0.5888002395064204,11060"dm_stat": 0.540696081791978511061},11062"egarch11__skewt__w1000_r5": {11063"n": 1449,11064"ratio": 1.0192316408578699,11065"dm_p": 0.8548100234166176,11066"dm_stat": 0.1830173538908208811067},11068"egarch11__t__w1000_r5": {11069"n": 1449,11070"ratio": 1.0564602188453496,11071"dm_p": 0.5958903815216896,11072"dm_stat": 0.530436900229993111073},11074"ewma094__normal__w1000_r5": {11075"n": 1449,11076"ratio": 1.2439725478194408,11077"dm_p": 0.005252620523949771,11078"dm_stat": 2.79536068198092811079},11080"figarch11__ged__w1000_r5": {11081"n": 1449,11082"ratio": 0.9954009540508756,11083"dm_p": 0.8840165588589408,11084"dm_stat": -0.1459051693201024711085},11086"figarch11__normal__w1000_r5": {11087"n": 1449,11088"ratio": 1.0018865482870096,11089"dm_p": 0.9476933946586845,11090"dm_stat": 0.0656150118192912611091},11092"figarch11__skewt__w1000_r5": {11093"n": 1449,11094"ratio": 0.9950271696949059,11095"dm_p": 0.8825710073031,11096"dm_stat": -0.1477368622880353111097},11098"figarch11__t__w1000_r5": {11099"n": 1449,11100"ratio": 0.9922410096800232,11101"dm_p": 0.8194305413091264,11102"dm_stat": -0.228318937133467111103},11104"garch11__ged__w1000_r5": {11105"n": 1449,11106"ratio": 1.0063625092001154,11107"dm_p": 0.533304379461709,11108"dm_stat": 0.623119111789440711109},11110"garch11__normal__w1000_r5": {11111"n": 1449,11112"ratio": 1.0,11113"dm_p": 1.0,11114"dm_stat": 0.011115},11116"garch11__skewt__w1000_r5": {11117"n": 1449,11118"ratio": 1.012949160812471,11119"dm_p": 0.45691859471520346,11120"dm_stat": 0.744129954264552611121},11122"garch11__t__w1000_r5": {11123"n": 1449,11124"ratio": 1.0145695598757403,11125"dm_p": 0.4601829918266763,11126"dm_stat": 0.738742671300008911127},11128"garch12__ged__w1000_r5": {11129"n": 1449,11130"ratio": 1.0064839495936289,11131"dm_p": 0.5325165703127605,11132"dm_stat": 0.624318828545307711133},11134"garch12__normal__w1000_r5": {11135"n": 1449,11136"ratio": 1.0038517284745894,11137"dm_p": 0.15353314391888845,11138"dm_stat": 1.427910883630704411139},11140"garch12__skewt__w1000_r5": {11141"n": 1449,11142"ratio": 1.013641250472335,11143"dm_p": 0.43870155389903737,11144"dm_stat": 0.774601633498182211145},11146"garch12__t__w1000_r5": {11147"n": 1449,11148"ratio": 1.0155337057950649,11149"dm_p": 0.43753162915916666,11150"dm_stat": 0.776583066760708211151},11152"garch21__ged__w1000_r5": {11153"n": 1449,11154"ratio": 1.0049232466506235,11155"dm_p": 0.6449446714172652,11156"dm_stat": 0.460892883890098611157},11158"garch21__normal__w1000_r5": {11159"n": 1449,11160"ratio": 1.0009013141529257,11161"dm_p": 0.8024939103329801,11162"dm_stat": 0.2501667171987219711163},11164"garch21__skewt__w1000_r5": {11165"n": 1449,11166"ratio": 1.0100455127071744,11167"dm_p": 0.5451811876613039,11168"dm_stat": 0.605139417352666911169},11170"garch21__t__w1000_r5": {11171"n": 1449,11172"ratio": 1.0118337871268832,11173"dm_p": 0.5300123534331903,11174"dm_stat": 0.628138370144013911175},11176"garchm11__ged__w1000_r5": {11177"n": 1449,11178"ratio": 0.9868055592970865,11179"dm_p": 0.3146839484558921,11180"dm_stat": -1.005791440143921411181},11182"garchm11__normal__w1000_r5": {11183"n": 1449,11184"ratio": 0.9821318937034533,11185"dm_p": 0.00374781474919191,11186"dm_stat": -2.90335532967998911187},11188"garchm11__skewt__w1000_r5": {11189"n": 1449,11190"ratio": 0.9941264083408646,11191"dm_p": 0.7496173843010664,11192"dm_stat": -0.319204635101665211193},11194"garchm11__t__w1000_r5": {11195"n": 1449,11196"ratio": 0.9971137524974993,11197"dm_p": 0.8995298620861079,11198"dm_stat": -0.1262774178929260711199},11200"garchx_rv11__normal__w1000_r5": {11201"n": 1449,11202"ratio": 0.9149144869084211,11203"dm_p": 0.08184289993005962,11204"dm_stat": -1.741302749953296311205},11206"garchx_rv11__t__w1000_r5": {11207"n": 1449,11208"ratio": 0.9194171373910962,11209"dm_p": 0.135301759027432,11210"dm_stat": -1.494351077074203411211},11212"gas_t11__t__w1000_r5": {11213"n": 1449,11214"ratio": 1.0657558128294575,11215"dm_p": 0.012814144508695833,11216"dm_stat": 2.49198846305546711217},11218"gjr11__ged__w1000_r5": {11219"n": 1449,11220"ratio": 0.9883147988213551,11221"dm_p": 0.9071724428757448,11222"dm_stat": -0.116626205887947511223},11224"gjr11__normal__w1000_r5": {11225"n": 1449,11226"ratio": 0.9680211060070951,11227"dm_p": 0.7238777600582186,11228"dm_stat": -0.35334965365146611229},11230"gjr11__skewt__w1000_r5": {11231"n": 1449,11232"ratio": 0.9884798746004466,11233"dm_p": 0.9115726328558893,11234"dm_stat": -0.1110745380684981411235},11236"gjr11__t__w1000_r5": {11237"n": 1449,11238"ratio": 0.9916903538212967,11239"dm_p": 0.9341627074206945,11240"dm_stat": -0.0826230308473843411241},11242"har_rv__empirical__w1000_r5": {11243"n": 1449,11244"ratio": 12293742.972308137,11245"dm_p": 0.28334738850953733,11246"dm_stat": 1.07322858525852111247},11248"heavy11__normal__w1000_r5": {11249"n": 1449,11250"ratio": 0.9163605971585381,11251"dm_p": 0.08927832674222722,11252"dm_stat": -1.700358089424323311253},11254"heavy11__t__w1000_r5": {11255"n": 1449,11256"ratio": 0.9214640248393134,11257"dm_p": 0.1470343825699056,11258"dm_stat": -1.450863788745140511259},11260"histvar22__empirical__w1000_r5": {11261"n": 1449,11262"ratio": 1.3762155681321901,11263"dm_p": 0.002389214710070441,11264"dm_stat": 3.042399670259311265},11266"histvar252__empirical__w1000_r5": {11267"n": 1449,11268"ratio": 3.383843507497533,11269"dm_p": 0.013507632164110933,11270"dm_stat": 2.473129286657867411271},11272"histvar66__empirical__w1000_r5": {11273"n": 1449,11274"ratio": 2.1111445593256386,11275"dm_p": 0.004223373817610886,11276"dm_stat": 2.86552095929030311277},11278"igarch11__ged__w1000_r5": {11279"n": 1449,11280"ratio": 1.02537221752444,11281"dm_p": 0.4691699266337948,11282"dm_stat": 0.724020789639207211283},11284"igarch11__normal__w1000_r5": {11285"n": 1449,11286"ratio": 1.0396378164929305,11287"dm_p": 0.1979104378551162,11288"dm_stat": 1.28811872617108711289},11290"igarch11__skewt__w1000_r5": {11291"n": 1449,11292"ratio": 1.020614123742806,11293"dm_p": 0.5557473194135666,11294"dm_stat": 0.589306938783711411295},11296"igarch11__t__w1000_r5": {11297"n": 1449,11298"ratio": 1.020299776640631,11299"dm_p": 0.5875929084994593,11300"dm_stat": 0.542448703848190211301},11302"loghar_rv__empirical__w1000_r5": {11303"n": 1449,11304"ratio": 0.9234433220114002,11305"dm_p": 0.2508488238029328,11306"dm_stat": -1.14874995617035611307},11308"msgarch2__normal__w1000_r5": {11309"n": 1449,11310"ratio": 1.0471215000597616,11311"dm_p": 0.2894506619751572,11312"dm_stat": 1.059715763215809211313},11314"msgarch2__t__w1000_r5": {11315"n": 1449,11316"ratio": 1.0798028068124366,11317"dm_p": 0.10958289398044313,11318"dm_stat": 1.60105486920175111319},11320"nagarch11__ged__w1000_r5": {11321"n": 1449,11322"ratio": 1.0271110046965604,11323"dm_p": 0.8002238432615966,11324"dm_stat": 0.253103912236699211325},11326"nagarch11__normal__w1000_r5": {11327"n": 1449,11328"ratio": 1.0104709682819202,11329"dm_p": 0.9161747314788863,11330"dm_stat": 0.105271784563068911331},11332"nagarch11__skewt__w1000_r5": {11333"n": 1449,11334"ratio": 1.028744062366975,11335"dm_p": 0.8044300101930263,11336"dm_stat": 0.247663342014362411337},11338"nagarch11__t__w1000_r5": {11339"n": 1449,11340"ratio": 1.0347517949365637,11341"dm_p": 0.757862145646062,11342"dm_stat": 0.308347673416162811343},11344"qgarch11__ged__w1000_r5": {11345"n": 1449,11346"ratio": 0.9713771127051546,11347"dm_p": 0.6458669677177886,11348"dm_stat": -0.459607502041100611349},11350"qgarch11__normal__w1000_r5": {11351"n": 1449,11352"ratio": 0.9731318731697494,11353"dm_p": 0.64444437723531,11354"dm_stat": -0.4615904504182671311355},11356"qgarch11__skewt__w1000_r5": {11357"n": 1449,11358"ratio": 0.9564405851540185,11359"dm_p": 0.49181664683021464,11360"dm_stat": -0.687597112470971711361},11362"qgarch11__t__w1000_r5": {11363"n": 1449,11364"ratio": 0.9602618527755133,11365"dm_p": 0.5277736870085309,11366"dm_stat": -0.631560659217067511367},11368"realgarch11__normal__w1000_r5": {11369"n": 1449,11370"ratio": 0.8887467653331469,11371"dm_p": 0.0332330963691297,11372"dm_stat": -2.13129207302075911373},11374"realgarch11__t__w1000_r5": {11375"n": 1449,11376"ratio": 1.6131158775840913,11377"dm_p": 0.0025393605659770925,11378"dm_stat": 3.023889896537502511379},11380"rm2006__normal__w1000_r5": {11381"n": 1449,11382"ratio": 1.2093771618734104,11383"dm_p": 0.017946436141381854,11384"dm_stat": 2.36942179122445711385},11386"rm_rw__empirical__w1000_r5": {11387"n": 1449,11388"ratio": 1.7721305758298098,11389"dm_p": 1.4491090056071204e-11,11390"dm_stat": 6.8076163553649511391},11392"tarch11__ged__w1000_r5": {11393"n": 1449,11394"ratio": 1.046749078187027,11395"dm_p": 0.71105348537641,11396"dm_stat": 0.370514340168888311397},11398"tarch11__normal__w1000_r5": {11399"n": 1449,11400"ratio": 1.015903526391328,11401"dm_p": 0.8833231598182969,11402"dm_stat": 0.1467837303280257211403},11404"tarch11__skewt__w1000_r5": {11405"n": 1449,11406"ratio": 1.0489417503900524,11407"dm_p": 0.7034948933715007,11408"dm_stat": 0.380682232524309611409},11410"tarch11__t__w1000_r5": {11411"n": 1449,11412"ratio": 1.0632453101635166,11413"dm_p": 0.6356020416836102,11414"dm_stat": 0.473956978025131411415}11416},11417"vol_tercile66=low": {11418"aparch11__ged__w1000_r5": {11419"n": 702,11420"ratio": 0.9363178583048497,11421"dm_p": 0.31305515437185893,11422"dm_stat": -1.009558592168502911423},11424"aparch11__normal__w1000_r5": {11425"n": 702,11426"ratio": 0.9591806915180467,11427"dm_p": 0.5203170148704376,11428"dm_stat": -0.643180966169262111429},11430"aparch11__skewt__w1000_r5": {11431"n": 702,11432"ratio": 3.3622088468221607,11433"dm_p": 0.29967391496681306,11434"dm_stat": 1.037901223199899611435},11436"aparch11__t__w1000_r5": {11437"n": 702,11438"ratio": 0.9137286135590388,11439"dm_p": 0.16800566723829616,11440"dm_stat": -1.380068021740612311441},11442"arch5__ged__w1000_r5": {11443"n": 702,11444"ratio": 1.0478734784680408,11445"dm_p": 0.11726903866907644,11446"dm_stat": 1.568271528486242511447},11448"arch5__normal__w1000_r5": {11449"n": 702,11450"ratio": 1.063377033782365,11451"dm_p": 0.029333663386863426,11452"dm_stat": 2.183448690920407411453},11454"arch5__skewt__w1000_r5": {11455"n": 702,11456"ratio": 1.007429758194483,11457"dm_p": 0.7904939436673114,11458"dm_stat": 0.2657707120863564411459},11460"arch5__t__w1000_r5": {11461"n": 702,11462"ratio": 1.02897802460392,11463"dm_p": 0.35569458334567966,11464"dm_stat": 0.924210821451199811465},11466"avgarch11__ged__w1000_r5": {11467"n": 702,11468"ratio": 0.973851793208344,11469"dm_p": 0.34816093811861676,11470"dm_stat": -0.938791915808871111471},11472"avgarch11__normal__w1000_r5": {11473"n": 702,11474"ratio": 0.9830395528993913,11475"dm_p": 0.45684448942835293,11476"dm_stat": -0.744465340857548111477},11478"avgarch11__skewt__w1000_r5": {11479"n": 702,11480"ratio": 0.9400632547684528,11481"dm_p": 0.0908565226081405,11482"dm_stat": -1.693227146737241311483},11484"avgarch11__t__w1000_r5": {11485"n": 702,11486"ratio": 0.9470597204610969,11487"dm_p": 0.11822904799267475,11488"dm_stat": -1.564169573487550711489},11490"cgarch11__ged__w1000_r5": {11491"n": 702,11492"ratio": 0.9540943220369942,11493"dm_p": 0.2949756551147666,11494"dm_stat": -1.0480524427197811495},11496"cgarch11__normal__w1000_r5": {11497"n": 702,11498"ratio": 0.9690267149507582,11499"dm_p": 0.48193620344801325,11500"dm_stat": -0.70356680935412711501},11502"cgarch11__skewt__w1000_r5": {11503"n": 702,11504"ratio": 0.916236628526622,11505"dm_p": 0.04752829739536506,11506"dm_stat": -1.98504946486870111507},11508"cgarch11__t__w1000_r5": {11509"n": 702,11510"ratio": 0.92417233670992,11511"dm_p": 0.06463027388651355,11512"dm_stat": -1.85072054231148811513},11514"constvar__normal__w1000_r5": {11515"n": 702,11516"ratio": 1.6380516672251015,11517"dm_p": 1.595714756638619e-08,11518"dm_stat": 5.71798940939774711519},11520"egarch11__ged__w1000_r5": {11521"n": 702,11522"ratio": 0.9950086309673969,11523"dm_p": 0.9363400513708804,11524"dm_stat": -0.0798994243418596311525},11526"egarch11__normal__w1000_r5": {11527"n": 702,11528"ratio": 1.0009842348233675,11529"dm_p": 0.9871492260061081,11530"dm_stat": 0.01611249983723223711531},11532"egarch11__skewt__w1000_r5": {11533"n": 702,11534"ratio": 0.9700798087601286,11535"dm_p": 0.6505587889408896,11536"dm_stat": -0.4531808085264799611537},11538"egarch11__t__w1000_r5": {11539"n": 702,11540"ratio": 0.9729966765252143,11541"dm_p": 0.6917321672084195,11542"dm_stat": -0.3966691643429685611543},11544"ewma094__normal__w1000_r5": {11545"n": 702,11546"ratio": 1.1717900659674974,11547"dm_p": 0.2561186786320551,11548"dm_stat": 1.13654078849513311549},11550"figarch11__ged__w1000_r5": {11551"n": 702,11552"ratio": 0.9301339450849205,11553"dm_p": 0.06629843044428985,11554"dm_stat": -1.839268597566057911555},11556"figarch11__normal__w1000_r5": {11557"n": 702,11558"ratio": 0.9405207024566413,11559"dm_p": 0.16701002564949696,11560"dm_stat": -1.383310619399629811561},11562"figarch11__skewt__w1000_r5": {11563"n": 702,11564"ratio": 0.9216679749250395,11565"dm_p": 0.03391324166526978,11566"dm_stat": -2.125269477214834611567},11568"figarch11__t__w1000_r5": {11569"n": 702,11570"ratio": 0.9326308791322139,11571"dm_p": 0.05910202528051689,11572"dm_stat": -1.890509630993216111573},11574"garch11__ged__w1000_r5": {11575"n": 702,11576"ratio": 0.9898445826996427,11577"dm_p": 0.4917442765093001,11578"dm_stat": -0.687898461125778711579},11580"garch11__normal__w1000_r5": {11581"n": 702,11582"ratio": 1.0,11583"dm_p": 1.0,11584"dm_stat": 0.011585},11586"garch11__skewt__w1000_r5": {11587"n": 702,11588"ratio": 0.9603355299624181,11589"dm_p": 0.09493872429444504,11590"dm_stat": -1.672161475740525611591},11592"garch11__t__w1000_r5": {11593"n": 702,11594"ratio": 0.9674456266307861,11595"dm_p": 0.13196862934583198,11596"dm_stat": -1.508142362607464811597},11598"garch12__ged__w1000_r5": {11599"n": 702,11600"ratio": 0.9919696544384105,11601"dm_p": 0.6107168345939482,11602"dm_stat": -0.509279158382613811603},11604"garch12__normal__w1000_r5": {11605"n": 702,11606"ratio": 0.9966181128142243,11607"dm_p": 0.5428085867993083,11608"dm_stat": -0.608868911481914611609},11610"garch12__skewt__w1000_r5": {11611"n": 702,11612"ratio": 0.9617878984618973,11613"dm_p": 0.11543098428857423,11614"dm_stat": -1.576199522098075811615},11616"garch12__t__w1000_r5": {11617"n": 702,11618"ratio": 0.9691987666131157,11619"dm_p": 0.16663627035360987,11620"dm_stat": -1.384531620612354111621},11622"garch21__ged__w1000_r5": {11623"n": 702,11624"ratio": 0.9940964596239518,11625"dm_p": 0.7076411973752045,11626"dm_stat": -0.3751785097729359311627},11628"garch21__normal__w1000_r5": {11629"n": 702,11630"ratio": 1.0024466310863858,11631"dm_p": 0.04217208664183918,11632"dm_stat": 2.035540657016588411633},11634"garch21__skewt__w1000_r5": {11635"n": 702,11636"ratio": 0.965650897374009,11637"dm_p": 0.14108800773465996,11638"dm_stat": -1.47341514472713311639},11640"garch21__t__w1000_r5": {11641"n": 702,11642"ratio": 0.9713170441291208,11643"dm_p": 0.17013225231903362,11644"dm_stat": -1.373190289708496711645},11646"garchm11__ged__w1000_r5": {11647"n": 702,11648"ratio": 0.9851927012946367,11649"dm_p": 0.4122825274086399,11650"dm_stat": -0.820372722319245211651},11652"garchm11__normal__w1000_r5": {11653"n": 702,11654"ratio": 0.9939248871839399,11655"dm_p": 0.10444651111700484,11656"dm_stat": -1.625777179836809711657},11658"garchm11__skewt__w1000_r5": {11659"n": 702,11660"ratio": 0.9534985420197469,11661"dm_p": 0.04933785511853965,11662"dm_stat": -1.969075828249961411663},11664"garchm11__t__w1000_r5": {11665"n": 702,11666"ratio": 0.9589376809020673,11667"dm_p": 0.058302458707533755,11668"dm_stat": -1.896517905995869211669},11670"garchx_rv11__normal__w1000_r5": {11671"n": 702,11672"ratio": 0.8796994741325658,11673"dm_p": 0.035864880721446446,11674"dm_stat": -2.10250749701629811675},11676"garchx_rv11__t__w1000_r5": {11677"n": 702,11678"ratio": 0.8594401985789668,11679"dm_p": 0.019727966350847313,11680"dm_stat": -2.336844884616960311681},11682"gas_t11__t__w1000_r5": {11683"n": 702,11684"ratio": 0.9935099314292275,11685"dm_p": 0.8531876490359088,11686"dm_stat": -0.1851210357746841411687},11688"gjr11__ged__w1000_r5": {11689"n": 702,11690"ratio": 0.9462747487760358,11691"dm_p": 0.10782165019176099,11692"dm_stat": -1.610120879536840211693},11694"gjr11__normal__w1000_r5": {11695"n": 702,11696"ratio": 0.9580393159675228,11697"dm_p": 0.10228756444441976,11698"dm_stat": -1.636004273043526711699},11700"gjr11__skewt__w1000_r5": {11701"n": 702,11702"ratio": 0.9292042522908134,11703"dm_p": 0.07470391547509259,11704"dm_stat": -1.784936576626065911705},11706"gjr11__t__w1000_r5": {11707"n": 702,11708"ratio": 0.928338374664175,11709"dm_p": 0.06456974694510047,11710"dm_stat": -1.85114063441343211711},11712"har_rv__empirical__w1000_r5": {11713"n": 702,11714"ratio": 1.0341077273936468,11715"dm_p": 0.5369022281385448,11716"dm_stat": 0.617808499909370411717},11718"heavy11__normal__w1000_r5": {11719"n": 702,11720"ratio": 0.878037593814039,11721"dm_p": 0.039140142961253566,11722"dm_stat": -2.066583139615271411723},11724"heavy11__t__w1000_r5": {11725"n": 702,11726"ratio": 0.8610347938343135,11727"dm_p": 0.024175765590524895,11728"dm_stat": -2.2592243573688111729},11730"histvar22__empirical__w1000_r5": {11731"n": 702,11732"ratio": 1.5369967124193364,11733"dm_p": 0.03348727681867425,11734"dm_stat": 2.13038618317599511735},11736"histvar252__empirical__w1000_r5": {11737"n": 702,11738"ratio": 1.3889836708353145,11739"dm_p": 0.1368481321228466,11740"dm_stat": 1.489338015831138511741},11742"histvar66__empirical__w1000_r5": {11743"n": 702,11744"ratio": 1.4009074545521993,11745"dm_p": 0.10446817577457945,11746"dm_stat": 1.625675409379099511747},11748"igarch11__ged__w1000_r5": {11749"n": 702,11750"ratio": 0.9930234050097944,11751"dm_p": 0.819716695675682,11752"dm_stat": -0.2279948937968307211753},11754"igarch11__normal__w1000_r5": {11755"n": 702,11756"ratio": 1.012156484745885,11757"dm_p": 0.7299888659625272,11758"dm_stat": 0.3452781297542975611759},11760"igarch11__skewt__w1000_r5": {11761"n": 702,11762"ratio": 0.9735257796032818,11763"dm_p": 0.49397937430240413,11764"dm_stat": -0.684351562204081111765},11766"igarch11__t__w1000_r5": {11767"n": 702,11768"ratio": 0.9894603406404281,11769"dm_p": 0.7917677257895271,11770"dm_stat": -0.2641165667041105411771},11772"loghar_rv__empirical__w1000_r5": {11773"n": 702,11774"ratio": 0.8129101303599948,11775"dm_p": 0.0010171991083499981,11776"dm_stat": -3.299601509365891211777},11778"msgarch2__normal__w1000_r5": {11779"n": 702,11780"ratio": 1.0009563270967976,11781"dm_p": 0.9541528762519701,11782"dm_stat": 0.05751308039239958611783},11784"msgarch2__t__w1000_r5": {11785"n": 702,11786"ratio": 0.9641544239232045,11787"dm_p": 0.604112728207696,11788"dm_stat": -0.518730023091018211789},11790"nagarch11__ged__w1000_r5": {11791"n": 702,11792"ratio": 0.9566612447603869,11793"dm_p": 0.4217871385432161,11794"dm_stat": -0.803796244600126811795},11796"nagarch11__normal__w1000_r5": {11797"n": 702,11798"ratio": 0.952958680720278,11799"dm_p": 0.30898204421142633,11800"dm_stat": -1.018099228224126811801},11802"nagarch11__skewt__w1000_r5": {11803"n": 702,11804"ratio": 0.9419375468952359,11805"dm_p": 0.29377593936489127,11806"dm_stat": -1.05066194809605611807},11808"nagarch11__t__w1000_r5": {11809"n": 702,11810"ratio": 0.9492310366332437,11811"dm_p": 0.374085142174961,11812"dm_stat": -0.889415103132887211813},11814"qgarch11__ged__w1000_r5": {11815"n": 702,11816"ratio": 0.9514656467804113,11817"dm_p": 0.10263451344329305,11818"dm_stat": -1.634349221544059111819},11820"qgarch11__normal__w1000_r5": {11821"n": 702,11822"ratio": 0.9505180764653623,11823"dm_p": 0.10175977881252096,11824"dm_stat": -1.638530575965407911825},11826"qgarch11__skewt__w1000_r5": {11827"n": 702,11828"ratio": 0.9406073328543851,11829"dm_p": 0.04443902318954331,11830"dm_stat": -2.01354491503795911831},11832"qgarch11__t__w1000_r5": {11833"n": 702,11834"ratio": 0.9409943989910081,11835"dm_p": 0.050707045972079715,11836"dm_stat": -1.957313737285262511837},11838"realgarch11__normal__w1000_r5": {11839"n": 702,11840"ratio": 0.8697229781446794,11841"dm_p": 0.018994397495272854,11842"dm_stat": -2.35109214826812911843},11844"realgarch11__t__w1000_r5": {11845"n": 702,11846"ratio": 1.009852987762815,11847"dm_p": 0.9308935480092771,11848"dm_stat": 0.0867518333094738111849},11850"rm2006__normal__w1000_r5": {11851"n": 702,11852"ratio": 0.9139732379184786,11853"dm_p": 0.26334300297457064,11854"dm_stat": -1.11942330881675811855},11856"rm_rw__empirical__w1000_r5": {11857"n": 702,11858"ratio": 1.8162613181267158,11859"dm_p": 1.0624303753202233e-06,11860"dm_stat": 4.92322156551945811861},11862"tarch11__ged__w1000_r5": {11863"n": 702,11864"ratio": 0.9071114556743237,11865"dm_p": 0.04358294532440371,11866"dm_stat": -2.02173718547119911867},11868"tarch11__normal__w1000_r5": {11869"n": 702,11870"ratio": 0.9093176714177719,11871"dm_p": 0.0213405461803313,11872"dm_stat": -2.307086751889861511873},11874"tarch11__skewt__w1000_r5": {11875"n": 702,11876"ratio": 0.8928961431242738,11877"dm_p": 0.030494066628777943,11878"dm_stat": -2.1680052879421411879},11880"tarch11__t__w1000_r5": {11881"n": 702,11882"ratio": 0.9018542432371704,11883"dm_p": 0.05484268171405169,11884"dm_stat": -1.923335251435205811885}11886},11887"vol_tercile66=mid": {11888"aparch11__ged__w1000_r5": {11889"n": 567,11890"ratio": 0.8469403887703139,11891"dm_p": 0.004109638309006213,11892"dm_stat": -2.881370533754509511893},11894"aparch11__normal__w1000_r5": {11895"n": 567,11896"ratio": 0.8926956712196078,11897"dm_p": 0.052832581384402506,11898"dm_stat": -1.9403569906753511899},11900"aparch11__skewt__w1000_r5": {11901"n": 567,11902"ratio": 0.8538197596348776,11903"dm_p": 0.01268525693562558,11904"dm_stat": -2.500449702418202411905},11906"aparch11__t__w1000_r5": {11907"n": 567,11908"ratio": 0.8416180738196138,11909"dm_p": 0.0059800425276111836,11910"dm_stat": -2.759299166252014311911},11912"arch5__ged__w1000_r5": {11913"n": 567,11914"ratio": 1.119981688977623,11915"dm_p": 0.01026270462797273,11916"dm_stat": 2.575480904875420611917},11918"arch5__normal__w1000_r5": {11919"n": 567,11920"ratio": 1.1306610984246408,11921"dm_p": 0.00618811251331429,11922"dm_stat": 2.74795132717835911923},11924"arch5__skewt__w1000_r5": {11925"n": 567,11926"ratio": 1.1046870128259365,11927"dm_p": 0.024068805120969563,11928"dm_stat": 2.26211311206047411929},11930"arch5__t__w1000_r5": {11931"n": 567,11932"ratio": 1.125273159707794,11933"dm_p": 0.01482931552849505,11934"dm_stat": 2.44400781547844111935},11936"avgarch11__ged__w1000_r5": {11937"n": 567,11938"ratio": 0.9989776805523272,11939"dm_p": 0.9668131697348713,11940"dm_stat": -0.04162393665361667511941},11942"avgarch11__normal__w1000_r5": {11943"n": 567,11944"ratio": 1.0281520257264867,11945"dm_p": 0.3532962933101866,11946"dm_stat": 0.928978387284947311947},11948"avgarch11__skewt__w1000_r5": {11949"n": 567,11950"ratio": 0.9892884288842483,11951"dm_p": 0.6959855508466487,11952"dm_stat": -0.3909442587571067611953},11954"avgarch11__t__w1000_r5": {11955"n": 567,11956"ratio": 0.9889779765282461,11957"dm_p": 0.639993029270919,11958"dm_stat": -0.4679604235952995511959},11960"cgarch11__ged__w1000_r5": {11961"n": 567,11962"ratio": 1.05275078363278,11963"dm_p": 0.10132346662815951,11964"dm_stat": 1.641141990771156211965},11966"cgarch11__normal__w1000_r5": {11967"n": 567,11968"ratio": 1.0459449972907522,11969"dm_p": 0.1740283468480797,11970"dm_stat": 1.361085396214123411971},11972"cgarch11__skewt__w1000_r5": {11973"n": 567,11974"ratio": 1.0475637608293027,11975"dm_p": 0.25573351208216905,11976"dm_stat": 1.13768474687999111977},11978"cgarch11__t__w1000_r5": {11979"n": 567,11980"ratio": 1.0636962090216218,11981"dm_p": 0.04207367215939064,11982"dm_stat": 2.037409050601812311983},11984"constvar__normal__w1000_r5": {11985"n": 567,11986"ratio": 2.5212491707844498,11987"dm_p": 2.671275053148691e-07,11988"dm_stat": 5.20837744664063811989},11990"egarch11__ged__w1000_r5": {11991"n": 567,11992"ratio": 0.9150565529079647,11993"dm_p": 0.05851494537022228,11994"dm_stat": -1.895654067919866811995},11996"egarch11__normal__w1000_r5": {11997"n": 567,11998"ratio": 0.963979524681327,11999"dm_p": 0.5670941817285269,12000"dm_stat": -0.572672041682955212001},12002"egarch11__skewt__w1000_r5": {12003"n": 567,12004"ratio": 0.9251976075981875,12005"dm_p": 0.12560538102925412,12006"dm_stat": -1.533931015769851112007},12008"egarch11__t__w1000_r5": {12009"n": 567,12010"ratio": 0.9069830008787894,12011"dm_p": 0.0649354969562988,12012"dm_stat": -1.849301319396489612013},12014"ewma094__normal__w1000_r5": {12015"n": 567,12016"ratio": 1.1558533673789912,12017"dm_p": 0.1817298916519791,12018"dm_stat": 1.337091504337633512019},12020"figarch11__ged__w1000_r5": {12021"n": 567,12022"ratio": 1.0238540391177688,12023"dm_p": 0.4454663765394838,12024"dm_stat": 0.763528556896635112025},12026"figarch11__normal__w1000_r5": {12027"n": 567,12028"ratio": 1.0227056671051564,12029"dm_p": 0.4493567007375352,12030"dm_stat": 0.757013634899717112031},12032"figarch11__skewt__w1000_r5": {12033"n": 567,12034"ratio": 1.014766484144078,12035"dm_p": 0.6843179168586785,12036"dm_stat": 0.406787402747827512037},12038"figarch11__t__w1000_r5": {12039"n": 567,12040"ratio": 1.0131124757171943,12041"dm_p": 0.6623246879744105,12042"dm_stat": 0.4369356138712882612043},12044"garch11__ged__w1000_r5": {12045"n": 567,12046"ratio": 0.9847297452660342,12047"dm_p": 0.3199391841512769,12048"dm_stat": -0.995457493693692712049},12050"garch11__normal__w1000_r5": {12051"n": 567,12052"ratio": 1.0,12053"dm_p": 1.0,12054"dm_stat": 0.012055},12056"garch11__skewt__w1000_r5": {12057"n": 567,12058"ratio": 0.9747700268301458,12059"dm_p": 0.33788735018973864,12060"dm_stat": -0.959160666548150812061},12062"garch11__t__w1000_r5": {12063"n": 567,12064"ratio": 0.9768359071912607,12065"dm_p": 0.25109124037413666,12066"dm_stat": -1.148878789581646412067},12068"garch12__ged__w1000_r5": {12069"n": 567,12070"ratio": 0.9873779650612606,12071"dm_p": 0.44647372101955474,12072"dm_stat": -0.761838506975841812073},12074"garch12__normal__w1000_r5": {12075"n": 567,12076"ratio": 1.0053471617208591,12077"dm_p": 0.15907190368123558,12078"dm_stat": 1.41005776461531312079},12080"garch12__skewt__w1000_r5": {12081"n": 567,12082"ratio": 0.9771285257639641,12083"dm_p": 0.3961743239557664,12084"dm_stat": -0.849118538575106212085},12086"garch12__t__w1000_r5": {12087"n": 567,12088"ratio": 0.9794093622992895,12089"dm_p": 0.3263989501717816,12090"dm_stat": -0.982244763432822912091},12092"garch21__ged__w1000_r5": {12093"n": 567,12094"ratio": 0.9875588879438807,12095"dm_p": 0.5218540529742507,12096"dm_stat": -0.640889227183902812097},12098"garch21__normal__w1000_r5": {12099"n": 567,12100"ratio": 1.004339285516678,12101"dm_p": 0.2780800660810341,12102"dm_stat": 1.08568611742747312103},12104"garch21__skewt__w1000_r5": {12105"n": 567,12106"ratio": 0.9766033661751847,12107"dm_p": 0.3869758617831133,12108"dm_stat": -0.865783258937887812109},12110"garch21__t__w1000_r5": {12111"n": 567,12112"ratio": 0.9786969690650675,12113"dm_p": 0.381173842868324,12114"dm_stat": -0.876419474007220812115},12116"garchm11__ged__w1000_r5": {12117"n": 567,12118"ratio": 0.9719655672133457,12119"dm_p": 0.08135566631982077,12120"dm_stat": -1.745987553153122212121},12122"garchm11__normal__w1000_r5": {12123"n": 567,12124"ratio": 0.9894119618643918,12125"dm_p": 0.016397992483990126,12126"dm_stat": -2.407120761494110412127},12128"garchm11__skewt__w1000_r5": {12129"n": 567,12130"ratio": 0.9572474730173651,12131"dm_p": 0.08726843542648503,12132"dm_stat": -1.712955109466964212133},12134"garchm11__t__w1000_r5": {12135"n": 567,12136"ratio": 0.9652364560134691,12137"dm_p": 0.08855913444589929,12138"dm_stat": -1.705986787728367212139},12140"garchx_rv11__normal__w1000_r5": {12141"n": 567,12142"ratio": 0.9170052874845027,12143"dm_p": 0.21997169329837934,12144"dm_stat": -1.2279618585728512145},12146"garchx_rv11__t__w1000_r5": {12147"n": 567,12148"ratio": 0.9183573859959812,12149"dm_p": 0.23934623343041814,12150"dm_stat": -1.177862995474102412151},12152"gas_t11__t__w1000_r5": {12153"n": 567,12154"ratio": 1.009773584665288,12155"dm_p": 0.789011449663031,12156"dm_stat": 0.2677212152061149712157},12158"gjr11__ged__w1000_r5": {12159"n": 567,12160"ratio": 0.9045106638918611,12161"dm_p": 0.010577252269681802,12162"dm_stat": -2.56489841267598612163},12164"gjr11__normal__w1000_r5": {12165"n": 567,12166"ratio": 0.9397615249967687,12167"dm_p": 0.035619447164903076,12168"dm_stat": -2.10628285621630612169},12170"gjr11__skewt__w1000_r5": {12171"n": 567,12172"ratio": 0.8916657219653585,12173"dm_p": 0.012927267055288832,12174"dm_stat": -2.493672697856031312175},12176"gjr11__t__w1000_r5": {12177"n": 567,12178"ratio": 0.8901749710155434,12179"dm_p": 0.012621303806934821,12180"dm_stat": -2.502259739428468712181},12182"har_rv__empirical__w1000_r5": {12183"n": 567,12184"ratio": 1.2437890704327579,12185"dm_p": 0.006339923384573046,12186"dm_stat": 2.73988715603959212187},12188"heavy11__normal__w1000_r5": {12189"n": 567,12190"ratio": 0.9189136807663877,12191"dm_p": 0.2370541870852278,12192"dm_stat": -1.18363566696350712193},12194"heavy11__t__w1000_r5": {12195"n": 567,12196"ratio": 0.9204777734234971,12197"dm_p": 0.25394368755948216,12198"dm_stat": -1.141983664951947512199},12200"histvar22__empirical__w1000_r5": {12201"n": 567,12202"ratio": 1.5901587560340158,12203"dm_p": 0.01879719497109266,12204"dm_stat": 2.356313962321406712205},12206"histvar252__empirical__w1000_r5": {12207"n": 567,12208"ratio": 2.134070141344414,12209"dm_p": 0.000303236190200787,12210"dm_stat": 3.635064181403392612211},12212"histvar66__empirical__w1000_r5": {12213"n": 567,12214"ratio": 1.597381377432262,12215"dm_p": 0.029657580348859243,12216"dm_stat": 2.180150038443781312217},12218"igarch11__ged__w1000_r5": {12219"n": 567,12220"ratio": 1.0287518163810219,12221"dm_p": 0.43888827495466975,12222"dm_stat": 0.774619029170079512223},12224"igarch11__normal__w1000_r5": {12225"n": 567,12226"ratio": 1.0539899428588713,12227"dm_p": 0.11545086210326189,12228"dm_stat": 1.57658027128153712229},12230"igarch11__skewt__w1000_r5": {12231"n": 567,12232"ratio": 1.0224370538136847,12233"dm_p": 0.5911281059700083,12234"dm_stat": 0.537507872734747212235},12236"igarch11__t__w1000_r5": {12237"n": 567,12238"ratio": 1.0216900656791301,12239"dm_p": 0.5937379557445933,12240"dm_stat": 0.53372990223933112241},12242"loghar_rv__empirical__w1000_r5": {12243"n": 567,12244"ratio": 0.9115168867965845,12245"dm_p": 0.23550138954657135,12246"dm_stat": -1.187568996639791812247},12248"msgarch2__normal__w1000_r5": {12249"n": 567,12250"ratio": 0.9800715704377534,12251"dm_p": 0.5111874325985845,12252"dm_stat": -0.657405543679386512253},12254"msgarch2__t__w1000_r5": {12255"n": 567,12256"ratio": 1.0898424401370734,12257"dm_p": 0.037818788685936425,12258"dm_stat": 2.08169838765001112259},12260"nagarch11__ged__w1000_r5": {12261"n": 567,12262"ratio": 0.8386648647149599,12263"dm_p": 0.008983491522128097,12264"dm_stat": -2.62174255215565212265},12266"nagarch11__normal__w1000_r5": {12267"n": 567,12268"ratio": 0.8393786846274625,12269"dm_p": 0.0052186762294905665,12270"dm_stat": -2.80411535652689212271},12272"nagarch11__skewt__w1000_r5": {12273"n": 567,12274"ratio": 0.8426175945548707,12275"dm_p": 0.01053620036741166,12276"dm_stat": -2.56626348696396512277},12278"nagarch11__t__w1000_r5": {12279"n": 567,12280"ratio": 0.8428156932270626,12281"dm_p": 0.013849364532612169,12282"dm_stat": -2.468841415468637612283},12284"qgarch11__ged__w1000_r5": {12285"n": 567,12286"ratio": 0.8840720102957081,12287"dm_p": 0.005778667624371507,12288"dm_stat": -2.770626791338155512289},12290"qgarch11__normal__w1000_r5": {12291"n": 567,12292"ratio": 0.8992602591485656,12293"dm_p": 0.007985763016585488,12294"dm_stat": -2.66211891160274412295},12296"qgarch11__skewt__w1000_r5": {12297"n": 567,12298"ratio": 0.8737961679570927,12299"dm_p": 0.006113941512617051,12300"dm_stat": -2.75195643025977812301},12302"qgarch11__t__w1000_r5": {12303"n": 567,12304"ratio": 0.8683654695369007,12305"dm_p": 0.004533648388743012,12306"dm_stat": -2.8498238245518712307},12308"realgarch11__normal__w1000_r5": {12309"n": 567,12310"ratio": 0.877103149389962,12311"dm_p": 0.1163197104388884,12312"dm_stat": -1.57281822853896212313},12314"realgarch11__t__w1000_r5": {12315"n": 567,12316"ratio": 1.4279139371538,12317"dm_p": 0.08756230619440718,12318"dm_stat": 1.711361246282170312319},12320"rm2006__normal__w1000_r5": {12321"n": 567,12322"ratio": 1.107915644874445,12323"dm_p": 0.09323931681691734,12324"dm_stat": 1.68138752290880812325},12326"rm_rw__empirical__w1000_r5": {12327"n": 567,12328"ratio": 1.9977533924411888,12329"dm_p": 4.269577521653062e-05,12330"dm_stat": 4.12468994861162312331},12332"tarch11__ged__w1000_r5": {12333"n": 567,12334"ratio": 0.8559594545077611,12335"dm_p": 0.0033747476392453376,12336"dm_stat": -2.94383551012904112337},12338"tarch11__normal__w1000_r5": {12339"n": 567,12340"ratio": 0.8745794228582292,12341"dm_p": 0.009426528369725306,12342"dm_stat": -2.60508949858218812343},12344"tarch11__skewt__w1000_r5": {12345"n": 567,12346"ratio": 0.8605381667749349,12347"dm_p": 0.01006060149873512,12348"dm_stat": -2.582434158474197412349},12350"tarch11__t__w1000_r5": {12351"n": 567,12352"ratio": 0.8515068974436543,12353"dm_p": 0.0055016997902718094,12354"dm_stat": -2.78680420734961112355}12356},12357"prev_sign=neg": {12358"aparch11__ged__w1000_r5": {12359"n": 1213,12360"ratio": 1.0138794082335534,12361"dm_p": 0.820157883501143,12362"dm_stat": 0.227391237924113612363},12364"aparch11__normal__w1000_r5": {12365"n": 1213,12366"ratio": 1.0268793370927212,12367"dm_p": 0.6135359762770696,12368"dm_stat": 0.505163317217299912369},12370"aparch11__skewt__w1000_r5": {12371"n": 1213,12372"ratio": 1.879327781512298,12373"dm_p": 0.30721711620721565,12374"dm_stat": 1.021509170935722512375},12376"aparch11__t__w1000_r5": {12377"n": 1213,12378"ratio": 1.003682579557227,12379"dm_p": 0.9519015041302893,12380"dm_stat": 0.06033157094213026412381},12382"arch5__ged__w1000_r5": {12383"n": 1213,12384"ratio": 1.0242861446922602,12385"dm_p": 0.4731048661740973,12386"dm_stat": 0.717660620994166312387},12388"arch5__normal__w1000_r5": {12389"n": 1213,12390"ratio": 1.023780108747723,12391"dm_p": 0.4826335119213912,12392"dm_stat": 0.702289463088006812393},12394"arch5__skewt__w1000_r5": {12395"n": 1213,12396"ratio": 0.9940483960483885,12397"dm_p": 0.8651071610983933,12398"dm_stat": -0.1699126852064408412399},12400"arch5__t__w1000_r5": {12401"n": 1213,12402"ratio": 1.0013198457212695,12403"dm_p": 0.9725396518252705,12404"dm_stat": 0.034430349385149112405},12406"avgarch11__ged__w1000_r5": {12407"n": 1213,12408"ratio": 1.0362441901086357,12409"dm_p": 0.22983494921023778,12410"dm_stat": 1.201389262637264212411},12412"avgarch11__normal__w1000_r5": {12413"n": 1213,12414"ratio": 1.0216378343401034,12415"dm_p": 0.47423748496403717,12416"dm_stat": 0.715824697465066212417},12418"avgarch11__skewt__w1000_r5": {12419"n": 1213,12420"ratio": 1.0246291409897998,12421"dm_p": 0.40653439037344774,12422"dm_stat": 0.830297019305579212423},12424"avgarch11__t__w1000_r5": {12425"n": 1213,12426"ratio": 1.0183988525598986,12427"dm_p": 0.4995334795718442,12428"dm_stat": 0.675426804650523312429},12430"cgarch11__ged__w1000_r5": {12431"n": 1213,12432"ratio": 1.023303999572513,12433"dm_p": 0.49983373105429446,12434"dm_stat": 0.674953989627827312435},12436"cgarch11__normal__w1000_r5": {12437"n": 1213,12438"ratio": 1.0077127511857153,12439"dm_p": 0.8030098393192429,12440"dm_stat": 0.24950837913325212441},12442"cgarch11__skewt__w1000_r5": {12443"n": 1213,12444"ratio": 1.015849512801062,12445"dm_p": 0.6487183978309156,12446"dm_stat": 0.455656822186821512447},12448"cgarch11__t__w1000_r5": {12449"n": 1213,12450"ratio": 1.0201792309838593,12451"dm_p": 0.5354165106449658,12452"dm_stat": 0.619935915617818912453},12454"constvar__normal__w1000_r5": {12455"n": 1213,12456"ratio": 3.6892884692044627,12457"dm_p": 0.06509443510943394,12458"dm_stat": 1.846285654240776612459},12460"egarch11__ged__w1000_r5": {12461"n": 1213,12462"ratio": 1.0256705792189549,12463"dm_p": 0.6477934578821907,12464"dm_stat": 0.456943615224121512465},12466"egarch11__normal__w1000_r5": {12467"n": 1213,12468"ratio": 1.0514073971664324,12469"dm_p": 0.39744315335558733,12470"dm_stat": 0.846496096158131612471},12472"egarch11__skewt__w1000_r5": {12473"n": 1213,12474"ratio": 1.0017522923944235,12475"dm_p": 0.974251893695924,12476"dm_stat": 0.03228273389804474412477},12478"egarch11__t__w1000_r5": {12479"n": 1213,12480"ratio": 0.9986333695194707,12481"dm_p": 0.9781787253003613,12482"dm_stat": -0.02735796908245189512483},12484"ewma094__normal__w1000_r5": {12485"n": 1213,12486"ratio": 1.3774496820540778,12487"dm_p": 0.0012728877446082686,12488"dm_stat": 3.229603723404500712489},12490"figarch11__ged__w1000_r5": {12491"n": 1213,12492"ratio": 0.9748603577135057,12493"dm_p": 0.3763579913383635,12494"dm_stat": -0.884952104051852312495},12496"figarch11__normal__w1000_r5": {12497"n": 1213,12498"ratio": 0.9656386596291545,12499"dm_p": 0.3186637234878077,12500"dm_stat": -0.997618071143831612501},12502"figarch11__skewt__w1000_r5": {12503"n": 1213,12504"ratio": 0.9723150070982467,12505"dm_p": 0.32740927132792574,12506"dm_stat": -0.979741470907101612507},12508"figarch11__t__w1000_r5": {12509"n": 1213,12510"ratio": 0.9703547039369634,12511"dm_p": 0.29122172746236497,12512"dm_stat": -1.055905698839344712513},12514"garch11__ged__w1000_r5": {12515"n": 1213,12516"ratio": 0.9996490463976008,12517"dm_p": 0.9760472392395715,12518"dm_stat": -0.0300310437357739212519},12520"garch11__normal__w1000_r5": {12521"n": 1213,12522"ratio": 1.0,12523"dm_p": 1.0,12524"dm_stat": 0.012525},12526"garch11__skewt__w1000_r5": {12527"n": 1213,12528"ratio": 0.9861262105000727,12529"dm_p": 0.39735018918283566,12530"dm_stat": -0.846662888552451812531},12532"garch11__t__w1000_r5": {12533"n": 1213,12534"ratio": 0.9767284983786143,12535"dm_p": 0.16596794175968158,12536"dm_stat": -1.386111073183156512537},12538"garch12__ged__w1000_r5": {12539"n": 1213,12540"ratio": 1.002225276952061,12541"dm_p": 0.8597518949932766,12542"dm_stat": 0.1767275896155608212543},12544"garch12__normal__w1000_r5": {12545"n": 1213,12546"ratio": 1.003994815498163,12547"dm_p": 0.27298116814184675,12548"dm_stat": 1.096721140642101412549},12550"garch12__skewt__w1000_r5": {12551"n": 1213,12552"ratio": 0.9881386665421311,12553"dm_p": 0.4844393722827605,12554"dm_stat": -0.699395063445135712555},12556"garch12__t__w1000_r5": {12557"n": 1213,12558"ratio": 0.9791196333584173,12559"dm_p": 0.23000263816578048,12560"dm_stat": -1.200956719303359512561},12562"garch21__ged__w1000_r5": {12563"n": 1213,12564"ratio": 1.001223651959664,12565"dm_p": 0.9265724347023281,12566"dm_stat": 0.0921772641633721712567},12568"garch21__normal__w1000_r5": {12569"n": 1213,12570"ratio": 1.002246041243787,12571"dm_p": 0.42495116697245766,12572"dm_stat": 0.798130410952980112573},12574"garch21__skewt__w1000_r5": {12575"n": 1213,12576"ratio": 0.9874405130450002,12577"dm_p": 0.45462790932851416,12578"dm_stat": -0.747962450129202412579},12580"garch21__t__w1000_r5": {12581"n": 1213,12582"ratio": 0.9773428250267612,12583"dm_p": 0.19040956493214847,12584"dm_stat": -1.310102022831436412585},12586"garchm11__ged__w1000_r5": {12587"n": 1213,12588"ratio": 0.983496545744601,12589"dm_p": 0.2904018548582287,12590"dm_stat": -1.057702507549723312591},12592"garchm11__normal__w1000_r5": {12593"n": 1213,12594"ratio": 0.9837508927222632,12595"dm_p": 0.04025630807678912,12596"dm_stat": -2.05331458539915312597},12598"garchm11__skewt__w1000_r5": {12599"n": 1213,12600"ratio": 0.9719476520311274,12601"dm_p": 0.13581477412293189,12602"dm_stat": -1.49255188497109112603},12604"garchm11__t__w1000_r5": {12605"n": 1213,12606"ratio": 0.9611019624139828,12607"dm_p": 0.07620899647100711,12608"dm_stat": -1.77463587325847612609},12610"garchx_rv11__normal__w1000_r5": {12611"n": 1213,12612"ratio": 0.9068688842955496,12613"dm_p": 0.0708006963582754,12614"dm_stat": -1.808344297057917812615},12616"garchx_rv11__t__w1000_r5": {12617"n": 1213,12618"ratio": 0.8987732623159121,12619"dm_p": 0.06436689037388525,12620"dm_stat": -1.851318333132850212621},12622"gas_t11__t__w1000_r5": {12623"n": 1213,12624"ratio": 1.067944189072171,12625"dm_p": 0.09549507589106501,12626"dm_stat": 1.66839780312333412627},12628"gjr11__ged__w1000_r5": {12629"n": 1213,12630"ratio": 0.973277545183023,12631"dm_p": 0.6220488439634244,12632"dm_stat": -0.493075102187273812633},12634"gjr11__normal__w1000_r5": {12635"n": 1213,12636"ratio": 0.9729737197763776,12637"dm_p": 0.5963255820358268,12638"dm_stat": -0.529831820159070912639},12640"gjr11__skewt__w1000_r5": {12641"n": 1213,12642"ratio": 0.9624669001051996,12643"dm_p": 0.49390952076470374,12644"dm_stat": -0.684311167333428112645},12646"gjr11__t__w1000_r5": {12647"n": 1213,12648"ratio": 0.9637075227587121,12649"dm_p": 0.5020970725539798,12650"dm_stat": -0.671394680074957512651},12652"har_rv__empirical__w1000_r5": {12653"n": 1213,12654"ratio": 10310948.79311006,12655"dm_p": 0.296476875006702,12656"dm_stat": 1.044468675777103112657},12658"heavy11__normal__w1000_r5": {12659"n": 1213,12660"ratio": 0.9059572456438724,12661"dm_p": 0.07714079809595538,12662"dm_stat": -1.76902718440546112663},12664"heavy11__t__w1000_r5": {12665"n": 1213,12666"ratio": 0.9001154239943038,12667"dm_p": 0.07345224829882763,12668"dm_stat": -1.791563965631094712669},12670"histvar22__empirical__w1000_r5": {12671"n": 1213,12672"ratio": 1.7847247649594744,12673"dm_p": 4.615026577727032e-06,12674"dm_stat": 4.60243296811283112675},12676"histvar252__empirical__w1000_r5": {12677"n": 1213,12678"ratio": 3.104180895121459,12679"dm_p": 0.013841257897936866,12680"dm_stat": 2.46494543727817512681},12682"histvar66__empirical__w1000_r5": {12683"n": 1213,12684"ratio": 2.235387227948434,12685"dm_p": 0.0035807747482038805,12686"dm_stat": 2.9186196584667812687},12688"igarch11__ged__w1000_r5": {12689"n": 1213,12690"ratio": 0.983061053253202,12691"dm_p": 0.5483935193877295,12692"dm_stat": -0.600337567381150112693},12694"igarch11__normal__w1000_r5": {12695"n": 1213,12696"ratio": 0.9885082958442476,12697"dm_p": 0.7336711282634427,12698"dm_stat": -0.3403245202460943312699},12700"igarch11__skewt__w1000_r5": {12701"n": 1213,12702"ratio": 0.9779544599299821,12703"dm_p": 0.47915174239364783,12704"dm_stat": -0.70788666941925312705},12706"igarch11__t__w1000_r5": {12707"n": 1213,12708"ratio": 0.9784102478083677,12709"dm_p": 0.5084203669247047,12710"dm_stat": -0.661495447360107212711},12712"loghar_rv__empirical__w1000_r5": {12713"n": 1213,12714"ratio": 0.9522660225761326,12715"dm_p": 0.41425008377443356,12716"dm_stat": -0.81671803087204912717},12718"msgarch2__normal__w1000_r5": {12719"n": 1213,12720"ratio": 1.0841524275779326,12721"dm_p": 0.06150486110892248,12722"dm_stat": 1.87158429135153312723},12724"msgarch2__t__w1000_r5": {12725"n": 1213,12726"ratio": 1.1137054292873556,12727"dm_p": 0.04073956214870728,12728"dm_stat": 2.04836233327721912729},12730"nagarch11__ged__w1000_r5": {12731"n": 1213,12732"ratio": 0.9906797470945883,12733"dm_p": 0.8632850148590119,12734"dm_stat": -0.1722305758048055212735},12736"nagarch11__normal__w1000_r5": {12737"n": 1213,12738"ratio": 0.9851285274766889,12739"dm_p": 0.7784829171330923,12740"dm_stat": -0.281359224019107612741},12742"nagarch11__skewt__w1000_r5": {12743"n": 1213,12744"ratio": 0.9891457871397645,12745"dm_p": 0.8454151371234749,12746"dm_stat": -0.195013406582014312747},12748"nagarch11__t__w1000_r5": {12749"n": 1213,12750"ratio": 0.9908935187114483,12751"dm_p": 0.8687282925293754,12752"dm_stat": -0.165309064340849312753},12754"qgarch11__ged__w1000_r5": {12755"n": 1213,12756"ratio": 0.9544120370403086,12757"dm_p": 0.18486225747726245,12758"dm_stat": -1.326686673378941312759},12760"qgarch11__normal__w1000_r5": {12761"n": 1213,12762"ratio": 0.9493281464844248,12763"dm_p": 0.17966797252407465,12764"dm_stat": -1.342553559492137412765},12766"qgarch11__skewt__w1000_r5": {12767"n": 1213,12768"ratio": 0.9459691056808399,12769"dm_p": 0.11701211201161991,12770"dm_stat": -1.568557476690160412771},12772"qgarch11__t__w1000_r5": {12773"n": 1213,12774"ratio": 0.9451925551955159,12775"dm_p": 0.10623888825888801,12776"dm_stat": -1.61653517684384812777},12778"realgarch11__normal__w1000_r5": {12779"n": 1213,12780"ratio": 0.9345482151435214,12781"dm_p": 0.1374587338027112,12782"dm_stat": -1.486304257006839212783},12784"realgarch11__t__w1000_r5": {12785"n": 1213,12786"ratio": 1.4070877153956982,12787"dm_p": 0.01581035505511621,12788"dm_stat": 2.41666554892207612789},12790"rm2006__normal__w1000_r5": {12791"n": 1213,12792"ratio": 1.1461730189771817,12793"dm_p": 0.08332726065055342,12794"dm_stat": 1.733128021482784712795},12796"rm_rw__empirical__w1000_r5": {12797"n": 1213,12798"ratio": 1.7864830132627336,12799"dm_p": 9.183356217268219e-12,12800"dm_stat": 6.88611881001455112801},12802"tarch11__ged__w1000_r5": {12803"n": 1213,12804"ratio": 0.9686192467831222,12805"dm_p": 0.5715150761228617,12806"dm_stat": -0.565975691322244712807},12808"tarch11__normal__w1000_r5": {12809"n": 1213,12810"ratio": 0.9606883910412055,12811"dm_p": 0.44712876540814006,12812"dm_stat": -0.760458014349142612813},12814"tarch11__skewt__w1000_r5": {12815"n": 1213,12816"ratio": 0.9734276964447858,12817"dm_p": 0.6546150191052668,12818"dm_stat": -0.4474709490728816512819},12820"tarch11__t__w1000_r5": {12821"n": 1213,12822"ratio": 0.9769824103003615,12823"dm_p": 0.6964373474818655,12824"dm_stat": -0.390226892515955712825}12826},12827"prev_sign=pos": {12828"aparch11__ged__w1000_r5": {12829"n": 1505,12830"ratio": 0.9799395328329503,12831"dm_p": 0.8077425913078392,12832"dm_stat": -0.2433821106171888712833},12834"aparch11__normal__w1000_r5": {12835"n": 1505,12836"ratio": 0.9759003085648579,12837"dm_p": 0.7223266790408709,12838"dm_stat": -0.355417499635150512839},12840"aparch11__skewt__w1000_r5": {12841"n": 1505,12842"ratio": 1.8721066200779553,12843"dm_p": 0.3254170469448526,12844"dm_stat": 0.983708559369580612845},12846"aparch11__t__w1000_r5": {12847"n": 1505,12848"ratio": 0.967115499848942,12849"dm_p": 0.6955641086661313,12850"dm_stat": -0.391390427492894612851},12852"arch5__ged__w1000_r5": {12853"n": 1505,12854"ratio": 1.0977096114278992,12855"dm_p": 1.6057542253386087e-07,12856"dm_stat": 5.26489018551026312857},12858"arch5__normal__w1000_r5": {12859"n": 1505,12860"ratio": 1.1078586074390735,12861"dm_p": 1.0966338275282835e-07,12862"dm_stat": 5.335814154483947512863},12864"arch5__skewt__w1000_r5": {12865"n": 1505,12866"ratio": 1.0865227723665547,12867"dm_p": 1.2904162207400653e-06,12868"dm_stat": 4.86095955788011612869},12870"arch5__t__w1000_r5": {12871"n": 1505,12872"ratio": 1.1034528366853098,12873"dm_p": 1.2435234018678648e-08,12874"dm_stat": 5.72542838788162412875},12876"avgarch11__ged__w1000_r5": {12877"n": 1505,12878"ratio": 0.9878688775557346,12879"dm_p": 0.4442538764561807,12880"dm_stat": -0.765231313117997712881},12882"avgarch11__normal__w1000_r5": {12883"n": 1505,12884"ratio": 1.0122390968941233,12885"dm_p": 0.38297989498340906,12886"dm_stat": 0.872674360570758112887},12888"avgarch11__skewt__w1000_r5": {12889"n": 1505,12890"ratio": 0.9704223678411432,12891"dm_p": 0.09519161169932876,12892"dm_stat": -1.66967584948490612893},12894"avgarch11__t__w1000_r5": {12895"n": 1505,12896"ratio": 0.9755637284904365,12897"dm_p": 0.1549882217437558,12898"dm_stat": -1.42284585949162512899},12900"cgarch11__ged__w1000_r5": {12901"n": 1505,12902"ratio": 0.9897458013538285,12903"dm_p": 0.6511535187552632,12904"dm_stat": -0.452250821556080312905},12906"cgarch11__normal__w1000_r5": {12907"n": 1505,12908"ratio": 0.9894607934684757,12909"dm_p": 0.6103797635313329,12910"dm_stat": -0.509638146891757912911},12912"cgarch11__skewt__w1000_r5": {12913"n": 1505,12914"ratio": 0.9818021836345358,12915"dm_p": 0.49225357053649615,12916"dm_stat": -0.686896937909714612917},12918"cgarch11__t__w1000_r5": {12919"n": 1505,12920"ratio": 1.0027912682634255,12921"dm_p": 0.9134262697053348,12922"dm_stat": 0.1087361540677257612923},12924"constvar__normal__w1000_r5": {12925"n": 1505,12926"ratio": 2.376275706568499,12927"dm_p": 0.014480179623145446,12928"dm_stat": 2.447964875091092312929},12930"egarch11__ged__w1000_r5": {12931"n": 1505,12932"ratio": 0.9894349290634024,12933"dm_p": 0.8796708786548391,12934"dm_stat": -0.1514121916953777812935},12936"egarch11__normal__w1000_r5": {12937"n": 1505,12938"ratio": 1.0025675614097347,12939"dm_p": 0.9700243770684784,12940"dm_stat": 0.0375839695788827212941},12942"egarch11__skewt__w1000_r5": {12943"n": 1505,12944"ratio": 0.9722973283962422,12945"dm_p": 0.673802296336673,12946"dm_stat": -0.4210177213835436512947},12948"egarch11__t__w1000_r5": {12949"n": 1505,12950"ratio": 0.9997712431242237,12951"dm_p": 0.9973970685447485,12952"dm_stat": -0.003262838898710224412953},12954"ewma094__normal__w1000_r5": {12955"n": 1505,12956"ratio": 1.0776678242494846,12957"dm_p": 0.16911784954557738,12958"dm_stat": 1.375704898784430312959},12960"figarch11__ged__w1000_r5": {12961"n": 1505,12962"ratio": 0.9777965727875199,12963"dm_p": 0.31352214497823233,12964"dm_stat": -1.008196841278985512965},12966"figarch11__normal__w1000_r5": {12967"n": 1505,12968"ratio": 0.9955096243910196,12969"dm_p": 0.8271001549119972,12970"dm_stat": -0.2184602621690931212971},12972"figarch11__skewt__w1000_r5": {12973"n": 1505,12974"ratio": 0.9712534579979144,12975"dm_p": 0.2182737419869451,12976"dm_stat": -1.231646386516582512977},12978"figarch11__t__w1000_r5": {12979"n": 1505,12980"ratio": 0.9768185661504133,12981"dm_p": 0.29195566114125016,12982"dm_stat": -1.054210973583169312983},12984"garch11__ged__w1000_r5": {12985"n": 1505,12986"ratio": 0.9942137219775652,12987"dm_p": 0.38300686645346393,12988"dm_stat": -0.872624876409926312989},12990"garch11__normal__w1000_r5": {12991"n": 1505,12992"ratio": 1.0,12993"dm_p": 1.0,12994"dm_stat": 0.012995},12996"garch11__skewt__w1000_r5": {12997"n": 1505,12998"ratio": 0.9874398994966755,12999"dm_p": 0.3311381111752782,13000"dm_stat": -0.972138211601184713001},13002"garch11__t__w1000_r5": {13003"n": 1505,13004"ratio": 1.0004195668839582,13005"dm_p": 0.9716373112376587,13006"dm_stat": 0.03556076648506560613007},13008"garch12__ged__w1000_r5": {13009"n": 1505,13010"ratio": 0.9946188915702919,13011"dm_p": 0.4279369231069318,13012"dm_stat": -0.792941584247281913013},13014"garch12__normal__w1000_r5": {13015"n": 1505,13016"ratio": 0.9996850946956232,13017"dm_p": 0.8560626133031146,13018"dm_stat": -0.1814196861573511313019},13020"garch12__skewt__w1000_r5": {13021"n": 1505,13022"ratio": 0.988179676513078,13023"dm_p": 0.365455178637914,13024"dm_stat": -0.905293001869382313025},13026"garch12__t__w1000_r5": {13027"n": 1505,13028"ratio": 1.001356567183147,13029"dm_p": 0.9100575083472238,13030"dm_stat": 0.1129850218462700913031},13032"garch21__ged__w1000_r5": {13033"n": 1505,13034"ratio": 0.995496345072328,13035"dm_p": 0.5141996438991616,13036"dm_stat": -0.652467028430725813037},13038"garch21__normal__w1000_r5": {13039"n": 1505,13040"ratio": 1.0019608407644536,13041"dm_p": 0.2927414153824206,13042"dm_stat": 1.05249533222223513043},13044"garch21__skewt__w1000_r5": {13045"n": 1505,13046"ratio": 0.9881284587601474,13047"dm_p": 0.3404360607096006,13048"dm_stat": -0.953606573796802913049},13050"garch21__t__w1000_r5": {13051"n": 1505,13052"ratio": 1.0008400936051889,13053"dm_p": 0.9416155347778249,13054"dm_stat": 0.0732517398835905713055},13056"garchm11__ged__w1000_r5": {13057"n": 1505,13058"ratio": 0.9836271925011798,13059"dm_p": 0.019670715082639057,13060"dm_stat": -2.335070057589391513061},13062"garchm11__normal__w1000_r5": {13063"n": 1505,13064"ratio": 0.9905687463534426,13065"dm_p": 9.009316160919284e-05,13066"dm_stat": -3.92648888804462913067},13068"garchm11__skewt__w1000_r5": {13069"n": 1505,13070"ratio": 0.9732168196357446,13071"dm_p": 0.02533556710349348,13072"dm_stat": -2.238480184747565313073},13074"garchm11__t__w1000_r5": {13075"n": 1505,13076"ratio": 0.9890412744137438,13077"dm_p": 0.3295141070204342,13078"dm_stat": -0.975409342692750313079},13080"garchx_rv11__normal__w1000_r5": {13081"n": 1505,13082"ratio": 0.8992365001989595,13083"dm_p": 0.006228172999921667,13084"dm_stat": -2.739382771985092313085},13086"garchx_rv11__t__w1000_r5": {13087"n": 1505,13088"ratio": 0.8962198884804018,13089"dm_p": 0.008973301981211528,13090"dm_stat": -2.616473960210264713091},13092"gas_t11__t__w1000_r5": {13093"n": 1505,13094"ratio": 1.0020463572789127,13095"dm_p": 0.9081147546806108,13096"dm_stat": 0.1154362533399385513097},13098"gjr11__ged__w1000_r5": {13099"n": 1505,13100"ratio": 0.947206725440422,13101"dm_p": 0.3240047824025921,13102"dm_stat": -0.986585062085935313103},13104"gjr11__normal__w1000_r5": {13105"n": 1505,13106"ratio": 0.9496901698342077,13107"dm_p": 0.2734805017263226,13108"dm_stat": -1.095482949916923413109},13110"gjr11__skewt__w1000_r5": {13111"n": 1505,13112"ratio": 0.9404106402595453,13113"dm_p": 0.30500154109211514,13114"dm_stat": -1.026116785432489313115},13116"gjr11__t__w1000_r5": {13117"n": 1505,13118"ratio": 0.9410382074128861,13119"dm_p": 0.2971745517955391,13120"dm_stat": -1.042873349348085313121},13122"har_rv__empirical__w1000_r5": {13123"n": 1505,13124"ratio": 2277232.12588532,13125"dm_p": 0.31697851476292177,13126"dm_stat": 1.001019268728975613127},13128"heavy11__normal__w1000_r5": {13129"n": 1505,13130"ratio": 0.900548800572734,13131"dm_p": 0.007389794609246295,13132"dm_stat": -2.682393209553064513133},13134"heavy11__t__w1000_r5": {13135"n": 1505,13136"ratio": 0.8985049788350424,13137"dm_p": 0.011039794745132746,13138"dm_stat": -2.544591332626510413139},13140"histvar22__empirical__w1000_r5": {13141"n": 1505,13142"ratio": 1.252762717616449,13143"dm_p": 0.006613602605393877,13144"dm_stat": 2.71948446246682213145},13146"histvar252__empirical__w1000_r5": {13147"n": 1505,13148"ratio": 1.9552338157961173,13149"dm_p": 0.0007854457696193204,13150"dm_stat": 3.364737640851686713151},13152"histvar66__empirical__w1000_r5": {13153"n": 1505,13154"ratio": 1.4232857233271312,13155"dm_p": 0.0015225752881300604,13156"dm_stat": 3.17617952407417913157},13158"igarch11__ged__w1000_r5": {13159"n": 1505,13160"ratio": 1.0361143675376518,13161"dm_p": 0.07016542476767297,13162"dm_stat": 1.812130229340033613163},13164"igarch11__normal__w1000_r5": {13165"n": 1505,13166"ratio": 1.0629945354122319,13167"dm_p": 0.000581784903168013,13168"dm_stat": 3.44731942102297513169},13170"igarch11__skewt__w1000_r5": {13171"n": 1505,13172"ratio": 1.021919399059851,13173"dm_p": 0.29787234087729414,13174"dm_stat": 1.041367598510088513175},13176"igarch11__t__w1000_r5": {13177"n": 1505,13178"ratio": 1.031082117597047,13179"dm_p": 0.14099642219813657,13180"dm_stat": 1.472865946972013613181},13182"loghar_rv__empirical__w1000_r5": {13183"n": 1505,13184"ratio": 0.8303624058517569,13185"dm_p": 7.039589507015067e-05,13186"dm_stat": -3.98607168155018313187},13188"msgarch2__normal__w1000_r5": {13189"n": 1505,13190"ratio": 0.9716989620297739,13191"dm_p": 0.03473436831948073,13192"dm_stat": -2.113359005033544713193},13194"msgarch2__t__w1000_r5": {13195"n": 1505,13196"ratio": 0.9866097470501068,13197"dm_p": 0.672533541995891,13198"dm_stat": -0.422756254085283613199},13200"nagarch11__ged__w1000_r5": {13201"n": 1505,13202"ratio": 0.951573903959608,13203"dm_p": 0.48392349908048726,13204"dm_stat": -0.70017950572131913205},13206"nagarch11__normal__w1000_r5": {13207"n": 1505,13208"ratio": 0.9404497766106936,13209"dm_p": 0.35096228627263426,13210"dm_stat": -0.933014405434694813211},13212"nagarch11__skewt__w1000_r5": {13213"n": 1505,13214"ratio": 0.9459315464623471,13215"dm_p": 0.46724002115678237,13216"dm_stat": -0.727161787061942113217},13218"nagarch11__t__w1000_r5": {13219"n": 1505,13220"ratio": 0.9539899197196089,13221"dm_p": 0.5310394621669122,13222"dm_stat": -0.626565063403798413223},13224"qgarch11__ged__w1000_r5": {13225"n": 1505,13226"ratio": 0.9443957356766406,13227"dm_p": 0.18628621468898265,13228"dm_stat": -1.322249239687006313229},13230"qgarch11__normal__w1000_r5": {13231"n": 1505,13232"ratio": 0.9533827495221431,13233"dm_p": 0.2279907602577492,13234"dm_stat": -1.206042579546839713235},13236"qgarch11__skewt__w1000_r5": {13237"n": 1505,13238"ratio": 0.928831136309509,13239"dm_p": 0.09373341751615585,13240"dm_stat": -1.67708623611750113241},13242"qgarch11__t__w1000_r5": {13243"n": 1505,13244"ratio": 0.9309462516005531,13245"dm_p": 0.10861456947161913,13246"dm_stat": -1.605405306920765213247},13248"realgarch11__normal__w1000_r5": {13249"n": 1505,13250"ratio": 0.8409228565843272,13251"dm_p": 0.0001523608923718733,13252"dm_stat": -3.79687013927262813253},13254"realgarch11__t__w1000_r5": {13255"n": 1505,13256"ratio": 1.325592723721271,13257"dm_p": 0.023485652649836042,13258"dm_stat": 2.26775211227898513259},13260"rm2006__normal__w1000_r5": {13261"n": 1505,13262"ratio": 1.038654310879718,13263"dm_p": 0.38654622111672193,13264"dm_stat": 0.866149700183858213265},13266"rm_rw__empirical__w1000_r5": {13267"n": 1505,13268"ratio": 1.8581403194933153,13269"dm_p": 7.409682916775381e-13,13270"dm_stat": 7.23462574661010313271},13272"tarch11__ged__w1000_r5": {13273"n": 1505,13274"ratio": 0.9567617503389432,13275"dm_p": 0.5752253529109738,13276"dm_stat": -0.560494965983389813277},13278"tarch11__normal__w1000_r5": {13279"n": 1505,13280"ratio": 0.945397354228049,13281"dm_p": 0.4024513557847865,13282"dm_stat": -0.83748804145810213283},13284"tarch11__skewt__w1000_r5": {13285"n": 1505,13286"ratio": 0.9475767725926574,13287"dm_p": 0.5004954679883394,13288"dm_stat": -0.673873220050240113289},13290"tarch11__t__w1000_r5": {13291"n": 1505,13292"ratio": 0.9590497792790523,13293"dm_p": 0.6175703988986454,13294"dm_stat": -0.4994003745144255413295}13296},13297"episode=covid": {13298"aparch11__ged__w1000_r5": {13299"n": 92,13300"ratio": 1.635679769542583,13301"dm_p": 0.30280619781285195,13302"dm_stat": 1.03630423426702613303},13304"aparch11__normal__w1000_r5": {13305"n": 92,13306"ratio": 1.4673197818721337,13307"dm_p": 0.2901586835593196,13308"dm_stat": 1.063967249849514513309},13310"aparch11__skewt__w1000_r5": {13311"n": 92,13312"ratio": 1.5249981846416159,13313"dm_p": 0.36247088978958913,13314"dm_stat": 0.915266194036490713315},13316"aparch11__t__w1000_r5": {13317"n": 92,13318"ratio": 1.54158244210608,13319"dm_p": 0.3489489233181801,13320"dm_stat": 0.941485172156951613321},13322"arch5__ged__w1000_r5": {13323"n": 92,13324"ratio": 0.9725659254309249,13325"dm_p": 0.7521610670598287,13326"dm_stat": -0.3167470142603698313327},13328"arch5__normal__w1000_r5": {13329"n": 92,13330"ratio": 0.9528388142361804,13331"dm_p": 0.6237143594662794,13332"dm_stat": -0.4922695292787766513333},13334"arch5__skewt__w1000_r5": {13335"n": 92,13336"ratio": 0.9126839503899463,13337"dm_p": 0.4077342880257077,13338"dm_stat": -0.831737674468539213339},13340"arch5__t__w1000_r5": {13341"n": 92,13342"ratio": 0.888121735940227,13343"dm_p": 0.357221225880855,13344"dm_stat": -0.925369565987760913345},13346"avgarch11__ged__w1000_r5": {13347"n": 92,13348"ratio": 1.1055593716312524,13349"dm_p": 0.39973015280444374,13350"dm_stat": 0.846075189349194213351},13352"avgarch11__normal__w1000_r5": {13353"n": 92,13354"ratio": 0.9906047351292641,13355"dm_p": 0.9187973649036557,13356"dm_stat": -0.1022321278743600613357},13358"avgarch11__skewt__w1000_r5": {13359"n": 92,13360"ratio": 1.0846227593217892,13361"dm_p": 0.49050340297783235,13362"dm_stat": 0.692313375222583113363},13364"avgarch11__t__w1000_r5": {13365"n": 92,13366"ratio": 1.067457161017931,13367"dm_p": 0.5643375552178364,13368"dm_stat": 0.578526880477441913369},13370"cgarch11__ged__w1000_r5": {13371"n": 92,13372"ratio": 1.044554452813818,13373"dm_p": 0.7286431868026036,13374"dm_stat": 0.3480009499895511713375},13376"cgarch11__normal__w1000_r5": {13377"n": 92,13378"ratio": 0.9219592922127656,13379"dm_p": 0.3092435423513024,13380"dm_stat": -1.022524095372122613381},13382"cgarch11__skewt__w1000_r5": {13383"n": 92,13384"ratio": 1.0316457264582504,13385"dm_p": 0.7851741440597441,13386"dm_stat": 0.2733884547695536513387},13388"cgarch11__t__w1000_r5": {13389"n": 92,13390"ratio": 1.001325013927866,13391"dm_p": 0.9901506077824758,13392"dm_stat": 0.0123786611906564613393},13394"constvar__normal__w1000_r5": {13395"n": 92,13396"ratio": 15.72261562087959,13397"dm_p": 0.10904515337273729,13398"dm_stat": 1.618364222537945813399},13400"egarch11__ged__w1000_r5": {13401"n": 92,13402"ratio": 1.7214859712241573,13403"dm_p": 0.11180207446330051,13404"dm_stat": 1.60571181488174813405},13406"egarch11__normal__w1000_r5": {13407"n": 92,13408"ratio": 1.8539681403896708,13409"dm_p": 0.09279933089347764,13410"dm_stat": 1.698663296169995713411},13412"egarch11__skewt__w1000_r5": {13413"n": 92,13414"ratio": 1.469867430947909,13415"dm_p": 0.21114561263683412,13416"dm_stat": 1.259291482702408413417},13418"egarch11__t__w1000_r5": {13419"n": 92,13420"ratio": 1.454109443675277,13421"dm_p": 0.17019781370871817,13422"dm_stat": 1.382513095622654313423},13424"ewma094__normal__w1000_r5": {13425"n": 92,13426"ratio": 1.8623569174491552,13427"dm_p": 0.04760487099457742,13428"dm_stat": 2.008033758574003313429},13430"figarch11__ged__w1000_r5": {13431"n": 92,13432"ratio": 0.9406132274517194,13433"dm_p": 0.556317940350895,13434"dm_stat": -0.590501809271821913435},13436"figarch11__normal__w1000_r5": {13437"n": 92,13438"ratio": 0.811424225522949,13439"dm_p": 0.1337568106544491,13440"dm_stat": -1.51295360520252913441},13442"figarch11__skewt__w1000_r5": {13443"n": 92,13444"ratio": 0.9623776794805767,13445"dm_p": 0.7201165832978385,13446"dm_stat": -0.3594160067198593513447},13448"figarch11__t__w1000_r5": {13449"n": 92,13450"ratio": 0.9510122853019463,13451"dm_p": 0.6545763645281326,13452"dm_stat": -0.4488925269087542513453},13454"garch11__ged__w1000_r5": {13455"n": 92,13456"ratio": 1.0337024748230288,13457"dm_p": 0.34350860981698206,13458"dm_stat": 0.952218438652687113459},13460"garch11__normal__w1000_r5": {13461"n": 92,13462"ratio": 1.0,13463"dm_p": 1.0,13464"dm_stat": 0.013465},13466"garch11__skewt__w1000_r5": {13467"n": 92,13468"ratio": 1.0071358312086482,13469"dm_p": 0.8486205687271031,13470"dm_stat": 0.1914231267166689713471},13472"garch11__t__w1000_r5": {13473"n": 92,13474"ratio": 0.9655819743673769,13475"dm_p": 0.5095508456200926,13476"dm_stat": -0.662146350699069513477},13478"garch12__ged__w1000_r5": {13479"n": 92,13480"ratio": 1.0336107382185238,13481"dm_p": 0.34499620208269405,13482"dm_stat": 0.949272674793586613483},13484"garch12__normal__w1000_r5": {13485"n": 92,13486"ratio": 1.0153017252452836,13487"dm_p": 0.33648135306193094,13488"dm_stat": 0.966247334741316613489},13490"garch12__skewt__w1000_r5": {13491"n": 92,13492"ratio": 1.0071677984653318,13493"dm_p": 0.8480087496486087,13494"dm_stat": 0.192206469238797613495},13496"garch12__t__w1000_r5": {13497"n": 92,13498"ratio": 0.9655111190121176,13499"dm_p": 0.5088385413940618,13500"dm_stat": -0.663263473420489713501},13502"garch21__ged__w1000_r5": {13503"n": 92,13504"ratio": 1.0298250715658999,13505"dm_p": 0.43308774211566686,13506"dm_stat": 0.787410437749017513507},13508"garch21__normal__w1000_r5": {13509"n": 92,13510"ratio": 0.9995440226127682,13511"dm_p": 0.8620367836478354,13512"dm_stat": -0.174274604506815213513},13514"garch21__skewt__w1000_r5": {13515"n": 92,13516"ratio": 0.9994593722247413,13517"dm_p": 0.9891699802146551,13518"dm_stat": -0.01361118191158410213519},13520"garch21__t__w1000_r5": {13521"n": 92,13522"ratio": 0.9604087758749286,13523"dm_p": 0.43754597008289714,13524"dm_stat": -0.779776289531963913525},13526"garchm11__ged__w1000_r5": {13527"n": 92,13528"ratio": 0.9947391770885775,13529"dm_p": 0.9343477605971671,13530"dm_stat": -0.0826041105677472513531},13532"garchm11__normal__w1000_r5": {13533"n": 92,13534"ratio": 0.9635389549023599,13535"dm_p": 0.2587743257236699,13536"dm_stat": -1.136396815544312713537},13538"garchm11__skewt__w1000_r5": {13539"n": 92,13540"ratio": 0.9866628903455954,13541"dm_p": 0.8178088149994004,13542"dm_stat": -0.2310317131707313213543},13544"garchm11__t__w1000_r5": {13545"n": 92,13546"ratio": 0.9358817039423559,13547"dm_p": 0.464646294050433,13548"dm_stat": -0.734312396920880913549},13550"garchx_rv11__normal__w1000_r5": {13551"n": 92,13552"ratio": 0.7272632575364995,13553"dm_p": 0.1694660486241236,13554"dm_stat": -1.384909693156901613555},13556"garchx_rv11__t__w1000_r5": {13557"n": 92,13558"ratio": 0.7147862448203683,13559"dm_p": 0.17933253620100026,13560"dm_stat": -1.353235629705101413561},13562"gas_t11__t__w1000_r5": {13563"n": 92,13564"ratio": 1.260054558551145,13565"dm_p": 0.21767601837288536,13566"dm_stat": 1.241324897637115213567},13568"gjr11__ged__w1000_r5": {13569"n": 92,13570"ratio": 1.434288120436843,13571"dm_p": 0.3088523693543881,13572"dm_stat": 1.023355921120871113573},13574"gjr11__normal__w1000_r5": {13575"n": 92,13576"ratio": 1.3926850086399378,13577"dm_p": 0.3345213973723561,13578"dm_stat": 0.970194164884035513579},13580"gjr11__skewt__w1000_r5": {13581"n": 92,13582"ratio": 1.4080241406822074,13583"dm_p": 0.32508090688524505,13584"dm_stat": 0.989420692541967613585},13586"gjr11__t__w1000_r5": {13587"n": 92,13588"ratio": 1.3681447144498489,13589"dm_p": 0.34990273322540105,13590"dm_stat": 0.939614559968453613591},13592"har_rv__empirical__w1000_r5": {13593"n": 92,13594"ratio": 74456192.0928292,13595"dm_p": 0.26438694134096674,13596"dm_stat": 1.123010955675816513597},13598"heavy11__normal__w1000_r5": {13599"n": 92,13600"ratio": 0.7200366813523436,13601"dm_p": 0.1742553708267103,13602"dm_stat": -1.36936469374402213603},13604"heavy11__t__w1000_r5": {13605"n": 92,13606"ratio": 0.710455956724392,13607"dm_p": 0.18173352072996166,13608"dm_stat": -1.34572828211175213609},13610"histvar22__empirical__w1000_r5": {13611"n": 92,13612"ratio": 1.8758862846616613,13613"dm_p": 0.09367259367534113,13614"dm_stat": 1.694067549596538713615},13616"histvar252__empirical__w1000_r5": {13617"n": 92,13618"ratio": 8.600540565665918,13619"dm_p": 0.1332962202940229,13620"dm_stat": 1.514771040762718613621},13622"histvar66__empirical__w1000_r5": {13623"n": 92,13624"ratio": 4.965241231814359,13625"dm_p": 0.06323493572472157,13626"dm_stat": 1.880524760444860713627},13628"igarch11__ged__w1000_r5": {13629"n": 92,13630"ratio": 0.8678734138668849,13631"dm_p": 0.17412112317427358,13632"dm_stat": -1.369795977500815313633},13634"igarch11__normal__w1000_r5": {13635"n": 92,13636"ratio": 0.8095520393548321,13637"dm_p": 0.1503532887247665,13638"dm_stat": -1.450514673941467213639},13640"igarch11__skewt__w1000_r5": {13641"n": 92,13642"ratio": 0.8789239224925066,13643"dm_p": 0.22998782442525453,13644"dm_stat": -1.208495141880192413645},13646"igarch11__t__w1000_r5": {13647"n": 92,13648"ratio": 0.8649717395452201,13649"dm_p": 0.21556213536962776,13650"dm_stat": -1.247096899303401713651},13652"loghar_rv__empirical__w1000_r5": {13653"n": 92,13654"ratio": 1.3479491833956307,13655"dm_p": 0.2879049768993515,13656"dm_stat": 1.06898250851932213657},13658"msgarch2__normal__w1000_r5": {13659"n": 92,13660"ratio": 1.2861439312493312,13661"dm_p": 0.21767169600917538,13662"dm_stat": 1.241336658029569313663},13664"msgarch2__t__w1000_r5": {13665"n": 92,13666"ratio": 1.3413965074173755,13667"dm_p": 0.19401414069926073,13668"dm_stat": 1.308455119479574813669},13670"nagarch11__ged__w1000_r5": {13671"n": 92,13672"ratio": 1.2933686514149512,13673"dm_p": 0.3869977414388495,13674"dm_stat": 0.869249260545893713675},13676"nagarch11__normal__w1000_r5": {13677"n": 92,13678"ratio": 1.2583652562836083,13679"dm_p": 0.45148067965634925,13680"dm_stat": 0.756203023736226213681},13682"nagarch11__skewt__w1000_r5": {13683"n": 92,13684"ratio": 1.31728074842915,13685"dm_p": 0.36136355845971596,13686"dm_stat": 0.917389527332069913687},13688"nagarch11__t__w1000_r5": {13689"n": 92,13690"ratio": 1.2742373288829567,13691"dm_p": 0.4022261387223052,13692"dm_stat": 0.841585610418444313693},13694"qgarch11__ged__w1000_r5": {13695"n": 92,13696"ratio": 1.0936667762911665,13697"dm_p": 0.5097330653751865,13698"dm_stat": 0.661860704917546213699},13700"qgarch11__normal__w1000_r5": {13701"n": 92,13702"ratio": 1.0421109095383243,13703"dm_p": 0.8018846144138355,13704"dm_stat": 0.2516427725437301313705},13706"qgarch11__skewt__w1000_r5": {13707"n": 92,13708"ratio": 1.0997224606136902,13709"dm_p": 0.44725119488550324,13710"dm_stat": 0.763312906409714313711},13712"qgarch11__t__w1000_r5": {13713"n": 92,13714"ratio": 1.0802520933291597,13715"dm_p": 0.5242800329955336,13716"dm_stat": 0.639228659580026413717},13718"realgarch11__normal__w1000_r5": {13719"n": 92,13720"ratio": 1.1171337068620841,13721"dm_p": 0.4888476028576149,13722"dm_stat": 0.694965586716424513723},13724"realgarch11__t__w1000_r5": {13725"n": 92,13726"ratio": 1.873712907215548,13727"dm_p": 0.07505588420196437,13728"dm_stat": 1.800744850043042313729},13730"rm2006__normal__w1000_r5": {13731"n": 92,13732"ratio": 1.6333123493989956,13733"dm_p": 0.10847411604180557,13734"dm_stat": 1.62101696798648613735},13736"rm_rw__empirical__w1000_r5": {13737"n": 92,13738"ratio": 1.1593203925175182,13739"dm_p": 0.5653239778774852,13740"dm_stat": 0.577059738428448213741},13742"tarch11__ged__w1000_r5": {13743"n": 92,13744"ratio": 1.551796416233412,13745"dm_p": 0.3378132754153114,13746"dm_stat": 0.963573770913944213747},13748"tarch11__normal__w1000_r5": {13749"n": 92,13750"ratio": 1.5029481706774677,13751"dm_p": 0.334671526015885,13752"dm_stat": 0.96989131103801413753},13754"tarch11__skewt__w1000_r5": {13755"n": 92,13756"ratio": 1.4878848663084667,13757"dm_p": 0.3827442891597302,13758"dm_stat": 0.877095770179930813759},13760"tarch11__t__w1000_r5": {13761"n": 92,13762"ratio": 1.5227014907205105,13763"dm_p": 0.3589793129736548,13764"dm_stat": 0.921975498598916113765}13766},13767"episode=none": {13768"aparch11__ged__w1000_r5": {13769"n": 2334,13770"ratio": 0.9567355852315164,13771"dm_p": 0.41453109708918046,13772"dm_stat": -0.81609153894908113773},13774"aparch11__normal__w1000_r5": {13775"n": 2334,13776"ratio": 0.9758177182606476,13777"dm_p": 0.6128978708776095,13778"dm_stat": -0.50600938281874213779},13780"aparch11__skewt__w1000_r5": {13781"n": 2334,13782"ratio": 2.039244176052083,13783"dm_p": 0.3128007123338651,13784"dm_stat": 1.009581121361223413785},13786"aparch11__t__w1000_r5": {13787"n": 2334,13788"ratio": 0.9506475414527114,13789"dm_p": 0.39445138247538547,13790"dm_stat": -0.851730001727404213791},13792"arch5__ged__w1000_r5": {13793"n": 2334,13794"ratio": 1.0775052213874594,13795"dm_p": 0.00014037286375889396,13796"dm_stat": 3.81384265505531813797},13798"arch5__normal__w1000_r5": {13799"n": 2334,13800"ratio": 1.0883633900113716,13801"dm_p": 1.7767127762003652e-05,13802"dm_stat": 4.3001927379323513803},13804"arch5__skewt__w1000_r5": {13805"n": 2334,13806"ratio": 1.0577586249637763,13807"dm_p": 0.003788653230954588,13808"dm_stat": 2.89815643005843913809},13810"arch5__t__w1000_r5": {13811"n": 2334,13812"ratio": 1.0777849421495123,13813"dm_p": 0.0002736914103066227,13814"dm_stat": 3.644568367057495513815},13816"avgarch11__ged__w1000_r5": {13817"n": 2334,13818"ratio": 1.0056873539354538,13819"dm_p": 0.7089238865637473,13820"dm_stat": 0.373347313914272713821},13822"avgarch11__normal__w1000_r5": {13823"n": 2334,13824"ratio": 1.0240031328341284,13825"dm_p": 0.07065772359593271,13826"dm_stat": 1.808498034437450413827},13828"avgarch11__skewt__w1000_r5": {13829"n": 2334,13830"ratio": 0.9891675622254653,13831"dm_p": 0.5444814260768348,13832"dm_stat": -0.606138996780346613833},13834"avgarch11__t__w1000_r5": {13835"n": 2334,13836"ratio": 0.9942958305091537,13837"dm_p": 0.733475783168338,13838"dm_stat": -0.340546352437919313839},13840"cgarch11__ged__w1000_r5": {13841"n": 2334,13842"ratio": 0.9982675004035155,13843"dm_p": 0.9468982741526487,13844"dm_stat": -0.0666095199400409113845},13846"cgarch11__normal__w1000_r5": {13847"n": 2334,13848"ratio": 1.0004741290707435,13849"dm_p": 0.9850071770953277,13850"dm_stat": 0.0187938373634079713851},13852"cgarch11__skewt__w1000_r5": {13853"n": 2334,13854"ratio": 0.9898248917873298,13855"dm_p": 0.7233817143803556,13856"dm_stat": -0.353985531292944613857},13858"cgarch11__t__w1000_r5": {13859"n": 2334,13860"ratio": 1.0107060420336138,13861"dm_p": 0.7003515190267428,13862"dm_stat": 0.3848933470090203413863},13864"constvar__normal__w1000_r5": {13865"n": 2334,13866"ratio": 1.9126356762890981,13867"dm_p": 3.52944623166216e-21,13868"dm_stat": 9.53779840036351313869},13870"egarch11__ged__w1000_r5": {13871"n": 2334,13872"ratio": 0.981282872259911,13873"dm_p": 0.6891178226503217,13874"dm_stat": -0.4001022696076045313875},13876"egarch11__normal__w1000_r5": {13877"n": 2334,13878"ratio": 0.9902697238684054,13879"dm_p": 0.8214202438791551,13880"dm_stat": -0.2257440817583277513881},13882"egarch11__skewt__w1000_r5": {13883"n": 2334,13884"ratio": 0.9789323859262871,13885"dm_p": 0.6579101131998264,13886"dm_stat": -0.4428571596890308313887},13888"egarch11__t__w1000_r5": {13889"n": 2334,13890"ratio": 0.9984050433121697,13891"dm_p": 0.9757508355787775,13892"dm_stat": -0.0303997611505205413893},13894"ewma094__normal__w1000_r5": {13895"n": 2334,13896"ratio": 1.1462649851870492,13897"dm_p": 0.052268244347716146,13898"dm_stat": 1.941909832932041713899},13900"figarch11__ged__w1000_r5": {13901"n": 2334,13902"ratio": 0.9792392354358568,13903"dm_p": 0.3813086991203401,13904"dm_stat": -0.875653271328401413905},13906"figarch11__normal__w1000_r5": {13907"n": 2334,13908"ratio": 0.9970714968902664,13909"dm_p": 0.8988009521096153,13910"dm_stat": -0.127190036475360113911},13912"figarch11__skewt__w1000_r5": {13913"n": 2334,13914"ratio": 0.970344580752632,13915"dm_p": 0.22395833046250552,13916"dm_stat": -1.216392916246691513917},13918"figarch11__t__w1000_r5": {13919"n": 2334,13920"ratio": 0.9764157301901089,13921"dm_p": 0.30706020561163966,13922"dm_stat": -1.021633741375931513923},13924"garch11__ged__w1000_r5": {13925"n": 2334,13926"ratio": 0.9936227934946813,13927"dm_p": 0.4151642523988431,13928"dm_stat": -0.814984703122777913929},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": 0.9839788607393238,13939"dm_p": 0.2508268045593152,13940"dm_stat": -1.148628857446102813941},13942"garch11__t__w1000_r5": {13943"n": 2334,13944"ratio": 0.9931176697372378,13945"dm_p": 0.5736770925961756,13946"dm_stat": -0.562723727658198213947},13948"garch12__ged__w1000_r5": {13949"n": 2334,13950"ratio": 0.9952179618399917,13951"dm_p": 0.5699058396820585,13952"dm_stat": -0.568270730750199713953},13954"garch12__normal__w1000_r5": {13955"n": 2334,13956"ratio": 0.9998080877579479,13957"dm_p": 0.9333019076201016,13958"dm_stat": -0.0837002898247714113959},13960"garch12__skewt__w1000_r5": {13961"n": 2334,13962"ratio": 0.9855173839180098,13963"dm_p": 0.3109202952213929,13964"dm_stat": -1.01351298263423313965},13966"garch12__t__w1000_r5": {13967"n": 2334,13968"ratio": 0.9950029544335719,13969"dm_p": 0.6937068176018946,13970"dm_stat": -0.3938783947405870613971},13972"garch21__ged__w1000_r5": {13973"n": 2334,13974"ratio": 0.9960094443140959,13975"dm_p": 0.6464685239845711,13976"dm_stat": -0.458733167676610113977},13978"garch21__normal__w1000_r5": {13979"n": 2334,13980"ratio": 1.002581168667776,13981"dm_p": 0.2071677440325145,13982"dm_stat": 1.261742072060356313983},13984"garch21__skewt__w1000_r5": {13985"n": 2334,13986"ratio": 0.9862187270676105,13987"dm_p": 0.3253198475681605,13988"dm_stat": -0.983791913393024513989},13990"garch21__t__w1000_r5": {13991"n": 2334,13992"ratio": 0.9944752223876372,13993"dm_p": 0.6619999545828091,13994"dm_stat": -0.4372094059713169713995},13996"garchm11__ged__w1000_r5": {13997"n": 2334,13998"ratio": 0.9821457441437969,13999"dm_p": 0.03634662309100016,14000"dm_stat": -2.09423586232628814001},14002"garchm11__normal__w1000_r5": {14003"n": 2334,14004"ratio": 0.9895354036699806,14005"dm_p": 6.10557621516375e-05,14006"dm_stat": -4.01603728150124514007},14008"garchm11__skewt__w1000_r5": {14009"n": 2334,14010"ratio": 0.9697340964902835,14011"dm_p": 0.02738795605742626,14012"dm_stat": -2.207331017738417814013},14014"garchm11__t__w1000_r5": {14015"n": 2334,14016"ratio": 0.9807300995947745,14017"dm_p": 0.12230098121027638,14018"dm_stat": -1.545748358102691414019},14020"garchx_rv11__normal__w1000_r5": {14021"n": 2334,14022"ratio": 0.9218898878281666,14023"dm_p": 0.020387212033181952,14024"dm_stat": -2.320730500708015214025},14026"garchx_rv11__t__w1000_r5": {14027"n": 2334,14028"ratio": 0.9179969210305146,14029"dm_p": 0.02022644562166001,14030"dm_stat": -2.323712198785177714031},14032"gas_t11__t__w1000_r5": {14033"n": 2334,14034"ratio": 1.0139388317290399,14035"dm_p": 0.41591319817179845,14036"dm_stat": 0.813676738657181914037},14038"gjr11__ged__w1000_r5": {14039"n": 2334,14040"ratio": 0.9387056648654643,14041"dm_p": 0.07405870355444498,14042"dm_stat": -1.787053030417319314043},14044"gjr11__normal__w1000_r5": {14045"n": 2334,14046"ratio": 0.9428385887020891,14047"dm_p": 0.03668868182446473,14048"dm_stat": -2.09041330017514914049},14050"gjr11__skewt__w1000_r5": {14051"n": 2334,14052"ratio": 0.9323495545347616,14053"dm_p": 0.0849481329076828,14054"dm_stat": -1.723403194931729914055},14056"gjr11__t__w1000_r5": {14057"n": 2334,14058"ratio": 0.9354869856304394,14059"dm_p": 0.09689469640265241,14060"dm_stat": -1.660766636431769714061},14062"har_rv__empirical__w1000_r5": {14063"n": 2334,14064"ratio": 1.078997628238519,14065"dm_p": 0.032110298238151626,14066"dm_stat": 2.144319924694704214067},14068"heavy11__normal__w1000_r5": {14069"n": 2334,14070"ratio": 0.923095962119531,14071"dm_p": 0.02435279780174727,14072"dm_stat": -2.252982469306113314073},14074"heavy11__t__w1000_r5": {14075"n": 2334,14076"ratio": 0.9207187945443864,14077"dm_p": 0.02627088253526615,14078"dm_stat": -2.223598742186948314079},14080"histvar22__empirical__w1000_r5": {14081"n": 2334,14082"ratio": 1.4721434801319935,14083"dm_p": 0.0002775433661051153,14084"dm_stat": 3.6409515087640214085},14086"histvar252__empirical__w1000_r5": {14087"n": 2334,14088"ratio": 1.8424774886749453,14089"dm_p": 3.4842349439130054e-07,14090"dm_stat": 5.10993000585555114091},14092"histvar66__empirical__w1000_r5": {14093"n": 2334,14094"ratio": 1.473456690934471,14095"dm_p": 0.00045907732260933666,14096"dm_stat": 3.50855370508065214097},14098"igarch11__ged__w1000_r5": {14099"n": 2334,14100"ratio": 1.0300443701583362,14101"dm_p": 0.11043398146269653,14102"dm_stat": 1.596852671355640614103},14104"igarch11__normal__w1000_r5": {14105"n": 2334,14106"ratio": 1.0516562869561106,14107"dm_p": 0.005055679860017988,14108"dm_stat": 2.806128336323802814109},14110"igarch11__skewt__w1000_r5": {14111"n": 2334,14112"ratio": 1.0171082138321155,14113"dm_p": 0.41413745374016253,14114"dm_stat": 0.81678018181620114115},14116"igarch11__t__w1000_r5": {14117"n": 2334,14118"ratio": 1.0268038326062239,14119"dm_p": 0.19559012638406578,14120"dm_stat": 1.294589107132552814121},14122"loghar_rv__empirical__w1000_r5": {14123"n": 2334,14124"ratio": 0.8521499123656728,14125"dm_p": 2.097334453895069e-05,14126"dm_stat": -4.26299106826560214127},14128"msgarch2__normal__w1000_r5": {14129"n": 2334,14130"ratio": 0.9901815794272215,14131"dm_p": 0.46448171662118254,14132"dm_stat": -0.731607386459326814133},14134"msgarch2__t__w1000_r5": {14135"n": 2334,14136"ratio": 1.024962982211353,14137"dm_p": 0.4917572234845589,14138"dm_stat": 0.687625144176831414139},14140"nagarch11__ged__w1000_r5": {14141"n": 2334,14142"ratio": 0.9574893974498451,14143"dm_p": 0.4067207998611297,14144"dm_stat": -0.829828245236027814145},14146"nagarch11__normal__w1000_r5": {14147"n": 2334,14148"ratio": 0.9504257866860513,14149"dm_p": 0.2767736700611004,14150"dm_stat": -1.087850070578137814151},14152"nagarch11__skewt__w1000_r5": {14153"n": 2334,14154"ratio": 0.9546918922764412,14155"dm_p": 0.4097819780475175,14156"dm_stat": -0.824425729369290514157},14158"nagarch11__t__w1000_r5": {14159"n": 2334,14160"ratio": 0.9602360598344746,14161"dm_p": 0.4742528136477556,14162"dm_stat": -0.715692582152923814163},14164"qgarch11__ged__w1000_r5": {14165"n": 2334,14166"ratio": 0.9454836053079266,14167"dm_p": 0.12406582357748014,14168"dm_stat": -1.538484419936522914169},14170"qgarch11__normal__w1000_r5": {14171"n": 2334,14172"ratio": 0.9521893514178851,14173"dm_p": 0.1452833756573928,14174"dm_stat": -1.456882551404381714175},14176"qgarch11__skewt__w1000_r5": {14177"n": 2334,14178"ratio": 0.9337240566021363,14179"dm_p": 0.06711716146264753,14180"dm_stat": -1.831742936888942614181},14182"qgarch11__t__w1000_r5": {14183"n": 2334,14184"ratio": 0.9354200053011783,14185"dm_p": 0.0769257467257324,14186"dm_stat": -1.769591951569781814187},14188"realgarch11__normal__w1000_r5": {14189"n": 2334,14190"ratio": 0.8720018868212815,14191"dm_p": 0.00025793698912248824,14192"dm_stat": -3.65987622082647814193},14194"realgarch11__t__w1000_r5": {14195"n": 2334,14196"ratio": 1.3879629053185463,14197"dm_p": 0.0023491154061925897,14198"dm_stat": 3.045474804409095314199},14200"rm2006__normal__w1000_r5": {14201"n": 2334,14202"ratio": 1.0351607247673447,14203"dm_p": 0.47759453123606305,14204"dm_stat": 0.71029125863821314205},14206"rm_rw__empirical__w1000_r5": {14207"n": 2334,14208"ratio": 1.9280081634524335,14209"dm_p": 3.888284159058069e-18,14210"dm_stat": 8.75356413884715514211},14212"tarch11__ged__w1000_r5": {14213"n": 2334,14214"ratio": 0.9333923775101748,14215"dm_p": 0.16022014296765408,14216"dm_stat": -1.404778962240258214217},14218"tarch11__normal__w1000_r5": {14219"n": 2334,14220"ratio": 0.9271757925582805,14221"dm_p": 0.04786850570999149,14222"dm_stat": -1.979576434139824814223},14224"tarch11__skewt__w1000_r5": {14225"n": 2334,14226"ratio": 0.9330781984642866,14227"dm_p": 0.19244131766259667,14228"dm_stat": -1.303768024241031714229},14230"tarch11__t__w1000_r5": {14231"n": 2334,14232"ratio": 0.9398386266612158,14233"dm_p": 0.2714611551923629,14234"dm_stat": -1.099964316532758614235}14236},14237"episode=rate_shock_2022": {14238"aparch11__ged__w1000_r5": {14239"n": 251,14240"ratio": 0.8396767356106528,14241"dm_p": 0.2672197186068514,14242"dm_stat": -1.11196883189523214243},14244"aparch11__normal__w1000_r5": {14245"n": 251,14246"ratio": 0.8446897735324885,14247"dm_p": 0.2669509849054553,14248"dm_stat": -1.112595264148486614249},14250"aparch11__skewt__w1000_r5": {14251"n": 251,14252"ratio": 0.8592516336305233,14253"dm_p": 0.363200891822007,14254"dm_stat": -0.910946806373963514255},14256"aparch11__t__w1000_r5": {14257"n": 251,14258"ratio": 0.8600696407962747,14259"dm_p": 0.3667662754178591,14260"dm_stat": -0.904187838260389114261},14262"arch5__ged__w1000_r5": {14263"n": 251,14264"ratio": 1.1546753322597012,14265"dm_p": 0.06993143495639029,14266"dm_stat": 1.82015297091086614267},14268"arch5__normal__w1000_r5": {14269"n": 251,14270"ratio": 1.1221627444120348,14271"dm_p": 0.11815418807505958,14272"dm_stat": 1.567964751155588514273},14274"arch5__skewt__w1000_r5": {14275"n": 251,14276"ratio": 1.178448520913359,14277"dm_p": 0.03077239688995078,14278"dm_stat": 2.17230869014071814279},14280"arch5__t__w1000_r5": {14281"n": 251,14282"ratio": 1.1587691239568643,14283"dm_p": 0.09827682890879072,14284"dm_stat": 1.659460909337772314285},14286"avgarch11__ged__w1000_r5": {14287"n": 251,14288"ratio": 0.9086852419716022,14289"dm_p": 0.09492938853922948,14290"dm_stat": -1.676300466268609814291},14292"avgarch11__normal__w1000_r5": {14293"n": 251,14294"ratio": 0.9022449530118138,14295"dm_p": 0.06348157791884501,14296"dm_stat": -1.864087094046702714297},14298"avgarch11__skewt__w1000_r5": {14299"n": 251,14300"ratio": 0.9224354821082126,14301"dm_p": 0.22698439812020346,14302"dm_stat": -1.211142582607457814303},14304"avgarch11__t__w1000_r5": {14305"n": 251,14306"ratio": 0.8904973605900156,14307"dm_p": 0.04602749151056745,14308"dm_stat": -2.00512678934891114309},14310"cgarch11__ged__w1000_r5": {14311"n": 251,14312"ratio": 1.0172948699337399,14313"dm_p": 0.4369277835432531,14314"dm_stat": 0.778640648706648114315},14316"cgarch11__normal__w1000_r5": {14317"n": 251,14318"ratio": 1.01240815039412,14319"dm_p": 0.691973954160706,14320"dm_stat": 0.396636413993387314321},14322"cgarch11__skewt__w1000_r5": {14323"n": 251,14324"ratio": 1.0226370549678252,14325"dm_p": 0.621962966057996,14326"dm_stat": 0.493683762701733614327},14328"cgarch11__t__w1000_r5": {14329"n": 251,14330"ratio": 1.0189963639620365,14331"dm_p": 0.5078767103604421,14332"dm_stat": 0.663101148271870214333},14334"constvar__normal__w1000_r5": {14335"n": 251,14336"ratio": 1.0543772412570542,14337"dm_p": 0.7310140223051315,14338"dm_stat": 0.3441616573011783714339},14340"egarch11__ged__w1000_r5": {14341"n": 251,14342"ratio": 0.7362155255566851,14343"dm_p": 0.02421665644937314,14344"dm_stat": -2.26745509523473914345},14346"egarch11__normal__w1000_r5": {14347"n": 251,14348"ratio": 0.7266543710823986,14349"dm_p": 0.012958622486971966,14350"dm_stat": -2.50285472458528714351},14352"egarch11__skewt__w1000_r5": {14353"n": 251,14354"ratio": 0.7802489643151325,14355"dm_p": 0.10589939189176382,14356"dm_stat": -1.622767642500880314357},14358"egarch11__t__w1000_r5": {14359"n": 251,14360"ratio": 0.7688318405087583,14361"dm_p": 0.08335918764941747,14362"dm_stat": -1.738469941285059514363},14364"ewma094__normal__w1000_r5": {14365"n": 251,14366"ratio": 1.1486510382070017,14367"dm_p": 0.376561639008925,14368"dm_stat": 0.885827700414447414369},14370"figarch11__ged__w1000_r5": {14371"n": 251,14372"ratio": 0.9960956304969384,14373"dm_p": 0.8817267737207409,14374"dm_stat": -0.1489327384115619614375},14376"figarch11__normal__w1000_r5": {14377"n": 251,14378"ratio": 1.0048573497550968,14379"dm_p": 0.8939316581368016,14380"dm_stat": 0.133466715549233314381},14382"figarch11__skewt__w1000_r5": {14383"n": 251,14384"ratio": 1.0091222377848077,14385"dm_p": 0.714440449206318,14386"dm_stat": 0.366314195720310814387},14388"figarch11__t__w1000_r5": {14389"n": 251,14390"ratio": 0.9910191065617079,14391"dm_p": 0.697242198130224,14392"dm_stat": -0.3894941811361059514393},14394"garch11__ged__w1000_r5": {14395"n": 251,14396"ratio": 1.009484244693511,14397"dm_p": 0.5307272185206476,14398"dm_stat": 0.627770607720059514399},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": 1.0115670019431091,14409"dm_p": 0.7139786431084061,14410"dm_stat": 0.366933993815790914411},14412"garch11__t__w1000_r5": {14413"n": 251,14414"ratio": 1.0109212618087493,14415"dm_p": 0.7181567712077965,14416"dm_stat": 0.3613315679685324414417},14418"garch12__ged__w1000_r5": {14419"n": 251,14420"ratio": 1.0094993947220803,14421"dm_p": 0.5300011053709176,14422"dm_stat": 0.628881065009107214423},14424"garch12__normal__w1000_r5": {14425"n": 251,14426"ratio": 1.0000195568383095,14427"dm_p": 0.0743821059706558,14428"dm_stat": 1.791751582174897714429},14430"garch12__skewt__w1000_r5": {14431"n": 251,14432"ratio": 1.0115716942386925,14433"dm_p": 0.7138864564134597,14434"dm_stat": 0.367057736132496414435},14436"garch12__t__w1000_r5": {14437"n": 251,14438"ratio": 1.0109075843886937,14439"dm_p": 0.7185373260905996,14440"dm_stat": 0.360821851996543614441},14442"garch21__ged__w1000_r5": {14443"n": 251,14444"ratio": 1.021125328385294,14445"dm_p": 0.24348432996133165,14446"dm_stat": 1.169081380019093114447},14448"garch21__normal__w1000_r5": {14449"n": 251,14450"ratio": 1.009333174846695,14451"dm_p": 0.47800475691907596,14452"dm_stat": 0.710583456229818214453},14454"garch21__skewt__w1000_r5": {14455"n": 251,14456"ratio": 1.0253754502354413,14457"dm_p": 0.1652679284956547,14458"dm_stat": 1.391641567027267514459},14460"garch21__t__w1000_r5": {14461"n": 251,14462"ratio": 1.02268478716921,14463"dm_p": 0.446895575715464,14464"dm_stat": 0.76180312778784714465},14466"garchm11__ged__w1000_r5": {14467"n": 251,14468"ratio": 0.9963660327232937,14469"dm_p": 0.8693419609746326,14470"dm_stat": -0.1646634313926591814471},14472"garchm11__normal__w1000_r5": {14473"n": 251,14474"ratio": 0.9873481830774321,14475"dm_p": 0.14855779741613956,14476"dm_stat": -1.449118040763110614477},14478"garchm11__skewt__w1000_r5": {14479"n": 251,14480"ratio": 0.9929560140988898,14481"dm_p": 0.8449407249377201,14482"dm_stat": -0.1957808647590802114483},14484"garchm11__t__w1000_r5": {14485"n": 251,14486"ratio": 0.9993881759345581,14487"dm_p": 0.9866143469790751,14488"dm_stat": -0.01679400549285367514489},14490"garchx_rv11__normal__w1000_r5": {14491"n": 251,14492"ratio": 1.1213858990074794,14493"dm_p": 0.28624556031928855,14494"dm_stat": 1.068678043192186314495},14496"garchx_rv11__t__w1000_r5": {14497"n": 251,14498"ratio": 1.1194607426082335,14499"dm_p": 0.29054388432562567,14500"dm_stat": 1.059171642055998214501},14502"gas_t11__t__w1000_r5": {14503"n": 251,14504"ratio": 0.958109081698014,14505"dm_p": 0.48377038176518167,14506"dm_stat": -0.701296322965896814507},14508"gjr11__ged__w1000_r5": {14509"n": 251,14510"ratio": 0.8985224893342828,14511"dm_p": 0.40956622778369667,14512"dm_stat": -0.826044916178904514513},14514"gjr11__normal__w1000_r5": {14515"n": 251,14516"ratio": 0.8976791490556224,14517"dm_p": 0.3202867028611663,14518"dm_stat": -0.995848402845609414519},14520"gjr11__skewt__w1000_r5": {14521"n": 251,14522"ratio": 0.8773727985415499,14523"dm_p": 0.35445276432012296,14524"dm_stat": -0.927710072081302114525},14526"gjr11__t__w1000_r5": {14527"n": 251,14528"ratio": 0.903319897137376,14529"dm_p": 0.49738166398197475,14530"dm_stat": -0.679607694102942214531},14532"har_rv__empirical__w1000_r5": {14533"n": 251,14534"ratio": 0.9815996357772557,14535"dm_p": 0.8714343787512155,14536"dm_stat": -0.162002959863500814537},14538"heavy11__normal__w1000_r5": {14539"n": 251,14540"ratio": 1.1202898489286497,14541"dm_p": 0.291135182398867,14542"dm_stat": 1.057871368832561214543},14544"heavy11__t__w1000_r5": {14545"n": 251,14546"ratio": 1.1191761605607606,14547"dm_p": 0.2920031485904693,14548"dm_stat": 1.055965929975820614549},14550"histvar22__empirical__w1000_r5": {14551"n": 251,14552"ratio": 1.2750222012703216,14553"dm_p": 0.3074420661188472,14554"dm_stat": 1.02269202907097114555},14556"histvar252__empirical__w1000_r5": {14557"n": 251,14558"ratio": 2.667620104525925,14559"dm_p": 0.012169567496097919,14560"dm_stat": 2.525582715062643314561},14562"histvar66__empirical__w1000_r5": {14563"n": 251,14564"ratio": 1.6184639168190031,14565"dm_p": 0.0626115171261473,14566"dm_stat": 1.870294090056526114567},14568"igarch11__ged__w1000_r5": {14569"n": 251,14570"ratio": 1.017010669097735,14571"dm_p": 0.7163333285401075,14572"dm_stat": 0.3637752010111933714573},14574"igarch11__normal__w1000_r5": {14575"n": 251,14576"ratio": 1.0344685327090812,14577"dm_p": 0.5112682412225018,14578"dm_stat": 0.657805664461235914579},14580"igarch11__skewt__w1000_r5": {14581"n": 251,14582"ratio": 1.0125245403192025,14583"dm_p": 0.7313457894932021,14584"dm_stat": 0.34371997315431214585},14586"igarch11__t__w1000_r5": {14587"n": 251,14588"ratio": 1.003664110733386,14589"dm_p": 0.9377569028860534,14590"dm_stat": 0.0781680511816046214591},14592"loghar_rv__empirical__w1000_r5": {14593"n": 251,14594"ratio": 0.8996691533246822,14595"dm_p": 0.20498658649424742,14596"dm_stat": -1.270784403714264214597},14598"msgarch2__normal__w1000_r5": {14599"n": 251,14600"ratio": 0.9369026459419197,14601"dm_p": 0.17933410673732253,14602"dm_stat": -1.34658299901768514603},14604"msgarch2__t__w1000_r5": {14605"n": 251,14606"ratio": 0.8886371996877988,14607"dm_p": 0.12722574762798247,14608"dm_stat": -1.530223508069782614609},14610"nagarch11__ged__w1000_r5": {14611"n": 251,14612"ratio": 1.0121961013570135,14613"dm_p": 0.9424936556415789,14614"dm_stat": 0.0722085751018749214615},14616"nagarch11__normal__w1000_r5": {14617"n": 251,14618"ratio": 0.9930506707618642,14619"dm_p": 0.965491897553554,14620"dm_stat": -0.0433063503447622614621},14622"nagarch11__skewt__w1000_r5": {14623"n": 251,14624"ratio": 0.9781989314890245,14625"dm_p": 0.8972327475949246,14626"dm_stat": -0.1292892324854795514627},14628"nagarch11__t__w1000_r5": {14629"n": 251,14630"ratio": 1.0335570522141644,14631"dm_p": 0.8506036376608178,14632"dm_stat": 0.18854342540842714633},14634"qgarch11__ged__w1000_r5": {14635"n": 251,14636"ratio": 0.9028297373410348,14637"dm_p": 0.3227877615650155,14638"dm_stat": -0.990704546562377314639},14640"qgarch11__normal__w1000_r5": {14641"n": 251,14642"ratio": 0.9278333801576976,14643"dm_p": 0.46466888150280744,14644"dm_stat": -0.732304215587553114645},14646"qgarch11__skewt__w1000_r5": {14647"n": 251,14648"ratio": 0.8453553169256718,14649"dm_p": 0.0703321625038134,14650"dm_stat": -1.817535682124746614651},14652"qgarch11__t__w1000_r5": {14653"n": 251,14654"ratio": 0.858479903027955,14655"dm_p": 0.11332997645803082,14656"dm_stat": -1.588974487942167214657},14658"realgarch11__normal__w1000_r5": {14659"n": 251,14660"ratio": 0.9557778117377552,14661"dm_p": 0.6430504579311549,14662"dm_stat": -0.464001470296993714663},14664"realgarch11__t__w1000_r5": {14665"n": 251,14666"ratio": 0.9702205348664887,14667"dm_p": 0.7641422258105441,14668"dm_stat": -0.300373074925261814669},14670"rm2006__normal__w1000_r5": {14671"n": 251,14672"ratio": 1.0608653071206964,14673"dm_p": 0.6721598976604207,14674"dm_stat": 0.4236849340429580414675},14676"rm_rw__empirical__w1000_r5": {14677"n": 251,14678"ratio": 2.33983046333132,14679"dm_p": 0.0002638640821482756,14680"dm_stat": 3.701302838608184314681},14682"tarch11__ged__w1000_r5": {14683"n": 251,14684"ratio": 0.8146314683419226,14685"dm_p": 0.181786346742307,14686"dm_stat": -1.339001624231679114687},14688"tarch11__normal__w1000_r5": {14689"n": 251,14690"ratio": 0.7887481300077461,14691"dm_p": 0.10575106391067345,14692"dm_stat": -1.623461187862599314693},14694"tarch11__skewt__w1000_r5": {14695"n": 251,14696"ratio": 0.8767785404437052,14697"dm_p": 0.4360626216474711,14698"dm_stat": -0.780112486302477514699},14700"tarch11__t__w1000_r5": {14701"n": 251,14702"ratio": 0.8648912145803919,14703"dm_p": 0.3865979059773706,14704"dm_stat": -0.867320936882172914705}14706}14707},14708"22": {14709"vol_tercile=high": {14710"aparch11__ged__w1000_r5": {14711"n": 1356,14712"ratio": 0.8949614596897534,14713"dm_p": 0.18764052418820518,14714"dm_stat": -1.318256696752773114715},14716"aparch11__normal__w1000_r5": {14717"n": 1356,14718"ratio": 0.9474543222636738,14719"dm_p": 0.48971276113322026,14720"dm_stat": -0.690954058415983614721},14722"aparch11__skewt__w1000_r5": {14723"n": 1356,14724"ratio": 0.8889144178997495,14725"dm_p": 0.16287425686615686,14726"dm_stat": -1.396228924565018614727},14728"aparch11__t__w1000_r5": {14729"n": 1356,14730"ratio": 0.8762138240559585,14731"dm_p": 0.12386119811243491,14732"dm_stat": -1.539723701615822714733},14734"arch5__ged__w1000_r5": {14735"n": 1356,14736"ratio": 1.1186237656640052,14737"dm_p": 0.034792287371745785,14738"dm_stat": 2.11289426750178114739},14740"arch5__normal__w1000_r5": {14741"n": 1356,14742"ratio": 1.090977062726209,14743"dm_p": 0.12780035792719954,14744"dm_stat": 1.52376664415824814745},14746"arch5__skewt__w1000_r5": {14747"n": 1356,14748"ratio": 1.1337543024108048,14749"dm_p": 0.04551110250408348,14750"dm_stat": 2.00174608235506914751},14752"arch5__t__w1000_r5": {14753"n": 1356,14754"ratio": 1.1956434387122086,14755"dm_p": 0.01351753362742303,14756"dm_stat": 2.473074582157232614757},14758"avgarch11__ged__w1000_r5": {14759"n": 1356,14760"ratio": 0.9999985668935858,14761"dm_p": 0.9999883257388266,14762"dm_stat": -1.4634216362599978e-0514763},14764"avgarch11__normal__w1000_r5": {14765"n": 1356,14766"ratio": 1.0280334455984148,14767"dm_p": 0.6901633163530917,14768"dm_stat": 0.3987186912963592314769},14770"avgarch11__skewt__w1000_r5": {14771"n": 1356,14772"ratio": 0.9680252293236845,14773"dm_p": 0.6995003284026384,14774"dm_stat": -0.386076898210926514775},14776"avgarch11__t__w1000_r5": {14777"n": 1356,14778"ratio": 0.9636270141621848,14779"dm_p": 0.6530117683941833,14780"dm_stat": -0.4496818712220393414781},14782"cgarch11__ged__w1000_r5": {14783"n": 1356,14784"ratio": 1.127899187174534,14785"dm_p": 0.04062764568614491,14786"dm_stat": 2.04927293754729314787},14788"cgarch11__normal__w1000_r5": {14789"n": 1356,14790"ratio": 1.0689276333086404,14791"dm_p": 0.15682013781794302,14792"dm_stat": 1.41663290270592514793},14794"cgarch11__skewt__w1000_r5": {14795"n": 1356,14796"ratio": 1.1194118740260757,14797"dm_p": 0.08226902983220126,14798"dm_stat": 1.738959323926781514799},14800"cgarch11__t__w1000_r5": {14801"n": 1356,14802"ratio": 1.1693943355023708,14803"dm_p": 0.007086852695683096,14804"dm_stat": 2.696840184052308414805},14806"constvar__normal__w1000_r5": {14807"n": 1356,14808"ratio": 2.9181633851969484,14809"dm_p": 0.17334692413064837,14810"dm_stat": 1.362245157479301314811},14812"egarch11__ged__w1000_r5": {14813"n": 1356,14814"ratio": 0.9845341824085785,14815"dm_p": 0.9257216434267226,14816"dm_stat": -0.0932463427928333114817},14818"egarch11__normal__w1000_r5": {14819"n": 1356,14820"ratio": 1.0238796283596217,14821"dm_p": 0.8902952881695729,14822"dm_stat": 0.1379565074322917614823},14824"egarch11__skewt__w1000_r5": {14825"n": 1356,14826"ratio": 0.9593835976929554,14827"dm_p": 0.7372081590012861,14828"dm_stat": -0.3356216414567454514829},14830"egarch11__t__w1000_r5": {14831"n": 1356,14832"ratio": 1.0001109300485052,14833"dm_p": 0.999190132393663,14834"dm_stat": 0.001015205984940406514835},14836"ewma094__normal__w1000_r5": {14837"n": 1356,14838"ratio": 1.1477130018936026,14839"dm_p": 0.2279192744173075,14840"dm_stat": 1.206282190495552514841},14842"figarch11__ged__w1000_r5": {14843"n": 1356,14844"ratio": 1.0230834499817467,14845"dm_p": 0.664735851553135,14846"dm_stat": 0.4334789533618620414847},14848"figarch11__normal__w1000_r5": {14849"n": 1356,14850"ratio": 1.0122791069669508,14851"dm_p": 0.8580182635034737,14852"dm_stat": 0.178931467911738814853},14854"figarch11__skewt__w1000_r5": {14855"n": 1356,14856"ratio": 1.0186489675980395,14857"dm_p": 0.7354823813872244,14858"dm_stat": 0.337911291735013814859},14860"figarch11__t__w1000_r5": {14861"n": 1356,14862"ratio": 1.0258530680413538,14863"dm_p": 0.6403620178335727,14864"dm_stat": 0.467297727517281914865},14866"garch11__ged__w1000_r5": {14867"n": 1356,14868"ratio": 0.9984413037938858,14869"dm_p": 0.9434091294000342,14870"dm_stat": -0.070998873181854614871},14872"garch11__normal__w1000_r5": {14873"n": 1356,14874"ratio": 1.0,14875"dm_p": 1.0,14876"dm_stat": 0.014877},14878"garch11__skewt__w1000_r5": {14879"n": 1356,14880"ratio": 0.9899802230377582,14881"dm_p": 0.8221094555517204,14882"dm_stat": -0.2248762462661007814883},14884"garch11__t__w1000_r5": {14885"n": 1356,14886"ratio": 1.0194413421362116,14887"dm_p": 0.7164122189436397,14888"dm_stat": 0.363333803670570414889},14890"garch12__ged__w1000_r5": {14891"n": 1356,14892"ratio": 0.9980593808766023,14893"dm_p": 0.9299963074558898,14894"dm_stat": -0.0878658187413813714895},14896"garch12__normal__w1000_r5": {14897"n": 1356,14898"ratio": 1.0107635026138946,14899"dm_p": 0.25473903062787057,14900"dm_stat": 1.13939689506617214901},14902"garch12__skewt__w1000_r5": {14903"n": 1356,14904"ratio": 0.9901786169167353,14905"dm_p": 0.8264715047662127,14906"dm_stat": -0.219271604098095614907},14908"garch12__t__w1000_r5": {14909"n": 1356,14910"ratio": 1.0192845007799287,14911"dm_p": 0.7196154692763556,14912"dm_stat": 0.359047533671412714913},14914"garch21__ged__w1000_r5": {14915"n": 1356,14916"ratio": 0.9961384440034465,14917"dm_p": 0.8647677066137485,14918"dm_stat": -0.1703406083877431514919},14920"garch21__normal__w1000_r5": {14921"n": 1356,14922"ratio": 0.9993819321765305,14923"dm_p": 0.8469416530746022,14924"dm_stat": -0.1930590528881231714925},14926"garch21__skewt__w1000_r5": {14927"n": 1356,14928"ratio": 0.9866723051200664,14929"dm_p": 0.7653674104647201,14930"dm_stat": -0.2984999131156278514931},14932"garch21__t__w1000_r5": {14933"n": 1356,14934"ratio": 1.020845354405421,14935"dm_p": 0.6977014699447053,14936"dm_stat": 0.3885075930883374314937},14938"garchm11__ged__w1000_r5": {14939"n": 1356,14940"ratio": 0.9730166489240876,14941"dm_p": 0.35325276621251356,14942"dm_stat": -0.928617445546760714943},14944"garchm11__normal__w1000_r5": {14945"n": 1356,14946"ratio": 0.976152043337893,14947"dm_p": 0.10989897729797408,14948"dm_stat": -1.599696825466042614949},14950"garchm11__skewt__w1000_r5": {14951"n": 1356,14952"ratio": 0.9680702310159497,14953"dm_p": 0.49999177703770215,14954"dm_stat": -0.674683796455033514955},14956"garchm11__t__w1000_r5": {14957"n": 1356,14958"ratio": 1.0053649981157602,14959"dm_p": 0.9288675214253216,14960"dm_stat": 0.089286369180819514961},14962"garchx_rv11__normal__w1000_r5": {14963"n": 1356,14964"ratio": 1.0659136183402504,14965"dm_p": 0.4007907295087892,14966"dm_stat": 0.84047439990263114967},14968"garchx_rv11__t__w1000_r5": {14969"n": 1356,14970"ratio": 1.0809664643197683,14971"dm_p": 0.3494322289949912,14972"dm_stat": 0.936015043063317614973},14974"gas_t11__t__w1000_r5": {14975"n": 1356,14976"ratio": 1.0793368008076654,14977"dm_p": 0.45284226401007077,14978"dm_stat": 0.750901591698378814979},14980"gjr11__ged__w1000_r5": {14981"n": 1356,14982"ratio": 0.9077438774846815,14983"dm_p": 0.23925865203218377,14984"dm_stat": -1.177359884602837714985},14986"gjr11__normal__w1000_r5": {14987"n": 1356,14988"ratio": 0.9100601166595558,14989"dm_p": 0.218888306011581,14990"dm_stat": -1.230059588638085614991},14992"gjr11__skewt__w1000_r5": {14993"n": 1356,14994"ratio": 0.9042646105331331,14995"dm_p": 0.25546912511742254,14996"dm_stat": -1.137646784842112114997},14998"gjr11__t__w1000_r5": {14999"n": 1356,15000"ratio": 0.9128932266541933,15001"dm_p": 0.28033532663848354,15002"dm_stat": -1.079997859334056715003},15004"har_rv__empirical__w1000_r5": {15005"n": 1356,15006"ratio": 1315976.2567948655,15007"dm_p": 0.31995399262576496,15008"dm_stat": 0.9949175653406715009},15010"heavy11__normal__w1000_r5": {15011"n": 1356,15012"ratio": 1.0643140410412157,15013"dm_p": 0.4158733575784231,15014"dm_stat": 0.813850910997936315015},15016"heavy11__t__w1000_r5": {15017"n": 1356,15018"ratio": 1.0802247778157688,15019"dm_p": 0.3524525016247771,15020"dm_stat": 0.93016275937116215021},15022"histvar22__empirical__w1000_r5": {15023"n": 1356,15024"ratio": 1.2172091271402956,15025"dm_p": 0.13124531305483164,15026"dm_stat": 1.51012251122024115027},15028"histvar252__empirical__w1000_r5": {15029"n": 1356,15030"ratio": 2.850194314260384,15031"dm_p": 0.04886684194580362,15032"dm_stat": 1.971526680070426315033},15034"histvar66__empirical__w1000_r5": {15035"n": 1356,15036"ratio": 1.9565764512608532,15037"dm_p": 0.07037304603052409,15038"dm_stat": 1.810930145259699315039},15040"igarch11__ged__w1000_r5": {15041"n": 1356,15042"ratio": 1.0595741833754349,15043"dm_p": 0.5270274748736891,15044"dm_stat": 0.632713550719957515045},15046"igarch11__normal__w1000_r5": {15047"n": 1356,15048"ratio": 1.108496081828596,15049"dm_p": 0.24511260049283526,15050"dm_stat": 1.162806903100674215051},15052"igarch11__skewt__w1000_r5": {15053"n": 1356,15054"ratio": 1.0246934330263338,15055"dm_p": 0.7881184205509078,15056"dm_stat": 0.2688079187543851415057},15058"igarch11__t__w1000_r5": {15059"n": 1356,15060"ratio": 1.0446925378469538,15061"dm_p": 0.644865822381064,15062"dm_stat": 0.4610094333044404415063},15064"loghar_rv__empirical__w1000_r5": {15065"n": 1356,15066"ratio": 1.20353823755695,15067"dm_p": 0.2972094483261768,15068"dm_stat": 1.04283777936990515069},15070"msgarch2__normal__w1000_r5": {15071"n": 1356,15072"ratio": 1.132629483603539,15073"dm_p": 0.37019317763834586,15074"dm_stat": 0.896409768466892715075},15076"msgarch2__t__w1000_r5": {15077"n": 1356,15078"ratio": 1.1622664851023743,15079"dm_p": 0.2627794952786821,15080"dm_stat": 1.120311675017197515081},15082"nagarch11__ged__w1000_r5": {15083"n": 1356,15084"ratio": 0.9255433010567423,15085"dm_p": 0.5164592230205478,15086"dm_stat": -0.648983185472364315087},15088"nagarch11__normal__w1000_r5": {15089"n": 1356,15090"ratio": 0.9224706683828182,15091"dm_p": 0.49622242542456535,15092"dm_stat": -0.680629205560130115093},15094"nagarch11__skewt__w1000_r5": {15095"n": 1356,15096"ratio": 0.9288266153754537,15097"dm_p": 0.5550102908370882,15098"dm_stat": -0.590415923327964815099},15100"nagarch11__t__w1000_r5": {15101"n": 1356,15102"ratio": 0.9273846952585741,15103"dm_p": 0.5346011984246383,15104"dm_stat": -0.621156400547212915105},15106"qgarch11__ged__w1000_r5": {15107"n": 1356,15108"ratio": 0.9567307342671175,15109"dm_p": 0.18435196752334645,15110"dm_stat": -1.32815077243663215111},15112"qgarch11__normal__w1000_r5": {15113"n": 1356,15114"ratio": 0.9657080866777102,15115"dm_p": 0.36973379743252566,15116"dm_stat": -0.897270853043925615117},15118"qgarch11__skewt__w1000_r5": {15119"n": 1356,15120"ratio": 0.9346910162003395,15121"dm_p": 0.04930146926750486,15122"dm_stat": -1.967741494169154415123},15124"qgarch11__t__w1000_r5": {15125"n": 1356,15126"ratio": 0.9315115691655426,15127"dm_p": 0.024064672119928472,15128"dm_stat": -2.258632873027491615129},15130"realgarch11__normal__w1000_r5": {15131"n": 1356,15132"ratio": 1.0859105538334326,15133"dm_p": 0.5831013774440504,15134"dm_stat": 0.548992020656907815135},15136"realgarch11__t__w1000_r5": {15137"n": 1356,15138"ratio": 3.0818697872427276,15139"dm_p": 3.9149390526619336e-06,15140"dm_stat": 4.634912925836510515141},15142"rm2006__normal__w1000_r5": {15143"n": 1356,15144"ratio": 1.0950768880988386,15145"dm_p": 0.30539829223218096,15146"dm_stat": 1.025313497394375815147},15148"rm_rw__empirical__w1000_r5": {15149"n": 1356,15150"ratio": 1.9196092721338922,15151"dm_p": 5.737103460922159e-05,15152"dm_stat": 4.03616550282749515153},15154"tarch11__ged__w1000_r5": {15155"n": 1356,15156"ratio": 0.8756011760754617,15157"dm_p": 0.1066458083710657,15158"dm_stat": -1.614527814788349515159},15160"tarch11__normal__w1000_r5": {15161"n": 1356,15162"ratio": 0.905267811760304,15163"dm_p": 0.20146622361376532,15164"dm_stat": -1.278005929955189815165},15166"tarch11__skewt__w1000_r5": {15167"n": 1356,15168"ratio": 0.903890508093076,15169"dm_p": 0.25339104759406655,15170"dm_stat": -1.142637347098350415171},15172"tarch11__t__w1000_r5": {15173"n": 1356,15174"ratio": 0.8840121313875813,15175"dm_p": 0.14904232624222885,15176"dm_stat": -1.44374339883555315177}15178},15179"vol_tercile=low": {15180"aparch11__ged__w1000_r5": {15181"n": 894,15182"ratio": 1.1237012487137799,15183"dm_p": 0.255544341871457,15184"dm_stat": 1.137715778421760415185},15186"aparch11__normal__w1000_r5": {15187"n": 894,15188"ratio": 1.0875285238761578,15189"dm_p": 0.05195870470201968,15190"dm_stat": 1.946078310107886515191},15192"aparch11__skewt__w1000_r5": {15193"n": 894,15194"ratio": 2.516105747309617,15195"dm_p": 0.2934353034937701,15196"dm_stat": 1.051234462432857315197},15198"aparch11__t__w1000_r5": {15199"n": 894,15200"ratio": 1.107872928013028,15201"dm_p": 0.27305919897472264,15202"dm_stat": 1.096720612960593515203},15204"arch5__ged__w1000_r5": {15205"n": 894,15206"ratio": 1.043393940768545,15207"dm_p": 0.41676241276431286,15208"dm_stat": 0.812428339315580815209},15210"arch5__normal__w1000_r5": {15211"n": 894,15212"ratio": 1.0226516258299507,15213"dm_p": 0.7130506657573605,15214"dm_stat": 0.3678789607469505315215},15216"arch5__skewt__w1000_r5": {15217"n": 894,15218"ratio": 0.996395359739764,15219"dm_p": 0.971743197428458,15220"dm_stat": -0.03543198664400528515221},15222"arch5__t__w1000_r5": {15223"n": 894,15224"ratio": 1.0119617362083533,15225"dm_p": 0.9215718789152575,15226"dm_stat": 0.0984817308841295915227},15228"avgarch11__ged__w1000_r5": {15229"n": 894,15230"ratio": 0.9818680872484246,15231"dm_p": 0.34423976839907017,15232"dm_stat": -0.946323167640856715233},15234"avgarch11__normal__w1000_r5": {15235"n": 894,15236"ratio": 0.9263748715793003,15237"dm_p": 0.39220874302081943,15238"dm_stat": -0.856033752525779115239},15240"avgarch11__skewt__w1000_r5": {15241"n": 894,15242"ratio": 0.9368117836830282,15243"dm_p": 0.12884748411600136,15244"dm_stat": -1.520069478720644615245},15246"avgarch11__t__w1000_r5": {15247"n": 894,15248"ratio": 0.9503558354714746,15249"dm_p": 0.1913131146645941,15250"dm_stat": -1.307695639064193215251},15252"cgarch11__ged__w1000_r5": {15253"n": 894,15254"ratio": 1.0848029474627308,15255"dm_p": 0.38641903626487256,15256"dm_stat": 0.866554287260361715257},15258"cgarch11__normal__w1000_r5": {15259"n": 894,15260"ratio": 1.0993368889555755,15261"dm_p": 0.3107238736009161,15262"dm_stat": 1.014280038565129615263},15264"cgarch11__skewt__w1000_r5": {15265"n": 894,15266"ratio": 1.0316419091719302,15267"dm_p": 0.7020938240476903,15268"dm_stat": 0.382618331881400315269},15270"cgarch11__t__w1000_r5": {15271"n": 894,15272"ratio": 1.0391473643224538,15273"dm_p": 0.6316252090658092,15274"dm_stat": 0.4796057280886067415275},15276"constvar__normal__w1000_r5": {15277"n": 894,15278"ratio": 1.1993136703292198,15279"dm_p": 0.006022212543295202,15280"dm_stat": 2.753153517047040515281},15282"egarch11__ged__w1000_r5": {15283"n": 894,15284"ratio": 1.1371751769114309,15285"dm_p": 0.18547856703045607,15286"dm_stat": 1.32509505885290115287},15288"egarch11__normal__w1000_r5": {15289"n": 894,15290"ratio": 1.1013979784433032,15291"dm_p": 0.14605405022533063,15292"dm_stat": 1.454879428694240115293},15294"egarch11__skewt__w1000_r5": {15295"n": 894,15296"ratio": 1.0722221413760842,15297"dm_p": 0.27208171162420974,15298"dm_stat": 1.098959986305187315299},15300"egarch11__t__w1000_r5": {15301"n": 894,15302"ratio": 1.1217210615311313,15303"dm_p": 0.19070101193126412,15304"dm_stat": 1.30950246159303915305},15306"ewma094__normal__w1000_r5": {15307"n": 894,15308"ratio": 1.4200115494228192,15309"dm_p": 0.08160330930086834,15310"dm_stat": 1.743426385230555615311},15312"figarch11__ged__w1000_r5": {15313"n": 894,15314"ratio": 0.9736543491615782,15315"dm_p": 0.7621327475085302,15316"dm_stat": -0.302773821740158815317},15318"figarch11__normal__w1000_r5": {15319"n": 894,15320"ratio": 0.8809659568274182,15321"dm_p": 0.4353305434856115,15322"dm_stat": -0.780453950774569215323},15324"figarch11__skewt__w1000_r5": {15325"n": 894,15326"ratio": 0.97497089056862,15327"dm_p": 0.7500643121110218,15328"dm_stat": -0.3186528145912409515329},15330"figarch11__t__w1000_r5": {15331"n": 894,15332"ratio": 0.9955771541180232,15333"dm_p": 0.9548758506418947,15334"dm_stat": -0.05660081013766847515335},15336"garch11__ged__w1000_r5": {15337"n": 894,15338"ratio": 1.006222226804907,15339"dm_p": 0.6376490911088459,15340"dm_stat": 0.4711494454873507715341},15342"garch11__normal__w1000_r5": {15343"n": 894,15344"ratio": 1.0,15345"dm_p": 1.0,15346"dm_stat": 0.015347},15348"garch11__skewt__w1000_r5": {15349"n": 894,15350"ratio": 0.9565955860028751,15351"dm_p": 0.23876677628653956,15352"dm_stat": -1.17886290002780215353},15354"garch11__t__w1000_r5": {15355"n": 894,15356"ratio": 0.9456515031586733,15357"dm_p": 0.3543358171267328,15358"dm_stat": -0.926693989056000815359},15360"garch12__ged__w1000_r5": {15361"n": 894,15362"ratio": 1.009572056677455,15363"dm_p": 0.5147552006347976,15364"dm_stat": 0.651711172825834615365},15366"garch12__normal__w1000_r5": {15367"n": 894,15368"ratio": 1.00042073217975,15369"dm_p": 0.8953379641769649,15370"dm_stat": 0.1315903438563720315371},15372"garch12__skewt__w1000_r5": {15373"n": 894,15374"ratio": 0.9585063147379942,15375"dm_p": 0.26488563781598484,15376"dm_stat": -1.11561838420989815377},15378"garch12__t__w1000_r5": {15379"n": 894,15380"ratio": 0.9484388271072101,15381"dm_p": 0.3788424230874465,15382"dm_stat": -0.880468554571615515383},15384"garch21__ged__w1000_r5": {15385"n": 894,15386"ratio": 1.0098759317717314,15387"dm_p": 0.46643544806469933,15388"dm_stat": 0.728603192400190815389},15390"garch21__normal__w1000_r5": {15391"n": 894,15392"ratio": 1.004325127286458,15393"dm_p": 0.012006175507589447,15394"dm_stat": 2.51711335817202315395},15396"garch21__skewt__w1000_r5": {15397"n": 894,15398"ratio": 0.9616897326223025,15399"dm_p": 0.25996699542287205,15400"dm_stat": -1.127185135038209415401},15402"garch21__t__w1000_r5": {15403"n": 894,15404"ratio": 0.9492824858256405,15405"dm_p": 0.3777096245417125,15406"dm_stat": -0.882563575925227415407},15408"garchm11__ged__w1000_r5": {15409"n": 894,15410"ratio": 1.0244021997303554,15411"dm_p": 0.4975179339346338,15412"dm_stat": 0.678677706330446215413},15414"garchm11__normal__w1000_r5": {15415"n": 894,15416"ratio": 1.002598802497387,15417"dm_p": 0.7588208004414585,15418"dm_stat": 0.3071237301958192315419},15420"garchm11__skewt__w1000_r5": {15421"n": 894,15422"ratio": 0.9560440329690594,15423"dm_p": 0.05824462675374677,15424"dm_stat": -1.89628714489293915425},15426"garchm11__t__w1000_r5": {15427"n": 894,15428"ratio": 0.9417049294364472,15429"dm_p": 0.2586120704295471,15430"dm_stat": -1.130397994436817915431},15432"garchx_rv11__normal__w1000_r5": {15433"n": 894,15434"ratio": 1.0489537953361507,15435"dm_p": 0.3382640334273387,15436"dm_stat": 0.958115116503099715437},15438"garchx_rv11__t__w1000_r5": {15439"n": 894,15440"ratio": 1.0382164428890088,15441"dm_p": 0.5347565826325961,15442"dm_stat": 0.621002295822389515443},15444"gas_t11__t__w1000_r5": {15445"n": 894,15446"ratio": 1.0072130330506457,15447"dm_p": 0.8228318336709439,15448"dm_stat": 0.2239700546595694615449},15450"gjr11__ged__w1000_r5": {15451"n": 894,15452"ratio": 1.0557008946587851,15453"dm_p": 0.38770379434496416,15454"dm_stat": 0.864211484942399515455},15456"gjr11__normal__w1000_r5": {15457"n": 894,15458"ratio": 1.045247676917357,15459"dm_p": 0.37565784714735984,15460"dm_stat": 0.886368075132847415461},15462"gjr11__skewt__w1000_r5": {15463"n": 894,15464"ratio": 1.0504207207852565,15465"dm_p": 0.26659304908415765,15466"dm_stat": 1.111637925564109615467},15468"gjr11__t__w1000_r5": {15469"n": 894,15470"ratio": 1.0473743798358697,15471"dm_p": 0.3898778510035284,15472"dm_stat": 0.860257784156682415473},15474"har_rv__empirical__w1000_r5": {15475"n": 894,15476"ratio": 1.1266664478927173,15477"dm_p": 0.044439371125285405,15478"dm_stat": 2.01276244982728715479},15480"heavy11__normal__w1000_r5": {15481"n": 894,15482"ratio": 1.0456334751864385,15483"dm_p": 0.39478344286798006,15484"dm_stat": 0.851385581133856115485},15486"heavy11__t__w1000_r5": {15487"n": 894,15488"ratio": 1.038620863202819,15489"dm_p": 0.5375719233793205,15490"dm_stat": 0.616727120192844815491},15492"histvar22__empirical__w1000_r5": {15493"n": 894,15494"ratio": 1.8408575172691592,15495"dm_p": 0.014876410026392888,15496"dm_stat": 2.44010814760700115497},15498"histvar252__empirical__w1000_r5": {15499"n": 894,15500"ratio": 1.193321264429143,15501"dm_p": 0.2844401393946564,15502"dm_stat": 1.071041526650828415503},15504"histvar66__empirical__w1000_r5": {15505"n": 894,15506"ratio": 1.7125092378796378,15507"dm_p": 0.1321844108178802,15508"dm_stat": 1.506921591511633915509},15510"igarch11__ged__w1000_r5": {15511"n": 894,15512"ratio": 0.9533176353150371,15513"dm_p": 0.7694166548357755,15514"dm_stat": -0.2932271568476057515515},15516"igarch11__normal__w1000_r5": {15517"n": 894,15518"ratio": 0.9826390694086363,15519"dm_p": 0.9259055758374014,15520"dm_stat": -0.0930237282112812415521},15522"igarch11__skewt__w1000_r5": {15523"n": 894,15524"ratio": 0.9195872940075818,15525"dm_p": 0.6306274232898382,15526"dm_stat": -0.481009716008110215527},15528"igarch11__t__w1000_r5": {15529"n": 894,15530"ratio": 0.9483438738400013,15531"dm_p": 0.7658181405648512,15532"dm_stat": -0.297940157752568515533},15534"loghar_rv__empirical__w1000_r5": {15535"n": 894,15536"ratio": 0.9906107892857081,15537"dm_p": 0.8753851404903802,15538"dm_stat": -0.1568669814196946615539},15540"msgarch2__normal__w1000_r5": {15541"n": 894,15542"ratio": 1.0457079736492567,15543"dm_p": 0.2015980924327793,15544"dm_stat": 1.27795298843557615545},15546"msgarch2__t__w1000_r5": {15547"n": 894,15548"ratio": 0.9776005072719725,15549"dm_p": 0.866498198585071,15550"dm_stat": -0.1681565493773687615551},15552"nagarch11__ged__w1000_r5": {15553"n": 894,15554"ratio": 1.0848355013703304,15555"dm_p": 0.16385135834447007,15556"dm_stat": 1.393380842498438415557},15558"nagarch11__normal__w1000_r5": {15559"n": 894,15560"ratio": 1.0476398382922996,15561"dm_p": 0.11014145897576333,15562"dm_stat": 1.599147938583325215563},15564"nagarch11__skewt__w1000_r5": {15565"n": 894,15566"ratio": 1.1019587070047696,15567"dm_p": 0.050515797521324804,15568"dm_stat": 1.958214929889649815569},15570"nagarch11__t__w1000_r5": {15571"n": 894,15572"ratio": 1.108529713983773,15573"dm_p": 0.16211041187692513,15574"dm_stat": 1.399166121499011215575},15576"qgarch11__ged__w1000_r5": {15577"n": 894,15578"ratio": 1.063865545359735,15579"dm_p": 0.28946836292541306,15580"dm_stat": 1.059918295674312715581},15582"qgarch11__normal__w1000_r5": {15583"n": 894,15584"ratio": 1.0245827648487131,15585"dm_p": 0.260967673149159,15586"dm_stat": 1.124819730006444215587},15588"qgarch11__skewt__w1000_r5": {15589"n": 894,15590"ratio": 1.0677174678202275,15591"dm_p": 0.17173613850646205,15592"dm_stat": 1.367744576543815593},15594"qgarch11__t__w1000_r5": {15595"n": 894,15596"ratio": 1.0661332643300554,15597"dm_p": 0.3163868415322992,15598"dm_stat": 1.002472825666475915599},15600"realgarch11__normal__w1000_r5": {15601"n": 894,15602"ratio": 1.036785841863759,15603"dm_p": 0.640074251123436,15604"dm_stat": 0.467754554788824715605},15606"realgarch11__t__w1000_r5": {15607"n": 894,15608"ratio": 1.2115205663862005,15609"dm_p": 0.26453450773358156,15610"dm_stat": 1.11643916097663815611},15612"rm2006__normal__w1000_r5": {15613"n": 894,15614"ratio": 1.1016829066165832,15615"dm_p": 0.4879100592513652,15616"dm_stat": 0.693924444869583915617},15618"rm_rw__empirical__w1000_r5": {15619"n": 894,15620"ratio": 3.0282529676023624,15621"dm_p": 0.007953806343006919,15622"dm_stat": 2.660013723510213315623},15624"tarch11__ged__w1000_r5": {15625"n": 894,15626"ratio": 1.0559461722782681,15627"dm_p": 0.43415291183919963,15628"dm_stat": 0.782457962176097815629},15630"tarch11__normal__w1000_r5": {15631"n": 894,15632"ratio": 1.0210327505267074,15633"dm_p": 0.40706999947833467,15634"dm_stat": 0.82945261688842215635},15636"tarch11__skewt__w1000_r5": {15637"n": 894,15638"ratio": 1.0219868698533476,15639"dm_p": 0.46136330424019617,15640"dm_stat": 0.736922063958046815641},15642"tarch11__t__w1000_r5": {15643"n": 894,15644"ratio": 1.0616109368983613,15645"dm_p": 0.39626474050161775,15646"dm_stat": 0.848719677872567715647}15648},15649"vol_tercile=mid": {15650"aparch11__ged__w1000_r5": {15651"n": 451,15652"ratio": 1.0507739302943346,15653"dm_p": 0.3013494732572977,15654"dm_stat": 1.034732744909542515655},15656"aparch11__normal__w1000_r5": {15657"n": 451,15658"ratio": 1.0041225802041738,15659"dm_p": 0.9617294186804599,15660"dm_stat": 0.04801019354810305615661},15662"aparch11__skewt__w1000_r5": {15663"n": 451,15664"ratio": 1.0027986598531582,15665"dm_p": 0.9642332390672694,15666"dm_stat": 0.0448669799849995915667},15668"aparch11__t__w1000_r5": {15669"n": 451,15670"ratio": 1.0575636676475932,15671"dm_p": 0.34113484439167985,15672"dm_stat": 0.952934472784685515673},15674"arch5__ged__w1000_r5": {15675"n": 451,15676"ratio": 1.075285156630327,15677"dm_p": 0.4370849731883936,15678"dm_stat": 0.777818139768735515679},15680"arch5__normal__w1000_r5": {15681"n": 451,15682"ratio": 1.0326094864061404,15683"dm_p": 0.7796336330828488,15684"dm_stat": 0.279964178258051115685},15686"arch5__skewt__w1000_r5": {15687"n": 451,15688"ratio": 1.032910956929831,15689"dm_p": 0.8368800102106032,15690"dm_stat": 0.2060052062603127715691},15692"arch5__t__w1000_r5": {15693"n": 451,15694"ratio": 1.0499988405976397,15695"dm_p": 0.7944218714058754,15696"dm_stat": 0.260727571644872315697},15698"avgarch11__ged__w1000_r5": {15699"n": 451,15700"ratio": 1.0405971713634534,15701"dm_p": 0.42979200132395573,15702"dm_stat": 0.79026031672183515703},15704"avgarch11__normal__w1000_r5": {15705"n": 451,15706"ratio": 0.9592870244621821,15707"dm_p": 0.6753027739746196,15708"dm_stat": -0.4191551231372935315709},15710"avgarch11__skewt__w1000_r5": {15711"n": 451,15712"ratio": 0.9719720202136466,15713"dm_p": 0.3606597040351072,15714"dm_stat": -0.915041871690530515715},15716"avgarch11__t__w1000_r5": {15717"n": 451,15718"ratio": 0.9960322600629289,15719"dm_p": 0.8658084850961216,15720"dm_stat": -0.1690815340300077515721},15722"cgarch11__ged__w1000_r5": {15723"n": 451,15724"ratio": 1.0952250654945248,15725"dm_p": 0.1734293422064245,15726"dm_stat": 1.363428090394974315727},15728"cgarch11__normal__w1000_r5": {15729"n": 451,15730"ratio": 1.0219258602036565,15731"dm_p": 0.24414849434669084,15732"dm_stat": 1.166206911724112715733},15734"cgarch11__skewt__w1000_r5": {15735"n": 451,15736"ratio": 1.062744902735937,15737"dm_p": 0.15783360146551864,15738"dm_stat": 1.414749240294122615739},15740"cgarch11__t__w1000_r5": {15741"n": 451,15742"ratio": 1.0779886493681754,15743"dm_p": 0.0013280599902104095,15744"dm_stat": 3.23011833409643115745},15746"constvar__normal__w1000_r5": {15747"n": 451,15748"ratio": 1.31803774097502,15749"dm_p": 0.0020490818230063487,15750"dm_stat": 3.101114220221828315751},15752"egarch11__ged__w1000_r5": {15753"n": 451,15754"ratio": 1.0674854971224386,15755"dm_p": 0.3564027935827939,15756"dm_stat": 0.923190258195377615757},15758"egarch11__normal__w1000_r5": {15759"n": 451,15760"ratio": 1.0267745003336954,15761"dm_p": 0.33203054249117536,15762"dm_stat": 0.971079118434491515763},15764"egarch11__skewt__w1000_r5": {15765"n": 451,15766"ratio": 0.9171950097096727,15767"dm_p": 0.5755008246505291,15768"dm_stat": -0.560377532034777815769},15770"egarch11__t__w1000_r5": {15771"n": 451,15772"ratio": 1.012908380310733,15773"dm_p": 0.8056674632101137,15774"dm_stat": 0.2461640793251007615775},15776"ewma094__normal__w1000_r5": {15777"n": 451,15778"ratio": 1.0909863728491438,15779"dm_p": 0.49790286610222145,15780"dm_stat": 0.678343070860073715781},15782"figarch11__ged__w1000_r5": {15783"n": 451,15784"ratio": 0.9459693001214803,15785"dm_p": 0.5750381754430561,15786"dm_stat": -0.561056661780248515787},15788"figarch11__normal__w1000_r5": {15789"n": 451,15790"ratio": 0.8312836128248103,15791"dm_p": 0.4122676788589604,15792"dm_stat": -0.820671933360731715793},15794"figarch11__skewt__w1000_r5": {15795"n": 451,15796"ratio": 0.9426233479692976,15797"dm_p": 0.5548888059791814,15798"dm_stat": -0.590892953729971115799},15800"figarch11__t__w1000_r5": {15801"n": 451,15802"ratio": 0.9590613200114215,15803"dm_p": 0.6989577859604749,15804"dm_stat": -0.386974819062959315805},15806"garch11__ged__w1000_r5": {15807"n": 451,15808"ratio": 1.0364657492013438,15809"dm_p": 0.30175839392976744,15810"dm_stat": 1.033856799849102415811},15812"garch11__normal__w1000_r5": {15813"n": 451,15814"ratio": 1.0,15815"dm_p": 1.0,15816"dm_stat": 0.015817},15818"garch11__skewt__w1000_r5": {15819"n": 451,15820"ratio": 0.9853984181097986,15821"dm_p": 0.5228277080491359,15822"dm_stat": -0.639492943727145615823},15824"garch11__t__w1000_r5": {15825"n": 451,15826"ratio": 0.9678783358136555,15827"dm_p": 0.5822460978113673,15828"dm_stat": -0.550505170687169115829},15830"garch12__ged__w1000_r5": {15831"n": 451,15832"ratio": 1.0355936919016964,15833"dm_p": 0.311604652162222,15834"dm_stat": 1.012999707132845415835},15836"garch12__normal__w1000_r5": {15837"n": 451,15838"ratio": 1.0037995611557113,15839"dm_p": 0.48258005418367683,15840"dm_stat": 0.70274178087336215841},15842"garch12__skewt__w1000_r5": {15843"n": 451,15844"ratio": 0.9843493298513961,15845"dm_p": 0.49074630135861025,15846"dm_stat": -0.689687380986467615847},15848"garch12__t__w1000_r5": {15849"n": 451,15850"ratio": 0.9664146867930931,15851"dm_p": 0.5660140010934197,15852"dm_stat": -0.574355868737744615853},15854"garch21__ged__w1000_r5": {15855"n": 451,15856"ratio": 1.0412724281268386,15857"dm_p": 0.17342550798701062,15858"dm_stat": 1.363440272107398815859},15860"garch21__normal__w1000_r5": {15861"n": 451,15862"ratio": 1.0028608294670394,15863"dm_p": 0.5590768100125363,15864"dm_stat": 0.584648916272076415865},15866"garch21__skewt__w1000_r5": {15867"n": 451,15868"ratio": 0.9919187148124431,15869"dm_p": 0.7083431194442401,15870"dm_stat": -0.374319264534269615871},15872"garch21__t__w1000_r5": {15873"n": 451,15874"ratio": 0.9764224414754948,15875"dm_p": 0.6967789977244082,15876"dm_stat": -0.3899216109235709715877},15878"garchm11__ged__w1000_r5": {15879"n": 451,15880"ratio": 1.0529991258256466,15881"dm_p": 0.3400620356331993,15882"dm_stat": 0.955056201858818515883},15884"garchm11__normal__w1000_r5": {15885"n": 451,15886"ratio": 1.0000076517223606,15887"dm_p": 0.998195545283921,15888"dm_stat": 0.002262807305064591615889},15890"garchm11__skewt__w1000_r5": {15891"n": 451,15892"ratio": 0.9920637193578596,15893"dm_p": 0.7251196172408285,15894"dm_stat": -0.351844453259480215895},15896"garchm11__t__w1000_r5": {15897"n": 451,15898"ratio": 0.9652720599065239,15899"dm_p": 0.5438101344400282,15900"dm_stat": -0.607523288882807515901},15902"garchx_rv11__normal__w1000_r5": {15903"n": 451,15904"ratio": 0.923490909945561,15905"dm_p": 0.7059060510058541,15906"dm_stat": -0.377599652956236915907},15908"garchx_rv11__t__w1000_r5": {15909"n": 451,15910"ratio": 0.9151142932067584,15911"dm_p": 0.7016702974920935,15912"dm_stat": -0.3833108667652838615913},15914"gas_t11__t__w1000_r5": {15915"n": 451,15916"ratio": 1.0842399058019099,15917"dm_p": 0.3632124942759686,15918"dm_stat": 0.910184463052861715919},15920"gjr11__ged__w1000_r5": {15921"n": 451,15922"ratio": 1.05225668366275,15923"dm_p": 0.41674683329408824,15924"dm_stat": 0.812827409211876715925},15926"gjr11__normal__w1000_r5": {15927"n": 451,15928"ratio": 1.0201586011559756,15929"dm_p": 0.5354816289103916,15930"dm_stat": 0.620136797764733115931},15932"gjr11__skewt__w1000_r5": {15933"n": 451,15934"ratio": 1.0542504702956959,15935"dm_p": 0.333703723267646,15936"dm_stat": 0.967720617953735815937},15938"gjr11__t__w1000_r5": {15939"n": 451,15940"ratio": 1.0480812095179086,15941"dm_p": 0.4220907226814683,15942"dm_stat": 0.803533417886479115943},15944"har_rv__empirical__w1000_r5": {15945"n": 451,15946"ratio": 1.0413905544592204,15947"dm_p": 0.5194977845644855,15948"dm_stat": 0.644626407710685515949},15950"heavy11__normal__w1000_r5": {15951"n": 451,15952"ratio": 0.9200479674256973,15953"dm_p": 0.7015435680331585,15954"dm_stat": -0.3834819327188578315955},15956"heavy11__t__w1000_r5": {15957"n": 451,15958"ratio": 0.9146478473558937,15959"dm_p": 0.7024829327299597,15960"dm_stat": -0.3822141966359560715961},15962"histvar22__empirical__w1000_r5": {15963"n": 451,15964"ratio": 1.1075685692217947,15965"dm_p": 0.374995498811202,15966"dm_stat": 0.888036543151613215967},15968"histvar252__empirical__w1000_r5": {15969"n": 451,15970"ratio": 1.3696601227157692,15971"dm_p": 0.007792959813314981,15972"dm_stat": 2.672906386786087415973},15974"histvar66__empirical__w1000_r5": {15975"n": 451,15976"ratio": 1.5396534125797718,15977"dm_p": 0.2410695992645583,15978"dm_stat": 1.173865970790313215979},15980"igarch11__ged__w1000_r5": {15981"n": 451,15982"ratio": 0.9773372296794878,15983"dm_p": 0.9103707497955713,15984"dm_stat": -0.1126342592491578915985},15986"igarch11__normal__w1000_r5": {15987"n": 451,15988"ratio": 0.9650194384947304,15989"dm_p": 0.8912353671674177,15990"dm_stat": -0.1368186050296700515991},15992"igarch11__skewt__w1000_r5": {15993"n": 451,15994"ratio": 0.9348346853815301,15995"dm_p": 0.7489036694246024,15996"dm_stat": -0.320281420517154315997},15998"igarch11__t__w1000_r5": {15999"n": 451,16000"ratio": 0.9607659974660834,16001"dm_p": 0.8572646332485033,16002"dm_stat": -0.1799604407712556716003},16004"loghar_rv__empirical__w1000_r5": {16005"n": 451,16006"ratio": 0.9262715337714756,16007"dm_p": 0.2713756507611998,16008"dm_stat": -1.10125207966825516009},16010"msgarch2__normal__w1000_r5": {16011"n": 451,16012"ratio": 1.0832269015292308,16013"dm_p": 0.4818717332827943,16014"dm_stat": 0.703879727438109216015},16016"msgarch2__t__w1000_r5": {16017"n": 451,16018"ratio": 1.0177098550598895,16019"dm_p": 0.6177341122573474,16020"dm_stat": 0.499410763869051516021},16022"nagarch11__ged__w1000_r5": {16023"n": 451,16024"ratio": 1.0135931072442996,16025"dm_p": 0.7710834564584202,16026"dm_stat": 0.291133373651554116027},16028"nagarch11__normal__w1000_r5": {16029"n": 451,16030"ratio": 0.9830905142359716,16031"dm_p": 0.8473102706475529,16032"dm_stat": -0.1926624246178770816033},16034"nagarch11__skewt__w1000_r5": {16035"n": 451,16036"ratio": 1.033507962522281,16037"dm_p": 0.5827139052679587,16038"dm_stat": 0.549822488686968716039},16040"nagarch11__t__w1000_r5": {16041"n": 451,16042"ratio": 1.0286949119684763,16043"dm_p": 0.49355637726057683,16044"dm_stat": 0.685222436418332416045},16046"qgarch11__ged__w1000_r5": {16047"n": 451,16048"ratio": 1.038254956964474,16049"dm_p": 0.2887415029764916,16050"dm_stat": 1.06214067220119216051},16052"qgarch11__normal__w1000_r5": {16053"n": 451,16054"ratio": 0.9924848257020898,16055"dm_p": 0.8697055751926102,16056"dm_stat": -0.1641260895007034816057},16058"qgarch11__skewt__w1000_r5": {16059"n": 451,16060"ratio": 1.0444514305849193,16061"dm_p": 0.14827964623009615,16062"dm_stat": 1.448120750733065816063},16064"qgarch11__t__w1000_r5": {16065"n": 451,16066"ratio": 1.039937183433639,16067"dm_p": 0.37031326707763995,16068"dm_stat": 0.896784786878455616069},16070"realgarch11__normal__w1000_r5": {16071"n": 451,16072"ratio": 0.9705686057588694,16073"dm_p": 0.2541825373020703,16074"dm_stat": -1.141708083865721616075},16076"realgarch11__t__w1000_r5": {16077"n": 451,16078"ratio": 1.5686771864936286,16079"dm_p": 0.12384224388447204,16080"dm_stat": 1.541729428039346816081},16082"rm2006__normal__w1000_r5": {16083"n": 451,16084"ratio": 1.0426010805655217,16085"dm_p": 0.6202813964186953,16086"dm_stat": 0.495794576422454516087},16088"rm_rw__empirical__w1000_r5": {16089"n": 451,16090"ratio": 1.8775240837331097,16091"dm_p": 0.00039573184205707,16092"dm_stat": 3.56977025281708516093},16094"tarch11__ged__w1000_r5": {16095"n": 451,16096"ratio": 1.036900477764234,16097"dm_p": 0.4326667452395089,16098"dm_stat": 0.785341336306278116099},16100"tarch11__normal__w1000_r5": {16101"n": 451,16102"ratio": 0.9855145172830686,16103"dm_p": 0.8227837464982328,16104"dm_stat": -0.2240967271466243716105},16106"tarch11__skewt__w1000_r5": {16107"n": 451,16108"ratio": 0.9973836761509097,16109"dm_p": 0.9705832080729907,16110"dm_stat": -0.0368973583431332916111},16112"tarch11__t__w1000_r5": {16113"n": 451,16114"ratio": 1.0480560060510251,16115"dm_p": 0.41063302876762325,16116"dm_stat": 0.823547370771206816117}16118},16119"vol_tercile66=high": {16120"aparch11__ged__w1000_r5": {16121"n": 1449,16122"ratio": 0.9493111065113385,16123"dm_p": 0.5900842652839737,16124"dm_stat": -0.538833947193873216125},16126"aparch11__normal__w1000_r5": {16127"n": 1449,16128"ratio": 0.9828326887810778,16129"dm_p": 0.8259913374430724,16130"dm_stat": -0.219885481707310916131},16132"aparch11__skewt__w1000_r5": {16133"n": 1449,16134"ratio": 0.9386297011108748,16135"dm_p": 0.496957789893918,16136"dm_stat": -0.679455659197587516137},16138"aparch11__t__w1000_r5": {16139"n": 1449,16140"ratio": 0.9420256272593984,16141"dm_p": 0.5671952479247353,16142"dm_stat": -0.572318225103250316143},16144"arch5__ged__w1000_r5": {16145"n": 1449,16146"ratio": 1.1698310012106843,16147"dm_p": 0.000970228127905423,16148"dm_stat": 3.30580181705705516149},16150"arch5__normal__w1000_r5": {16151"n": 1449,16152"ratio": 1.1425810766186528,16153"dm_p": 0.004611930462263308,16154"dm_stat": 2.83737995530251416155},16156"arch5__skewt__w1000_r5": {16157"n": 1449,16158"ratio": 1.202377747135212,16159"dm_p": 0.0008337651041936031,16160"dm_stat": 3.348366100674652616161},16162"arch5__t__w1000_r5": {16163"n": 1449,16164"ratio": 1.270018284630379,16165"dm_p": 0.00013776627870750794,16166"dm_stat": 3.82239208320509616167},16168"avgarch11__ged__w1000_r5": {16169"n": 1449,16170"ratio": 0.96050550755685,16171"dm_p": 0.4922249621550221,16172"dm_stat": -0.686948846939780816173},16174"avgarch11__normal__w1000_r5": {16175"n": 1449,16176"ratio": 1.0083634999287774,16177"dm_p": 0.866514192259419,16178"dm_stat": 0.1681176622279346216179},16180"avgarch11__skewt__w1000_r5": {16181"n": 1449,16182"ratio": 0.9388560146070818,16183"dm_p": 0.26072324264184316,16184"dm_stat": -1.12512331545091116185},16186"avgarch11__t__w1000_r5": {16187"n": 1449,16188"ratio": 0.9427255433701879,16189"dm_p": 0.3121596552250886,16190"dm_stat": -1.011053674337522516191},16192"cgarch11__ged__w1000_r5": {16193"n": 1449,16194"ratio": 1.1474730249037226,16195"dm_p": 0.01022067409581904,16196"dm_stat": 2.571644990192116316197},16198"cgarch11__normal__w1000_r5": {16199"n": 1449,16200"ratio": 1.095409723151068,16201"dm_p": 0.06926489449996026,16202"dm_stat": 1.81803785974345116203},16204"cgarch11__skewt__w1000_r5": {16205"n": 1449,16206"ratio": 1.1543820181815387,16207"dm_p": 0.02922317818410194,16208"dm_stat": 2.182631132618279216209},16210"cgarch11__t__w1000_r5": {16211"n": 1449,16212"ratio": 1.2143318319254282,16213"dm_p": 0.0014702225131613786,16214"dm_stat": 3.1866122813195516215},16216"constvar__normal__w1000_r5": {16217"n": 1449,16218"ratio": 2.674069072469381,16219"dm_p": 0.15237878225958046,16220"dm_stat": 1.431933102376920216221},16222"egarch11__ged__w1000_r5": {16223"n": 1449,16224"ratio": 1.016661250560554,16225"dm_p": 0.9152439395659459,16226"dm_stat": 0.1064451210389430216227},16228"egarch11__normal__w1000_r5": {16229"n": 1449,16230"ratio": 1.0388292156182022,16231"dm_p": 0.804909199420156,16232"dm_stat": 0.2470439911208679716233},16234"egarch11__skewt__w1000_r5": {16235"n": 1449,16236"ratio": 1.0092666205577374,16237"dm_p": 0.9414834627916526,16238"dm_stat": 0.073418215673866216239},16240"egarch11__t__w1000_r5": {16241"n": 1449,16242"ratio": 1.0774702669171474,16243"dm_p": 0.5240972726800958,16244"dm_stat": 0.63719698240477416245},16246"ewma094__normal__w1000_r5": {16247"n": 1449,16248"ratio": 1.1073896870673434,16249"dm_p": 0.2954084656203452,16250"dm_stat": 1.04670907279178916251},16252"figarch11__ged__w1000_r5": {16253"n": 1449,16254"ratio": 1.0548954417147853,16255"dm_p": 0.3543517038698784,16256"dm_stat": 0.926478596381404416257},16258"figarch11__normal__w1000_r5": {16259"n": 1449,16260"ratio": 1.0719522365342222,16261"dm_p": 0.22596484319304952,16262"dm_stat": 1.211334598360343616263},16264"figarch11__skewt__w1000_r5": {16265"n": 1449,16266"ratio": 1.0412363282209198,16267"dm_p": 0.5039481688374005,16268"dm_stat": 0.668457461130478216269},16270"figarch11__t__w1000_r5": {16271"n": 1449,16272"ratio": 1.0540537341165728,16273"dm_p": 0.3839050282032144,16274"dm_stat": 0.870988097756279216275},16276"garch11__ged__w1000_r5": {16277"n": 1449,16278"ratio": 1.001668613271548,16279"dm_p": 0.9411284738370767,16280"dm_stat": 0.0738644142438396216281},16282"garch11__normal__w1000_r5": {16283"n": 1449,16284"ratio": 1.0,16285"dm_p": 1.0,16286"dm_stat": 0.016287},16288"garch11__skewt__w1000_r5": {16289"n": 1449,16290"ratio": 1.0013872055900175,16291"dm_p": 0.9733475817553545,16292"dm_stat": 0.0334158423586461716293},16294"garch11__t__w1000_r5": {16295"n": 1449,16296"ratio": 1.0348181881405862,16297"dm_p": 0.4614101660385649,16298"dm_stat": 0.736722989746248516299},16300"garch12__ged__w1000_r5": {16301"n": 1449,16302"ratio": 1.0010248970708142,16303"dm_p": 0.9640346228623908,16304"dm_stat": 0.04509899256837171516305},16306"garch12__normal__w1000_r5": {16307"n": 1449,16308"ratio": 1.0040771272763902,16309"dm_p": 0.37076410063113135,16310"dm_stat": 0.895321413407752116311},16312"garch12__skewt__w1000_r5": {16313"n": 1449,16314"ratio": 1.0012734465024735,16315"dm_p": 0.9756745922718183,16316"dm_stat": 0.03049737171238978516317},16318"garch12__t__w1000_r5": {16319"n": 1449,16320"ratio": 1.0342395846831485,16321"dm_p": 0.4703715463632637,16322"dm_stat": 0.722064278086280416323},16324"garch21__ged__w1000_r5": {16325"n": 1449,16326"ratio": 0.9998991766329586,16327"dm_p": 0.9963903146485439,16328"dm_stat": -0.004524866290270576516329},16330"garch21__normal__w1000_r5": {16331"n": 1449,16332"ratio": 0.9978692675984464,16333"dm_p": 0.5885098744834352,16334"dm_stat": -0.541117438239445716335},16336"garch21__skewt__w1000_r5": {16337"n": 1449,16338"ratio": 1.000592469203009,16339"dm_p": 0.9881739613842885,16340"dm_stat": 0.01482484398975556316341},16342"garch21__t__w1000_r5": {16343"n": 1449,16344"ratio": 1.03844370197391,16345"dm_p": 0.40710904835350187,16346"dm_stat": 0.829233353332987216347},16348"garchm11__ged__w1000_r5": {16349"n": 1449,16350"ratio": 0.9858680151957429,16351"dm_p": 0.5550477327555385,16352"dm_stat": -0.590350612222389316353},16354"garchm11__normal__w1000_r5": {16355"n": 1449,16356"ratio": 0.9835153711370693,16357"dm_p": 0.016984252175618792,16358"dm_stat": -2.38981194491896116359},16360"garchm11__skewt__w1000_r5": {16361"n": 1449,16362"ratio": 0.985067863499448,16363"dm_p": 0.7199758124175815,16364"dm_stat": -0.3585609773267659516365},16366"garchm11__t__w1000_r5": {16367"n": 1449,16368"ratio": 1.0269294616781304,16369"dm_p": 0.5827639795274905,16370"dm_stat": 0.549475388553745116371},16372"garchx_rv11__normal__w1000_r5": {16373"n": 1449,16374"ratio": 1.09945786926762,16375"dm_p": 0.1412460237117344,16376"dm_stat": 1.47197094752960416377},16378"garchx_rv11__t__w1000_r5": {16379"n": 1449,16380"ratio": 1.121420668332065,16381"dm_p": 0.09856155914197587,16382"dm_stat": 1.65293162451934516383},16384"gas_t11__t__w1000_r5": {16385"n": 1449,16386"ratio": 1.0154395757596448,16387"dm_p": 0.7714540666241911,16388"dm_stat": 0.290527829190369116389},16390"gjr11__ged__w1000_r5": {16391"n": 1449,16392"ratio": 0.9485457066601014,16393"dm_p": 0.5315839327498803,16394"dm_stat": -0.625740260721138116395},16396"gjr11__normal__w1000_r5": {16397"n": 1449,16398"ratio": 0.9389517783061317,16399"dm_p": 0.3977019375150339,16400"dm_stat": -0.845983120901150816401},16402"gjr11__skewt__w1000_r5": {16403"n": 1449,16404"ratio": 0.9533649749206163,16405"dm_p": 0.6042778104862849,16406"dm_stat": -0.518372193484871516407},16408"gjr11__t__w1000_r5": {16409"n": 1449,16410"ratio": 0.959273139655677,16411"dm_p": 0.6398423594272087,16412"dm_stat": -0.468017709446977616413},16414"har_rv__empirical__w1000_r5": {16415"n": 1449,16416"ratio": 1351879.097189108,16417"dm_p": 0.3197863943612044,16418"dm_stat": 0.995238844162028716419},16420"heavy11__normal__w1000_r5": {16421"n": 1449,16422"ratio": 1.0986598042174056,16423"dm_p": 0.1477606275404881,16424"dm_stat": 1.448260762576913716425},16426"heavy11__t__w1000_r5": {16427"n": 1449,16428"ratio": 1.120682744694673,16429"dm_p": 0.10140411282030234,16430"dm_stat": 1.639126662474715216431},16432"histvar22__empirical__w1000_r5": {16433"n": 1449,16434"ratio": 1.262526774622,16435"dm_p": 0.06563614152602389,16436"dm_stat": 1.842296497269883916437},16438"histvar252__empirical__w1000_r5": {16439"n": 1449,16440"ratio": 2.7088942148844546,16441"dm_p": 0.017116681517299843,16442"dm_stat": 2.38694629175243516443},16444"histvar66__empirical__w1000_r5": {16445"n": 1449,16446"ratio": 1.802216299854333,16447"dm_p": 0.01908134565194353,16448"dm_stat": 2.346568812581012216449},16450"igarch11__ged__w1000_r5": {16451"n": 1449,16452"ratio": 1.11299371168796,16453"dm_p": 0.146982173039333,16454"dm_stat": 1.45105129831855216455},16456"igarch11__normal__w1000_r5": {16457"n": 1449,16458"ratio": 1.1801961751532806,16459"dm_p": 0.014513643347080576,16460"dm_stat": 2.447239488841063316461},16462"igarch11__skewt__w1000_r5": {16463"n": 1449,16464"ratio": 1.0678288760247525,16465"dm_p": 0.38281959889460093,16466"dm_stat": 0.872978386486264916467},16468"igarch11__t__w1000_r5": {16469"n": 1449,16470"ratio": 1.0955917034728992,16471"dm_p": 0.2504196368299741,16472"dm_stat": 1.149791462237790516473},16474"loghar_rv__empirical__w1000_r5": {16475"n": 1449,16476"ratio": 1.095388542577953,16477"dm_p": 0.43608671686006023,16478"dm_stat": 0.779034448027084716479},16480"msgarch2__normal__w1000_r5": {16481"n": 1449,16482"ratio": 1.0928279200805182,16483"dm_p": 0.34511677011415287,16484"dm_stat": 0.944411871165914616485},16486"msgarch2__t__w1000_r5": {16487"n": 1449,16488"ratio": 1.1387493072015664,16489"dm_p": 0.2056312263795658,16490"dm_stat": 1.266238908366075216491},16492"nagarch11__ged__w1000_r5": {16493"n": 1449,16494"ratio": 0.9923500965457188,16495"dm_p": 0.9425367225095526,16496"dm_stat": -0.0720944208354806516497},16498"nagarch11__normal__w1000_r5": {16499"n": 1449,16500"ratio": 0.9966696569127278,16501"dm_p": 0.9733304657972972,16502"dm_stat": -0.03343730973290437416503},16504"nagarch11__skewt__w1000_r5": {16505"n": 1449,16506"ratio": 1.0091413932404494,16507"dm_p": 0.9371151983104629,16508"dm_stat": 0.0789098918310019316509},16510"nagarch11__t__w1000_r5": {16511"n": 1449,16512"ratio": 0.9990540954633557,16513"dm_p": 0.9933632322888526,16514"dm_stat": -0.00831948706922874116515},16516"qgarch11__ged__w1000_r5": {16517"n": 1449,16518"ratio": 0.9922038310597648,16519"dm_p": 0.8613593188817363,16520"dm_stat": -0.1746751440268149216521},16522"qgarch11__normal__w1000_r5": {16523"n": 1449,16524"ratio": 1.00778816726097,16525"dm_p": 0.8411127818652228,16526"dm_stat": 0.2005063085159512816527},16528"qgarch11__skewt__w1000_r5": {16529"n": 1449,16530"ratio": 0.9725876812046913,16531"dm_p": 0.5401519355751634,16532"dm_stat": -0.612728733120368416533},16534"qgarch11__t__w1000_r5": {16535"n": 1449,16536"ratio": 0.9703891611041691,16537"dm_p": 0.5195149879598153,16538"dm_stat": -0.644250589113167616539},16540"realgarch11__normal__w1000_r5": {16541"n": 1449,16542"ratio": 0.9977273845657205,16543"dm_p": 0.9799108474070002,16544"dm_stat": -0.02518503036245049716545},16546"realgarch11__t__w1000_r5": {16547"n": 1449,16548"ratio": 3.2805160488132037,16549"dm_p": 1.6138467824950903e-06,16550"dm_stat": 4.816549518390119516551},16552"rm2006__normal__w1000_r5": {16553"n": 1449,16554"ratio": 1.071825569556392,16555"dm_p": 0.40064243840610925,16556"dm_stat": 0.840722104115745716557},16558"rm_rw__empirical__w1000_r5": {16559"n": 1449,16560"ratio": 2.3047578505652426,16561"dm_p": 5.330621436654423e-07,16562"dm_stat": 5.03673182222132416563},16564"tarch11__ged__w1000_r5": {16565"n": 1449,16566"ratio": 0.919961351582733,16567"dm_p": 0.37687150727519136,16568"dm_stat": -0.883947106557654716569},16570"tarch11__normal__w1000_r5": {16571"n": 1449,16572"ratio": 0.937380792708259,16573"dm_p": 0.41351801706459784,16574"dm_stat": -0.817954020366051216575},16576"tarch11__skewt__w1000_r5": {16577"n": 1449,16578"ratio": 0.9489798826673927,16579"dm_p": 0.5802204667989926,16580"dm_stat": -0.55318743250606916581},16582"tarch11__t__w1000_r5": {16583"n": 1449,16584"ratio": 0.9399803532260269,16585"dm_p": 0.5493693988223955,16586"dm_stat": -0.598845782613051416587}16588},16589"vol_tercile66=low": {16590"aparch11__ged__w1000_r5": {16591"n": 685,16592"ratio": 1.092473353959045,16593"dm_p": 0.28529143966815135,16594"dm_stat": 1.069345041512675716595},16596"aparch11__normal__w1000_r5": {16597"n": 685,16598"ratio": 1.0326465287242437,16599"dm_p": 0.34608317502274544,16600"dm_stat": 0.942864375353823216601},16602"aparch11__skewt__w1000_r5": {16603"n": 685,16604"ratio": 2.2145745706405333,16605"dm_p": 0.30968863307816713,16606"dm_stat": 1.016630636276029816607},16608"aparch11__t__w1000_r5": {16609"n": 685,16610"ratio": 1.0719520036972359,16611"dm_p": 0.3391470794013669,16612"dm_stat": 0.956520887261368716613},16614"arch5__ged__w1000_r5": {16615"n": 685,16616"ratio": 0.9903544898696882,16617"dm_p": 0.8729748775177684,16618"dm_stat": -0.1599408635000941216619},16620"arch5__normal__w1000_r5": {16621"n": 685,16622"ratio": 0.9629528881728248,16623"dm_p": 0.6379239732371021,16624"dm_stat": -0.470813576944578816625},16626"arch5__skewt__w1000_r5": {16627"n": 685,16628"ratio": 0.9228246138840666,16629"dm_p": 0.5554773212158032,16630"dm_stat": -0.589862967467992616631},16632"arch5__t__w1000_r5": {16633"n": 685,16634"ratio": 0.9200721833027955,16635"dm_p": 0.6136878291018015,16636"dm_stat": -0.505047965013109716637},16638"avgarch11__ged__w1000_r5": {16639"n": 685,16640"ratio": 1.0071804591281117,16641"dm_p": 0.8119492419386986,16642"dm_stat": 0.2380040356661267416643},16644"avgarch11__normal__w1000_r5": {16645"n": 685,16646"ratio": 0.9092429455543535,16647"dm_p": 0.3491133608194115,16648"dm_stat": -0.936953135813529616649},16650"avgarch11__skewt__w1000_r5": {16651"n": 685,16652"ratio": 0.9416669071957151,16653"dm_p": 0.11035730032456406,16654"dm_stat": -1.598663019002546816655},16656"avgarch11__t__w1000_r5": {16657"n": 685,16658"ratio": 0.9567299863746433,16659"dm_p": 0.15587743292177414,16660"dm_stat": -1.420638934610913416661},16662"cgarch11__ged__w1000_r5": {16663"n": 685,16664"ratio": 1.0888662110665817,16665"dm_p": 0.34478431634559625,16666"dm_stat": 0.94540828094180716667},16668"cgarch11__normal__w1000_r5": {16669"n": 685,16670"ratio": 1.079397150015641,16671"dm_p": 0.3316226698905157,16672"dm_stat": 0.971540409955637516673},16674"cgarch11__skewt__w1000_r5": {16675"n": 685,16676"ratio": 1.0215106187955443,16677"dm_p": 0.7562204011543973,16678"dm_stat": 0.3105722985456546616679},16680"cgarch11__t__w1000_r5": {16681"n": 685,16682"ratio": 1.0209197736378828,16683"dm_p": 0.7539483972082012,16684"dm_stat": 0.3135632163082781616685},16686"constvar__normal__w1000_r5": {16687"n": 685,16688"ratio": 1.2038295111376194,16689"dm_p": 0.022770779101253733,16690"dm_stat": 2.282418663292734416691},16692"egarch11__ged__w1000_r5": {16693"n": 685,16694"ratio": 1.1107702762859837,16695"dm_p": 0.22592783053622476,16696"dm_stat": 1.212007959057291916697},16698"egarch11__normal__w1000_r5": {16699"n": 685,16700"ratio": 1.0711846372156386,16701"dm_p": 0.2112202972612099,16702"dm_stat": 1.251389279986856216703},16704"egarch11__skewt__w1000_r5": {16705"n": 685,16706"ratio": 0.9804400171540784,16707"dm_p": 0.8274765976924415,16708"dm_stat": -0.2180225118798067916709},16710"egarch11__t__w1000_r5": {16711"n": 685,16712"ratio": 1.0357866531976467,16713"dm_p": 0.6166908661847742,16714"dm_stat": 0.500774594311752316715},16716"ewma094__normal__w1000_r5": {16717"n": 685,16718"ratio": 1.30946466728944,16719"dm_p": 0.13056767783209966,16720"dm_stat": 1.513684948056296816721},16722"figarch11__ged__w1000_r5": {16723"n": 685,16724"ratio": 0.9529450997817052,16725"dm_p": 0.6098063436956599,16726"dm_stat": -0.510585108233373616727},16728"figarch11__normal__w1000_r5": {16729"n": 685,16730"ratio": 0.8278331962572999,16731"dm_p": 0.376259413765962,16732"dm_stat": -0.885386390142391316733},16734"figarch11__skewt__w1000_r5": {16735"n": 685,16736"ratio": 0.9535063124796047,16737"dm_p": 0.5870421146198807,16738"dm_stat": -0.543384530398634516739},16740"figarch11__t__w1000_r5": {16741"n": 685,16742"ratio": 0.9709632865065542,16743"dm_p": 0.7442617297019449,16744"dm_stat": -0.3263469050420419516745},16746"garch11__ged__w1000_r5": {16747"n": 685,16748"ratio": 1.0147496521704633,16749"dm_p": 0.4349130620135406,16750"dm_stat": 0.781271650595649516751},16752"garch11__normal__w1000_r5": {16753"n": 685,16754"ratio": 1.0,16755"dm_p": 1.0,16756"dm_stat": 0.016757},16758"garch11__skewt__w1000_r5": {16759"n": 685,16760"ratio": 0.9507823916027066,16761"dm_p": 0.17371251478274125,16762"dm_stat": -1.36178997738941416763},16764"garch11__t__w1000_r5": {16765"n": 685,16766"ratio": 0.9292815206643502,16767"dm_p": 0.3213975992830636,16768"dm_stat": -0.992309235255619916769},16770"garch12__ged__w1000_r5": {16771"n": 685,16772"ratio": 1.0162941534686387,16773"dm_p": 0.404013619568571,16774"dm_stat": 0.834992246395606716775},16776"garch12__normal__w1000_r5": {16777"n": 685,16778"ratio": 1.0026178944230764,16779"dm_p": 0.44134814519039345,16780"dm_stat": 0.77036711414167216781},16782"garch12__skewt__w1000_r5": {16783"n": 685,16784"ratio": 0.9513307625975436,16785"dm_p": 0.17995292333585045,16786"dm_stat": -1.342272720813433716787},16788"garch12__t__w1000_r5": {16789"n": 685,16790"ratio": 0.9304101359230842,16791"dm_p": 0.32816074703192616,16792"dm_stat": -0.978524885325712716793},16794"garch21__ged__w1000_r5": {16795"n": 685,16796"ratio": 1.0162920494159842,16797"dm_p": 0.3849015289514904,16798"dm_stat": 0.86945824671535116799},16800"garch21__normal__w1000_r5": {16801"n": 685,16802"ratio": 1.001477496984022,16803"dm_p": 0.1584601143673338,16804"dm_stat": 1.41181184388785916805},16806"garch21__skewt__w1000_r5": {16807"n": 685,16808"ratio": 0.9544009857604606,16809"dm_p": 0.1946825930526031,16810"dm_stat": -1.298123053306049316811},16812"garch21__t__w1000_r5": {16813"n": 685,16814"ratio": 0.9322628841019571,16815"dm_p": 0.3410305773099089,16816"dm_stat": -0.952794885186944716817},16818"garchm11__ged__w1000_r5": {16819"n": 685,16820"ratio": 1.0361149096637148,16821"dm_p": 0.425317264141043,16822"dm_stat": 0.797707199972661216823},16824"garchm11__normal__w1000_r5": {16825"n": 685,16826"ratio": 1.0019865830195462,16827"dm_p": 0.7806653828915712,16828"dm_stat": 0.278561722207094116829},16830"garchm11__skewt__w1000_r5": {16831"n": 685,16832"ratio": 0.9565391373042006,16833"dm_p": 0.014778572321969939,16834"dm_stat": -2.44396106005995716835},16836"garchm11__t__w1000_r5": {16837"n": 685,16838"ratio": 0.9261537788127018,16839"dm_p": 0.2638683855365932,16840"dm_stat": -1.118213514053423516841},16842"garchx_rv11__normal__w1000_r5": {16843"n": 685,16844"ratio": 0.9633870068004472,16845"dm_p": 0.7146870729656732,16846"dm_stat": -0.365720027499012216847},16848"garchx_rv11__t__w1000_r5": {16849"n": 685,16850"ratio": 0.946353934791072,16851"dm_p": 0.6525505938969319,16852"dm_stat": -0.4504196703233368516853},16854"gas_t11__t__w1000_r5": {16855"n": 685,16856"ratio": 1.0504645242054595,16857"dm_p": 0.4259384734480451,16858"dm_stat": 0.796636697619115416859},16860"gjr11__ged__w1000_r5": {16861"n": 685,16862"ratio": 1.0535240122257716,16863"dm_p": 0.368631478974012,16864"dm_stat": 0.899634343594852216865},16866"gjr11__normal__w1000_r5": {16867"n": 685,16868"ratio": 1.0360919724931126,16869"dm_p": 0.4054494001160761,16870"dm_stat": 0.832443148461696916871},16872"gjr11__skewt__w1000_r5": {16873"n": 685,16874"ratio": 1.039563405871991,16875"dm_p": 0.2607928931469819,16876"dm_stat": 1.125450579510476816877},16878"gjr11__t__w1000_r5": {16879"n": 685,16880"ratio": 1.0373903946890475,16881"dm_p": 0.407344841274953,16882"dm_stat": 0.829086228535914416883},16884"har_rv__empirical__w1000_r5": {16885"n": 685,16886"ratio": 1.0793727299910028,16887"dm_p": 0.15387572549360073,16888"dm_stat": 1.427557185284737516889},16890"heavy11__normal__w1000_r5": {16891"n": 685,16892"ratio": 0.9584688893513692,16893"dm_p": 0.6932320838788809,16894"dm_stat": -0.3946393564811719316895},16896"heavy11__t__w1000_r5": {16897"n": 685,16898"ratio": 0.9463234993841322,16899"dm_p": 0.6562281589147597,16900"dm_stat": -0.445321740414364416901},16902"histvar22__empirical__w1000_r5": {16903"n": 685,16904"ratio": 1.428097743688494,16905"dm_p": 0.10685549766963755,16906"dm_stat": 1.614613926443537316907},16908"histvar252__empirical__w1000_r5": {16909"n": 685,16910"ratio": 1.249343383252312,16911"dm_p": 0.177165854917658,16912"dm_stat": 1.350925958744648516913},16914"histvar66__empirical__w1000_r5": {16915"n": 685,16916"ratio": 1.7963299555305103,16917"dm_p": 0.15557808669048132,16918"dm_stat": 1.421669211993417316919},16920"igarch11__ged__w1000_r5": {16921"n": 685,16922"ratio": 0.8897982909838176,16923"dm_p": 0.5886051101338953,16924"dm_stat": -0.541114117637851316925},16926"igarch11__normal__w1000_r5": {16927"n": 685,16928"ratio": 0.8901844160880684,16929"dm_p": 0.6534328653783354,16930"dm_stat": -0.449195580214403916931},16932"igarch11__skewt__w1000_r5": {16933"n": 685,16934"ratio": 0.8561056678772351,16935"dm_p": 0.49711285688605816,16936"dm_stat": -0.679402262124631716937},16938"igarch11__t__w1000_r5": {16939"n": 685,16940"ratio": 0.8799022898781289,16941"dm_p": 0.5879905543288171,16942"dm_stat": -0.542006489836263316943},16944"loghar_rv__empirical__w1000_r5": {16945"n": 685,16946"ratio": 0.9778085985093148,16947"dm_p": 0.6448193521425496,16948"dm_stat": -0.461175435799778216949},16950"msgarch2__normal__w1000_r5": {16951"n": 685,16952"ratio": 1.0820201635078794,16953"dm_p": 0.22709005157488377,16954"dm_stat": 1.20897535734346316955},16956"msgarch2__t__w1000_r5": {16957"n": 685,16958"ratio": 0.9751524770122256,16959"dm_p": 0.8216566993463218,16960"dm_stat": -0.2255012650887859816961},16962"nagarch11__ged__w1000_r5": {16963"n": 685,16964"ratio": 1.0410055199579529,16965"dm_p": 0.27784774606365553,16966"dm_stat": 1.086031271245686516967},16968"nagarch11__normal__w1000_r5": {16969"n": 685,16970"ratio": 0.9954657460939982,16971"dm_p": 0.9209985985559235,16972"dm_stat": -0.0992125258119986216973},16974"nagarch11__skewt__w1000_r5": {16975"n": 685,16976"ratio": 1.0505709243643273,16977"dm_p": 0.17478202792863318,16978"dm_stat": 1.35840821600682816979},16980"nagarch11__t__w1000_r5": {16981"n": 685,16982"ratio": 1.0614482987780873,16983"dm_p": 0.21521971163341388,16984"dm_stat": 1.240489543866406816985},16986"qgarch11__ged__w1000_r5": {16987"n": 685,16988"ratio": 1.0507048603733242,16989"dm_p": 0.296221257600775,16990"dm_stat": 1.045370048680635416991},16992"qgarch11__normal__w1000_r5": {16993"n": 685,16994"ratio": 0.9957144014388233,16995"dm_p": 0.8350523929896058,16996"dm_stat": -0.2083055708589262316997},16998"qgarch11__skewt__w1000_r5": {16999"n": 685,17000"ratio": 1.052352381724053,17001"dm_p": 0.15309221291116568,17002"dm_stat": 1.430283811049463117003},17004"qgarch11__t__w1000_r5": {17005"n": 685,17006"ratio": 1.0542882404540121,17007"dm_p": 0.32013565558001783,17008"dm_stat": 0.994902198745946917009},17010"realgarch11__normal__w1000_r5": {17011"n": 685,17012"ratio": 1.0452839856536893,17013"dm_p": 0.5804018705088423,17014"dm_stat": 0.553061697856416817015},17016"realgarch11__t__w1000_r5": {17017"n": 685,17018"ratio": 0.9857346884672054,17019"dm_p": 0.94011889916245,17020"dm_stat": -0.0751480385978730217021},17022"rm2006__normal__w1000_r5": {17023"n": 685,17024"ratio": 1.0954580949692287,17025"dm_p": 0.47433999515449937,17026"dm_stat": 0.715831011990722917027},17028"rm_rw__empirical__w1000_r5": {17029"n": 685,17030"ratio": 2.1753564965164767,17031"dm_p": 0.0407034465415282,17032"dm_stat": 2.05042629432503117033},17034"tarch11__ged__w1000_r5": {17035"n": 685,17036"ratio": 1.037220863372422,17037"dm_p": 0.49556584167207246,17038"dm_stat": 0.681848056115617039},17040"tarch11__normal__w1000_r5": {17041"n": 685,17042"ratio": 0.9862097097453026,17043"dm_p": 0.6627120903745212,17044"dm_stat": -0.4363616034890580617045},17046"tarch11__skewt__w1000_r5": {17047"n": 685,17048"ratio": 0.9820676305421038,17049"dm_p": 0.6854821566338096,17050"dm_stat": -0.405166034629738217051},17052"tarch11__t__w1000_r5": {17053"n": 685,17054"ratio": 1.0345292233463528,17055"dm_p": 0.524591663870903,17056"dm_stat": 0.636610349088287817057}17058},17059"vol_tercile66=mid": {17060"aparch11__ged__w1000_r5": {17061"n": 567,17062"ratio": 0.990001176175937,17063"dm_p": 0.861234030911576,17064"dm_stat": -0.174883098226913917065},17066"aparch11__normal__w1000_r5": {17067"n": 567,17068"ratio": 1.0917815565889675,17069"dm_p": 0.16060429839273102,17070"dm_stat": 1.4048841659159117071},17072"aparch11__skewt__w1000_r5": {17073"n": 567,17074"ratio": 1.040511003050179,17075"dm_p": 0.5810133747376796,17076"dm_stat": 0.552223276335075317077},17078"aparch11__t__w1000_r5": {17079"n": 567,17080"ratio": 1.0052360271813752,17081"dm_p": 0.9463337239603423,17082"dm_stat": 0.0673413701542308217083},17084"arch5__ged__w1000_r5": {17085"n": 567,17086"ratio": 1.211354994283835,17087"dm_p": 0.12827755175221228,17088"dm_stat": 1.523158506724340517089},17090"arch5__normal__w1000_r5": {17091"n": 567,17092"ratio": 1.1811681061015415,17093"dm_p": 0.19287888932795713,17094"dm_stat": 1.303661856263596217095},17096"arch5__skewt__w1000_r5": {17097"n": 567,17098"ratio": 1.2242702173951783,17099"dm_p": 0.10356144152612531,17100"dm_stat": 1.630456130980334717101},17102"arch5__t__w1000_r5": {17103"n": 567,17104"ratio": 1.3119994971563966,17105"dm_p": 0.03945079683770308,17106"dm_stat": 2.064232286259876817107},17108"avgarch11__ged__w1000_r5": {17109"n": 567,17110"ratio": 1.067462938468884,17111"dm_p": 0.34992688869794114,17112"dm_stat": 0.93550534313717617113},17114"avgarch11__normal__w1000_r5": {17115"n": 567,17116"ratio": 1.1119750676569016,17117"dm_p": 0.10558435685873178,17118"dm_stat": 1.62095435270614517119},17120"avgarch11__skewt__w1000_r5": {17121"n": 567,17122"ratio": 1.0480359728777378,17123"dm_p": 0.4289371882072557,17124"dm_stat": 0.791580041498930117125},17126"avgarch11__t__w1000_r5": {17127"n": 567,17128"ratio": 1.0515447018094968,17129"dm_p": 0.31639005134645043,17130"dm_stat": 1.002791358106164317131},17132"cgarch11__ged__w1000_r5": {17133"n": 567,17134"ratio": 1.0400554707558334,17135"dm_p": 0.5545611370915843,17136"dm_stat": 0.591291574775765517137},17138"cgarch11__normal__w1000_r5": {17139"n": 567,17140"ratio": 0.9891333164744611,17141"dm_p": 0.8348130497743259,17142"dm_stat": -0.2086288425633453217143},17144"cgarch11__skewt__w1000_r5": {17145"n": 567,17146"ratio": 1.0500064475261375,17147"dm_p": 0.5906961826897694,17148"dm_stat": 0.538133856975623117149},17150"cgarch11__t__w1000_r5": {17151"n": 567,17152"ratio": 1.0848635023637896,17153"dm_p": 0.19161496899859323,17154"dm_stat": 1.30737866462798117155},17156"constvar__normal__w1000_r5": {17157"n": 567,17158"ratio": 2.086848997088563,17159"dm_p": 0.07545464855762483,17160"dm_stat": 1.780963382008572617161},17162"egarch11__ged__w1000_r5": {17163"n": 567,17164"ratio": 1.0467148946850036,17165"dm_p": 0.5598532844682861,17166"dm_stat": 0.58340470069106117167},17168"egarch11__normal__w1000_r5": {17169"n": 567,17170"ratio": 1.0659030339213875,17171"dm_p": 0.30872165262654044,17172"dm_stat": 1.018824341815573817173},17174"egarch11__skewt__w1000_r5": {17175"n": 567,17176"ratio": 1.0834608047786534,17177"dm_p": 0.40849650321760095,17178"dm_stat": 0.82715728333966617179},17180"egarch11__t__w1000_r5": {17181"n": 567,17182"ratio": 1.1186076202054458,17183"dm_p": 0.3578478876319894,17184"dm_stat": 0.920223721607226117185},17186"ewma094__normal__w1000_r5": {17187"n": 567,17188"ratio": 1.4261580545506827,17189"dm_p": 0.15693326124433118,17190"dm_stat": 1.41734174817783517191},17192"figarch11__ged__w1000_r5": {17193"n": 567,17194"ratio": 0.9436941164241497,17195"dm_p": 0.34855172551997415,17196"dm_stat": -0.938180686515504717197},17198"figarch11__normal__w1000_r5": {17199"n": 567,17200"ratio": 0.8938896294584237,17201"dm_p": 0.11746901788744847,17202"dm_stat": -1.567875678709749617203},17204"figarch11__skewt__w1000_r5": {17205"n": 567,17206"ratio": 0.9623925305732035,17207"dm_p": 0.6083970901295861,17208"dm_stat": -0.512648687995417217209},17210"figarch11__t__w1000_r5": {17211"n": 567,17212"ratio": 0.975249123686651,17213"dm_p": 0.6939908553511075,17214"dm_stat": -0.3936457336086991417215},17216"garch11__ged__w1000_r5": {17217"n": 567,17218"ratio": 1.0118248117915514,17219"dm_p": 0.6539977788165383,17220"dm_stat": 0.448453200458388417221},17222"garch11__normal__w1000_r5": {17223"n": 567,17224"ratio": 1.0,17225"dm_p": 1.0,17226"dm_stat": 0.017227},17228"garch11__skewt__w1000_r5": {17229"n": 567,17230"ratio": 1.00562481491707,17231"dm_p": 0.9320274628623977,17232"dm_stat": 0.0853322066575623317233},17234"garch11__t__w1000_r5": {17235"n": 567,17236"ratio": 1.0229189755843153,17237"dm_p": 0.6781460766159939,17238"dm_stat": 0.415209248095587717239},17240"garch12__ged__w1000_r5": {17241"n": 567,17242"ratio": 1.0163170379928896,17243"dm_p": 0.5769649394014176,17244"dm_stat": 0.558146672567297217245},17246"garch12__normal__w1000_r5": {17247"n": 567,17248"ratio": 1.0134102971907561,17249"dm_p": 0.14530123593306693,17250"dm_stat": 1.458341004718996217251},17252"garch12__skewt__w1000_r5": {17253"n": 567,17254"ratio": 1.0091328602302247,17255"dm_p": 0.8914869961701656,17256"dm_stat": 0.136484262101781517257},17258"garch12__t__w1000_r5": {17259"n": 567,17260"ratio": 1.0265952945707382,17261"dm_p": 0.6362487885745594,17262"dm_stat": 0.4732058207327536317263},17264"garch21__ged__w1000_r5": {17265"n": 567,17266"ratio": 1.0250235701807608,17267"dm_p": 0.34061393027198844,17268"dm_stat": 0.953756738443484617269},17270"garch21__normal__w1000_r5": {17271"n": 567,17272"ratio": 1.01768485385117,17273"dm_p": 0.002458581293545906,17274"dm_stat": 3.042054577356874617275},17276"garch21__skewt__w1000_r5": {17277"n": 567,17278"ratio": 1.0129735089839111,17279"dm_p": 0.8221081296687126,17280"dm_stat": 0.224938723182429117281},17282"garch21__t__w1000_r5": {17283"n": 567,17284"ratio": 1.0322185608596512,17285"dm_p": 0.5391726998358196,17286"dm_stat": 0.614438207552964217287},17288"garchm11__ged__w1000_r5": {17289"n": 567,17290"ratio": 0.9869945773161363,17291"dm_p": 0.7395404309000334,17292"dm_stat": -0.3326251279209344617293},17294"garchm11__normal__w1000_r5": {17295"n": 567,17296"ratio": 0.9812796464645421,17297"dm_p": 0.23820614617660013,17298"dm_stat": -1.180729466486138517299},17300"garchm11__skewt__w1000_r5": {17301"n": 567,17302"ratio": 0.9746612973455334,17303"dm_p": 0.7210172816918983,17304"dm_stat": -0.35727745210701917305},17306"garchm11__t__w1000_r5": {17307"n": 567,17308"ratio": 1.0019794795472747,17309"dm_p": 0.9755664793403405,17310"dm_stat": 0.03064120839969772617311},17312"garchx_rv11__normal__w1000_r5": {17313"n": 567,17314"ratio": 1.1313423458769944,17315"dm_p": 0.16597350800515612,17316"dm_stat": 1.387046614512022617317},17318"garchx_rv11__t__w1000_r5": {17319"n": 567,17320"ratio": 1.1372191938602274,17321"dm_p": 0.18639520354841113,17322"dm_stat": 1.322922994126613217323},17324"gas_t11__t__w1000_r5": {17325"n": 567,17326"ratio": 1.1078609988355237,17327"dm_p": 0.27900022598907964,17328"dm_stat": 1.083607542998174417329},17330"gjr11__ged__w1000_r5": {17331"n": 567,17332"ratio": 0.950682042758385,17333"dm_p": 0.488543088033486,17334"dm_stat": -0.693080876577478617335},17336"gjr11__normal__w1000_r5": {17337"n": 567,17338"ratio": 0.963822100342339,17339"dm_p": 0.5286526256951609,17340"dm_stat": -0.630453115084209417341},17342"gjr11__skewt__w1000_r5": {17343"n": 567,17344"ratio": 0.9758856486135322,17345"dm_p": 0.78800013926947,17346"dm_stat": -0.269035844703905417347},17348"gjr11__t__w1000_r5": {17349"n": 567,17350"ratio": 0.9710653876443198,17351"dm_p": 0.7325992822799908,17352"dm_stat": -0.341838545481278617353},17354"har_rv__empirical__w1000_r5": {17355"n": 567,17356"ratio": 1.3682717413952765,17357"dm_p": 0.01112171419247047,17358"dm_stat": 2.54722677227302617359},17360"heavy11__normal__w1000_r5": {17361"n": 567,17362"ratio": 1.1330016920615678,17363"dm_p": 0.1658283733212584,17364"dm_stat": 1.387523005882404217365},17366"heavy11__t__w1000_r5": {17367"n": 567,17368"ratio": 1.1379686417040464,17369"dm_p": 0.18366746622035995,17370"dm_stat": 1.331174691535841317371},17372"histvar22__empirical__w1000_r5": {17373"n": 567,17374"ratio": 2.256438887869557,17375"dm_p": 0.04051725893477065,17376"dm_stat": 2.05314829644318817377},17378"histvar252__empirical__w1000_r5": {17379"n": 567,17380"ratio": 1.69918419623716,17381"dm_p": 0.17845695461962469,17382"dm_stat": 1.347193664819749817383},17384"histvar66__empirical__w1000_r5": {17385"n": 567,17386"ratio": 1.4410466110912639,17387"dm_p": 0.26343614821331307,17388"dm_stat": 1.11941922840219817389},17390"igarch11__ged__w1000_r5": {17391"n": 567,17392"ratio": 1.1506187925973108,17393"dm_p": 0.1808817332565561,17394"dm_stat": 1.339696314217970817395},17396"igarch11__normal__w1000_r5": {17397"n": 567,17398"ratio": 1.1932343536719099,17399"dm_p": 0.1089848028723185,17400"dm_stat": 1.605303467174889417401},17402"igarch11__skewt__w1000_r5": {17403"n": 567,17404"ratio": 1.12667634438291,17405"dm_p": 0.3139322837054884,17406"dm_stat": 1.00790181480058117407},17408"igarch11__t__w1000_r5": {17409"n": 567,17410"ratio": 1.153011184604052,17411"dm_p": 0.18953986557139663,17412"dm_stat": 1.31352033430595417413},17414"loghar_rv__empirical__w1000_r5": {17415"n": 567,17416"ratio": 1.2138336674474113,17417"dm_p": 0.10034023614598225,17418"dm_stat": 1.645896366388016617419},17420"msgarch2__normal__w1000_r5": {17421"n": 567,17422"ratio": 1.052243689012702,17423"dm_p": 0.615126559081222,17424"dm_stat": 0.503047513929932217425},17426"msgarch2__t__w1000_r5": {17427"n": 567,17428"ratio": 1.125758353092077,17429"dm_p": 0.18371732599076024,17430"dm_stat": 1.331023047085940517431},17432"nagarch11__ged__w1000_r5": {17433"n": 567,17434"ratio": 0.9837366965257186,17435"dm_p": 0.8794020253726158,17436"dm_stat": -0.1517958752486407717437},17438"nagarch11__normal__w1000_r5": {17439"n": 567,17440"ratio": 0.9788965000364761,17441"dm_p": 0.8408032105366114,17442"dm_stat": -0.2009585086673662317443},17444"nagarch11__skewt__w1000_r5": {17445"n": 567,17446"ratio": 1.0051286252603904,17447"dm_p": 0.9617471430236164,17448"dm_stat": 0.0479824652118139117449},17450"nagarch11__t__w1000_r5": {17451"n": 567,17452"ratio": 0.9938726611720101,17453"dm_p": 0.9554021427480344,17454"dm_stat": -0.0559490463724299417455},17456"qgarch11__ged__w1000_r5": {17457"n": 567,17458"ratio": 0.9850409921934808,17459"dm_p": 0.7599787713387051,17460"dm_stat": -0.3056562471270124517461},17462"qgarch11__normal__w1000_r5": {17463"n": 567,17464"ratio": 0.9908956164619823,17465"dm_p": 0.8750718718034587,17466"dm_stat": -0.1572906629014246517467},17468"qgarch11__skewt__w1000_r5": {17469"n": 567,17470"ratio": 0.9949697007382189,17471"dm_p": 0.9257437304258873,17472"dm_stat": -0.0932427219224465117473},17474"qgarch11__t__w1000_r5": {17475"n": 567,17476"ratio": 0.970461286244809,17477"dm_p": 0.554957323603547,17478"dm_stat": -0.590699868290431517479},17480"realgarch11__normal__w1000_r5": {17481"n": 567,17482"ratio": 1.1040103914902408,17483"dm_p": 0.38030738596449526,17484"dm_stat": 0.878016373312218717485},17486"realgarch11__t__w1000_r5": {17487"n": 567,17488"ratio": 2.4522164510105533,17489"dm_p": 0.0016794763536914,17490"dm_stat": 3.156890455180268317491},17492"rm2006__normal__w1000_r5": {17493"n": 567,17494"ratio": 1.0845616901305215,17495"dm_p": 0.5590822513281462,17496"dm_stat": 0.584551499246850217497},17498"rm_rw__empirical__w1000_r5": {17499"n": 567,17500"ratio": 3.811443801289427,17501"dm_p": 3.3392737343150066e-05,17502"dm_stat": 4.18262042304730117503},17504"tarch11__ged__w1000_r5": {17505"n": 567,17506"ratio": 0.9863257214778239,17507"dm_p": 0.8375904701963629,17508"dm_stat": -0.205070885341678617509},17510"tarch11__normal__w1000_r5": {17511"n": 567,17512"ratio": 1.0280920679908132,17513"dm_p": 0.6728502433600952,17514"dm_stat": 0.4224592926515039517515},17516"tarch11__skewt__w1000_r5": {17517"n": 567,17518"ratio": 1.0383587167006596,17519"dm_p": 0.6154265849197266,17520"dm_stat": 0.502620542217673717521},17522"tarch11__t__w1000_r5": {17523"n": 567,17524"ratio": 1.0100581040123018,17525"dm_p": 0.8970660620239684,17526"dm_stat": 0.12942662367023317527}17528},17529"prev_sign=neg": {17530"aparch11__ged__w1000_r5": {17531"n": 1205,17532"ratio": 0.9989073853615189,17533"dm_p": 0.9743777911829136,17534"dm_stat": -0.03212487439586983517535},17536"aparch11__normal__w1000_r5": {17537"n": 1205,17538"ratio": 1.0086274035339,17539"dm_p": 0.9030013195258133,17540"dm_stat": 0.1218965117551326517541},17542"aparch11__skewt__w1000_r5": {17543"n": 1205,17544"ratio": 1.545682178298851,17545"dm_p": 0.3577756305011821,17546"dm_stat": 0.919964418208020817547},17548"aparch11__t__w1000_r5": {17549"n": 1205,17550"ratio": 0.98963135597003,17551"dm_p": 0.784851556896215,17552"dm_stat": -0.2730630773960287517553},17554"arch5__ged__w1000_r5": {17555"n": 1205,17556"ratio": 1.0429910498684773,17557"dm_p": 0.5421831046181326,17558"dm_stat": 0.609688664231259217559},17560"arch5__normal__w1000_r5": {17561"n": 1205,17562"ratio": 1.0110973281705875,17563"dm_p": 0.8996337474495204,17564"dm_stat": 0.126150636461983717565},17566"arch5__skewt__w1000_r5": {17567"n": 1205,17568"ratio": 1.0032640335159122,17569"dm_p": 0.9780636355925051,17570"dm_stat": 0.0275023344505867117571},17572"arch5__t__w1000_r5": {17573"n": 1205,17574"ratio": 1.0276727847159168,17575"dm_p": 0.8463066384395388,17576"dm_stat": 0.1938747755103803817577},17578"avgarch11__ged__w1000_r5": {17579"n": 1205,17580"ratio": 1.0402992183809352,17581"dm_p": 0.5868831990581308,17582"dm_stat": 0.543504366255550417583},17584"avgarch11__normal__w1000_r5": {17585"n": 1205,17586"ratio": 0.9746010417531358,17587"dm_p": 0.5650833765746496,17588"dm_stat": -0.575466492798861317589},17590"avgarch11__skewt__w1000_r5": {17591"n": 1205,17592"ratio": 0.9847670727581157,17593"dm_p": 0.6971934312529495,17594"dm_stat": -0.389204862630938817595},17596"avgarch11__t__w1000_r5": {17597"n": 1205,17598"ratio": 0.9898590453921401,17599"dm_p": 0.7824295215571203,17600"dm_stat": -0.2762160673724123317601},17602"cgarch11__ged__w1000_r5": {17603"n": 1205,17604"ratio": 1.1186924169649546,17605"dm_p": 0.10514237989045151,17606"dm_stat": 1.621639501871920517607},17608"cgarch11__normal__w1000_r5": {17609"n": 1205,17610"ratio": 1.0670473307939248,17611"dm_p": 0.10462280446900042,17612"dm_stat": 1.62406912885989817613},17614"cgarch11__skewt__w1000_r5": {17615"n": 1205,17616"ratio": 1.0749288166326412,17617"dm_p": 0.12900011064898806,17618"dm_stat": 1.519099018605959217619},17620"cgarch11__t__w1000_r5": {17621"n": 1205,17622"ratio": 1.0884848751455822,17623"dm_p": 0.01809591545203018,17624"dm_stat": 2.366886657588759517625},17626"constvar__normal__w1000_r5": {17627"n": 1205,17628"ratio": 2.0833220705475135,17629"dm_p": 0.1451152705948701,17630"dm_stat": 1.457949414783351217631},17632"egarch11__ged__w1000_r5": {17633"n": 1205,17634"ratio": 1.064497080923973,17635"dm_p": 0.43009253190517,17636"dm_stat": 0.789299240811932417637},17638"egarch11__normal__w1000_r5": {17639"n": 1205,17640"ratio": 1.062155131485233,17641"dm_p": 0.3493179990647546,17642"dm_stat": 0.93627766737066917643},17644"egarch11__skewt__w1000_r5": {17645"n": 1205,17646"ratio": 0.9580819580543942,17647"dm_p": 0.6047337137905088,17648"dm_stat": -0.517741555225622617649},17650"egarch11__t__w1000_r5": {17651"n": 1205,17652"ratio": 1.033173989556756,17653"dm_p": 0.5767631020848201,17654"dm_stat": 0.558271058111144217655},17656"ewma094__normal__w1000_r5": {17657"n": 1205,17658"ratio": 1.2911832538568724,17659"dm_p": 0.06608221225584592,17660"dm_stat": 1.839537729587759517661},17662"figarch11__ged__w1000_r5": {17663"n": 1205,17664"ratio": 0.9667122112093094,17665"dm_p": 0.5944789958689023,17666"dm_stat": -0.532498557496157517667},17668"figarch11__normal__w1000_r5": {17669"n": 1205,17670"ratio": 0.8738005433541544,17671"dm_p": 0.4128473583957827,17672"dm_stat": -0.819177338898650417673},17674"figarch11__skewt__w1000_r5": {17675"n": 1205,17676"ratio": 0.964797229559239,17677"dm_p": 0.5464927625155565,17678"dm_stat": -0.603194726905610917679},17680"figarch11__t__w1000_r5": {17681"n": 1205,17682"ratio": 0.9776382024727878,17683"dm_p": 0.7184278401108697,17684"dm_stat": -0.3606453570712454517685},17686"garch11__ged__w1000_r5": {17687"n": 1205,17688"ratio": 1.010578436632345,17689"dm_p": 0.5682378632115707,17690"dm_stat": 0.570805717246282217691},17692"garch11__normal__w1000_r5": {17693"n": 1205,17694"ratio": 1.0,17695"dm_p": 1.0,17696"dm_stat": 0.017697},17698"garch11__skewt__w1000_r5": {17699"n": 1205,17700"ratio": 0.9599608189911255,17701"dm_p": 0.15704976118995412,17702"dm_stat": -1.415946644921493717703},17704"garch11__t__w1000_r5": {17705"n": 1205,17706"ratio": 0.9509081159145985,17707"dm_p": 0.3943044320093797,17708"dm_stat": -0.852142572094294717709},17710"garch12__ged__w1000_r5": {17711"n": 1205,17712"ratio": 1.0120521425104128,17713"dm_p": 0.5244226145385996,17714"dm_stat": 0.636728695878821317715},17716"garch12__normal__w1000_r5": {17717"n": 1205,17718"ratio": 1.0091239892563861,17719"dm_p": 0.26536124943796363,17720"dm_stat": 1.11432716046269217721},17722"garch12__skewt__w1000_r5": {17723"n": 1205,17724"ratio": 0.9608860219691461,17725"dm_p": 0.16959292880213625,17726"dm_stat": -1.374336717973345417727},17728"garch12__t__w1000_r5": {17729"n": 1205,17730"ratio": 0.9519812857937008,17731"dm_p": 0.4048861094662748,17732"dm_stat": -0.833219666130424217733},17734"garch21__ged__w1000_r5": {17735"n": 1205,17736"ratio": 1.0115529980758513,17737"dm_p": 0.5006335207050924,17738"dm_stat": 0.673696615167538517739},17740"garch21__normal__w1000_r5": {17741"n": 1205,17742"ratio": 1.002284503396209,17743"dm_p": 0.23437284971800157,17744"dm_stat": 1.18976621744321217745},17746"garch21__skewt__w1000_r5": {17747"n": 1205,17748"ratio": 0.9616631070717738,17749"dm_p": 0.1924237117422307,17750"dm_stat": -1.304173455784100317751},17752"garch21__t__w1000_r5": {17753"n": 1205,17754"ratio": 0.9544793966365099,17755"dm_p": 0.44052759052215457,17756"dm_stat": -0.771558112209556817757},17758"garchm11__ged__w1000_r5": {17759"n": 1205,17760"ratio": 1.0080303696935675,17761"dm_p": 0.7343863404328271,17762"dm_stat": 0.339375125729513717763},17764"garchm11__normal__w1000_r5": {17765"n": 1205,17766"ratio": 0.9873780918758478,17767"dm_p": 0.14136100948831054,17768"dm_stat": -1.471708214336632217769},17770"garchm11__skewt__w1000_r5": {17771"n": 1205,17772"ratio": 0.95448451113853,17773"dm_p": 0.06215648391559576,17774"dm_stat": -1.866914033481845717775},17776"garchm11__t__w1000_r5": {17777"n": 1205,17778"ratio": 0.9410371365383818,17779"dm_p": 0.3528153529102698,17780"dm_stat": -0.929501906627165717781},17782"garchx_rv11__normal__w1000_r5": {17783"n": 1205,17784"ratio": 0.9733944100418292,17785"dm_p": 0.8414349631846263,17786"dm_stat": -0.2001015371039146817787},17788"garchx_rv11__t__w1000_r5": {17789"n": 1205,17790"ratio": 0.9665037922212946,17791"dm_p": 0.8214072614556984,17792"dm_stat": -0.2257846176750685217793},17794"gas_t11__t__w1000_r5": {17795"n": 1205,17796"ratio": 1.096589617232571,17797"dm_p": 0.37524172777343695,17798"dm_stat": 0.887026596805090717799},17800"gjr11__ged__w1000_r5": {17801"n": 1205,17802"ratio": 0.9980674533338572,17803"dm_p": 0.951182127340447,17804"dm_stat": -0.0612351151061764217805},17806"gjr11__normal__w1000_r5": {17807"n": 1205,17808"ratio": 0.9890701225012624,17809"dm_p": 0.701137773719602,17810"dm_stat": -0.383876486520163817811},17812"gjr11__skewt__w1000_r5": {17813"n": 1205,17814"ratio": 0.9885675177601221,17815"dm_p": 0.7538343238965893,17816"dm_stat": -0.3136590675533162417817},17818"gjr11__t__w1000_r5": {17819"n": 1205,17820"ratio": 0.9891925813265907,17821"dm_p": 0.7530635207892232,17822"dm_stat": -0.3146742476481607717823},17824"har_rv__empirical__w1000_r5": {17825"n": 1205,17826"ratio": 907627.2748663264,17827"dm_p": 0.3204892999010271,17828"dm_stat": 0.993862925619888517829},17830"heavy11__normal__w1000_r5": {17831"n": 1205,17832"ratio": 0.9694161731192655,17833"dm_p": 0.8232191891824602,17834"dm_stat": -0.2234551541371004317835},17836"heavy11__t__w1000_r5": {17837"n": 1205,17838"ratio": 0.9661080139630904,17839"dm_p": 0.8203770081981611,17840"dm_stat": -0.2271096854661046317841},17842"histvar22__empirical__w1000_r5": {17843"n": 1205,17844"ratio": 1.4611599137184799,17845"dm_p": 0.002477823589600929,17846"dm_stat": 3.03243080463573317847},17848"histvar252__empirical__w1000_r5": {17849"n": 1205,17850"ratio": 2.024415055883054,17851"dm_p": 0.0620894825223062,17852"dm_stat": 1.867393546430005817853},17854"histvar66__empirical__w1000_r5": {17855"n": 1205,17856"ratio": 1.9443257842002792,17857"dm_p": 0.11530489016713155,17858"dm_stat": 1.575928902031033917859},17860"igarch11__ged__w1000_r5": {17861"n": 1205,17862"ratio": 0.9333888771586918,17863"dm_p": 0.6783943130091926,17864"dm_stat": -0.4147561477988563317865},17866"igarch11__normal__w1000_r5": {17867"n": 1205,17868"ratio": 0.9467087610960743,17869"dm_p": 0.7865083599597524,17870"dm_stat": -0.2709078274948726317871},17872"igarch11__skewt__w1000_r5": {17873"n": 1205,17874"ratio": 0.8986564707847243,17875"dm_p": 0.5329339005975401,17876"dm_stat": -0.623713497506121817877},17878"igarch11__t__w1000_r5": {17879"n": 1205,17880"ratio": 0.9224555589984711,17881"dm_p": 0.6518619611780594,17882"dm_stat": -0.4512898071297276617883},17884"loghar_rv__empirical__w1000_r5": {17885"n": 1205,17886"ratio": 1.0768569692431131,17887"dm_p": 0.3831151529583094,17888"dm_stat": 0.872489868733236817889},17890"msgarch2__normal__w1000_r5": {17891"n": 1205,17892"ratio": 1.1496207779331864,17893"dm_p": 0.24455286851285676,17894"dm_stat": 1.164251207878926217895},17896"msgarch2__t__w1000_r5": {17897"n": 1205,17898"ratio": 1.0840748700835328,17899"dm_p": 0.2699837363608474,17900"dm_stat": 1.10360800982300217901},17902"nagarch11__ged__w1000_r5": {17903"n": 1205,17904"ratio": 0.9981920768039768,17905"dm_p": 0.9836056743318585,17906"dm_stat": -0.02055295514762084717907},17908"nagarch11__normal__w1000_r5": {17909"n": 1205,17910"ratio": 0.9808382982314202,17911"dm_p": 0.8632041942013869,17912"dm_stat": -0.1723336496009953117913},17914"nagarch11__skewt__w1000_r5": {17915"n": 1205,17916"ratio": 1.0079373734351924,17917"dm_p": 0.9344796068608834,17918"dm_stat": 0.0822273316003117617919},17920"nagarch11__t__w1000_r5": {17921"n": 1205,17922"ratio": 1.0064300813527418,17923"dm_p": 0.9362670911521427,17924"dm_stat": 0.0799791988046940117925},17926"qgarch11__ged__w1000_r5": {17927"n": 1205,17928"ratio": 1.0147619306218598,17929"dm_p": 0.40763122024037723,17930"dm_stat": 0.828359298989744317931},17932"qgarch11__normal__w1000_r5": {17933"n": 1205,17934"ratio": 0.9838588771153741,17935"dm_p": 0.7576226948892241,17936"dm_stat": -0.308674300599226117937},17938"qgarch11__skewt__w1000_r5": {17939"n": 1205,17940"ratio": 1.0103009891827657,17941"dm_p": 0.6155522572834812,17942"dm_stat": 0.50229445732843917943},17944"qgarch11__t__w1000_r5": {17945"n": 1205,17946"ratio": 1.0044795335333185,17947"dm_p": 0.7918338805347749,17948"dm_stat": 0.2639885993116916617949},17950"realgarch11__normal__w1000_r5": {17951"n": 1205,17952"ratio": 1.084542014121056,17953"dm_p": 0.4054944846771135,17954"dm_stat": 0.832140809499101517955},17956"realgarch11__t__w1000_r5": {17957"n": 1205,17958"ratio": 1.9017381346120443,17959"dm_p": 0.00034590749471271134,17960"dm_stat": 3.5885288448265317961},17962"rm2006__normal__w1000_r5": {17963"n": 1205,17964"ratio": 1.1145488922692965,17965"dm_p": 0.2956518136415692,17966"dm_stat": 1.046258245413195717967},17968"rm_rw__empirical__w1000_r5": {17969"n": 1205,17970"ratio": 1.7884377573057153,17971"dm_p": 8.945249987255915e-09,17972"dm_stat": 5.790513500325844617973},17974"tarch11__ged__w1000_r5": {17975"n": 1205,17976"ratio": 0.9645475108780973,17977"dm_p": 0.32429547677577397,17978"dm_stat": -0.986072854470587517979},17980"tarch11__normal__w1000_r5": {17981"n": 1205,17982"ratio": 0.9594122972339499,17983"dm_p": 0.5296394539251315,17984"dm_stat": -0.628738612295746517985},17986"tarch11__skewt__w1000_r5": {17987"n": 1205,17988"ratio": 0.95574835973317,17989"dm_p": 0.5856620087153839,17990"dm_stat": -0.545279918302838817991},17992"tarch11__t__w1000_r5": {17993"n": 1205,17994"ratio": 0.9642902110770227,17995"dm_p": 0.4319032348159961,17996"dm_stat": -0.786203064481102317997}17998},17999"prev_sign=pos": {18000"aparch11__ged__w1000_r5": {18001"n": 1496,18002"ratio": 1.0659152098571507,18003"dm_p": 0.535066570326954,18004"dm_stat": 0.620434132840962318005},18006"aparch11__normal__w1000_r5": {18007"n": 1496,18008"ratio": 1.0386139061956654,18009"dm_p": 0.4789414110186176,18010"dm_stat": 0.708183978714778118011},18012"aparch11__skewt__w1000_r5": {18013"n": 1496,18014"ratio": 1.7741315092557342,18015"dm_p": 0.31463856870576984,18016"dm_stat": 1.005874810650097418017},18018"aparch11__t__w1000_r5": {18019"n": 1496,18020"ratio": 1.0518705223290021,18021"dm_p": 0.597458853927244,18022"dm_stat": 0.528171273090515818023},18024"arch5__ged__w1000_r5": {18025"n": 1496,18026"ratio": 1.1011906282163195,18027"dm_p": 0.019967126080390956,18028"dm_stat": 2.32946374612625218029},18030"arch5__normal__w1000_r5": {18031"n": 1496,18032"ratio": 1.0770722606560668,18033"dm_p": 0.10502390917548876,18034"dm_stat": 1.621954666236495218035},18036"arch5__skewt__w1000_r5": {18037"n": 1496,18038"ratio": 1.086618097903653,18039"dm_p": 0.2389167249912172,18040"dm_stat": 1.178169031957882118041},18042"arch5__t__w1000_r5": {18043"n": 1496,18044"ratio": 1.1226445053921095,18045"dm_p": 0.1587816902650181,18046"dm_stat": 1.409884835331341318047},18048"avgarch11__ged__w1000_r5": {18049"n": 1496,18050"ratio": 0.9661571620702046,18051"dm_p": 0.10272063175628281,18052"dm_stat": -1.632804822092682518053},18054"avgarch11__normal__w1000_r5": {18055"n": 1496,18056"ratio": 0.9584737511605225,18057"dm_p": 0.44570472086052404,18058"dm_stat": -0.76279714933363618059},18060"avgarch11__skewt__w1000_r5": {18061"n": 1496,18062"ratio": 0.9283232681598844,18063"dm_p": 0.014070475082295869,18064"dm_stat": -2.45834865826367918065},18066"avgarch11__t__w1000_r5": {18067"n": 1496,18068"ratio": 0.9427480868317368,18069"dm_p": 0.028175009965949148,18070"dm_stat": -2.19697807722215818071},18072"cgarch11__ged__w1000_r5": {18073"n": 1496,18074"ratio": 1.0854366787803593,18075"dm_p": 0.15690319138191128,18076"dm_stat": 1.41627543958183718077},18078"cgarch11__normal__w1000_r5": {18079"n": 1496,18080"ratio": 1.0777726947414852,18081"dm_p": 0.17934305262840458,18082"dm_stat": 1.343410235638297818083},18084"cgarch11__skewt__w1000_r5": {18085"n": 1496,18086"ratio": 1.0590248203077897,18087"dm_p": 0.2724312832134743,18088"dm_stat": 1.097885494100493218089},18090"cgarch11__t__w1000_r5": {18091"n": 1496,18092"ratio": 1.0896223246891295,18093"dm_p": 0.08436688402968187,18094"dm_stat": 1.72704083950714918095},18096"constvar__normal__w1000_r5": {18097"n": 1496,18098"ratio": 1.5062218568499885,18099"dm_p": 0.046020305763826104,18100"dm_stat": 1.996870221775760818101},18102"egarch11__ged__w1000_r5": {18103"n": 1496,18104"ratio": 1.0810148592619095,18105"dm_p": 0.4671726226661021,18106"dm_stat": 0.727272971464326318107},18108"egarch11__normal__w1000_r5": {18109"n": 1496,18110"ratio": 1.059026878585145,18111"dm_p": 0.48162085765728013,18112"dm_stat": 0.703874000407700718113},18114"egarch11__skewt__w1000_r5": {18115"n": 1496,18116"ratio": 1.0407626003672346,18117"dm_p": 0.5310583129125201,18118"dm_stat": 0.626537179032362118119},18120"egarch11__t__w1000_r5": {18121"n": 1496,18122"ratio": 1.0817608900564444,18123"dm_p": 0.3327955069363405,18124"dm_stat": 0.968812392189308118125},18126"ewma094__normal__w1000_r5": {18127"n": 1496,18128"ratio": 1.2363939848979575,18129"dm_p": 0.09058473363370573,18130"dm_stat": 1.693415469410456418131},18132"figarch11__ged__w1000_r5": {18133"n": 1496,18134"ratio": 0.9977081820374545,18135"dm_p": 0.9662502419507544,18136"dm_stat": -0.04231875923687665518137},18138"figarch11__normal__w1000_r5": {18139"n": 1496,18140"ratio": 0.9448264486128976,18141"dm_p": 0.5801187318875753,18142"dm_stat": -0.553332141344322718143},18144"figarch11__skewt__w1000_r5": {18145"n": 1496,18146"ratio": 0.9965092958761264,18147"dm_p": 0.9449062506693722,18148"dm_stat": -0.0691163488934573918149},18150"figarch11__t__w1000_r5": {18151"n": 1496,18152"ratio": 1.0141615319315038,18153"dm_p": 0.7778435013736764,18154"dm_stat": 0.282181369278946518155},18156"garch11__ged__w1000_r5": {18157"n": 1496,18158"ratio": 1.0100937925800784,18159"dm_p": 0.3495950435842364,18160"dm_stat": 0.935668424667698418161},18162"garch11__normal__w1000_r5": {18163"n": 1496,18164"ratio": 1.0,18165"dm_p": 1.0,18166"dm_stat": 0.018167},18168"garch11__skewt__w1000_r5": {18169"n": 1496,18170"ratio": 0.9851206857837368,18171"dm_p": 0.6053055074330541,18172"dm_stat": -0.516895584008734118173},18174"garch11__t__w1000_r5": {18175"n": 1496,18176"ratio": 0.9938289101297676,18177"dm_p": 0.882748702413592,18178"dm_stat": -0.1475108558497777718179},18180"garch12__ged__w1000_r5": {18181"n": 1496,18182"ratio": 1.011138279308099,18183"dm_p": 0.3181781080920426,18184"dm_stat": 0.998542187718206418185},18186"garch12__normal__w1000_r5": {18187"n": 1496,18188"ratio": 1.0004378921304773,18189"dm_p": 0.7852497329078079,18190"dm_stat": 0.272533161575331618191},18192"garch12__skewt__w1000_r5": {18193"n": 1496,18194"ratio": 0.9856674120674509,18195"dm_p": 0.6204580007356005,18196"dm_stat": -0.4953044789970707518197},18198"garch12__t__w1000_r5": {18199"n": 1496,18200"ratio": 0.9946265587154672,18201"dm_p": 0.8975853439145683,18202"dm_stat": -0.1287341298377618618203},18204"garch21__ged__w1000_r5": {18205"n": 1496,18206"ratio": 1.0129860466731178,18207"dm_p": 0.20635840962555504,18208"dm_stat": 1.264191370239236218209},18210"garch21__normal__w1000_r5": {18211"n": 1496,18212"ratio": 1.0025578596625664,18213"dm_p": 0.26031825082307225,18214"dm_stat": 1.12606614455674218215},18216"garch21__skewt__w1000_r5": {18217"n": 1496,18218"ratio": 0.9887272959297171,18219"dm_p": 0.6769719234648172,18220"dm_stat": -0.4166805180469412318221},18222"garch21__t__w1000_r5": {18223"n": 1496,18224"ratio": 0.9981775024930338,18225"dm_p": 0.964765013337555,18226"dm_stat": -0.0441822721296815418227},18228"garchm11__ged__w1000_r5": {18229"n": 1496,18230"ratio": 1.019581415635521,18231"dm_p": 0.44888769870080514,18232"dm_stat": 0.757470005744261818233},18234"garchm11__normal__w1000_r5": {18235"n": 1496,18236"ratio": 0.9989582629066359,18237"dm_p": 0.872089461323976,18238"dm_stat": -0.161032626023123218239},18240"garchm11__skewt__w1000_r5": {18241"n": 1496,18242"ratio": 0.9790635045141923,18243"dm_p": 0.30856920774602187,18244"dm_stat": -1.01857578659587718245},18246"garchm11__t__w1000_r5": {18247"n": 1496,18248"ratio": 0.9895117953376498,18249"dm_p": 0.7696780927993647,18250"dm_stat": -0.2928491570297926418251},18252"garchx_rv11__normal__w1000_r5": {18253"n": 1496,18254"ratio": 1.0731929634444335,18255"dm_p": 0.055034388323127105,18256"dm_stat": 1.920107648486706318257},18258"garchx_rv11__t__w1000_r5": {18259"n": 1496,18260"ratio": 1.075382780733866,18261"dm_p": 0.09201971544808618,18262"dm_stat": 1.68592082804800618263},18264"gas_t11__t__w1000_r5": {18265"n": 1496,18266"ratio": 1.004301979757453,18267"dm_p": 0.8782416887302473,18268"dm_stat": 0.1532247878562346418269},18270"gjr11__ged__w1000_r5": {18271"n": 1496,18272"ratio": 1.0161650137899831,18273"dm_p": 0.7877232239290457,18274"dm_stat": 0.2693165989217115618275},18276"gjr11__normal__w1000_r5": {18277"n": 1496,18278"ratio": 1.0032783221554256,18279"dm_p": 0.9458279255266454,18280"dm_stat": 0.0679582889820924118281},18282"gjr11__skewt__w1000_r5": {18283"n": 1496,18284"ratio": 1.0185153580589705,18285"dm_p": 0.731568819433947,18286"dm_stat": 0.343103523016219718287},18288"gjr11__t__w1000_r5": {18289"n": 1496,18290"ratio": 1.017969478785177,18291"dm_p": 0.7564987294676143,18292"dm_stat": 0.3101386752696179718293},18294"har_rv__empirical__w1000_r5": {18295"n": 1496,18296"ratio": 1.274455144920838,18297"dm_p": 0.1662438465698752,18298"dm_stat": 1.385049895763192518299},18300"heavy11__normal__w1000_r5": {18301"n": 1496,18302"ratio": 1.0714074391138335,18303"dm_p": 0.07000828718830328,18304"dm_stat": 1.813155611989233818305},18306"heavy11__t__w1000_r5": {18307"n": 1496,18308"ratio": 1.075443623417045,18309"dm_p": 0.0959502567651741,18310"dm_stat": 1.665862728085828518311},18312"histvar22__empirical__w1000_r5": {18313"n": 1496,18314"ratio": 1.501206762031033,18315"dm_p": 0.010839181096270035,18316"dm_stat": 2.551036764822306218317},18318"histvar252__empirical__w1000_r5": {18319"n": 1496,18320"ratio": 1.5322468270633356,18321"dm_p": 0.006916372754335724,18322"dm_stat": 2.704595275740613318323},18324"histvar66__empirical__w1000_r5": {18325"n": 1496,18326"ratio": 1.5881310641073083,18327"dm_p": 0.09992079800833459,18328"dm_stat": 1.646258183848076318329},18330"igarch11__ged__w1000_r5": {18331"n": 1496,18332"ratio": 1.043082087127011,18333"dm_p": 0.6995187239157351,18334"dm_stat": 0.386044388907374718335},18336"igarch11__normal__w1000_r5": {18337"n": 1496,18338"ratio": 1.0809298172233168,18339"dm_p": 0.526897994693126,18340"dm_stat": 0.632896547902129318341},18342"igarch11__skewt__w1000_r5": {18343"n": 1496,18344"ratio": 1.0059859062153618,18345"dm_p": 0.9587031080264327,18346"dm_stat": 0.0517897922036986818347},18348"igarch11__t__w1000_r5": {18349"n": 1496,18350"ratio": 1.032670998024797,18351"dm_p": 0.7852031581886617,18352"dm_stat": 0.2725937549649843418353},18354"loghar_rv__empirical__w1000_r5": {18355"n": 1496,18356"ratio": 1.0166652246546457,18357"dm_p": 0.8186175232574957,18358"dm_stat": 0.2293638261221462618359},18360"msgarch2__normal__w1000_r5": {18361"n": 1496,18362"ratio": 1.023111896671774,18363"dm_p": 0.5419448476828753,18364"dm_stat": 0.61001459428068618365},18366"msgarch2__t__w1000_r5": {18367"n": 1496,18368"ratio": 1.0117506950478965,18369"dm_p": 0.8756868510236938,18370"dm_stat": 0.1564659896207278618371},18372"nagarch11__ged__w1000_r5": {18373"n": 1496,18374"ratio": 1.0361020981350944,18375"dm_p": 0.6029905811250489,18376"dm_stat": 0.520215250961251818377},18378"nagarch11__normal__w1000_r5": {18379"n": 1496,18380"ratio": 1.0047827766104784,18381"dm_p": 0.917694670053335,18382"dm_stat": 0.1033555263366223318383},18384"nagarch11__skewt__w1000_r5": {18385"n": 1496,18386"ratio": 1.0524919306403409,18387"dm_p": 0.43555315494896424,18388"dm_stat": 0.779934043729478818389},18390"nagarch11__t__w1000_r5": {18391"n": 1496,18392"ratio": 1.056654047084981,18393"dm_p": 0.4921836607869597,18394"dm_stat": 0.687008917060523518395},18396"qgarch11__ged__w1000_r5": {18397"n": 1496,18398"ratio": 1.0322270996297922,18399"dm_p": 0.5618515513462211,18400"dm_stat": 0.580223196013900918401},18402"qgarch11__normal__w1000_r5": {18403"n": 1496,18404"ratio": 1.011712773031592,18405"dm_p": 0.662398823004941,18406"dm_stat": 0.436690579948471118407},18408"qgarch11__skewt__w1000_r5": {18409"n": 1496,18410"ratio": 1.0288290470129406,18411"dm_p": 0.5592197763896909,18412"dm_stat": 0.584131787030288318413},18414"qgarch11__t__w1000_r5": {18415"n": 1496,18416"ratio": 1.0287550132212515,18417"dm_p": 0.6332233176793818,18418"dm_stat": 0.47729291990093318419},18420"realgarch11__normal__w1000_r5": {18421"n": 1496,18422"ratio": 0.9981095012976311,18423"dm_p": 0.9806609031314687,18424"dm_stat": -0.024244393501252618425},18426"realgarch11__t__w1000_r5": {18427"n": 1496,18428"ratio": 1.8709650131723519,18429"dm_p": 0.000707532299402197,18430"dm_stat": 3.39371872261706818431},18432"rm2006__normal__w1000_r5": {18433"n": 1496,18434"ratio": 1.062843554230601,18435"dm_p": 0.4933074229401717,18436"dm_stat": 0.685226197952217718437},18438"rm_rw__empirical__w1000_r5": {18439"n": 1496,18440"ratio": 2.9713381919984783,18441"dm_p": 0.0007395920698011987,18442"dm_stat": 3.381468441786425618443},18444"tarch11__ged__w1000_r5": {18445"n": 1496,18446"ratio": 1.0199198557864881,18447"dm_p": 0.8024640933692347,18448"dm_stat": 0.250203839621472518449},18450"tarch11__normal__w1000_r5": {18451"n": 1496,18452"ratio": 0.9910285480629254,18453"dm_p": 0.8234830259921615,18454"dm_stat": -0.2231065933556392318455},18456"tarch11__skewt__w1000_r5": {18457"n": 1496,18458"ratio": 0.998978891498279,18459"dm_p": 0.9832226927485134,18460"dm_stat": -0.0210323044865472718461},18462"tarch11__t__w1000_r5": {18463"n": 1496,18464"ratio": 1.034516497866958,18465"dm_p": 0.6882713341882173,18466"dm_stat": 0.401280001205416518467}18468},18469"episode=covid": {18470"aparch11__ged__w1000_r5": {18471"n": 92,18472"ratio": 1.0572460589984038,18473"dm_p": 0.6552694527600068,18474"dm_stat": 0.447928398464505118475},18476"aparch11__normal__w1000_r5": {18477"n": 92,18478"ratio": 0.9151644678440574,18479"dm_p": 0.5869311769349199,18480"dm_stat": -0.545227161302793418481},18482"aparch11__skewt__w1000_r5": {18483"n": 92,18484"ratio": 0.9186195814094102,18485"dm_p": 0.6823257302471257,18486"dm_stat": -0.410607301565347518487},18488"aparch11__t__w1000_r5": {18489"n": 92,18490"ratio": 1.0109937190429157,18491"dm_p": 0.9367215521748038,18492"dm_stat": 0.0796108817961850418493},18494"arch5__ged__w1000_r5": {18495"n": 92,18496"ratio": 0.8334478145840831,18497"dm_p": 0.4046785477701393,18498"dm_stat": -0.837190926973369918499},18500"arch5__normal__w1000_r5": {18501"n": 92,18502"ratio": 0.79170803972844,18503"dm_p": 0.41261921450518046,18504"dm_stat": -0.82307122587342218505},18506"arch5__skewt__w1000_r5": {18507"n": 92,18508"ratio": 0.7452548883031106,18509"dm_p": 0.4127008671360093,18510"dm_stat": -0.822926891886372218511},18512"arch5__t__w1000_r5": {18513"n": 92,18514"ratio": 0.7025070060086338,18515"dm_p": 0.42498170128106844,18516"dm_stat": -0.801410495129489118517},18518"avgarch11__ged__w1000_r5": {18519"n": 92,18520"ratio": 1.242522208569434,18521"dm_p": 0.42623690296358707,18522"dm_stat": 0.799232342224390318523},18524"avgarch11__normal__w1000_r5": {18525"n": 92,18526"ratio": 1.0070456342535206,18527"dm_p": 0.9436839571825845,18528"dm_stat": 0.0708357041798797818529},18530"avgarch11__skewt__w1000_r5": {18531"n": 92,18532"ratio": 1.1504155413941959,18533"dm_p": 0.45510240855464196,18534"dm_stat": 0.750145184857386918535},18536"avgarch11__t__w1000_r5": {18537"n": 92,18538"ratio": 1.1423667597697145,18539"dm_p": 0.4544321270447781,18540"dm_stat": 0.751264232325513418541},18542"cgarch11__ged__w1000_r5": {18543"n": 92,18544"ratio": 1.1673068869735719,18545"dm_p": 0.4277753807074995,18546"dm_stat": 0.796567801005393818547},18548"cgarch11__normal__w1000_r5": {18549"n": 92,18550"ratio": 0.9722633144053467,18551"dm_p": 0.4298295688890584,18552"dm_stat": -0.793018909335219518553},18554"cgarch11__skewt__w1000_r5": {18555"n": 92,18556"ratio": 1.0968293006590764,18557"dm_p": 0.4289660120441903,18558"dm_stat": 0.794509598042951318559},18560"cgarch11__t__w1000_r5": {18561"n": 92,18562"ratio": 1.0578545946331541,18563"dm_p": 0.4475804969661658,18564"dm_stat": 0.762757951363401618565},18566"constvar__normal__w1000_r5": {18567"n": 92,18568"ratio": 4.448911461981039,18569"dm_p": 0.3145885960825051,18570"dm_stat": 1.0112279408040418571},18572"egarch11__ged__w1000_r5": {18573"n": 92,18574"ratio": 1.386914047217244,18575"dm_p": 0.24717811538399734,18576"dm_stat": 1.164716256473731218577},18578"egarch11__normal__w1000_r5": {18579"n": 92,18580"ratio": 1.377683399900012,18581"dm_p": 0.23679887486635914,18582"dm_stat": 1.190877213806870218583},18584"egarch11__skewt__w1000_r5": {18585"n": 92,18586"ratio": 1.037207401042452,18587"dm_p": 0.8313902295976037,18588"dm_stat": 0.2135313381624908718589},18590"egarch11__t__w1000_r5": {18591"n": 92,18592"ratio": 1.0198075666463415,18593"dm_p": 0.8577549847552975,18594"dm_stat": 0.1797417047838317218595},18596"ewma094__normal__w1000_r5": {18597"n": 92,18598"ratio": 1.430659538892431,18599"dm_p": 0.2507655328386176,18600"dm_stat": 1.155856542984546418601},18602"figarch11__ged__w1000_r5": {18603"n": 92,18604"ratio": 0.9085298201264544,18605"dm_p": 0.5638250006914061,18606"dm_stat": -0.579289716645951418607},18608"figarch11__normal__w1000_r5": {18609"n": 92,18610"ratio": 0.685495547787245,18611"dm_p": 0.43123633322598415,18612"dm_stat": -0.790594306270842218613},18614"figarch11__skewt__w1000_r5": {18615"n": 92,18616"ratio": 0.9237355781941917,18617"dm_p": 0.5996061267741534,18618"dm_stat": -0.52681181270558318619},18620"figarch11__t__w1000_r5": {18621"n": 92,18622"ratio": 0.9143691133022476,18623"dm_p": 0.5829203421197012,18624"dm_stat": -0.55109319966541718625},18626"garch11__ged__w1000_r5": {18627"n": 92,18628"ratio": 1.036163540183051,18629"dm_p": 0.40546863297810154,18630"dm_stat": 0.835778557006924518631},18632"garch11__normal__w1000_r5": {18633"n": 92,18634"ratio": 1.0,18635"dm_p": 1.0,18636"dm_stat": 0.018637},18638"garch11__skewt__w1000_r5": {18639"n": 92,18640"ratio": 0.9648749536826976,18641"dm_p": 0.6342919474999823,18642"dm_stat": -0.4773013028056141718643},18644"garch11__t__w1000_r5": {18645"n": 92,18646"ratio": 0.9010257326649052,18647"dm_p": 0.5282981355332358,18648"dm_stat": -0.633035463810301618649},18650"garch12__ged__w1000_r5": {18651"n": 92,18652"ratio": 1.0361678695709475,18653"dm_p": 0.40571490356163326,18654"dm_stat": 0.835338661314637118655},18656"garch12__normal__w1000_r5": {18657"n": 92,18658"ratio": 1.0301585698827374,18659"dm_p": 0.37925767948331957,18660"dm_stat": 0.883568256994280318661},18662"garch12__skewt__w1000_r5": {18663"n": 92,18664"ratio": 0.9649671283930397,18665"dm_p": 0.6348163498412079,18666"dm_stat": -0.476562052898718518667},18668"garch12__t__w1000_r5": {18669"n": 92,18670"ratio": 0.9008444016614446,18671"dm_p": 0.5280628910993989,18672"dm_stat": -0.633397376522439218673},18674"garch21__ged__w1000_r5": {18675"n": 92,18676"ratio": 1.0284988155062684,18677"dm_p": 0.42091407722390345,18678"dm_stat": 0.80849544320995418679},18680"garch21__normal__w1000_r5": {18681"n": 92,18682"ratio": 0.9988363986929402,18683"dm_p": 0.6134146626464736,18684"dm_stat": -0.506952141998107118685},18686"garch21__skewt__w1000_r5": {18687"n": 92,18688"ratio": 0.9547388616090998,18689"dm_p": 0.5767940381930372,18690"dm_stat": -0.560090329308904518691},18692"garch21__t__w1000_r5": {18693"n": 92,18694"ratio": 0.8942311885136655,18695"dm_p": 0.5141356167925898,18696"dm_stat": -0.654975721074647418697},18698"garchm11__ged__w1000_r5": {18699"n": 92,18700"ratio": 1.0204715174840744,18701"dm_p": 0.6094957515990016,18702"dm_stat": 0.512567590651921118703},18704"garchm11__normal__w1000_r5": {18705"n": 92,18706"ratio": 0.9692446755625173,18707"dm_p": 0.3860932999580569,18708"dm_stat": -0.870913216945480718709},18710"garchm11__skewt__w1000_r5": {18711"n": 92,18712"ratio": 0.9681988162775205,18713"dm_p": 0.6647361895521591,18714"dm_stat": -0.434801084205278418715},18716"garchm11__t__w1000_r5": {18717"n": 92,18718"ratio": 0.8823200648754956,18719"dm_p": 0.5317597338653742,18720"dm_stat": -0.62771955674365918721},18722"garchx_rv11__normal__w1000_r5": {18723"n": 92,18724"ratio": 0.649780447288446,18725"dm_p": 0.39930309803089375,18726"dm_stat": -0.846845055438835118727},18728"garchx_rv11__t__w1000_r5": {18729"n": 92,18730"ratio": 0.6280269677973273,18731"dm_p": 0.4162245705219956,18732"dm_stat": -0.816714481570614318733},18734"gas_t11__t__w1000_r5": {18735"n": 92,18736"ratio": 1.332806830269146,18737"dm_p": 0.3870934324542122,18738"dm_stat": 0.869073353082363718739},18740"gjr11__ged__w1000_r5": {18741"n": 92,18742"ratio": 1.0515273030962413,18743"dm_p": 0.7075197062064315,18744"dm_stat": 0.376367618153489718745},18746"gjr11__normal__w1000_r5": {18747"n": 92,18748"ratio": 1.0301044214202328,18749"dm_p": 0.8367764582184877,18750"dm_stat": 0.2066094556974664418751},18752"gjr11__skewt__w1000_r5": {18753"n": 92,18754"ratio": 1.0153256888125213,18755"dm_p": 0.9197903891455759,18756"dm_stat": 0.1009776033767340618757},18758"gjr11__t__w1000_r5": {18759"n": 92,18760"ratio": 1.012612133894206,18761"dm_p": 0.9324445623351657,18762"dm_stat": 0.0850044846427702618763},18764"har_rv__empirical__w1000_r5": {18765"n": 92,18766"ratio": 2769664.4215539955,18767"dm_p": 0.36340201990658655,18768"dm_stat": 0.913483924920976718769},18770"heavy11__normal__w1000_r5": {18771"n": 92,18772"ratio": 0.643024300970965,18773"dm_p": 0.4004897849573605,18774"dm_stat": -0.844707016399025218775},18776"heavy11__t__w1000_r5": {18777"n": 92,18778"ratio": 0.6264095892036087,18779"dm_p": 0.41506133394868555,18780"dm_stat": -0.818761800231406318781},18782"histvar22__empirical__w1000_r5": {18783"n": 92,18784"ratio": 1.2799390138983002,18785"dm_p": 0.26253224459531754,18786"dm_stat": 1.127412058648118787},18788"histvar252__empirical__w1000_r5": {18789"n": 92,18790"ratio": 3.2406676579090656,18791"dm_p": 0.351244466030674,18792"dm_stat": 0.936988712148654318793},18794"histvar66__empirical__w1000_r5": {18795"n": 92,18796"ratio": 2.8621434088470323,18797"dm_p": 0.30058537241684274,18798"dm_stat": 1.04110411416084118799},18800"igarch11__ged__w1000_r5": {18801"n": 92,18802"ratio": 0.6900698590857774,18803"dm_p": 0.43796717378554495,18804"dm_stat": -0.779057392718070618805},18806"igarch11__normal__w1000_r5": {18807"n": 92,18808"ratio": 0.6053982655199458,18809"dm_p": 0.4264948503120507,18810"dm_stat": -0.79878519738057618811},18812"igarch11__skewt__w1000_r5": {18813"n": 92,18814"ratio": 0.701084826601094,18815"dm_p": 0.44629032690313564,18816"dm_stat": -0.764933557205793418817},18818"igarch11__t__w1000_r5": {18819"n": 92,18820"ratio": 0.6831630719419889,18821"dm_p": 0.44324747954113297,18822"dm_stat": -0.770079160905802218823},18824"loghar_rv__empirical__w1000_r5": {18825"n": 92,18826"ratio": 1.3551308266505337,18827"dm_p": 0.42566825336426534,18828"dm_stat": 0.800218648282376218829},18830"msgarch2__normal__w1000_r5": {18831"n": 92,18832"ratio": 1.459703617435671,18833"dm_p": 0.3511609846460359,18834"dm_stat": 0.937151901212329618835},18836"msgarch2__t__w1000_r5": {18837"n": 92,18838"ratio": 1.310280523565845,18839"dm_p": 0.3502510816827608,18840"dm_stat": 0.938932199126724918841},18842"nagarch11__ged__w1000_r5": {18843"n": 92,18844"ratio": 0.825476672441605,18845"dm_p": 0.6166884462519882,18846"dm_stat": -0.502273434100200218847},18848"nagarch11__normal__w1000_r5": {18849"n": 92,18850"ratio": 0.7789067236383849,18851"dm_p": 0.5712783624760331,18852"dm_stat": -0.568229928883929518853},18854"nagarch11__skewt__w1000_r5": {18855"n": 92,18856"ratio": 0.8168860763539085,18857"dm_p": 0.6107285158947672,18858"dm_stat": -0.510799400992965618859},18860"nagarch11__t__w1000_r5": {18861"n": 92,18862"ratio": 0.8367872912489195,18863"dm_p": 0.6272801284521257,18864"dm_stat": -0.487211381877834318865},18866"qgarch11__ged__w1000_r5": {18867"n": 92,18868"ratio": 0.9960225096419794,18869"dm_p": 0.9538992057278132,18870"dm_stat": -0.05797053399187758518871},18872"qgarch11__normal__w1000_r5": {18873"n": 92,18874"ratio": 0.8960445255547899,18875"dm_p": 0.5500672364097152,18876"dm_stat": -0.599894805439551318877},18878"qgarch11__skewt__w1000_r5": {18879"n": 92,18880"ratio": 0.995393986753939,18881"dm_p": 0.939173862249611,18882"dm_stat": -0.0765194019756022718883},18884"qgarch11__t__w1000_r5": {18885"n": 92,18886"ratio": 0.9949177687826082,18887"dm_p": 0.9324138540694203,18888"dm_stat": -0.0850432189040849818889},18890"realgarch11__normal__w1000_r5": {18891"n": 92,18892"ratio": 1.3254507957204256,18893"dm_p": 0.42749750105587125,18894"dm_stat": 0.797048649579933218895},18896"realgarch11__t__w1000_r5": {18897"n": 92,18898"ratio": 1.6310871700567737,18899"dm_p": 0.016415748266594147,18900"dm_stat": 2.44488509067997218901},18902"rm2006__normal__w1000_r5": {18903"n": 92,18904"ratio": 1.3104754833593104,18905"dm_p": 0.29057893546090197,18906"dm_stat": 1.063035000059317818907},18908"rm_rw__empirical__w1000_r5": {18909"n": 92,18910"ratio": 0.7833079049021221,18911"dm_p": 0.5974639712254824,18912"dm_stat": -0.529911348230680218913},18914"tarch11__ged__w1000_r5": {18915"n": 92,18916"ratio": 1.0328657143373685,18917"dm_p": 0.787223910537667,18918"dm_stat": 0.2707142230803355518919},18920"tarch11__normal__w1000_r5": {18921"n": 92,18922"ratio": 0.9471474843278788,18923"dm_p": 0.755397580200641,18924"dm_stat": -0.312470912250628118925},18926"tarch11__skewt__w1000_r5": {18927"n": 92,18928"ratio": 0.8994324464477425,18929"dm_p": 0.6291060290199768,18930"dm_stat": -0.484626154712696618931},18932"tarch11__t__w1000_r5": {18933"n": 92,18934"ratio": 1.0035191590615298,18935"dm_p": 0.9794032984194332,18936"dm_stat": 0.02588807444364379218937}18938},18939"episode=none": {18940"aparch11__ged__w1000_r5": {18941"n": 2317,18942"ratio": 1.0516497022473863,18943"dm_p": 0.48632324341642,18944"dm_stat": 0.696280194030665918945},18946"aparch11__normal__w1000_r5": {18947"n": 2317,18948"ratio": 1.06503513571617,18949"dm_p": 0.08804679864663603,18950"dm_stat": 1.70651228524151918951},18952"aparch11__skewt__w1000_r5": {18953"n": 2317,18954"ratio": 1.8614812499160729,18955"dm_p": 0.3000539486862414,18956"dm_stat": 1.036549760769141418957},18958"aparch11__t__w1000_r5": {18959"n": 2317,18960"ratio": 1.0430906163057176,18961"dm_p": 0.5447166614254053,18962"dm_stat": 0.605785348104190718963},18964"arch5__ged__w1000_r5": {18965"n": 2317,18966"ratio": 1.1249052982613494,18967"dm_p": 0.0016554359006878002,18968"dm_stat": 3.149662836951365318969},18970"arch5__normal__w1000_r5": {18971"n": 2317,18972"ratio": 1.1054200885570074,18973"dm_p": 0.016784629983175346,18974"dm_stat": 2.393127376630110418975},18976"arch5__skewt__w1000_r5": {18977"n": 2317,18978"ratio": 1.1095488885211673,18979"dm_p": 0.11488700070238275,18980"dm_stat": 1.577196010105618618981},18982"arch5__t__w1000_r5": {18983"n": 2317,18984"ratio": 1.1485341298354885,18985"dm_p": 0.0734132382598758,18986"dm_stat": 1.791066040340185518987},18988"avgarch11__ged__w1000_r5": {18989"n": 2317,18990"ratio": 0.9682391929234738,18991"dm_p": 0.03627998008853108,18992"dm_stat": -2.094993053523004418993},18994"avgarch11__normal__w1000_r5": {18995"n": 2317,18996"ratio": 0.9696878082505409,18997"dm_p": 0.6097324153882961,18998"dm_stat": -0.51052491950606818999},19000"avgarch11__skewt__w1000_r5": {19001"n": 2317,19002"ratio": 0.9271499394250082,19003"dm_p": 0.026775754078345444,19004"dm_stat": -2.21618411962693419005},19006"avgarch11__t__w1000_r5": {19007"n": 2317,19008"ratio": 0.9433472618042246,19009"dm_p": 0.04881868201934294,19010"dm_stat": -1.97121052090649419011},19012"cgarch11__ged__w1000_r5": {19013"n": 2317,19014"ratio": 1.0838165287536083,19015"dm_p": 0.16902672049088519,19016"dm_stat": 1.37576728997488819017},19018"cgarch11__normal__w1000_r5": {19019"n": 2317,19020"ratio": 1.087558016557883,19021"dm_p": 0.14797763996469404,19022"dm_stat": 1.447195043333993719023},19024"cgarch11__skewt__w1000_r5": {19025"n": 2317,19026"ratio": 1.0537508534699322,19027"dm_p": 0.3294546053827819,19028"dm_stat": 0.975418446657234319029},19030"cgarch11__t__w1000_r5": {19031"n": 2317,19032"ratio": 1.0874326158490306,19033"dm_p": 0.09979926698278888,19034"dm_stat": 1.646486713181139119035},19036"constvar__normal__w1000_r5": {19037"n": 2317,19038"ratio": 1.3226639331635173,19039"dm_p": 4.477209475335674e-06,19040"dm_stat": 4.59884509548179119041},19042"egarch11__ged__w1000_r5": {19043"n": 2317,19044"ratio": 1.0435522486509454,19045"dm_p": 0.5412904007418067,19046"dm_stat": 0.61095337637788719047},19048"egarch11__normal__w1000_r5": {19049"n": 2317,19050"ratio": 1.0312299866955454,19051"dm_p": 0.5265851419318476,19052"dm_stat": 0.633323194645771919053},19054"egarch11__skewt__w1000_r5": {19055"n": 2317,19056"ratio": 1.0178498443539616,19057"dm_p": 0.7366402045703303,19058"dm_stat": 0.3363463070695383319059},19060"egarch11__t__w1000_r5": {19061"n": 2317,19062"ratio": 1.092510980290596,19063"dm_p": 0.1859109298810859,19064"dm_stat": 1.323165588803811419065},19066"ewma094__normal__w1000_r5": {19067"n": 2317,19068"ratio": 1.2272917220959803,19069"dm_p": 0.11871494325928336,19070"dm_stat": 1.560768773930108419071},19072"figarch11__ged__w1000_r5": {19073"n": 2317,19074"ratio": 0.9923739523798898,19075"dm_p": 0.8876307920747936,19076"dm_stat": -0.1413182895482093519077},19078"figarch11__normal__w1000_r5": {19079"n": 2317,19080"ratio": 0.9452430005645761,19081"dm_p": 0.5700600718621813,19082"dm_stat": -0.568044124868946319083},19084"figarch11__skewt__w1000_r5": {19085"n": 2317,19086"ratio": 0.9873620825167198,19087"dm_p": 0.8010210456525765,19088"dm_stat": -0.252054833338463219089},19090"figarch11__t__w1000_r5": {19091"n": 2317,19092"ratio": 1.0087282333462564,19093"dm_p": 0.8613819653801951,19094"dm_stat": 0.174634674106675119095},19096"garch11__ged__w1000_r5": {19097"n": 2317,19098"ratio": 1.0017279169675186,19099"dm_p": 0.8857873244901482,19100"dm_stat": 0.1436525690106609219101},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": 0.968142055026738,19111"dm_p": 0.25242685123812886,19112"dm_stat": -1.14476006297131519113},19114"garch11__t__w1000_r5": {19115"n": 2317,19116"ratio": 0.9786593804355387,19117"dm_p": 0.6032380888603446,19118"dm_stat": -0.519820900458724219119},19120"garch12__ged__w1000_r5": {19121"n": 2317,19122"ratio": 1.0032678886910493,19123"dm_p": 0.7951907484184868,19124"dm_stat": 0.2596060430325795619125},19126"garch12__normal__w1000_r5": {19127"n": 2317,19128"ratio": 0.9992480033666056,19129"dm_p": 0.6877039494172099,19130"dm_stat": -0.402023335327635219131},19132"garch12__skewt__w1000_r5": {19133"n": 2317,19134"ratio": 0.9690209276572148,19135"dm_p": 0.26948451813916435,19136"dm_stat": -1.10451504100739519137},19138"garch12__t__w1000_r5": {19139"n": 2317,19140"ratio": 0.9798463741973416,19141"dm_p": 0.6231412160636783,19142"dm_stat": -0.4914691809232475419143},19144"garch21__ged__w1000_r5": {19145"n": 2317,19146"ratio": 1.0080021736900031,19147"dm_p": 0.5148612617268689,19148"dm_stat": 0.651387101456518119149},19150"garch21__normal__w1000_r5": {19151"n": 2317,19152"ratio": 1.0043909495331087,19153"dm_p": 0.021620360536743637,19154"dm_stat": 2.29852925534551419155},19156"garch21__skewt__w1000_r5": {19157"n": 2317,19158"ratio": 0.9755819791065427,19159"dm_p": 0.3521998302192117,19160"dm_stat": -0.930518190448100419161},19162"garch21__t__w1000_r5": {19163"n": 2317,19164"ratio": 0.9866164735363817,19165"dm_p": 0.7415375083377673,19166"dm_stat": -0.329857448013708519167},19168"garchm11__ged__w1000_r5": {19169"n": 2317,19170"ratio": 1.0093994694837416,19171"dm_p": 0.7065536177617024,19172"dm_stat": 0.376535100228101419173},19174"garchm11__normal__w1000_r5": {19175"n": 2317,19176"ratio": 0.998047881285318,19177"dm_p": 0.7268072663327797,19178"dm_stat": -0.349418030176807519179},19180"garchm11__skewt__w1000_r5": {19181"n": 2317,19182"ratio": 0.9603054667293875,19183"dm_p": 0.056533145154853144,19184"dm_stat": -1.90785783849619719185},19186"garchm11__t__w1000_r5": {19187"n": 2317,19188"ratio": 0.9733991267050787,19189"dm_p": 0.47124882699353565,19190"dm_stat": -0.720566766509762519191},19192"garchx_rv11__normal__w1000_r5": {19193"n": 2317,19194"ratio": 1.095482079390112,19195"dm_p": 0.0165372582728181,19196"dm_stat": 2.398583721138345419197},19198"garchx_rv11__t__w1000_r5": {19199"n": 2317,19200"ratio": 1.0979976406861314,19201"dm_p": 0.03789548424466811,19202"dm_stat": 2.077173947292459319203},19204"gas_t11__t__w1000_r5": {19205"n": 2317,19206"ratio": 1.0009451529397553,19207"dm_p": 0.9671117790841053,19208"dm_stat": 0.0412354097624801319209},19210"gjr11__ged__w1000_r5": {19211"n": 2317,19212"ratio": 1.0089715102683885,19213"dm_p": 0.8590335457495848,19214"dm_stat": 0.1776243340724389719215},19216"gjr11__normal__w1000_r5": {19217"n": 2317,19218"ratio": 1.0010689038031166,19219"dm_p": 0.9786900302252544,19220"dm_stat": 0.02671414797460239219221},19222"gjr11__skewt__w1000_r5": {19223"n": 2317,19224"ratio": 1.00962525398288,19225"dm_p": 0.827211539426796,19226"dm_stat": 0.2183039380589694219227},19228"gjr11__t__w1000_r5": {19229"n": 2317,19230"ratio": 1.0097128859489248,19231"dm_p": 0.8394586907796453,19232"dm_stat": 0.2026086937149351719233},19234"har_rv__empirical__w1000_r5": {19235"n": 2317,19236"ratio": 1.126716413128731,19237"dm_p": 0.004526248032453468,19238"dm_stat": 2.841727205056411519239},19240"heavy11__normal__w1000_r5": {19241"n": 2317,19242"ratio": 1.094712474383332,19243"dm_p": 0.022710734488061258,19244"dm_stat": 2.279789379404560719245},19246"heavy11__t__w1000_r5": {19247"n": 2317,19248"ratio": 1.098384572431474,19249"dm_p": 0.04000617684427639,19250"dm_stat": 2.054842430442762619251},19252"histvar22__empirical__w1000_r5": {19253"n": 2317,19254"ratio": 1.5275319373940706,19255"dm_p": 0.011015952164394808,19256"dm_stat": 2.544241837174801519257},19258"histvar252__empirical__w1000_r5": {19259"n": 2317,19260"ratio": 1.452581585582594,19261"dm_p": 0.002262884539367424,19262"dm_stat": 3.056773639778054319263},19264"histvar66__empirical__w1000_r5": {19265"n": 2317,19266"ratio": 1.5533566390829914,19267"dm_p": 0.07239742146910745,19268"dm_stat": 1.79743113680668619269},19270"igarch11__ged__w1000_r5": {19271"n": 2317,19272"ratio": 1.036948635221616,19273"dm_p": 0.729715284693235,19274"dm_stat": 0.345546042077700819275},19276"igarch11__normal__w1000_r5": {19277"n": 2317,19278"ratio": 1.0832108906295366,19279"dm_p": 0.49803393109635735,19280"dm_stat": 0.677693201775931419281},19282"igarch11__skewt__w1000_r5": {19283"n": 2317,19284"ratio": 0.9916041273038917,19285"dm_p": 0.9403795195748244,19286"dm_stat": -0.074800983162673119287},19288"igarch11__t__w1000_r5": {19289"n": 2317,19290"ratio": 1.026153738517345,19291"dm_p": 0.8226960371063161,19292"dm_stat": 0.224104141461805419293},19294"loghar_rv__empirical__w1000_r5": {19295"n": 2317,19296"ratio": 1.0023049911709467,19297"dm_p": 0.9508527820405235,19298"dm_stat": 0.0616425854100664319299},19300"msgarch2__normal__w1000_r5": {19301"n": 2317,19302"ratio": 1.0124590368212263,19303"dm_p": 0.6487486362106591,19304"dm_stat": 0.455560671280848219305},19306"msgarch2__t__w1000_r5": {19307"n": 2317,19308"ratio": 1.002396878334535,19309"dm_p": 0.9762291059829447,19310"dm_stat": 0.02980002556000825219311},19312"nagarch11__ged__w1000_r5": {19313"n": 2317,19314"ratio": 1.0530799138289855,19315"dm_p": 0.32843298723381587,19316"dm_stat": 0.97748136572173919317},19318"nagarch11__normal__w1000_r5": {19319"n": 2317,19320"ratio": 1.032166971233332,19321"dm_p": 0.3945373337058862,19322"dm_stat": 0.851576310906562619323},19324"nagarch11__skewt__w1000_r5": {19325"n": 2317,19326"ratio": 1.0712197646029993,19327"dm_p": 0.18283653283851273,19328"dm_stat": 1.332471047591348619329},19330"nagarch11__t__w1000_r5": {19331"n": 2317,19332"ratio": 1.0673684303839468,19333"dm_p": 0.30248758006037274,19334"dm_stat": 1.031343229529274219335},19336"qgarch11__ged__w1000_r5": {19337"n": 2317,19338"ratio": 1.0386318238442325,19339"dm_p": 0.36177572989924794,19340"dm_stat": 0.912167036288558619341},19342"qgarch11__normal__w1000_r5": {19343"n": 2317,19344"ratio": 1.0239501485473226,19345"dm_p": 0.2031714013337832,19346"dm_stat": 1.272927866547857419347},19348"qgarch11__skewt__w1000_r5": {19349"n": 2317,19350"ratio": 1.0376695039905728,19351"dm_p": 0.30509014744758584,19352"dm_stat": 1.025806034334539919353},19354"qgarch11__t__w1000_r5": {19355"n": 2317,19356"ratio": 1.0340005639378955,19357"dm_p": 0.46586850671813823,19358"dm_stat": 0.729338289428570319359},19360"realgarch11__normal__w1000_r5": {19361"n": 2317,19362"ratio": 1.0036196276239484,19363"dm_p": 0.9401830204315822,19364"dm_stat": 0.0750479775019652419365},19366"realgarch11__t__w1000_r5": {19367"n": 2317,19368"ratio": 1.9711355029065203,19369"dm_p": 1.258031866385352e-06,19370"dm_stat": 4.85911082885333919371},19372"rm2006__normal__w1000_r5": {19373"n": 2317,19374"ratio": 1.0422092769069589,19375"dm_p": 0.6445748471204695,19376"dm_stat": 0.461372301114345419377},19378"rm_rw__empirical__w1000_r5": {19379"n": 2317,19380"ratio": 2.7255848002280993,19381"dm_p": 0.00015398896967199337,19382"dm_stat": 3.79081568712900319383},19384"tarch11__ged__w1000_r5": {19385"n": 2317,19386"ratio": 1.0056384334951256,19387"dm_p": 0.9160640654294664,19388"dm_stat": 0.105404383760244219389},19390"tarch11__normal__w1000_r5": {19391"n": 2317,19392"ratio": 1.0011478557443734,19393"dm_p": 0.968640582398048,19394"dm_stat": 0.039317576230990219395},19396"tarch11__skewt__w1000_r5": {19397"n": 2317,19398"ratio": 1.004007882194277,19399"dm_p": 0.9147385387500636,19400"dm_stat": 0.1070752716576695919401},19402"tarch11__t__w1000_r5": {19403"n": 2317,19404"ratio": 1.0167038851842038,19405"dm_p": 0.7716888833008655,19406"dm_stat": 0.29020043550039919407}19408},19409"episode=rate_shock_2022": {19410"aparch11__ged__w1000_r5": {19411"n": 251,19412"ratio": 0.8171498524957709,19413"dm_p": 0.17625514126237665,19414"dm_stat": -1.356212582100052119415},19416"aparch11__normal__w1000_r5": {19417"n": 251,19418"ratio": 0.8095042873336278,19419"dm_p": 0.2750172717776954,19420"dm_stat": -1.093978655862333219421},19422"aparch11__skewt__w1000_r5": {19423"n": 251,19424"ratio": 0.9473324294519235,19425"dm_p": 0.7903414220738884,19426"dm_stat": -0.266152127826983919427},19428"aparch11__t__w1000_r5": {19429"n": 251,19430"ratio": 0.9172831279278884,19431"dm_p": 0.6068435378684834,19432"dm_stat": -0.515235795425508519433},19434"arch5__ged__w1000_r5": {19435"n": 251,19436"ratio": 1.2745611917002309,19437"dm_p": 0.09903788846271994,19438"dm_stat": 1.655696837123839419439},19440"arch5__normal__w1000_r5": {19441"n": 251,19442"ratio": 1.0626287088144903,19443"dm_p": 0.5790209639007394,19444"dm_stat": 0.555541728653474419445},19446"arch5__skewt__w1000_r5": {19447"n": 251,19448"ratio": 1.2436570934134972,19449"dm_p": 0.09552013132526643,19450"dm_stat": 1.673294321214849219451},19452"arch5__t__w1000_r5": {19453"n": 251,19454"ratio": 1.4689926808514147,19455"dm_p": 0.03756417351530555,19456"dm_stat": 2.09070959342051719457},19458"avgarch11__ged__w1000_r5": {19459"n": 251,19460"ratio": 0.83927676917489,19461"dm_p": 0.1804117722809243,19462"dm_stat": -1.343241794593668319463},19464"avgarch11__normal__w1000_r5": {19465"n": 251,19466"ratio": 0.7876699802146805,19467"dm_p": 0.0018476625180996673,19468"dm_stat": -3.147314981308811719469},19470"avgarch11__skewt__w1000_r5": {19471"n": 251,19472"ratio": 0.8781776683830295,19473"dm_p": 0.4200518556892553,19474"dm_stat": -0.807663955605526819475},19476"avgarch11__t__w1000_r5": {19477"n": 251,19478"ratio": 0.8137323483707158,19479"dm_p": 0.09378119434388361,19480"dm_stat": -1.682186748296717419481},19482"cgarch11__ged__w1000_r5": {19483"n": 251,19484"ratio": 1.1867092598939735,19485"dm_p": 0.12517518514267575,19486"dm_stat": 1.538565172572832419487},19488"cgarch11__normal__w1000_r5": {19489"n": 251,19490"ratio": 1.1382652974900027,19491"dm_p": 0.3072061696044287,19492"dm_stat": 1.023191918146558319493},19494"cgarch11__skewt__w1000_r5": {19495"n": 251,19496"ratio": 1.193507414615118,19497"dm_p": 0.2993525398787875,19498"dm_stat": 1.03998298845089119499},19500"cgarch11__t__w1000_r5": {19501"n": 251,19502"ratio": 1.2536031860727597,19503"dm_p": 0.0007722722836533595,19504"dm_stat": 3.40439321716312619505},19506"constvar__normal__w1000_r5": {19507"n": 251,19508"ratio": 0.6537732402757592,19509"dm_p": 0.05291666450547243,19510"dm_stat": -1.944830896018375819511},19512"egarch11__ged__w1000_r5": {19513"n": 251,19514"ratio": 0.690052092105621,19515"dm_p": 0.004578358093882609,19516"dm_stat": -2.861137827634394619517},19518"egarch11__normal__w1000_r5": {19519"n": 251,19520"ratio": 0.606499806974978,19521"dm_p": 7.727521652993723e-05,19522"dm_stat": -4.01938761153757519523},19524"egarch11__skewt__w1000_r5": {19525"n": 251,19526"ratio": 0.7878268943820903,19527"dm_p": 0.192594816332734,19528"dm_stat": -1.306465844369533419529},19530"egarch11__t__w1000_r5": {19531"n": 251,19532"ratio": 0.7744416257775852,19533"dm_p": 0.07657948381057283,19534"dm_stat": -1.778241828624374919535},19536"ewma094__normal__w1000_r5": {19537"n": 251,19538"ratio": 1.2143028907036497,19539"dm_p": 0.35852762795513005,19540"dm_stat": 0.919869591997395419541},19542"figarch11__ged__w1000_r5": {19543"n": 251,19544"ratio": 1.0553784845760918,19545"dm_p": 0.47146995747553827,19546"dm_stat": 0.72118438702344719547},19548"figarch11__normal__w1000_r5": {19549"n": 251,19550"ratio": 1.0696552841377283,19551"dm_p": 0.5467866690138645,19552"dm_stat": 0.603404526841148819553},19554"figarch11__skewt__w1000_r5": {19555"n": 251,19556"ratio": 1.0666109392773548,19557"dm_p": 0.4635936574865131,19558"dm_stat": 0.73407051689899819559},19560"figarch11__t__w1000_r5": {19561"n": 251,19562"ratio": 1.0481972009144895,19563"dm_p": 0.47655703156596363,19564"dm_stat": 0.712925064526862719565},19566"garch11__ged__w1000_r5": {19567"n": 251,19568"ratio": 1.1000662030501176,19569"dm_p": 0.006531662953016835,19570"dm_stat": 2.74284389939407719571},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": 1.0952198638667117,19581"dm_p": 0.1942419275429196,19582"dm_stat": 1.30162740024311319583},19584"garch11__t__w1000_r5": {19585"n": 251,19586"ratio": 1.16573874348693,19587"dm_p": 0.038753150381784854,19588"dm_stat": 2.077750116123401519589},19590"garch12__ged__w1000_r5": {19591"n": 251,19592"ratio": 1.1001506867799178,19593"dm_p": 0.006472067303353663,19594"dm_stat": 2.745944807368129419595},19596"garch12__normal__w1000_r5": {19597"n": 251,19598"ratio": 1.0000271062612458,19599"dm_p": 0.33258947122350047,19600"dm_stat": 0.970793390770651519601},19602"garch12__skewt__w1000_r5": {19603"n": 251,19604"ratio": 1.0952275916466752,19605"dm_p": 0.19431334723244728,19606"dm_stat": 1.301418289143304419607},19608"garch12__t__w1000_r5": {19609"n": 251,19610"ratio": 1.1656767171033489,19611"dm_p": 0.038885605103238824,19612"dm_stat": 2.076327530072987819613},19614"garch21__ged__w1000_r5": {19615"n": 251,19616"ratio": 1.078170332692504,19617"dm_p": 0.03297483405091825,19618"dm_stat": 2.144282043890465519619},19620"garch21__normal__w1000_r5": {19621"n": 251,19622"ratio": 0.9826263624855758,19623"dm_p": 0.10893565341259595,19624"dm_stat": -1.60873817821185119625},19626"garch21__skewt__w1000_r5": {19627"n": 251,19628"ratio": 1.0919289164361443,19629"dm_p": 0.13850218931930366,19630"dm_stat": 1.486139564251786719631},19632"garch21__t__w1000_r5": {19633"n": 251,19634"ratio": 1.172209715748744,19635"dm_p": 0.05028589656647163,19636"dm_stat": 1.967027626218562619637},19638"garchm11__ged__w1000_r5": {19639"n": 251,19640"ratio": 1.1051429680772005,19641"dm_p": 0.0185153641696403,19642"dm_stat": 2.370662653526649519643},19644"garchm11__normal__w1000_r5": {19645"n": 251,19646"ratio": 0.9975665353280377,19647"dm_p": 0.8034655214142801,19648"dm_stat": -0.2491290403497720419649},19650"garchm11__skewt__w1000_r5": {19651"n": 251,19652"ratio": 1.0963006502648094,19653"dm_p": 0.43059909212027714,19654"dm_stat": 0.789446627496683319655},19656"garchm11__t__w1000_r5": {19657"n": 251,19658"ratio": 1.1759489260075409,19659"dm_p": 0.04945604170954725,19660"dm_stat": 1.974232465404734719661},19662"garchx_rv11__normal__w1000_r5": {19663"n": 251,19664"ratio": 1.3811403551650177,19665"dm_p": 0.014114522845431318,19666"dm_stat": 2.47168961906295119667},19668"garchx_rv11__t__w1000_r5": {19669"n": 251,19670"ratio": 1.32792220977119,19671"dm_p": 0.014629121763153992,19672"dm_stat": 2.45853922613765919673},19674"gas_t11__t__w1000_r5": {19675"n": 251,19676"ratio": 1.0588965651627298,19677"dm_p": 0.5847580944437364,19678"dm_stat": 0.547158264230895819679},19680"gjr11__ged__w1000_r5": {19681"n": 251,19682"ratio": 0.9863407309432584,19683"dm_p": 0.9188342698567191,19684"dm_stat": -0.1020052565792012319685},19686"gjr11__normal__w1000_r5": {19687"n": 251,19688"ratio": 0.9114364724851848,19689"dm_p": 0.41278921751900205,19690"dm_stat": -0.820365606214150619691},19692"gjr11__skewt__w1000_r5": {19693"n": 251,19694"ratio": 1.0135610206599002,19695"dm_p": 0.9298179971567262,19696"dm_stat": 0.08816263141709419697},19698"gjr11__t__w1000_r5": {19699"n": 251,19700"ratio": 1.0543461997303294,19701"dm_p": 0.7338588138480923,19702"dm_stat": 0.340376542329921419703},19704"har_rv__empirical__w1000_r5": {19705"n": 251,19706"ratio": 0.6864909812592229,19707"dm_p": 0.009020558778145003,19708"dm_stat": -2.63184171435507419709},19710"heavy11__normal__w1000_r5": {19711"n": 251,19712"ratio": 1.3343137944529282,19713"dm_p": 0.024980997959814927,19714"dm_stat": 2.255281802325578519715},19716"heavy11__t__w1000_r5": {19717"n": 251,19718"ratio": 1.3192050177630776,19719"dm_p": 0.01743710989918537,19720"dm_stat": 2.393273554135414619721},19722"histvar22__empirical__w1000_r5": {19723"n": 251,19724"ratio": 1.4428721517058989,19725"dm_p": 0.1859340527715408,19726"dm_stat": 1.326350395905394419727},19728"histvar252__empirical__w1000_r5": {19729"n": 251,19730"ratio": 3.076107683828077,19731"dm_p": 0.06794558445960704,19732"dm_stat": 1.833309100061338819733},19734"histvar66__empirical__w1000_r5": {19735"n": 251,19736"ratio": 1.6480939112073307,19737"dm_p": 0.23833770510456803,19738"dm_stat": 1.181977390774696419739},19740"igarch11__ged__w1000_r5": {19741"n": 251,19742"ratio": 1.1812440091806407,19743"dm_p": 0.2177075639731576,19744"dm_stat": 1.235760359733029319745},19746"igarch11__normal__w1000_r5": {19747"n": 251,19748"ratio": 1.2344138404778262,19749"dm_p": 0.18342775472767844,19750"dm_stat": 1.33396958099358819751},19752"igarch11__skewt__w1000_r5": {19753"n": 251,19754"ratio": 1.1360246173996884,19755"dm_p": 0.1960689019144999,19756"dm_stat": 1.29629590628566519757},19758"igarch11__t__w1000_r5": {19759"n": 251,19760"ratio": 1.1510696447990723,19761"dm_p": 0.2795034426621355,19762"dm_stat": 1.08378681792841319763},19764"loghar_rv__empirical__w1000_r5": {19765"n": 251,19766"ratio": 0.9155868669481337,19767"dm_p": 0.5571761815851124,19768"dm_stat": -0.587831220016688119769},19770"msgarch2__normal__w1000_r5": {19771"n": 251,19772"ratio": 1.050934785290897,19773"dm_p": 0.838832522500316,19774"dm_stat": 0.2035989722841468619775},19776"msgarch2__t__w1000_r5": {19777"n": 251,19778"ratio": 1.0109638607269584,19779"dm_p": 0.960100085371152,19780"dm_stat": 0.0500781660082808719781},19782"nagarch11__ged__w1000_r5": {19783"n": 251,19784"ratio": 1.4087394961200352,19785"dm_p": 0.09278407649463478,19786"dm_stat": 1.687345890975163519787},19788"nagarch11__normal__w1000_r5": {19789"n": 251,19790"ratio": 1.3852458156400584,19791"dm_p": 0.10653792108837085,19792"dm_stat": 1.619790855538424619793},19794"nagarch11__skewt__w1000_r5": {19795"n": 251,19796"ratio": 1.3924225762328029,19797"dm_p": 0.11423763214748868,19798"dm_stat": 1.58496825838640319799},19800"nagarch11__t__w1000_r5": {19801"n": 251,19802"ratio": 1.4612647647054415,19803"dm_p": 0.06953000149970207,19804"dm_stat": 1.822787316335647619805},19806"qgarch11__ged__w1000_r5": {19807"n": 251,19808"ratio": 1.020637289624993,19809"dm_p": 0.8597543218002929,19810"dm_stat": 0.1768692175916533619811},19812"qgarch11__normal__w1000_r5": {19813"n": 251,19814"ratio": 1.076141496766015,19815"dm_p": 0.6196317662021877,19816"dm_stat": 0.496991567630795919817},19818"qgarch11__skewt__w1000_r5": {19819"n": 251,19820"ratio": 0.8840827997046248,19821"dm_p": 0.18536010370978986,19822"dm_stat": -1.328088429845308219823},19824"qgarch11__t__w1000_r5": {19825"n": 251,19826"ratio": 0.9063509599515843,19827"dm_p": 0.18918344540810242,19828"dm_stat": -1.31658505002351319829},19830"realgarch11__normal__w1000_r5": {19831"n": 251,19832"ratio": 0.9009380851127832,19833"dm_p": 0.21978012702132146,19834"dm_stat": -1.23019576796148919835},19836"realgarch11__t__w1000_r5": {19837"n": 251,19838"ratio": 1.8005777917410264,19839"dm_p": 0.19231178971167928,19840"dm_stat": 1.3073003207212219841},19842"rm2006__normal__w1000_r5": {19843"n": 251,19844"ratio": 1.1211699279696374,19845"dm_p": 0.6223471716829263,19846"dm_stat": 0.493139123196693419847},19848"rm_rw__empirical__w1000_r5": {19849"n": 251,19850"ratio": 3.9687336689354225,19851"dm_p": 0.0004977341467532183,19852"dm_stat": 3.52821644507804819853},19854"tarch11__ged__w1000_r5": {19855"n": 251,19856"ratio": 0.8400526834682563,19857"dm_p": 0.2113808105439838,19858"dm_stat": -1.252987819618154819859},19860"tarch11__normal__w1000_r5": {19861"n": 251,19862"ratio": 0.7663909403673732,19863"dm_p": 0.07496917074826175,19864"dm_stat": -1.788110482420058419865},19866"tarch11__skewt__w1000_r5": {19867"n": 251,19868"ratio": 1.0625340911455778,19869"dm_p": 0.7688966233640235,19870"dm_stat": 0.2941378658387200419871},19872"tarch11__t__w1000_r5": {19873"n": 251,19874"ratio": 0.9676157746593216,19875"dm_p": 0.8398931323116887,19876"dm_stat": -0.2022405766418448319877}19878}19879}19880},19881"secondary": {19882"rv5ss_on|mse|1": {19883"aparch11__ged__w1000_r5": 1.0878193688186755,19884"aparch11__normal__w1000_r5": 1.0800942057301337,19885"aparch11__skewt__w1000_r5": 4.791506824468937e+70,19886"aparch11__t__w1000_r5": 1.1067142211022774,19887"arch5__ged__w1000_r5": 1.0736980930857805,19888"arch5__normal__w1000_r5": 1.0934188932393327,19889"arch5__skewt__w1000_r5": 1.0601597385404888,19890"arch5__t__w1000_r5": 1.066331162932198,19891"avgarch11__ged__w1000_r5": 1.028748539292166,19892"avgarch11__normal__w1000_r5": 1.0048769317759259,19893"avgarch11__skewt__w1000_r5": 1.0448162765187614,19894"avgarch11__t__w1000_r5": 1.0361835923242346,19895"cgarch11__ged__w1000_r5": 1.019067337641093,19896"cgarch11__normal__w1000_r5": 0.9879350692601243,19897"cgarch11__skewt__w1000_r5": 1.031181685274762,19898"cgarch11__t__w1000_r5": 1.022012732574116,19899"constvar__normal__w1000_r5": 1.9324305642918644,19900"egarch11__ged__w1000_r5": 1.1454027911062823,19901"egarch11__normal__w1000_r5": 1.1689556771825194,19902"egarch11__skewt__w1000_r5": 1.1363585679973678,19903"egarch11__t__w1000_r5": 1.1157313538171367,19904"ewma094__normal__w1000_r5": 1.4400919288545027,19905"figarch11__ged__w1000_r5": 1.0215381428392263,19906"figarch11__normal__w1000_r5": 0.9999114556036524,19907"figarch11__skewt__w1000_r5": 1.0299276824016452,19908"figarch11__t__w1000_r5": 1.0274170617104301,19909"garch11__ged__w1000_r5": 1.0198166984710408,19910"garch11__normal__w1000_r5": 1.0,19911"garch11__skewt__w1000_r5": 1.0390243392644096,19912"garch11__t__w1000_r5": 1.0373388664423655,19913"garch12__ged__w1000_r5": 1.0197024417281584,19914"garch12__normal__w1000_r5": 1.0158258934052113,19915"garch12__skewt__w1000_r5": 1.0390033463479063,19916"garch12__t__w1000_r5": 1.037275646870901,19917"garch21__ged__w1000_r5": 1.0201215705733364,19918"garch21__normal__w1000_r5": 1.00187956486922,19919"garch21__skewt__w1000_r5": 1.037088253889665,19920"garch21__t__w1000_r5": 1.0388390154359421,19921"garchm11__ged__w1000_r5": 1.1926434291695478,19922"garchm11__normal__w1000_r5": 1.0539608354230867,19923"garchm11__skewt__w1000_r5": 1.1893124254215546,19924"garchm11__t__w1000_r5": 1.2993504422192397,19925"garchx_rv11__normal__w1000_r5": 1.1679791497647058,19926"garchx_rv11__t__w1000_r5": 1.1899671504377045,19927"gas_t11__t__w1000_r5": 1.1133804698705694,19928"gjr11__ged__w1000_r5": 1.061730441140829,19929"gjr11__normal__w1000_r5": 1.0431143423056524,19930"gjr11__skewt__w1000_r5": 1.072806789800163,19931"gjr11__t__w1000_r5": 1.079244581545189,19932"har_rv__empirical__w1000_r5": 1.4507146900816246,19933"heavy11__normal__w1000_r5": 1.2013975716561232,19934"heavy11__t__w1000_r5": 1.2136908418278263,19935"histvar22__empirical__w1000_r5": 1.6346885435020675,19936"histvar252__empirical__w1000_r5": 1.9196089162612857,19937"histvar66__empirical__w1000_r5": 1.8571796774815101,19938"igarch11__ged__w1000_r5": 1.0229479941995856,19939"igarch11__normal__w1000_r5": 1.010177813742956,19940"igarch11__skewt__w1000_r5": 1.0389047159850475,19941"igarch11__t__w1000_r5": 1.033842464435812,19942"loghar_rv__empirical__w1000_r5": 1.1268268856095567,19943"msgarch2__normal__w1000_r5": 1.056706502647555,19944"msgarch2__t__w1000_r5": 1.0182226414025621,19945"nagarch11__ged__w1000_r5": 1.1879963513548446,19946"nagarch11__normal__w1000_r5": 1.181722215292424,19947"nagarch11__skewt__w1000_r5": 1.1920102170993259,19948"nagarch11__t__w1000_r5": 1.1914063948257427,19949"qgarch11__ged__w1000_r5": 1.003015751451917,19950"qgarch11__normal__w1000_r5": 0.9855843046324393,19951"qgarch11__skewt__w1000_r5": 1.0201788139342358,19952"qgarch11__t__w1000_r5": 1.0122040915078474,19953"realgarch11__normal__w1000_r5": 1.066999142521962,19954"realgarch11__t__w1000_r5": 1.0557884437041734,19955"rm2006__normal__w1000_r5": 1.3277768323121173,19956"rm_rw__empirical__w1000_r5": 1.6271351196236494,19957"tarch11__ged__w1000_r5": 1.0859953026074678,19958"tarch11__normal__w1000_r5": 1.072564381874874,19959"tarch11__skewt__w1000_r5": 1.0937586926583305,19960"tarch11__t__w1000_r5": 1.100683140735975619961},19962"rv5ss_on|mse|5": {19963"aparch11__ged__w1000_r5": 1.002734735772766,19964"aparch11__normal__w1000_r5": 0.9690243569357011,19965"aparch11__skewt__w1000_r5": 7.400338528731869e+115,19966"aparch11__t__w1000_r5": 1.0633022730452844,19967"arch5__ged__w1000_r5": 1.0727163330265361,19968"arch5__normal__w1000_r5": 1.0753127661272215,19969"arch5__skewt__w1000_r5": 1.0958884293527706,19970"arch5__t__w1000_r5": 1.138596155092438,19971"avgarch11__ged__w1000_r5": 1.0158228160142537,19972"avgarch11__normal__w1000_r5": 0.9981850393176872,19973"avgarch11__skewt__w1000_r5": 1.0198981464252665,19974"avgarch11__t__w1000_r5": 1.0166911144698978,19975"cgarch11__ged__w1000_r5": 1.0161289515513228,19976"cgarch11__normal__w1000_r5": 0.9874793402673909,19977"cgarch11__skewt__w1000_r5": 1.0290957048234584,19978"cgarch11__t__w1000_r5": 1.018860027110455,19979"constvar__normal__w1000_r5": 1.9203056121204458,19980"egarch11__ged__w1000_r5": 1.117161083416866,19981"egarch11__normal__w1000_r5": 1.1467658038429935,19982"egarch11__skewt__w1000_r5": 1.0763861120858642,19983"egarch11__t__w1000_r5": 45460.81748103639,19984"ewma094__normal__w1000_r5": 1.4567352231579336,19985"figarch11__ged__w1000_r5": 1.040372025047994,19986"figarch11__normal__w1000_r5": 1.0281278420177329,19987"figarch11__skewt__w1000_r5": 1.0411898256742536,19988"figarch11__t__w1000_r5": 1.0408690997159555,19989"garch11__ged__w1000_r5": 1.0372613311988257,19990"garch11__normal__w1000_r5": 1.0,19991"garch11__skewt__w1000_r5": 1.0820274723637393,19992"garch11__t__w1000_r5": 1.110544856855563,19993"garch12__ged__w1000_r5": 1.0368216499215088,19994"garch12__normal__w1000_r5": 1.0077073095073368,19995"garch12__skewt__w1000_r5": 1.0819229054481467,19996"garch12__t__w1000_r5": 1.1102637164157882,19997"garch21__ged__w1000_r5": 1.0371014559160128,19998"garch21__normal__w1000_r5": 0.9997880513749476,19999"garch21__skewt__w1000_r5": 1.0777331968387993,20000"garch21__t__w1000_r5": 1.1102845151662295,20001"garchm11__ged__w1000_r5": 1.2534244744557026,20002"garchm11__normal__w1000_r5": 1.0262811878716027,20003"garchm11__skewt__w1000_r5": 1.2928643982410555,20004"garchm11__t__w1000_r5": 1.5384988209891248,20005"garchx_rv11__normal__w1000_r5": 1.2948735900267538,20006"garchx_rv11__t__w1000_r5": 1.4368754731617714,20007"gas_t11__t__w1000_r5": 1.2899165044207612,20008"gjr11__ged__w1000_r5": 1.071322121588292,20009"gjr11__normal__w1000_r5": 1.02790564704216,20010"gjr11__skewt__w1000_r5": 1.0907772177872253,20011"gjr11__t__w1000_r5": 1.1107508234875407,20012"har_rv__empirical__w1000_r5": 3.617712920718891,20013"heavy11__normal__w1000_r5": 1.3187515837714705,20014"heavy11__t__w1000_r5": 1.4471851185838016,20015"histvar22__empirical__w1000_r5": 1.7373778112156213,20016"histvar252__empirical__w1000_r5": 1.9237994868047237,20017"histvar66__empirical__w1000_r5": 1.9046363752229658,20018"igarch11__ged__w1000_r5": 1.0836142007258334,20019"igarch11__normal__w1000_r5": 1.0682279794706442,20020"igarch11__skewt__w1000_r5": 1.099127567395582,20021"igarch11__t__w1000_r5": 1.0970474413596791,20022"loghar_rv__empirical__w1000_r5": 1.1719278307644307,20023"msgarch2__normal__w1000_r5": 1.067532871265182,20024"msgarch2__t__w1000_r5": 1.038406786737541,20025"nagarch11__ged__w1000_r5": 1.2380589386633831,20026"nagarch11__normal__w1000_r5": 1.2212270844952966,20027"nagarch11__skewt__w1000_r5": 1.237979229381998,20028"nagarch11__t__w1000_r5": 1.2451236408037798,20029"qgarch11__ged__w1000_r5": 0.9882761057117978,20030"qgarch11__normal__w1000_r5": 0.9723924736929351,20031"qgarch11__skewt__w1000_r5": 1.004014454454739,20032"qgarch11__t__w1000_r5": 1.003257831611027,20033"realgarch11__normal__w1000_r5": 1.0640979965869877,20034"realgarch11__t__w1000_r5": 560076362248043.1,20035"rm2006__normal__w1000_r5": 1.279725692878376,20036"rm_rw__empirical__w1000_r5": 1.6984297053324768,20037"tarch11__ged__w1000_r5": 1.0278145952528852,20038"tarch11__normal__w1000_r5": 1.0099351824783909,20039"tarch11__skewt__w1000_r5": 1.052201464931807,20040"tarch11__t__w1000_r5": 1.068466605090960820041},20042"rv5ss_on|mse|22": {20043"aparch11__ged__w1000_r5": 0.8606230122944462,20044"aparch11__normal__w1000_r5": 0.833300936399168,20045"aparch11__skewt__w1000_r5": 3.649063661837208e+134,20046"aparch11__t__w1000_r5": 0.9267055735243639,20047"arch5__ged__w1000_r5": 1.1740188161799783,20048"arch5__normal__w1000_r5": 1.2351988720065836,20049"arch5__skewt__w1000_r5": 1.2883618148786529,20050"arch5__t__w1000_r5": 1.512021534089478,20051"avgarch11__ged__w1000_r5": 0.8490138829781936,20052"avgarch11__normal__w1000_r5": 0.8690786286105486,20053"avgarch11__skewt__w1000_r5": 0.8399094659524259,20054"avgarch11__t__w1000_r5": 0.8385927815321153,20055"cgarch11__ged__w1000_r5": 0.9510070976877183,20056"cgarch11__normal__w1000_r5": 0.9900542161591845,20057"cgarch11__skewt__w1000_r5": 0.9713981366749436,20058"cgarch11__t__w1000_r5": 0.9953714301475934,20059"constvar__normal__w1000_r5": 1.0865620838316024,20060"egarch11__ged__w1000_r5": 0.8842378976753431,20061"egarch11__normal__w1000_r5": 0.8916036647978516,20062"egarch11__skewt__w1000_r5": 2.9693986861628687,20063"egarch11__t__w1000_r5": 319861.7411119458,20064"ewma094__normal__w1000_r5": 1.1952469222440578,20065"figarch11__ged__w1000_r5": 1.1122072881823544,20066"figarch11__normal__w1000_r5": 1.2683602650536776,20067"figarch11__skewt__w1000_r5": 1.074830862124113,20068"figarch11__t__w1000_r5": 1.0774741225700226,20069"garch11__ged__w1000_r5": 1.0631825943653148,20070"garch11__normal__w1000_r5": 1.0,20071"garch11__skewt__w1000_r5": 1.2097095784661247,20072"garch11__t__w1000_r5": 1.388868179294403,20073"garch12__ged__w1000_r5": 1.062853857014366,20074"garch12__normal__w1000_r5": 0.9970174847337345,20075"garch12__skewt__w1000_r5": 1.2095977135474134,20076"garch12__t__w1000_r5": 1.3882547679289274,20077"garch21__ged__w1000_r5": 1.0683989164720804,20078"garch21__normal__w1000_r5": 1.0004034605420327,20079"garch21__skewt__w1000_r5": 1.2153172069960778,20080"garch21__t__w1000_r5": 1.3993988236128163,20081"garchm11__ged__w1000_r5": 1.3444051836582585,20082"garchm11__normal__w1000_r5": 1.0567136723512753,20083"garchm11__skewt__w1000_r5": 1.512839623603724,20084"garchm11__t__w1000_r5": 2.123240554230841,20085"garchx_rv11__normal__w1000_r5": 1.9274977672629765,20086"garchx_rv11__t__w1000_r5": 2.232529326236032,20087"gas_t11__t__w1000_r5": 1.355409527973935,20088"gjr11__ged__w1000_r5": 1.1216727545497995,20089"gjr11__normal__w1000_r5": 1.072440217036452,20090"gjr11__skewt__w1000_r5": 1.1385687883466198,20091"gjr11__t__w1000_r5": 1.1824883725633268,20092"har_rv__empirical__w1000_r5": 0.9493086823011765,20093"heavy11__normal__w1000_r5": 1.9525743073757031,20094"heavy11__t__w1000_r5": 2.220829198394326,20095"histvar22__empirical__w1000_r5": 1.4344265337906899,20096"histvar252__empirical__w1000_r5": 1.1401785386950791,20097"histvar66__empirical__w1000_r5": 1.2749654100900631,20098"igarch11__ged__w1000_r5": 1.447035714761832,20099"igarch11__normal__w1000_r5": 1.4885966192101785,20100"igarch11__skewt__w1000_r5": 1.4182792764603118,20101"igarch11__t__w1000_r5": 1.4332462970707023,20102"loghar_rv__empirical__w1000_r5": 0.9314350475261586,20103"msgarch2__normal__w1000_r5": 0.8737281019489256,20104"msgarch2__t__w1000_r5": 0.872739560663305,20105"nagarch11__ged__w1000_r5": 1.6917242159545967,20106"nagarch11__normal__w1000_r5": 1.7158484234531706,20107"nagarch11__skewt__w1000_r5": 1.645178961924347,20108"nagarch11__t__w1000_r5": 1.6870956335036713,20109"qgarch11__ged__w1000_r5": 0.9417904552910418,20110"qgarch11__normal__w1000_r5": 0.9807815329121419,20111"qgarch11__skewt__w1000_r5": 0.9275179500231285,20112"qgarch11__t__w1000_r5": 0.9559882672159049,20113"realgarch11__normal__w1000_r5": 0.8795464830901447,20114"realgarch11__t__w1000_r5": 71731850447724.47,20115"rm2006__normal__w1000_r5": 1.0099974881560763,20116"rm_rw__empirical__w1000_r5": 2.3087282242682936,20117"tarch11__ged__w1000_r5": 0.9040985367130087,20118"tarch11__normal__w1000_r5": 0.9128950199667287,20119"tarch11__skewt__w1000_r5": 0.9629024570542777,20120"tarch11__t__w1000_r5": 0.948646429998983320121},20122"rv5ss_on|mae|1": {20123"aparch11__ged__w1000_r5": 0.9684885099676807,20124"aparch11__normal__w1000_r5": 0.9535607246110084,20125"aparch11__skewt__w1000_r5": 3.783774277988775e+34,20126"aparch11__t__w1000_r5": 0.9837965248590251,20127"arch5__ged__w1000_r5": 1.0601220407205914,20128"arch5__normal__w1000_r5": 1.0555141225131697,20129"arch5__skewt__w1000_r5": 1.0685884222121191,20130"arch5__t__w1000_r5": 1.0841838252229443,20131"avgarch11__ged__w1000_r5": 0.989743514040566,20132"avgarch11__normal__w1000_r5": 0.9835827776768895,20133"avgarch11__skewt__w1000_r5": 0.9827071505504333,20134"avgarch11__t__w1000_r5": 0.9904660762211793,20135"cgarch11__ged__w1000_r5": 0.9991091117472415,20136"cgarch11__normal__w1000_r5": 0.9857097239391968,20137"cgarch11__skewt__w1000_r5": 1.0029839701367553,20138"cgarch11__t__w1000_r5": 1.0184905844614003,20139"constvar__normal__w1000_r5": 1.5126725226999675,20140"egarch11__ged__w1000_r5": 0.941326322965896,20141"egarch11__normal__w1000_r5": 0.9409454464118758,20142"egarch11__skewt__w1000_r5": 0.9461454648409393,20143"egarch11__t__w1000_r5": 0.9502795594729192,20144"ewma094__normal__w1000_r5": 1.1672534978638023,20145"figarch11__ged__w1000_r5": 1.0214879021892243,20146"figarch11__normal__w1000_r5": 1.0188203161721963,20147"figarch11__skewt__w1000_r5": 1.0217566892237435,20148"figarch11__t__w1000_r5": 1.0265623672159663,20149"garch11__ged__w1000_r5": 1.0134883522532585,20150"garch11__normal__w1000_r5": 1.0,20151"garch11__skewt__w1000_r5": 1.0230356888591707,20152"garch11__t__w1000_r5": 1.038229558240742,20153"garch12__ged__w1000_r5": 1.0138818107329195,20154"garch12__normal__w1000_r5": 1.0014932391247877,20155"garch12__skewt__w1000_r5": 1.0234223929236388,20156"garch12__t__w1000_r5": 1.038667527638297,20157"garch21__ged__w1000_r5": 1.0164952081939682,20158"garch21__normal__w1000_r5": 1.0011172133835395,20159"garch21__skewt__w1000_r5": 1.0272286175758802,20160"garch21__t__w1000_r5": 1.0426119370780742,20161"garchm11__ged__w1000_r5": 1.0300477560071712,20162"garchm11__normal__w1000_r5": 1.0004998017633493,20163"garchm11__skewt__w1000_r5": 1.030110295445474,20164"garchm11__t__w1000_r5": 1.0731139602038458,20165"garchx_rv11__normal__w1000_r5": 1.0296674668634869,20166"garchx_rv11__t__w1000_r5": 1.0552513018826686,20167"gas_t11__t__w1000_r5": 1.0541837420534301,20168"gjr11__ged__w1000_r5": 0.9982133505677501,20169"gjr11__normal__w1000_r5": 0.9839852491047669,20170"gjr11__skewt__w1000_r5": 1.0047333437067194,20171"gjr11__t__w1000_r5": 1.0162942993366768,20172"har_rv__empirical__w1000_r5": 1.0446635484153357,20173"heavy11__normal__w1000_r5": 1.0394326858086373,20174"heavy11__t__w1000_r5": 1.063513763392469,20175"histvar22__empirical__w1000_r5": 1.2136960323617958,20176"histvar252__empirical__w1000_r5": 1.5442880169321687,20177"histvar66__empirical__w1000_r5": 1.4090730599247312,20178"igarch11__ged__w1000_r5": 1.0583712951361708,20179"igarch11__normal__w1000_r5": 1.0625933462428572,20180"igarch11__skewt__w1000_r5": 1.0553520698572785,20181"igarch11__t__w1000_r5": 1.0603119826796572,20182"loghar_rv__empirical__w1000_r5": 0.931723053268251,20183"msgarch2__normal__w1000_r5": 0.9746048577880422,20184"msgarch2__t__w1000_r5": 0.990042561013372,20185"nagarch11__ged__w1000_r5": 1.0357788781639836,20186"nagarch11__normal__w1000_r5": 1.0283892364641032,20187"nagarch11__skewt__w1000_r5": 1.0313476670054822,20188"nagarch11__t__w1000_r5": 1.0422190506728064,20189"qgarch11__ged__w1000_r5": 0.9679832932797735,20190"qgarch11__normal__w1000_r5": 0.9690256375863889,20191"qgarch11__skewt__w1000_r5": 0.9632535663461769,20192"qgarch11__t__w1000_r5": 0.9666355779929217,20193"realgarch11__normal__w1000_r5": 0.9436617971162151,20194"realgarch11__t__w1000_r5": 0.9498934443817475,20195"rm2006__normal__w1000_r5": 1.1176285916080084,20196"rm_rw__empirical__w1000_r5": 1.0888280645252293,20197"tarch11__ged__w1000_r5": 0.9690705931084257,20198"tarch11__normal__w1000_r5": 0.9544359133859563,20199"tarch11__skewt__w1000_r5": 0.9824385188392859,20200"tarch11__t__w1000_r5": 0.986811457555085120201},20202"rv5ss_on|mae|5": {20203"aparch11__ged__w1000_r5": 0.9505652582828021,20204"aparch11__normal__w1000_r5": 0.9492743448305321,20205"aparch11__skewt__w1000_r5": 7.95387248569615e+56,20206"aparch11__t__w1000_r5": 0.9758971908133927,20207"arch5__ged__w1000_r5": 1.0851158459944819,20208"arch5__normal__w1000_r5": 1.072241426615066,20209"arch5__skewt__w1000_r5": 1.09432355006701,20210"arch5__t__w1000_r5": 1.1260032956208452,20211"avgarch11__ged__w1000_r5": 0.9468180352450286,20212"avgarch11__normal__w1000_r5": 0.9653974481686367,20213"avgarch11__skewt__w1000_r5": 0.9356092777384155,20214"avgarch11__t__w1000_r5": 0.9448362550856408,20215"cgarch11__ged__w1000_r5": 1.0085231786165807,20216"cgarch11__normal__w1000_r5": 0.9882826423205316,20217"cgarch11__skewt__w1000_r5": 1.01683438192764,20218"cgarch11__t__w1000_r5": 1.0474203884230908,20219"constvar__normal__w1000_r5": 1.4953168170901041,20220"egarch11__ged__w1000_r5": 0.9209249813464845,20221"egarch11__normal__w1000_r5": 0.9346981893612959,20222"egarch11__skewt__w1000_r5": 0.941155142407593,20223"egarch11__t__w1000_r5": 15.776873702276754,20224"ewma094__normal__w1000_r5": 1.1717369821000345,20225"figarch11__ged__w1000_r5": 1.0438453993549286,20226"figarch11__normal__w1000_r5": 1.0359738676086179,20227"figarch11__skewt__w1000_r5": 1.0388415114632892,20228"figarch11__t__w1000_r5": 1.0493746408912905,20229"garch11__ged__w1000_r5": 1.0228077710524657,20230"garch11__normal__w1000_r5": 1.0,20231"garch11__skewt__w1000_r5": 1.0445158581360314,20232"garch11__t__w1000_r5": 1.0762435294621102,20233"garch12__ged__w1000_r5": 1.0225002649278365,20234"garch12__normal__w1000_r5": 1.0017219845450167,20235"garch12__skewt__w1000_r5": 1.0444552005123364,20236"garch12__t__w1000_r5": 1.075964825333804,20237"garch21__ged__w1000_r5": 1.0227554228399802,20238"garch21__normal__w1000_r5": 1.0017952702228394,20239"garch21__skewt__w1000_r5": 1.0415557805482005,20240"garch21__t__w1000_r5": 1.0744578396162818,20241"garchm11__ged__w1000_r5": 1.051736897728967,20242"garchm11__normal__w1000_r5": 1.0005610125428681,20243"garchm11__skewt__w1000_r5": 1.0634241997046063,20244"garchm11__t__w1000_r5": 1.1216684966164558,20245"garchx_rv11__normal__w1000_r5": 1.0604068379735647,20246"garchx_rv11__t__w1000_r5": 1.1003278135969277,20247"gas_t11__t__w1000_r5": 1.0784240831687362,20248"gjr11__ged__w1000_r5": 1.0039227807542617,20249"gjr11__normal__w1000_r5": 0.9803424860649479,20250"gjr11__skewt__w1000_r5": 1.0145446927909847,20251"gjr11__t__w1000_r5": 1.0253527970493581,20252"har_rv__empirical__w1000_r5": 1.2536620320805878,20253"heavy11__normal__w1000_r5": 1.064582856978574,20254"heavy11__t__w1000_r5": 1.1021020007964428,20255"histvar22__empirical__w1000_r5": 1.2244313219432952,20256"histvar252__empirical__w1000_r5": 1.5418101915679678,20257"histvar66__empirical__w1000_r5": 1.4071709863912332,20258"igarch11__ged__w1000_r5": 1.1068248325477446,20259"igarch11__normal__w1000_r5": 1.112271541566023,20260"igarch11__skewt__w1000_r5": 1.1006144892020833,20261"igarch11__t__w1000_r5": 1.1121765368239327,20262"loghar_rv__empirical__w1000_r5": 0.9141694761374178,20263"msgarch2__normal__w1000_r5": 0.9248036293560375,20264"msgarch2__t__w1000_r5": 0.9606120801413179,20265"nagarch11__ged__w1000_r5": 1.0654065323831594,20266"nagarch11__normal__w1000_r5": 1.0545618682806785,20267"nagarch11__skewt__w1000_r5": 1.0664005071828433,20268"nagarch11__t__w1000_r5": 1.0733369651588025,20269"qgarch11__ged__w1000_r5": 0.9771964420176861,20270"qgarch11__normal__w1000_r5": 0.985102286594203,20271"qgarch11__skewt__w1000_r5": 0.97189332550436,20272"qgarch11__t__w1000_r5": 0.9758629495813808,20273"realgarch11__normal__w1000_r5": 0.9095787335180802,20274"realgarch11__t__w1000_r5": 3952890.4762863205,20275"rm2006__normal__w1000_r5": 1.0930190844599117,20276"rm_rw__empirical__w1000_r5": 1.0780549144881688,20277"tarch11__ged__w1000_r5": 0.9532059122445792,20278"tarch11__normal__w1000_r5": 0.9513539969100873,20279"tarch11__skewt__w1000_r5": 0.9859217176107499,20280"tarch11__t__w1000_r5": 0.978540775161486520281},20282"rv5ss_on|mae|22": {20283"aparch11__ged__w1000_r5": 0.8806994967370033,20284"aparch11__normal__w1000_r5": 0.9553019417378162,20285"aparch11__skewt__w1000_r5": 1.2045223641522354e+66,20286"aparch11__t__w1000_r5": 0.9131400512027794,20287"arch5__ged__w1000_r5": 1.1802594083529265,20288"arch5__normal__w1000_r5": 1.1490221722189486,20289"arch5__skewt__w1000_r5": 1.2253618823323715,20290"arch5__t__w1000_r5": 1.3303445373342255,20291"avgarch11__ged__w1000_r5": 0.8498398235656139,20292"avgarch11__normal__w1000_r5": 0.9384877787782722,20293"avgarch11__skewt__w1000_r5": 0.8387960117646646,20294"avgarch11__t__w1000_r5": 0.8461926439422837,20295"cgarch11__ged__w1000_r5": 1.0093444107913494,20296"cgarch11__normal__w1000_r5": 0.9886441221182083,20297"cgarch11__skewt__w1000_r5": 1.0115889396707185,20298"cgarch11__t__w1000_r5": 1.0857324071703673,20299"constvar__normal__w1000_r5": 1.1534227125508003,20300"egarch11__ged__w1000_r5": 0.8346286112148051,20301"egarch11__normal__w1000_r5": 0.8679680627094292,20302"egarch11__skewt__w1000_r5": 1.0221047153435483,20303"egarch11__t__w1000_r5": 43.24418367261489,20304"ewma094__normal__w1000_r5": 1.0612809508570806,20305"figarch11__ged__w1000_r5": 1.073295411109735,20306"figarch11__normal__w1000_r5": 1.0905682571324071,20307"figarch11__skewt__w1000_r5": 1.0560754578633436,20308"figarch11__t__w1000_r5": 1.0813539446073954,20309"garch11__ged__w1000_r5": 1.0348169874605966,20310"garch11__normal__w1000_r5": 1.0,20311"garch11__skewt__w1000_r5": 1.0683602795330713,20312"garch11__t__w1000_r5": 1.1485915096945587,20313"garch12__ged__w1000_r5": 1.0343226796583251,20314"garch12__normal__w1000_r5": 0.9993617013187907,20315"garch12__skewt__w1000_r5": 1.0680260844185094,20316"garch12__t__w1000_r5": 1.1478857805347216,20317"garch21__ged__w1000_r5": 1.0381395605472479,20318"garch21__normal__w1000_r5": 1.002054692267846,20319"garch21__skewt__w1000_r5": 1.0712109797459448,20320"garch21__t__w1000_r5": 1.1542178719978047,20321"garchm11__ged__w1000_r5": 1.0655815873748324,20322"garchm11__normal__w1000_r5": 1.004325143941312,20323"garchm11__skewt__w1000_r5": 1.080013615677954,20324"garchm11__t__w1000_r5": 1.2093051898238563,20325"garchx_rv11__normal__w1000_r5": 1.263055284700562,20326"garchx_rv11__t__w1000_r5": 1.3121752745837798,20327"gas_t11__t__w1000_r5": 1.0441810002848435,20328"gjr11__ged__w1000_r5": 0.9988518150382752,20329"gjr11__normal__w1000_r5": 0.979233645439688,20330"gjr11__skewt__w1000_r5": 1.0193813202512223,20331"gjr11__t__w1000_r5": 1.0252864417131335,20332"har_rv__empirical__w1000_r5": 1.0103495465933352,20333"heavy11__normal__w1000_r5": 1.263099393600026,20334"heavy11__t__w1000_r5": 1.3096753531022454,20335"histvar22__empirical__w1000_r5": 1.1100992578576445,20336"histvar252__empirical__w1000_r5": 1.2445321138895598,20337"histvar66__empirical__w1000_r5": 1.1786955098337837,20338"igarch11__ged__w1000_r5": 1.2540910057082084,20339"igarch11__normal__w1000_r5": 1.299724776015594,20340"igarch11__skewt__w1000_r5": 1.2130800583529489,20341"igarch11__t__w1000_r5": 1.248788530147974,20342"loghar_rv__empirical__w1000_r5": 0.9362978176811015,20343"msgarch2__normal__w1000_r5": 0.8472314463997854,20344"msgarch2__t__w1000_r5": 0.8836770428447249,20345"nagarch11__ged__w1000_r5": 1.1892818425580263,20346"nagarch11__normal__w1000_r5": 1.2010275637248222,20347"nagarch11__skewt__w1000_r5": 1.1983247923306892,20348"nagarch11__t__w1000_r5": 1.1862399445893925,20349"qgarch11__ged__w1000_r5": 0.9806620045233613,20350"qgarch11__normal__w1000_r5": 1.0199301474992557,20351"qgarch11__skewt__w1000_r5": 0.9684627554019422,20352"qgarch11__t__w1000_r5": 0.9645766395504247,20353"realgarch11__normal__w1000_r5": 0.8412786834936062,20354"realgarch11__t__w1000_r5": 1989269.7486830915,20355"rm2006__normal__w1000_r5": 0.9887142503287746,20356"rm_rw__empirical__w1000_r5": 1.1337811473605248,20357"tarch11__ged__w1000_r5": 0.890514607712728,20358"tarch11__normal__w1000_r5": 0.9468470368282204,20359"tarch11__skewt__w1000_r5": 0.9880061482448577,20360"tarch11__t__w1000_r5": 0.922139063610975120361},20362"rv5ss_on|mse_sd|1": {20363"aparch11__ged__w1000_r5": 0.920911254135819,20364"aparch11__normal__w1000_r5": 0.9207943607675613,20365"aparch11__skewt__w1000_r5": 1.3967962363551166e+35,20366"aparch11__t__w1000_r5": 0.9318565171063246,20367"arch5__ged__w1000_r5": 1.0914164864270062,20368"arch5__normal__w1000_r5": 1.0870923968963462,20369"arch5__skewt__w1000_r5": 1.0980838874695489,20370"arch5__t__w1000_r5": 1.1121986525629743,20371"avgarch11__ged__w1000_r5": 0.9941767150864247,20372"avgarch11__normal__w1000_r5": 0.9880027665250639,20373"avgarch11__skewt__w1000_r5": 0.9902241415989285,20374"avgarch11__t__w1000_r5": 0.9929251351487433,20375"cgarch11__ged__w1000_r5": 0.9936024786936587,20376"cgarch11__normal__w1000_r5": 0.9742575880634967,20377"cgarch11__skewt__w1000_r5": 1.0015615937054034,20378"cgarch11__t__w1000_r5": 1.0130638474818614,20379"constvar__normal__w1000_r5": 2.483410099785711,20380"egarch11__ged__w1000_r5": 0.933639906797146,20381"egarch11__normal__w1000_r5": 0.9503890747217989,20382"egarch11__skewt__w1000_r5": 0.9276604721080185,20383"egarch11__t__w1000_r5": 0.9257402636414193,20384"ewma094__normal__w1000_r5": 1.364683155962936,20385"figarch11__ged__w1000_r5": 1.024954123725862,20386"figarch11__normal__w1000_r5": 1.013133630709555,20387"figarch11__skewt__w1000_r5": 1.02713417863859,20388"figarch11__t__w1000_r5": 1.031008004575076,20389"garch11__ged__w1000_r5": 1.0131171115220956,20390"garch11__normal__w1000_r5": 1.0,20391"garch11__skewt__w1000_r5": 1.0279274853971145,20392"garch11__t__w1000_r5": 1.0399565307017444,20393"garch12__ged__w1000_r5": 1.0134181378809386,20394"garch12__normal__w1000_r5": 1.0026340525526607,20395"garch12__skewt__w1000_r5": 1.0284406374934678,20396"garch12__t__w1000_r5": 1.0405106798932582,20397"garch21__ged__w1000_r5": 1.0222535973928037,20398"garch21__normal__w1000_r5": 1.004856400265276,20399"garch21__skewt__w1000_r5": 1.0364036839265462,20400"garch21__t__w1000_r5": 1.0515170938108582,20401"garchm11__ged__w1000_r5": 1.0340031951475313,20402"garchm11__normal__w1000_r5": 0.995226226627927,20403"garchm11__skewt__w1000_r5": 1.042241001472024,20404"garchm11__t__w1000_r5": 1.0823520394397879,20405"garchx_rv11__normal__w1000_r5": 1.0146377418969799,20406"garchx_rv11__t__w1000_r5": 1.0359947876425373,20407"gas_t11__t__w1000_r5": 1.0860488959282335,20408"gjr11__ged__w1000_r5": 0.9520950432971469,20409"gjr11__normal__w1000_r5": 0.937618302376231,20410"gjr11__skewt__w1000_r5": 0.9590553924627483,20411"gjr11__t__w1000_r5": 0.9692311623087728,20412"har_rv__empirical__w1000_r5": 1.1321302703699931,20413"heavy11__normal__w1000_r5": 1.029553829941738,20414"heavy11__t__w1000_r5": 1.0475151707368129,20415"histvar22__empirical__w1000_r5": 1.4935243844939259,20416"histvar252__empirical__w1000_r5": 2.4427158119794052,20417"histvar66__empirical__w1000_r5": 2.0280629659450264,20418"igarch11__ged__w1000_r5": 1.0640971191029633,20419"igarch11__normal__w1000_r5": 1.0719984059862653,20420"igarch11__skewt__w1000_r5": 1.0640965095264752,20421"igarch11__t__w1000_r5": 1.0656378993420401,20422"loghar_rv__empirical__w1000_r5": 0.9211079338617231,20423"msgarch2__normal__w1000_r5": 1.0020574084525298,20424"msgarch2__t__w1000_r5": 1.002120327871812,20425"nagarch11__ged__w1000_r5": 0.9785891007462808,20426"nagarch11__normal__w1000_r5": 0.9723496915685536,20427"nagarch11__skewt__w1000_r5": 0.9758493948784972,20428"nagarch11__t__w1000_r5": 0.9845262378896753,20429"qgarch11__ged__w1000_r5": 0.9218106700189003,20430"qgarch11__normal__w1000_r5": 0.9235455450608677,20431"qgarch11__skewt__w1000_r5": 0.9181932716836929,20432"qgarch11__t__w1000_r5": 0.9204109955189222,20433"realgarch11__normal__w1000_r5": 0.9070469266625718,20434"realgarch11__t__w1000_r5": 0.9098748156088505,20435"rm2006__normal__w1000_r5": 1.2544187421380584,20436"rm_rw__empirical__w1000_r5": 1.1705499471593588,20437"tarch11__ged__w1000_r5": 0.9069852177991422,20438"tarch11__normal__w1000_r5": 0.8960902742463656,20439"tarch11__skewt__w1000_r5": 0.9191037865838549,20440"tarch11__t__w1000_r5": 0.925000261091852420441},20442"rv5ss_on|mse_sd|5": {20443"aparch11__ged__w1000_r5": 0.9315687838105631,20444"aparch11__normal__w1000_r5": 0.948675058925019,20445"aparch11__skewt__w1000_r5": 3.2636249964439935e+57,20446"aparch11__t__w1000_r5": 0.9449857906513008,20447"arch5__ged__w1000_r5": 1.095521474367992,20448"arch5__normal__w1000_r5": 1.0785329972901345,20449"arch5__skewt__w1000_r5": 1.1061027754510564,20450"arch5__t__w1000_r5": 1.1395801723687835,20451"avgarch11__ged__w1000_r5": 0.9789956669658342,20452"avgarch11__normal__w1000_r5": 0.9882450004844693,20453"avgarch11__skewt__w1000_r5": 0.9700204064533922,20454"avgarch11__t__w1000_r5": 0.9745786873691832,20455"cgarch11__ged__w1000_r5": 1.0187138072271738,20456"cgarch11__normal__w1000_r5": 0.9795675365649037,20457"cgarch11__skewt__w1000_r5": 1.0243200903464023,20458"cgarch11__t__w1000_r5": 1.0472893990615402,20459"constvar__normal__w1000_r5": 2.538481242861306,20460"egarch11__ged__w1000_r5": 0.983052741790535,20461"egarch11__normal__w1000_r5": 1.012653708021354,20462"egarch11__skewt__w1000_r5": 0.9782852155259141,20463"egarch11__t__w1000_r5": 61.023302796631505,20464"ewma094__normal__w1000_r5": 1.3997252865515284,20465"figarch11__ged__w1000_r5": 1.033984664843581,20466"figarch11__normal__w1000_r5": 1.011713734276551,20467"figarch11__skewt__w1000_r5": 1.0340473937650674,20468"figarch11__t__w1000_r5": 1.0433957869832187,20469"garch11__ged__w1000_r5": 1.0257754098891472,20470"garch11__normal__w1000_r5": 1.0,20471"garch11__skewt__w1000_r5": 1.0474162254651447,20472"garch11__t__w1000_r5": 1.0733938454302099,20473"garch12__ged__w1000_r5": 1.0256018828957774,20474"garch12__normal__w1000_r5": 1.0059420989408718,20475"garch12__skewt__w1000_r5": 1.0476622526778088,20476"garch12__t__w1000_r5": 1.0735058432572588,20477"garch21__ged__w1000_r5": 1.0243512804923742,20478"garch21__normal__w1000_r5": 1.0007270618522,20479"garch21__skewt__w1000_r5": 1.0421886980767983,20480"garch21__t__w1000_r5": 1.0711424237745402,20481"garchm11__ged__w1000_r5": 1.0453061466568465,20482"garchm11__normal__w1000_r5": 0.9865739578955053,20483"garchm11__skewt__w1000_r5": 1.0631074952866906,20484"garchm11__t__w1000_r5": 1.131726444855242,20485"garchx_rv11__normal__w1000_r5": 1.0625890423614006,20486"garchx_rv11__t__w1000_r5": 1.105144395521833,20487"gas_t11__t__w1000_r5": 1.1121127281351884,20488"gjr11__ged__w1000_r5": 0.9727870114153775,20489"gjr11__normal__w1000_r5": 0.945660143905235,20490"gjr11__skewt__w1000_r5": 0.9869565560650873,20491"gjr11__t__w1000_r5": 0.9972434914169058,20492"har_rv__empirical__w1000_r5": 1.5457154121796888,20493"heavy11__normal__w1000_r5": 1.0688296774281445,20494"heavy11__t__w1000_r5": 1.1083983488067144,20495"histvar22__empirical__w1000_r5": 1.568748847686229,20496"histvar252__empirical__w1000_r5": 2.5254469315556918,20497"histvar66__empirical__w1000_r5": 2.114480852728643,20498"igarch11__ged__w1000_r5": 1.1051794463996372,20499"igarch11__normal__w1000_r5": 1.1145503216534733,20500"igarch11__skewt__w1000_r5": 1.1015082875544229,20501"igarch11__t__w1000_r5": 1.1107536323067533,20502"loghar_rv__empirical__w1000_r5": 0.9941321013967216,20503"msgarch2__normal__w1000_r5": 1.0112391843566897,20504"msgarch2__t__w1000_r5": 1.0322320704156756,20505"nagarch11__ged__w1000_r5": 1.0209039957838542,20506"nagarch11__normal__w1000_r5": 1.0055032107646964,20507"nagarch11__skewt__w1000_r5": 1.0206569513268322,20508"nagarch11__t__w1000_r5": 1.0292366956940822,20509"qgarch11__ged__w1000_r5": 0.9459821518054616,20510"qgarch11__normal__w1000_r5": 0.9452381551459221,20511"qgarch11__skewt__w1000_r5": 0.9442390724110816,20512"qgarch11__t__w1000_r5": 0.9428988094790293,20513"realgarch11__normal__w1000_r5": 0.9465462356497726,20514"realgarch11__t__w1000_r5": 16218165.32371136,20515"rm2006__normal__w1000_r5": 1.2408249451430922,20516"rm_rw__empirical__w1000_r5": 1.2463329701527714,20517"tarch11__ged__w1000_r5": 0.9170201389962482,20518"tarch11__normal__w1000_r5": 0.9179491241957597,20519"tarch11__skewt__w1000_r5": 0.9465729787114754,20520"tarch11__t__w1000_r5": 0.9428743988306820521},20522"rv5ss_on|mse_sd|22": {20523"aparch11__ged__w1000_r5": 0.8955643164946667,20524"aparch11__normal__w1000_r5": 0.9632757467049278,20525"aparch11__skewt__w1000_r5": 3.998123664395473e+66,20526"aparch11__t__w1000_r5": 0.9146018473240046,20527"arch5__ged__w1000_r5": 1.1896607969905502,20528"arch5__normal__w1000_r5": 1.1522002232068504,20529"arch5__skewt__w1000_r5": 1.236088808027439,20530"arch5__t__w1000_r5": 1.3608572744471288,20531"avgarch11__ged__w1000_r5": 0.8888142592836678,20532"avgarch11__normal__w1000_r5": 0.947030426190116,20533"avgarch11__skewt__w1000_r5": 0.8689026827187349,20534"avgarch11__t__w1000_r5": 0.8754439557191925,20535"cgarch11__ged__w1000_r5": 1.0400667580281104,20536"cgarch11__normal__w1000_r5": 1.0016128200785173,20537"cgarch11__skewt__w1000_r5": 1.0422705447675198,20538"cgarch11__t__w1000_r5": 1.1045381828254237,20539"constvar__normal__w1000_r5": 1.4878138932459815,20540"egarch11__ged__w1000_r5": 0.9155557572309382,20541"egarch11__normal__w1000_r5": 0.9447658584463604,20542"egarch11__skewt__w1000_r5": 1.2594569101111819,20543"egarch11__t__w1000_r5": 140.03725283592772,20544"ewma094__normal__w1000_r5": 1.208385709888669,20545"figarch11__ged__w1000_r5": 1.0747025321603905,20546"figarch11__normal__w1000_r5": 1.0677446030772513,20547"figarch11__skewt__w1000_r5": 1.0630750837428353,20548"figarch11__t__w1000_r5": 1.0859178063338015,20549"garch11__ged__w1000_r5": 1.0384896895197158,20550"garch11__normal__w1000_r5": 1.0,20551"garch11__skewt__w1000_r5": 1.080628435746492,20552"garch11__t__w1000_r5": 1.1631663688218519,20553"garch12__ged__w1000_r5": 1.0380966090409356,20554"garch12__normal__w1000_r5": 1.003957718853096,20555"garch12__skewt__w1000_r5": 1.0803202532796061,20556"garch12__t__w1000_r5": 1.1623450271110376,20557"garch21__ged__w1000_r5": 1.0419155364161767,20558"garch21__normal__w1000_r5": 1.0031078131418083,20559"garch21__skewt__w1000_r5": 1.0810645526476272,20560"garch21__t__w1000_r5": 1.1686932356469095,20561"garchm11__ged__w1000_r5": 1.0821684277469426,20562"garchm11__normal__w1000_r5": 1.0013214461951896,20563"garchm11__skewt__w1000_r5": 1.1120636376987334,20564"garchm11__t__w1000_r5": 1.2691518617838187,20565"garchx_rv11__normal__w1000_r5": 1.2906658874384425,20566"garchx_rv11__t__w1000_r5": 1.3569242414362606,20567"gas_t11__t__w1000_r5": 1.094246505440153,20568"gjr11__ged__w1000_r5": 0.9990292726563851,20569"gjr11__normal__w1000_r5": 0.9761891974722642,20570"gjr11__skewt__w1000_r5": 1.0204839498797624,20571"gjr11__t__w1000_r5": 1.0275035441959732,20572"har_rv__empirical__w1000_r5": 1.0862199786635944,20573"heavy11__normal__w1000_r5": 1.2920818605430104,20574"heavy11__t__w1000_r5": 1.354373933047116,20575"histvar22__empirical__w1000_r5": 1.3295412027177527,20576"histvar252__empirical__w1000_r5": 1.5971308649171312,20577"histvar66__empirical__w1000_r5": 1.5179430562488927,20578"igarch11__ged__w1000_r5": 1.2739272108031279,20579"igarch11__normal__w1000_r5": 1.325533364605443,20580"igarch11__skewt__w1000_r5": 1.2309378799119628,20581"igarch11__t__w1000_r5": 1.2697820347099589,20582"loghar_rv__empirical__w1000_r5": 1.0207277181546084,20583"msgarch2__normal__w1000_r5": 0.93624493546909,20584"msgarch2__t__w1000_r5": 0.9458089303661845,20585"nagarch11__ged__w1000_r5": 1.194608137367119,20586"nagarch11__normal__w1000_r5": 1.1962625182190951,20587"nagarch11__skewt__w1000_r5": 1.2038673946171137,20588"nagarch11__t__w1000_r5": 1.1955773020942395,20589"qgarch11__ged__w1000_r5": 0.976323982913515,20590"qgarch11__normal__w1000_r5": 1.0014931714566466,20591"qgarch11__skewt__w1000_r5": 0.96647325578528,20592"qgarch11__t__w1000_r5": 0.9619349393490183,20593"realgarch11__normal__w1000_r5": 0.9236310241101714,20594"realgarch11__t__w1000_r5": 6601939.4784767935,20595"rm2006__normal__w1000_r5": 1.059942584849216,20596"rm_rw__empirical__w1000_r5": 1.3488963028382632,20597"tarch11__ged__w1000_r5": 0.8933053439717538,20598"tarch11__normal__w1000_r5": 0.9369086821743847,20599"tarch11__skewt__w1000_r5": 0.9690645111445583,20600"tarch11__t__w1000_r5": 0.92190564554571420601},20602"rv5_on|qlike|1": {20603"aparch11__ged__w1000_r5": 0.9543662691597257,20604"aparch11__normal__w1000_r5": 0.9649827569539734,20605"aparch11__skewt__w1000_r5": 1.3884699044601114,20606"aparch11__t__w1000_r5": 0.9440288889817731,20607"arch5__ged__w1000_r5": 1.059171034782345,20608"arch5__normal__w1000_r5": 1.0594131599883516,20609"arch5__skewt__w1000_r5": 1.0538139029575242,20610"arch5__t__w1000_r5": 1.054077636011001,20611"avgarch11__ged__w1000_r5": 1.016462069234729,20612"avgarch11__normal__w1000_r5": 1.018564017598214,20613"avgarch11__skewt__w1000_r5": 1.0109952729714458,20614"avgarch11__t__w1000_r5": 1.0079747937369101,20615"cgarch11__ged__w1000_r5": 0.982115580076341,20616"cgarch11__normal__w1000_r5": 0.9784667407811289,20617"cgarch11__skewt__w1000_r5": 0.9868869519106088,20618"cgarch11__t__w1000_r5": 0.9879433646959354,20619"constvar__normal__w1000_r5": 2.6748131006553133,20620"egarch11__ged__w1000_r5": 0.9826133089310596,20621"egarch11__normal__w1000_r5": 0.994814777091551,20622"egarch11__skewt__w1000_r5": 0.9723206117168085,20623"egarch11__t__w1000_r5": 0.9728493434386154,20624"ewma094__normal__w1000_r5": 1.165661211388654,20625"figarch11__ged__w1000_r5": 0.9850688512343012,20626"figarch11__normal__w1000_r5": 0.9861966108369888,20627"figarch11__skewt__w1000_r5": 0.9861038605623716,20628"figarch11__t__w1000_r5": 0.9827315167629599,20629"garch11__ged__w1000_r5": 0.9950567973014564,20630"garch11__normal__w1000_r5": 1.0,20631"garch11__skewt__w1000_r5": 0.9921878116606607,20632"garch11__t__w1000_r5": 0.9905539668306441,20633"garch12__ged__w1000_r5": 0.9963772615914094,20634"garch12__normal__w1000_r5": 1.0016487619757277,20635"garch12__skewt__w1000_r5": 0.9936888548648941,20636"garch12__t__w1000_r5": 0.9923159629652532,20637"garch21__ged__w1000_r5": 1.0060639407021408,20638"garch21__normal__w1000_r5": 1.0074332650508615,20639"garch21__skewt__w1000_r5": 1.0025264613361973,20640"garch21__t__w1000_r5": 1.001502055941374,20641"garchm11__ged__w1000_r5": 0.9862202684709106,20642"garchm11__normal__w1000_r5": 0.9919019594293018,20643"garchm11__skewt__w1000_r5": 0.9831915458669566,20644"garchm11__t__w1000_r5": 0.9821879536878512,20645"garchx_rv11__normal__w1000_r5": 0.8967888307288658,20646"garchx_rv11__t__w1000_r5": 0.8922943494930526,20647"gas_t11__t__w1000_r5": 1.0333913176455511,20648"gjr11__ged__w1000_r5": 0.9525541417146053,20649"gjr11__normal__w1000_r5": 0.9560689550904744,20650"gjr11__skewt__w1000_r5": 0.9472016070974166,20651"gjr11__t__w1000_r5": 0.9473586482559118,20652"har_rv__empirical__w1000_r5": 4893104.316532005,20653"heavy11__normal__w1000_r5": 0.9000525034861486,20654"heavy11__t__w1000_r5": 0.896915287804836,20655"histvar22__empirical__w1000_r5": 1.3259653768149033,20656"histvar252__empirical__w1000_r5": 2.221563119217104,20657"histvar66__empirical__w1000_r5": 1.6322856601844868,20658"igarch11__ged__w1000_r5": 1.001800266417208,20659"igarch11__normal__w1000_r5": 1.009430890689512,20660"igarch11__skewt__w1000_r5": 1.0009790150897506,20661"igarch11__t__w1000_r5": 0.9975337563735022,20662"loghar_rv__empirical__w1000_r5": 0.8697969943244055,20663"msgarch2__normal__w1000_r5": 1.0055111096526843,20664"msgarch2__t__w1000_r5": 1.0109649892516102,20665"nagarch11__ged__w1000_r5": 0.980135064513578,20666"nagarch11__normal__w1000_r5": 0.9827651795962037,20667"nagarch11__skewt__w1000_r5": 0.9693392661146358,20668"nagarch11__t__w1000_r5": 0.9756667336104745,20669"qgarch11__ged__w1000_r5": 0.9433336440813433,20670"qgarch11__normal__w1000_r5": 0.9523501877317091,20671"qgarch11__skewt__w1000_r5": 0.9261146936345416,20672"qgarch11__t__w1000_r5": 0.9302605594040183,20673"realgarch11__normal__w1000_r5": 0.8770653696955315,20674"realgarch11__t__w1000_r5": 0.8776732643394564,20675"rm2006__normal__w1000_r5": 1.1143093663185788,20676"rm_rw__empirical__w1000_r5": 1.3537582876375356,20677"tarch11__ged__w1000_r5": 0.9341535652666008,20678"tarch11__normal__w1000_r5": 0.9315341545515472,20679"tarch11__skewt__w1000_r5": 0.9330158424402316,20680"tarch11__t__w1000_r5": 0.936486265671878520681},20682"rv5_on|qlike|5": {20683"aparch11__ged__w1000_r5": 0.9973361562002022,20684"aparch11__normal__w1000_r5": 0.9987150578548303,20685"aparch11__skewt__w1000_r5": 1.8898043759358258,20686"aparch11__t__w1000_r5": 0.9849732412596873,20687"arch5__ged__w1000_r5": 1.065680570214507,20688"arch5__normal__w1000_r5": 1.0713363399116802,20689"arch5__skewt__w1000_r5": 1.045660957652508,20690"arch5__t__w1000_r5": 1.056512689008296,20691"avgarch11__ged__w1000_r5": 1.0105258698121966,20692"avgarch11__normal__w1000_r5": 1.01538702013853,20693"avgarch11__skewt__w1000_r5": 0.9966689419370554,20694"avgarch11__t__w1000_r5": 0.9951198286668734,20695"cgarch11__ged__w1000_r5": 1.0060656061912365,20696"cgarch11__normal__w1000_r5": 0.9995364697663566,20697"cgarch11__skewt__w1000_r5": 0.9996884710546454,20698"cgarch11__t__w1000_r5": 1.0109395737132982,20699"constvar__normal__w1000_r5": 2.9322356666088254,20700"egarch11__ged__w1000_r5": 1.0095562879416318,20701"egarch11__normal__w1000_r5": 1.0274354317019239,20702"egarch11__skewt__w1000_r5": 0.9869994342859543,20703"egarch11__t__w1000_r5": 1.0036908777568778,20704"ewma094__normal__w1000_r5": 1.2234190821007194,20705"figarch11__ged__w1000_r5": 0.9779339990477643,20706"figarch11__normal__w1000_r5": 0.9839061861545759,20707"figarch11__skewt__w1000_r5": 0.9736338336226817,20708"figarch11__t__w1000_r5": 0.9741455597109855,20709"garch11__ged__w1000_r5": 0.9971497643026334,20710"garch11__normal__w1000_r5": 1.0,20711"garch11__skewt__w1000_r5": 0.9887409381994336,20712"garch11__t__w1000_r5": 0.9899589312214876,20713"garch12__ged__w1000_r5": 0.9984043215419989,20714"garch12__normal__w1000_r5": 1.001470644890408,20715"garch12__skewt__w1000_r5": 0.9899616357915003,20716"garch12__t__w1000_r5": 0.9914490881456705,20717"garch21__ged__w1000_r5": 0.9990979667509279,20718"garch21__normal__w1000_r5": 1.002603677291213,20719"garch21__skewt__w1000_r5": 0.9900543984415517,20720"garch21__t__w1000_r5": 0.9907925287617807,20721"garchm11__ged__w1000_r5": 0.9842608476889939,20722"garchm11__normal__w1000_r5": 0.9877405303868151,20723"garchm11__skewt__w1000_r5": 0.9746979511727188,20724"garchm11__t__w1000_r5": 0.9765912756644154,20725"garchx_rv11__normal__w1000_r5": 0.8979149866385241,20726"garchx_rv11__t__w1000_r5": 0.893220361689061,20727"gas_t11__t__w1000_r5": 1.0327964178541924,20728"gjr11__ged__w1000_r5": 0.9592222486534719,20729"gjr11__normal__w1000_r5": 0.9600856510102691,20730"gjr11__skewt__w1000_r5": 0.9505556136420125,20731"gjr11__t__w1000_r5": 0.9509399339600285,20732"har_rv__empirical__w1000_r5": 5700506.926380866,20733"heavy11__normal__w1000_r5": 0.898122445149965,20734"heavy11__t__w1000_r5": 0.8950741312085758,20735"histvar22__empirical__w1000_r5": 1.5126982167193517,20736"histvar252__empirical__w1000_r5": 2.4635468608599633,20737"histvar66__empirical__w1000_r5": 1.7979017290843533,20738"igarch11__ged__w1000_r5": 1.0116433879794924,20739"igarch11__normal__w1000_r5": 1.027362050659288,20740"igarch11__skewt__w1000_r5": 1.0028151256264308,20741"igarch11__t__w1000_r5": 1.0061887116965693,20742"loghar_rv__empirical__w1000_r5": 0.8835997937599337,20743"msgarch2__normal__w1000_r5": 1.0191199791550556,20744"msgarch2__t__w1000_r5": 1.0461127364290435,20745"nagarch11__ged__w1000_r5": 0.9674733918717383,20746"nagarch11__normal__w1000_r5": 0.9577950585449011,20747"nagarch11__skewt__w1000_r5": 0.9631876545701358,20748"nagarch11__t__w1000_r5": 0.9691995665402092,20749"qgarch11__ged__w1000_r5": 0.9453636361199794,20750"qgarch11__normal__w1000_r5": 0.9475700011575536,20751"qgarch11__skewt__w1000_r5": 0.9317446677803269,20752"qgarch11__t__w1000_r5": 0.9334401849369821,20753"realgarch11__normal__w1000_r5": 0.8813196125561104,20754"realgarch11__t__w1000_r5": 1.363354226932326,20755"rm2006__normal__w1000_r5": 1.088029754665724,20756"rm_rw__empirical__w1000_r5": 1.9027295025693003,20757"tarch11__ged__w1000_r5": 0.9630999983267702,20758"tarch11__normal__w1000_r5": 0.9515118059264491,20759"tarch11__skewt__w1000_r5": 0.9578481462270392,20760"tarch11__t__w1000_r5": 0.967522485190234220761},20762"rv5_on|qlike|22": {20763"aparch11__ged__w1000_r5": 1.0413406952114148,20764"aparch11__normal__w1000_r5": 1.0249551349999066,20765"aparch11__skewt__w1000_r5": 1.6804245896250152,20766"aparch11__t__w1000_r5": 1.0294403729621937,20767"arch5__ged__w1000_r5": 1.067860699581016,20768"arch5__normal__w1000_r5": 1.0411797149490611,20769"arch5__skewt__w1000_r5": 1.0398610700992732,20770"arch5__t__w1000_r5": 1.068922409906042,20771"avgarch11__ged__w1000_r5": 1.003065976722597,20772"avgarch11__normal__w1000_r5": 0.9623641164149966,20773"avgarch11__skewt__w1000_r5": 0.9571546827136407,20774"avgarch11__t__w1000_r5": 0.9663512483211198,20775"cgarch11__ged__w1000_r5": 1.1109504664288332,20776"cgarch11__normal__w1000_r5": 1.0827426205604038,20777"cgarch11__skewt__w1000_r5": 1.0766148912545483,20778"cgarch11__t__w1000_r5": 1.0971572912690835,20779"constvar__normal__w1000_r5": 1.7763167647790092,20780"egarch11__ged__w1000_r5": 1.0856186695540855,20781"egarch11__normal__w1000_r5": 1.0687882899665615,20782"egarch11__skewt__w1000_r5": 1.0097585893353895,20783"egarch11__t__w1000_r5": 1.0715919384594557,20784"ewma094__normal__w1000_r5": 1.2935089430020519,20785"figarch11__ged__w1000_r5": 0.988764774129327,20786"figarch11__normal__w1000_r5": 0.9161266873885041,20787"figarch11__skewt__w1000_r5": 0.9871062409969631,20788"figarch11__t__w1000_r5": 1.0011301697877355,20789"garch11__ged__w1000_r5": 1.01053387465022,20790"garch11__normal__w1000_r5": 1.0,20791"garch11__skewt__w1000_r5": 0.9743952284016529,20792"garch11__t__w1000_r5": 0.9722675740766719,20793"garch12__ged__w1000_r5": 1.0118095022928184,20794"garch12__normal__w1000_r5": 1.0046591648671157,20795"garch12__skewt__w1000_r5": 0.9751280071983527,20796"garch12__t__w1000_r5": 0.9732127865183446,20797"garch21__ged__w1000_r5": 1.0122946945704043,20798"garch21__normal__w1000_r5": 1.002433764843257,20799"garch21__skewt__w1000_r5": 0.9766599218023301,20800"garch21__t__w1000_r5": 0.9758220459973753,20801"garchm11__ged__w1000_r5": 1.0146900939249004,20802"garchm11__normal__w1000_r5": 0.9936454873385223,20803"garchm11__skewt__w1000_r5": 0.9694384827712975,20804"garchm11__t__w1000_r5": 0.9653023407082933,20805"garchx_rv11__normal__w1000_r5": 1.0193804975004812,20806"garchx_rv11__t__w1000_r5": 1.0170354993083381,20807"gas_t11__t__w1000_r5": 1.0499041418108725,20808"gjr11__ged__w1000_r5": 1.01161457271955,20809"gjr11__normal__w1000_r5": 0.9995506950887526,20810"gjr11__skewt__w1000_r5": 1.0081576396035914,20811"gjr11__t__w1000_r5": 1.008837733205144,20812"har_rv__empirical__w1000_r5": 424400.96377663827,20813"heavy11__normal__w1000_r5": 1.0165128481653094,20814"heavy11__t__w1000_r5": 1.0168425367408034,20815"histvar22__empirical__w1000_r5": 1.5300892919388234,20816"histvar252__empirical__w1000_r5": 1.7840433761436756,20817"histvar66__empirical__w1000_r5": 1.7954400457504134,20818"igarch11__ged__w1000_r5": 0.9853288374398484,20819"igarch11__normal__w1000_r5": 1.009410125570799,20820"igarch11__skewt__w1000_r5": 0.9513654883396018,20821"igarch11__t__w1000_r5": 0.9752612346634556,20822"loghar_rv__empirical__w1000_r5": 1.0485537299303311,20823"msgarch2__normal__w1000_r5": 1.0867643278960573,20824"msgarch2__t__w1000_r5": 1.0577564647230884,20825"nagarch11__ged__w1000_r5": 1.0202037488348068,20826"nagarch11__normal__w1000_r5": 0.9927931630063781,20827"nagarch11__skewt__w1000_r5": 1.0331419517121405,20828"nagarch11__t__w1000_r5": 1.0365949123036096,20829"qgarch11__ged__w1000_r5": 1.0250969916769663,20830"qgarch11__normal__w1000_r5": 0.997330327333228,20831"qgarch11__skewt__w1000_r5": 1.0205163088075695,20832"qgarch11__t__w1000_r5": 1.0194164377598023,20833"realgarch11__normal__w1000_r5": 1.0414100760086766,20834"realgarch11__t__w1000_r5": 1.893698336618385,20835"rm2006__normal__w1000_r5": 1.1039968268376297,20836"rm_rw__empirical__w1000_r5": 2.506531080110357,20837"tarch11__ged__w1000_r5": 0.9996948684810589,20838"tarch11__normal__w1000_r5": 0.9767375029642766,20839"tarch11__skewt__w1000_r5": 0.980684401753643,20840"tarch11__t__w1000_r5": 1.008215200331031420841},20842"rv1_on|qlike|1": {20843"aparch11__ged__w1000_r5": 0.9630412947448772,20844"aparch11__normal__w1000_r5": 0.9740516890849273,20845"aparch11__skewt__w1000_r5": 1.4237921188929323,20846"aparch11__t__w1000_r5": 0.9524198590796144,20847"arch5__ged__w1000_r5": 1.0613862956413522,20848"arch5__normal__w1000_r5": 1.0621353063048138,20849"arch5__skewt__w1000_r5": 1.0550876591534688,20850"arch5__t__w1000_r5": 1.0551780421213859,20851"avgarch11__ged__w1000_r5": 1.0167722869070488,20852"avgarch11__normal__w1000_r5": 1.0185750278616075,20853"avgarch11__skewt__w1000_r5": 1.011502158712746,20854"avgarch11__t__w1000_r5": 1.0080713233442196,20855"cgarch11__ged__w1000_r5": 0.9840672009163947,20856"cgarch11__normal__w1000_r5": 0.9793525410320129,20857"cgarch11__skewt__w1000_r5": 0.9894448873358137,20858"cgarch11__t__w1000_r5": 0.9905455068820951,20859"constvar__normal__w1000_r5": 2.779648046966002,20860"egarch11__ged__w1000_r5": 0.99252586570416,20861"egarch11__normal__w1000_r5": 1.0039323840567633,20862"egarch11__skewt__w1000_r5": 0.9828468316333461,20863"egarch11__t__w1000_r5": 0.9830516382985923,20864"ewma094__normal__w1000_r5": 1.1791467875223676,20865"figarch11__ged__w1000_r5": 0.9854690145457349,20866"figarch11__normal__w1000_r5": 0.9859238819851865,20867"figarch11__skewt__w1000_r5": 0.9866993412152745,20868"figarch11__t__w1000_r5": 0.9828717061479012,20869"garch11__ged__w1000_r5": 0.9950731017138713,20870"garch11__normal__w1000_r5": 1.0,20871"garch11__skewt__w1000_r5": 0.9920539102897725,20872"garch11__t__w1000_r5": 0.9900287479777959,20873"garch12__ged__w1000_r5": 0.9965364900118587,20874"garch12__normal__w1000_r5": 1.0015655145008637,20875"garch12__skewt__w1000_r5": 0.9934821693525532,20876"garch12__t__w1000_r5": 0.991749756374439,20877"garch21__ged__w1000_r5": 1.0058634036218406,20878"garch21__normal__w1000_r5": 1.0071103068778269,20879"garch21__skewt__w1000_r5": 1.0022569541358621,20880"garch21__t__w1000_r5": 1.0008313321246467,20881"garchm11__ged__w1000_r5": 0.9858684815174371,20882"garchm11__normal__w1000_r5": 0.9915056314658494,20883"garchm11__skewt__w1000_r5": 0.9824365082124259,20884"garchm11__t__w1000_r5": 0.9811591105485098,20885"garchx_rv11__normal__w1000_r5": 0.8834561674145308,20886"garchx_rv11__t__w1000_r5": 0.8798820899606946,20887"gas_t11__t__w1000_r5": 1.0332545396520536,20888"gjr11__ged__w1000_r5": 0.9569901644450524,20889"gjr11__normal__w1000_r5": 0.9585180427773254,20890"gjr11__skewt__w1000_r5": 0.9524942259824408,20891"gjr11__t__w1000_r5": 0.9525450275711157,20892"har_rv__empirical__w1000_r5": 5314232.803415371,20893"heavy11__normal__w1000_r5": 0.8865662829521613,20894"heavy11__t__w1000_r5": 0.8841224433784204,20895"histvar22__empirical__w1000_r5": 1.351397803760424,20896"histvar252__empirical__w1000_r5": 2.283193118083531,20897"histvar66__empirical__w1000_r5": 1.6704211793907795,20898"igarch11__ged__w1000_r5": 1.0015276223629208,20899"igarch11__normal__w1000_r5": 1.0092426616536516,20900"igarch11__skewt__w1000_r5": 1.0005387562590966,20901"igarch11__t__w1000_r5": 0.9966103634422513,20902"loghar_rv__empirical__w1000_r5": 0.8579904241415336,20903"msgarch2__normal__w1000_r5": 1.0051517610788465,20904"msgarch2__t__w1000_r5": 1.0141279792305502,20905"nagarch11__ged__w1000_r5": 0.9921425554192053,20906"nagarch11__normal__w1000_r5": 0.9924201011410094,20907"nagarch11__skewt__w1000_r5": 0.980947989078317,20908"nagarch11__t__w1000_r5": 0.9883887872889684,20909"qgarch11__ged__w1000_r5": 0.9485897645217418,20910"qgarch11__normal__w1000_r5": 0.9578449244349151,20911"qgarch11__skewt__w1000_r5": 0.9302578869704363,20912"qgarch11__t__w1000_r5": 0.9345932354464869,20913"realgarch11__normal__w1000_r5": 0.8626607262083632,20914"realgarch11__t__w1000_r5": 0.863227239391853,20915"rm2006__normal__w1000_r5": 1.1219766214084042,20916"rm_rw__empirical__w1000_r5": 1.3791273737793288,20917"tarch11__ged__w1000_r5": 0.9410982901172895,20918"tarch11__normal__w1000_r5": 0.93657532753236,20919"tarch11__skewt__w1000_r5": 0.9409743222089307,20920"tarch11__t__w1000_r5": 0.944524492906210120921},20922"rv1_on|qlike|5": {20923"aparch11__ged__w1000_r5": 1.0067224320161916,20924"aparch11__normal__w1000_r5": 1.0064604327788802,20925"aparch11__skewt__w1000_r5": 1.931512372081067,20926"aparch11__t__w1000_r5": 0.9943913499011383,20927"arch5__ged__w1000_r5": 1.0677861525912682,20928"arch5__normal__w1000_r5": 1.0734804051246964,20929"arch5__skewt__w1000_r5": 1.047169731249458,20930"arch5__t__w1000_r5": 1.0581160292797296,20931"avgarch11__ged__w1000_r5": 1.0113954781221555,20932"avgarch11__normal__w1000_r5": 1.0156010354410323,20933"avgarch11__skewt__w1000_r5": 0.9981971984744117,20934"avgarch11__t__w1000_r5": 0.996291954161446,20935"cgarch11__ged__w1000_r5": 1.0089953503656879,20936"cgarch11__normal__w1000_r5": 1.0005570359418758,20937"cgarch11__skewt__w1000_r5": 1.0030652406611678,20938"cgarch11__t__w1000_r5": 1.014808557032908,20939"constvar__normal__w1000_r5": 3.0198724879275525,20940"egarch11__ged__w1000_r5": 1.018912774389211,20941"egarch11__normal__w1000_r5": 1.0355091190758483,20942"egarch11__skewt__w1000_r5": 0.9963243153344272,20943"egarch11__t__w1000_r5": 1.0133812938983604,20944"ewma094__normal__w1000_r5": 1.2398117414526129,20945"figarch11__ged__w1000_r5": 0.9775290386545912,20946"figarch11__normal__w1000_r5": 0.9822422972115267,20947"figarch11__skewt__w1000_r5": 0.9739190022207759,20948"figarch11__t__w1000_r5": 0.9740939747886419,20949"garch11__ged__w1000_r5": 0.9973911627352934,20950"garch11__normal__w1000_r5": 1.0,20951"garch11__skewt__w1000_r5": 0.9889930974838536,20952"garch11__t__w1000_r5": 0.9898599826037915,20953"garch12__ged__w1000_r5": 0.9987802148145218,20954"garch12__normal__w1000_r5": 1.0015834065842681,20955"garch12__skewt__w1000_r5": 0.9903033252565265,20956"garch12__t__w1000_r5": 0.9914612177304291,20957"garch21__ged__w1000_r5": 0.9989693277578591,20958"garch21__normal__w1000_r5": 1.0023051907546805,20959"garch21__skewt__w1000_r5": 0.9900408966635326,20960"garch21__t__w1000_r5": 0.9904201542136848,20961"garchm11__ged__w1000_r5": 0.9842166975155657,20962"garchm11__normal__w1000_r5": 0.9874097699620179,20963"garchm11__skewt__w1000_r5": 0.9745474782408277,20964"garchm11__t__w1000_r5": 0.9760828658172017,20965"garchx_rv11__normal__w1000_r5": 0.8943375269568069,20966"garchx_rv11__t__w1000_r5": 0.8903980817096986,20967"gas_t11__t__w1000_r5": 1.0341780534618281,20968"gjr11__ged__w1000_r5": 0.9642236977081817,20969"gjr11__normal__w1000_r5": 0.9632469572158346,20970"gjr11__skewt__w1000_r5": 0.9564078069426295,20971"gjr11__t__w1000_r5": 0.9569201445216035,20972"har_rv__empirical__w1000_r5": 6060914.751314734,20973"heavy11__normal__w1000_r5": 0.8944280938774098,20974"heavy11__t__w1000_r5": 0.8921695209032043,20975"histvar22__empirical__w1000_r5": 1.5448905512434357,20976"histvar252__empirical__w1000_r5": 2.510673097998268,20977"histvar66__empirical__w1000_r5": 1.8318583524446252,20978"igarch11__ged__w1000_r5": 1.0108932785355988,20979"igarch11__normal__w1000_r5": 1.0264430556134923,20980"igarch11__skewt__w1000_r5": 1.0022226473069773,20981"igarch11__t__w1000_r5": 1.0054678122248737,20982"loghar_rv__empirical__w1000_r5": 0.8835815677604637,20983"msgarch2__normal__w1000_r5": 1.019854647447666,20984"msgarch2__t__w1000_r5": 1.049715569367381,20985"nagarch11__ged__w1000_r5": 0.9773831658576803,20986"nagarch11__normal__w1000_r5": 0.9651507674167797,20987"nagarch11__skewt__w1000_r5": 0.9733939646975952,20988"nagarch11__t__w1000_r5": 0.9805169293107441,20989"qgarch11__ged__w1000_r5": 0.9502472958895145,20990"qgarch11__normal__w1000_r5": 0.9518364984938369,20991"qgarch11__skewt__w1000_r5": 0.9361927187520575,20992"qgarch11__t__w1000_r5": 0.9381807085257396,20993"realgarch11__normal__w1000_r5": 0.8791668639267949,20994"realgarch11__t__w1000_r5": 1.378328714951987,20995"rm2006__normal__w1000_r5": 1.094731993839777,20996"rm_rw__empirical__w1000_r5": 1.9521208300352089,20997"tarch11__ged__w1000_r5": 0.9714765830184913,20998"tarch11__normal__w1000_r5": 0.9572336903614443,20999"tarch11__skewt__w1000_r5": 0.9670968817513947,21000"tarch11__t__w1000_r5": 0.977437983063729221001},21002"rv1_on|qlike|22": {21003"aparch11__ged__w1000_r5": 1.0401998348119548,21004"aparch11__normal__w1000_r5": 1.0233950235142306,21005"aparch11__skewt__w1000_r5": 1.683595100820516,21006"aparch11__t__w1000_r5": 1.0279473617766448,21007"arch5__ged__w1000_r5": 1.0665559486081784,21008"arch5__normal__w1000_r5": 1.0398481452784412,21009"arch5__skewt__w1000_r5": 1.037163719202579,21010"arch5__t__w1000_r5": 1.0660925612066257,21011"avgarch11__ged__w1000_r5": 1.0044988075597763,21012"avgarch11__normal__w1000_r5": 0.9617705590321852,21013"avgarch11__skewt__w1000_r5": 0.9583516077482523,21014"avgarch11__t__w1000_r5": 0.9674634886739598,21015"cgarch11__ged__w1000_r5": 1.1102404875352552,21016"cgarch11__normal__w1000_r5": 1.081014144076048,21017"cgarch11__skewt__w1000_r5": 1.0760104599006808,21018"cgarch11__t__w1000_r5": 1.0963479758215045,21019"constvar__normal__w1000_r5": 1.7927623491866405,21020"egarch11__ged__w1000_r5": 1.0852883571434626,21021"egarch11__normal__w1000_r5": 1.068383528674558,21022"egarch11__skewt__w1000_r5": 1.0067241587684923,21023"egarch11__t__w1000_r5": 1.0692645642246328,21024"ewma094__normal__w1000_r5": 1.3016832082666483,21025"figarch11__ged__w1000_r5": 0.9852835806698897,21026"figarch11__normal__w1000_r5": 0.9113954629033999,21027"figarch11__skewt__w1000_r5": 0.9837991187157284,21028"figarch11__t__w1000_r5": 0.997568928668866,21029"garch11__ged__w1000_r5": 1.0104712805562552,21030"garch11__normal__w1000_r5": 1.0,21031"garch11__skewt__w1000_r5": 0.9732277479729257,21032"garch11__t__w1000_r5": 0.9705199385180396,21033"garch12__ged__w1000_r5": 1.0118255541704444,21034"garch12__normal__w1000_r5": 1.0048709549151813,21035"garch12__skewt__w1000_r5": 0.9740045743713405,21036"garch12__t__w1000_r5": 0.9715276195319698,21037"garch21__ged__w1000_r5": 1.0122420844529174,21038"garch21__normal__w1000_r5": 1.002437971138787,21039"garch21__skewt__w1000_r5": 0.9755368929243854,21040"garch21__t__w1000_r5": 0.9741193895038524,21041"garchm11__ged__w1000_r5": 1.0146387235012602,21042"garchm11__normal__w1000_r5": 0.9935107731975549,21043"garchm11__skewt__w1000_r5": 0.96829157742584,21044"garchm11__t__w1000_r5": 0.9633402806400334,21045"garchx_rv11__normal__w1000_r5": 1.0150532623414956,21046"garchx_rv11__t__w1000_r5": 1.0123274341216681,21047"gas_t11__t__w1000_r5": 1.0512396663734433,21048"gjr11__ged__w1000_r5": 1.0111329258021091,21049"gjr11__normal__w1000_r5": 0.9994739015236733,21050"gjr11__skewt__w1000_r5": 1.0065654180683576,21051"gjr11__t__w1000_r5": 1.007627795212244,21052"har_rv__empirical__w1000_r5": 435213.67221610295,21053"heavy11__normal__w1000_r5": 1.0120235004644187,21054"heavy11__t__w1000_r5": 1.0120914782953268,21055"histvar22__empirical__w1000_r5": 1.5431562098441387,21056"histvar252__empirical__w1000_r5": 1.7878441630273045,21057"histvar66__empirical__w1000_r5": 1.8041193980466839,21058"igarch11__ged__w1000_r5": 0.9815607099890601,21059"igarch11__normal__w1000_r5": 1.0048301253463696,21060"igarch11__skewt__w1000_r5": 0.9476390823442261,21061"igarch11__t__w1000_r5": 0.9714124484703496,21062"loghar_rv__empirical__w1000_r5": 1.0500503159561871,21063"msgarch2__normal__w1000_r5": 1.0883020266500376,21064"msgarch2__t__w1000_r5": 1.0578566511867558,21065"nagarch11__ged__w1000_r5": 1.0170453838809668,21066"nagarch11__normal__w1000_r5": 0.9892730304485106,21067"nagarch11__skewt__w1000_r5": 1.0294342226583473,21068"nagarch11__t__w1000_r5": 1.0335695494637418,21069"qgarch11__ged__w1000_r5": 1.0249197895732487,21070"qgarch11__normal__w1000_r5": 0.9966801868728702,21071"qgarch11__skewt__w1000_r5": 1.019679059255907,21072"qgarch11__t__w1000_r5": 1.018809695301177,21073"realgarch11__normal__w1000_r5": 1.043453286419928,21074"realgarch11__t__w1000_r5": 1.8986147783780354,21075"rm2006__normal__w1000_r5": 1.1056094372236385,21076"rm_rw__empirical__w1000_r5": 2.5312229439228093,21077"tarch11__ged__w1000_r5": 0.9986571687008823,21078"tarch11__normal__w1000_r5": 0.9751122813899857,21079"tarch11__skewt__w1000_r5": 0.9782220130236353,21080"tarch11__t__w1000_r5": 1.006611008995268221081},21082"bv5_on|qlike|1": {21083"aparch11__ged__w1000_r5": 0.9484959148059803,21084"aparch11__normal__w1000_r5": 0.958896584195353,21085"aparch11__skewt__w1000_r5": 1.365011823205945,21086"aparch11__t__w1000_r5": 0.9398245496767611,21087"arch5__ged__w1000_r5": 1.0557906976103493,21088"arch5__normal__w1000_r5": 1.0563403825455397,21089"arch5__skewt__w1000_r5": 1.0507837480206206,21090"arch5__t__w1000_r5": 1.0532281265324253,21091"avgarch11__ged__w1000_r5": 1.01503098662313,21092"avgarch11__normal__w1000_r5": 1.0181196742860295,21093"avgarch11__skewt__w1000_r5": 1.0076116460754398,21094"avgarch11__t__w1000_r5": 1.0070293748539874,21095"cgarch11__ged__w1000_r5": 0.9834439755111631,21096"cgarch11__normal__w1000_r5": 0.979886573152833,21097"cgarch11__skewt__w1000_r5": 0.9859399161669764,21098"cgarch11__t__w1000_r5": 0.9900735399461951,21099"constvar__normal__w1000_r5": 2.6116666859102478,21100"egarch11__ged__w1000_r5": 0.9775350235950274,21101"egarch11__normal__w1000_r5": 0.9894974132702502,21102"egarch11__skewt__w1000_r5": 0.96803858169054,21103"egarch11__t__w1000_r5": 0.9694485752266875,21104"ewma094__normal__w1000_r5": 1.1496513464609974,21105"figarch11__ged__w1000_r5": 0.9872349623074769,21106"figarch11__normal__w1000_r5": 0.9894243459054304,21107"figarch11__skewt__w1000_r5": 0.9865014779712699,21108"figarch11__t__w1000_r5": 0.985445172827187,21109"garch11__ged__w1000_r5": 0.9946632345099952,21110"garch11__normal__w1000_r5": 1.0,21111"garch11__skewt__w1000_r5": 0.990733096882326,21112"garch11__t__w1000_r5": 0.9917181661588549,21113"garch12__ged__w1000_r5": 0.995963569547772,21114"garch12__normal__w1000_r5": 1.001524664044998,21115"garch12__skewt__w1000_r5": 0.9923262544101985,21116"garch12__t__w1000_r5": 0.9935650414751283,21117"garch21__ged__w1000_r5": 1.0052966351535437,21118"garch21__normal__w1000_r5": 1.0069846842620302,21119"garch21__skewt__w1000_r5": 1.0007624183004655,21120"garch21__t__w1000_r5": 1.002459421923063,21121"garchm11__ged__w1000_r5": 0.9858558939809471,21122"garchm11__normal__w1000_r5": 0.9919425242220555,21123"garchm11__skewt__w1000_r5": 0.9818770762445638,21124"garchm11__t__w1000_r5": 0.9837072991001873,21125"garchx_rv11__normal__w1000_r5": 0.8973711958353883,21126"garchx_rv11__t__w1000_r5": 0.8933853787554162,21127"gas_t11__t__w1000_r5": 1.0310141003856204,21128"gjr11__ged__w1000_r5": 0.9498010580636911,21129"gjr11__normal__w1000_r5": 0.9542556440488816,21130"gjr11__skewt__w1000_r5": 0.943727699624586,21131"gjr11__t__w1000_r5": 0.9454062311603354,21132"har_rv__empirical__w1000_r5": 4579351.559100895,21133"heavy11__normal__w1000_r5": 0.9004184148275927,21134"heavy11__t__w1000_r5": 0.8979748191359082,21135"histvar22__empirical__w1000_r5": 1.2827823064945068,21136"histvar252__empirical__w1000_r5": 2.173313446953574,21137"histvar66__empirical__w1000_r5": 1.5937752670582508,21138"igarch11__ged__w1000_r5": 1.0028104315107675,21139"igarch11__normal__w1000_r5": 1.0111035534315331,21140"igarch11__skewt__w1000_r5": 1.0010828838589279,21141"igarch11__t__w1000_r5": 1.000007822200247,21142"loghar_rv__empirical__w1000_r5": 0.8653017690920036,21143"msgarch2__normal__w1000_r5": 1.0052117313561584,21144"msgarch2__t__w1000_r5": 1.0096029329749556,21145"nagarch11__ged__w1000_r5": 0.9712749139925202,21146"nagarch11__normal__w1000_r5": 0.9750486545355558,21147"nagarch11__skewt__w1000_r5": 0.9609189935435003,21148"nagarch11__t__w1000_r5": 0.9670832390354427,21149"qgarch11__ged__w1000_r5": 0.9413835571748362,21150"qgarch11__normal__w1000_r5": 0.9497370501783213,21151"qgarch11__skewt__w1000_r5": 0.9258014911174186,21152"qgarch11__t__w1000_r5": 0.9300004741193191,21153"realgarch11__normal__w1000_r5": 0.8779427196223651,21154"realgarch11__t__w1000_r5": 0.8785272990400029,21155"rm2006__normal__w1000_r5": 1.1180637563460027,21156"rm_rw__empirical__w1000_r5": 1.2714295767436352,21157"tarch11__ged__w1000_r5": 0.9303976814723094,21158"tarch11__normal__w1000_r5": 0.9285083539214436,21159"tarch11__skewt__w1000_r5": 0.9294955015109971,21160"tarch11__t__w1000_r5": 0.933117447580470221161},21162"bv5_on|qlike|5": {21163"aparch11__ged__w1000_r5": 0.9887992821481126,21164"aparch11__normal__w1000_r5": 0.9946436633625478,21165"aparch11__skewt__w1000_r5": 1.8540327356522055,21166"aparch11__t__w1000_r5": 0.9773581663687966,21167"arch5__ged__w1000_r5": 1.0681277364271777,21168"arch5__normal__w1000_r5": 1.0743273967343108,21169"arch5__skewt__w1000_r5": 1.0498794216782579,21170"arch5__t__w1000_r5": 1.0638146141792895,21171"avgarch11__ged__w1000_r5": 1.0056721348363844,21172"avgarch11__normal__w1000_r5": 1.0167408875801116,21173"avgarch11__skewt__w1000_r5": 0.989350118521132,21174"avgarch11__t__w1000_r5": 0.9909159511998573,21175"cgarch11__ged__w1000_r5": 1.0068040089244765,21176"cgarch11__normal__w1000_r5": 1.0007200031334462,21177"cgarch11__skewt__w1000_r5": 0.9972527220087171,21178"cgarch11__t__w1000_r5": 1.013197093703999,21179"constvar__normal__w1000_r5": 2.8734459571178435,21180"egarch11__ged__w1000_r5": 1.0003730009051628,21181"egarch11__normal__w1000_r5": 1.0199068480024522,21182"egarch11__skewt__w1000_r5": 0.9827541655912014,21183"egarch11__t__w1000_r5": 0.9973221379142262,21184"ewma094__normal__w1000_r5": 1.1935959924505402,21185"figarch11__ged__w1000_r5": 0.981034090875046,21186"figarch11__normal__w1000_r5": 0.9893589250138463,21187"figarch11__skewt__w1000_r5": 0.974321645015101,21188"figarch11__t__w1000_r5": 0.978100960745406,21189"garch11__ged__w1000_r5": 0.9958300435274695,21190"garch11__normal__w1000_r5": 1.0,21191"garch11__skewt__w1000_r5": 0.9857431022013387,21192"garch11__t__w1000_r5": 0.9912028926651634,21193"garch12__ged__w1000_r5": 0.9971797004949885,21194"garch12__normal__w1000_r5": 1.0013966789588942,21195"garch12__skewt__w1000_r5": 0.9870373321604987,21196"garch12__t__w1000_r5": 0.9927759706621372,21197"garch21__ged__w1000_r5": 0.9972969170584136,21198"garch21__normal__w1000_r5": 1.0019862609444394,21199"garch21__skewt__w1000_r5": 0.9867118661886634,21200"garch21__t__w1000_r5": 0.9917751319167462,21201"garchm11__ged__w1000_r5": 0.9829836539808422,21202"garchm11__normal__w1000_r5": 0.9879240672891941,21203"garchm11__skewt__w1000_r5": 0.9714536530881822,21204"garchm11__t__w1000_r5": 0.9783816407147958,21205"garchx_rv11__normal__w1000_r5": 0.9079026172965929,21206"garchx_rv11__t__w1000_r5": 0.9025218891704113,21207"gas_t11__t__w1000_r5": 1.0271227059002086,21208"gjr11__ged__w1000_r5": 0.9555104517296763,21209"gjr11__normal__w1000_r5": 0.9580147312955194,21210"gjr11__skewt__w1000_r5": 0.9465673345610105,21211"gjr11__t__w1000_r5": 0.9480046925230848,21212"har_rv__empirical__w1000_r5": 5422869.8017601175,21213"heavy11__normal__w1000_r5": 0.9085044132369744,21214"heavy11__t__w1000_r5": 0.9045923247920571,21215"histvar22__empirical__w1000_r5": 1.4471769329062536,21216"histvar252__empirical__w1000_r5": 2.4141189418284963,21217"histvar66__empirical__w1000_r5": 1.7456704078635932,21218"igarch11__ged__w1000_r5": 1.0158260874572864,21219"igarch11__normal__w1000_r5": 1.0344611836681485,21220"igarch11__skewt__w1000_r5": 1.0045366991146378,21221"igarch11__t__w1000_r5": 1.011265957363347,21222"loghar_rv__empirical__w1000_r5": 0.8804575681872004,21223"msgarch2__normal__w1000_r5": 1.0143932618338982,21224"msgarch2__t__w1000_r5": 1.0394210131847583,21225"nagarch11__ged__w1000_r5": 0.9615802229073487,21226"nagarch11__normal__w1000_r5": 0.9549617167166674,21227"nagarch11__skewt__w1000_r5": 0.9576093612621152,21228"nagarch11__t__w1000_r5": 0.9623185285106229,21229"qgarch11__ged__w1000_r5": 0.9459951235382105,21230"qgarch11__normal__w1000_r5": 0.9500124671065447,21231"qgarch11__skewt__w1000_r5": 0.93413574840532,21232"qgarch11__t__w1000_r5": 0.9346820885375048,21233"realgarch11__normal__w1000_r5": 0.8806455406048713,21234"realgarch11__t__w1000_r5": 1.3533946600886744,21235"rm2006__normal__w1000_r5": 1.087699400605728,21236"rm_rw__empirical__w1000_r5": 1.7645295933333887,21237"tarch11__ged__w1000_r5": 0.9571491081816872,21238"tarch11__normal__w1000_r5": 0.9499957080833938,21239"tarch11__skewt__w1000_r5": 0.9548891480915902,21240"tarch11__t__w1000_r5": 0.961551826166278921241},21242"bv5_on|qlike|22": {21243"aparch11__ged__w1000_r5": 1.0350356863760561,21244"aparch11__normal__w1000_r5": 1.0288773103575326,21245"aparch11__skewt__w1000_r5": 1.6683674636616228,21246"aparch11__t__w1000_r5": 1.0233710800586695,21247"arch5__ged__w1000_r5": 1.0796814432398598,21248"arch5__normal__w1000_r5": 1.0520417203224892,21249"arch5__skewt__w1000_r5": 1.0552785270805571,21250"arch5__t__w1000_r5": 1.0871166853063297,21251"avgarch11__ged__w1000_r5": 0.9965867516046397,21252"avgarch11__normal__w1000_r5": 0.9680700278227612,21253"avgarch11__skewt__w1000_r5": 0.9504182974355482,21254"avgarch11__t__w1000_r5": 0.9609946776323106,21255"cgarch11__ged__w1000_r5": 1.1060110411037753,21256"cgarch11__normal__w1000_r5": 1.0777055951963974,21257"cgarch11__skewt__w1000_r5": 1.070422607491375,21258"cgarch11__t__w1000_r5": 1.0953555605129837,21259"constvar__normal__w1000_r5": 1.7594339183106373,21260"egarch11__ged__w1000_r5": 1.0729130898531993,21261"egarch11__normal__w1000_r5": 1.061579982941691,21262"egarch11__skewt__w1000_r5": 1.0076824189208387,21263"egarch11__t__w1000_r5": 1.0625315641617477,21264"ewma094__normal__w1000_r5": 1.2573567315346694,21265"figarch11__ged__w1000_r5": 0.9905548817998935,21266"figarch11__normal__w1000_r5": 0.9219612238715325,21267"figarch11__skewt__w1000_r5": 0.9874907486569108,21268"figarch11__t__w1000_r5": 1.004034275746628,21269"garch11__ged__w1000_r5": 1.0103125165840907,21270"garch11__normal__w1000_r5": 1.0,21271"garch11__skewt__w1000_r5": 0.974254875383285,21272"garch11__t__w1000_r5": 0.9767933888807954,21273"garch12__ged__w1000_r5": 1.0114406115841172,21274"garch12__normal__w1000_r5": 1.0041358043780138,21275"garch12__skewt__w1000_r5": 0.9749308168851945,21276"garch12__t__w1000_r5": 0.9776367046088396,21277"garch21__ged__w1000_r5": 1.0125398819385645,21278"garch21__normal__w1000_r5": 1.0024962511686406,21279"garch21__skewt__w1000_r5": 0.9771120297764153,21280"garch21__t__w1000_r5": 0.9809512925176833,21281"garchm11__ged__w1000_r5": 1.0138922354313822,21282"garchm11__normal__w1000_r5": 0.9936758744474526,21283"garchm11__skewt__w1000_r5": 0.967890808396723,21284"garchm11__t__w1000_r5": 0.9700366329929799,21285"garchx_rv11__normal__w1000_r5": 1.03311488512017,21286"garchx_rv11__t__w1000_r5": 1.031828545694782,21287"gas_t11__t__w1000_r5": 1.045286159849587,21288"gjr11__ged__w1000_r5": 1.00718439450426,21289"gjr11__normal__w1000_r5": 0.996269620640905,21290"gjr11__skewt__w1000_r5": 1.0045443285272884,21291"gjr11__t__w1000_r5": 1.0045758689160795,21292"har_rv__empirical__w1000_r5": 406095.4622288932,21293"heavy11__normal__w1000_r5": 1.0305126925457544,21294"heavy11__t__w1000_r5": 1.0316945648168823,21295"histvar22__empirical__w1000_r5": 1.4707529827300039,21296"histvar252__empirical__w1000_r5": 1.7600485188631065,21297"histvar66__empirical__w1000_r5": 1.746850531933819,21298"igarch11__ged__w1000_r5": 0.9987710208043296,21299"igarch11__normal__w1000_r5": 1.0262175851205448,21300"igarch11__skewt__w1000_r5": 0.9619000511486059,21301"igarch11__t__w1000_r5": 0.9882008995922238,21302"loghar_rv__empirical__w1000_r5": 1.0450188162817058,21303"msgarch2__normal__w1000_r5": 1.0736992572040776,21304"msgarch2__t__w1000_r5": 1.0481852776142992,21305"nagarch11__ged__w1000_r5": 1.0224720750869358,21306"nagarch11__normal__w1000_r5": 0.9989898234799764,21307"nagarch11__skewt__w1000_r5": 1.0360021029222484,21308"nagarch11__t__w1000_r5": 1.0365581313471877,21309"qgarch11__ged__w1000_r5": 1.0241120535218682,21310"qgarch11__normal__w1000_r5": 1.0003053556882378,21311"qgarch11__skewt__w1000_r5": 1.0208686315830353,21312"qgarch11__t__w1000_r5": 1.0175202082264374,21313"realgarch11__normal__w1000_r5": 1.0342834487538322,21314"realgarch11__t__w1000_r5": 1.8873172794955733,21315"rm2006__normal__w1000_r5": 1.0894164943160534,21316"rm_rw__empirical__w1000_r5": 2.3744791310394358,21317"tarch11__ged__w1000_r5": 0.9942696724152998,21318"tarch11__normal__w1000_r5": 0.9795575279339762,21319"tarch11__skewt__w1000_r5": 0.9826013483073595,21320"tarch11__t__w1000_r5": 1.002494611959922321321},21322"medrv_on|qlike|1": {21323"aparch11__ged__w1000_r5": 0.9459861382211706,21324"aparch11__normal__w1000_r5": 0.957405950972733,21325"aparch11__skewt__w1000_r5": 1.3520287253053587,21326"aparch11__t__w1000_r5": 0.9369351302425266,21327"arch5__ged__w1000_r5": 1.0550085582846849,21328"arch5__normal__w1000_r5": 1.0562299952506544,21329"arch5__skewt__w1000_r5": 1.0497171089228274,21330"arch5__t__w1000_r5": 1.0527056967174337,21331"avgarch11__ged__w1000_r5": 1.01501699254632,21332"avgarch11__normal__w1000_r5": 1.0184873350999084,21333"avgarch11__skewt__w1000_r5": 1.0068427869615642,21334"avgarch11__t__w1000_r5": 1.007092338457312,21335"cgarch11__ged__w1000_r5": 0.9833675822474205,21336"cgarch11__normal__w1000_r5": 0.9800173778999771,21337"cgarch11__skewt__w1000_r5": 0.9849301121097952,21338"cgarch11__t__w1000_r5": 0.9900654752764211,21339"constvar__normal__w1000_r5": 2.5876559068556095,21340"egarch11__ged__w1000_r5": 0.9727252934257894,21341"egarch11__normal__w1000_r5": 0.9848607666070739,21342"egarch11__skewt__w1000_r5": 0.963275618530051,21343"egarch11__t__w1000_r5": 0.9651139016283414,21344"ewma094__normal__w1000_r5": 1.1436443425588088,21345"figarch11__ged__w1000_r5": 0.9868984773775095,21346"figarch11__normal__w1000_r5": 0.9894967881086351,21347"figarch11__skewt__w1000_r5": 0.985673541259451,21348"figarch11__t__w1000_r5": 0.9852963279828593,21349"garch11__ged__w1000_r5": 0.9944032751845079,21350"garch11__normal__w1000_r5": 1.0,21351"garch11__skewt__w1000_r5": 0.9899322580003909,21352"garch11__t__w1000_r5": 0.9916416299442964,21353"garch12__ged__w1000_r5": 0.9956802316854283,21354"garch12__normal__w1000_r5": 1.0015573283131411,21355"garch12__skewt__w1000_r5": 0.9914094496429076,21356"garch12__t__w1000_r5": 0.99337184349773,21357"garch21__ged__w1000_r5": 1.0047012232397812,21358"garch21__normal__w1000_r5": 1.0067140411837687,21359"garch21__skewt__w1000_r5": 0.9997189512088619,21360"garch21__t__w1000_r5": 1.002123275836501,21361"garchm11__ged__w1000_r5": 0.9854536746480348,21362"garchm11__normal__w1000_r5": 0.9918656897321043,21363"garchm11__skewt__w1000_r5": 0.9810637209454606,21364"garchm11__t__w1000_r5": 0.9835715314264917,21365"garchx_rv11__normal__w1000_r5": 0.8967902034988355,21366"garchx_rv11__t__w1000_r5": 0.8925278793714033,21367"gas_t11__t__w1000_r5": 1.0310880469921206,21368"gjr11__ged__w1000_r5": 0.9466970112175414,21369"gjr11__normal__w1000_r5": 0.9519506419135012,21370"gjr11__skewt__w1000_r5": 0.9399361491489239,21371"gjr11__t__w1000_r5": 0.9421541283448013,21372"har_rv__empirical__w1000_r5": 4462449.424680371,21373"heavy11__normal__w1000_r5": 0.8997586160957614,21374"heavy11__t__w1000_r5": 0.8972106616793956,21375"histvar22__empirical__w1000_r5": 1.267317269614391,21376"histvar252__empirical__w1000_r5": 2.1602500844839247,21377"histvar66__empirical__w1000_r5": 1.5829714209483488,21378"igarch11__ged__w1000_r5": 1.0022745027111593,21379"igarch11__normal__w1000_r5": 1.0105041619810262,21380"igarch11__skewt__w1000_r5": 1.0003252824405775,21381"igarch11__t__w1000_r5": 1.0000052446233203,21382"loghar_rv__empirical__w1000_r5": 0.8644722768671841,21383"msgarch2__normal__w1000_r5": 1.0050214170603269,21384"msgarch2__t__w1000_r5": 1.008539327849612,21385"nagarch11__ged__w1000_r5": 0.9674372416461838,21386"nagarch11__normal__w1000_r5": 0.9716681733010549,21387"nagarch11__skewt__w1000_r5": 0.9568808011216385,21388"nagarch11__t__w1000_r5": 0.9630867920699969,21389"qgarch11__ged__w1000_r5": 0.9413845806008027,21390"qgarch11__normal__w1000_r5": 0.9495113487068622,21391"qgarch11__skewt__w1000_r5": 0.9261782608119391,21392"qgarch11__t__w1000_r5": 0.9303472927539077,21393"realgarch11__normal__w1000_r5": 0.8789744374352148,21394"realgarch11__t__w1000_r5": 0.8794436403100767,21395"rm2006__normal__w1000_r5": 1.1187712792891042,21396"rm_rw__empirical__w1000_r5": 1.2420918753908807,21397"tarch11__ged__w1000_r5": 0.9276456142897074,21398"tarch11__normal__w1000_r5": 0.9265225509765025,21399"tarch11__skewt__w1000_r5": 0.9261935580251495,21400"tarch11__t__w1000_r5": 0.930018527232959221401},21402"medrv_on|qlike|5": {21403"aparch11__ged__w1000_r5": 0.9852006998092098,21404"aparch11__normal__w1000_r5": 0.9937564421799137,21405"aparch11__skewt__w1000_r5": 1.8335041138511712,21406"aparch11__t__w1000_r5": 0.9728990186617787,21407"arch5__ged__w1000_r5": 1.0686840167881693,21408"arch5__normal__w1000_r5": 1.0751169163222736,21409"arch5__skewt__w1000_r5": 1.0504529240024065,21410"arch5__t__w1000_r5": 1.064947542017453,21411"avgarch11__ged__w1000_r5": 1.0056866277995302,21412"avgarch11__normal__w1000_r5": 1.0183078860015593,21413"avgarch11__skewt__w1000_r5": 0.9882070434728142,21414"avgarch11__t__w1000_r5": 0.990631962890766,21415"cgarch11__ged__w1000_r5": 1.0074525640993957,21416"cgarch11__normal__w1000_r5": 1.00171874620657,21417"cgarch11__skewt__w1000_r5": 0.9964045978601872,21418"cgarch11__t__w1000_r5": 1.013675201722451,21419"constvar__normal__w1000_r5": 2.8508694043779075,21420"egarch11__ged__w1000_r5": 0.994932795808298,21421"egarch11__normal__w1000_r5": 1.0157065943607297,21422"egarch11__skewt__w1000_r5": 0.9780179074088815,21423"egarch11__t__w1000_r5": 0.9916815620326499,21424"ewma094__normal__w1000_r5": 1.1842598028755373,21425"figarch11__ged__w1000_r5": 0.9815115357126585,21426"figarch11__normal__w1000_r5": 0.9903016217107434,21427"figarch11__skewt__w1000_r5": 0.973879939315412,21428"figarch11__t__w1000_r5": 0.9786293810908057,21429"garch11__ged__w1000_r5": 0.9951656780639583,21430"garch11__normal__w1000_r5": 1.0,21431"garch11__skewt__w1000_r5": 0.9841546500491115,21432"garch11__t__w1000_r5": 0.9905402959358409,21433"garch12__ged__w1000_r5": 0.9964788531016451,21434"garch12__normal__w1000_r5": 1.001422645447118,21435"garch12__skewt__w1000_r5": 0.9854163598097213,21436"garch12__t__w1000_r5": 0.9920737604826972,21437"garch21__ged__w1000_r5": 0.9965590663454498,21438"garch21__normal__w1000_r5": 1.0018645511640503,21439"garch21__skewt__w1000_r5": 0.9850190291604483,21440"garch21__t__w1000_r5": 0.99105013923976,21441"garchm11__ged__w1000_r5": 0.9821747506738508,21442"garchm11__normal__w1000_r5": 0.9878198544711994,21443"garchm11__skewt__w1000_r5": 0.9697735807020332,21444"garchm11__t__w1000_r5": 0.9776470697223693,21445"garchx_rv11__normal__w1000_r5": 0.9085843467343627,21446"garchx_rv11__t__w1000_r5": 0.90271039900461,21447"gas_t11__t__w1000_r5": 1.0267044324797003,21448"gjr11__ged__w1000_r5": 0.9511886901624856,21449"gjr11__normal__w1000_r5": 0.9550398332435681,21450"gjr11__skewt__w1000_r5": 0.9416470578412037,21451"gjr11__t__w1000_r5": 0.943323594645437,21452"har_rv__empirical__w1000_r5": 5242632.510613548,21453"heavy11__normal__w1000_r5": 0.9092138064717954,21454"heavy11__t__w1000_r5": 0.9047929115771095,21455"histvar22__empirical__w1000_r5": 1.4246340090688512,21456"histvar252__empirical__w1000_r5": 2.4019495327509914,21457"histvar66__empirical__w1000_r5": 1.7337684262722248,21458"igarch11__ged__w1000_r5": 1.0151116117135517,21459"igarch11__normal__w1000_r5": 1.033970184900718,21460"igarch11__skewt__w1000_r5": 1.0032564862841444,21461"igarch11__t__w1000_r5": 1.0108680438891118,21462"loghar_rv__empirical__w1000_r5": 0.8799285518563293,21463"msgarch2__normal__w1000_r5": 1.0139266172835066,21464"msgarch2__t__w1000_r5": 1.0376763426446995,21465"nagarch11__ged__w1000_r5": 0.956419104149585,21466"nagarch11__normal__w1000_r5": 0.9511995888488874,21467"nagarch11__skewt__w1000_r5": 0.9522429369152884,21468"nagarch11__t__w1000_r5": 0.9564542611587739,21469"qgarch11__ged__w1000_r5": 0.9443605256630838,21470"qgarch11__normal__w1000_r5": 0.9488038298996778,21471"qgarch11__skewt__w1000_r5": 0.9331312481492542,21472"qgarch11__t__w1000_r5": 0.9331835567742721,21473"realgarch11__normal__w1000_r5": 0.8811123977352726,21474"realgarch11__t__w1000_r5": 1.345572957510153,21475"rm2006__normal__w1000_r5": 1.0887146049309435,21476"rm_rw__empirical__w1000_r5": 1.7108117484920944,21477"tarch11__ged__w1000_r5": 0.9529400445746194,21478"tarch11__normal__w1000_r5": 0.947899726423783,21479"tarch11__skewt__w1000_r5": 0.9511244172503684,21480"tarch11__t__w1000_r5": 0.956683314354171321481},21482"medrv_on|qlike|22": {21483"aparch11__ged__w1000_r5": 1.034856184346748,21484"aparch11__normal__w1000_r5": 1.0307475846380416,21485"aparch11__skewt__w1000_r5": 1.6597824741043918,21486"aparch11__t__w1000_r5": 1.0227260402453435,21487"arch5__ged__w1000_r5": 1.081676390165807,21488"arch5__normal__w1000_r5": 1.0542220135321374,21489"arch5__skewt__w1000_r5": 1.0575299293466303,21490"arch5__t__w1000_r5": 1.0894736988890867,21491"avgarch11__ged__w1000_r5": 0.9951915463741954,21492"avgarch11__normal__w1000_r5": 0.9694756694697387,21493"avgarch11__skewt__w1000_r5": 0.9486872690627318,21494"avgarch11__t__w1000_r5": 0.9595506867321681,21495"cgarch11__ged__w1000_r5": 1.105621218840275,21496"cgarch11__normal__w1000_r5": 1.0773868593647324,21497"cgarch11__skewt__w1000_r5": 1.0689133249302523,21498"cgarch11__t__w1000_r5": 1.0949992576489382,21499"constvar__normal__w1000_r5": 1.752223303575589,21500"egarch11__ged__w1000_r5": 1.0715630042696582,21501"egarch11__normal__w1000_r5": 1.0616446108985287,21502"egarch11__skewt__w1000_r5": 1.0083272734263102,21503"egarch11__t__w1000_r5": 1.061490077702019,21504"ewma094__normal__w1000_r5": 1.245143318140151,21505"figarch11__ged__w1000_r5": 0.9908483698609156,21506"figarch11__normal__w1000_r5": 0.9232449576501798,21507"figarch11__skewt__w1000_r5": 0.9870693352012185,21508"figarch11__t__w1000_r5": 1.004310568900968,21509"garch11__ged__w1000_r5": 1.0096761661350409,21510"garch11__normal__w1000_r5": 1.0,21511"garch11__skewt__w1000_r5": 0.9731167666129914,21512"garch11__t__w1000_r5": 0.9765126419024902,21513"garch12__ged__w1000_r5": 1.0107335954058252,21514"garch12__normal__w1000_r5": 1.0040202282899715,21515"garch12__skewt__w1000_r5": 0.9737414181855951,21516"garch12__t__w1000_r5": 0.9772959143093792,21517"garch21__ged__w1000_r5": 1.0120478465911609,21518"garch21__normal__w1000_r5": 1.0025115307463592,21519"garch21__skewt__w1000_r5": 0.9761150716331128,21520"garch21__t__w1000_r5": 0.9808232757308655,21521"garchm11__ged__w1000_r5": 1.013147437433142,21522"garchm11__normal__w1000_r5": 0.9937047610326079,21523"garchm11__skewt__w1000_r5": 0.9666243576973323,21524"garchm11__t__w1000_r5": 0.969808438946708,21525"garchx_rv11__normal__w1000_r5": 1.0348801832377066,21526"garchx_rv11__t__w1000_r5": 1.0335650492441575,21527"gas_t11__t__w1000_r5": 1.043626768216756,21528"gjr11__ged__w1000_r5": 1.005723357793419,21529"gjr11__normal__w1000_r5": 0.995486225522162,21530"gjr11__skewt__w1000_r5": 1.0030293063909093,21531"gjr11__t__w1000_r5": 1.0029407848126044,21532"har_rv__empirical__w1000_r5": 395245.9832365198,21533"heavy11__normal__w1000_r5": 1.0323157093890505,21534"heavy11__t__w1000_r5": 1.0334504229730301,21535"histvar22__empirical__w1000_r5": 1.449933577159773,21536"histvar252__empirical__w1000_r5": 1.7546859605084881,21537"histvar66__empirical__w1000_r5": 1.7348458170528644,21538"igarch11__ged__w1000_r5": 0.9992944850243921,21539"igarch11__normal__w1000_r5": 1.0269175739972194,21540"igarch11__skewt__w1000_r5": 0.9619529811060252,21541"igarch11__t__w1000_r5": 0.9886938421026061,21542"loghar_rv__empirical__w1000_r5": 1.0445267713718278,21543"msgarch2__normal__w1000_r5": 1.070482962491925,21544"msgarch2__t__w1000_r5": 1.0459786264940152,21545"nagarch11__ged__w1000_r5": 1.0225920126251524,21546"nagarch11__normal__w1000_r5": 1.000078966849865,21547"nagarch11__skewt__w1000_r5": 1.0362682011461073,21548"nagarch11__t__w1000_r5": 1.0361677962954972,21549"qgarch11__ged__w1000_r5": 1.024169836240336,21550"qgarch11__normal__w1000_r5": 1.001132721132557,21551"qgarch11__skewt__w1000_r5": 1.0212740437791676,21552"qgarch11__t__w1000_r5": 1.017386119434941,21553"realgarch11__normal__w1000_r5": 1.0339680317041111,21554"realgarch11__t__w1000_r5": 1.876530351257838,21555"rm2006__normal__w1000_r5": 1.0856243938859118,21556"rm_rw__empirical__w1000_r5": 2.3270291735892186,21557"tarch11__ged__w1000_r5": 0.993735481844861,21558"tarch11__normal__w1000_r5": 0.9808744535238133,21559"tarch11__skewt__w1000_r5": 0.9835961005033744,21560"tarch11__t__w1000_r5": 1.00170390219286121561},21562"r2|qlike|1": {21563"aparch11__ged__w1000_r5": 0.9765436098237463,21564"aparch11__normal__w1000_r5": 0.9768085393930521,21565"aparch11__skewt__w1000_r5": 1.0774009344260518,21566"aparch11__t__w1000_r5": 0.9751124101693427,21567"arch5__ged__w1000_r5": 1.0115635983034348,21568"arch5__normal__w1000_r5": 1.0122033225738012,21569"arch5__skewt__w1000_r5": 1.009668077670646,21570"arch5__t__w1000_r5": 1.008554111240029,21571"avgarch11__ged__w1000_r5": 1.0068994104997973,21572"avgarch11__normal__w1000_r5": 1.006061719472531,21573"avgarch11__skewt__w1000_r5": 1.0064702495366473,21574"avgarch11__t__w1000_r5": 1.0043530278749095,21575"cgarch11__ged__w1000_r5": 1.0018200265584951,21576"cgarch11__normal__w1000_r5": 1.0004601559771429,21577"cgarch11__skewt__w1000_r5": 1.0032663310995977,21578"cgarch11__t__w1000_r5": 1.001694856368391,21579"constvar__normal__w1000_r5": 1.355817062921113,21580"egarch11__ged__w1000_r5": 0.9834820774884586,21581"egarch11__normal__w1000_r5": 0.9868284220817949,21582"egarch11__skewt__w1000_r5": 0.9805632675749679,21583"egarch11__t__w1000_r5": 0.9799727831556642,21584"ewma094__normal__w1000_r5": 1.046682587509447,21585"figarch11__ged__w1000_r5": 1.001545621082507,21586"figarch11__normal__w1000_r5": 1.0007394136581047,21587"figarch11__skewt__w1000_r5": 1.0014678395848742,21588"figarch11__t__w1000_r5": 0.9995249556547489,21589"garch11__ged__w1000_r5": 0.9995191206387984,21590"garch11__normal__w1000_r5": 1.0,21591"garch11__skewt__w1000_r5": 0.9996919172500182,21592"garch11__t__w1000_r5": 0.9975079829821223,21593"garch12__ged__w1000_r5": 1.0004054480125628,21594"garch12__normal__w1000_r5": 1.0014676025575706,21595"garch12__skewt__w1000_r5": 1.0004033283757061,21596"garch12__t__w1000_r5": 0.9983396788646247,21597"garch21__ged__w1000_r5": 1.0020869116043833,21598"garch21__normal__w1000_r5": 1.0017034427702007,21599"garch21__skewt__w1000_r5": 1.0017759054575401,21600"garch21__t__w1000_r5": 0.9999275084610801,21601"garchm11__ged__w1000_r5": 0.99770278177974,21602"garchm11__normal__w1000_r5": 0.9984846749874049,21603"garchm11__skewt__w1000_r5": 0.9978146199921565,21604"garchm11__t__w1000_r5": 0.9957437256721413,21605"garchx_rv11__normal__w1000_r5": 0.9572869661999546,21606"garchx_rv11__t__w1000_r5": 0.9560939709237892,21607"gas_t11__t__w1000_r5": 1.0110214710779661,21608"gjr11__ged__w1000_r5": 0.9849257214876752,21609"gjr11__normal__w1000_r5": 0.9867081802580936,21610"gjr11__skewt__w1000_r5": 0.9843062581663733,21611"gjr11__t__w1000_r5": 0.9832093485141034,21612"har_rv__empirical__w1000_r5": 1678442.6385641317,21613"heavy11__normal__w1000_r5": 0.9565483520935869,21614"heavy11__t__w1000_r5": 0.9560557208229581,21615"histvar22__empirical__w1000_r5": 1.1040117364128013,21616"histvar252__empirical__w1000_r5": 1.2757786601609051,21617"histvar66__empirical__w1000_r5": 1.1357651649855105,21618"igarch11__ged__w1000_r5": 1.0022389042905242,21619"igarch11__normal__w1000_r5": 1.0023578487088194,21620"igarch11__skewt__w1000_r5": 1.0029203979830772,21621"igarch11__t__w1000_r5": 1.0005955101438746,21622"loghar_rv__empirical__w1000_r5": 0.9467168367919082,21623"msgarch2__normal__w1000_r5": 1.004467132827044,21624"msgarch2__t__w1000_r5": 1.006378412107452,21625"nagarch11__ged__w1000_r5": 0.9658041660565175,21626"nagarch11__normal__w1000_r5": 0.9684166047909407,21627"nagarch11__skewt__w1000_r5": 0.9633018473347558,21628"nagarch11__t__w1000_r5": 0.9637399118471771,21629"qgarch11__ged__w1000_r5": 0.9718224805062881,21630"qgarch11__normal__w1000_r5": 0.9736235636078259,21631"qgarch11__skewt__w1000_r5": 0.9694212027323312,21632"qgarch11__t__w1000_r5": 0.969879831596142,21633"realgarch11__normal__w1000_r5": 0.9478073033153541,21634"realgarch11__t__w1000_r5": 0.9475068597096333,21635"rm2006__normal__w1000_r5": 1.0223944454866467,21636"rm_rw__empirical__w1000_r5": 1.0593770879443885,21637"tarch11__ged__w1000_r5": 0.974925673517896,21638"tarch11__normal__w1000_r5": 0.9749131861951555,21639"tarch11__skewt__w1000_r5": 0.9744911301062233,21640"tarch11__t__w1000_r5": 0.974412065760400421641},21642"r2|qlike|5": {21643"aparch11__ged__w1000_r5": 0.9792423167659848,21644"aparch11__normal__w1000_r5": 0.9703516894701326,21645"aparch11__skewt__w1000_r5": 1.4939217382554122,21646"aparch11__t__w1000_r5": 0.9777798153122534,21647"arch5__ged__w1000_r5": 1.0291637603971338,21648"arch5__normal__w1000_r5": 1.031516939421591,21649"arch5__skewt__w1000_r5": 1.0173325997468188,21650"arch5__t__w1000_r5": 1.0184073639752977,21651"avgarch11__ged__w1000_r5": 1.0096535374770106,21652"avgarch11__normal__w1000_r5": 1.0059124930430448,21653"avgarch11__skewt__w1000_r5": 1.004400498816702,21654"avgarch11__t__w1000_r5": 1.0002301458173832,21655"cgarch11__ged__w1000_r5": 1.0100456669018134,21656"cgarch11__normal__w1000_r5": 1.0061874927604373,21657"cgarch11__skewt__w1000_r5": 1.0082872648503882,21658"cgarch11__t__w1000_r5": 1.0082939824568846,21659"constvar__normal__w1000_r5": 2.0501259308836954,21660"egarch11__ged__w1000_r5": 0.9917445731652244,21661"egarch11__normal__w1000_r5": 1.0006784621903442,21662"egarch11__skewt__w1000_r5": 0.976680681651567,21663"egarch11__t__w1000_r5": 0.9863609484086641,21664"ewma094__normal__w1000_r5": 1.167075510863683,21665"figarch11__ged__w1000_r5": 0.9930234040046108,21666"figarch11__normal__w1000_r5": 0.9940279707755962,21667"figarch11__skewt__w1000_r5": 0.9920033404404527,21668"figarch11__t__w1000_r5": 0.9880606394625399,21669"garch11__ged__w1000_r5": 1.0004162237833851,21670"garch11__normal__w1000_r5": 1.0,21671"garch11__skewt__w1000_r5": 0.9985911089117578,21672"garch11__t__w1000_r5": 0.9931567455526502,21673"garch12__ged__w1000_r5": 1.0015243837791834,21674"garch12__normal__w1000_r5": 1.0014403196091068,21675"garch12__skewt__w1000_r5": 0.9994761951667557,21676"garch12__t__w1000_r5": 0.9943452180512108,21677"garch21__ged__w1000_r5": 1.003593225945997,21678"garch21__normal__w1000_r5": 1.0026743592901646,21679"garch21__skewt__w1000_r5": 1.001447220205079,21680"garch21__t__w1000_r5": 0.9957243928926619,21681"garchm11__ged__w1000_r5": 0.9936678409321406,21682"garchm11__normal__w1000_r5": 0.9936610824846144,21683"garchm11__skewt__w1000_r5": 0.9910645410060267,21684"garchm11__t__w1000_r5": 0.9856547871601067,21685"garchx_rv11__normal__w1000_r5": 0.8936470926582137,21686"garchx_rv11__t__w1000_r5": 0.8883521942427954,21687"gas_t11__t__w1000_r5": 1.0200871861740866,21688"gjr11__ged__w1000_r5": 0.9748513855176237,21689"gjr11__normal__w1000_r5": 0.9732873883690165,21690"gjr11__skewt__w1000_r5": 0.9737754108675453,21691"gjr11__t__w1000_r5": 0.9716774198094528,21692"har_rv__empirical__w1000_r5": 3993108.1773122866,21693"heavy11__normal__w1000_r5": 0.8926639623504892,21694"heavy11__t__w1000_r5": 0.888328821529214,21695"histvar22__empirical__w1000_r5": 1.4076488186895497,21696"histvar252__empirical__w1000_r5": 1.8466940084146721,21697"histvar66__empirical__w1000_r5": 1.4455500590304293,21698"igarch11__ged__w1000_r5": 1.0107542858400813,21699"igarch11__normal__w1000_r5": 1.0141047742682519,21700"igarch11__skewt__w1000_r5": 1.009067188115168,21701"igarch11__t__w1000_r5": 1.006062957892222,21702"loghar_rv__empirical__w1000_r5": 0.8862672781647776,21703"msgarch2__normal__w1000_r5": 1.018266349180149,21704"msgarch2__t__w1000_r5": 1.0413381021249632,21705"nagarch11__ged__w1000_r5": 0.9334184854855622,21706"nagarch11__normal__w1000_r5": 0.9288636614972301,21707"nagarch11__skewt__w1000_r5": 0.9335991333080454,21708"nagarch11__t__w1000_r5": 0.9350782528609859,21709"qgarch11__ged__w1000_r5": 0.9478008807388582,21710"qgarch11__normal__w1000_r5": 0.9472238937948104,21711"qgarch11__skewt__w1000_r5": 0.9419104137683139,21712"qgarch11__t__w1000_r5": 0.9428526858622208,21713"realgarch11__normal__w1000_r5": 0.8817767665761234,21714"realgarch11__t__w1000_r5": 1.154422193249628,21715"rm2006__normal__w1000_r5": 1.0491091952374632,21716"rm_rw__empirical__w1000_r5": 1.4695190310255641,21717"tarch11__ged__w1000_r5": 0.9681388503674573,21718"tarch11__normal__w1000_r5": 0.9576703935511346,21719"tarch11__skewt__w1000_r5": 0.9638003562524821,21720"tarch11__t__w1000_r5": 0.971460531167332321721},21722"r2|qlike|22": {21723"aparch11__ged__w1000_r5": 1.0338880398898367,21724"aparch11__normal__w1000_r5": 1.0102872236607794,21725"aparch11__skewt__w1000_r5": 1.5986786810683467,21726"aparch11__t__w1000_r5": 1.0252383960150677,21727"arch5__ged__w1000_r5": 1.049992711071516,21728"arch5__normal__w1000_r5": 1.0310630694671352,21729"arch5__skewt__w1000_r5": 1.0228358141084986,21730"arch5__t__w1000_r5": 1.0439629047499548,21731"avgarch11__ged__w1000_r5": 0.9990925650963952,21732"avgarch11__normal__w1000_r5": 0.9566492476499198,21733"avgarch11__skewt__w1000_r5": 0.9603943217608626,21734"avgarch11__t__w1000_r5": 0.96748982906191,21735"cgarch11__ged__w1000_r5": 1.1139216281019944,21736"cgarch11__normal__w1000_r5": 1.0958244321282882,21737"cgarch11__skewt__w1000_r5": 1.0784484806600734,21738"cgarch11__t__w1000_r5": 1.092563525348724,21739"constvar__normal__w1000_r5": 1.6791488313171419,21740"egarch11__ged__w1000_r5": 1.0835212536149028,21741"egarch11__normal__w1000_r5": 1.0633298819317842,21742"egarch11__skewt__w1000_r5": 1.0102104997328312,21743"egarch11__t__w1000_r5": 1.0720244398739875,21744"ewma094__normal__w1000_r5": 1.3133903362610402,21745"figarch11__ged__w1000_r5": 1.0035236373039043,21746"figarch11__normal__w1000_r5": 0.9388024335932685,21747"figarch11__skewt__w1000_r5": 1.0010534198946361,21748"figarch11__t__w1000_r5": 1.0117123612651986,21749"garch11__ged__w1000_r5": 1.0071415815398377,21750"garch11__normal__w1000_r5": 1.0,21751"garch11__skewt__w1000_r5": 0.9755559607197651,21752"garch11__t__w1000_r5": 0.9688829039633656,21753"garch12__ged__w1000_r5": 1.0088628466239866,21754"garch12__normal__w1000_r5": 1.0048459937325627,21755"garch12__skewt__w1000_r5": 0.9765351548004233,21756"garch12__t__w1000_r5": 0.9701758464819367,21757"garch21__ged__w1000_r5": 1.0093560360696823,21758"garch21__normal__w1000_r5": 1.0025067614838288,21759"garch21__skewt__w1000_r5": 0.9780825184217382,21760"garch21__t__w1000_r5": 0.9726172750690963,21761"garchm11__ged__w1000_r5": 1.0112022479040872,21762"garchm11__normal__w1000_r5": 0.994728301673585,21763"garchm11__skewt__w1000_r5": 0.9727828058898403,21764"garchm11__t__w1000_r5": 0.9626652335321391,21765"garchx_rv11__normal__w1000_r5": 0.995049310543258,21766"garchx_rv11__t__w1000_r5": 0.9922732030430187,21767"gas_t11__t__w1000_r5": 1.038770702032625,21768"gjr11__ged__w1000_r5": 1.013022394018162,21769"gjr11__normal__w1000_r5": 1.0008697339864498,21770"gjr11__skewt__w1000_r5": 1.0100888213014092,21771"gjr11__t__w1000_r5": 1.0122006258452363,21772"har_rv__empirical__w1000_r5": 408402.1046007669,21773"heavy11__normal__w1000_r5": 0.9923432467571373,21774"heavy11__t__w1000_r5": 0.9919182733382315,21775"histvar22__empirical__w1000_r5": 1.5745076259389172,21776"histvar252__empirical__w1000_r5": 1.7438097020393408,21777"histvar66__empirical__w1000_r5": 1.7359577281291825,21778"igarch11__ged__w1000_r5": 0.974895590347977,21779"igarch11__normal__w1000_r5": 0.9910248964414756,21780"igarch11__skewt__w1000_r5": 0.9487437280555402,21781"igarch11__t__w1000_r5": 0.9674642152628479,21782"loghar_rv__empirical__w1000_r5": 1.0378306181918966,21783"msgarch2__normal__w1000_r5": 1.0854667436233545,21784"msgarch2__t__w1000_r5": 1.0805551358355496,21785"nagarch11__ged__w1000_r5": 1.0050298716773336,21786"nagarch11__normal__w1000_r5": 0.9777593611339507,21787"nagarch11__skewt__w1000_r5": 1.0171048589352878,21788"nagarch11__t__w1000_r5": 1.0224301355599668,21789"qgarch11__ged__w1000_r5": 1.0212750999126348,21790"qgarch11__normal__w1000_r5": 0.9930331405039112,21791"qgarch11__skewt__w1000_r5": 1.0175003227822599,21792"qgarch11__t__w1000_r5": 1.0189759669154543,21793"realgarch11__normal__w1000_r5": 1.0333162575409898,21794"realgarch11__t__w1000_r5": 1.782176013720578,21795"rm2006__normal__w1000_r5": 1.125741130241521,21796"rm_rw__empirical__w1000_r5": 2.4097499499400463,21797"tarch11__ged__w1000_r5": 0.9995303578011943,21798"tarch11__normal__w1000_r5": 0.9737662215017981,21799"tarch11__skewt__w1000_r5": 0.9780447776738049,21800"tarch11__t__w1000_r5": 1.008935153630326621801},21802"rv5ss_scaled|qlike|1": {21803"aparch11__ged__w1000_r5": 0.9676356359630014,21804"aparch11__normal__w1000_r5": 0.9770184928892085,21805"aparch11__skewt__w1000_r5": 1.517570018579951,21806"aparch11__t__w1000_r5": 0.9644313362041426,21807"arch5__ged__w1000_r5": 1.0605683130382555,21808"arch5__normal__w1000_r5": 1.063594604449739,21809"arch5__skewt__w1000_r5": 1.0557695901279323,21810"arch5__t__w1000_r5": 1.0515094611776117,21811"avgarch11__ged__w1000_r5": 1.0275793877675208,21812"avgarch11__normal__w1000_r5": 1.0291345051940797,21813"avgarch11__skewt__w1000_r5": 1.0288473029573553,21814"avgarch11__t__w1000_r5": 1.0175048749195776,21815"cgarch11__ged__w1000_r5": 0.9626379166129306,21816"cgarch11__normal__w1000_r5": 0.9631140294188271,21817"cgarch11__skewt__w1000_r5": 0.9708149246398565,21818"cgarch11__t__w1000_r5": 0.9621140751887632,21819"constvar__normal__w1000_r5": 2.884155133846514,21820"egarch11__ged__w1000_r5": 0.9930891560578996,21821"egarch11__normal__w1000_r5": 1.0007105767870925,21822"egarch11__skewt__w1000_r5": 0.9864411602127665,21823"egarch11__t__w1000_r5": 0.9875671504314258,21824"ewma094__normal__w1000_r5": 1.2190154599122258,21825"figarch11__ged__w1000_r5": 0.9740771077878795,21826"figarch11__normal__w1000_r5": 0.9768095314364722,21827"figarch11__skewt__w1000_r5": 0.9788495681258821,21828"figarch11__t__w1000_r5": 0.9704694354846928,21829"garch11__ged__w1000_r5": 0.9937698441612264,21830"garch11__normal__w1000_r5": 1.0,21831"garch11__skewt__w1000_r5": 0.9965154310419202,21832"garch11__t__w1000_r5": 0.9871005085255447,21833"garch12__ged__w1000_r5": 0.9941754528202899,21834"garch12__normal__w1000_r5": 1.0029382112417835,21835"garch12__skewt__w1000_r5": 0.9978815442117291,21836"garch12__t__w1000_r5": 0.9886457425330547,21837"garch21__ged__w1000_r5": 1.009423691208694,21838"garch21__normal__w1000_r5": 1.0124688227367016,21839"garch21__skewt__w1000_r5": 1.0096583634126757,21840"garch21__t__w1000_r5": 1.0013425947810664,21841"garchm11__ged__w1000_r5": 0.9832905787733159,21842"garchm11__normal__w1000_r5": 0.9899345513263864,21843"garchm11__skewt__w1000_r5": 0.98670214410222,21844"garchm11__t__w1000_r5": 0.9761940980597507,21845"garchx_rv11__normal__w1000_r5": 0.9127055707558764,21846"garchx_rv11__t__w1000_r5": 0.9126152227279902,21847"gas_t11__t__w1000_r5": 1.0512331934664585,21848"gjr11__ged__w1000_r5": 0.9409149161791018,21849"gjr11__normal__w1000_r5": 0.9380387160899087,21850"gjr11__skewt__w1000_r5": 0.9440316441020806,21851"gjr11__t__w1000_r5": 0.9416931848080616,21852"har_rv__empirical__w1000_r5": 4271365.02201533,21853"heavy11__normal__w1000_r5": 0.9186640660425903,21854"heavy11__t__w1000_r5": 0.919763893898531,21855"histvar22__empirical__w1000_r5": 1.4945754384885,21856"histvar252__empirical__w1000_r5": 2.484872581354508,21857"histvar66__empirical__w1000_r5": 1.7792513748731613,21858"igarch11__ged__w1000_r5": 1.008155228964409,21859"igarch11__normal__w1000_r5": 1.0155623825822746,21860"igarch11__skewt__w1000_r5": 1.0096884133311468,21861"igarch11__t__w1000_r5": 1.0008182705311,21862"loghar_rv__empirical__w1000_r5": 0.8825759989288127,21863"msgarch2__normal__w1000_r5": 1.011583699423406,21864"msgarch2__t__w1000_r5": 1.0017058025056143,21865"nagarch11__ged__w1000_r5": 1.0198252057055477,21866"nagarch11__normal__w1000_r5": 1.0178183732331476,21867"nagarch11__skewt__w1000_r5": 1.0125505216204453,21868"nagarch11__t__w1000_r5": 1.019769734260705,21869"qgarch11__ged__w1000_r5": 0.9494547591109603,21870"qgarch11__normal__w1000_r5": 0.9614580393804062,21871"qgarch11__skewt__w1000_r5": 0.927598821651491,21872"qgarch11__t__w1000_r5": 0.9327246847956833,21873"realgarch11__normal__w1000_r5": 0.885282054465966,21874"realgarch11__t__w1000_r5": 0.8854714186757889,21875"rm2006__normal__w1000_r5": 1.1075054648417246,21876"rm_rw__empirical__w1000_r5": 1.6172700497550363,21877"tarch11__ged__w1000_r5": 0.9362749521004334,21878"tarch11__normal__w1000_r5": 0.9239794009299463,21879"tarch11__skewt__w1000_r5": 0.9406804896322851,21880"tarch11__t__w1000_r5": 0.947724788873504121881},21882"rv5ss_scaled|qlike|5": {21883"aparch11__ged__w1000_r5": 1.0157876175215432,21884"aparch11__normal__w1000_r5": 0.9982740008538502,21885"aparch11__skewt__w1000_r5": 1.9600161702777406,21886"aparch11__t__w1000_r5": 1.013439640683822,21887"arch5__ged__w1000_r5": 1.0504025769256382,21888"arch5__normal__w1000_r5": 1.0596006882507452,21889"arch5__skewt__w1000_r5": 1.0304868352813537,21890"arch5__t__w1000_r5": 1.0319991169363805,21891"avgarch11__ged__w1000_r5": 1.023159398444101,21892"avgarch11__normal__w1000_r5": 1.0153759887106781,21893"avgarch11__skewt__w1000_r5": 1.0188257363269118,21894"avgarch11__t__w1000_r5": 1.0081953440434999,21895"cgarch11__ged__w1000_r5": 0.9865187550643206,21896"cgarch11__normal__w1000_r5": 0.9892497389111358,21897"cgarch11__skewt__w1000_r5": 0.985368666867121,21898"cgarch11__t__w1000_r5": 0.9809095961044376,21899"constvar__normal__w1000_r5": 2.7260496551614537,21900"egarch11__ged__w1000_r5": 1.0134081467454517,21901"egarch11__normal__w1000_r5": 1.0168657023887708,21902"egarch11__skewt__w1000_r5": 0.9850259083255266,21903"egarch11__t__w1000_r5": 1.0123149512543803,21904"ewma094__normal__w1000_r5": 1.2529650458455186,21905"figarch11__ged__w1000_r5": 0.9564668044481301,21906"figarch11__normal__w1000_r5": 0.9677791476653367,21907"figarch11__skewt__w1000_r5": 0.956106918837556,21908"figarch11__t__w1000_r5": 0.9487025722885606,21909"garch11__ged__w1000_r5": 0.9971915712373083,21910"garch11__normal__w1000_r5": 1.0,21911"garch11__skewt__w1000_r5": 0.9964311565553813,21912"garch11__t__w1000_r5": 0.9856383592370035,21913"garch12__ged__w1000_r5": 0.9977629057496468,21914"garch12__normal__w1000_r5": 1.001690315477647,21915"garch12__skewt__w1000_r5": 0.9972620373011594,21916"garch12__t__w1000_r5": 0.9866632497841533,21917"garch21__ged__w1000_r5": 1.0006024611439719,21918"garch21__normal__w1000_r5": 1.005485049129612,21919"garch21__skewt__w1000_r5": 0.9981251815379492,21920"garch21__t__w1000_r5": 0.9868102326872489,21921"garchm11__ged__w1000_r5": 0.9842410574145267,21922"garchm11__normal__w1000_r5": 0.9871036798486299,21923"garchm11__skewt__w1000_r5": 0.985907348238685,21924"garchm11__t__w1000_r5": 0.971775266189271,21925"garchx_rv11__normal__w1000_r5": 0.8969756229634877,21926"garchx_rv11__t__w1000_r5": 0.8955418590022869,21927"gas_t11__t__w1000_r5": 1.0430720895829773,21928"gjr11__ged__w1000_r5": 0.9630403444854924,21929"gjr11__normal__w1000_r5": 0.9554006179855715,21930"gjr11__skewt__w1000_r5": 0.9625126014856865,21931"gjr11__t__w1000_r5": 0.9611544208900821,21932"har_rv__empirical__w1000_r5": 4655241.71107223,21933"heavy11__normal__w1000_r5": 0.8969131245805311,21934"heavy11__t__w1000_r5": 0.8973261900240901,21935"histvar22__empirical__w1000_r5": 1.6363930945644025,21936"histvar252__empirical__w1000_r5": 2.43639977919785,21937"histvar66__empirical__w1000_r5": 1.799269123007015,21938"igarch11__ged__w1000_r5": 1.0066035165948444,21939"igarch11__normal__w1000_r5": 1.013648083788976,21940"igarch11__skewt__w1000_r5": 1.0054193518142214,21941"igarch11__t__w1000_r5": 1.0022927038999339,21942"loghar_rv__empirical__w1000_r5": 0.8825689559161207,21943"msgarch2__normal__w1000_r5": 1.0278270910028984,21944"msgarch2__t__w1000_r5": 1.040626567237783,21945"nagarch11__ged__w1000_r5": 1.0002269936684693,21946"nagarch11__normal__w1000_r5": 0.9828001283301704,21947"nagarch11__skewt__w1000_r5": 0.9976449878667181,21948"nagarch11__t__w1000_r5": 1.007191057414963,21949"qgarch11__ged__w1000_r5": 0.9570586535107417,21950"qgarch11__normal__w1000_r5": 0.9551323441276311,21951"qgarch11__skewt__w1000_r5": 0.9409472974789972,21952"qgarch11__t__w1000_r5": 0.9476475497861558,21953"realgarch11__normal__w1000_r5": 0.8853250707027749,21954"realgarch11__t__w1000_r5": 1.3715268262215123,21955"rm2006__normal__w1000_r5": 1.0595378733002445,21956"rm_rw__empirical__w1000_r5": 2.1919557532918144,21957"tarch11__ged__w1000_r5": 0.9780361549890086,21958"tarch11__normal__w1000_r5": 0.9480307305578838,21959"tarch11__skewt__w1000_r5": 0.9678788428350366,21960"tarch11__t__w1000_r5": 0.989884054913088321961},21962"rv5ss_scaled|qlike|22": {21963"aparch11__ged__w1000_r5": 1.0412566451543093,21964"aparch11__normal__w1000_r5": 1.0006657161924186,21965"aparch11__skewt__w1000_r5": 1.7975150720954867,21966"aparch11__t__w1000_r5": 1.0344732770355052,21967"arch5__ged__w1000_r5": 1.0593345823513034,21968"arch5__normal__w1000_r5": 1.0448826973807488,21969"arch5__skewt__w1000_r5": 1.0411589026375476,21970"arch5__t__w1000_r5": 1.0671858077572471,21971"avgarch11__ged__w1000_r5": 1.0119240128568519,21972"avgarch11__normal__w1000_r5": 0.9606575835519146,21973"avgarch11__skewt__w1000_r5": 0.9791228669640989,21974"avgarch11__t__w1000_r5": 0.9820195242901968,21975"cgarch11__ged__w1000_r5": 1.1237235309671287,21976"cgarch11__normal__w1000_r5": 1.1100392706282034,21977"cgarch11__skewt__w1000_r5": 1.0959958499819258,21978"cgarch11__t__w1000_r5": 1.1023853912252493,21979"constvar__normal__w1000_r5": 1.768025602910717,21980"egarch11__ged__w1000_r5": 1.0953911960690321,21981"egarch11__normal__w1000_r5": 1.0646547175213776,21982"egarch11__skewt__w1000_r5": 1.0122720918219275,21983"egarch11__t__w1000_r5": 1.0967512109085957,21984"ewma094__normal__w1000_r5": 1.390275071368763,21985"figarch11__ged__w1000_r5": 1.0044109347542147,21986"figarch11__normal__w1000_r5": 0.9510131798691741,21987"figarch11__skewt__w1000_r5": 1.005020876495004,21988"figarch11__t__w1000_r5": 1.0129807500724064,21989"garch11__ged__w1000_r5": 1.0071735925310876,21990"garch11__normal__w1000_r5": 1.0,21991"garch11__skewt__w1000_r5": 0.9864019329047784,21992"garch11__t__w1000_r5": 0.9744909891240258,21993"garch12__ged__w1000_r5": 1.008493529643765,21994"garch12__normal__w1000_r5": 1.0044261085874262,21995"garch12__skewt__w1000_r5": 0.9869913911547793,21996"garch12__t__w1000_r5": 0.9753601370218822,21997"garch21__ged__w1000_r5": 1.0087808773015592,21998"garch21__normal__w1000_r5": 1.002582780915546,21999"garch21__skewt__w1000_r5": 0.9879472644551154,22000"garch21__t__w1000_r5": 0.977925376896794,22001"garchm11__ged__w1000_r5": 1.0072483569189696,22002"garchm11__normal__w1000_r5": 0.9917166105655613,22003"garchm11__skewt__w1000_r5": 0.9846372779642351,22004"garchm11__t__w1000_r5": 0.9659528979407596,22005"garchx_rv11__normal__w1000_r5": 1.0107966960660235,22006"garchx_rv11__t__w1000_r5": 1.0138567057133205,22007"gas_t11__t__w1000_r5": 1.0497943340903608,22008"gjr11__ged__w1000_r5": 1.008274326480657,22009"gjr11__normal__w1000_r5": 0.9897452173505242,22010"gjr11__skewt__w1000_r5": 1.0142782916645885,22011"gjr11__t__w1000_r5": 1.014222525106988,22012"har_rv__empirical__w1000_r5": 379953.5845780099,22013"heavy11__normal__w1000_r5": 1.0089300334662867,22014"heavy11__t__w1000_r5": 1.013810724356213,22015"histvar22__empirical__w1000_r5": 1.748306913372664,22016"histvar252__empirical__w1000_r5": 1.8975577762531097,22017"histvar66__empirical__w1000_r5": 1.8565652986828807,22018"igarch11__ged__w1000_r5": 1.002662656596353,22019"igarch11__normal__w1000_r5": 1.0245185447055085,22020"igarch11__skewt__w1000_r5": 0.9775425121605797,22021"igarch11__t__w1000_r5": 0.9992548762353899,22022"loghar_rv__empirical__w1000_r5": 1.011424738481524,22023"msgarch2__normal__w1000_r5": 1.1170132473016214,22024"msgarch2__t__w1000_r5": 1.10891447397222,22025"nagarch11__ged__w1000_r5": 1.016030374719195,22026"nagarch11__normal__w1000_r5": 0.9834091200305174,22027"nagarch11__skewt__w1000_r5": 1.0357068520121135,22028"nagarch11__t__w1000_r5": 1.0384524521527092,22029"qgarch11__ged__w1000_r5": 1.0169687974685562,22030"qgarch11__normal__w1000_r5": 0.9871973998517719,22031"qgarch11__skewt__w1000_r5": 1.0151156050853196,22032"qgarch11__t__w1000_r5": 1.0192337707615682,22033"realgarch11__normal__w1000_r5": 1.035845594400887,22034"realgarch11__t__w1000_r5": 2.0740517859163266,22035"rm2006__normal__w1000_r5": 1.1366208032532654,22036"rm_rw__empirical__w1000_r5": 2.916147995524584,22037"tarch11__ged__w1000_r5": 1.00408924881797,22038"tarch11__normal__w1000_r5": 0.9629848722362725,22039"tarch11__skewt__w1000_r5": 0.9764051162699197,22040"tarch11__t__w1000_r5": 1.017180450919365422041}22042},22043"tailrisk": {22044"aparch11__ged__w1000_r5": {22045"0.01": {22046"n": 2722,22047"hit_rate": 0.016164584864070537,22048"kupiec_p": 0.003003047065467628,22049"cc_p": 0.005405109904210424,22050"dq_p": 0.00011331780390139121,22051"fz0_mean": 1.3277952508084807,22052"es_shortfall_ratio": 1.17791634745149322053},22054"0.05": {22055"n": 2722,22056"hit_rate": 0.0653930933137399,22057"kupiec_p": 0.0004223224085760594,22058"cc_p": 0.0017576598628202857,22059"dq_p": 0.0033857074835117375,22060"fz0_mean": 0.7549054503818379,22061"es_shortfall_ratio": 1.042487938692498822062}22063},22064"aparch11__normal__w1000_r5": {22065"0.01": {22066"n": 2722,22067"hit_rate": 0.02020573108008817,22068"kupiec_p": 2.5890429035826964e-06,22069"cc_p": 1.1761038065268265e-05,22070"dq_p": 5.5059858566557486e-09,22071"fz0_mean": 1.4719489722685482,22072"es_shortfall_ratio": 1.223321777088211422073},22074"0.05": {22075"n": 2722,22076"hit_rate": 0.06318883174136664,22077"kupiec_p": 0.0023773178231948776,22078"cc_p": 0.009197807757195198,22079"dq_p": 0.008651001030753712,22080"fz0_mean": 0.7771641460864651,22081"es_shortfall_ratio": 1.141445437769300422082}22083},22084"aparch11__skewt__w1000_r5": {22085"0.01": {22086"n": 2722,22087"hit_rate": 0.012858192505510653,22088"kupiec_p": 0.15118958160325144,22089"cc_p": 0.07936062600563372,22090"dq_p": 0.07057768765614414,22091"fz0_mean": 1.3508397802738366,22092"es_shortfall_ratio": 1.105922178013850422093},22094"0.05": {22095"n": 2722,22096"hit_rate": 0.05437178545187362,22097"kupiec_p": 0.3017903171148595,22098"cc_p": 0.5867628592953975,22099"dq_p": 0.5436807604501395,22100"fz0_mean": 0.8118404698205904,22101"es_shortfall_ratio": 0.996043831894794822102}22103},22104"aparch11__t__w1000_r5": {22105"0.01": {22106"n": 2722,22107"hit_rate": 0.015062454077883909,22108"kupiec_p": 0.013522538657997712,22109"cc_p": 0.01715886032228899,22110"dq_p": 0.0014384784912927194,22111"fz0_mean": 1.3255378301686813,22112"es_shortfall_ratio": 1.161715098896425822113},22114"0.05": {22115"n": 2722,22116"hit_rate": 0.06796473181484203,22117"kupiec_p": 4.3597130134715134e-05,22118"cc_p": 0.00017297367992567534,22119"dq_p": 0.00011051201402812836,22120"fz0_mean": 0.7618444672839159,22121"es_shortfall_ratio": 1.027102056344554322122}22123},22124"arch5__ged__w1000_r5": {22125"0.01": {22126"n": 2722,22127"hit_rate": 0.015429831006612785,22128"kupiec_p": 0.008365576834133132,22129"cc_p": 0.011995986369314517,22130"dq_p": 0.008697756231422485,22131"fz0_mean": 1.2809935538034343,22132"es_shortfall_ratio": 1.098987395194772622133},22134"0.05": {22135"n": 2722,22136"hit_rate": 0.061351947097722265,22137"kupiec_p": 0.008579076254578872,22138"cc_p": 0.010059668511235369,22139"dq_p": 0.017796396300828313,22140"fz0_mean": 0.7750648494189314,22141"es_shortfall_ratio": 1.03189559042537322142}22143},22144"arch5__normal__w1000_r5": {22145"0.01": {22146"n": 2722,22147"hit_rate": 0.02351212343864805,22148"kupiec_p": 1.6273818656215848e-09,22149"cc_p": 1.1583230137382323e-08,22150"dq_p": 3.3355365074238705e-11,22151"fz0_mean": 1.4680250986732586,22152"es_shortfall_ratio": 1.178646949628610722153},22154"0.05": {22155"n": 2722,22156"hit_rate": 0.06355620867009552,22157"kupiec_p": 0.0018078638486650463,22158"cc_p": 0.004882806796896032,22159"dq_p": 0.03202483296288023,22160"fz0_mean": 0.7972050148888118,22161"es_shortfall_ratio": 1.120013946775839922162}22163},22164"arch5__skewt__w1000_r5": {22165"0.01": {22166"n": 2722,22167"hit_rate": 0.012858192505510653,22168"kupiec_p": 0.15118958160325144,22169"cc_p": 0.07936062600563372,22170"dq_p": 0.012481427763071882,22171"fz0_mean": 1.2437399516321055,22172"es_shortfall_ratio": 1.040518611299123222173},22174"0.05": {22175"n": 2722,22176"hit_rate": 0.05878030859662013,22177"kupiec_p": 0.04060491381961049,22178"cc_p": 0.03885088904160142,22179"dq_p": 0.04465220047464659,22180"fz0_mean": 0.7672656229630442,22181"es_shortfall_ratio": 0.989837957711505322182}22183},22184"arch5__t__w1000_r5": {22185"0.01": {22186"n": 2722,22187"hit_rate": 0.015062454077883909,22188"kupiec_p": 0.013522538657997712,22189"cc_p": 0.01715886032228899,22190"dq_p": 0.004056867918654741,22191"fz0_mean": 1.2645031469584995,22192"es_shortfall_ratio": 1.041492126706894222193},22194"0.05": {22195"n": 2722,22196"hit_rate": 0.06796473181484203,22197"kupiec_p": 4.3597130134715134e-05,22198"cc_p": 0.00017968033541659092,22199"dq_p": 6.352797040883729e-05,22200"fz0_mean": 0.7828620589194146,22201"es_shortfall_ratio": 0.995081010783714722202}22203},22204"avgarch11__ged__w1000_r5": {22205"0.01": {22206"n": 2722,22207"hit_rate": 0.01653196179279941,22208"kupiec_p": 0.00174368200009937,22209"cc_p": 0.003488099712746535,22210"dq_p": 0.0016051514306496485,22211"fz0_mean": 1.3427932765868305,22212"es_shortfall_ratio": 1.12872467933625722213},22214"0.05": {22215"n": 2722,22216"hit_rate": 0.0639235855988244,22217"kupiec_p": 0.001367018524250192,22218"cc_p": 0.003928565447944845,22219"dq_p": 0.0005243154132382554,22220"fz0_mean": 0.7884164518940018,22221"es_shortfall_ratio": 1.036189505351763822222}22223},22224"avgarch11__normal__w1000_r5": {22225"0.01": {22226"n": 2722,22227"hit_rate": 0.02204261572373255,22228"kupiec_p": 5.0761639739114235e-08,22229"cc_p": 3.018621521289845e-07,22230"dq_p": 8.200441084375024e-12,22231"fz0_mean": 1.5330262115861817,22232"es_shortfall_ratio": 1.23349013416216422233},22234"0.05": {22235"n": 2722,22236"hit_rate": 0.06465833945628215,22237"kupiec_p": 0.0007684374559225504,22238"cc_p": 0.001289051542501653,22239"dq_p": 0.000812041396528254,22240"fz0_mean": 0.8105549268077072,22241"es_shortfall_ratio": 1.127101569066793822242}22243},22244"avgarch11__skewt__w1000_r5": {22245"0.01": {22246"n": 2722,22247"hit_rate": 0.014695077149155033,22248"kupiec_p": 0.021387937214868268,22249"cc_p": 0.02386519009103763,22250"dq_p": 0.009052600334096255,22251"fz0_mean": 1.308269947766499,22252"es_shortfall_ratio": 1.04465638178868422253},22254"0.05": {22255"n": 2722,22256"hit_rate": 0.06171932402645114,22257"kupiec_p": 0.006713597490616704,22258"cc_p": 0.008621302143721175,22259"dq_p": 0.0028727966456226577,22260"fz0_mean": 0.7798240392293164,22261"es_shortfall_ratio": 1.000921778115650822262}22263},22264"avgarch11__t__w1000_r5": {22265"0.01": {22266"n": 2722,22267"hit_rate": 0.01689933872152829,22268"kupiec_p": 0.0009919091893507651,22269"cc_p": 0.0021944518385593518,22270"dq_p": 0.0007749737399681795,22271"fz0_mean": 1.3362784250823299,22272"es_shortfall_ratio": 1.060141639133890522273},22274"0.05": {22275"n": 2722,22276"hit_rate": 0.07053637031594416,22277"kupiec_p": 3.44057614444866e-06,22278"cc_p": 1.6099651803150085e-05,22279"dq_p": 4.749994233066345e-07,22280"fz0_mean": 0.8026185713699013,22281"es_shortfall_ratio": 1.01760405975082122282}22283},22284"cgarch11__ged__w1000_r5": {22285"0.01": {22286"n": 2722,22287"hit_rate": 0.01763409257898604,22288"kupiec_p": 0.00030222438960911605,22289"cc_p": 0.0007861356107542462,22290"dq_p": 0.0006142509318026685,22291"fz0_mean": 1.3425703764212085,22292"es_shortfall_ratio": 1.100381213376989522293},22294"0.05": {22295"n": 2722,22296"hit_rate": 0.06171932402645114,22297"kupiec_p": 0.006713597490616704,22298"cc_p": 0.01750248246221769,22299"dq_p": 0.0005927656583936724,22300"fz0_mean": 0.7846608381399501,22301"es_shortfall_ratio": 1.04956939998015622302}22303},22304"cgarch11__normal__w1000_r5": {22305"0.01": {22306"n": 2722,22307"hit_rate": 0.022777369581190303,22308"kupiec_p": 9.381147582447483e-09,22309"cc_p": 6.134665997911554e-08,22310"dq_p": 4.4024013679180614e-11,22311"fz0_mean": 1.5163536517507803,22312"es_shortfall_ratio": 1.197797775152077622313},22314"0.05": {22315"n": 2722,22316"hit_rate": 0.06355620867009552,22317"kupiec_p": 0.0018078638486650463,22318"cc_p": 0.004882806796896032,22319"dq_p": 0.0002087254707765939,22320"fz0_mean": 0.801965350972144,22321"es_shortfall_ratio": 1.125403021455764222322}22323},22324"cgarch11__skewt__w1000_r5": {22325"0.01": {22326"n": 2722,22327"hit_rate": 0.015062454077883909,22328"kupiec_p": 0.013522538657997712,22329"cc_p": 0.01715886032228899,22330"dq_p": 0.004166749809904783,22331"fz0_mean": 1.3080018678526206,22332"es_shortfall_ratio": 1.032960164186318422333},22334"0.05": {22335"n": 2722,22336"hit_rate": 0.05878030859662013,22337"kupiec_p": 0.04060491381961049,22338"cc_p": 0.08297302039891151,22339"dq_p": 0.0014484756548731046,22340"fz0_mean": 0.7802091469671336,22341"es_shortfall_ratio": 1.013558337406016922342}22343},22344"cgarch11__t__w1000_r5": {22345"0.01": {22346"n": 2722,22347"hit_rate": 0.01689933872152829,22348"kupiec_p": 0.0009919091893507651,22349"cc_p": 0.0021330678643648885,22350"dq_p": 0.001059395464506436,22351"fz0_mean": 1.3401327676820152,22352"es_shortfall_ratio": 1.042362489182834322353},22354"0.05": {22355"n": 2722,22356"hit_rate": 0.06796473181484203,22357"kupiec_p": 4.3597130134715134e-05,22358"cc_p": 0.00017968033541659092,22359"dq_p": 8.5282995453123e-06,22360"fz0_mean": 0.797675566745593,22361"es_shortfall_ratio": 1.024374190024425422362}22363},22364"constvar__normal__w1000_r5": {22365"0.01": {22366"n": 2722,22367"hit_rate": 0.022777369581190303,22368"kupiec_p": 9.381147582447483e-09,22369"cc_p": 2.2469491270706634e-11,22370"dq_p": 8.102765314315422e-77,22371"fz0_mean": 2.1686774184476993,22372"es_shortfall_ratio": 1.402875773215952522373},22374"0.05": {22375"n": 2722,22376"hit_rate": 0.046289493019838354,22377"kupiec_p": 0.3686587021379877,22378"cc_p": 2.7908525183550294e-06,22379"dq_p": 3.284101223467642e-26,22380"fz0_mean": 1.1042059905969912,22381"es_shortfall_ratio": 1.366308893379723422382}22383},22384"egarch11__ged__w1000_r5": {22385"0.01": {22386"n": 2722,22387"hit_rate": 0.01689933872152829,22388"kupiec_p": 0.0009919091893507651,22389"cc_p": 0.0021944518385593518,22390"dq_p": 0.0003211397859202164,22391"fz0_mean": 1.3244671047037715,22392"es_shortfall_ratio": 1.140571864629864622393},22394"0.05": {22395"n": 2722,22396"hit_rate": 0.059147685525349006,22397"kupiec_p": 0.03308851255279428,22398"cc_p": 0.07231298593081255,22399"dq_p": 0.1064555705873985,22400"fz0_mean": 0.7600091410554175,22401"es_shortfall_ratio": 1.064789478915720422402}22403},22404"egarch11__normal__w1000_r5": {22405"0.01": {22406"n": 2722,22407"hit_rate": 0.021675238795003673,22408"kupiec_p": 1.1524445632889877e-07,22409"cc_p": 3.253897868280956e-07,22410"dq_p": 1.114759159083733e-11,22411"fz0_mean": 1.4736071399071167,22412"es_shortfall_ratio": 1.185759202347428422413},22414"0.05": {22415"n": 2722,22416"hit_rate": 0.060249816311535635,22417"kupiec_p": 0.017292836797269156,22418"cc_p": 0.045501805597861454,22419"dq_p": 0.10148301902838354,22420"fz0_mean": 0.7823441331182124,22421"es_shortfall_ratio": 1.149122219963514522422}22423},22424"egarch11__skewt__w1000_r5": {22425"0.01": {22426"n": 2722,22427"hit_rate": 0.013960323291697281,22428"kupiec_p": 0.05006210492351372,22429"cc_p": 0.04231436402674641,22430"dq_p": 0.005918177833209576,22431"fz0_mean": 1.2680706451982715,22432"es_shortfall_ratio": 1.041276894429467522433},22434"0.05": {22435"n": 2722,22436"hit_rate": 0.04996326230712711,22437"kupiec_p": 0.9929823130046259,22438"cc_p": 0.6833993137690756,22439"dq_p": 0.1482583552878948,22440"fz0_mean": 0.74774336622259,22441"es_shortfall_ratio": 1.025347464014169522442}22443},22444"egarch11__t__w1000_r5": {22445"0.01": {22446"n": 2722,22447"hit_rate": 0.01689933872152829,22448"kupiec_p": 0.0009919091893507651,22449"cc_p": 0.0021944518385593518,22450"dq_p": 9.03530774408524e-06,22451"fz0_mean": 1.3241240764296913,22452"es_shortfall_ratio": 1.090908135806350222453},22454"0.05": {22455"n": 2722,22456"hit_rate": 0.06576047024246877,22457"kupiec_p": 0.0003104597956126263,22458"cc_p": 0.0014926563109344299,22459"dq_p": 0.0030598249377978164,22460"fz0_mean": 0.7660552122706212,22461"es_shortfall_ratio": 1.024544168529171922462}22463},22464"ewma094__normal__w1000_r5": {22465"0.01": {22466"n": 2722,22467"hit_rate": 0.02351212343864805,22468"kupiec_p": 1.6273818656215848e-09,22469"cc_p": 2.6556928487812106e-09,22470"dq_p": 6.001293117653711e-16,22471"fz0_mean": 1.772843702403633,22472"es_shortfall_ratio": 1.261769248264486922473},22474"0.05": {22475"n": 2722,22476"hit_rate": 0.06171932402645114,22477"kupiec_p": 0.006713597490616704,22478"cc_p": 0.008621302143721175,22479"dq_p": 1.3046083378826446e-09,22480"fz0_mean": 0.8801275782852492,22481"es_shortfall_ratio": 1.213556309851618922482}22483},22484"figarch11__ged__w1000_r5": {22485"0.01": {22486"n": 2722,22487"hit_rate": 0.015429831006612785,22488"kupiec_p": 0.008365576834133132,22489"cc_p": 0.011590868176715166,22490"dq_p": 0.003542469057240569,22491"fz0_mean": 1.3567713645805228,22492"es_shortfall_ratio": 1.149774212291845322493},22494"0.05": {22495"n": 2722,22496"hit_rate": 0.06061719324026451,22497"kupiec_p": 0.013768919020304294,22498"cc_p": 0.020704525302626852,22499"dq_p": 0.0029706646929021957,22500"fz0_mean": 0.7834730311617462,22501"es_shortfall_ratio": 1.044081727724119722502}22503},22504"figarch11__normal__w1000_r5": {22505"0.01": {22506"n": 2722,22507"hit_rate": 0.02204261572373255,22508"kupiec_p": 5.0761639739114235e-08,22509"cc_p": 3.018621521289845e-07,22510"dq_p": 1.0622841911563038e-10,22511"fz0_mean": 1.5173420821730608,22512"es_shortfall_ratio": 1.207706381842953222513},22514"0.05": {22515"n": 2722,22516"hit_rate": 0.05988243938280676,22517"kupiec_p": 0.021593324619335243,22518"cc_p": 0.04002910427123582,22519"dq_p": 0.0007638180011627083,22520"fz0_mean": 0.7982950978685472,22521"es_shortfall_ratio": 1.147665948471004622522}22523},22524"figarch11__skewt__w1000_r5": {22525"0.01": {22526"n": 2722,22527"hit_rate": 0.014327700220426157,22528"kupiec_p": 0.03308987525175503,22529"cc_p": 0.03225108887178208,22530"dq_p": 0.010474487982307186,22531"fz0_mean": 1.3089486493713398,22532"es_shortfall_ratio": 1.033840532488185222533},22534"0.05": {22535"n": 2722,22536"hit_rate": 0.05657604702424688,22537"kupiec_p": 0.12277938157087491,22538"cc_p": 0.103577409586183,22539"dq_p": 0.0002492117387737636,22540"fz0_mean": 0.775339544480323,22541"es_shortfall_ratio": 1.003420575359934822542}22543},22544"figarch11__t__w1000_r5": {22545"0.01": {22546"n": 2722,22547"hit_rate": 0.01653196179279941,22548"kupiec_p": 0.00174368200009937,22549"cc_p": 0.0033857185675779805,22550"dq_p": 0.0005912207855448319,22551"fz0_mean": 1.3411448043489635,22552"es_shortfall_ratio": 1.059354986592433222553},22554"0.05": {22555"n": 2722,22556"hit_rate": 0.06759735488611315,22557"kupiec_p": 6.131229516577805e-05,22558"cc_p": 8.748588903045642e-05,22559"dq_p": 5.9500104725547495e-06,22560"fz0_mean": 0.792778684407889,22561"es_shortfall_ratio": 1.018623692880722562}22563},22564"garch11__ged__w1000_r5": {22565"0.01": {22566"n": 2722,22567"hit_rate": 0.016164584864070537,22568"kupiec_p": 0.003003047065467628,22569"cc_p": 0.005238764595644692,22570"dq_p": 0.0016380488542683635,22571"fz0_mean": 1.3245798149624126,22572"es_shortfall_ratio": 1.124453647079284322573},22574"0.05": {22575"n": 2722,22576"hit_rate": 0.06429096252755327,22577"kupiec_p": 0.001027826389265922,22578"cc_p": 0.0031354948675491913,22579"dq_p": 0.0005935275057877405,22580"fz0_mean": 0.7766008455874955,22581"es_shortfall_ratio": 1.026626681292198722582}22583},22584"garch11__normal__w1000_r5": {22585"0.01": {22586"n": 2722,22587"hit_rate": 0.023144746509919177,22588"kupiec_p": 3.937859717247647e-09,22589"cc_p": 2.6899217701270172e-08,22590"dq_p": 5.399011279523188e-10,22591"fz0_mean": 1.5043068453015362,22592"es_shortfall_ratio": 1.195038353992295722593},22594"0.05": {22595"n": 2722,22596"hit_rate": 0.06429096252755327,22597"kupiec_p": 0.001027826389265922,22598"cc_p": 0.0023200485044434656,22599"dq_p": 0.001537951088650088,22600"fz0_mean": 0.7957861359836722,22601"es_shortfall_ratio": 1.122385782608519522602}22603},22604"garch11__skewt__w1000_r5": {22605"0.01": {22606"n": 2722,22607"hit_rate": 0.014695077149155033,22608"kupiec_p": 0.021387937214868268,22609"cc_p": 0.02386519009103763,22610"dq_p": 0.00667500427667668,22611"fz0_mean": 1.2920358756575323,22612"es_shortfall_ratio": 1.023065913162828822613},22614"0.05": {22615"n": 2722,22616"hit_rate": 0.06171932402645114,22617"kupiec_p": 0.006713597490616704,22618"cc_p": 0.01750248246221769,22619"dq_p": 0.003876603600545282,22620"fz0_mean": 0.7699929119860914,22621"es_shortfall_ratio": 0.98097202813498522622}22623},22624"garch11__t__w1000_r5": {22625"0.01": {22626"n": 2722,22627"hit_rate": 0.01689933872152829,22628"kupiec_p": 0.0009919091893507651,22629"cc_p": 0.0021330678643648885,22630"dq_p": 0.00037998118586000934,22631"fz0_mean": 1.3183343489942736,22632"es_shortfall_ratio": 1.038871005735049622633},22634"0.05": {22635"n": 2722,22636"hit_rate": 0.06906686260102865,22637"kupiec_p": 1.5168317243181795e-05,22638"cc_p": 7.17022045935045e-05,22639"dq_p": 2.5435991877600382e-06,22640"fz0_mean": 0.7889624448718444,22641"es_shortfall_ratio": 1.001701796959088522642}22643},22644"garch12__ged__w1000_r5": {22645"0.01": {22646"n": 2722,22647"hit_rate": 0.016164584864070537,22648"kupiec_p": 0.003003047065467628,22649"cc_p": 0.005238764595644692,22650"dq_p": 0.0015998175123369289,22651"fz0_mean": 1.3266240364237183,22652"es_shortfall_ratio": 1.125321939038510722653},22654"0.05": {22655"n": 2722,22656"hit_rate": 0.06429096252755327,22657"kupiec_p": 0.001027826389265922,22658"cc_p": 0.0038946979537084953,22659"dq_p": 0.00033261185396424217,22660"fz0_mean": 0.7775262372632367,22661"es_shortfall_ratio": 1.027341937843762322662}22663},22664"garch12__normal__w1000_r5": {22665"0.01": {22666"n": 2722,22667"hit_rate": 0.023144746509919177,22668"kupiec_p": 3.937859717247647e-09,22669"cc_p": 2.6899217701270172e-08,22670"dq_p": 4.549855957912451e-10,22671"fz0_mean": 1.5102946063139517,22672"es_shortfall_ratio": 1.200597029318258622673},22674"0.05": {22675"n": 2722,22676"hit_rate": 0.06429096252755327,22677"kupiec_p": 0.001027826389265922,22678"cc_p": 0.0031354948675491913,22679"dq_p": 0.0016002357401582446,22680"fz0_mean": 0.7980988615073035,22681"es_shortfall_ratio": 1.125148153294360422682}22683},22684"garch12__skewt__w1000_r5": {22685"0.01": {22686"n": 2722,22687"hit_rate": 0.014695077149155033,22688"kupiec_p": 0.021387937214868268,22689"cc_p": 0.02386519009103763,22690"dq_p": 0.006515482340067537,22691"fz0_mean": 1.293938095080108,22692"es_shortfall_ratio": 1.024256334796406922693},22694"0.05": {22695"n": 2722,22696"hit_rate": 0.061351947097722265,22697"kupiec_p": 0.008579076254578872,22698"cc_p": 0.026561275154417408,22699"dq_p": 0.004651204744418241,22700"fz0_mean": 0.7707241879602069,22701"es_shortfall_ratio": 0.983653872321608622702}22703},22704"garch12__t__w1000_r5": {22705"0.01": {22706"n": 2722,22707"hit_rate": 0.01689933872152829,22708"kupiec_p": 0.0009919091893507651,22709"cc_p": 0.0021330678643648885,22710"dq_p": 0.00036931205832647484,22711"fz0_mean": 1.320349568071311,22712"es_shortfall_ratio": 1.039766676715934122713},22714"0.05": {22715"n": 2722,22716"hit_rate": 0.06943423952975752,22717"kupiec_p": 1.0552955787532217e-05,22718"cc_p": 5.199562761964173e-05,22719"dq_p": 1.3381972783480785e-06,22720"fz0_mean": 0.7897526138460318,22721"es_shortfall_ratio": 0.999060603361208722722}22723},22724"garch21__ged__w1000_r5": {22725"0.01": {22726"n": 2722,22727"hit_rate": 0.01689933872152829,22728"kupiec_p": 0.0009919091893507651,22729"cc_p": 0.0021330678643648885,22730"dq_p": 0.000809049277536572,22731"fz0_mean": 1.341153943375217,22732"es_shortfall_ratio": 1.126151577279224322733},22734"0.05": {22735"n": 2722,22736"hit_rate": 0.06245407788390889,22737"kupiec_p": 0.004041069306837427,22738"cc_p": 0.011863583231207547,22739"dq_p": 0.008377768369597203,22740"fz0_mean": 0.7798205140760378,22741"es_shortfall_ratio": 1.039282094556312622742}22743},22744"garch21__normal__w1000_r5": {22745"0.01": {22746"n": 2722,22747"hit_rate": 0.023144746509919177,22748"kupiec_p": 3.937859717247647e-09,22749"cc_p": 2.6899217701270172e-08,22750"dq_p": 4.001566014179515e-10,22751"fz0_mean": 1.5206318623126391,22752"es_shortfall_ratio": 1.205989486026641422753},22754"0.05": {22755"n": 2722,22756"hit_rate": 0.06429096252755327,22757"kupiec_p": 0.001027826389265922,22758"cc_p": 0.0023200485044434656,22759"dq_p": 0.0011201107126926578,22760"fz0_mean": 0.8002993751785542,22761"es_shortfall_ratio": 1.128756385617137222762}22763},22764"garch21__skewt__w1000_r5": {22765"0.01": {22766"n": 2722,22767"hit_rate": 0.013960323291697281,22768"kupiec_p": 0.05006210492351372,22769"cc_p": 0.04231436402674641,22770"dq_p": 0.003374452493383557,22771"fz0_mean": 1.301952400575174,22772"es_shortfall_ratio": 1.069944848235605522773},22774"0.05": {22775"n": 2722,22776"hit_rate": 0.060249816311535635,22777"kupiec_p": 0.017292836797269156,22778"cc_p": 0.0344981787139016,22779"dq_p": 0.002268277770994198,22780"fz0_mean": 0.7715098487313764,22781"es_shortfall_ratio": 0.985851581811085622782}22783},22784"garch21__t__w1000_r5": {22785"0.01": {22786"n": 2722,22787"hit_rate": 0.01689933872152829,22788"kupiec_p": 0.0009919091893507651,22789"cc_p": 0.0021330678643648885,22790"dq_p": 0.0007515970962217502,22791"fz0_mean": 1.3336366589397604,22792"es_shortfall_ratio": 1.046096804466200722793},22794"0.05": {22795"n": 2722,22796"hit_rate": 0.07053637031594416,22797"kupiec_p": 3.44057614444866e-06,22798"cc_p": 1.6099651803150085e-05,22799"dq_p": 2.2835239609301276e-06,22800"fz0_mean": 0.7903703910890337,22801"es_shortfall_ratio": 0.998723676590838322802}22803},22804"garchm11__ged__w1000_r5": {22805"0.01": {22806"n": 2722,22807"hit_rate": 0.017266715650257163,22808"kupiec_p": 0.0005529856065902889,22809"cc_p": 0.0013108127084917231,22810"dq_p": 0.0005005151695304,22811"fz0_mean": 1.3237813204918907,22812"es_shortfall_ratio": 1.10946159253076322813},22814"0.05": {22815"n": 2722,22816"hit_rate": 0.06796473181484203,22817"kupiec_p": 4.3597130134715134e-05,22818"cc_p": 0.00013986934818049449,22819"dq_p": 2.6060346476648282e-06,22820"fz0_mean": 0.784069949791044,22821"es_shortfall_ratio": 1.02651303245007422822}22823},22824"garchm11__normal__w1000_r5": {22825"0.01": {22826"n": 2722,22827"hit_rate": 0.024246877296105803,22828"kupiec_p": 2.65457542622299e-10,22829"cc_p": 2.036653528189049e-09,22830"dq_p": 1.047381694547141e-12,22831"fz0_mean": 1.510659708281303,22832"es_shortfall_ratio": 1.163435840292796522833},22834"0.05": {22835"n": 2722,22836"hit_rate": 0.06722997795738428,22837"kupiec_p": 8.575283021230568e-05,22838"cc_p": 0.00031906013536050175,22839"dq_p": 1.1721460038275843e-05,22840"fz0_mean": 0.8008147932970685,22841"es_shortfall_ratio": 1.118714781762400422842}22843},22844"garchm11__skewt__w1000_r5": {22845"0.01": {22846"n": 2722,22847"hit_rate": 0.014695077149155033,22848"kupiec_p": 0.021387937214868268,22849"cc_p": 0.02386519009103763,22850"dq_p": 0.006327574941766835,22851"fz0_mean": 1.2887539650004958,22852"es_shortfall_ratio": 1.025815096699507722853},22854"0.05": {22855"n": 2722,22856"hit_rate": 0.06502571638501102,22857"kupiec_p": 0.0005712781423828743,22858"cc_p": 0.0010397602102326005,22859"dq_p": 8.259170348726917e-06,22860"fz0_mean": 0.7773194436543105,22861"es_shortfall_ratio": 0.981712693287160822862}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": 0.0007861356107542462,22870"dq_p": 0.00020975433292690375,22871"fz0_mean": 1.3134474368785776,22872"es_shortfall_ratio": 1.02245689505297922873},22874"0.05": {22875"n": 2722,22876"hit_rate": 0.07237325495958853,22877"kupiec_p": 4.775871165996765e-07,22878"cc_p": 2.2996216792877345e-06,22879"dq_p": 6.821153928959265e-09,22880"fz0_mean": 0.7976255912760655,22881"es_shortfall_ratio": 0.998721639835689322882}22883},22884"garchx_rv11__normal__w1000_r5": {22885"0.01": {22886"n": 2722,22887"hit_rate": 0.018736223365172666,22888"kupiec_p": 4.3929486908381696e-05,22889"cc_p": 0.0001472726492400513,22890"dq_p": 4.1932268825874096e-06,22891"fz0_mean": 1.311036533924379,22892"es_shortfall_ratio": 1.206124263867390122893},22894"0.05": {22895"n": 2722,22896"hit_rate": 0.054739162380602495,22897"kupiec_p": 0.2635016390723265,22898"cc_p": 0.507233540822368,22899"dq_p": 0.20522594822171508,22900"fz0_mean": 0.7058470644948126,22901"es_shortfall_ratio": 1.10972235723665422902}22903},22904"garchx_rv11__t__w1000_r5": {22905"0.01": {22906"n": 2722,22907"hit_rate": 0.014695077149155033,22908"kupiec_p": 0.021387937214868268,22909"cc_p": 0.06192616538426724,22910"dq_p": 0.017059109145313087,22911"fz0_mean": 1.218080022968,22912"es_shortfall_ratio": 1.101125880731676622913},22914"0.05": {22915"n": 2722,22916"hit_rate": 0.059147685525349006,22917"kupiec_p": 0.03308851255279428,22918"cc_p": 0.09030223008086734,22919"dq_p": 0.027297993436740456,22920"fz0_mean": 0.7031430259334804,22921"es_shortfall_ratio": 1.031249280112912322922}22923},22924"gas_t11__t__w1000_r5": {22925"0.01": {22926"n": 2722,22927"hit_rate": 0.019470977222630418,22928"kupiec_p": 1.1057426760035596e-05,22929"cc_p": 4.6233010083191626e-06,22930"dq_p": 8.150905973363108e-11,22931"fz0_mean": 1.3877924999284825,22932"es_shortfall_ratio": 1.065285581306522722933},22934"0.05": {22935"n": 2722,22936"hit_rate": 0.06869948567229978,22937"kupiec_p": 2.1684261240259427e-05,22938"cc_p": 5.804065579271862e-05,22939"dq_p": 4.6965796391742923e-07,22940"fz0_mean": 0.8133603976034722,22941"es_shortfall_ratio": 1.049979550100887722942}22943},22944"gjr11__ged__w1000_r5": {22945"0.01": {22946"n": 2722,22947"hit_rate": 0.015062454077883909,22948"kupiec_p": 0.013522538657997712,22949"cc_p": 0.01715886032228899,22950"dq_p": 0.007100826770906099,22951"fz0_mean": 1.3399333265493025,22952"es_shortfall_ratio": 1.141061885379044822953},22954"0.05": {22955"n": 2722,22956"hit_rate": 0.061351947097722265,22957"kupiec_p": 0.008579076254578872,22958"cc_p": 0.029139552353499118,22959"dq_p": 0.05054148909654838,22960"fz0_mean": 0.7547372744282964,22961"es_shortfall_ratio": 1.0210785924573422962}22963},22964"gjr11__normal__w1000_r5": {22965"0.01": {22966"n": 2722,22967"hit_rate": 0.02020573108008817,22968"kupiec_p": 2.5890429035826964e-06,22969"cc_p": 1.1559181084249186e-05,22970"dq_p": 2.5604326548386407e-06,22971"fz0_mean": 1.4821531178219414,22972"es_shortfall_ratio": 1.21989802277377222973},22974"0.05": {22975"n": 2722,22976"hit_rate": 0.059147685525349006,22977"kupiec_p": 0.03308851255279428,22978"cc_p": 0.10189594336051712,22979"dq_p": 0.1804404884367351,22980"fz0_mean": 0.7735591250598564,22981"es_shortfall_ratio": 1.127036097158650422982}22983},22984"gjr11__skewt__w1000_r5": {22985"0.01": {22986"n": 2722,22987"hit_rate": 0.012123438648052902,22988"kupiec_p": 0.28124300412465764,22989"cc_p": 0.4034640688065769,22990"dq_p": 0.1127736897837061,22991"fz0_mean": 1.2913240048786423,22992"es_shortfall_ratio": 1.090631795516044322993},22994"0.05": {22995"n": 2722,22996"hit_rate": 0.05437178545187362,22997"kupiec_p": 0.3017903171148595,22998"cc_p": 0.545989652863008,22999"dq_p": 0.1827102212155627,23000"fz0_mean": 0.7416687887546275,23001"es_shortfall_ratio": 0.979819291458595523002}23003},23004"gjr11__t__w1000_r5": {23005"0.01": {23006"n": 2722,23007"hit_rate": 0.015429831006612785,23008"kupiec_p": 0.008365576834133132,23009"cc_p": 0.011995986369314517,23010"dq_p": 0.003181309607620319,23011"fz0_mean": 1.3332624675278535,23012"es_shortfall_ratio": 1.078548508901144823013},23014"0.05": {23015"n": 2722,23016"hit_rate": 0.0668626010286554,23017"kupiec_p": 0.00011927586020654378,23018"cc_p": 0.0006096715089200704,23019"dq_p": 0.0008091067991005185,23020"fz0_mean": 0.763905852510118,23021"es_shortfall_ratio": 1.003327164263052823022}23023},23024"har_rv__empirical__w1000_r5": {23025"0.01": {23026"n": 2722,23027"hit_rate": 0.009184423218221896,23028"kupiec_p": 0.6645698986075987,23029"cc_p": 0.004719462020708779,23030"dq_p": 1.6488393228559993e-06,23031"fz0_mean": 1.7496701183912422,23032"es_shortfall_ratio": 1.10102464116944723033},23034"0.05": {23035"n": 2722,23036"hit_rate": 0.034533431300514325,23037"kupiec_p": 9.153027990415995e-05,23038"cc_p": 9.917406680957788e-06,23039"dq_p": 1.6274013842252333e-05,23040"fz0_mean": 1.1745267862173485,23041"es_shortfall_ratio": 1.022024831617946323042}23043},23044"heavy11__normal__w1000_r5": {23045"0.01": {23046"n": 2722,23047"hit_rate": 0.018736223365172666,23048"kupiec_p": 4.3929486908381696e-05,23049"cc_p": 0.0001472726492400513,23050"dq_p": 2.292717427542723e-06,23051"fz0_mean": 1.3033176443085954,23052"es_shortfall_ratio": 1.201362079535899723053},23054"0.05": {23055"n": 2722,23056"hit_rate": 0.05547391623806025,23057"kupiec_p": 0.1974983894495336,23058"cc_p": 0.4229827504058522,23059"dq_p": 0.19051303726267413,23060"fz0_mean": 0.7033167861472162,23061"es_shortfall_ratio": 1.106686893085001123062}23063},23064"heavy11__t__w1000_r5": {23065"0.01": {23066"n": 2722,23067"hit_rate": 0.015062454077883909,23068"kupiec_p": 0.013522538657997712,23069"cc_p": 0.042309731548353706,23070"dq_p": 0.009830146279760834,23071"fz0_mean": 1.216635484636114,23072"es_shortfall_ratio": 1.0913916031330123073},23074"0.05": {23075"n": 2722,23076"hit_rate": 0.059147685525349006,23077"kupiec_p": 0.03308851255279428,23078"cc_p": 0.09030223008086734,23079"dq_p": 0.027854232067245223,23080"fz0_mean": 0.7022836376481483,23081"es_shortfall_ratio": 1.029391535636303323082}23083},23084"histvar22__empirical__w1000_r5": {23085"0.01": {23086"n": 2722,23087"hit_rate": 0.00881704628949302,23088"kupiec_p": 0.5267104086944107,23089"cc_p": 0.04773070410030537,23090"dq_p": 0.0005414215475856078,23091"fz0_mean": 1.453623723494174,23092"es_shortfall_ratio": 1.069784359008427723093},23094"0.05": {23095"n": 2722,23096"hit_rate": 0.04922850844966936,23097"kupiec_p": 0.8531219398157308,23098"cc_p": 0.12542465911762837,23099"dq_p": 1.907290962317271e-05,23100"fz0_mean": 0.8603723129408642,23101"es_shortfall_ratio": 0.944325181953922623102}23103},23104"histvar252__empirical__w1000_r5": {23105"0.01": {23106"n": 2722,23107"hit_rate": 0.009919177075679648,23108"kupiec_p": 0.9661505645379025,23109"cc_p": 2.0448425761385503e-05,23110"dq_p": 2.8000481698190235e-27,23111"fz0_mean": 1.6156910371288107,23112"es_shortfall_ratio": 1.090917515129224523113},23114"0.05": {23115"n": 2722,23116"hit_rate": 0.04812637766348273,23117"kupiec_p": 0.6518352706602999,23118"cc_p": 0.005993549422028552,23119"dq_p": 2.8391907711314576e-18,23120"fz0_mean": 1.023958536248726,23121"es_shortfall_ratio": 0.999739409777549623122}23123},23124"histvar66__empirical__w1000_r5": {23125"0.01": {23126"n": 2722,23127"hit_rate": 0.011756061719324026,23128"kupiec_p": 0.3703011282448436,23129"cc_p": 8.05288180470712e-05,23130"dq_p": 2.9339153415769844e-18,23131"fz0_mean": 1.4673890208872409,23132"es_shortfall_ratio": 0.964250978614086423133},23134"0.05": {23135"n": 2722,23136"hit_rate": 0.04922850844966936,23137"kupiec_p": 0.8531219398157308,23138"cc_p": 0.010192906240911662,23139"dq_p": 7.323369510542017e-11,23140"fz0_mean": 0.8909442650610445,23141"es_shortfall_ratio": 0.966274913239459523142}23143},23144"igarch11__ged__w1000_r5": {23145"0.01": {23146"n": 2722,23147"hit_rate": 0.014695077149155033,23148"kupiec_p": 0.021387937214868268,23149"cc_p": 0.02386519009103763,23150"dq_p": 0.0018089163291504845,23151"fz0_mean": 1.3326254032580103,23152"es_shortfall_ratio": 1.156246457050414723153},23154"0.05": {23155"n": 2722,23156"hit_rate": 0.06061719324026451,23157"kupiec_p": 0.013768919020304294,23158"cc_p": 0.0383438345305618,23159"dq_p": 0.0020346397240890257,23160"fz0_mean": 0.7776575676747008,23161"es_shortfall_ratio": 1.033547303532963623162}23163},23164"igarch11__normal__w1000_r5": {23165"0.01": {23166"n": 2722,23167"hit_rate": 0.02020573108008817,23168"kupiec_p": 2.5890429035826964e-06,23169"cc_p": 1.1559181084249186e-05,23170"dq_p": 2.4587775446215545e-07,23171"fz0_mean": 1.4933633350699211,23172"es_shortfall_ratio": 1.229638839066919523173},23174"0.05": {23175"n": 2722,23176"hit_rate": 0.060249816311535635,23177"kupiec_p": 0.017292836797269156,23178"cc_p": 0.045501805597861454,23179"dq_p": 0.012557672471858542,23180"fz0_mean": 0.7947502221284365,23181"es_shortfall_ratio": 1.137806437284123182}23183},23184"igarch11__skewt__w1000_r5": {23185"0.01": {23186"n": 2722,23187"hit_rate": 0.013592946362968405,23188"kupiec_p": 0.07404403757329134,23189"cc_p": 0.053856291871006594,23190"dq_p": 0.0042478254731535044,23191"fz0_mean": 1.3004278900073338,23192"es_shortfall_ratio": 1.039678035331044623193},23194"0.05": {23195"n": 2722,23196"hit_rate": 0.05841293166789126,23197"kupiec_p": 0.049540536524571376,23198"cc_p": 0.12130816661756835,23199"dq_p": 0.014407435193876135,23200"fz0_mean": 0.772843399742742,23201"es_shortfall_ratio": 0.976314184077604223202}23203},23204"igarch11__t__w1000_r5": {23205"0.01": {23206"n": 2722,23207"hit_rate": 0.01579720793534166,23208"kupiec_p": 0.0050654484267534435,23209"cc_p": 0.00816040519118698,23210"dq_p": 0.0016404377008913695,23211"fz0_mean": 1.3229100208436082,23212"es_shortfall_ratio": 1.031513756829045623213},23214"0.05": {23215"n": 2722,23216"hit_rate": 0.06906686260102865,23217"kupiec_p": 1.5168317243181795e-05,23218"cc_p": 8.19843665792652e-05,23219"dq_p": 1.5608890551511637e-05,23220"fz0_mean": 0.7904665400698483,23221"es_shortfall_ratio": 0.987532805162982323222}23223},23224"loghar_rv__empirical__w1000_r5": {23225"0.01": {23226"n": 2722,23227"hit_rate": 0.014327700220426157,23228"kupiec_p": 0.03308987525175503,23229"cc_p": 0.031003241775609747,23230"dq_p": 0.0012445992752923348,23231"fz0_mean": 1.1897549791825863,23232"es_shortfall_ratio": 1.024362887410848623233},23234"0.05": {23235"n": 2722,23236"hit_rate": 0.06282145481263776,23237"kupiec_p": 0.0031083703208233454,23238"cc_p": 0.012567282302046477,23239"dq_p": 0.0002538497387295614,23240"fz0_mean": 0.7116767956497564,23241"es_shortfall_ratio": 0.993064904518276223242}23243},23244"msgarch2__normal__w1000_r5": {23245"0.01": {23246"n": 2722,23247"hit_rate": 0.02387950036737693,23248"kupiec_p": 6.622733987144795e-10,23249"cc_p": 4.8998512628575695e-09,23250"dq_p": 1.3048127391355065e-12,23251"fz0_mean": 1.5419186185992353,23252"es_shortfall_ratio": 1.200175609797837823253},23254"0.05": {23255"n": 2722,23256"hit_rate": 0.0668626010286554,23257"kupiec_p": 0.00011927586020654378,23258"cc_p": 0.0005183057294030644,23259"dq_p": 2.2715919566717306e-05,23260"fz0_mean": 0.8073680028116269,23261"es_shortfall_ratio": 1.128352736753358623262}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": 0.016164584864070537,23271"kupiec_p": 0.003003047065467628,23272"cc_p": 0.005405109904210424,23273"dq_p": 0.0007982517767973836,23274"fz0_mean": 1.2711359724914673,23275"es_shortfall_ratio": 1.149146112035459623276},23277"0.05": {23278"n": 2722,23279"hit_rate": 0.05878030859662013,23280"kupiec_p": 0.04060491381961049,23281"cc_p": 0.11988219044820866,23282"dq_p": 0.28892396317053065,23283"fz0_mean": 0.7304189784925913,23284"es_shortfall_ratio": 1.04303275099761823285}23286},23287"nagarch11__normal__w1000_r5": {23288"0.01": {23289"n": 2722,23290"hit_rate": 0.02204261572373255,23291"kupiec_p": 5.0761639739114235e-08,23292"cc_p": 3.055549039383796e-07,23293"dq_p": 3.4333592385565758e-09,23294"fz0_mean": 1.4056722667075519,23295"es_shortfall_ratio": 1.181555252204313623296},23297"0.05": {23298"n": 2722,23299"hit_rate": 0.05841293166789126,23300"kupiec_p": 0.049540536524571376,23301"cc_p": 0.12130816661756835,23302"dq_p": 0.23501966577921313,23303"fz0_mean": 0.7466206393214895,23304"es_shortfall_ratio": 1.112063941694077923305}23306},23307"nagarch11__skewt__w1000_r5": {23308"0.01": {23309"n": 2722,23310"hit_rate": 0.012858192505510653,23311"kupiec_p": 0.15118958160325144,23312"cc_p": 0.07936062600563372,23313"dq_p": 0.012995408286342441,23314"fz0_mean": 1.2204622451711151,23315"es_shortfall_ratio": 1.06809729209921623316},23317"0.05": {23318"n": 2722,23319"hit_rate": 0.049595885378398236,23320"kupiec_p": 0.9228352498596709,23321"cc_p": 0.862130040023515,23322"dq_p": 0.27662270684067836,23323"fz0_mean": 0.7195091053329911,23324"es_shortfall_ratio": 1.006671444149758823325}23326},23327"nagarch11__t__w1000_r5": {23328"0.01": {23329"n": 2722,23330"hit_rate": 0.015429831006612785,23331"kupiec_p": 0.008365576834133132,23332"cc_p": 0.011995986369314517,23333"dq_p": 0.0013226236721345299,23334"fz0_mean": 1.2651482971462078,23335"es_shortfall_ratio": 1.120362504168246123336},23337"0.05": {23338"n": 2722,23339"hit_rate": 0.06502571638501102,23340"kupiec_p": 0.0005712781423828743,23341"cc_p": 0.0023754476308894606,23342"dq_p": 0.013545835236260783,23343"fz0_mean": 0.7369013989957929,23344"es_shortfall_ratio": 1.022600857574926123345}23346},23347"qgarch11__ged__w1000_r5": {23348"0.01": {23349"n": 2722,23350"hit_rate": 0.015062454077883909,23351"kupiec_p": 0.013522538657997712,23352"cc_p": 0.01715886032228899,23353"dq_p": 0.00945361763582644,23354"fz0_mean": 1.2712225227454814,23355"es_shortfall_ratio": 1.14133391579505223356},23357"0.05": {23358"n": 2722,23359"hit_rate": 0.061351947097722265,23360"kupiec_p": 0.008579076254578872,23361"cc_p": 0.030498131678485602,23362"dq_p": 0.0984527194962796,23363"fz0_mean": 0.7332576858904841,23364"es_shortfall_ratio": 1.033498328179828723365}23366},23367"qgarch11__normal__w1000_r5": {23368"0.01": {23369"n": 2722,23370"hit_rate": 0.02020573108008817,23371"kupiec_p": 2.5890429035826964e-06,23372"cc_p": 1.1559181084249186e-05,23373"dq_p": 2.272928814717795e-06,23374"fz0_mean": 1.3902807891721307,23375"es_shortfall_ratio": 1.202830799909131923376},23377"0.05": {23378"n": 2722,23379"hit_rate": 0.05988243938280676,23380"kupiec_p": 0.021593324619335243,23381"cc_p": 0.06934288137698309,23382"dq_p": 0.18766367626422184,23383"fz0_mean": 0.7456900163398218,23384"es_shortfall_ratio": 1.106664781620316323385}23386},23387"qgarch11__skewt__w1000_r5": {23388"0.01": {23389"n": 2722,23390"hit_rate": 0.01322556943423953,23391"kupiec_p": 0.10703530495864008,23392"cc_p": 0.0664370091974494,23393"dq_p": 0.041214471617116374,23394"fz0_mean": 1.2251079730579575,23395"es_shortfall_ratio": 1.030328318165179223396},23397"0.05": {23398"n": 2722,23399"hit_rate": 0.05143277002204261,23400"kupiec_p": 0.7327644194677541,23401"cc_p": 0.9416749673746807,23402"dq_p": 0.8090837618630483,23403"fz0_mean": 0.7214872741997821,23404"es_shortfall_ratio": 0.997444578345477423405}23406},23407"qgarch11__t__w1000_r5": {23408"0.01": {23409"n": 2722,23410"hit_rate": 0.015062454077883909,23411"kupiec_p": 0.013522538657997712,23412"cc_p": 0.01715886032228899,23413"dq_p": 0.008443030016623906,23414"fz0_mean": 1.2652182811998989,23415"es_shortfall_ratio": 1.089076794581006723416},23417"0.05": {23418"n": 2722,23419"hit_rate": 0.0668626010286554,23420"kupiec_p": 0.00011927586020654378,23421"cc_p": 0.0006096715089200704,23422"dq_p": 0.001472059776682194,23423"fz0_mean": 0.7411198490769173,23424"es_shortfall_ratio": 1.015236717077477923425}23426},23427"realgarch11__normal__w1000_r5": {23428"0.01": {23429"n": 2722,23430"hit_rate": 0.02094048493754592,23431"kupiec_p": 5.651449467537702e-07,23432"cc_p": 1.2841008313856485e-06,23433"dq_p": 5.757824517951862e-09,23434"fz0_mean": 1.3133105717326445,23435"es_shortfall_ratio": 1.15445330099842823436},23437"0.05": {23438"n": 2722,23439"hit_rate": 0.053269654665687,23440"kupiec_p": 0.438433759955453,23441"cc_p": 0.5154809557436827,23442"dq_p": 0.07891331315454865,23443"fz0_mean": 0.7077497072460727,23444"es_shortfall_ratio": 1.12998925978030123445}23446},23447"realgarch11__t__w1000_r5": {23448"0.01": {23449"n": 2722,23450"hit_rate": 0.015062454077883909,23451"kupiec_p": 0.013522538657997712,23452"cc_p": 0.01715886032228899,23453"dq_p": 0.007035350012151268,23454"fz0_mean": 1.205373353471514,23455"es_shortfall_ratio": 1.080475462035958523456},23457"0.05": {23458"n": 2722,23459"hit_rate": 0.06098457016899339,23460"kupiec_p": 0.010899922382987096,23461"cc_p": 0.03204513688414438,23462"dq_p": 0.029278399863841387,23463"fz0_mean": 0.7052497095231922,23464"es_shortfall_ratio": 1.03290738826655223465}23466},23467"rm2006__normal__w1000_r5": {23468"0.01": {23469"n": 2722,23470"hit_rate": 0.02204261572373255,23471"kupiec_p": 5.0761639739114235e-08,23472"cc_p": 1.5162826461213943e-07,23473"dq_p": 3.290852631222647e-11,23474"fz0_mean": 1.497617863579676,23475"es_shortfall_ratio": 1.170687435682724823476},23477"0.05": {23478"n": 2722,23479"hit_rate": 0.05657604702424688,23480"kupiec_p": 0.12277938157087491,23481"cc_p": 0.06196123386879358,23482"dq_p": 5.725877052569372e-08,23483"fz0_mean": 0.8133553081998994,23484"es_shortfall_ratio": 1.16371539245736423485}23486},23487"rm_rw__empirical__w1000_r5": {23488"0.01": {23489"n": 2722,23490"hit_rate": 0.011388684790595151,23491"kupiec_p": 0.4762284897995892,23492"cc_p": 0.5428073720309708,23493"dq_p": 0.20645816609709372,23494"fz0_mean": 1.211986215242403,23495"es_shortfall_ratio": 1.034810966863698423496},23497"0.05": {23498"n": 2722,23499"hit_rate": 0.05033063923585599,23500"kupiec_p": 0.9369787590934104,23501"cc_p": 0.7369097300106946,23502"dq_p": 0.19372530056171489,23503"fz0_mean": 0.7273405663868121,23504"es_shortfall_ratio": 0.979132110774392623505}23506},23507"tarch11__ged__w1000_r5": {23508"0.01": {23509"n": 2722,23510"hit_rate": 0.014695077149155033,23511"kupiec_p": 0.021387937214868268,23512"cc_p": 0.02386519009103763,23513"dq_p": 0.002633755302025286,23514"fz0_mean": 1.3318973175318896,23515"es_shortfall_ratio": 1.209122912393119823516},23517"0.05": {23518"n": 2722,23519"hit_rate": 0.06429096252755327,23520"kupiec_p": 0.001027826389265922,23521"cc_p": 0.003522359326410029,23522"dq_p": 0.010910712842347958,23523"fz0_mean": 0.7464502680774893,23524"es_shortfall_ratio": 1.027976337445734523525}23526},23527"tarch11__normal__w1000_r5": {23528"0.01": {23529"n": 2722,23530"hit_rate": 0.019838354151359296,23531"kupiec_p": 5.3983738888790025e-06,23532"cc_p": 2.2970133342646744e-05,23533"dq_p": 2.1151661143878096e-06,23534"fz0_mean": 1.4635838360908575,23535"es_shortfall_ratio": 1.236827125994082623536},23537"0.05": {23538"n": 2722,23539"hit_rate": 0.0639235855988244,23540"kupiec_p": 0.001367018524250192,23541"cc_p": 0.004713148683902008,23542"dq_p": 0.007167901793281267,23543"fz0_mean": 0.7622274426133688,23544"es_shortfall_ratio": 1.105638957001398223545}23546},23547"tarch11__skewt__w1000_r5": {23548"0.01": {23549"n": 2722,23550"hit_rate": 0.012858192505510653,23551"kupiec_p": 0.15118958160325144,23552"cc_p": 0.07936062600563372,23553"dq_p": 0.008800211178855715,23554"fz0_mean": 1.2822167316246298,23555"es_shortfall_ratio": 1.090772221662649623556},23557"0.05": {23558"n": 2722,23559"hit_rate": 0.05400440852314475,23560"kupiec_p": 0.34370656383840203,23561"cc_p": 0.6381573955039586,23562"dq_p": 0.2132733875904339,23563"fz0_mean": 0.7326690120676896,23564"es_shortfall_ratio": 0.982300352073335823565}23566},23567"tarch11__t__w1000_r5": {23568"0.01": {23569"n": 2722,23570"hit_rate": 0.015062454077883909,23571"kupiec_p": 0.013522538657997712,23572"cc_p": 0.01715886032228899,23573"dq_p": 0.0015367315005485975,23574"fz0_mean": 1.332943188925735,23575"es_shortfall_ratio": 1.148475575424623423576},23577"0.05": {23578"n": 2722,23579"hit_rate": 0.06722997795738428,23580"kupiec_p": 8.575283021230568e-05,23581"cc_p": 0.0002613245419285478,23582"dq_p": 0.0014669378434354998,23583"fz0_mean": 0.7578615259432611,23584"es_shortfall_ratio": 1.015801077079732823585}23586}23587},23588"accounting": {23589"aparch11__ged__w1000_r5": {23590"n_refits": 544,23591"failed": 0.0,23592"inadmissible": 0.0,23593"fit_time_mean": 0.07974186480586308,23594"fit_time_median": 0.07878591644112021,23595"iter_mean": 25.59926470588235,23596"restarts_mean": 0.0,23597"status_ok": 1.023598},23599"aparch11__normal__w1000_r5": {23600"n_refits": 544,23601"failed": 0.0,23602"inadmissible": 0.0,23603"fit_time_mean": 0.06307716496367528,23604"fit_time_median": 0.06048720865510404,23605"iter_mean": 35.279411764705884,23606"restarts_mean": 0.0,23607"status_ok": 1.023608},23609"aparch11__skewt__w1000_r5": {23610"n_refits": 544,23611"failed": 0.0,23612"inadmissible": 0.0,23613"fit_time_mean": 0.09873704076145419,23614"fit_time_median": 0.09767677099443972,23615"iter_mean": 25.082720588235293,23616"restarts_mean": 0.001838235294117647,23617"status_ok": 1.023618},23619"aparch11__t__w1000_r5": {23620"n_refits": 544,23621"failed": 0.0,23622"inadmissible": 0.0,23623"fit_time_mean": 0.05164027433912612,23624"fit_time_median": 0.05003166652750224,23625"iter_mean": 22.41176470588235,23626"restarts_mean": 0.0,23627"status_ok": 1.023628},23629"arch5__ged__w1000_r5": {23630"n_refits": 544,23631"failed": 0.0,23632"inadmissible": 0.0661764705882353,23633"fit_time_mean": 0.03401662538090022,23634"fit_time_median": 0.030786666902713478,23635"iter_mean": 15.746323529411764,23636"restarts_mean": 0.0,23637"status_ok": 1.023638},23639"arch5__normal__w1000_r5": {23640"n_refits": 544,23641"failed": 0.0,23642"inadmissible": 0.05330882352941176,23643"fit_time_mean": 0.011610487525210962,23644"fit_time_median": 0.01092491706367582,23645"iter_mean": 13.981617647058824,23646"restarts_mean": 0.0,23647"status_ok": 1.023648},23649"arch5__skewt__w1000_r5": {23650"n_refits": 544,23651"failed": 0.0,23652"inadmissible": 0.0625,23653"fit_time_mean": 0.029290913598207922,23654"fit_time_median": 0.02486768749076873,23655"iter_mean": 16.547794117647058,23656"restarts_mean": 0.0,23657"status_ok": 1.023658},23659"arch5__t__w1000_r5": {23660"n_refits": 544,23661"failed": 0.0,23662"inadmissible": 0.125,23663"fit_time_mean": 0.01288245281937313,23664"fit_time_median": 0.012867896002717316,23665"iter_mean": 15.652573529411764,23666"restarts_mean": 0.0,23667"status_ok": 1.023668},23669"avgarch11__ged__w1000_r5": {23670"n_refits": 544,23671"failed": 0.0,23672"inadmissible": 0.0,23673"fit_time_mean": 0.028431218897714966,23674"fit_time_median": 0.025750811910256743,23675"iter_mean": 14.376838235294118,23676"restarts_mean": 0.0,23677"status_ok": 1.023678},23679"avgarch11__normal__w1000_r5": {23680"n_refits": 544,23681"failed": 0.0,23682"inadmissible": 0.0,23683"fit_time_mean": 0.005956815251813489,23684"fit_time_median": 0.005981750087812543,23685"iter_mean": 12.694852941176471,23686"restarts_mean": 0.0,23687"status_ok": 1.023688},23689"avgarch11__skewt__w1000_r5": {23690"n_refits": 544,23691"failed": 0.0,23692"inadmissible": 0.0,23693"fit_time_mean": 0.029528490236878174,23694"fit_time_median": 0.027755354531109333,23695"iter_mean": 15.503676470588236,23696"restarts_mean": 0.0,23697"status_ok": 1.023698},23699"avgarch11__t__w1000_r5": {23700"n_refits": 544,23701"failed": 0.0,23702"inadmissible": 0.0,23703"fit_time_mean": 0.012457503002438256,23704"fit_time_median": 0.01204533304553479,23705"iter_mean": 14.090073529411764,23706"restarts_mean": 0.0,23707"status_ok": 1.023708},23709"cgarch11__ged__w1000_r5": {23710"n_refits": 544,23711"failed": 0.0,23712"inadmissible": 0.0,23713"fit_time_mean": 0.04964965929470696,23714"fit_time_median": 0.05027933302335441,23715"iter_mean": 107.12132352941177,23716"restarts_mean": 1.0,23717"status_ok": 1.023718},23719"cgarch11__normal__w1000_r5": {23720"n_refits": 544,23721"failed": 0.0,23722"inadmissible": 0.0,23723"fit_time_mean": 0.05510185467488447,23724"fit_time_median": 0.05163235461805016,23725"iter_mean": 80.97242647058823,23726"restarts_mean": 1.0,23727"status_ok": 1.023728},23729"cgarch11__skewt__w1000_r5": {23730"n_refits": 544,23731"failed": 0.0,23732"inadmissible": 0.014705882352941176,23733"fit_time_mean": 0.09209719034740427,23734"fit_time_median": 0.09208420815411955,23735"iter_mean": 140.46875,23736"restarts_mean": 1.0,23737"status_ok": 1.023738},23739"cgarch11__t__w1000_r5": {23740"n_refits": 544,23741"failed": 0.0,23742"inadmissible": 0.04044117647058824,23743"fit_time_mean": 0.032490148294634896,23744"fit_time_median": 0.03042968746740371,23745"iter_mean": 122.51838235294117,23746"restarts_mean": 1.0,23747"status_ok": 1.023748},23749"constvar__normal__w1000_r5": {23750"n_refits": 544,23751"failed": 0.0,23752"inadmissible": 0.0,23753"fit_time_mean": 0.001135734803563751,23754"fit_time_median": 0.0003989370306953788,23755"iter_mean": 0.0,23756"restarts_mean": 0.0,23757"status_ok": 1.023758},23759"egarch11__ged__w1000_r5": {23760"n_refits": 544,23761"failed": 0.0,23762"inadmissible": 0.0,23763"fit_time_mean": 0.024793849939134603,23764"fit_time_median": 0.021187291480600834,23765"iter_mean": 14.492647058823529,23766"restarts_mean": 0.0,23767"status_ok": 1.023768},23769"egarch11__normal__w1000_r5": {23770"n_refits": 544,23771"failed": 0.0,23772"inadmissible": 0.0,23773"fit_time_mean": 0.012010735816147644,23774"fit_time_median": 0.007712562452070415,23775"iter_mean": 14.242647058823529,23776"restarts_mean": 0.0,23777"status_ok": 1.023778},23779"egarch11__skewt__w1000_r5": {23780"n_refits": 544,23781"failed": 0.0,23782"inadmissible": 0.0,23783"fit_time_mean": 0.02035371831494986,23784"fit_time_median": 0.02007452107500285,23785"iter_mean": 16.28125,23786"restarts_mean": 0.0,23787"status_ok": 1.023788},23789"egarch11__t__w1000_r5": {23790"n_refits": 544,23791"failed": 0.0,23792"inadmissible": 0.0,23793"fit_time_mean": 0.019301458113391966,23794"fit_time_median": 0.015208833036012948,23795"iter_mean": 13.511029411764707,23796"restarts_mean": 0.0,23797"status_ok": 1.023798},23799"ewma094__normal__w1000_r5": {23800"n_refits": 544,23801"failed": 0.0,23802"inadmissible": 0.0,23803"fit_time_mean": 0.0018993767153006047,23804"fit_time_median": 0.0009582500206306577,23805"iter_mean": 2.9761029411764706,23806"restarts_mean": 0.0,23807"status_ok": 1.023808},23809"figarch11__ged__w1000_r5": {23810"n_refits": 544,23811"failed": 0.0,23812"inadmissible": 0.0,23813"fit_time_mean": 0.10196744467676207,23814"fit_time_median": 0.0993934168945998,23815"iter_mean": 14.091911764705882,23816"restarts_mean": 0.0,23817"status_ok": 1.023818},23819"figarch11__normal__w1000_r5": {23820"n_refits": 544,23821"failed": 0.0,23822"inadmissible": 0.0,23823"fit_time_mean": 0.08741570398535045,23824"fit_time_median": 0.08612058346625417,23825"iter_mean": 12.090073529411764,23826"restarts_mean": 0.0,23827"status_ok": 1.023828},23829"figarch11__skewt__w1000_r5": {23830"n_refits": 544,23831"failed": 0.0,23832"inadmissible": 0.0,23833"fit_time_mean": 0.19122696629047448,23834"fit_time_median": 0.19087739614769816,23835"iter_mean": 16.020220588235293,23836"restarts_mean": 0.0,23837"status_ok": 1.023838},23839"figarch11__t__w1000_r5": {23840"n_refits": 544,23841"failed": 0.0,23842"inadmissible": 0.0,23843"fit_time_mean": 0.15522233814237338,23844"fit_time_median": 0.15090308303479105,23845"iter_mean": 14.639705882352942,23846"restarts_mean": 0.0,23847"status_ok": 1.023848},23849"garch11__ged__w1000_r5": {23850"n_refits": 544,23851"failed": 0.0,23852"inadmissible": 0.05698529411764706,23853"fit_time_mean": 0.015619568575964556,23854"fit_time_median": 0.009783541900105774,23855"iter_mean": 12.233455882352942,23856"restarts_mean": 0.0,23857"status_ok": 1.023858},23859"garch11__normal__w1000_r5": {23860"n_refits": 544,23861"failed": 0.0,23862"inadmissible": 0.04963235294117647,23863"fit_time_mean": 0.006374618172926335,23864"fit_time_median": 0.005482354550622404,23865"iter_mean": 9.591911764705882,23866"restarts_mean": 0.0,23867"status_ok": 1.023868},23869"garch11__skewt__w1000_r5": {23870"n_refits": 544,23871"failed": 0.0,23872"inadmissible": 0.04044117647058824,23873"fit_time_mean": 0.02844602847172235,23874"fit_time_median": 0.022929583443328738,23875"iter_mean": 14.908088235294118,23876"restarts_mean": 0.0,23877"status_ok": 1.023878},23879"garch11__t__w1000_r5": {23880"n_refits": 544,23881"failed": 0.0,23882"inadmissible": 0.18198529411764705,23883"fit_time_mean": 0.026069025200901225,23884"fit_time_median": 0.022752354037947953,23885"iter_mean": 12.737132352941176,23886"restarts_mean": 0.0,23887"status_ok": 1.023888},23889"garch12__ged__w1000_r5": {23890"n_refits": 544,23891"failed": 0.0,23892"inadmissible": 0.08823529411764706,23893"fit_time_mean": 0.013611958694288178,23894"fit_time_median": 0.013195916544646025,23895"iter_mean": 14.586397058823529,23896"restarts_mean": 0.0,23897"status_ok": 1.023898},23899"garch12__normal__w1000_r5": {23900"n_refits": 544,23901"failed": 0.0,23902"inadmissible": 0.06433823529411764,23903"fit_time_mean": 0.01097403399505899,23904"fit_time_median": 0.006771291489712894,23905"iter_mean": 12.273897058823529,23906"restarts_mean": 0.0,23907"status_ok": 1.023908},23909"garch12__skewt__w1000_r5": {23910"n_refits": 544,23911"failed": 0.0,23912"inadmissible": 0.042279411764705885,23913"fit_time_mean": 0.04710721781670787,23914"fit_time_median": 0.045194749953225255,23915"iter_mean": 16.58823529411765,23916"restarts_mean": 0.0,23917"status_ok": 1.023918},23919"garch12__t__w1000_r5": {23920"n_refits": 544,23921"failed": 0.0,23922"inadmissible": 0.2113970588235294,23923"fit_time_mean": 0.020281356716569623,23924"fit_time_median": 0.016247270978055894,23925"iter_mean": 14.284926470588236,23926"restarts_mean": 0.0,23927"status_ok": 1.023928},23929"garch21__ged__w1000_r5": {23930"n_refits": 544,23931"failed": 0.0,23932"inadmissible": 0.051470588235294115,23933"fit_time_mean": 0.032513151343343503,23934"fit_time_median": 0.030081541975960135,23935"iter_mean": 13.722426470588236,23936"restarts_mean": 0.0,23937"status_ok": 1.023938},23939"garch21__normal__w1000_r5": {23940"n_refits": 544,23941"failed": 0.0,23942"inadmissible": 0.05698529411764706,23943"fit_time_mean": 0.0062898060744320155,23944"fit_time_median": 0.006427500047720969,23945"iter_mean": 11.733455882352942,23946"restarts_mean": 0.0,23947"status_ok": 1.023948},23949"garch21__skewt__w1000_r5": {23950"n_refits": 544,23951"failed": 0.0,23952"inadmissible": 0.042279411764705885,23953"fit_time_mean": 0.034905324297142215,23954"fit_time_median": 0.0332686664769426,23955"iter_mean": 15.768382352941176,23956"restarts_mean": 0.0,23957"status_ok": 1.023958},23959"garch21__t__w1000_r5": {23960"n_refits": 544,23961"failed": 0.0,23962"inadmissible": 0.13051470588235295,23963"fit_time_mean": 0.01249941734396784,23964"fit_time_median": 0.012018166948109865,23965"iter_mean": 13.654411764705882,23966"restarts_mean": 0.0,23967"status_ok": 1.023968},23969"garchm11__ged__w1000_r5": {23970"n_refits": 544,23971"failed": 0.0,23972"inadmissible": 0.0,23973"fit_time_mean": 0.04113038701411022,23974"fit_time_median": 0.03887589601799846,23975"iter_mean": 61.643382352941174,23976"restarts_mean": 1.0,23977"status_ok": 1.023978},23979"garchm11__normal__w1000_r5": {23980"n_refits": 544,23981"failed": 0.0,23982"inadmissible": 0.0,23983"fit_time_mean": 0.01463799286798081,23984"fit_time_median": 0.008973333518952131,23985"iter_mean": 48.53125,23986"restarts_mean": 1.0,23987"status_ok": 1.023988},23989"garchm11__skewt__w1000_r5": {23990"n_refits": 544,23991"failed": 0.0,23992"inadmissible": 0.0,23993"fit_time_mean": 0.03021299780726515,23994"fit_time_median": 0.02962983353063464,23995"iter_mean": 73.18014705882354,23996"restarts_mean": 1.0,23997"status_ok": 1.023998},23999"garchm11__t__w1000_r5": {24000"n_refits": 544,24001"failed": 0.0,24002"inadmissible": 0.0,24003"fit_time_mean": 0.03498707461189684,24004"fit_time_median": 0.03351106238551438,24005"iter_mean": 72.88235294117646,24006"restarts_mean": 1.0,24007"status_ok": 1.024008},24009"garchx_rv11__normal__w1000_r5": {24010"n_refits": 544,24011"failed": 0.001838235294117647,24012"inadmissible": 0.0,24013"fit_time_mean": 0.06496301641848679,24014"fit_time_median": 0.06342270853929222,24015"iter_mean": 130.69117647058823,24016"restarts_mean": 0.9981617647058824,24017"status_ok": 0.9981637899375688,24018"status_stale_fit": 0.00183621006243114224019},24020"garchx_rv11__t__w1000_r5": {24021"n_refits": 544,24022"failed": 0.0,24023"inadmissible": 0.0,24024"fit_time_mean": 0.12296075521375957,24025"fit_time_median": 0.11980243748985231,24026"iter_mean": 158.78492647058823,24027"restarts_mean": 1.0,24028"status_ok": 1.024029},24030"gas_t11__t__w1000_r5": {24031"n_refits": 544,24032"failed": 0.0,24033"inadmissible": 0.0,24034"fit_time_mean": 0.015374850060171037,24035"fit_time_median": 0.014799083000980318,24036"iter_mean": 53.068014705882355,24037"restarts_mean": 1.0,24038"status_ok": 1.024039},24040"gjr11__ged__w1000_r5": {24041"n_refits": 544,24042"failed": 0.0,24043"inadmissible": 0.04779411764705882,24044"fit_time_mean": 0.024503455493900487,24045"fit_time_median": 0.018217687495052814,24046"iter_mean": 13.987132352941176,24047"restarts_mean": 0.0,24048"status_ok": 1.024049},24050"gjr11__normal__w1000_r5": {24051"n_refits": 544,24052"failed": 0.0,24053"inadmissible": 0.05330882352941176,24054"fit_time_mean": 0.0063442919794504315,24055"fit_time_median": 0.006337354076094925,24056"iter_mean": 11.755514705882353,24057"restarts_mean": 0.0,24058"status_ok": 1.024059},24060"gjr11__skewt__w1000_r5": {24061"n_refits": 544,24062"failed": 0.0,24063"inadmissible": 0.0,24064"fit_time_mean": 0.01868419577487443,24065"fit_time_median": 0.01796533353626728,24066"iter_mean": 16.147058823529413,24067"restarts_mean": 0.0,24068"status_ok": 1.024069},24070"gjr11__t__w1000_r5": {24071"n_refits": 544,24072"failed": 0.0,24073"inadmissible": 0.009191176470588236,24074"fit_time_mean": 0.031490437799006676,24075"fit_time_median": 0.028288312489166856,24076"iter_mean": 13.761029411764707,24077"restarts_mean": 0.0,24078"status_ok": 1.024079},24080"har_rv__empirical__w1000_r5": {24081"n_refits": 544,24082"failed": 0.0,24083"inadmissible": 0.0,24084"fit_time_mean": 0.0031043436829349957,24085"fit_time_median": 0.0013400419848039746,24086"iter_mean": 0.0,24087"restarts_mean": 0.0,24088"status_ok": 1.024089},24090"heavy11__normal__w1000_r5": {24091"n_refits": 544,24092"failed": 0.0,24093"inadmissible": 0.0,24094"fit_time_mean": 0.029375647050020395,24095"fit_time_median": 0.028131812578067183,24096"iter_mean": 84.25551470588235,24097"restarts_mean": 1.0,24098"status_ok": 1.024099},24100"heavy11__t__w1000_r5": {24101"n_refits": 544,24102"failed": 0.0,24103"inadmissible": 0.0,24104"fit_time_mean": 0.08647189139061512,24105"fit_time_median": 0.08342602092307061,24106"iter_mean": 103.25183823529412,24107"restarts_mean": 1.0,24108"status_ok": 1.024109},24110"histvar22__empirical__w1000_r5": {24111"n_refits": 544,24112"failed": 0.0,24113"inadmissible": 0.0,24114"fit_time_mean": 4.2342161417336144e-06,24115"fit_time_median": 4.332978278398514e-06,24116"iter_mean": 0.0,24117"restarts_mean": 0.0,24118"status_ok": 1.024119},24120"histvar252__empirical__w1000_r5": {24121"n_refits": 544,24122"failed": 0.0,24123"inadmissible": 0.0,24124"fit_time_mean": 4.075526222175754e-06,24125"fit_time_median": 3.2919924706220627e-06,24126"iter_mean": 0.0,24127"restarts_mean": 0.0,24128"status_ok": 1.024129},24130"histvar66__empirical__w1000_r5": {24131"n_refits": 544,24132"failed": 0.0,24133"inadmissible": 0.0,24134"fit_time_mean": 4.099357123349739e-06,24135"fit_time_median": 2.8328504413366318e-06,24136"iter_mean": 0.0,24137"restarts_mean": 0.0,24138"status_ok": 1.024139},24140"igarch11__ged__w1000_r5": {24141"n_refits": 544,24142"failed": 0.0,24143"inadmissible": 0.0,24144"fit_time_mean": 0.009133142987540102,24145"fit_time_median": 0.008343624416738749,24146"iter_mean": 39.32904411764706,24147"restarts_mean": 1.0,24148"status_ok": 1.024149},24150"igarch11__normal__w1000_r5": {24151"n_refits": 544,24152"failed": 0.0,24153"inadmissible": 0.0,24154"fit_time_mean": 0.0033076674795558896,24155"fit_time_median": 0.003297520917840302,24156"iter_mean": 27.924632352941178,24157"restarts_mean": 1.0,24158"status_ok": 1.024159},24160"igarch11__skewt__w1000_r5": {24161"n_refits": 544,24162"failed": 0.0,24163"inadmissible": 0.0,24164"fit_time_mean": 0.04174543817798087,24165"fit_time_median": 0.039702146081253886,24166"iter_mean": 44.9375,24167"restarts_mean": 1.0,24168"status_ok": 1.024169},24170"igarch11__t__w1000_r5": {24171"n_refits": 544,24172"failed": 0.0,24173"inadmissible": 0.0,24174"fit_time_mean": 0.015708480953488854,24175"fit_time_median": 0.009240875020623207,24176"iter_mean": 39.060661764705884,24177"restarts_mean": 1.0,24178"status_ok": 1.024179},24180"loghar_rv__empirical__w1000_r5": {24181"n_refits": 544,24182"failed": 0.0,24183"inadmissible": 0.0,24184"fit_time_mean": 0.0010261547102024505,24185"fit_time_median": 0.0010723129380494356,24186"iter_mean": 0.0,24187"restarts_mean": 0.0,24188"status_ok": 1.024189},24190"msgarch2__normal__w1000_r5": {24191"n_refits": 544,24192"failed": 0.0,24193"inadmissible": 0.0,24194"fit_time_mean": 0.12523160837821812,24195"fit_time_median": 0.1206213750410825,24196"iter_mean": 187.19669117647058,24197"restarts_mean": 1.0018382352941178,24198"status_ok": 1.024199},24200"msgarch2__t__w1000_r5": {24201"n_refits": 544,24202"failed": 0.0,24203"inadmissible": 0.0,24204"fit_time_mean": 0.11523110776632915,24205"fit_time_median": 0.10738475050311536,24206"iter_mean": 208.31066176470588,24207"restarts_mean": 1.0018382352941178,24208"status_ok": 1.024209},24210"nagarch11__ged__w1000_r5": {24211"n_refits": 544,24212"failed": 0.0,24213"inadmissible": 0.0,24214"fit_time_mean": 0.017329357513945605,24215"fit_time_median": 0.016842937096953392,24216"iter_mean": 63.005514705882355,24217"restarts_mean": 1.0,24218"status_ok": 1.024219},24220"nagarch11__normal__w1000_r5": {24221"n_refits": 544,24222"failed": 0.0,24223"inadmissible": 0.0,24224"fit_time_mean": 0.017882426643850254,24225"fit_time_median": 0.011551104136742651,24226"iter_mean": 56.0422794117647,24227"restarts_mean": 1.0,24228"status_ok": 1.024229},24230"nagarch11__skewt__w1000_r5": {24231"n_refits": 544,24232"failed": 0.0,24233"inadmissible": 0.0,24234"fit_time_mean": 0.09990780495119157,24235"fit_time_median": 0.09720406250562519,24236"iter_mean": 86.03676470588235,24237"restarts_mean": 1.0,24238"status_ok": 1.024239},24240"nagarch11__t__w1000_r5": {24241"n_refits": 544,24242"failed": 0.0,24243"inadmissible": 0.0,24244"fit_time_mean": 0.03518533669258057,24245"fit_time_median": 0.033582583419047296,24246"iter_mean": 66.50367647058823,24247"restarts_mean": 1.0,24248"status_ok": 1.024249},24250"qgarch11__ged__w1000_r5": {24251"n_refits": 544,24252"failed": 0.0,24253"inadmissible": 0.0,24254"fit_time_mean": 0.027175379840414012,24255"fit_time_median": 0.027195563074201345,24256"iter_mean": 85.57720588235294,24257"restarts_mean": 1.0,24258"status_ok": 1.024259},24260"qgarch11__normal__w1000_r5": {24261"n_refits": 544,24262"failed": 0.0,24263"inadmissible": 0.0,24264"fit_time_mean": 0.02988132634003277,24265"fit_time_median": 0.02342639595735818,24266"iter_mean": 72.28308823529412,24267"restarts_mean": 1.0,24268"status_ok": 1.024269},24270"qgarch11__skewt__w1000_r5": {24271"n_refits": 544,24272"failed": 0.0,24273"inadmissible": 0.0,24274"fit_time_mean": 0.07747755882198415,24275"fit_time_median": 0.0776424374198541,24276"iter_mean": 110.53860294117646,24277"restarts_mean": 1.0,24278"status_ok": 1.024279},24280"qgarch11__t__w1000_r5": {24281"n_refits": 544,24282"failed": 0.0,24283"inadmissible": 0.001838235294117647,24284"fit_time_mean": 0.026632405860736445,24285"fit_time_median": 0.026725062518380582,24286"iter_mean": 91.78125,24287"restarts_mean": 1.0,24288"status_ok": 1.024289},24290"realgarch11__normal__w1000_r5": {24291"n_refits": 544,24292"failed": 0.0,24293"inadmissible": 0.0,24294"fit_time_mean": 0.029187391943517414,24295"fit_time_median": 0.029494479415006936,24296"iter_mean": 55.33639705882353,24297"restarts_mean": 1.0,24298"status_ok": 1.024299},24300"realgarch11__t__w1000_r5": {24301"n_refits": 544,24302"failed": 0.0,24303"inadmissible": 0.0,24304"fit_time_mean": 0.06863624088659623,24305"fit_time_median": 0.06716145784594119,24306"iter_mean": 84.99816176470588,24307"restarts_mean": 1.0,24308"status_ok": 1.024309},24310"rm2006__normal__w1000_r5": {24311"n_refits": 544,24312"failed": 0.0,24313"inadmissible": 0.0,24314"fit_time_mean": 0.009042872554239105,24315"fit_time_median": 0.004166750004515052,24316"iter_mean": 2.9099264705882355,24317"restarts_mean": 0.0,24318"status_ok": 1.024319},24320"rm_rw__empirical__w1000_r5": {24321"n_refits": 544,24322"failed": 0.0,24323"inadmissible": 0.0,24324"fit_time_mean": 3.66425742600661e-06,24325"fit_time_median": 2.6659108698368073e-06,24326"iter_mean": 0.0,24327"restarts_mean": 0.0,24328"status_ok": 1.024329},24330"tarch11__ged__w1000_r5": {24331"n_refits": 544,24332"failed": 0.0,24333"inadmissible": 0.0,24334"fit_time_mean": 0.01838765262672335,24335"fit_time_median": 0.018235062365420163,24336"iter_mean": 15.321691176470589,24337"restarts_mean": 0.0,24338"status_ok": 1.024339},24340"tarch11__normal__w1000_r5": {24341"n_refits": 544,24342"failed": 0.0,24343"inadmissible": 0.0,24344"fit_time_mean": 0.010753093884833267,24345"fit_time_median": 0.00981766649056226,24346"iter_mean": 14.095588235294118,24347"restarts_mean": 0.0,24348"status_ok": 1.024349},24350"tarch11__skewt__w1000_r5": {24351"n_refits": 544,24352"failed": 0.0,24353"inadmissible": 0.0,24354"fit_time_mean": 0.03493173365987947,24355"fit_time_median": 0.032019375008530915,24356"iter_mean": 17.073529411764707,24357"restarts_mean": 0.0,24358"status_ok": 1.024359},24360"tarch11__t__w1000_r5": {24361"n_refits": 544,24362"failed": 0.0,24363"inadmissible": 0.0,24364"fit_time_mean": 0.032956744641363486,24365"fit_time_median": 0.03165639645885676,24366"iter_mean": 15.011029411764707,24367"restarts_mean": 0.0,24368"status_ok": 1.024369}24370}24371}