The results from the overlapping comparisons

Why Risk is so Hard to Measure

1. Home
2. VaR and ES
3. Overlapping comparisons

Accuracy

Setup

The number of simulations is 2e7, and this is done across a range of \(alpha\) and \(N\). Distributions are t, Pareto and t-garch.

Student-t VaR

VaR t

N	alpha	p	bias	se	99% conf
200 days	2	99.9%	0.79	2.05	[0.19,6.31]
200 days	2	99.5%	1.78	4.60	[0.42,14.20]
200 days	2	99%	1.26	0.67	[0.50,4.46]
200 days	2	97.5%	1.09	0.29	[0.60,2.21]
200 days	2	95%	1.04	0.20	[0.66,1.71]
200 days	2	90%	1.02	0.15	[0.69,1.50]
200 days	2.5	99.9%	0.78	0.79	[0.25,4.39]
200 days	2.5	99.5%	1.50	1.53	[0.49,8.47]
200 days	2.5	99%	1.19	0.48	[0.56,3.36]
200 days	2.5	97.5%	1.07	0.24	[0.64,1.94]
200 days	2.5	95%	1.04	0.17	[0.69,1.59]
200 days	2.5	90%	1.02	0.14	[0.71,1.44]
200 days	3	99.9%	0.78	0.55	[0.31,3.45]
200 days	3	99.5%	1.37	0.96	[0.53,6.04]
200 days	3	99%	1.15	0.38	[0.60,2.81]
200 days	3	97.5%	1.06	0.21	[0.67,1.78]
200 days	3	95%	1.03	0.15	[0.71,1.52]
200 days	3	90%	1.02	0.13	[0.72,1.40]
200 days	4	99.9%	0.80	0.37	[0.38,2.58]
200 days	4	99.5%	1.25	0.57	[0.59,4.02]
200 days	4	99%	1.11	0.29	[0.64,2.28]
200 days	4	97.5%	1.04	0.17	[0.70,1.62]
200 days	4	95%	1.02	0.13	[0.73,1.43]
200 days	4	90%	1.02	0.12	[0.74,1.36]
200 days	5	99.9%	0.82	0.30	[0.43,2.19]
200 days	5	99.5%	1.20	0.43	[0.63,3.20]
200 days	5	99%	1.09	0.24	[0.67,2.03]
200 days	5	97.5%	1.04	0.15	[0.72,1.54]
200 days	5	95%	1.02	0.12	[0.74,1.39]
200 days	5	90%	1.01	0.11	[0.74,1.33]
200 days	6	99.9%	0.83	0.26	[0.46,1.97]
200 days	6	99.5%	1.16	0.36	[0.65,2.77]
200 days	6	99%	1.08	0.22	[0.69,1.88]
200 days	6	97.5%	1.03	0.14	[0.73,1.49]
200 days	6	95%	1.02	0.12	[0.75,1.37]
200 days	6	90%	1.01	0.11	[0.75,1.32]
300 days	2	99.9%	0.97	2.09	[0.23,7.76]
300 days	2	99.5%	2.18	4.71	[0.52,17.45]
300 days	2	99%	1.15	0.43	[0.55,3.02]
300 days	2	97.5%	1.10	0.24	[0.67,1.97]
300 days	2	95%	1.03	0.16	[0.71,1.53]
300 days	2	90%	1.02	0.12	[0.74,1.38]
300 days	2.5	99.9%	0.92	0.95	[0.30,5.16]
300 days	2.5	99.5%	1.77	1.83	[0.59,9.96]
300 days	2.5	99%	1.11	0.33	[0.61,2.46]
300 days	2.5	97.5%	1.08	0.20	[0.71,1.76]
300 days	2.5	95%	1.02	0.14	[0.73,1.44]
300 days	2.5	90%	1.01	0.11	[0.76,1.34]
300 days	3	99.9%	0.90	0.63	[0.36,3.95]
300 days	3	99.5%	1.58	1.10	[0.63,6.90]
300 days	3	99%	1.09	0.27	[0.64,2.16]
300 days	3	97.5%	1.07	0.17	[0.73,1.64]
300 days	3	95%	1.02	0.12	[0.75,1.39]
300 days	3	90%	1.01	0.11	[0.77,1.31]
300 days	4	99.9%	0.90	0.41	[0.44,2.86]
300 days	4	99.5%	1.40	0.63	[0.68,4.45]
300 days	4	99%	1.07	0.21	[0.69,1.85]
300 days	4	97.5%	1.06	0.14	[0.76,1.51]
300 days	4	95%	1.02	0.11	[0.77,1.34]
300 days	4	90%	1.01	0.10	[0.78,1.28]
300 days	5	99.9%	0.90	0.32	[0.49,2.38]
300 days	5	99.5%	1.31	0.47	[0.71,3.47]
300 days	5	99%	1.06	0.18	[0.72,1.70]
300 days	5	97.5%	1.05	0.13	[0.78,1.45]
300 days	5	95%	1.01	0.10	[0.78,1.31]
300 days	5	90%	1.01	0.09	[0.79,1.27]
300 days	6	99.9%	0.90	0.27	[0.52,2.11]
300 days	6	99.5%	1.27	0.38	[0.73,2.97]
300 days	6	99%	1.05	0.16	[0.73,1.62]
300 days	6	97.5%	1.04	0.12	[0.79,1.41]
300 days	6	95%	1.01	0.10	[0.79,1.29]
300 days	6	90%	1.01	0.09	[0.79,1.26]
2 years	2	99.9%	1.25	4.31	[0.30,10.02]
2 years	2	99.5%	1.41	0.74	[0.57,4.95]
2 years	2	99%	1.09	0.28	[0.62,2.18]
2 years	2	97.5%	1.06	0.17	[0.72,1.62]
2 years	2	95%	1.02	0.12	[0.76,1.38]
2 years	2	90%	1.01	0.09	[0.79,1.28]
2 years	2.5	99.9%	1.13	1.14	[0.38,6.33]
2 years	2.5	99.5%	1.30	0.51	[0.63,3.63]
2 years	2.5	99%	1.06	0.22	[0.67,1.89]
2 years	2.5	97.5%	1.05	0.14	[0.75,1.50]
2 years	2.5	95%	1.01	0.10	[0.78,1.32]
2 years	2.5	90%	1.01	0.09	[0.81,1.25]
2 years	3	99.9%	1.07	0.75	[0.44,4.69]
2 years	3	99.5%	1.24	0.40	[0.67,2.98]
2 years	3	99%	1.05	0.19	[0.70,1.73]
2 years	3	97.5%	1.04	0.12	[0.78,1.43]
2 years	3	95%	1.01	0.09	[0.80,1.29]
2 years	3	90%	1.01	0.08	[0.81,1.23]
2 years	4	99.9%	1.03	0.46	[0.51,3.25]
2 years	4	99.5%	1.18	0.29	[0.72,2.35]
2 years	4	99%	1.04	0.15	[0.74,1.55]
2 years	4	97.5%	1.03	0.11	[0.80,1.35]
2 years	4	95%	1.01	0.08	[0.82,1.25]
2 years	4	90%	1.01	0.07	[0.83,1.21]
2 years	5	99.9%	1.01	0.35	[0.56,2.64]
2 years	5	99.5%	1.14	0.23	[0.75,2.06]
2 years	5	99%	1.03	0.13	[0.76,1.47]
2 years	5	97.5%	1.03	0.09	[0.82,1.31]
2 years	5	95%	1.01	0.08	[0.83,1.23]
2 years	5	90%	1.01	0.07	[0.83,1.20]
2 years	6	99.9%	1.00	0.29	[0.60,2.31]
2 years	6	99.5%	1.13	0.20	[0.77,1.90]
2 years	6	99%	1.03	0.12	[0.78,1.42]
2 years	6	97.5%	1.03	0.09	[0.83,1.29]
2 years	6	95%	1.01	0.07	[0.83,1.21]
2 years	6	90%	1.01	0.07	[0.84,1.19]
4 years	2	99.9%	1.77	3.77	[0.43,14.13]
4 years	2	99.5%	1.08	0.28	[0.62,2.16]
4 years	2	99%	1.04	0.18	[0.70,1.65]
4 years	2	97.5%	1.02	0.11	[0.78,1.36]
4 years	2	95%	1.01	0.08	[0.82,1.25]
4 years	2	90%	1.00	0.07	[0.85,1.19]
4 years	2.5	99.9%	1.49	1.51	[0.51,8.37]
4 years	2.5	99.5%	1.06	0.22	[0.68,1.87]
4 years	2.5	99%	1.03	0.15	[0.74,1.51]
4 years	2.5	97.5%	1.01	0.09	[0.81,1.29]
4 years	2.5	95%	1.01	0.07	[0.84,1.21]
4 years	2.5	90%	1.00	0.06	[0.86,1.17]
4 years	3	99.9%	1.36	0.93	[0.56,5.91]
4 years	3	99.5%	1.05	0.18	[0.71,1.70]
4 years	3	99%	1.03	0.12	[0.77,1.43]
4 years	3	97.5%	1.01	0.08	[0.82,1.25]
4 years	3	95%	1.01	0.07	[0.85,1.19]
4 years	3	90%	1.00	0.06	[0.86,1.16]
4 years	4	99.9%	1.24	0.54	[0.63,3.87]
4 years	4	99.5%	1.04	0.14	[0.76,1.53]
4 years	4	99%	1.02	0.10	[0.80,1.34]
4 years	4	97.5%	1.01	0.07	[0.84,1.21]
4 years	4	95%	1.00	0.06	[0.87,1.17]
4 years	4	90%	1.00	0.05	[0.87,1.14]
4 years	5	99.9%	1.18	0.40	[0.67,3.04]
4 years	5	99.5%	1.03	0.12	[0.78,1.44]
4 years	5	99%	1.02	0.09	[0.82,1.29]
4 years	5	97.5%	1.01	0.06	[0.86,1.19]
4 years	5	95%	1.00	0.05	[0.87,1.15]
4 years	5	90%	1.00	0.05	[0.88,1.14]
4 years	6	99.9%	1.15	0.32	[0.70,2.60]
4 years	6	99.5%	1.03	0.11	[0.80,1.38]
4 years	6	99%	1.01	0.08	[0.83,1.26]
4 years	6	97.5%	1.01	0.06	[0.86,1.18]
4 years	6	95%	1.00	0.05	[0.88,1.14]
4 years	6	90%	1.00	0.05	[0.88,1.13]
10 years	2	99.9%	1.40	0.74	[0.58,4.92]
10 years	2	99.5%	1.05	0.16	[0.74,1.60]
10 years	2	99%	1.02	0.11	[0.79,1.34]
10 years	2	97.5%	1.01	0.07	[0.85,1.21]
10 years	2	95%	1.00	0.05	[0.88,1.15]
10 years	2	90%	1.00	0.04	[0.90,1.11]
10 years	2.5	99.9%	1.29	0.50	[0.64,3.59]
10 years	2.5	99.5%	1.04	0.13	[0.78,1.46]
10 years	2.5	99%	1.01	0.09	[0.82,1.28]
10 years	2.5	97.5%	1.01	0.06	[0.87,1.17]
10 years	2.5	95%	1.00	0.04	[0.89,1.13]
10 years	2.5	90%	1.00	0.04	[0.91,1.10]
10 years	3	99.9%	1.23	0.39	[0.69,2.92]
10 years	3	99.5%	1.04	0.11	[0.81,1.38]
10 years	3	99%	1.01	0.08	[0.84,1.23]
10 years	3	97.5%	1.01	0.05	[0.88,1.15]
10 years	3	95%	1.00	0.04	[0.90,1.11]
10 years	3	90%	1.00	0.04	[0.91,1.10]
10 years	4	99.9%	1.16	0.27	[0.74,2.27]
10 years	4	99.5%	1.03	0.09	[0.84,1.30]
10 years	4	99%	1.01	0.06	[0.86,1.19]
10 years	4	97.5%	1.01	0.04	[0.90,1.13]
10 years	4	95%	1.00	0.04	[0.91,1.10]
10 years	4	90%	1.00	0.03	[0.92,1.09]
10 years	5	99.9%	1.13	0.21	[0.78,1.97]
10 years	5	99.5%	1.02	0.08	[0.86,1.25]
10 years	5	99%	1.01	0.06	[0.88,1.16]
10 years	5	97.5%	1.01	0.04	[0.91,1.12]
10 years	5	95%	1.00	0.03	[0.92,1.09]
10 years	5	90%	1.00	0.03	[0.92,1.08]
10 years	6	99.9%	1.11	0.18	[0.80,1.80]
10 years	6	99.5%	1.02	0.07	[0.87,1.22]
10 years	6	99%	1.01	0.05	[0.89,1.15]
10 years	6	97.5%	1.01	0.04	[0.91,1.11]
10 years	6	95%	1.00	0.03	[0.92,1.09]
10 years	6	90%	1.00	0.03	[0.92,1.08]
50 years	2	99.9%	1.05	0.16	[0.74,1.59]
50 years	2	99.5%	1.01	0.07	[0.86,1.20]
50 years	2	99%	1.00	0.05	[0.89,1.13]
50 years	2	97.5%	1.00	0.03	[0.93,1.08]
50 years	2	95%	1.00	0.02	[0.94,1.06]
50 years	2	90%	1.00	0.02	[0.95,1.05]
50 years	2.5	99.9%	1.04	0.13	[0.78,1.45]
50 years	2.5	99.5%	1.01	0.05	[0.88,1.16]
50 years	2.5	99%	1.00	0.04	[0.91,1.11]
50 years	2.5	97.5%	1.00	0.03	[0.94,1.07]
50 years	2.5	95%	1.00	0.02	[0.95,1.05]
50 years	2.5	90%	1.00	0.02	[0.96,1.04]
50 years	3	99.9%	1.03	0.11	[0.81,1.37]
50 years	3	99.5%	1.01	0.05	[0.90,1.14]
50 years	3	99%	1.00	0.03	[0.92,1.09]
50 years	3	97.5%	1.00	0.02	[0.94,1.06]
50 years	3	95%	1.00	0.02	[0.95,1.05]
50 years	3	90%	1.00	0.02	[0.96,1.04]
50 years	4	99.9%	1.03	0.08	[0.85,1.28]
50 years	4	99.5%	1.01	0.04	[0.92,1.11]
50 years	4	99%	1.00	0.03	[0.93,1.08]
50 years	4	97.5%	1.00	0.02	[0.95,1.05]
50 years	4	95%	1.00	0.02	[0.96,1.04]
50 years	4	90%	1.00	0.01	[0.96,1.04]
50 years	5	99.9%	1.02	0.07	[0.87,1.23]
50 years	5	99.5%	1.00	0.03	[0.93,1.09]
50 years	5	99%	1.00	0.02	[0.94,1.07]
50 years	5	97.5%	1.00	0.02	[0.96,1.05]
50 years	5	95%	1.00	0.02	[0.96,1.04]
50 years	5	90%	1.00	0.01	[0.96,1.04]
50 years	6	99.9%	1.02	0.06	[0.89,1.20]
50 years	6	99.5%	1.00	0.03	[0.93,1.08]
50 years	6	99%	1.00	0.02	[0.95,1.06]
50 years	6	97.5%	1.00	0.02	[0.96,1.05]
50 years	6	95%	1.00	0.01	[0.96,1.04]
50 years	6	90%	1.00	0.01	[0.97,1.04]
200 years	2	99.9%	1.01	0.07	[0.84,1.22]
200 years	2	99.5%	1.00	0.03	[0.92,1.09]
200 years	2	99%	1.00	0.02	[0.94,1.06]
200 years	2	97.5%	1.00	0.02	[0.96,1.04]
200 years	2	95%	1.00	0.01	[0.97,1.03]
200 years	2	90%	1.00	0.01	[0.98,1.02]
200 years	2.5	99.9%	1.01	0.06	[0.87,1.17]
200 years	2.5	99.5%	1.00	0.03	[0.94,1.07]
200 years	2.5	99%	1.00	0.02	[0.95,1.05]
200 years	2.5	97.5%	1.00	0.01	[0.97,1.03]
200 years	2.5	95%	1.00	0.01	[0.97,1.03]
200 years	2.5	90%	1.00	0.01	[0.98,1.02]
200 years	3	99.9%	1.00	0.05	[0.89,1.14]
200 years	3	99.5%	1.00	0.02	[0.95,1.06]
200 years	3	99%	1.00	0.02	[0.96,1.04]
200 years	3	97.5%	1.00	0.01	[0.97,1.03]
200 years	3	95%	1.00	0.01	[0.98,1.02]
200 years	3	90%	1.00	0.01	[0.98,1.02]
200 years	4	99.9%	1.00	0.04	[0.91,1.11]
200 years	4	99.5%	1.00	0.02	[0.96,1.05]
200 years	4	99%	1.00	0.01	[0.97,1.04]
200 years	4	97.5%	1.00	0.01	[0.98,1.03]
200 years	4	95%	1.00	0.01	[0.98,1.02]
200 years	4	90%	1.00	0.01	[0.98,1.02]
200 years	5	99.9%	1.00	0.03	[0.93,1.09]
200 years	5	99.5%	1.00	0.02	[0.96,1.04]
200 years	5	99%	1.00	0.01	[0.97,1.03]
200 years	5	97.5%	1.00	0.01	[0.98,1.02]
200 years	5	95%	1.00	0.01	[0.98,1.02]
200 years	5	90%	1.00	0.01	[0.98,1.02]
200 years	6	99.9%	1.00	0.03	[0.93,1.08]
200 years	6	99.5%	1.00	0.01	[0.96,1.04]
200 years	6	99%	1.00	0.01	[0.97,1.03]
200 years	6	97.5%	1.00	0.01	[0.98,1.02]
200 years	6	95%	1.00	0.01	[0.98,1.02]
200 years	6	90%	1.00	0.01	[0.98,1.02]
400 years	2	99.9%	1.00	0.05	[0.88,1.15]
400 years	2	99.5%	1.00	0.02	[0.94,1.06]
400 years	2	99%	1.00	0.02	[0.96,1.04]
400 years	2	97.5%	1.00	0.01	[0.97,1.03]
400 years	2	95%	1.00	0.01	[0.98,1.02]
400 years	2	90%	1.00	0.01	[0.98,1.02]
400 years	2.5	99.9%	1.00	0.04	[0.91,1.12]
400 years	2.5	99.5%	1.00	0.02	[0.95,1.05]
400 years	2.5	99%	1.00	0.01	[0.97,1.04]
400 years	2.5	97.5%	1.00	0.01	[0.98,1.02]
400 years	2.5	95%	1.00	0.01	[0.98,1.02]
400 years	2.5	90%	1.00	0.01	[0.98,1.02]
400 years	3	99.9%	1.00	0.03	[0.92,1.10]
400 years	3	99.5%	1.00	0.02	[0.96,1.04]
400 years	3	99%	1.00	0.01	[0.97,1.03]
400 years	3	97.5%	1.00	0.01	[0.98,1.02]
400 years	3	95%	1.00	0.01	[0.98,1.02]
400 years	3	90%	1.00	0.01	[0.99,1.01]
400 years	4	99.9%	1.00	0.03	[0.94,1.07]
400 years	4	99.5%	1.00	0.01	[0.97,1.03]
400 years	4	99%	1.00	0.01	[0.98,1.03]
400 years	4	97.5%	1.00	0.01	[0.98,1.02]
400 years	4	95%	1.00	0.01	[0.99,1.01]
400 years	4	90%	1.00	0.01	[0.99,1.01]
400 years	5	99.9%	1.00	0.02	[0.95,1.06]
400 years	5	99.5%	1.00	0.01	[0.97,1.03]
400 years	5	99%	1.00	0.01	[0.98,1.02]
400 years	5	97.5%	1.00	0.01	[0.98,1.02]
400 years	5	95%	1.00	0.01	[0.99,1.01]
400 years	5	90%	1.00	0.01	[0.99,1.01]
400 years	6	99.9%	1.00	0.02	[0.95,1.06]
400 years	6	99.5%	1.00	0.01	[0.97,1.03]
400 years	6	99%	1.00	0.01	[0.98,1.02]
400 years	6	97.5%	1.00	0.01	[0.98,1.02]
400 years	6	95%	1.00	0.01	[0.99,1.01]
400 years	6	90%	1.00	0.00	[0.99,1.01]

Student-t ES

ES t

N	alpha	p	bias	se	99% conf
200 days	2	99.9%	0.40	1.02	[0.09,3.15]
200 days	2	99.5%	0.89	2.29	[0.21,7.06]
200 days	2	99%	0.94	1.66	[0.28,5.65]
200 days	2	97.5%	0.98	1.09	[0.39,4.11]
200 days	2	95%	0.99	0.79	[0.48,3.28]
200 days	2	90%	0.99	0.59	[0.56,2.68]
200 days	2.5	99.9%	0.47	0.48	[0.15,2.63]
200 days	2.5	99.5%	0.89	0.91	[0.29,5.03]
200 days	2.5	99%	0.94	0.67	[0.37,3.96]
200 days	2.5	97.5%	0.97	0.44	[0.48,2.88]
200 days	2.5	95%	0.99	0.32	[0.56,2.32]
200 days	2.5	90%	0.99	0.24	[0.63,1.95]
200 days	3	99.9%	0.52	0.36	[0.20,2.29]
200 days	3	99.5%	0.90	0.63	[0.35,3.96]
200 days	3	99%	0.94	0.47	[0.43,3.13]
200 days	3	97.5%	0.98	0.32	[0.53,2.32]
200 days	3	95%	0.99	0.24	[0.61,1.92]
200 days	3	90%	0.99	0.18	[0.67,1.66]
200 days	4	99.9%	0.59	0.27	[0.28,1.91]
200 days	4	99.5%	0.91	0.42	[0.43,2.92]
200 days	4	99%	0.95	0.32	[0.51,2.37]
200 days	4	97.5%	0.98	0.22	[0.60,1.85]
200 days	4	95%	0.99	0.17	[0.66,1.60]
200 days	4	90%	0.99	0.14	[0.71,1.44]
200 days	5	99.9%	0.64	0.23	[0.34,1.72]
200 days	5	99.5%	0.92	0.33	[0.48,2.46]
200 days	5	99%	0.95	0.26	[0.55,2.04]
200 days	5	97.5%	0.98	0.18	[0.64,1.65]
200 days	5	95%	0.99	0.15	[0.69,1.47]
200 days	5	90%	0.99	0.12	[0.73,1.36]
200 days	6	99.9%	0.67	0.21	[0.38,1.60]
200 days	6	99.5%	0.92	0.29	[0.52,2.19]
200 days	6	99%	0.96	0.23	[0.58,1.85]
200 days	6	97.5%	0.98	0.16	[0.66,1.55]
200 days	6	95%	0.99	0.13	[0.71,1.41]
200 days	6	90%	0.99	0.11	[0.74,1.32]
300 days	2	99.9%	0.48	1.05	[0.12,3.87]
300 days	2	99.5%	1.09	2.34	[0.26,8.68]
300 days	2	99%	0.96	1.17	[0.34,4.91]
300 days	2	97.5%	1.02	0.82	[0.46,3.80]
300 days	2	95%	0.99	0.56	[0.54,2.88]
300 days	2	90%	1.00	0.42	[0.61,2.38]
300 days	2.5	99.9%	0.55	0.57	[0.18,3.09]
300 days	2.5	99.5%	1.05	1.08	[0.35,5.91]
300 days	2.5	99%	0.96	0.56	[0.42,3.42]
300 days	2.5	97.5%	1.01	0.39	[0.54,2.64]
300 days	2.5	95%	0.99	0.27	[0.61,2.06]
300 days	2.5	90%	1.00	0.20	[0.68,1.76]
300 days	3	99.9%	0.60	0.42	[0.24,2.62]
300 days	3	99.5%	1.03	0.72	[0.41,4.52]
300 days	3	99%	0.96	0.39	[0.49,2.71]
300 days	3	97.5%	1.01	0.27	[0.60,2.14]
300 days	3	95%	0.99	0.19	[0.66,1.73]
300 days	3	90%	1.00	0.15	[0.71,1.52]
300 days	4	99.9%	0.66	0.30	[0.32,2.12]
300 days	4	99.5%	1.02	0.46	[0.50,3.24]
300 days	4	99%	0.97	0.27	[0.56,2.09]
300 days	4	97.5%	1.00	0.19	[0.66,1.73]
300 days	4	95%	0.99	0.14	[0.71,1.47]
300 days	4	90%	0.99	0.11	[0.75,1.35]
300 days	5	99.9%	0.71	0.25	[0.38,1.86]
300 days	5	99.5%	1.01	0.36	[0.55,2.67]
300 days	5	99%	0.97	0.22	[0.61,1.82]
300 days	5	97.5%	1.00	0.16	[0.70,1.56]
300 days	5	95%	0.99	0.12	[0.74,1.37]
300 days	5	90%	0.99	0.10	[0.78,1.29]
300 days	6	99.9%	0.73	0.22	[0.42,1.72]
300 days	6	99.5%	1.01	0.30	[0.58,2.35]
300 days	6	99%	0.97	0.19	[0.64,1.68]
300 days	6	97.5%	1.00	0.14	[0.72,1.47]
300 days	6	95%	0.99	0.11	[0.76,1.32]
300 days	6	90%	0.99	0.09	[0.79,1.25]
2 years	2	99.9%	0.63	2.15	[0.15,5.00]
2 years	2	99.5%	1.05	2.45	[0.32,6.33]
2 years	2	99%	0.98	1.41	[0.40,4.10]
2 years	2	97.5%	1.01	0.95	[0.53,3.13]
2 years	2	95%	0.99	0.66	[0.60,2.47]
2 years	2	90%	1.00	0.48	[0.67,2.08]
2 years	2.5	99.9%	0.67	0.68	[0.23,3.79]
2 years	2.5	99.5%	1.03	0.72	[0.42,4.31]
2 years	2.5	99%	0.98	0.43	[0.50,2.85]
2 years	2.5	97.5%	1.01	0.29	[0.61,2.21]
2 years	2.5	95%	0.99	0.21	[0.68,1.80]
2 years	2.5	90%	1.00	0.15	[0.73,1.57]
2 years	3	99.9%	0.71	0.49	[0.29,3.11]
2 years	3	99.5%	1.02	0.50	[0.48,3.35]
2 years	3	99%	0.98	0.31	[0.56,2.29]
2 years	3	97.5%	1.00	0.21	[0.66,1.83]
2 years	3	95%	0.99	0.15	[0.72,1.54]
2 years	3	90%	1.00	0.11	[0.77,1.39]
2 years	4	99.9%	0.76	0.34	[0.38,2.40]
2 years	4	99.5%	1.01	0.33	[0.57,2.47]
2 years	4	99%	0.98	0.21	[0.63,1.81]
2 years	4	97.5%	1.00	0.15	[0.72,1.52]
2 years	4	95%	0.99	0.11	[0.77,1.35]
2 years	4	90%	1.00	0.09	[0.80,1.26]
2 years	5	99.9%	0.79	0.28	[0.44,2.07]
2 years	5	99.5%	1.01	0.26	[0.61,2.09]
2 years	5	99%	0.98	0.17	[0.67,1.61]
2 years	5	97.5%	1.00	0.12	[0.75,1.41]
2 years	5	95%	0.99	0.09	[0.79,1.28]
2 years	5	90%	1.00	0.08	[0.82,1.22]
2 years	6	99.9%	0.81	0.24	[0.48,1.87]
2 years	6	99.5%	1.00	0.22	[0.65,1.89]
2 years	6	99%	0.98	0.15	[0.70,1.50]
2 years	6	97.5%	1.00	0.11	[0.77,1.34]
2 years	6	95%	0.99	0.08	[0.81,1.24]
2 years	6	90%	1.00	0.07	[0.83,1.19]
4 years	2	99.9%	0.89	1.88	[0.22,7.06]
4 years	2	99.5%	0.97	0.91	[0.41,4.08]
4 years	2	99%	0.99	0.66	[0.50,3.23]
4 years	2	97.5%	0.99	0.43	[0.61,2.45]
4 years	2	95%	1.00	0.31	[0.68,2.05]
4 years	2	90%	1.00	0.23	[0.74,1.77]
4 years	2.5	99.9%	0.89	0.90	[0.30,5.01]
4 years	2.5	99.5%	0.98	0.43	[0.50,2.84]
4 years	2.5	99%	0.99	0.31	[0.59,2.27]
4 years	2.5	97.5%	0.99	0.20	[0.69,1.78]
4 years	2.5	95%	1.00	0.15	[0.75,1.54]
4 years	2.5	90%	1.00	0.11	[0.80,1.39]
4 years	3	99.9%	0.90	0.61	[0.37,3.92]
4 years	3	99.5%	0.98	0.30	[0.57,2.27]
4 years	3	99%	0.99	0.22	[0.65,1.87]
4 years	3	97.5%	0.99	0.14	[0.73,1.52]
4 years	3	95%	1.00	0.11	[0.79,1.36]
4 years	3	90%	1.00	0.08	[0.83,1.26]
4 years	4	99.9%	0.91	0.40	[0.47,2.86]
4 years	4	99.5%	0.98	0.20	[0.64,1.79]
4 years	4	99%	0.99	0.15	[0.71,1.54]
4 years	4	97.5%	1.00	0.10	[0.79,1.33]
4 years	4	95%	1.00	0.08	[0.83,1.24]
4 years	4	90%	1.00	0.06	[0.86,1.18]
4 years	5	99.9%	0.92	0.31	[0.53,2.38]
4 years	5	99.5%	0.98	0.16	[0.69,1.59]
4 years	5	99%	0.99	0.12	[0.75,1.40]
4 years	5	97.5%	1.00	0.08	[0.81,1.26]
4 years	5	95%	1.00	0.07	[0.85,1.19]
4 years	5	90%	1.00	0.05	[0.87,1.15]
4 years	6	99.9%	0.93	0.26	[0.57,2.11]
4 years	6	99.5%	0.98	0.14	[0.72,1.48]
4 years	6	99%	0.99	0.11	[0.77,1.34]
4 years	6	97.5%	1.00	0.07	[0.83,1.22]
4 years	6	95%	1.00	0.06	[0.86,1.17]
4 years	6	90%	1.00	0.05	[0.88,1.13]
10 years	2	99.9%	1.05	1.73	[0.33,6.30]
10 years	2	99.5%	1.01	0.68	[0.53,3.11]
10 years	2	99%	0.99	0.47	[0.61,2.44]
10 years	2	97.5%	1.00	0.31	[0.71,1.94]
10 years	2	95%	1.00	0.22	[0.77,1.67]
10 years	2	90%	1.00	0.16	[0.82,1.49]
10 years	2.5	99.9%	1.03	0.72	[0.42,4.29]
10 years	2.5	99.5%	1.01	0.28	[0.63,2.18]
10 years	2.5	99%	1.00	0.20	[0.70,1.77]
10 years	2.5	97.5%	1.00	0.13	[0.78,1.48]
10 years	2.5	95%	1.00	0.09	[0.83,1.33]
10 years	2.5	90%	1.00	0.07	[0.86,1.23]
10 years	3	99.9%	1.02	0.49	[0.50,3.31]
10 years	3	99.5%	1.00	0.20	[0.68,1.79]
10 years	3	99%	1.00	0.14	[0.75,1.51]
10 years	3	97.5%	1.00	0.09	[0.82,1.31]
10 years	3	95%	1.00	0.07	[0.86,1.22]
10 years	3	90%	1.00	0.05	[0.89,1.16]
10 years	4	99.9%	1.01	0.32	[0.59,2.43]
10 years	4	99.5%	1.00	0.13	[0.75,1.48]
10 years	4	99%	1.00	0.10	[0.80,1.31]
10 years	4	97.5%	1.00	0.06	[0.86,1.20]
10 years	4	95%	1.00	0.05	[0.89,1.14]
10 years	4	90%	1.00	0.04	[0.91,1.11]
10 years	5	99.9%	1.01	0.24	[0.65,2.04]
10 years	5	99.5%	1.00	0.11	[0.79,1.36]
10 years	5	99%	1.00	0.08	[0.83,1.24]
10 years	5	97.5%	1.00	0.05	[0.88,1.16]
10 years	5	95%	1.00	0.04	[0.90,1.12]
10 years	5	90%	1.00	0.03	[0.92,1.09]
10 years	6	99.9%	1.00	0.20	[0.68,1.83]
10 years	6	99.5%	1.00	0.09	[0.81,1.30]
10 years	6	99%	1.00	0.07	[0.85,1.20]
10 years	6	97.5%	1.00	0.05	[0.89,1.14]
10 years	6	95%	1.00	0.04	[0.91,1.10]
10 years	6	90%	1.00	0.03	[0.92,1.08]
50 years	2	99.9%	1.01	0.68	[0.54,3.10]
50 years	2	99.5%	1.00	0.31	[0.72,1.93]
50 years	2	99%	1.00	0.22	[0.78,1.66]
50 years	2	97.5%	1.00	0.14	[0.84,1.43]
50 years	2	95%	1.00	0.10	[0.88,1.31]
50 years	2	90%	1.00	0.08	[0.90,1.22]
50 years	2.5	99.9%	1.01	0.28	[0.63,2.17]
50 years	2.5	99.5%	1.00	0.12	[0.79,1.46]
50 years	2.5	99%	1.00	0.09	[0.84,1.31]
50 years	2.5	97.5%	1.00	0.06	[0.89,1.19]
50 years	2.5	95%	1.00	0.04	[0.91,1.13]
50 years	2.5	90%	1.00	0.03	[0.93,1.10]
50 years	3	99.9%	1.00	0.19	[0.69,1.78]
50 years	3	99.5%	1.00	0.09	[0.83,1.30]
50 years	3	99%	1.00	0.06	[0.87,1.20]
50 years	3	97.5%	1.00	0.04	[0.91,1.12]
50 years	3	95%	1.00	0.03	[0.93,1.09]
50 years	3	90%	1.00	0.02	[0.95,1.07]
50 years	4	99.9%	1.00	0.13	[0.76,1.47]
50 years	4	99.5%	1.00	0.06	[0.87,1.18]
50 years	4	99%	1.00	0.04	[0.90,1.13]
50 years	4	97.5%	1.00	0.03	[0.93,1.08]
50 years	4	95%	1.00	0.02	[0.95,1.06]
50 years	4	90%	1.00	0.02	[0.96,1.05]
50 years	5	99.9%	1.00	0.10	[0.80,1.34]
50 years	5	99.5%	1.00	0.05	[0.89,1.14]
50 years	5	99%	1.00	0.03	[0.92,1.10]
50 years	5	97.5%	1.00	0.02	[0.94,1.07]
50 years	5	95%	1.00	0.02	[0.95,1.05]
50 years	5	90%	1.00	0.02	[0.96,1.04]
50 years	6	99.9%	1.00	0.08	[0.83,1.28]
50 years	6	99.5%	1.00	0.04	[0.91,1.12]
50 years	6	99%	1.00	0.03	[0.93,1.08]
50 years	6	97.5%	1.00	0.02	[0.95,1.06]
50 years	6	95%	1.00	0.02	[0.96,1.04]
50 years	6	90%	1.00	0.01	[0.96,1.04]
200 years	2	99.9%	1.00	0.31	[0.69,2.03]
200 years	2	99.5%	1.00	0.14	[0.83,1.47]
200 years	2	99%	1.00	0.10	[0.87,1.34]
200 years	2	97.5%	1.00	0.07	[0.91,1.22]
200 years	2	95%	1.00	0.05	[0.93,1.16]
200 years	2	90%	1.00	0.04	[0.95,1.11]
200 years	2.5	99.9%	1.00	0.14	[0.77,1.52]
200 years	2.5	99.5%	1.00	0.06	[0.88,1.21]
200 years	2.5	99%	1.00	0.04	[0.91,1.15]
200 years	2.5	97.5%	1.00	0.03	[0.94,1.09]
200 years	2.5	95%	1.00	0.02	[0.95,1.06]
200 years	2.5	90%	1.00	0.02	[0.96,1.05]
200 years	3	99.9%	1.00	0.09	[0.81,1.33]
200 years	3	99.5%	1.00	0.04	[0.90,1.13]
200 years	3	99%	1.00	0.03	[0.93,1.09]
200 years	3	97.5%	1.00	0.02	[0.95,1.06]
200 years	3	95%	1.00	0.01	[0.96,1.04]
200 years	3	90%	1.00	0.01	[0.97,1.03]
200 years	4	99.9%	1.00	0.06	[0.86,1.20]
200 years	4	99.5%	1.00	0.03	[0.93,1.08]
200 years	4	99%	1.00	0.02	[0.95,1.06]
200 years	4	97.5%	1.00	0.01	[0.96,1.04]
200 years	4	95%	1.00	0.01	[0.97,1.03]
200 years	4	90%	1.00	0.01	[0.98,1.02]
200 years	5	99.9%	1.00	0.05	[0.89,1.15]
200 years	5	99.5%	1.00	0.02	[0.94,1.06]
200 years	5	99%	1.00	0.02	[0.96,1.05]
200 years	5	97.5%	1.00	0.01	[0.97,1.03]
200 years	5	95%	1.00	0.01	[0.98,1.02]
200 years	5	90%	1.00	0.01	[0.98,1.02]
200 years	6	99.9%	1.00	0.04	[0.90,1.12]
200 years	6	99.5%	1.00	0.02	[0.95,1.05]
200 years	6	99%	1.00	0.02	[0.96,1.04]
200 years	6	97.5%	1.00	0.01	[0.97,1.03]
200 years	6	95%	1.00	0.01	[0.98,1.02]
200 years	6	90%	1.00	0.01	[0.98,1.02]
400 years	2	99.9%	1.00	0.21	[0.76,1.73]
400 years	2	99.5%	1.00	0.10	[0.87,1.33]
400 years	2	99%	1.00	0.07	[0.90,1.24]
400 years	2	97.5%	1.00	0.05	[0.93,1.15]
400 years	2	95%	1.00	0.03	[0.95,1.11]
400 years	2	90%	1.00	0.03	[0.96,1.08]
400 years	2.5	99.9%	1.00	0.10	[0.82,1.35]
400 years	2.5	99.5%	1.00	0.04	[0.91,1.14]
400 years	2.5	99%	1.00	0.03	[0.93,1.10]
400 years	2.5	97.5%	1.00	0.02	[0.96,1.06]
400 years	2.5	95%	1.00	0.01	[0.97,1.04]
400 years	2.5	90%	1.00	0.01	[0.97,1.03]
400 years	3	99.9%	1.00	0.07	[0.86,1.22]
400 years	3	99.5%	1.00	0.03	[0.93,1.09]
400 years	3	99%	1.00	0.02	[0.95,1.06]
400 years	3	97.5%	1.00	0.01	[0.97,1.04]
400 years	3	95%	1.00	0.01	[0.97,1.03]
400 years	3	90%	1.00	0.01	[0.98,1.02]
400 years	4	99.9%	1.00	0.04	[0.90,1.13]
400 years	4	99.5%	1.00	0.02	[0.95,1.06]
400 years	4	99%	1.00	0.02	[0.96,1.04]
400 years	4	97.5%	1.00	0.01	[0.97,1.03]
400 years	4	95%	1.00	0.01	[0.98,1.02]
400 years	4	90%	1.00	0.01	[0.98,1.02]
400 years	5	99.9%	1.00	0.03	[0.92,1.10]
400 years	5	99.5%	1.00	0.02	[0.96,1.04]
400 years	5	99%	1.00	0.01	[0.97,1.03]
400 years	5	97.5%	1.00	0.01	[0.98,1.02]
400 years	5	95%	1.00	0.01	[0.98,1.02]
400 years	5	90%	1.00	0.01	[0.99,1.01]
400 years	6	99.9%	1.00	0.03	[0.93,1.08]
400 years	6	99.5%	1.00	0.01	[0.96,1.04]
400 years	6	99%	1.00	0.01	[0.97,1.03]
400 years	6	97.5%	1.00	0.01	[0.98,1.02]
400 years	6	95%	1.00	0.01	[0.98,1.02]
400 years	6	90%	1.00	0.00	[0.99,1.01]

Pareto VaR

VaR p

N	alpha	p	bias	se	99% conf
200 days	2	99.9%	0.79	1.86	[0.20,6.31]
200 days	2	99.5%	1.77	4.15	[0.44,14.10]
200 days	2	99%	1.25	0.65	[0.52,4.39]
200 days	2	97.5%	1.08	0.27	[0.64,2.15]
200 days	2	95%	1.04	0.17	[0.72,1.63]
200 days	2	90%	1.02	0.11	[0.79,1.37]
200 days	2.5	99.9%	0.78	0.78	[0.27,4.37]
200 days	2.5	99.5%	1.49	1.49	[0.52,8.32]
200 days	2.5	99%	1.18	0.46	[0.60,3.27]
200 days	2.5	97.5%	1.06	0.21	[0.70,1.84]
200 days	2.5	95%	1.03	0.13	[0.77,1.48]
200 days	2.5	90%	1.01	0.09	[0.83,1.29]
200 days	3	99.9%	0.79	0.54	[0.34,3.41]
200 days	3	99.5%	1.35	0.93	[0.58,5.84]
200 days	3	99%	1.14	0.35	[0.65,2.68]
200 days	3	97.5%	1.05	0.17	[0.74,1.66]
200 days	3	95%	1.02	0.11	[0.80,1.38]
200 days	3	90%	1.01	0.07	[0.85,1.24]
200 days	4	99.9%	0.82	0.35	[0.44,2.51]
200 days	4	99.5%	1.23	0.52	[0.66,3.76]
200 days	4	99%	1.09	0.24	[0.72,2.10]
200 days	4	97.5%	1.03	0.12	[0.80,1.47]
200 days	4	95%	1.02	0.08	[0.85,1.28]
200 days	4	90%	1.01	0.05	[0.89,1.17]
200 days	5	99.9%	0.84	0.26	[0.52,2.09]
200 days	5	99.5%	1.16	0.37	[0.72,2.88]
200 days	5	99%	1.07	0.18	[0.77,1.81]
200 days	5	97.5%	1.03	0.10	[0.83,1.36]
200 days	5	95%	1.01	0.06	[0.88,1.22]
200 days	5	90%	1.01	0.04	[0.91,1.14]
200 days	6	99.9%	0.86	0.22	[0.58,1.85]
200 days	6	99.5%	1.13	0.28	[0.76,2.42]
200 days	6	99%	1.06	0.15	[0.81,1.64]
200 days	6	97.5%	1.02	0.08	[0.86,1.29]
200 days	6	95%	1.01	0.05	[0.90,1.18]
200 days	6	90%	1.01	0.04	[0.92,1.11]
300 days	2	99.9%	0.97	2.13	[0.24,7.71]
300 days	2	99.5%	2.17	4.75	[0.53,17.24]
300 days	2	99%	1.15	0.42	[0.57,2.97]
300 days	2	97.5%	1.10	0.22	[0.70,1.91]
300 days	2	95%	1.03	0.13	[0.76,1.47]
300 days	2	90%	1.01	0.09	[0.82,1.29]
300 days	2.5	99.9%	0.92	0.92	[0.32,5.14]
300 days	2.5	99.5%	1.75	1.76	[0.61,9.78]
300 days	2.5	99%	1.11	0.31	[0.64,2.39]
300 days	2.5	97.5%	1.07	0.17	[0.75,1.68]
300 days	2.5	95%	1.02	0.11	[0.80,1.36]
300 days	2.5	90%	1.01	0.07	[0.85,1.22]
300 days	3	99.9%	0.91	0.61	[0.39,3.91]
300 days	3	99.5%	1.55	1.05	[0.66,6.69]
300 days	3	99%	1.09	0.25	[0.69,2.07]
300 days	3	97.5%	1.06	0.14	[0.79,1.54]
300 days	3	95%	1.02	0.09	[0.83,1.29]
300 days	3	90%	1.01	0.06	[0.88,1.18]
300 days	4	99.9%	0.91	0.38	[0.49,2.78]
300 days	4	99.5%	1.36	0.58	[0.73,4.16]
300 days	4	99%	1.06	0.18	[0.76,1.72]
300 days	4	97.5%	1.04	0.10	[0.84,1.38]
300 days	4	95%	1.01	0.07	[0.87,1.21]
300 days	4	90%	1.01	0.04	[0.91,1.13]
300 days	5	99.9%	0.92	0.29	[0.56,2.27]
300 days	5	99.5%	1.26	0.40	[0.78,3.13]
300 days	5	99%	1.04	0.14	[0.80,1.55]
300 days	5	97.5%	1.03	0.08	[0.87,1.30]
300 days	5	95%	1.01	0.05	[0.89,1.17]
300 days	5	90%	1.00	0.04	[0.92,1.11]
300 days	6	99.9%	0.92	0.23	[0.62,1.98]
300 days	6	99.5%	1.21	0.30	[0.81,2.59]
300 days	6	99%	1.04	0.11	[0.83,1.44]
300 days	6	97.5%	1.03	0.07	[0.89,1.24]
300 days	6	95%	1.01	0.04	[0.91,1.14]
300 days	6	90%	1.00	0.03	[0.94,1.09]
2 years	2	99.9%	1.25	2.71	[0.31,9.99]
2 years	2	99.5%	1.40	0.73	[0.58,4.90]
2 years	2	99%	1.08	0.27	[0.63,2.15]
2 years	2	97.5%	1.05	0.16	[0.75,1.59]
2 years	2	95%	1.02	0.10	[0.80,1.33]
2 years	2	90%	1.01	0.07	[0.85,1.21]
2 years	2.5	99.9%	1.13	1.12	[0.39,6.30]
2 years	2.5	99.5%	1.29	0.50	[0.65,3.57]
2 years	2.5	99%	1.06	0.21	[0.69,1.85]
2 years	2.5	97.5%	1.04	0.12	[0.79,1.45]
2 years	2.5	95%	1.01	0.08	[0.84,1.26]
2 years	2.5	90%	1.01	0.05	[0.88,1.16]
2 years	3	99.9%	1.08	0.73	[0.46,4.64]
2 years	3	99.5%	1.23	0.38	[0.70,2.89]
2 years	3	99%	1.05	0.17	[0.74,1.67]
2 years	3	97.5%	1.03	0.10	[0.82,1.36]
2 years	3	95%	1.01	0.07	[0.86,1.21]
2 years	3	90%	1.00	0.05	[0.90,1.13]
2 years	4	99.9%	1.03	0.44	[0.55,3.16]
2 years	4	99.5%	1.16	0.26	[0.76,2.22]
2 years	4	99%	1.03	0.13	[0.80,1.47]
2 years	4	97.5%	1.02	0.08	[0.86,1.26]
2 years	4	95%	1.01	0.05	[0.89,1.15]
2 years	4	90%	1.00	0.03	[0.92,1.10]
2 years	5	99.9%	1.01	0.32	[0.62,2.51]
2 years	5	99.5%	1.12	0.19	[0.81,1.89]
2 years	5	99%	1.03	0.10	[0.83,1.36]
2 years	5	97.5%	1.02	0.06	[0.89,1.20]
2 years	5	95%	1.01	0.04	[0.91,1.12]
2 years	5	90%	1.00	0.03	[0.94,1.08]
2 years	6	99.9%	1.01	0.25	[0.68,2.16]
2 years	6	99.5%	1.10	0.16	[0.83,1.70]
2 years	6	99%	1.02	0.08	[0.86,1.29]
2 years	6	97.5%	1.02	0.05	[0.91,1.17]
2 years	6	95%	1.00	0.03	[0.93,1.10]
2 years	6	90%	1.00	0.02	[0.95,1.07]
4 years	2	99.9%	1.77	3.57	[0.43,14.17]
4 years	2	99.5%	1.08	0.27	[0.63,2.15]
4 years	2	99%	1.04	0.17	[0.71,1.64]
4 years	2	97.5%	1.02	0.10	[0.80,1.33]
4 years	2	95%	1.01	0.07	[0.85,1.21]
4 years	2	90%	1.00	0.05	[0.89,1.14]
4 years	2.5	99.9%	1.49	1.49	[0.51,8.31]
4 years	2.5	99.5%	1.06	0.21	[0.69,1.85]
4 years	2.5	99%	1.03	0.14	[0.76,1.48]
4 years	2.5	97.5%	1.01	0.08	[0.83,1.26]
4 years	2.5	95%	1.01	0.06	[0.88,1.17]
4 years	2.5	90%	1.00	0.04	[0.91,1.11]
4 years	3	99.9%	1.35	0.92	[0.57,5.84]
4 years	3	99.5%	1.05	0.17	[0.74,1.67]
4 years	3	99%	1.02	0.11	[0.80,1.39]
4 years	3	97.5%	1.01	0.07	[0.86,1.21]
4 years	3	95%	1.00	0.05	[0.90,1.14]
4 years	3	90%	1.00	0.03	[0.93,1.09]
4 years	4	99.9%	1.23	0.52	[0.66,3.76]
4 years	4	99.5%	1.03	0.13	[0.79,1.47]
4 years	4	99%	1.02	0.08	[0.84,1.28]
4 years	4	97.5%	1.01	0.05	[0.89,1.15]
4 years	4	95%	1.00	0.03	[0.92,1.10]
4 years	4	90%	1.00	0.02	[0.94,1.07]
4 years	5	99.9%	1.16	0.37	[0.72,2.88]
4 years	5	99.5%	1.03	0.10	[0.83,1.36]
4 years	5	99%	1.01	0.07	[0.87,1.22]
4 years	5	97.5%	1.00	0.04	[0.91,1.12]
4 years	5	95%	1.00	0.03	[0.94,1.08]
4 years	5	90%	1.00	0.02	[0.96,1.05]
4 years	6	99.9%	1.13	0.28	[0.76,2.42]
4 years	6	99.5%	1.02	0.08	[0.86,1.29]
4 years	6	99%	1.01	0.05	[0.89,1.18]
4 years	6	97.5%	1.00	0.03	[0.93,1.10]
4 years	6	95%	1.00	0.02	[0.95,1.07]
4 years	6	90%	1.00	0.02	[0.96,1.04]
10 years	2	99.9%	1.40	0.73	[0.58,4.91]
10 years	2	99.5%	1.05	0.16	[0.74,1.59]
10 years	2	99%	1.02	0.10	[0.79,1.34]
10 years	2	97.5%	1.01	0.06	[0.86,1.20]
10 years	2	95%	1.00	0.04	[0.90,1.13]
10 years	2	90%	1.00	0.03	[0.93,1.08]
10 years	2.5	99.9%	1.29	0.50	[0.65,3.57]
10 years	2.5	99.5%	1.04	0.13	[0.79,1.45]
10 years	2.5	99%	1.01	0.08	[0.83,1.26]
10 years	2.5	97.5%	1.01	0.05	[0.89,1.15]
10 years	2.5	95%	1.00	0.04	[0.92,1.10]
10 years	2.5	90%	1.00	0.02	[0.94,1.07]
10 years	3	99.9%	1.23	0.38	[0.70,2.89]
10 years	3	99.5%	1.03	0.10	[0.82,1.36]
10 years	3	99%	1.01	0.07	[0.86,1.21]
10 years	3	97.5%	1.01	0.04	[0.91,1.13]
10 years	3	95%	1.00	0.03	[0.93,1.08]
10 years	3	90%	1.00	0.02	[0.95,1.06]
10 years	4	99.9%	1.16	0.26	[0.76,2.22]
10 years	4	99.5%	1.02	0.08	[0.86,1.26]
10 years	4	99%	1.01	0.05	[0.89,1.16]
10 years	4	97.5%	1.00	0.03	[0.93,1.09]
10 years	4	95%	1.00	0.02	[0.95,1.06]
10 years	4	90%	1.00	0.02	[0.96,1.04]
10 years	5	99.9%	1.12	0.19	[0.80,1.89]
10 years	5	99.5%	1.02	0.06	[0.89,1.20]
10 years	5	99%	1.00	0.04	[0.91,1.12]
10 years	5	97.5%	1.00	0.03	[0.94,1.07]
10 years	5	95%	1.00	0.02	[0.96,1.05]
10 years	5	90%	1.00	0.01	[0.97,1.03]
10 years	6	99.9%	1.10	0.16	[0.83,1.70]
10 years	6	99.5%	1.02	0.05	[0.91,1.17]
10 years	6	99%	1.00	0.03	[0.93,1.10]
10 years	6	97.5%	1.00	0.02	[0.95,1.06]
10 years	6	95%	1.00	0.01	[0.97,1.04]
10 years	6	90%	1.00	0.01	[0.98,1.03]
50 years	2	99.9%	1.05	0.16	[0.74,1.59]
50 years	2	99.5%	1.01	0.06	[0.86,1.20]
50 years	2	99%	1.00	0.04	[0.90,1.13]
50 years	2	97.5%	1.00	0.03	[0.93,1.08]
50 years	2	95%	1.00	0.02	[0.95,1.05]
50 years	2	90%	1.00	0.01	[0.97,1.04]
50 years	2.5	99.9%	1.04	0.13	[0.79,1.45]
50 years	2.5	99.5%	1.01	0.05	[0.89,1.15]
50 years	2.5	99%	1.00	0.04	[0.92,1.10]
50 years	2.5	97.5%	1.00	0.02	[0.95,1.06]
50 years	2.5	95%	1.00	0.02	[0.96,1.04]
50 years	2.5	90%	1.00	0.01	[0.97,1.03]
50 years	3	99.9%	1.03	0.10	[0.82,1.36]
50 years	3	99.5%	1.01	0.04	[0.91,1.13]
50 years	3	99%	1.00	0.03	[0.93,1.08]
50 years	3	97.5%	1.00	0.02	[0.96,1.05]
50 years	3	95%	1.00	0.01	[0.97,1.03]
50 years	3	90%	1.00	0.01	[0.98,1.02]
50 years	4	99.9%	1.02	0.08	[0.86,1.26]
50 years	4	99.5%	1.00	0.03	[0.93,1.09]
50 years	4	99%	1.00	0.02	[0.95,1.06]
50 years	4	97.5%	1.00	0.01	[0.97,1.04]
50 years	4	95%	1.00	0.01	[0.98,1.03]
50 years	4	90%	1.00	0.01	[0.98,1.02]
50 years	5	99.9%	1.02	0.06	[0.89,1.20]
50 years	5	99.5%	1.00	0.03	[0.94,1.07]
50 years	5	99%	1.00	0.02	[0.96,1.05]
50 years	5	97.5%	1.00	0.01	[0.97,1.03]
50 years	5	95%	1.00	0.01	[0.98,1.02]
50 years	5	90%	1.00	0.01	[0.99,1.01]
50 years	6	99.9%	1.02	0.05	[0.90,1.17]
50 years	6	99.5%	1.00	0.02	[0.95,1.06]
50 years	6	99%	1.00	0.01	[0.96,1.04]
50 years	6	97.5%	1.00	0.01	[0.98,1.03]
50 years	6	95%	1.00	0.01	[0.98,1.02]
50 years	6	90%	1.00	0.00	[0.99,1.01]
200 years	2	99.9%	1.01	0.07	[0.84,1.22]
200 years	2	99.5%	1.00	0.03	[0.92,1.09]
200 years	2	99%	1.00	0.02	[0.95,1.06]
200 years	2	97.5%	1.00	0.01	[0.97,1.04]
200 years	2	95%	1.00	0.01	[0.98,1.03]
200 years	2	90%	1.00	0.01	[0.98,1.02]
200 years	2.5	99.9%	1.01	0.06	[0.87,1.17]
200 years	2.5	99.5%	1.00	0.03	[0.94,1.07]
200 years	2.5	99%	1.00	0.02	[0.96,1.05]
200 years	2.5	97.5%	1.00	0.01	[0.97,1.03]
200 years	2.5	95%	1.00	0.01	[0.98,1.02]
200 years	2.5	90%	1.00	0.01	[0.99,1.01]
200 years	3	99.9%	1.00	0.05	[0.89,1.14]
200 years	3	99.5%	1.00	0.02	[0.95,1.06]
200 years	3	99%	1.00	0.01	[0.96,1.04]
200 years	3	97.5%	1.00	0.01	[0.98,1.02]
200 years	3	95%	1.00	0.01	[0.98,1.02]
200 years	3	90%	1.00	0.00	[0.99,1.01]
200 years	4	99.9%	1.00	0.04	[0.92,1.10]
200 years	4	99.5%	1.00	0.02	[0.96,1.04]
200 years	4	99%	1.00	0.01	[0.97,1.03]
200 years	4	97.5%	1.00	0.01	[0.98,1.02]
200 years	4	95%	1.00	0.00	[0.99,1.01]
200 years	4	90%	1.00	0.00	[0.99,1.01]
200 years	5	99.9%	1.00	0.03	[0.93,1.08]
200 years	5	99.5%	1.00	0.01	[0.97,1.03]
200 years	5	99%	1.00	0.01	[0.98,1.02]
200 years	5	97.5%	1.00	0.01	[0.99,1.01]
200 years	5	95%	1.00	0.00	[0.99,1.01]
200 years	5	90%	1.00	0.00	[0.99,1.01]
200 years	6	99.9%	1.00	0.02	[0.95,1.07]
200 years	6	99.5%	1.00	0.01	[0.97,1.03]
200 years	6	99%	1.00	0.01	[0.98,1.02]
200 years	6	97.5%	1.00	0.00	[0.99,1.01]
200 years	6	95%	1.00	0.00	[0.99,1.01]
200 years	6	90%	1.00	0.00	[0.99,1.01]
400 years	2	99.9%	1.00	0.05	[0.89,1.15]
400 years	2	99.5%	1.00	0.02	[0.95,1.06]
400 years	2	99%	1.00	0.02	[0.96,1.04]
400 years	2	97.5%	1.00	0.01	[0.98,1.03]
400 years	2	95%	1.00	0.01	[0.98,1.02]
400 years	2	90%	1.00	0.00	[0.99,1.01]
400 years	2.5	99.9%	1.00	0.04	[0.91,1.12]
400 years	2.5	99.5%	1.00	0.02	[0.96,1.05]
400 years	2.5	99%	1.00	0.01	[0.97,1.03]
400 years	2.5	97.5%	1.00	0.01	[0.98,1.02]
400 years	2.5	95%	1.00	0.01	[0.99,1.01]
400 years	2.5	90%	1.00	0.00	[0.99,1.01]
400 years	3	99.9%	1.00	0.03	[0.92,1.10]
400 years	3	99.5%	1.00	0.01	[0.96,1.04]
400 years	3	99%	1.00	0.01	[0.97,1.03]
400 years	3	97.5%	1.00	0.01	[0.98,1.02]
400 years	3	95%	1.00	0.00	[0.99,1.01]
400 years	3	90%	1.00	0.00	[0.99,1.01]
400 years	4	99.9%	1.00	0.03	[0.94,1.07]
400 years	4	99.5%	1.00	0.01	[0.97,1.03]
400 years	4	99%	1.00	0.01	[0.98,1.02]
400 years	4	97.5%	1.00	0.00	[0.99,1.01]
400 years	4	95%	1.00	0.00	[0.99,1.01]
400 years	4	90%	1.00	0.00	[0.99,1.01]
400 years	5	99.9%	1.00	0.02	[0.95,1.06]
400 years	5	99.5%	1.00	0.01	[0.98,1.02]
400 years	5	99%	1.00	0.01	[0.98,1.02]
400 years	5	97.5%	1.00	0.00	[0.99,1.01]
400 years	5	95%	1.00	0.00	[0.99,1.01]
400 years	5	90%	1.00	0.00	[1.00,1.00]
400 years	6	99.9%	1.00	0.02	[0.96,1.05]
400 years	6	99.5%	1.00	0.01	[0.98,1.02]
400 years	6	99%	1.00	0.01	[0.99,1.01]
400 years	6	97.5%	1.00	0.00	[0.99,1.01]
400 years	6	95%	1.00	0.00	[0.99,1.01]
400 years	6	90%	1.00	0.00	[1.00,1.00]

Pareto ES

ES p

N	alpha	p	bias	se	99% conf
200 days	2	99.9%	0.40	0.93	[0.10,3.15]
200 days	2	99.5%	0.89	2.08	[0.22,7.05]
200 days	2	99%	0.94	1.51	[0.30,5.62]
200 days	2	97.5%	0.98	0.98	[0.41,4.07]
200 days	2	95%	0.99	0.71	[0.51,3.21]
200 days	2	90%	0.99	0.51	[0.60,2.59]
200 days	2.5	99.9%	0.47	0.47	[0.16,2.62]
200 days	2.5	99.5%	0.89	0.89	[0.31,4.99]
200 days	2.5	99%	0.94	0.65	[0.39,3.92]
200 days	2.5	97.5%	0.98	0.42	[0.51,2.82]
200 days	2.5	95%	0.99	0.30	[0.60,2.25]
200 days	2.5	90%	0.99	0.21	[0.69,1.85]
200 days	3	99.9%	0.53	0.36	[0.22,2.28]
200 days	3	99.5%	0.90	0.62	[0.38,3.89]
200 days	3	99%	0.95	0.45	[0.47,3.06]
200 days	3	97.5%	0.98	0.29	[0.59,2.25]
200 days	3	95%	0.99	0.21	[0.67,1.84]
200 days	3	90%	1.00	0.15	[0.74,1.56]
200 days	4	99.9%	0.61	0.26	[0.33,1.88]
200 days	4	99.5%	0.92	0.39	[0.50,2.82]
200 days	4	99%	0.96	0.29	[0.58,2.26]
200 days	4	97.5%	0.98	0.19	[0.68,1.74]
200 days	4	95%	0.99	0.13	[0.75,1.49]
200 days	4	90%	1.00	0.09	[0.81,1.32]
200 days	5	99.9%	0.68	0.21	[0.42,1.67]
200 days	5	99.5%	0.93	0.29	[0.57,2.31]
200 days	5	99%	0.96	0.22	[0.65,1.90]
200 days	5	97.5%	0.98	0.14	[0.74,1.52]
200 days	5	95%	0.99	0.10	[0.80,1.35]
200 days	5	90%	1.00	0.07	[0.85,1.23]
200 days	6	99.9%	0.72	0.18	[0.48,1.54]
200 days	6	99.5%	0.94	0.24	[0.63,2.01]
200 days	6	99%	0.97	0.18	[0.70,1.69]
200 days	6	97.5%	0.99	0.11	[0.78,1.40]
200 days	6	95%	0.99	0.08	[0.83,1.27]
200 days	6	90%	1.00	0.06	[0.88,1.18]
300 days	2	99.9%	0.49	1.06	[0.12,3.85]
300 days	2	99.5%	1.09	2.38	[0.27,8.62]
300 days	2	99%	0.96	1.18	[0.34,4.87]
300 days	2	97.5%	1.02	0.82	[0.47,3.75]
300 days	2	95%	0.99	0.55	[0.56,2.83]
300 days	2	90%	1.00	0.40	[0.64,2.31]
300 days	2.5	99.9%	0.55	0.55	[0.19,3.08]
300 days	2.5	99.5%	1.05	1.05	[0.36,5.87]
300 days	2.5	99%	0.96	0.54	[0.44,3.38]
300 days	2.5	97.5%	1.01	0.37	[0.57,2.59]
300 days	2.5	95%	0.99	0.25	[0.65,2.00]
300 days	2.5	90%	1.00	0.17	[0.73,1.68]
300 days	3	99.9%	0.60	0.41	[0.26,2.61]
300 days	3	99.5%	1.03	0.70	[0.44,4.46]
300 days	3	99%	0.96	0.37	[0.52,2.66]
300 days	3	97.5%	1.01	0.25	[0.64,2.07]
300 days	3	95%	0.99	0.17	[0.71,1.66]
300 days	3	90%	1.00	0.12	[0.78,1.44]
300 days	4	99.9%	0.68	0.29	[0.37,2.09]
300 days	4	99.5%	1.02	0.43	[0.55,3.12]
300 days	4	99%	0.97	0.24	[0.62,2.00]
300 days	4	97.5%	1.00	0.16	[0.73,1.64]
300 days	4	95%	0.99	0.11	[0.78,1.39]
300 days	4	90%	1.00	0.08	[0.84,1.26]
300 days	5	99.9%	0.73	0.23	[0.45,1.81]
300 days	5	99.5%	1.01	0.32	[0.62,2.50]
300 days	5	99%	0.97	0.18	[0.69,1.71]
300 days	5	97.5%	1.00	0.12	[0.78,1.45]
300 days	5	95%	0.99	0.08	[0.83,1.27]
300 days	5	90%	1.00	0.06	[0.87,1.18]
300 days	6	99.9%	0.77	0.19	[0.52,1.65]
300 days	6	99.5%	1.01	0.25	[0.68,2.16]
300 days	6	99%	0.98	0.15	[0.73,1.55]
300 days	6	97.5%	1.00	0.10	[0.81,1.35]
300 days	6	95%	1.00	0.07	[0.86,1.21]
300 days	6	90%	1.00	0.05	[0.89,1.14]
2 years	2	99.9%	0.63	1.35	[0.15,5.00]
2 years	2	99.5%	1.05	1.57	[0.33,6.30]
2 years	2	99%	0.98	0.92	[0.41,4.08]
2 years	2	97.5%	1.01	0.62	[0.54,3.10]
2 years	2	95%	1.00	0.43	[0.62,2.43]
2 years	2	90%	1.00	0.31	[0.70,2.02]
2 years	2.5	99.9%	0.68	0.67	[0.23,3.78]
2 years	2.5	99.5%	1.03	0.71	[0.43,4.28]
2 years	2.5	99%	0.98	0.42	[0.51,2.82]
2 years	2.5	97.5%	1.01	0.28	[0.63,2.17]
2 years	2.5	95%	1.00	0.19	[0.71,1.75]
2 years	2.5	90%	1.00	0.14	[0.77,1.51]
2 years	3	99.9%	0.72	0.48	[0.30,3.10]
2 years	3	99.5%	1.02	0.48	[0.50,3.30]
2 years	3	99%	0.98	0.29	[0.58,2.25]
2 years	3	97.5%	1.00	0.19	[0.70,1.78]
2 years	3	95%	1.00	0.13	[0.76,1.49]
2 years	3	90%	1.00	0.09	[0.82,1.33]
2 years	4	99.9%	0.77	0.33	[0.42,2.37]
2 years	4	99.5%	1.01	0.31	[0.61,2.39]
2 years	4	99%	0.98	0.19	[0.68,1.75]
2 years	4	97.5%	1.00	0.12	[0.77,1.46]
2 years	4	95%	1.00	0.09	[0.82,1.29]
2 years	4	90%	1.00	0.06	[0.87,1.19]
2 years	5	99.9%	0.81	0.25	[0.50,2.01]
2 years	5	99.5%	1.01	0.23	[0.68,1.98]
2 years	5	99%	0.98	0.14	[0.74,1.53]
2 years	5	97.5%	1.00	0.09	[0.82,1.32]
2 years	5	95%	1.00	0.06	[0.86,1.20]
2 years	5	90%	1.00	0.05	[0.90,1.14]
2 years	6	99.9%	0.84	0.21	[0.56,1.80]
2 years	6	99.5%	1.00	0.18	[0.72,1.76]
2 years	6	99%	0.99	0.11	[0.78,1.41]
2 years	6	97.5%	1.00	0.08	[0.85,1.25]
2 years	6	95%	1.00	0.05	[0.88,1.16]
2 years	6	90%	1.00	0.04	[0.92,1.11]
4 years	2	99.9%	0.89	1.78	[0.22,7.09]
4 years	2	99.5%	0.98	0.86	[0.41,4.09]
4 years	2	99%	0.99	0.63	[0.50,3.23]
4 years	2	97.5%	1.00	0.41	[0.62,2.44]
4 years	2	95%	1.00	0.29	[0.70,2.03]
4 years	2	90%	1.00	0.21	[0.76,1.73]
4 years	2.5	99.9%	0.89	0.90	[0.31,4.99]
4 years	2.5	99.5%	0.98	0.42	[0.51,2.82]
4 years	2.5	99%	0.99	0.30	[0.60,2.25]
4 years	2.5	97.5%	1.00	0.19	[0.71,1.76]
4 years	2.5	95%	1.00	0.14	[0.77,1.51]
4 years	2.5	90%	1.00	0.10	[0.83,1.35]
4 years	3	99.9%	0.90	0.61	[0.38,3.90]
4 years	3	99.5%	0.98	0.29	[0.58,2.25]
4 years	3	99%	0.99	0.21	[0.66,1.84]
4 years	3	97.5%	1.00	0.13	[0.76,1.49]
4 years	3	95%	1.00	0.09	[0.82,1.33]
4 years	3	90%	1.00	0.07	[0.86,1.22]
4 years	4	99.9%	0.92	0.39	[0.49,2.82]
4 years	4	99.5%	0.98	0.19	[0.68,1.74]
4 years	4	99%	0.99	0.14	[0.75,1.49]
4 years	4	97.5%	1.00	0.09	[0.82,1.29]
4 years	4	95%	1.00	0.06	[0.87,1.19]
4 years	4	90%	1.00	0.04	[0.90,1.13]
4 years	5	99.9%	0.93	0.29	[0.57,2.31]
4 years	5	99.5%	0.98	0.14	[0.74,1.53]
4 years	5	99%	0.99	0.10	[0.80,1.35]
4 years	5	97.5%	1.00	0.06	[0.86,1.20]
4 years	5	95%	1.00	0.05	[0.90,1.14]
4 years	5	90%	1.00	0.03	[0.93,1.09]
4 years	6	99.9%	0.94	0.24	[0.63,2.01]
4 years	6	99.5%	0.99	0.11	[0.78,1.41]
4 years	6	99%	0.99	0.08	[0.83,1.27]
4 years	6	97.5%	1.00	0.05	[0.88,1.16]
4 years	6	95%	1.00	0.04	[0.91,1.11]
4 years	6	90%	1.00	0.03	[0.94,1.07]
10 years	2	99.9%	1.05	1.50	[0.33,6.31]
10 years	2	99.5%	1.01	0.60	[0.54,3.10]
10 years	2	99%	1.00	0.42	[0.62,2.43]
10 years	2	97.5%	1.00	0.27	[0.72,1.93]
10 years	2	95%	1.00	0.19	[0.78,1.66]
10 years	2	90%	1.00	0.14	[0.83,1.47]
10 years	2.5	99.9%	1.03	0.71	[0.43,4.27]
10 years	2.5	99.5%	1.01	0.28	[0.63,2.16]
10 years	2.5	99%	1.00	0.19	[0.70,1.75]
10 years	2.5	97.5%	1.00	0.12	[0.79,1.46]
10 years	2.5	95%	1.00	0.09	[0.84,1.31]
10 years	2.5	90%	1.00	0.06	[0.88,1.21]
10 years	3	99.9%	1.02	0.49	[0.50,3.30]
10 years	3	99.5%	1.00	0.19	[0.69,1.78]
10 years	3	99%	1.00	0.13	[0.76,1.49]
10 years	3	97.5%	1.00	0.08	[0.83,1.29]
10 years	3	95%	1.00	0.06	[0.88,1.19]
10 years	3	90%	1.00	0.04	[0.91,1.13]
10 years	4	99.9%	1.01	0.31	[0.61,2.39]
10 years	4	99.5%	1.00	0.12	[0.77,1.46]
10 years	4	99%	1.00	0.09	[0.82,1.29]
10 years	4	97.5%	1.00	0.05	[0.88,1.17]
10 years	4	95%	1.00	0.04	[0.91,1.11]
10 years	4	90%	1.00	0.03	[0.94,1.08]
10 years	5	99.9%	1.01	0.23	[0.68,1.98]
10 years	5	99.5%	1.00	0.09	[0.82,1.32]
10 years	5	99%	1.00	0.06	[0.86,1.20]
10 years	5	97.5%	1.00	0.04	[0.91,1.12]
10 years	5	95%	1.00	0.03	[0.93,1.08]
10 years	5	90%	1.00	0.02	[0.95,1.06]
10 years	6	99.9%	1.00	0.18	[0.72,1.76]
10 years	6	99.5%	1.00	0.08	[0.85,1.25]
10 years	6	99%	1.00	0.05	[0.88,1.16]
10 years	6	97.5%	1.00	0.03	[0.92,1.10]
10 years	6	95%	1.00	0.02	[0.94,1.06]
10 years	6	90%	1.00	0.02	[0.96,1.04]
50 years	2	99.9%	1.01	0.56	[0.54,3.10]
50 years	2	99.5%	1.00	0.26	[0.72,1.93]
50 years	2	99%	1.00	0.18	[0.78,1.66]
50 years	2	97.5%	1.00	0.12	[0.84,1.42]
50 years	2	95%	1.00	0.09	[0.88,1.30]
50 years	2	90%	1.00	0.06	[0.91,1.21]
50 years	2.5	99.9%	1.01	0.28	[0.63,2.17]
50 years	2.5	99.5%	1.00	0.12	[0.79,1.46]
50 years	2.5	99%	1.00	0.09	[0.84,1.31]
50 years	2.5	97.5%	1.00	0.05	[0.89,1.19]
50 years	2.5	95%	1.00	0.04	[0.92,1.13]
50 years	2.5	90%	1.00	0.03	[0.94,1.09]
50 years	3	99.9%	1.00	0.19	[0.69,1.78]
50 years	3	99.5%	1.00	0.08	[0.83,1.29]
50 years	3	99%	1.00	0.06	[0.87,1.19]
50 years	3	97.5%	1.00	0.04	[0.92,1.12]
50 years	3	95%	1.00	0.03	[0.94,1.08]
50 years	3	90%	1.00	0.02	[0.96,1.05]
50 years	4	99.9%	1.00	0.13	[0.77,1.46]
50 years	4	99.5%	1.00	0.05	[0.88,1.17]
50 years	4	99%	1.00	0.04	[0.91,1.11]
50 years	4	97.5%	1.00	0.02	[0.94,1.07]
50 years	4	95%	1.00	0.02	[0.96,1.05]
50 years	4	90%	1.00	0.01	[0.97,1.03]
50 years	5	99.9%	1.00	0.09	[0.82,1.32]
50 years	5	99.5%	1.00	0.04	[0.91,1.12]
50 years	5	99%	1.00	0.03	[0.93,1.08]
50 years	5	97.5%	1.00	0.02	[0.96,1.05]
50 years	5	95%	1.00	0.01	[0.97,1.03]
50 years	5	90%	1.00	0.01	[0.98,1.02]
50 years	6	99.9%	1.00	0.08	[0.85,1.25]
50 years	6	99.5%	1.00	0.03	[0.92,1.10]
50 years	6	99%	1.00	0.02	[0.94,1.07]
50 years	6	97.5%	1.00	0.01	[0.96,1.04]
50 years	6	95%	1.00	0.01	[0.97,1.03]
50 years	6	90%	1.00	0.01	[0.98,1.02]
200 years	2	99.9%	1.00	0.27	[0.69,2.03]
200 years	2	99.5%	1.00	0.13	[0.83,1.47]
200 years	2	99%	1.00	0.09	[0.87,1.33]
200 years	2	97.5%	1.00	0.06	[0.91,1.21]
200 years	2	95%	1.00	0.04	[0.93,1.15]
200 years	2	90%	1.00	0.03	[0.95,1.11]
200 years	2.5	99.9%	1.00	0.13	[0.77,1.51]
200 years	2.5	99.5%	1.00	0.06	[0.88,1.21]
200 years	2.5	99%	1.00	0.04	[0.91,1.14]
200 years	2.5	97.5%	1.00	0.03	[0.94,1.09]
200 years	2.5	95%	1.00	0.02	[0.96,1.06]
200 years	2.5	90%	1.00	0.01	[0.97,1.04]
200 years	3	99.9%	1.00	0.09	[0.82,1.33]
200 years	3	99.5%	1.00	0.04	[0.91,1.13]
200 years	3	99%	1.00	0.03	[0.93,1.09]
200 years	3	97.5%	1.00	0.02	[0.96,1.05]
200 years	3	95%	1.00	0.01	[0.97,1.04]
200 years	3	90%	1.00	0.01	[0.98,1.03]
200 years	4	99.9%	1.00	0.06	[0.87,1.19]
200 years	4	99.5%	1.00	0.03	[0.94,1.08]
200 years	4	99%	1.00	0.02	[0.95,1.05]
200 years	4	97.5%	1.00	0.01	[0.97,1.03]
200 years	4	95%	1.00	0.01	[0.98,1.02]
200 years	4	90%	1.00	0.01	[0.98,1.02]
200 years	5	99.9%	1.00	0.05	[0.90,1.14]
200 years	5	99.5%	1.00	0.02	[0.95,1.06]
200 years	5	99%	1.00	0.01	[0.96,1.04]
200 years	5	97.5%	1.00	0.01	[0.98,1.02]
200 years	5	95%	1.00	0.01	[0.98,1.02]
200 years	5	90%	1.00	0.00	[0.99,1.01]
200 years	6	99.9%	1.00	0.04	[0.91,1.11]
200 years	6	99.5%	1.00	0.02	[0.96,1.05]
200 years	6	99%	1.00	0.01	[0.97,1.03]
200 years	6	97.5%	1.00	0.01	[0.98,1.02]
200 years	6	95%	1.00	0.01	[0.99,1.01]
200 years	6	90%	1.00	0.00	[0.99,1.01]
400 years	2	99.9%	1.00	0.19	[0.76,1.73]
400 years	2	99.5%	1.00	0.09	[0.87,1.33]
400 years	2	99%	1.00	0.07	[0.90,1.24]
400 years	2	97.5%	1.00	0.04	[0.93,1.15]
400 years	2	95%	1.00	0.03	[0.95,1.11]
400 years	2	90%	1.00	0.02	[0.96,1.08]
400 years	2.5	99.9%	1.00	0.10	[0.82,1.35]
400 years	2.5	99.5%	1.00	0.04	[0.91,1.14]
400 years	2.5	99%	1.00	0.03	[0.93,1.10]
400 years	2.5	97.5%	1.00	0.02	[0.96,1.06]
400 years	2.5	95%	1.00	0.01	[0.97,1.04]
400 years	2.5	90%	1.00	0.01	[0.98,1.03]
400 years	3	99.9%	1.00	0.07	[0.86,1.22]
400 years	3	99.5%	1.00	0.03	[0.93,1.09]
400 years	3	99%	1.00	0.02	[0.95,1.06]
400 years	3	97.5%	1.00	0.01	[0.97,1.04]
400 years	3	95%	1.00	0.01	[0.98,1.03]
400 years	3	90%	1.00	0.01	[0.98,1.02]
400 years	4	99.9%	1.00	0.04	[0.90,1.13]
400 years	4	99.5%	1.00	0.02	[0.95,1.05]
400 years	4	99%	1.00	0.01	[0.97,1.04]
400 years	4	97.5%	1.00	0.01	[0.98,1.02]
400 years	4	95%	1.00	0.01	[0.98,1.02]
400 years	4	90%	1.00	0.00	[0.99,1.01]
400 years	5	99.9%	1.00	0.03	[0.92,1.09]
400 years	5	99.5%	1.00	0.01	[0.96,1.04]
400 years	5	99%	1.00	0.01	[0.97,1.03]
400 years	5	97.5%	1.00	0.01	[0.98,1.02]
400 years	5	95%	1.00	0.00	[0.99,1.01]
400 years	5	90%	1.00	0.00	[0.99,1.01]
400 years	6	99.9%	1.00	0.03	[0.94,1.07]
400 years	6	99.5%	1.00	0.01	[0.97,1.03]
400 years	6	99%	1.00	0.01	[0.98,1.02]
400 years	6	97.5%	1.00	0.01	[0.99,1.01]
400 years	6	95%	1.00	0.00	[0.99,1.01]
400 years	6	90%	1.00	0.00	[0.99,1.01]

t-GARCH VaR

VaR g

N	alpha	p	bias	se	99% conf
200 days	0.1-0.1-0.88-5	99.9%	0.57	0.34	[0.22,2.26]
200 days	0.1-0.1-0.88-5	99.5%	0.97	0.58	[0.37,3.82]
200 days	0.1-0.1-0.88-5	99%	0.96	0.51	[0.42,3.45]
200 days	0.1-0.1-0.88-5	97.5%	0.98	0.44	[0.48,3.13]
200 days	0.1-0.1-0.88-5	95%	0.99	0.40	[0.53,2.88]
200 days	0.1-0.1-0.88-5	90%	1.00	0.34	[0.56,2.59]
200 days	0.1-0.1-0.88-5	99.9%	0.57	0.34	[0.22,2.26]
200 days	0.1-0.1-0.88-5	99.5%	0.97	0.58	[0.37,3.82]
200 days	0.1-0.1-0.88-5	99%	0.96	0.51	[0.42,3.45]
200 days	0.1-0.1-0.88-5	97.5%	0.98	0.44	[0.48,3.13]
200 days	0.1-0.1-0.88-5	95%	0.99	0.40	[0.53,2.88]
200 days	0.1-0.1-0.88-5	90%	1.00	0.34	[0.56,2.59]
200 days	0.1-0.1-0.88-5	99.9%	0.57	0.34	[0.22,2.26]
200 days	0.1-0.1-0.88-5	99.5%	0.97	0.58	[0.37,3.82]
200 days	0.1-0.1-0.88-5	99%	0.96	0.51	[0.42,3.45]
200 days	0.1-0.1-0.88-5	97.5%	0.98	0.44	[0.48,3.13]
200 days	0.1-0.1-0.88-5	95%	0.99	0.40	[0.53,2.88]
200 days	0.1-0.1-0.88-5	90%	1.00	0.34	[0.56,2.59]
200 days	0.1-0.1-0.88-5	99.9%	0.57	0.34	[0.22,2.26]
200 days	0.1-0.1-0.88-5	99.5%	0.97	0.58	[0.37,3.82]
200 days	0.1-0.1-0.88-5	99%	0.96	0.51	[0.42,3.45]
200 days	0.1-0.1-0.88-5	97.5%	0.98	0.44	[0.48,3.13]
200 days	0.1-0.1-0.88-5	95%	0.99	0.40	[0.53,2.88]
200 days	0.1-0.1-0.88-5	90%	1.00	0.34	[0.56,2.59]
200 days	0.1-0.1-0.88-5	99.9%	0.57	0.34	[0.22,2.26]
200 days	0.1-0.1-0.88-5	99.5%	0.97	0.58	[0.37,3.82]
200 days	0.1-0.1-0.88-5	99%	0.96	0.51	[0.42,3.45]
200 days	0.1-0.1-0.88-5	97.5%	0.98	0.44	[0.48,3.13]
200 days	0.1-0.1-0.88-5	95%	0.99	0.40	[0.53,2.88]
200 days	0.1-0.1-0.88-5	90%	1.00	0.34	[0.56,2.59]
200 days	0.1-0.1-0.88-5	99.9%	0.57	0.34	[0.22,2.26]
200 days	0.1-0.1-0.88-5	99.5%	0.97	0.58	[0.37,3.82]
200 days	0.1-0.1-0.88-5	99%	0.96	0.51	[0.42,3.45]
200 days	0.1-0.1-0.88-5	97.5%	0.98	0.44	[0.48,3.13]
200 days	0.1-0.1-0.88-5	95%	0.99	0.40	[0.53,2.88]
200 days	0.1-0.1-0.88-5	90%	1.00	0.34	[0.56,2.59]
300 days	0.1-0.1-0.88-5	99.9%	0.66	0.40	[0.26,2.63]
300 days	0.1-0.1-0.88-5	99.5%	1.12	0.68	[0.44,4.44]
300 days	0.1-0.1-0.88-5	99%	0.98	0.49	[0.47,3.35]
300 days	0.1-0.1-0.88-5	97.5%	1.02	0.43	[0.54,3.13]
300 days	0.1-0.1-0.88-5	95%	1.00	0.36	[0.57,2.71]
300 days	0.1-0.1-0.88-5	90%	1.00	0.30	[0.61,2.35]
300 days	0.1-0.1-0.88-5	99.9%	0.66	0.40	[0.26,2.63]
300 days	0.1-0.1-0.88-5	99.5%	1.12	0.68	[0.44,4.44]
300 days	0.1-0.1-0.88-5	99%	0.98	0.49	[0.47,3.35]
300 days	0.1-0.1-0.88-5	97.5%	1.02	0.43	[0.54,3.13]
300 days	0.1-0.1-0.88-5	95%	1.00	0.36	[0.57,2.71]
300 days	0.1-0.1-0.88-5	90%	1.00	0.30	[0.61,2.35]
300 days	0.1-0.1-0.88-5	99.9%	0.66	0.40	[0.26,2.63]
300 days	0.1-0.1-0.88-5	99.5%	1.12	0.68	[0.44,4.44]
300 days	0.1-0.1-0.88-5	99%	0.98	0.49	[0.47,3.35]
300 days	0.1-0.1-0.88-5	97.5%	1.02	0.43	[0.54,3.13]
300 days	0.1-0.1-0.88-5	95%	1.00	0.36	[0.57,2.71]
300 days	0.1-0.1-0.88-5	90%	1.00	0.30	[0.61,2.35]
300 days	0.1-0.1-0.88-5	99.9%	0.66	0.40	[0.26,2.63]
300 days	0.1-0.1-0.88-5	99.5%	1.12	0.68	[0.44,4.44]
300 days	0.1-0.1-0.88-5	99%	0.98	0.49	[0.47,3.35]
300 days	0.1-0.1-0.88-5	97.5%	1.02	0.43	[0.54,3.13]
300 days	0.1-0.1-0.88-5	95%	1.00	0.36	[0.57,2.71]
300 days	0.1-0.1-0.88-5	90%	1.00	0.30	[0.61,2.35]
300 days	0.1-0.1-0.88-5	99.9%	0.66	0.40	[0.26,2.63]
300 days	0.1-0.1-0.88-5	99.5%	1.12	0.68	[0.44,4.44]
300 days	0.1-0.1-0.88-5	99%	0.98	0.49	[0.47,3.35]
300 days	0.1-0.1-0.88-5	97.5%	1.02	0.43	[0.54,3.13]
300 days	0.1-0.1-0.88-5	95%	1.00	0.36	[0.57,2.71]
300 days	0.1-0.1-0.88-5	90%	1.00	0.30	[0.61,2.35]
300 days	0.1-0.1-0.88-5	99.9%	0.66	0.40	[0.26,2.63]
300 days	0.1-0.1-0.88-5	99.5%	1.12	0.68	[0.44,4.44]
300 days	0.1-0.1-0.88-5	99%	0.98	0.49	[0.47,3.35]
300 days	0.1-0.1-0.88-5	97.5%	1.02	0.43	[0.54,3.13]
300 days	0.1-0.1-0.88-5	95%	1.00	0.36	[0.57,2.71]
300 days	0.1-0.1-0.88-5	90%	1.00	0.30	[0.61,2.35]
2 years	0.1-0.1-0.88-5	99.9%	0.80	0.48	[0.32,3.14]
2 years	0.1-0.1-0.88-5	99.5%	1.06	0.56	[0.49,3.81]
2 years	0.1-0.1-0.88-5	99%	0.99	0.44	[0.52,3.17]
2 years	0.1-0.1-0.88-5	97.5%	1.02	0.37	[0.60,2.82]
2 years	0.1-0.1-0.88-5	95%	1.01	0.30	[0.63,2.37]
2 years	0.1-0.1-0.88-5	90%	1.01	0.23	[0.67,1.99]
2 years	0.1-0.1-0.88-5	99.9%	0.80	0.48	[0.32,3.14]
2 years	0.1-0.1-0.88-5	99.5%	1.06	0.56	[0.49,3.81]
2 years	0.1-0.1-0.88-5	99%	0.99	0.44	[0.52,3.17]
2 years	0.1-0.1-0.88-5	97.5%	1.02	0.37	[0.60,2.82]
2 years	0.1-0.1-0.88-5	95%	1.01	0.30	[0.63,2.37]
2 years	0.1-0.1-0.88-5	90%	1.01	0.23	[0.67,1.99]
2 years	0.1-0.1-0.88-5	99.9%	0.80	0.48	[0.32,3.14]
2 years	0.1-0.1-0.88-5	99.5%	1.06	0.56	[0.49,3.81]
2 years	0.1-0.1-0.88-5	99%	0.99	0.44	[0.52,3.17]
2 years	0.1-0.1-0.88-5	97.5%	1.02	0.37	[0.60,2.82]
2 years	0.1-0.1-0.88-5	95%	1.01	0.30	[0.63,2.37]
2 years	0.1-0.1-0.88-5	90%	1.01	0.23	[0.67,1.99]
2 years	0.1-0.1-0.88-5	99.9%	0.80	0.48	[0.32,3.14]
2 years	0.1-0.1-0.88-5	99.5%	1.06	0.56	[0.49,3.81]
2 years	0.1-0.1-0.88-5	99%	0.99	0.44	[0.52,3.17]
2 years	0.1-0.1-0.88-5	97.5%	1.02	0.37	[0.60,2.82]
2 years	0.1-0.1-0.88-5	95%	1.01	0.30	[0.63,2.37]
2 years	0.1-0.1-0.88-5	90%	1.01	0.23	[0.67,1.99]
2 years	0.1-0.1-0.88-5	99.9%	0.80	0.48	[0.32,3.14]
2 years	0.1-0.1-0.88-5	99.5%	1.06	0.56	[0.49,3.81]
2 years	0.1-0.1-0.88-5	99%	0.99	0.44	[0.52,3.17]
2 years	0.1-0.1-0.88-5	97.5%	1.02	0.37	[0.60,2.82]
2 years	0.1-0.1-0.88-5	95%	1.01	0.30	[0.63,2.37]
2 years	0.1-0.1-0.88-5	90%	1.01	0.23	[0.67,1.99]
2 years	0.1-0.1-0.88-5	99.9%	0.80	0.48	[0.32,3.14]
2 years	0.1-0.1-0.88-5	99.5%	1.06	0.56	[0.49,3.81]
2 years	0.1-0.1-0.88-5	99%	0.99	0.44	[0.52,3.17]
2 years	0.1-0.1-0.88-5	97.5%	1.02	0.37	[0.60,2.82]
2 years	0.1-0.1-0.88-5	95%	1.01	0.30	[0.63,2.37]
2 years	0.1-0.1-0.88-5	90%	1.01	0.23	[0.67,1.99]
4 years	0.1-0.1-0.88-5	99.9%	1.01	0.60	[0.42,3.94]
4 years	0.1-0.1-0.88-5	99.5%	1.00	0.44	[0.55,3.15]
4 years	0.1-0.1-0.88-5	99%	1.01	0.37	[0.60,2.82]
4 years	0.1-0.1-0.88-5	97.5%	1.01	0.28	[0.66,2.28]
4 years	0.1-0.1-0.88-5	95%	1.01	0.21	[0.70,1.88]
4 years	0.1-0.1-0.88-5	90%	1.00	0.15	[0.74,1.60]
4 years	0.1-0.1-0.88-5	99.9%	1.01	0.60	[0.42,3.94]
4 years	0.1-0.1-0.88-5	99.5%	1.00	0.44	[0.55,3.15]
4 years	0.1-0.1-0.88-5	99%	1.01	0.37	[0.60,2.82]
4 years	0.1-0.1-0.88-5	97.5%	1.01	0.28	[0.66,2.28]
4 years	0.1-0.1-0.88-5	95%	1.01	0.21	[0.70,1.88]
4 years	0.1-0.1-0.88-5	90%	1.00	0.15	[0.74,1.60]
4 years	0.1-0.1-0.88-5	99.9%	1.01	0.60	[0.42,3.94]
4 years	0.1-0.1-0.88-5	99.5%	1.00	0.44	[0.55,3.15]
4 years	0.1-0.1-0.88-5	99%	1.01	0.37	[0.60,2.82]
4 years	0.1-0.1-0.88-5	97.5%	1.01	0.28	[0.66,2.28]
4 years	0.1-0.1-0.88-5	95%	1.01	0.21	[0.70,1.88]
4 years	0.1-0.1-0.88-5	90%	1.00	0.15	[0.74,1.60]
4 years	0.1-0.1-0.88-5	99.9%	1.01	0.60	[0.42,3.94]
4 years	0.1-0.1-0.88-5	99.5%	1.00	0.44	[0.55,3.15]
4 years	0.1-0.1-0.88-5	99%	1.01	0.37	[0.60,2.82]
4 years	0.1-0.1-0.88-5	97.5%	1.01	0.28	[0.66,2.28]
4 years	0.1-0.1-0.88-5	95%	1.01	0.21	[0.70,1.88]
4 years	0.1-0.1-0.88-5	90%	1.00	0.15	[0.74,1.60]
4 years	0.1-0.1-0.88-5	99.9%	1.01	0.60	[0.42,3.94]
4 years	0.1-0.1-0.88-5	99.5%	1.00	0.44	[0.55,3.15]
4 years	0.1-0.1-0.88-5	99%	1.01	0.37	[0.60,2.82]
4 years	0.1-0.1-0.88-5	97.5%	1.01	0.28	[0.66,2.28]
4 years	0.1-0.1-0.88-5	95%	1.01	0.21	[0.70,1.88]
4 years	0.1-0.1-0.88-5	90%	1.00	0.15	[0.74,1.60]
4 years	0.1-0.1-0.88-5	99.9%	1.01	0.60	[0.42,3.94]
4 years	0.1-0.1-0.88-5	99.5%	1.00	0.44	[0.55,3.15]
4 years	0.1-0.1-0.88-5	99%	1.01	0.37	[0.60,2.82]
4 years	0.1-0.1-0.88-5	97.5%	1.01	0.28	[0.66,2.28]
4 years	0.1-0.1-0.88-5	95%	1.01	0.21	[0.70,1.88]
4 years	0.1-0.1-0.88-5	90%	1.00	0.15	[0.74,1.60]
10 years	0.1-0.1-0.88-5	99.9%	1.08	0.55	[0.54,3.78]
10 years	0.1-0.1-0.88-5	99.5%	1.03	0.34	[0.65,2.68]
10 years	0.1-0.1-0.88-5	99%	1.01	0.26	[0.70,2.17]
10 years	0.1-0.1-0.88-5	97.5%	1.01	0.16	[0.75,1.67]
10 years	0.1-0.1-0.88-5	95%	1.00	0.12	[0.79,1.44]
10 years	0.1-0.1-0.88-5	90%	1.00	0.09	[0.81,1.32]
10 years	0.1-0.1-0.88-5	99.9%	1.08	0.55	[0.54,3.78]
10 years	0.1-0.1-0.88-5	99.5%	1.03	0.34	[0.65,2.68]
10 years	0.1-0.1-0.88-5	99%	1.01	0.26	[0.70,2.17]
10 years	0.1-0.1-0.88-5	97.5%	1.01	0.16	[0.75,1.67]
10 years	0.1-0.1-0.88-5	95%	1.00	0.12	[0.79,1.44]
10 years	0.1-0.1-0.88-5	90%	1.00	0.09	[0.81,1.32]
10 years	0.1-0.1-0.88-5	99.9%	1.08	0.55	[0.54,3.78]
10 years	0.1-0.1-0.88-5	99.5%	1.03	0.34	[0.65,2.68]
10 years	0.1-0.1-0.88-5	99%	1.01	0.26	[0.70,2.17]
10 years	0.1-0.1-0.88-5	97.5%	1.01	0.16	[0.75,1.67]
10 years	0.1-0.1-0.88-5	95%	1.00	0.12	[0.79,1.44]
10 years	0.1-0.1-0.88-5	90%	1.00	0.09	[0.81,1.32]
10 years	0.1-0.1-0.88-5	99.9%	1.08	0.55	[0.54,3.78]
10 years	0.1-0.1-0.88-5	99.5%	1.03	0.34	[0.65,2.68]
10 years	0.1-0.1-0.88-5	99%	1.01	0.26	[0.70,2.17]
10 years	0.1-0.1-0.88-5	97.5%	1.01	0.16	[0.75,1.67]
10 years	0.1-0.1-0.88-5	95%	1.00	0.12	[0.79,1.44]
10 years	0.1-0.1-0.88-5	90%	1.00	0.09	[0.81,1.32]
10 years	0.1-0.1-0.88-5	99.9%	1.08	0.55	[0.54,3.78]
10 years	0.1-0.1-0.88-5	99.5%	1.03	0.34	[0.65,2.68]
10 years	0.1-0.1-0.88-5	99%	1.01	0.26	[0.70,2.17]
10 years	0.1-0.1-0.88-5	97.5%	1.01	0.16	[0.75,1.67]
10 years	0.1-0.1-0.88-5	95%	1.00	0.12	[0.79,1.44]
10 years	0.1-0.1-0.88-5	90%	1.00	0.09	[0.81,1.32]
10 years	0.1-0.1-0.88-5	99.9%	1.08	0.55	[0.54,3.78]
10 years	0.1-0.1-0.88-5	99.5%	1.03	0.34	[0.65,2.68]
10 years	0.1-0.1-0.88-5	99%	1.01	0.26	[0.70,2.17]
10 years	0.1-0.1-0.88-5	97.5%	1.01	0.16	[0.75,1.67]
10 years	0.1-0.1-0.88-5	95%	1.00	0.12	[0.79,1.44]
10 years	0.1-0.1-0.88-5	90%	1.00	0.09	[0.81,1.32]
50 years	0.1-0.1-0.88-5	99.9%	1.03	0.32	[0.69,2.59]
50 years	0.1-0.1-0.88-5	99.5%	1.01	0.14	[0.79,1.57]
50 years	0.1-0.1-0.88-5	99%	1.00	0.09	[0.83,1.35]
50 years	0.1-0.1-0.88-5	97.5%	1.00	0.06	[0.87,1.21]
50 years	0.1-0.1-0.88-5	95%	1.00	0.05	[0.89,1.15]
50 years	0.1-0.1-0.88-5	90%	1.00	0.04	[0.91,1.12]
50 years	0.1-0.1-0.88-5	99.9%	1.03	0.32	[0.69,2.59]
50 years	0.1-0.1-0.88-5	99.5%	1.01	0.14	[0.79,1.57]
50 years	0.1-0.1-0.88-5	99%	1.00	0.09	[0.83,1.35]
50 years	0.1-0.1-0.88-5	97.5%	1.00	0.06	[0.87,1.21]
50 years	0.1-0.1-0.88-5	95%	1.00	0.05	[0.89,1.15]
50 years	0.1-0.1-0.88-5	90%	1.00	0.04	[0.91,1.12]
50 years	0.1-0.1-0.88-5	99.9%	1.03	0.32	[0.69,2.59]
50 years	0.1-0.1-0.88-5	99.5%	1.01	0.14	[0.79,1.57]
50 years	0.1-0.1-0.88-5	99%	1.00	0.09	[0.83,1.35]
50 years	0.1-0.1-0.88-5	97.5%	1.00	0.06	[0.87,1.21]
50 years	0.1-0.1-0.88-5	95%	1.00	0.05	[0.89,1.15]
50 years	0.1-0.1-0.88-5	90%	1.00	0.04	[0.91,1.12]
50 years	0.1-0.1-0.88-5	99.9%	1.03	0.32	[0.69,2.59]
50 years	0.1-0.1-0.88-5	99.5%	1.01	0.14	[0.79,1.57]
50 years	0.1-0.1-0.88-5	99%	1.00	0.09	[0.83,1.35]
50 years	0.1-0.1-0.88-5	97.5%	1.00	0.06	[0.87,1.21]
50 years	0.1-0.1-0.88-5	95%	1.00	0.05	[0.89,1.15]
50 years	0.1-0.1-0.88-5	90%	1.00	0.04	[0.91,1.12]
50 years	0.1-0.1-0.88-5	99.9%	1.03	0.32	[0.69,2.59]
50 years	0.1-0.1-0.88-5	99.5%	1.01	0.14	[0.79,1.57]
50 years	0.1-0.1-0.88-5	99%	1.00	0.09	[0.83,1.35]
50 years	0.1-0.1-0.88-5	97.5%	1.00	0.06	[0.87,1.21]
50 years	0.1-0.1-0.88-5	95%	1.00	0.05	[0.89,1.15]
50 years	0.1-0.1-0.88-5	90%	1.00	0.04	[0.91,1.12]
50 years	0.1-0.1-0.88-5	99.9%	1.03	0.32	[0.69,2.59]
50 years	0.1-0.1-0.88-5	99.5%	1.01	0.14	[0.79,1.57]
50 years	0.1-0.1-0.88-5	99%	1.00	0.09	[0.83,1.35]
50 years	0.1-0.1-0.88-5	97.5%	1.00	0.06	[0.87,1.21]
50 years	0.1-0.1-0.88-5	95%	1.00	0.05	[0.89,1.15]
50 years	0.1-0.1-0.88-5	90%	1.00	0.04	[0.91,1.12]
200 years	0.1-0.1-0.88-5	99.9%	1.01	0.15	[0.80,1.62]
200 years	0.1-0.1-0.88-5	99.5%	1.00	0.06	[0.88,1.20]
200 years	0.1-0.1-0.88-5	99%	1.00	0.04	[0.90,1.14]
200 years	0.1-0.1-0.88-5	97.5%	1.00	0.03	[0.93,1.09]
200 years	0.1-0.1-0.88-5	95%	1.00	0.02	[0.94,1.07]
200 years	0.1-0.1-0.88-5	90%	1.00	0.02	[0.95,1.06]
200 years	0.1-0.1-0.88-5	99.9%	1.01	0.15	[0.80,1.62]
200 years	0.1-0.1-0.88-5	99.5%	1.00	0.06	[0.88,1.20]
200 years	0.1-0.1-0.88-5	99%	1.00	0.04	[0.90,1.14]
200 years	0.1-0.1-0.88-5	97.5%	1.00	0.03	[0.93,1.09]
200 years	0.1-0.1-0.88-5	95%	1.00	0.02	[0.94,1.07]
200 years	0.1-0.1-0.88-5	90%	1.00	0.02	[0.95,1.06]
200 years	0.1-0.1-0.88-5	99.9%	1.01	0.15	[0.80,1.62]
200 years	0.1-0.1-0.88-5	99.5%	1.00	0.06	[0.88,1.20]
200 years	0.1-0.1-0.88-5	99%	1.00	0.04	[0.90,1.14]
200 years	0.1-0.1-0.88-5	97.5%	1.00	0.03	[0.93,1.09]
200 years	0.1-0.1-0.88-5	95%	1.00	0.02	[0.94,1.07]
200 years	0.1-0.1-0.88-5	90%	1.00	0.02	[0.95,1.06]
200 years	0.1-0.1-0.88-5	99.9%	1.01	0.15	[0.80,1.62]
200 years	0.1-0.1-0.88-5	99.5%	1.00	0.06	[0.88,1.20]
200 years	0.1-0.1-0.88-5	99%	1.00	0.04	[0.90,1.14]
200 years	0.1-0.1-0.88-5	97.5%	1.00	0.03	[0.93,1.09]
200 years	0.1-0.1-0.88-5	95%	1.00	0.02	[0.94,1.07]
200 years	0.1-0.1-0.88-5	90%	1.00	0.02	[0.95,1.06]
200 years	0.1-0.1-0.88-5	99.9%	1.01	0.15	[0.80,1.62]
200 years	0.1-0.1-0.88-5	99.5%	1.00	0.06	[0.88,1.20]
200 years	0.1-0.1-0.88-5	99%	1.00	0.04	[0.90,1.14]
200 years	0.1-0.1-0.88-5	97.5%	1.00	0.03	[0.93,1.09]
200 years	0.1-0.1-0.88-5	95%	1.00	0.02	[0.94,1.07]
200 years	0.1-0.1-0.88-5	90%	1.00	0.02	[0.95,1.06]
200 years	0.1-0.1-0.88-5	99.9%	1.01	0.15	[0.80,1.62]
200 years	0.1-0.1-0.88-5	99.5%	1.00	0.06	[0.88,1.20]
200 years	0.1-0.1-0.88-5	99%	1.00	0.04	[0.90,1.14]
200 years	0.1-0.1-0.88-5	97.5%	1.00	0.03	[0.93,1.09]
200 years	0.1-0.1-0.88-5	95%	1.00	0.02	[0.94,1.07]
200 years	0.1-0.1-0.88-5	90%	1.00	0.02	[0.95,1.06]
400 years	0.1-0.1-0.88-5	99.9%	1.00	0.09	[0.84,1.35]
400 years	0.1-0.1-0.88-5	99.5%	1.00	0.04	[0.91,1.13]
400 years	0.1-0.1-0.88-5	99%	1.00	0.03	[0.93,1.09]
400 years	0.1-0.1-0.88-5	97.5%	1.00	0.02	[0.95,1.06]
400 years	0.1-0.1-0.88-5	95%	1.00	0.02	[0.96,1.05]
400 years	0.1-0.1-0.88-5	90%	1.00	0.01	[0.96,1.04]
400 years	0.1-0.1-0.88-5	99.9%	1.00	0.09	[0.84,1.35]
400 years	0.1-0.1-0.88-5	99.5%	1.00	0.04	[0.91,1.13]
400 years	0.1-0.1-0.88-5	99%	1.00	0.03	[0.93,1.09]
400 years	0.1-0.1-0.88-5	97.5%	1.00	0.02	[0.95,1.06]
400 years	0.1-0.1-0.88-5	95%	1.00	0.02	[0.96,1.05]
400 years	0.1-0.1-0.88-5	90%	1.00	0.01	[0.96,1.04]
400 years	0.1-0.1-0.88-5	99.9%	1.00	0.09	[0.84,1.35]
400 years	0.1-0.1-0.88-5	99.5%	1.00	0.04	[0.91,1.13]
400 years	0.1-0.1-0.88-5	99%	1.00	0.03	[0.93,1.09]
400 years	0.1-0.1-0.88-5	97.5%	1.00	0.02	[0.95,1.06]
400 years	0.1-0.1-0.88-5	95%	1.00	0.02	[0.96,1.05]
400 years	0.1-0.1-0.88-5	90%	1.00	0.01	[0.96,1.04]
400 years	0.1-0.1-0.88-5	99.9%	1.00	0.09	[0.84,1.35]
400 years	0.1-0.1-0.88-5	99.5%	1.00	0.04	[0.91,1.13]
400 years	0.1-0.1-0.88-5	99%	1.00	0.03	[0.93,1.09]
400 years	0.1-0.1-0.88-5	97.5%	1.00	0.02	[0.95,1.06]
400 years	0.1-0.1-0.88-5	95%	1.00	0.02	[0.96,1.05]
400 years	0.1-0.1-0.88-5	90%	1.00	0.01	[0.96,1.04]
400 years	0.1-0.1-0.88-5	99.9%	1.00	0.09	[0.84,1.35]
400 years	0.1-0.1-0.88-5	99.5%	1.00	0.04	[0.91,1.13]
400 years	0.1-0.1-0.88-5	99%	1.00	0.03	[0.93,1.09]
400 years	0.1-0.1-0.88-5	97.5%	1.00	0.02	[0.95,1.06]
400 years	0.1-0.1-0.88-5	95%	1.00	0.02	[0.96,1.05]
400 years	0.1-0.1-0.88-5	90%	1.00	0.01	[0.96,1.04]
400 years	0.1-0.1-0.88-5	99.9%	1.00	0.09	[0.84,1.35]
400 years	0.1-0.1-0.88-5	99.5%	1.00	0.04	[0.91,1.13]
400 years	0.1-0.1-0.88-5	99%	1.00	0.03	[0.93,1.09]
400 years	0.1-0.1-0.88-5	97.5%	1.00	0.02	[0.95,1.06]
400 years	0.1-0.1-0.88-5	95%	1.00	0.02	[0.96,1.05]
400 years	0.1-0.1-0.88-5	90%	1.00	0.01	[0.96,1.04]

t-GARCH ES

ES g

N	alpha	p	bias	se	99% conf
200 days	0.1-0.1-0.88-5	99.9%	0.40	0.24	[0.15,1.57]
200 days	0.1-0.1-0.88-5	99.5%	0.66	0.39	[0.25,2.59]
200 days	0.1-0.1-0.88-5	99%	0.73	0.41	[0.31,2.72]
200 days	0.1-0.1-0.88-5	97.5%	0.82	0.41	[0.38,2.81]
200 days	0.1-0.1-0.88-5	95%	0.87	0.40	[0.43,2.80]
200 days	0.1-0.1-0.88-5	90%	0.90	0.38	[0.48,2.72]
200 days	0.1-0.1-0.88-5	99.9%	0.40	0.24	[0.15,1.57]
200 days	0.1-0.1-0.88-5	99.5%	0.66	0.39	[0.25,2.59]
200 days	0.1-0.1-0.88-5	99%	0.73	0.41	[0.31,2.72]
200 days	0.1-0.1-0.88-5	97.5%	0.82	0.41	[0.38,2.81]
200 days	0.1-0.1-0.88-5	95%	0.87	0.40	[0.43,2.80]
200 days	0.1-0.1-0.88-5	90%	0.90	0.38	[0.48,2.72]
200 days	0.1-0.1-0.88-5	99.9%	0.40	0.24	[0.15,1.57]
200 days	0.1-0.1-0.88-5	99.5%	0.66	0.39	[0.25,2.59]
200 days	0.1-0.1-0.88-5	99%	0.73	0.41	[0.31,2.72]
200 days	0.1-0.1-0.88-5	97.5%	0.82	0.41	[0.38,2.81]
200 days	0.1-0.1-0.88-5	95%	0.87	0.40	[0.43,2.80]
200 days	0.1-0.1-0.88-5	90%	0.90	0.38	[0.48,2.72]
200 days	0.1-0.1-0.88-5	99.9%	0.40	0.24	[0.15,1.57]
200 days	0.1-0.1-0.88-5	99.5%	0.66	0.39	[0.25,2.59]
200 days	0.1-0.1-0.88-5	99%	0.73	0.41	[0.31,2.72]
200 days	0.1-0.1-0.88-5	97.5%	0.82	0.41	[0.38,2.81]
200 days	0.1-0.1-0.88-5	95%	0.87	0.40	[0.43,2.80]
200 days	0.1-0.1-0.88-5	90%	0.90	0.38	[0.48,2.72]
200 days	0.1-0.1-0.88-5	99.9%	0.40	0.24	[0.15,1.57]
200 days	0.1-0.1-0.88-5	99.5%	0.66	0.39	[0.25,2.59]
200 days	0.1-0.1-0.88-5	99%	0.73	0.41	[0.31,2.72]
200 days	0.1-0.1-0.88-5	97.5%	0.82	0.41	[0.38,2.81]
200 days	0.1-0.1-0.88-5	95%	0.87	0.40	[0.43,2.80]
200 days	0.1-0.1-0.88-5	90%	0.90	0.38	[0.48,2.72]
200 days	0.1-0.1-0.88-5	99.9%	0.40	0.24	[0.15,1.57]
200 days	0.1-0.1-0.88-5	99.5%	0.66	0.39	[0.25,2.59]
200 days	0.1-0.1-0.88-5	99%	0.73	0.41	[0.31,2.72]
200 days	0.1-0.1-0.88-5	97.5%	0.82	0.41	[0.38,2.81]
200 days	0.1-0.1-0.88-5	95%	0.87	0.40	[0.43,2.80]
200 days	0.1-0.1-0.88-5	90%	0.90	0.38	[0.48,2.72]
300 days	0.1-0.1-0.88-5	99.9%	0.46	0.28	[0.18,1.82]
300 days	0.1-0.1-0.88-5	99.5%	0.76	0.46	[0.30,3.02]
300 days	0.1-0.1-0.88-5	99%	0.79	0.42	[0.35,2.84]
300 days	0.1-0.1-0.88-5	97.5%	0.88	0.42	[0.43,2.94]
300 days	0.1-0.1-0.88-5	95%	0.90	0.39	[0.48,2.81]
300 days	0.1-0.1-0.88-5	90%	0.93	0.36	[0.52,2.67]
300 days	0.1-0.1-0.88-5	99.9%	0.46	0.28	[0.18,1.82]
300 days	0.1-0.1-0.88-5	99.5%	0.76	0.46	[0.30,3.02]
300 days	0.1-0.1-0.88-5	99%	0.79	0.42	[0.35,2.84]
300 days	0.1-0.1-0.88-5	97.5%	0.88	0.42	[0.43,2.94]
300 days	0.1-0.1-0.88-5	95%	0.90	0.39	[0.48,2.81]
300 days	0.1-0.1-0.88-5	90%	0.93	0.36	[0.52,2.67]
300 days	0.1-0.1-0.88-5	99.9%	0.46	0.28	[0.18,1.82]
300 days	0.1-0.1-0.88-5	99.5%	0.76	0.46	[0.30,3.02]
300 days	0.1-0.1-0.88-5	99%	0.79	0.42	[0.35,2.84]
300 days	0.1-0.1-0.88-5	97.5%	0.88	0.42	[0.43,2.94]
300 days	0.1-0.1-0.88-5	95%	0.90	0.39	[0.48,2.81]
300 days	0.1-0.1-0.88-5	90%	0.93	0.36	[0.52,2.67]
300 days	0.1-0.1-0.88-5	99.9%	0.46	0.28	[0.18,1.82]
300 days	0.1-0.1-0.88-5	99.5%	0.76	0.46	[0.30,3.02]
300 days	0.1-0.1-0.88-5	99%	0.79	0.42	[0.35,2.84]
300 days	0.1-0.1-0.88-5	97.5%	0.88	0.42	[0.43,2.94]
300 days	0.1-0.1-0.88-5	95%	0.90	0.39	[0.48,2.81]
300 days	0.1-0.1-0.88-5	90%	0.93	0.36	[0.52,2.67]
300 days	0.1-0.1-0.88-5	99.9%	0.46	0.28	[0.18,1.82]
300 days	0.1-0.1-0.88-5	99.5%	0.76	0.46	[0.30,3.02]
300 days	0.1-0.1-0.88-5	99%	0.79	0.42	[0.35,2.84]
300 days	0.1-0.1-0.88-5	97.5%	0.88	0.42	[0.43,2.94]
300 days	0.1-0.1-0.88-5	95%	0.90	0.39	[0.48,2.81]
300 days	0.1-0.1-0.88-5	90%	0.93	0.36	[0.52,2.67]
300 days	0.1-0.1-0.88-5	99.9%	0.46	0.28	[0.18,1.82]
300 days	0.1-0.1-0.88-5	99.5%	0.76	0.46	[0.30,3.02]
300 days	0.1-0.1-0.88-5	99%	0.79	0.42	[0.35,2.84]
300 days	0.1-0.1-0.88-5	97.5%	0.88	0.42	[0.43,2.94]
300 days	0.1-0.1-0.88-5	95%	0.90	0.39	[0.48,2.81]
300 days	0.1-0.1-0.88-5	90%	0.93	0.36	[0.52,2.67]
2 years	0.1-0.1-0.88-5	99.9%	0.55	0.33	[0.22,2.18]
2 years	0.1-0.1-0.88-5	99.5%	0.82	0.45	[0.36,3.03]
2 years	0.1-0.1-0.88-5	99%	0.84	0.42	[0.41,2.90]
2 years	0.1-0.1-0.88-5	97.5%	0.92	0.40	[0.49,2.89]
2 years	0.1-0.1-0.88-5	95%	0.94	0.36	[0.54,2.70]
2 years	0.1-0.1-0.88-5	90%	0.96	0.32	[0.58,2.48]
2 years	0.1-0.1-0.88-5	99.9%	0.55	0.33	[0.22,2.18]
2 years	0.1-0.1-0.88-5	99.5%	0.82	0.45	[0.36,3.03]
2 years	0.1-0.1-0.88-5	99%	0.84	0.42	[0.41,2.90]
2 years	0.1-0.1-0.88-5	97.5%	0.92	0.40	[0.49,2.89]
2 years	0.1-0.1-0.88-5	95%	0.94	0.36	[0.54,2.70]
2 years	0.1-0.1-0.88-5	90%	0.96	0.32	[0.58,2.48]
2 years	0.1-0.1-0.88-5	99.9%	0.55	0.33	[0.22,2.18]
2 years	0.1-0.1-0.88-5	99.5%	0.82	0.45	[0.36,3.03]
2 years	0.1-0.1-0.88-5	99%	0.84	0.42	[0.41,2.90]
2 years	0.1-0.1-0.88-5	97.5%	0.92	0.40	[0.49,2.89]
2 years	0.1-0.1-0.88-5	95%	0.94	0.36	[0.54,2.70]
2 years	0.1-0.1-0.88-5	90%	0.96	0.32	[0.58,2.48]
2 years	0.1-0.1-0.88-5	99.9%	0.55	0.33	[0.22,2.18]
2 years	0.1-0.1-0.88-5	99.5%	0.82	0.45	[0.36,3.03]
2 years	0.1-0.1-0.88-5	99%	0.84	0.42	[0.41,2.90]
2 years	0.1-0.1-0.88-5	97.5%	0.92	0.40	[0.49,2.89]
2 years	0.1-0.1-0.88-5	95%	0.94	0.36	[0.54,2.70]
2 years	0.1-0.1-0.88-5	90%	0.96	0.32	[0.58,2.48]
2 years	0.1-0.1-0.88-5	99.9%	0.55	0.33	[0.22,2.18]
2 years	0.1-0.1-0.88-5	99.5%	0.82	0.45	[0.36,3.03]
2 years	0.1-0.1-0.88-5	99%	0.84	0.42	[0.41,2.90]
2 years	0.1-0.1-0.88-5	97.5%	0.92	0.40	[0.49,2.89]
2 years	0.1-0.1-0.88-5	95%	0.94	0.36	[0.54,2.70]
2 years	0.1-0.1-0.88-5	90%	0.96	0.32	[0.58,2.48]
2 years	0.1-0.1-0.88-5	99.9%	0.55	0.33	[0.22,2.18]
2 years	0.1-0.1-0.88-5	99.5%	0.82	0.45	[0.36,3.03]
2 years	0.1-0.1-0.88-5	99%	0.84	0.42	[0.41,2.90]
2 years	0.1-0.1-0.88-5	97.5%	0.92	0.40	[0.49,2.89]
2 years	0.1-0.1-0.88-5	95%	0.94	0.36	[0.54,2.70]
2 years	0.1-0.1-0.88-5	90%	0.96	0.32	[0.58,2.48]
4 years	0.1-0.1-0.88-5	99.9%	0.70	0.41	[0.29,2.73]
4 years	0.1-0.1-0.88-5	99.5%	0.86	0.42	[0.43,2.92]
4 years	0.1-0.1-0.88-5	99%	0.91	0.40	[0.49,2.87]
4 years	0.1-0.1-0.88-5	97.5%	0.95	0.35	[0.56,2.66]
4 years	0.1-0.1-0.88-5	95%	0.97	0.31	[0.61,2.41]
4 years	0.1-0.1-0.88-5	90%	0.98	0.25	[0.66,2.15]
4 years	0.1-0.1-0.88-5	99.9%	0.70	0.41	[0.29,2.73]
4 years	0.1-0.1-0.88-5	99.5%	0.86	0.42	[0.43,2.92]
4 years	0.1-0.1-0.88-5	99%	0.91	0.40	[0.49,2.87]
4 years	0.1-0.1-0.88-5	97.5%	0.95	0.35	[0.56,2.66]
4 years	0.1-0.1-0.88-5	95%	0.97	0.31	[0.61,2.41]
4 years	0.1-0.1-0.88-5	90%	0.98	0.25	[0.66,2.15]
4 years	0.1-0.1-0.88-5	99.9%	0.70	0.41	[0.29,2.73]
4 years	0.1-0.1-0.88-5	99.5%	0.86	0.42	[0.43,2.92]
4 years	0.1-0.1-0.88-5	99%	0.91	0.40	[0.49,2.87]
4 years	0.1-0.1-0.88-5	97.5%	0.95	0.35	[0.56,2.66]
4 years	0.1-0.1-0.88-5	95%	0.97	0.31	[0.61,2.41]
4 years	0.1-0.1-0.88-5	90%	0.98	0.25	[0.66,2.15]
4 years	0.1-0.1-0.88-5	99.9%	0.70	0.41	[0.29,2.73]
4 years	0.1-0.1-0.88-5	99.5%	0.86	0.42	[0.43,2.92]
4 years	0.1-0.1-0.88-5	99%	0.91	0.40	[0.49,2.87]
4 years	0.1-0.1-0.88-5	97.5%	0.95	0.35	[0.56,2.66]
4 years	0.1-0.1-0.88-5	95%	0.97	0.31	[0.61,2.41]
4 years	0.1-0.1-0.88-5	90%	0.98	0.25	[0.66,2.15]
4 years	0.1-0.1-0.88-5	99.9%	0.70	0.41	[0.29,2.73]
4 years	0.1-0.1-0.88-5	99.5%	0.86	0.42	[0.43,2.92]
4 years	0.1-0.1-0.88-5	99%	0.91	0.40	[0.49,2.87]
4 years	0.1-0.1-0.88-5	97.5%	0.95	0.35	[0.56,2.66]
4 years	0.1-0.1-0.88-5	95%	0.97	0.31	[0.61,2.41]
4 years	0.1-0.1-0.88-5	90%	0.98	0.25	[0.66,2.15]
4 years	0.1-0.1-0.88-5	99.9%	0.70	0.41	[0.29,2.73]
4 years	0.1-0.1-0.88-5	99.5%	0.86	0.42	[0.43,2.92]
4 years	0.1-0.1-0.88-5	99%	0.91	0.40	[0.49,2.87]
4 years	0.1-0.1-0.88-5	97.5%	0.95	0.35	[0.56,2.66]
4 years	0.1-0.1-0.88-5	95%	0.97	0.31	[0.61,2.41]
4 years	0.1-0.1-0.88-5	90%	0.98	0.25	[0.66,2.15]
10 years	0.1-0.1-0.88-5	99.9%	0.85	0.45	[0.40,3.08]
10 years	0.1-0.1-0.88-5	99.5%	0.94	0.39	[0.54,2.86]
10 years	0.1-0.1-0.88-5	99%	0.96	0.34	[0.59,2.61]
10 years	0.1-0.1-0.88-5	97.5%	0.98	0.27	[0.66,2.25]
10 years	0.1-0.1-0.88-5	95%	0.99	0.22	[0.70,1.96]
10 years	0.1-0.1-0.88-5	90%	0.99	0.17	[0.74,1.74]
10 years	0.1-0.1-0.88-5	99.9%	0.85	0.45	[0.40,3.08]
10 years	0.1-0.1-0.88-5	99.5%	0.94	0.39	[0.54,2.86]
10 years	0.1-0.1-0.88-5	99%	0.96	0.34	[0.59,2.61]
10 years	0.1-0.1-0.88-5	97.5%	0.98	0.27	[0.66,2.25]
10 years	0.1-0.1-0.88-5	95%	0.99	0.22	[0.70,1.96]
10 years	0.1-0.1-0.88-5	90%	0.99	0.17	[0.74,1.74]
10 years	0.1-0.1-0.88-5	99.9%	0.85	0.45	[0.40,3.08]
10 years	0.1-0.1-0.88-5	99.5%	0.94	0.39	[0.54,2.86]
10 years	0.1-0.1-0.88-5	99%	0.96	0.34	[0.59,2.61]
10 years	0.1-0.1-0.88-5	97.5%	0.98	0.27	[0.66,2.25]
10 years	0.1-0.1-0.88-5	95%	0.99	0.22	[0.70,1.96]
10 years	0.1-0.1-0.88-5	90%	0.99	0.17	[0.74,1.74]
10 years	0.1-0.1-0.88-5	99.9%	0.85	0.45	[0.40,3.08]
10 years	0.1-0.1-0.88-5	99.5%	0.94	0.39	[0.54,2.86]
10 years	0.1-0.1-0.88-5	99%	0.96	0.34	[0.59,2.61]
10 years	0.1-0.1-0.88-5	97.5%	0.98	0.27	[0.66,2.25]
10 years	0.1-0.1-0.88-5	95%	0.99	0.22	[0.70,1.96]
10 years	0.1-0.1-0.88-5	90%	0.99	0.17	[0.74,1.74]
10 years	0.1-0.1-0.88-5	99.9%	0.85	0.45	[0.40,3.08]
10 years	0.1-0.1-0.88-5	99.5%	0.94	0.39	[0.54,2.86]
10 years	0.1-0.1-0.88-5	99%	0.96	0.34	[0.59,2.61]
10 years	0.1-0.1-0.88-5	97.5%	0.98	0.27	[0.66,2.25]
10 years	0.1-0.1-0.88-5	95%	0.99	0.22	[0.70,1.96]
10 years	0.1-0.1-0.88-5	90%	0.99	0.17	[0.74,1.74]
10 years	0.1-0.1-0.88-5	99.9%	0.85	0.45	[0.40,3.08]
10 years	0.1-0.1-0.88-5	99.5%	0.94	0.39	[0.54,2.86]
10 years	0.1-0.1-0.88-5	99%	0.96	0.34	[0.59,2.61]
10 years	0.1-0.1-0.88-5	97.5%	0.98	0.27	[0.66,2.25]
10 years	0.1-0.1-0.88-5	95%	0.99	0.22	[0.70,1.96]
10 years	0.1-0.1-0.88-5	90%	0.99	0.17	[0.74,1.74]
50 years	0.1-0.1-0.88-5	99.9%	0.95	0.38	[0.57,2.82]
50 years	0.1-0.1-0.88-5	99.5%	0.99	0.25	[0.70,2.16]
50 years	0.1-0.1-0.88-5	99%	0.99	0.19	[0.74,1.86]
50 years	0.1-0.1-0.88-5	97.5%	1.00	0.13	[0.80,1.56]
50 years	0.1-0.1-0.88-5	95%	1.00	0.10	[0.83,1.41]
50 years	0.1-0.1-0.88-5	90%	1.00	0.08	[0.85,1.30]
50 years	0.1-0.1-0.88-5	99.9%	0.95	0.38	[0.57,2.82]
50 years	0.1-0.1-0.88-5	99.5%	0.99	0.25	[0.70,2.16]
50 years	0.1-0.1-0.88-5	99%	0.99	0.19	[0.74,1.86]
50 years	0.1-0.1-0.88-5	97.5%	1.00	0.13	[0.80,1.56]
50 years	0.1-0.1-0.88-5	95%	1.00	0.10	[0.83,1.41]
50 years	0.1-0.1-0.88-5	90%	1.00	0.08	[0.85,1.30]
50 years	0.1-0.1-0.88-5	99.9%	0.95	0.38	[0.57,2.82]
50 years	0.1-0.1-0.88-5	99.5%	0.99	0.25	[0.70,2.16]
50 years	0.1-0.1-0.88-5	99%	0.99	0.19	[0.74,1.86]
50 years	0.1-0.1-0.88-5	97.5%	1.00	0.13	[0.80,1.56]
50 years	0.1-0.1-0.88-5	95%	1.00	0.10	[0.83,1.41]
50 years	0.1-0.1-0.88-5	90%	1.00	0.08	[0.85,1.30]
50 years	0.1-0.1-0.88-5	99.9%	0.95	0.38	[0.57,2.82]
50 years	0.1-0.1-0.88-5	99.5%	0.99	0.25	[0.70,2.16]
50 years	0.1-0.1-0.88-5	99%	0.99	0.19	[0.74,1.86]
50 years	0.1-0.1-0.88-5	97.5%	1.00	0.13	[0.80,1.56]
50 years	0.1-0.1-0.88-5	95%	1.00	0.10	[0.83,1.41]
50 years	0.1-0.1-0.88-5	90%	1.00	0.08	[0.85,1.30]
50 years	0.1-0.1-0.88-5	99.9%	0.95	0.38	[0.57,2.82]
50 years	0.1-0.1-0.88-5	99.5%	0.99	0.25	[0.70,2.16]
50 years	0.1-0.1-0.88-5	99%	0.99	0.19	[0.74,1.86]
50 years	0.1-0.1-0.88-5	97.5%	1.00	0.13	[0.80,1.56]
50 years	0.1-0.1-0.88-5	95%	1.00	0.10	[0.83,1.41]
50 years	0.1-0.1-0.88-5	90%	1.00	0.08	[0.85,1.30]
50 years	0.1-0.1-0.88-5	99.9%	0.95	0.38	[0.57,2.82]
50 years	0.1-0.1-0.88-5	99.5%	0.99	0.25	[0.70,2.16]
50 years	0.1-0.1-0.88-5	99%	0.99	0.19	[0.74,1.86]
50 years	0.1-0.1-0.88-5	97.5%	1.00	0.13	[0.80,1.56]
50 years	0.1-0.1-0.88-5	95%	1.00	0.10	[0.83,1.41]
50 years	0.1-0.1-0.88-5	90%	1.00	0.08	[0.85,1.30]
200 years	0.1-0.1-0.88-5	99.9%	0.98	0.26	[0.70,2.22]
200 years	0.1-0.1-0.88-5	99.5%	1.00	0.13	[0.80,1.58]
200 years	0.1-0.1-0.88-5	99%	1.00	0.10	[0.84,1.41]
200 years	0.1-0.1-0.88-5	97.5%	1.00	0.07	[0.88,1.26]
200 years	0.1-0.1-0.88-5	95%	1.00	0.05	[0.90,1.18]
200 years	0.1-0.1-0.88-5	90%	1.00	0.04	[0.92,1.14]
200 years	0.1-0.1-0.88-5	99.9%	0.98	0.26	[0.70,2.22]
200 years	0.1-0.1-0.88-5	99.5%	1.00	0.13	[0.80,1.58]
200 years	0.1-0.1-0.88-5	99%	1.00	0.10	[0.84,1.41]
200 years	0.1-0.1-0.88-5	97.5%	1.00	0.07	[0.88,1.26]
200 years	0.1-0.1-0.88-5	95%	1.00	0.05	[0.90,1.18]
200 years	0.1-0.1-0.88-5	90%	1.00	0.04	[0.92,1.14]
200 years	0.1-0.1-0.88-5	99.9%	0.98	0.26	[0.70,2.22]
200 years	0.1-0.1-0.88-5	99.5%	1.00	0.13	[0.80,1.58]
200 years	0.1-0.1-0.88-5	99%	1.00	0.10	[0.84,1.41]
200 years	0.1-0.1-0.88-5	97.5%	1.00	0.07	[0.88,1.26]
200 years	0.1-0.1-0.88-5	95%	1.00	0.05	[0.90,1.18]
200 years	0.1-0.1-0.88-5	90%	1.00	0.04	[0.92,1.14]
200 years	0.1-0.1-0.88-5	99.9%	0.98	0.26	[0.70,2.22]
200 years	0.1-0.1-0.88-5	99.5%	1.00	0.13	[0.80,1.58]
200 years	0.1-0.1-0.88-5	99%	1.00	0.10	[0.84,1.41]
200 years	0.1-0.1-0.88-5	97.5%	1.00	0.07	[0.88,1.26]
200 years	0.1-0.1-0.88-5	95%	1.00	0.05	[0.90,1.18]
200 years	0.1-0.1-0.88-5	90%	1.00	0.04	[0.92,1.14]
200 years	0.1-0.1-0.88-5	99.9%	0.98	0.26	[0.70,2.22]
200 years	0.1-0.1-0.88-5	99.5%	1.00	0.13	[0.80,1.58]
200 years	0.1-0.1-0.88-5	99%	1.00	0.10	[0.84,1.41]
200 years	0.1-0.1-0.88-5	97.5%	1.00	0.07	[0.88,1.26]
200 years	0.1-0.1-0.88-5	95%	1.00	0.05	[0.90,1.18]
200 years	0.1-0.1-0.88-5	90%	1.00	0.04	[0.92,1.14]
200 years	0.1-0.1-0.88-5	99.9%	0.98	0.26	[0.70,2.22]
200 years	0.1-0.1-0.88-5	99.5%	1.00	0.13	[0.80,1.58]
200 years	0.1-0.1-0.88-5	99%	1.00	0.10	[0.84,1.41]
200 years	0.1-0.1-0.88-5	97.5%	1.00	0.07	[0.88,1.26]
200 years	0.1-0.1-0.88-5	95%	1.00	0.05	[0.90,1.18]
200 years	0.1-0.1-0.88-5	90%	1.00	0.04	[0.92,1.14]
400 years	0.1-0.1-0.88-5	99.9%	0.99	0.20	[0.75,1.90]
400 years	0.1-0.1-0.88-5	99.5%	1.00	0.10	[0.85,1.40]
400 years	0.1-0.1-0.88-5	99%	1.00	0.07	[0.88,1.28]
400 years	0.1-0.1-0.88-5	97.5%	1.00	0.05	[0.91,1.17]
400 years	0.1-0.1-0.88-5	95%	1.00	0.04	[0.93,1.12]
400 years	0.1-0.1-0.88-5	90%	1.00	0.03	[0.94,1.09]
400 years	0.1-0.1-0.88-5	99.9%	0.99	0.20	[0.75,1.90]
400 years	0.1-0.1-0.88-5	99.5%	1.00	0.10	[0.85,1.40]
400 years	0.1-0.1-0.88-5	99%	1.00	0.07	[0.88,1.28]
400 years	0.1-0.1-0.88-5	97.5%	1.00	0.05	[0.91,1.17]
400 years	0.1-0.1-0.88-5	95%	1.00	0.04	[0.93,1.12]
400 years	0.1-0.1-0.88-5	90%	1.00	0.03	[0.94,1.09]
400 years	0.1-0.1-0.88-5	99.9%	0.99	0.20	[0.75,1.90]
400 years	0.1-0.1-0.88-5	99.5%	1.00	0.10	[0.85,1.40]
400 years	0.1-0.1-0.88-5	99%	1.00	0.07	[0.88,1.28]
400 years	0.1-0.1-0.88-5	97.5%	1.00	0.05	[0.91,1.17]
400 years	0.1-0.1-0.88-5	95%	1.00	0.04	[0.93,1.12]
400 years	0.1-0.1-0.88-5	90%	1.00	0.03	[0.94,1.09]
400 years	0.1-0.1-0.88-5	99.9%	0.99	0.20	[0.75,1.90]
400 years	0.1-0.1-0.88-5	99.5%	1.00	0.10	[0.85,1.40]
400 years	0.1-0.1-0.88-5	99%	1.00	0.07	[0.88,1.28]
400 years	0.1-0.1-0.88-5	97.5%	1.00	0.05	[0.91,1.17]
400 years	0.1-0.1-0.88-5	95%	1.00	0.04	[0.93,1.12]
400 years	0.1-0.1-0.88-5	90%	1.00	0.03	[0.94,1.09]
400 years	0.1-0.1-0.88-5	99.9%	0.99	0.20	[0.75,1.90]
400 years	0.1-0.1-0.88-5	99.5%	1.00	0.10	[0.85,1.40]
400 years	0.1-0.1-0.88-5	99%	1.00	0.07	[0.88,1.28]
400 years	0.1-0.1-0.88-5	97.5%	1.00	0.05	[0.91,1.17]
400 years	0.1-0.1-0.88-5	95%	1.00	0.04	[0.93,1.12]
400 years	0.1-0.1-0.88-5	90%	1.00	0.03	[0.94,1.09]
400 years	0.1-0.1-0.88-5	99.9%	0.99	0.20	[0.75,1.90]
400 years	0.1-0.1-0.88-5	99.5%	1.00	0.10	[0.85,1.40]
400 years	0.1-0.1-0.88-5	99%	1.00	0.07	[0.88,1.28]
400 years	0.1-0.1-0.88-5	97.5%	1.00	0.05	[0.91,1.17]
400 years	0.1-0.1-0.88-5	95%	1.00	0.04	[0.93,1.12]
400 years	0.1-0.1-0.88-5	90%	1.00	0.03	[0.94,1.09]