\begin{landscape} \begin{table}[htbp] \centering \small \caption{Rolling Delta log(RV) Regressions (30-min Window, Interaction Model)} \label{ch3:tab:rolling_delta_log_rv_30min} \begin{threeparttable} \begin{tabular}{lccccccc} \toprule & E-mini S\&P 500 & VIX Futures & 10Y T-Note & 5Y T-Note & Dollar Index & Crude Oil WTI & Gold \\ \midrule Intercept & 6.1744*** & 6.8238*** & 7.1287*** & 6.9380*** & -0.3664 & 8.4210*** & 8.4805*** \\ & (1.0374) & (1.6303) & (1.0670) & (1.0305) & (0.3671) & (0.8868) & (0.8682) \\ Stance & -2.9143 & -0.8191 & -2.5521 & -2.3930 & -0.9082 & -2.1849 & -1.7794 \\ & (1.0198) & (1.8314) & (1.1059) & (1.0661) & (0.5066) & (1.0687) & (1.0675) \\ Novelty & 0.3441 & -0.2304 & -0.7730 & -0.6468 & 0.5076 & 0.8902 & 0.7810 \\ & (0.6037) & (0.9547) & (0.5429) & (0.5328) & (0.5352) & (0.4145) & (0.3970) \\ Stance $\times$ Novelty & -0.6767 & -1.5107 & -1.0145 & -1.0850 & -0.3540 & -0.7406 & -0.6972 \\ & (0.6652) & (0.7161) & (0.5278) & (0.5025) & (0.7771) & (0.6279) & (0.6369) \\ \midrule $N$ & 148 & 130 & 148 & 148 & 148 & 148 & 147 \\ $R^2$ & 0.064 & 0.018 & 0.075 & 0.071 & 0.055 & 0.052 & 0.041 \\ Adj.\ $R^2$ & 0.044 & -0.005 & 0.056 & 0.051 & 0.036 & 0.033 & 0.021 \\ \bottomrule \end{tabular} \begin{tablenotes}[flushleft] \small \item \textit{Notes:} Dependent variable: $\Delta\log(\text{RV})$ (Rolling 30-min). Coefficients are in log-units; a coefficient of $-2.91$ on Stance for ES means that a one-standard-deviation hawkish shift is associated with a $2.91$ log-unit decrease in realized volatility. All regressors z-scored. Clustered SE in parentheses. Stars: BH-adjusted $p$-values. Semantic measures from MiniLM--BERT ensemble. \item $^{***}p<0.01$, $^{**}p<0.05$, $^{*}p<0.10$. \end{tablenotes} \end{threeparttable} \end{table} \end{landscape}