\begin{tabular}{l||rrrrrrrrrrrr}\textbf{\textit{DGP4}}& \multicolumn{3}{c}{Sample-Cov}& \multicolumn{3}{c}{Threshold}& \multicolumn{3}{c}{Ledoit-Wolf}& \multicolumn{3}{c}{GLASSO}\\$N\backslash T$&75&175&500&75&175&500&75&175&500&75&175&500\\\hline \hline50&32.3\% &41.5\% &61.9\% &23.8\% &38.4\% &\textbf{60\%} &25.5\% &46.9\% &84.6\% &\textbf{23.4\%} &\textbf{38.4\%} &62.3\% \\150& &18.1\% &28.8\% & &12.5\% &26.4\% & &14.5\% &34.9\% & &\textbf{12.1\%} &\textbf{26.3\%} \\250& & &12.8\% & & &5.9\% & & &6.2\% & & &\textbf{5.8\%} \\\end{tabular}\\\begin{tabular}{l||rrrrrrrrrrrr}\textbf{\textit{DGP4}}& \multicolumn{3}{c}{Sample-Cov}& \multicolumn{3}{c}{Threshold}& \multicolumn{3}{c}{Ledoit-Wolf}& \multicolumn{3}{c}{GLASSO}\\$N\backslash T$&75&175&500&75&175&500&75&175&500&75&175&500\\\hline \hline50&50.9\% &94\% &117.2\% &46\% &87.7\% &111.6\% &\textbf{24.3\%} &\textbf{58.7\%} &\textbf{91.9\%} &52.3\% &95.7\% &117.5\% \\150& &27.5\% &72.5\% & &24.6\% &67.9\% & &\textbf{12.9\%} &\textbf{46.6\%} & &28.2\% &72.9\% \\250& & &15.7\% & & &13.2\% & & &\textbf{6.3\%} & & &15.7\% \\\end{tabular}
