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

2.8081Average Loss (OOS)

ReSGA

2.7995682.8571592.914752.972341Jun 3, 2026
Updated 1mo ago

Evaluation Results

MethodLinks
2026.06
2.8081
2026.06
2.8215
2026.06
2.8217
2026.06
2.8258
2026.06
2.8326
2026.06
2.8368
2026.06
2.8385
2026.06
2.8387
2026.06
2.8431
2026.06
2.877
2026.06
2.8797
2026.06
2.9189
2026.06
3.0214