variable,coefficient,nw_se,nw_t_stat,nw_sig_5pct,target,method
const,0.00041763446448038873,4.316283685055031e-05,9.675788130572425,True,1-Day,Newey-West(5)
iv_atm_30d,0.000280103614679104,0.00010701580073313493,2.6174042782485714,True,1-Day,Newey-West(5)
iv_term_slope,8.13942413539805e-05,6.585570762361788e-05,1.23594817049373,False,1-Day,Newey-West(5)
iv_skew_25d,0.0005589362280265609,0.0001100640243183282,5.078282676726414,True,1-Day,Newey-West(5)
implied_skewness,-0.00027431955853834326,0.00010096100162072624,-2.717084360641172,True,1-Day,Newey-West(5)
implied_kurtosis_proxy,3.198378790915095e-05,6.549824600209482e-05,0.48831518187720657,False,1-Day,Newey-West(5)
pc_volume_ratio,-1.4646140356719655e-06,4.70930140424354e-05,-0.031100452274135725,False,1-Day,Newey-West(5)
pc_oi_ratio,-6.372110421016961e-05,5.3856385118161605e-05,-1.1831671225308695,False,1-Day,Newey-West(5)
net_gamma_exposure,5.053427056373319e-06,4.4514528629317784e-05,0.11352309486312462,False,1-Day,Newey-West(5)
rv_daily,-0.0003205381939735506,0.00011473836742861585,-2.793644368114027,True,1-Day,Newey-West(5)
rv_w,-4.7339039740472715e-05,0.0001143894557103154,-0.4138409388043253,False,1-Day,Newey-West(5)
const,0.002249473137649632,0.00017116879437253463,13.141841337935936,True,5-Day,Newey-West(5)
iv_atm_30d,0.0013216839369709678,0.0003975016333988216,3.3249773734763375,True,5-Day,Newey-West(5)
iv_term_slope,0.001133720205572446,0.00024696584090778213,4.590595207034243,True,5-Day,Newey-West(5)
iv_skew_25d,-0.0003731283791251577,0.00040241394563520085,-0.9272252693335055,False,5-Day,Newey-West(5)
implied_skewness,-0.004685263679195295,0.0003430886852751595,-13.65612997536681,True,5-Day,Newey-West(5)
implied_kurtosis_proxy,0.006342337908904511,0.0002473371856506241,25.642476250471187,True,5-Day,Newey-West(5)
pc_volume_ratio,-0.002132635195154358,0.0001277731092057328,-16.690798309685906,True,5-Day,Newey-West(5)
pc_oi_ratio,0.0026340423531046745,0.00020078707992520254,13.118584891447753,True,5-Day,Newey-West(5)
net_gamma_exposure,0.0030205764876359066,0.00016940745025374946,17.830245854662774,True,5-Day,Newey-West(5)
rv_daily,-0.005554035996188907,0.0003107847593015392,-17.871005028274563,True,5-Day,Newey-West(5)
rv_w,0.00348308295756233,0.0004380440891601615,7.95144380155947,True,5-Day,Newey-West(5)