target,n_lags,variable,coefficient,nw_t_stat,sig_5pct
1-Day,5,const,0.00041763446448038873,9.675788130572228,True
1-Day,5,iv_atm_30d,0.000280103614679104,2.6174042782485727,True
1-Day,5,iv_term_slope,8.13942413539805e-05,1.2359481704937565,False
1-Day,5,iv_skew_25d,0.0005589362280265609,5.078282676726459,True
1-Day,5,implied_skewness,-0.00027431955853834326,-2.7170843606410493,True
1-Day,5,implied_kurtosis_proxy,3.198378790915095e-05,0.4883151818771706,False
1-Day,5,pc_volume_ratio,-1.4646140356719655e-06,-0.031100452274136516,False
1-Day,5,pc_oi_ratio,-6.372110421016961e-05,-1.1831671225309466,False
1-Day,5,net_gamma_exposure,5.053427056373319e-06,0.11352309486312698,False
1-Day,5,rv_daily,-0.0003205381939735506,-2.7936443681139584,True
1-Day,5,rv_w,-4.7339039740472715e-05,-0.4138409388043216,False
1-Day,10,const,0.00041763446448038873,9.78565088195995,True
1-Day,10,iv_atm_30d,0.000280103614679104,2.687296384082095,True
1-Day,10,iv_term_slope,8.13942413539805e-05,1.2585214616159557,False
1-Day,10,iv_skew_25d,0.0005589362280265609,5.26383054933098,True
1-Day,10,implied_skewness,-0.00027431955853834326,-2.770470232495979,True
1-Day,10,implied_kurtosis_proxy,3.198378790915095e-05,0.49696217056489883,False
1-Day,10,pc_volume_ratio,-1.4646140356719655e-06,-0.030794001794525704,False
1-Day,10,pc_oi_ratio,-6.372110421016961e-05,-1.1854343979747173,False
1-Day,10,net_gamma_exposure,5.053427056373319e-06,0.1159299646908982,False
1-Day,10,rv_daily,-0.0003205381939735506,-2.7951057230470493,True
1-Day,10,rv_w,-4.7339039740472715e-05,-0.41918060373069693,False
1-Day,22,const,0.00041763446448038873,10.081479360832157,True
1-Day,22,iv_atm_30d,0.000280103614679104,2.739315938553952,True
1-Day,22,iv_term_slope,8.13942413539805e-05,1.265741089488286,False
1-Day,22,iv_skew_25d,0.0005589362280265609,5.407077481085138,True
1-Day,22,implied_skewness,-0.00027431955853834326,-2.812984500120854,True
1-Day,22,implied_kurtosis_proxy,3.198378790915095e-05,0.5029627845452709,False
1-Day,22,pc_volume_ratio,-1.4646140356719655e-06,-0.030802455941061936,False
1-Day,22,pc_oi_ratio,-6.372110421016961e-05,-1.1830279845894662,False
1-Day,22,net_gamma_exposure,5.053427056373319e-06,0.11842553681310698,False
1-Day,22,rv_daily,-0.0003205381939735506,-2.794660440941982,True
1-Day,22,rv_w,-4.7339039740472715e-05,-0.41350027509357284,False
5-Day,5,const,0.002249473137649632,13.141841337935864,True
5-Day,5,iv_atm_30d,0.0013216839369709678,3.3249773734758246,True
5-Day,5,iv_term_slope,0.001133720205572446,4.590595207033885,True
5-Day,5,iv_skew_25d,-0.0003731283791251577,-0.9272252693333577,False
5-Day,5,implied_skewness,-0.004685263679195295,-13.656129975363415,True
5-Day,5,implied_kurtosis_proxy,0.006342337908904511,25.642476250469922,True
5-Day,5,pc_volume_ratio,-0.002132635195154358,-16.690798309685608,True
5-Day,5,pc_oi_ratio,0.0026340423531046745,13.118584891448076,True
5-Day,5,net_gamma_exposure,0.0030205764876359066,17.83024585466301,True
5-Day,5,rv_daily,-0.005554035996188907,-17.871005028272663,True
5-Day,5,rv_w,0.00348308295756233,7.951443801559899,True
5-Day,10,const,0.002249473137649632,12.345960835919136,True
5-Day,10,iv_atm_30d,0.0013216839369709678,3.170266253756691,True
5-Day,10,iv_term_slope,0.001133720205572446,4.371021098518735,True
5-Day,10,iv_skew_25d,-0.0003731283791251577,-0.8782292993058013,False
5-Day,10,implied_skewness,-0.004685263679195295,-12.924840999749954,True
5-Day,10,implied_kurtosis_proxy,0.006342337908904511,23.88681611849446,True
5-Day,10,pc_volume_ratio,-0.002132635195154358,-15.921940838181772,True
5-Day,10,pc_oi_ratio,0.0026340423531046745,12.158644093704863,True
5-Day,10,net_gamma_exposure,0.0030205764876359066,16.67061163096755,True
5-Day,10,rv_daily,-0.005554035996188907,-17.79332067036291,True
5-Day,10,rv_w,0.00348308295756233,7.753799585964247,True
5-Day,22,const,0.002249473137649632,12.11235710395085,True
5-Day,22,iv_atm_30d,0.0013216839369709678,3.1218825994907817,True
5-Day,22,iv_term_slope,0.001133720205572446,4.313392190023936,True
5-Day,22,iv_skew_25d,-0.0003731283791251577,-0.8479097635525128,False
5-Day,22,implied_skewness,-0.004685263679195295,-12.178883871711093,True
5-Day,22,implied_kurtosis_proxy,0.006342337908904511,22.09484250127396,True
5-Day,22,pc_volume_ratio,-0.002132635195154358,-15.335551032733035,True
5-Day,22,pc_oi_ratio,0.0026340423531046745,11.336062946544525,True
5-Day,22,net_gamma_exposure,0.0030205764876359066,15.477545452381397,True
5-Day,22,rv_daily,-0.005554035996188907,-17.510791097020366,True
5-Day,22,rv_w,0.00348308295756233,7.800655647519896,True