1# Study-level settings (frozen with the protocol).2title: "Four Decades of Conditional Volatility Modeling: A Comprehensive Empirical Benchmark Across Assets, Frequencies, and Market Regimes"3wp_number: 464data_source: {name: "FinData OS (FirstRate Data)", base_url: "https://findata.spboucher.ai/api/v1", license: "frd-private"}5sample: {start: "2000-01-03", end: "2026-10-30"}6universe_file: configs/instruments.yaml7tier_c_baskets:8 equity_etf: [SPY, QQQ, IWM, DIA]9 cross_asset_etf: [SPY, TLT, GLD, USO, EEM]10tier_c_models: [rolling_cov252, ewma_cov094, ccc_garch11, dcc11, adcc11, scalar_bekk11]11tier_c_horizons: [1]12