variable,lag,avg_autocorr
iv_atm_30d,1,0.9592728365408905
iv_atm_30d,5,0.860490448442951
iv_atm_30d,10,0.7525586182871806
iv_atm_30d,22,0.5376331506127137
iv_skew_25d,1,0.8320262103395855
iv_skew_25d,5,0.7111734826039526
iv_skew_25d,10,0.5930315973773796
iv_skew_25d,22,0.41602239955232856
rv_daily,1,0.3197367267859841
rv_daily,5,0.21094579758939003
rv_daily,10,0.13867834780170124
rv_daily,22,0.05726846293551011
daily_return,1,-0.06184021467546654
daily_return,5,-0.010432528026758989
daily_return,10,-0.005825324552553195
daily_return,22,-0.029889633855063914
pc_volume_ratio,1,0.2992094150098126
pc_volume_ratio,5,0.21816764253881243
pc_volume_ratio,10,0.1717197805083051
pc_volume_ratio,22,0.117984242042143