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Joint VaR-ES forecasting on US Equity Returns Large stocks (out-of-sample)

3.0417Average Loss (ℓoos)

ReSGA

3.033863.086783.13973.19262Jun 3, 2026
Updated 1mo ago

Evaluation Results

MethodLinks
2026.06
3.0417
2026.06
3.0527
2026.06
3.0532
2026.06
3.0578
2026.06
3.0601
2026.06
3.067
2026.06
3.0703
2026.06
3.0732
2026.06
3.0908
2026.06
3.0944
2026.06
3.0958
2026.06
3.1899
2026.06
3.2377