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1\begin{tabular}{@{}lrrrrrrrrr@{}}2\toprule3Specification & $T$ & TSI & ES & NQ & USDJPY & CL & BTC & VIX & BTC own \\4\midrule5Baseline: log RV, trading days, VAR(4), H = 10 & 2514 & 54.8 & $+$35.9 & $+$25.6 & $-$5.2 & $-$14.2 & $+$1.7 & $-$20.6 & 66.7 \\6RV in levels (trading days) & 2514 & 50.0 & $+$41.6 & $+$29.8 & $-$8.0 & $-$15.6 & $+$1.6 & $-$23.4 & 74.8 \\7VAR(1) & 2514 & 53.7 & $+$38.6 & $+$26.2 & $-$5.4 & $-$5.8 & $+$7.4 & $-$27.4 & 69.8 \\8VAR(2) & 2514 & 54.1 & $+$36.6 & $+$25.9 & $-$4.9 & $-$7.3 & $+$3.5 & $-$26.1 & 69.5 \\9VAR(3) & 2514 & 54.9 & $+$36.0 & $+$25.5 & $-$5.1 & $-$10.0 & $+$2.7 & $-$24.2 & 68.3 \\10VAR(6) & 2514 & 55.5 & $+$35.0 & $+$23.7 & $-$5.6 & $-$14.8 & $+$1.3 & $-$16.7 & 65.3 \\11H = 5 & 2514 & 54.4 & $+$32.5 & $+$22.7 & $-$5.7 & $-$11.9 & $-$0.3 & $-$17.0 & 66.1 \\12H = 20 & 2514 & 55.3 & $+$39.8 & $+$28.8 & $-$5.4 & $-$17.4 & $+$4.4 & $-$23.3 & 67.3 \\13Weekend-inclusive crypto RV & 2514 & 54.9 & $+$36.3 & $+$26.0 & $-$5.1 & $-$14.6 & $+$0.3 & $-$20.9 & 65.7 \\14Sample 2018-01 to 2026-03 & 2063 & 57.4 & $+$35.7 & $+$27.7 & $-$7.7 & $-$17.3 & $+$3.3 & $-$19.0 & 61.6 \\15Sample 2016-03 to 2019-12 & 954 & 51.5 & $+$35.8 & $+$23.9 & $+$9.9 & $-$8.9 & $+$3.0 & $-$14.4 & 77.6 \\16Sample 2020-01 to 2026-03 & 1560 & 60.9 & $+$36.4 & $+$28.2 & $-$11.3 & $-$16.3 & $-$8.7 & $-$19.5 & 47.7 \\17Excluding VIX & 2514 & 52.9 & $+$26.3 & $+$18.1 & $-$5.8 & $-$13.1 & $+$0.8 & & 67.7 \\18Excluding BTC and ETH & 2514 & 59.0 & $+$34.4 & $+$24.1 & $-$4.4 & $-$13.7 & & $-$20.1 & \\19Excluding ETH (BTC only) & 2514 & 53.8 & $+$35.7 & $+$25.0 & $-$5.3 & $-$13.7 & $-$1.3 & $-$19.8 & 91.7 \\20\bottomrule21\end{tabular}