test,x_causes_y,avg_f_stat,avg_p_value,pct_significant_5pct,n_tickers
ATM_IV → RV,iv_atm_30d → rv_daily,62.38106520233454,5.071267131906581e-06,1.0,69
RV → ATM_IV,rv_daily → iv_atm_30d,17.93328431789443,0.1501452411701772,0.6086956521739131,69
Skew → RV,iv_skew_25d → rv_daily,20.791857936401055,0.017692917026207,0.9420289855072463,69
RV → Skew,rv_daily → iv_skew_25d,6.589389745339389,0.06276398502636327,0.7536231884057971,69
ATM_IV → Return,iv_atm_30d → daily_return,1.7993928901045277,0.26877798412828896,0.2463768115942029,69
Return → ATM_IV,daily_return → iv_atm_30d,3.97669158479031,0.17413499102184163,0.5797101449275363,69
Skew → Return,iv_skew_25d → daily_return,1.4117792320379197,0.3816573851754093,0.13043478260869565,69
Return → Skew,daily_return → iv_skew_25d,13.575983727116343,0.013298458114111802,0.9565217391304348,69
PC_Ratio → Return,pc_volume_ratio → daily_return,1.0097282323014063,0.4998910943647584,0.057971014492753624,69
Return → PC_Ratio,daily_return → pc_volume_ratio,2.818845690358881,0.163775811354732,0.463768115942029,69
Impl_Skew → RV,implied_skewness → rv_daily,1.3428309373629477,0.38563328915245215,0.17391304347826086,69
Impl_Kurt → RV,implied_kurtosis_proxy → rv_daily,5.619277955929179,0.08610874071907491,0.7536231884057971,69