I've trained a predictor using GluonTS on multiple related datasets. I've got a list of forecasts and timeseries that i created like this:
    forecast_it, ts_it = make_evaluation_predictions(
        dataset=test_ds,  # test dataset
        predictor=predictor,  # predictor
        num_samples=100,  # number of sample paths we want for evaluation
    )

    forecasts = list(forecast_it)
    timeseries = list(ts_it)

How do i calculate the mean squared error and standard deviation and potential other usefull metrics for evaluation.