# Study-level settings (frozen with the protocol).
title: "Four Decades of Conditional Volatility Modeling: A Comprehensive Empirical Benchmark Across Assets, Frequencies, and Market Regimes"
wp_number: 46
data_source: {name: "FinData OS (FirstRate Data)", base_url: "https://findata.spboucher.ai/api/v1", license: "frd-private"}
sample: {start: "2000-01-03", end: "2026-10-30"}
universe_file: configs/instruments.yaml
tier_c_baskets:
  equity_etf: [SPY, QQQ, IWM, DIA]
  cross_asset_etf: [SPY, TLT, GLD, USO, EEM]
tier_c_models: [rolling_cov252, ewma_cov094, ccc_garch11, dcc11, adcc11, scalar_bekk11]
tier_c_horizons: [1]