target,variable,coefficient,t_stat,r2
1-Day,const,0.00041786971535009824,9.333060404615585,0.002292639930098761
1-Day,iv_atm_30d,0.00041318111478102294,3.6272662732140084,0.002292639930098761
1-Day,iv_term_slope,9.680422774074818e-05,1.3980605192721316,0.002292639930098761
1-Day,iv_skew_25d,0.0005758991720821498,4.794816806573567,0.002292639930098761
1-Day,implied_skewness,-0.0003325302575861558,-3.0306113012320495,0.002292639930098761
1-Day,implied_kurtosis_proxy,8.449158003884458e-05,1.190317662389042,0.002292639930098761
1-Day,pc_volume_ratio,-1.4520894824577135e-05,-0.3007213708100277,0.002292639930098761
1-Day,pc_oi_ratio,-5.7655613005987106e-05,-0.9785002504192224,0.002292639930098761
1-Day,net_gamma_exposure,2.7968023434491134e-05,0.5908739392586255,0.002292639930098761
1-Day,rv_daily,-0.0001226302591835097,-0.9997251181259599,0.002292639930098761
1-Day,rv_w,-9.895569143140739e-05,-0.8454003846587725,0.002292639930098761
1-Day,log_volume,0.00015491238132302938,1.3753852843615524,0.002292639930098761
1-Day,log_oi,-9.424369332255411e-05,-0.8479374944221798,0.002292639930098761
1-Day,abs_return,-0.0005160303825767262,-6.35552910025913,0.002292639930098761
1-Day,ret_lag1,0.0002717096989150732,3.898182458783993,0.002292639930098761
1-Day,ret_lag5,-0.000407898133549298,-5.763568545631172,0.002292639930098761
5-Day,const,0.002248732809448056,28.523667740277425,0.3801095743149804
5-Day,iv_atm_30d,-0.0005619658321865007,-2.765555761641757,0.3801095743149804
5-Day,iv_term_slope,0.00033970558389947146,2.7650232961996344,0.3801095743149804
5-Day,iv_skew_25d,0.0008816791127037334,4.114773305685406,0.3801095743149804
5-Day,implied_skewness,-0.0020034560377191414,-10.44165776277186,0.3801095743149804
5-Day,implied_kurtosis_proxy,0.0027048693641364852,21.947650267472905,0.3801095743149804
5-Day,pc_volume_ratio,-0.0017914279673155301,-22.14610695613231,0.3801095743149804
5-Day,pc_oi_ratio,0.0011434977171620338,11.16111793595183,0.3801095743149804
5-Day,net_gamma_exposure,0.0009664932669329856,11.626744800480498,0.3801095743149804
5-Day,rv_daily,-0.003107999034948828,-12.49160129814713,0.3801095743149804
5-Day,rv_w,0.0034325921908959136,14.189657517645005,0.3801095743149804
5-Day,log_volume,0.0018369897488412163,9.350640453111886,0.3801095743149804
5-Day,log_oi,-0.00171639628091866,-8.803768934482255,0.3801095743149804
5-Day,abs_return,2.415834377888377e-05,0.14724009771674212,0.3801095743149804
5-Day,ret_lag1,0.007346992376224504,59.03968065525922,0.3801095743149804
5-Day,ret_lag5,0.016171759696382605,126.66401933285974,0.3801095743149804