1{2 "xnys": {3 "n_sessions_2000_2026": 6790,4 "sessions_2024": [5 "2024-01-02",6 "2024-01-03",7 "2024-01-04",8 "2024-01-05",9 "2024-01-08",10 "2024-01-09",11 "2024-01-10",12 "2024-01-11",13 "2024-01-12",14 "2024-01-16",15 "2024-01-17",16 "2024-01-18",17 "2024-01-19",18 "2024-01-22",19 "2024-01-23",20 "2024-01-24",21 "2024-01-25",22 "2024-01-26",23 "2024-01-29",24 "2024-01-30",25 "2024-01-31",26 "2024-02-01",27 "2024-02-02",28 "2024-02-05",29 "2024-02-06",30 "2024-02-07",31 "2024-02-08",32 "2024-02-09",33 "2024-02-12",34 "2024-02-13",35 "2024-02-14",36 "2024-02-15",37 "2024-02-16",38 "2024-02-20",39 "2024-02-21",40 "2024-02-22",41 "2024-02-23",42 "2024-02-26",43 "2024-02-27",44 "2024-02-28",45 "2024-02-29",46 "2024-03-01",47 "2024-03-04",48 "2024-03-05",49 "2024-03-06",50 "2024-03-07",51 "2024-03-08",52 "2024-03-11",53 "2024-03-12",54 "2024-03-13",55 "2024-03-14",56 "2024-03-15",57 "2024-03-18",58 "2024-03-19",59 "2024-03-20",60 "2024-03-21",61 "2024-03-22",62 "2024-03-25",63 "2024-03-26",64 "2024-03-27",65 "2024-03-28",66 "2024-04-01",67 "2024-04-02",68 "2024-04-03",69 "2024-04-04",70 "2024-04-05",71 "2024-04-08",72 "2024-04-09",73 "2024-04-10",74 "2024-04-11",75 "2024-04-12",76 "2024-04-15",77 "2024-04-16",78 "2024-04-17",79 "2024-04-18",80 "2024-04-19",81 "2024-04-22",82 "2024-04-23",83 "2024-04-24",84 "2024-04-25",85 "2024-04-26",86 "2024-04-29",87 "2024-04-30",88 "2024-05-01",89 "2024-05-02",90 "2024-05-03",91 "2024-05-06",92 "2024-05-07",93 "2024-05-08",94 "2024-05-09",95 "2024-05-10",96 "2024-05-13",97 "2024-05-14",98 "2024-05-15",99 "2024-05-16",100 "2024-05-17",101 "2024-05-20",102 "2024-05-21",103 "2024-05-22",104 "2024-05-23",105 "2024-05-24",106 "2024-05-28",107 "2024-05-29",108 "2024-05-30",109 "2024-05-31",110 "2024-06-03",111 "2024-06-04",112 "2024-06-05",113 "2024-06-06",114 "2024-06-07",115 "2024-06-10",116 "2024-06-11",117 "2024-06-12",118 "2024-06-13",119 "2024-06-14",120 "2024-06-17",121 "2024-06-18",122 "2024-06-20",123 "2024-06-21",124 "2024-06-24",125 "2024-06-25",126 "2024-06-26",127 "2024-06-27",128 "2024-06-28",129 "2024-07-01",130 "2024-07-02",131 "2024-07-03",132 "2024-07-05",133 "2024-07-08",134 "2024-07-09",135 "2024-07-10",136 "2024-07-11",137 "2024-07-12",138 "2024-07-15",139 "2024-07-16",140 "2024-07-17",141 "2024-07-18",142 "2024-07-19",143 "2024-07-22",144 "2024-07-23",145 "2024-07-24",146 "2024-07-25",147 "2024-07-26",148 "2024-07-29",149 "2024-07-30",150 "2024-07-31",151 "2024-08-01",152 "2024-08-02",153 "2024-08-05",154 "2024-08-06",155 "2024-08-07",156 "2024-08-08",157 "2024-08-09",158 "2024-08-12",159 "2024-08-13",160 "2024-08-14",161 "2024-08-15",162 "2024-08-16",163 "2024-08-19",164 "2024-08-20",165 "2024-08-21",166 "2024-08-22",167 "2024-08-23",168 "2024-08-26",169 "2024-08-27",170 "2024-08-28",171 "2024-08-29",172 "2024-08-30",173 "2024-09-03",174 "2024-09-04",175 "2024-09-05",176 "2024-09-06",177 "2024-09-09",178 "2024-09-10",179 "2024-09-11",180 "2024-09-12",181 "2024-09-13",182 "2024-09-16",183 "2024-09-17",184 "2024-09-18",185 "2024-09-19",186 "2024-09-20",187 "2024-09-23",188 "2024-09-24",189 "2024-09-25",190 "2024-09-26",191 "2024-09-27",192 "2024-09-30",193 "2024-10-01",194 "2024-10-02",195 "2024-10-03",196 "2024-10-04",197 "2024-10-07",198 "2024-10-08",199 "2024-10-09",200 "2024-10-10",201 "2024-10-11",202 "2024-10-14",203 "2024-10-15",204 "2024-10-16",205 "2024-10-17",206 "2024-10-18",207 "2024-10-21",208 "2024-10-22",209 "2024-10-23",210 "2024-10-24",211 "2024-10-25",212 "2024-10-28",213 "2024-10-29",214 "2024-10-30",215 "2024-10-31",216 "2024-11-01",217 "2024-11-04",218 "2024-11-05",219 "2024-11-06",220 "2024-11-07",221 "2024-11-08",222 "2024-11-11",223 "2024-11-12",224 "2024-11-13",225 "2024-11-14",226 "2024-11-15",227 "2024-11-18",228 "2024-11-19",229 "2024-11-20",230 "2024-11-21",231 "2024-11-22",232 "2024-11-25",233 "2024-11-26",234 "2024-11-27",235 "2024-11-29",236 "2024-12-02",237 "2024-12-03",238 "2024-12-04",239 "2024-12-05",240 "2024-12-06",241 "2024-12-09",242 "2024-12-10",243 "2024-12-11",244 "2024-12-12",245 "2024-12-13",246 "2024-12-16",247 "2024-12-17",248 "2024-12-18",249 "2024-12-19",250 "2024-12-20",251 "2024-12-23",252 "2024-12-24",253 "2024-12-26",254 "2024-12-27",255 "2024-12-30",256 "2024-12-31"257 ],258 "early_closes_2000_2026": [259 "2000-07-03",260 "2000-11-24",261 "2001-07-03",262 "2001-11-23",263 "2001-12-24",264 "2002-07-05",265 "2002-11-29",266 "2002-12-24",267 "2003-07-03",268 "2003-11-28",269 "2003-12-24",270 "2003-12-26",271 "2004-11-26",272 "2005-11-25",273 "2006-07-03",274 "2006-11-24",275 "2007-07-03",276 "2007-11-23",277 "2007-12-24",278 "2008-07-03",279 "2008-11-28",280 "2008-12-24",281 "2009-11-27",282 "2009-12-24",283 "2010-11-26",284 "2011-11-25",285 "2012-07-03",286 "2012-11-23",287 "2012-12-24",288 "2013-07-03",289 "2013-11-29",290 "2013-12-24",291 "2014-07-03",292 "2014-11-28",293 "2014-12-24",294 "2015-11-27",295 "2015-12-24",296 "2016-11-25",297 "2017-07-03",298 "2017-11-24",299 "2018-07-03",300 "2018-11-23",301 "2018-12-24",302 "2019-07-03",303 "2019-11-29",304 "2019-12-24",305 "2020-11-27",306 "2020-12-24",307 "2021-11-26",308 "2022-11-25",309 "2023-07-03",310 "2023-11-24",311 "2024-07-03",312 "2024-11-29",313 "2024-12-24",314 "2025-07-03",315 "2025-11-28",316 "2025-12-24",317 "2026-11-27",318 "2026-12-24"319 ],320 "holidays_2000_2026": [321 "2000-01-17",322 "2000-02-21",323 "2000-04-21",324 "2000-05-29",325 "2000-07-04",326 "2000-09-04",327 "2000-11-23",328 "2000-12-25",329 "2001-01-01",330 "2001-01-15",331 "2001-02-19",332 "2001-04-13",333 "2001-05-28",334 "2001-07-04",335 "2001-09-03",336 "2001-09-11",337 "2001-09-12",338 "2001-09-13",339 "2001-09-14",340 "2001-11-22",341 "2001-12-25",342 "2002-01-01",343 "2002-01-21",344 "2002-02-18",345 "2002-03-29",346 "2002-05-27",347 "2002-07-04",348 "2002-09-02",349 "2002-11-28",350 "2002-12-25",351 "2003-01-01",352 "2003-01-20",353 "2003-02-17",354 "2003-04-18",355 "2003-05-26",356 "2003-07-04",357 "2003-09-01",358 "2003-11-27",359 "2003-12-25",360 "2004-01-01",361 "2004-01-19",362 "2004-02-16",363 "2004-04-09",364 "2004-05-31",365 "2004-06-11",366 "2004-07-05",367 "2004-09-06",368 "2004-11-25",369 "2004-12-24",370 "2005-01-17",371 "2005-02-21",372 "2005-03-25",373 "2005-05-30",374 "2005-07-04",375 "2005-09-05",376 "2005-11-24",377 "2005-12-26",378 "2006-01-02",379 "2006-01-16",380 "2006-02-20",381 "2006-04-14",382 "2006-05-29",383 "2006-07-04",384 "2006-09-04",385 "2006-11-23",386 "2006-12-25",387 "2007-01-01",388 "2007-01-02",389 "2007-01-15",390 "2007-02-19",391 "2007-04-06",392 "2007-05-28",393 "2007-07-04",394 "2007-09-03",395 "2007-11-22",396 "2007-12-25",397 "2008-01-01",398 "2008-01-21",399 "2008-02-18",400 "2008-03-21",401 "2008-05-26",402 "2008-07-04",403 "2008-09-01",404 "2008-11-27",405 "2008-12-25",406 "2009-01-01",407 "2009-01-19",408 "2009-02-16",409 "2009-04-10",410 "2009-05-25",411 "2009-07-03",412 "2009-09-07",413 "2009-11-26",414 "2009-12-25",415 "2010-01-01",416 "2010-01-18",417 "2010-02-15",418 "2010-04-02",419 "2010-05-31",420 "2010-07-05",421 "2010-09-06",422 "2010-11-25",423 "2010-12-24",424 "2011-01-17",425 "2011-02-21",426 "2011-04-22",427 "2011-05-30",428 "2011-07-04",429 "2011-09-05",430 "2011-11-24",431 "2011-12-26",432 "2012-01-02",433 "2012-01-16",434 "2012-02-20",435 "2012-04-06",436 "2012-05-28",437 "2012-07-04",438 "2012-09-03",439 "2012-10-29",440 "2012-10-30",441 "2012-11-22",442 "2012-12-25",443 "2013-01-01",444 "2013-01-21",445 "2013-02-18",446 "2013-03-29",447 "2013-05-27",448 "2013-07-04",449 "2013-09-02",450 "2013-11-28",451 "2013-12-25",452 "2014-01-01",453 "2014-01-20",454 "2014-02-17",455 "2014-04-18",456 "2014-05-26",457 "2014-07-04",458 "2014-09-01",459 "2014-11-27",460 "2014-12-25",461 "2015-01-01",462 "2015-01-19",463 "2015-02-16",464 "2015-04-03",465 "2015-05-25",466 "2015-07-03",467 "2015-09-07",468 "2015-11-26",469 "2015-12-25",470 "2016-01-01",471 "2016-01-18",472 "2016-02-15",473 "2016-03-25",474 "2016-05-30",475 "2016-07-04",476 "2016-09-05",477 "2016-11-24",478 "2016-12-26",479 "2017-01-02",480 "2017-01-16",481 "2017-02-20",482 "2017-04-14",483 "2017-05-29",484 "2017-07-04",485 "2017-09-04",486 "2017-11-23",487 "2017-12-25",488 "2018-01-01",489 "2018-01-15",490 "2018-02-19",491 "2018-03-30",492 "2018-05-28",493 "2018-07-04",494 "2018-09-03",495 "2018-11-22",496 "2018-12-05",497 "2018-12-25",498 "2019-01-01",499 "2019-01-21",500 "2019-02-18",501 "2019-04-19",502 "2019-05-27",503 "2019-07-04",504 "2019-09-02",505 "2019-11-28",506 "2019-12-25",507 "2020-01-01",508 "2020-01-20",509 "2020-02-17",510 "2020-04-10",511 "2020-05-25",512 "2020-07-03",513 "2020-09-07",514 "2020-11-26",515 "2020-12-25",516 "2021-01-01",517 "2021-01-18",518 "2021-02-15",519 "2021-04-02",520 "2021-05-31",521 "2021-07-05",522 "2021-09-06",523 "2021-11-25",524 "2021-12-24",525 "2022-01-17",526 "2022-02-21",527 "2022-04-15",528 "2022-05-30",529 "2022-06-20",530 "2022-07-04",531 "2022-09-05",532 "2022-11-24",533 "2022-12-26",534 "2023-01-02",535 "2023-01-16",536 "2023-02-20",537 "2023-04-07",538 "2023-05-29",539 "2023-06-19",540 "2023-07-04",541 "2023-09-04",542 "2023-11-23",543 "2023-12-25",544 "2024-01-01",545 "2024-01-15",546 "2024-02-19",547 "2024-03-29",548 "2024-05-27",549 "2024-06-19",550 "2024-07-04",551 "2024-09-02",552 "2024-11-28",553 "2024-12-25",554 "2025-01-01",555 "2025-01-09",556 "2025-01-20",557 "2025-02-17",558 "2025-04-18",559 "2025-05-26",560 "2025-06-19",561 "2025-07-04",562 "2025-09-01",563 "2025-11-27",564 "2025-12-25",565 "2026-01-01",566 "2026-01-19",567 "2026-02-16",568 "2026-04-03",569 "2026-05-25",570 "2026-06-19",571 "2026-07-03",572 "2026-09-07",573 "2026-11-26",574 "2026-12-25"575 ],576 "exchange_calendars_version": "4.13.2"577 },578 "ols": {579 "params": [580 0.48509298369994414,581 1.586399015329462,582 -0.7191987914380686583 ],584 "bse": [585 0.07303469773518995,586 0.06558049890471142,587 0.03274758391439592588 ],589 "pvalues": [590 8.139232194716345e-11,591 5.1208101493492376e-86,592 3.204325387846493e-75593 ],594 "rsquared": 0.7093448992540408,595 "ssr": 1023.517718906137,596 "hc0_bse": [597 0.0746188155692467,598 0.08841664375675018,599 0.033698887214658906600 ],601 "hc3_bse": [602 0.07536192610204652,603 0.0896538890523896,604 0.03405918663001956605 ],606 "hac5_bse": [607 0.07283623587730476,608 0.08526994367059415,609 0.028496784696237225610 ],611 "cluster_bse": [612 0.07832605149877382,613 0.09583865529692047,614 0.027592182084934833615 ],616 "statsmodels_version": "0.15.0",617 "t_pvalues": {618 "1.96_inf": 0.04999579029644087,619 "2.0_10": 0.07338803477074037,620 "-3.0_30": 0.005389964065651945621 }622 },623 "garch": {624 "arch_version": "8.0.0",625 "garch.normal": {626 "params": {627 "mu": -0.018552301817037327,628 "omega": 0.04456678062435632,629 "alpha[1]": 0.043882339819977544,630 "beta[1]": 0.8984499845956962631 },632 "std_err": {633 "mu": 0.015770918764014756,634 "omega": 0.02095439747853077,635 "alpha[1]": 0.01355864171915268,636 "beta[1]": 0.038186553946244095637 },638 "loglik": -3839.897060269192,639 "converged": true,640 "forecast_h5": [641 0.9445405390091833,642 0.9346378622537134,643 0.9253062498487944,644 0.9165127698407209,645 0.9082263893850102646 ]647 },648 "garch.t": {649 "params": {650 "mu": -0.018864984951552585,651 "omega": 0.044185430526973386,652 "alpha[1]": 0.04369042961874116,653 "beta[1]": 0.8991938477390383,654 "nu": 180.62373641942352655 },656 "std_err": {657 "mu": 0.015788381000022268,658 "omega": 0.02093333693124186,659 "alpha[1]": 0.013545469606394668,660 "beta[1]": 0.03814754874268342,661 "nu": 59.51387152641135662 },663 "loglik": -3840.2469899434755,664 "converged": true,665 "forecast_h5": [666 0.9445249900209312,667 0.9347631931892229,668 0.9255589484378443,669 0.9168804107768165,670 0.908697554065776671 ]672 },673 "gjr.normal": {674 "params": {675 "mu": -0.01949563772235262,676 "omega": 0.04686734081285113,677 "alpha[1]": 0.04043614960832323,678 "gamma[1]": 0.010269607655730819,679 "beta[1]": 0.8939520272344033680 },681 "std_err": {682 "mu": 0.015767773268107837,683 "omega": 0.022100089628801174,684 "alpha[1]": 0.011900105648605762,685 "gamma[1]": 0.017622959818983232,686 "beta[1]": 0.04002129323510432687 },688 "loglik": -3839.684717833968,689 "converged": true,690 "forecast_h5": [691 0.9742373840134511,692 0.9621857517218887,693 0.9508629662293742,694 0.9402249490539532,695 0.9302302874488766696 ]697 },698 "gjr.t": {699 "params": {700 "mu": -0.019744786744584894,701 "omega": 0.04650474645245339,702 "alpha[1]": 0.04034412904679538,703 "gamma[1]": 0.010147079314090299,704 "beta[1]": 0.8946278675173491,705 "nu": 209.03534917192758706 },707 "std_err": {708 "mu": 0.015783359776270562,709 "omega": 0.022079942658866127,710 "alpha[1]": 0.011899729523140161,711 "gamma[1]": 0.017588144140335254,712 "beta[1]": 0.04001172144460027,713 "nu": 70.39356746327314714 },715 "loglik": -3839.987469365162,716 "converged": true,717 "forecast_h5": [718 0.97413907276844,719 0.9622398334670741,720 0.9510540066773973,721 0.9405388201348182,722 0.9306540659629335723 ]724 },725 "egarch.normal": {726 "params": {727 "mu": -0.023542748033361573,728 "omega": -0.012526850360310232,729 "alpha[1]": 0.08835394413713242,730 "gamma[1]": -0.0012546159582673168,731 "beta[1]": 0.9538458920802841732 },733 "std_err": {734 "mu": 0.015734161581353993,735 "omega": 0.009023090596269955,736 "alpha[1]": 0.035471025830432386,737 "gamma[1]": 0.01095682773870517,738 "beta[1]": 0.03225083625319582739 },740 "loglik": -3839.447707494319,741 "converged": true,742 "forecast_h5": [743 0.9428008577891447,744 0.9350967040941869,745 0.9279209834507949,746 0.9203740696879242,747 0.9136275610313748748 ]749 },750 "egarch.t": {751 "params": {752 "mu": -0.02372540097236844,753 "omega": -0.01238149906774485,754 "alpha[1]": 0.08796800334206091,755 "gamma[1]": -0.0011872571668195672,756 "beta[1]": 0.9542524612943474,757 "nu": 252.6444270491323758 },759 "std_err": {760 "mu": 0.015748028698851963,761 "omega": 0.008998194296555295,762 "alpha[1]": 0.035560241031303175,763 "gamma[1]": 0.010916375813692057,764 "beta[1]": 0.03223986965517421,765 "nu": 93.40607023002937766 },767 "loglik": -3839.692851041078,768 "converged": true,769 "forecast_h5": [770 0.9422973309992873,771 0.9347854822088925,772 0.9267087660109804,773 0.9193443167679186,774 0.9129057243623206775 ]776 }777 },778 "har": {779 "h1": {780 "params": [781 3.572237054621749e-05,782 0.705187263376507,783 -0.0026533461235812503,784 -0.005382072104623131785 ],786 "hac_bse": [787 5.025808125371488e-06,788 0.03771149347978252,789 0.04088782859024564,790 0.05679993577399188791 ],792 "hac_lags": 7,793 "n": 1478,794 "ssr": 4.9066292970164625e-06,795 "rsquared": 0.4939090998347373796 },797 "h5": {798 "params": [799 7.303627566100124e-05,800 0.40237517399511974,801 -0.012151755617208201,802 -0.010149362030271447803 ],804 "hac_bse": [805 8.862600633978347e-06,806 0.042107670404322194,807 0.058769867344117446,808 0.09751138359952202809 ],810 "hac_lags": 7,811 "n": 1474,812 "ssr": 4.553106285292198e-06,813 "rsquared": 0.2470427244436465814 },815 "h22": {816 "params": [817 0.0001079682069563529,818 0.10933613277708529,819 -0.0015594242826553265,820 -0.02513758766905899821 ],822 "hac_bse": [823 1.0735092262683719e-05,824 0.019568145492281423,825 0.03970034224388717,826 0.0982148382834958827 ],828 "hac_lags": 21,829 "n": 1457,830 "ssr": 2.1253086279812884e-06,831 "rsquared": 0.047604184294901764832 },833 "log_h1": {834 "params": [835 -2.773144648710696,836 0.6956416417576977,837 0.01608375548941232,838 -0.0123652588421852839 ],840 "hac_bse": [841 0.3583623660089911,842 0.027231971275931997,843 0.03648579501915967,844 0.04777402944192476845 ],846 "hac_lags": 7,847 "n": 1478,848 "ssr": 253.84378776319585,849 "rsquared": 0.4939008420788008850 },851 "harq_h1": {852 "params": [853 3.048016504762969e-05,854 0.7593401271334446,855 -0.009638437619492339,856 -0.0027765923868793563,857 -153.55046863809284858 ],859 "hac_bse": [860 6.591629821411091e-06,861 0.04571371552002667,862 0.04075106926582767,863 0.057820223931294774,864 126.5397411975311865 ],866 "hac_lags": 7,867 "n": 1478,868 "ssr": 4.894744455085396e-06,869 "rsquared": 0.4951349536718862870 }871 }872}