target,tau,variable,coefficient 5-Day,0.1,const,-0.03644256919308925 5-Day,0.1,iv_atm_30d,-0.010547011640209655 5-Day,0.1,iv_term_slope,0.00019575372630210676 5-Day,0.1,iv_skew_25d,-0.0012908960196656748 5-Day,0.1,implied_skewness,-0.001947967109688327 5-Day,0.1,implied_kurtosis_proxy,0.0045090050836815105 5-Day,0.1,pc_volume_ratio,-0.0012226704525396188 5-Day,0.1,pc_oi_ratio,0.001984764483567175 5-Day,0.1,net_gamma_exposure,0.0029422991902574524 5-Day,0.1,rv_daily,-0.007980650731533204 5-Day,0.1,rv_w,-0.0034869989320195837 5-Day,0.25,const,-0.01828573590465208 5-Day,0.25,iv_atm_30d,-0.004896693349371038 5-Day,0.25,iv_term_slope,0.0006762916815459343 5-Day,0.25,iv_skew_25d,-0.0008104030746726128 5-Day,0.25,implied_skewness,-0.002419173463078245 5-Day,0.25,implied_kurtosis_proxy,0.004276947566478688 5-Day,0.25,pc_volume_ratio,-0.0014957443052624636 5-Day,0.25,pc_oi_ratio,0.0019506171091430186 5-Day,0.25,net_gamma_exposure,0.0028080716840669976 5-Day,0.25,rv_daily,-0.010143123118263795 5-Day,0.25,rv_w,0.000952765932427168 5-Day,0.5,const,0.0021606822183559563 5-Day,0.5,iv_atm_30d,0.0019414313992837343 5-Day,0.5,iv_term_slope,0.0013342851187313472 5-Day,0.5,iv_skew_25d,-0.0004644472963037347 5-Day,0.5,implied_skewness,-0.003373255512278814 5-Day,0.5,implied_kurtosis_proxy,0.0048376998507626045 5-Day,0.5,pc_volume_ratio,-0.001684639123642353 5-Day,0.5,pc_oi_ratio,0.002010434168078036 5-Day,0.5,net_gamma_exposure,0.002398880477297468 5-Day,0.5,rv_daily,-0.007690087326290107 5-Day,0.5,rv_w,0.004120597533240779 5-Day,0.75,const,0.023322996819406444 5-Day,0.75,iv_atm_30d,0.007600056589821959 5-Day,0.75,iv_term_slope,0.0020570007168977163 5-Day,0.75,iv_skew_25d,-0.0005621606391916226 5-Day,0.75,implied_skewness,-0.0038645858987798 5-Day,0.75,implied_kurtosis_proxy,0.005015186784675284 5-Day,0.75,pc_volume_ratio,-0.0018773034092467674 5-Day,0.75,pc_oi_ratio,0.002242678921069006 5-Day,0.75,net_gamma_exposure,0.002155847382349168 5-Day,0.75,rv_daily,-0.003220240624486815 5-Day,0.75,rv_w,0.009847666418296744 5-Day,0.9,const,0.040952186118840425 5-Day,0.9,iv_atm_30d,0.013137307123713525 5-Day,0.9,iv_term_slope,0.0032893526955145905 5-Day,0.9,iv_skew_25d,0.00018913432774535108 5-Day,0.9,implied_skewness,-0.005053484061727455 5-Day,0.9,implied_kurtosis_proxy,0.0052325482325611345 5-Day,0.9,pc_volume_ratio,-0.002134592044479843 5-Day,0.9,pc_oi_ratio,0.002179555708667724 5-Day,0.9,net_gamma_exposure,0.0020462142657435758 5-Day,0.9,rv_daily,-0.0007943647391827855 5-Day,0.9,rv_w,0.010162726223918813