% run_id: tailrisk_20160719_20260522_20260527T083659Z_commit_7f628ff4
% git_commit: 7f628ff4f66258a36314f492b652cdf7ef594b7e
% config_hash: 874b7125bfae77a6fb261d40af0f987d89e5bae1e5ebc54a3958be66f9c17b4c
% table_scope: selected_benchmark_vs_lgbm_main_figure_rows
\begin{tabular}{ll ll lrrrr}
\toprule
group & rank & model & info & side & N & breach & q_loss & fz_loss \\
\midrule
Benchmark & 1 & gjr\_garch\_evt & Target history & left\_tail & 722 & 0.060942 & 0.001330 & -3.746233 \\
Benchmark & 2 & gjr\_garch\_t & Target history & left\_tail & 722 & 0.070637 & 0.001338 & -3.723459 \\
Benchmark & 3 & garch\_t & Target history & left\_tail & 722 & 0.060942 & 0.001368 & -3.701083 \\
LGBM & 1 & LGBM median/MAD POT-GPD plain MLE & JP + US close core + JP proxy & left\_tail & 474 & 0.067511 & 0.000966 & -4.310340 \\
LGBM & 2 & LGBM median/MAD POT-GPD UniBM block-maxima shape & JP + US close core + JP proxy & left\_tail & 474 & 0.073840 & 0.000980 & -4.281130 \\
LGBM & 3 & LGBM median/MAD POT-GPD plain MLE & JP + US close core + JP proxy + Asia proxy & left\_tail & 474 & 0.065401 & 0.000993 & -4.269625 \\
Benchmark & 1 & gjr\_garch\_t & Target history & right\_tail & 722 & 0.042936 & 0.001222 & -3.739711 \\
Benchmark & 2 & gjr\_garch\_evt & Target history & right\_tail & 722 & 0.058172 & 0.001233 & -3.708574 \\
Benchmark & 3 & garch\_t & Target history & right\_tail & 722 & 0.041551 & 0.001278 & -3.703374 \\
LGBM & 1 & LGBM POT-GPD plain MLE & JP + US close core + JP proxy & right\_tail & 474 & 0.056962 & 0.001034 & -4.029703 \\
LGBM & 2 & LGBM location-scale empirical & JP + US close core + JP proxy & right\_tail & 493 & 0.060852 & 0.001023 & -4.027288 \\
LGBM & 3 & LGBM POT-GPD UniBM block-maxima shape & JP + US close core + JP proxy & right\_tail & 474 & 0.056962 & 0.001032 & -4.020205 \\
\midrule
\multicolumn{9}{l}{\footnotesize Visible notes: selected rows use the deterministic main-figure rule: N >= 450, absolute VaR coverage error <= 0.025, then rank by FZ loss and quantile loss within each broad group and tail side. Full per-model results are exported separately for appendix use.} \\
\bottomrule
\end{tabular}
