% run_id: tailrisk_20160719_20260522_20260527T083659Z_commit_7f628ff4
% git_commit: 7f628ff4f66258a36314f492b652cdf7ef594b7e
% config_hash: 874b7125bfae77a6fb261d40af0f987d89e5bae1e5ebc54a3958be66f9c17b4c
% table_scope: model_inventory_forecast_construction
\begin{tabular}{llllll}
\toprule
family & examples & information & VaR & ES & role \\
\midrule
Historical & historical quantile; rolling quantile & target history & empirical quantile & empirical tail mean & benchmark floor \\
GARCH/GJR & GARCH-t; GJR-GARCH-t & target history & parametric t & parametric t & econometric floor \\
GARCH-EVT & GJR-GARCH-EVT & target history & filtered POT-GPD & GPD ES & tail benchmark \\
Advanced econometric & CAViaR; CARE; GAS & target history & recursive/score & varies by family & nonblocking benchmark \\
Direct LightGBM & LGBM direct quantile & nested information sets & quantile regression & empirical companion & information ladder \\
LightGBM location-scale & LGBM location-scale empirical & nested information sets & standardized empirical tail & standardized empirical tail & filtered candidate \\
LightGBM POT-GPD & standardized, median/MAD, median/IQR POT-GPD & nested information sets & standardized POT-GPD & GPD ES & filtered EVT candidate \\
\midrule
\multicolumn{6}{l}{\footnotesize Visible notes: inventory table explains forecast construction and paper role. Performance belongs in selected-performance and result-matrix tables.} \\
\bottomrule
\end{tabular}
