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

3.4036Average Loss (OOS)

ReSGA

3.2747564.1444535.014155.883847Jun 3, 2026
Updated 1mo ago

Evaluation Results

MethodLinks
2026.06
3.4036
2026.06
3.4118
2026.06
3.4334
2026.06
3.4357
2026.06
3.4368
2026.06
3.438
2026.06
3.4508
2026.06
3.4535
2026.06
3.4642
2026.06
3.4648
2026.06
3.4679
2026.06
5.5837
2026.06
6.6247