% run_id: tailrisk_20160719_20260522_20260527T083659Z_commit_7f628ff4
% git_commit: 7f628ff4f66258a36314f492b652cdf7ef594b7e
% config_hash: 874b7125bfae77a6fb261d40af0f987d89e5bae1e5ebc54a3958be66f9c17b4c
% table_scope: full_per_model_appendix
\begin{tabular}{lll lrrrrr}
\toprule
group & model & info & side & N & breach & q_loss & fz_loss & severity \\
\midrule
Benchmark & care\_expectile\_asymmetric\_slope & Target history & left\_tail & 627 & 0.078150 & 0.001440 & -3.621661 & 0.007879 \\
Benchmark & care\_expectile\_sav & Target history & left\_tail & 620 & 0.067742 & 0.001456 & -3.607506 & 0.008946 \\
Benchmark & caviar\_asymmetric\_slope & Target history & left\_tail & 508 & 0.070866 & 0.001564 & -3.532426 & 0.009410 \\
Benchmark & caviar\_sav & Target history & left\_tail & 498 & 0.058233 & 0.001568 & -3.540070 & 0.011676 \\
Benchmark & ewma\_vol\_scaled & Target history & left\_tail & 722 & 0.052632 & 0.001409 & -3.647462 & 0.008636 \\
Benchmark & garch\_t & Target history & left\_tail & 722 & 0.060942 & 0.001368 & -3.701083 & 0.008609 \\
Benchmark & gas\_t\_location\_scale & Target history & left\_tail & 722 & 0.063712 & 0.001352 & -3.693506 & 0.008670 \\
Benchmark & gas\_t\_pot\_gpd & Target history & left\_tail & 223 & 0.044843 & 0.001277 & -3.789288 & 0.006754 \\
Benchmark & gjr\_garch\_evt & Target history & left\_tail & 722 & 0.060942 & 0.001330 & -3.746233 & 0.007631 \\
Benchmark & gjr\_garch\_t & Target history & left\_tail & 722 & 0.070637 & 0.001338 & -3.723459 & 0.007359 \\
Benchmark & historical\_quantile & Target history & left\_tail & 722 & 0.055402 & 0.001476 & -3.540661 & 0.012140 \\
Benchmark & rolling\_quantile & Target history & left\_tail & 722 & 0.058172 & 0.001481 & -3.524684 & 0.011683 \\
Benchmark & care\_expectile\_asymmetric\_slope & Target history & right\_tail & 679 & 0.079529 & 0.001327 & -3.531389 & 0.008670 \\
Benchmark & care\_expectile\_sav & Target history & right\_tail & 679 & 0.085420 & 0.001372 & -3.474738 & 0.008198 \\
Benchmark & caviar\_asymmetric\_slope & Target history & right\_tail & 504 & 0.067460 & 0.001494 & -3.466189 & 0.010720 \\
Benchmark & caviar\_sav & Target history & right\_tail & 504 & 0.063492 & 0.001558 & -3.407822 & 0.011629 \\
Benchmark & ewma\_vol\_scaled & Target history & right\_tail & 722 & 0.045706 & 0.001342 & -3.656615 & 0.009787 \\
Benchmark & garch\_t & Target history & right\_tail & 722 & 0.041551 & 0.001278 & -3.703374 & 0.010888 \\
Benchmark & gas\_t\_location\_scale & Target history & right\_tail & 722 & 0.049861 & 0.001307 & -3.668339 & 0.010514 \\
Benchmark & gas\_t\_pot\_gpd & Target history & right\_tail & 223 & 0.085202 & 0.001785 & -3.033734 & 0.012794 \\
Benchmark & gjr\_garch\_evt & Target history & right\_tail & 722 & 0.058172 & 0.001233 & -3.708574 & 0.008988 \\
Benchmark & gjr\_garch\_t & Target history & right\_tail & 722 & 0.042936 & 0.001222 & -3.739711 & 0.010272 \\
Benchmark & historical\_quantile & Target history & right\_tail & 722 & 0.069252 & 0.001502 & -3.406776 & 0.012003 \\
Benchmark & rolling\_quantile & Target history & right\_tail & 722 & 0.072022 & 0.001496 & -3.427318 & 0.011480 \\
\midrule
\multicolumn{9}{l}{\footnotesize Visible notes: appendix table; lower quantile/FZ loss and lower exceedance severity are better, while VaR breach should be read relative to the nominal 5\% exception rate.} \\
\bottomrule
\end{tabular}
