spb/wp7_uqo Public

1ticker,model,target,avg_mse,avg_mae,avg_r2_oos,avg_qlike,n_windows2AAPL,HAR-RV,1-Day RV,1.820838610866292e-07,0.0002213306899747562,0.04338132821959285,0.33746037308231047,143AAPL,GARCH_proxy,1-Day RV,1.9137838933094953e-07,0.0002237248992393853,0.02763412805204393,0.34348011473497203,144AAPL,IV_only,1-Day RV,1.4344480026757476e-07,0.00019447717422126342,0.07047285600090712,46525.12085572757,95AAPL,IV_surface,1-Day RV,1.4562314942334666e-07,0.00019506572232304533,0.04510826248754876,112302.47643624288,96AAPL,HAR-RV + IV_surface,1-Day RV,1.3791191066669795e-07,0.00018664036117828678,0.08870983785580074,75479.50388494255,97ADBE,HAR-RV,1-Day RV,3.9028645490386254e-07,0.000334052612645611,0.04297533011030395,0.3859645232556237,148ADBE,GARCH_proxy,1-Day RV,4.095169965517809e-07,0.0003467466647712206,0.0003063919590393808,0.3975730445386746,149ADBE,IV_only,1-Day RV,5.220835762137961e-07,0.000403203880838532,0.028505511561893793,2333.592189925587,410ADBE,IV_surface,1-Day RV,5.404288134156765e-07,0.0004191907134674548,0.039472754572796226,18463.52975178049,411ADBE,HAR-RV + IV_surface,1-Day RV,5.108315464974183e-07,0.00040127452958342455,0.08305954111361447,35872.76489000161,412AMD,HAR-RV,1-Day RV,1.537918008011768e-06,0.0007511295334867978,0.09790104489005873,0.2173401455787804,1413AMD,GARCH_proxy,1-Day RV,1.5680982014621238e-06,0.0007770919062253606,0.039471047929052615,0.2276877958577572,1414AMD,IV_only,1-Day RV,5.97106154084616e-07,0.0005187733605628209,0.0012089614386141811,371998.3655094763,415AMD,IV_surface,1-Day RV,5.444511745390544e-07,0.0004932022907278475,0.06398588042853234,381099.4560284309,416AMD,HAR-RV + IV_surface,1-Day RV,5.605817678315924e-07,0.0004783512844438938,0.021442286281761896,127581.56418480266,417AMZN,HAR-RV,1-Day RV,4.796715775967195e-07,0.00035128233272762276,0.00788533594746353,0.39868187078305145,1418AMZN,GARCH_proxy,1-Day RV,4.660988063784013e-07,0.0003532807493839547,0.022766244658606622,0.4040887063664475,1419AMZN,IV_only,1-Day RV,3.686278694496987e-07,0.00031245781509513964,0.06898791917236634,136012.98734901246,720AMZN,IV_surface,1-Day RV,3.902587261414626e-07,0.000329310270769632,0.040807476678130415,98352.72704039492,721AMZN,HAR-RV + IV_surface,1-Day RV,3.6014294875435706e-07,0.00030286428751663715,0.08610633953868663,92349.83791990338,722BA,HAR-RV,1-Day RV,3.384517867326112e-07,0.0002901759270822965,0.01467367346769259,0.31036640460980774,1423BA,GARCH_proxy,1-Day RV,3.4954814756927497e-07,0.00030932878556593553,-0.15321643075040198,0.34532710754466883,1424BA,IV_only,1-Day RV,3.4395435672539084e-07,0.00035621115783414137,0.15414706515376023,20355.41840541059,625BA,IV_surface,1-Day RV,3.4080529528835355e-07,0.00035464198835656423,0.16522082458083268,22367.476682657103,626BA,HAR-RV + IV_surface,1-Day RV,3.686817787917612e-07,0.00034957870668559976,0.14745373094808237,20843.206961514985,627BAC,HAR-RV,1-Day RV,2.0846021436081818e-07,0.00023371678657195963,0.004388351949147551,0.2532056965493739,1428BAC,GARCH_proxy,1-Day RV,1.8617550787046166e-07,0.00023279783702724615,-0.010313707334885134,0.2400406656318022,1429BAC,IV_only,1-Day RV,1.4814183722110132e-07,0.00020570640716168235,0.23674814898245528,1445.954476192857,730BAC,IV_surface,1-Day RV,1.5111016973840405e-07,0.00021076247167838065,0.20501768661222539,51139.406563612094,731BAC,HAR-RV + IV_surface,1-Day RV,1.4564657205458012e-07,0.00020224668564180866,0.24030697046164623,48691.534655435724,732CAT,HAR-RV,1-Day RV,3.4258450661293393e-07,0.0002790976396535241,-0.2891866415394476,0.34667251791477527,1433CAT,GARCH_proxy,1-Day RV,2.3986792912866716e-07,0.0002578212885043373,-0.07614973791632386,0.3463060961819076,1434CAT,IV_only,1-Day RV,2.4509124426627957e-07,0.0002620387202975887,0.04128611921264582,48289.298974305064,635CAT,IV_surface,1-Day RV,2.592694161547027e-07,0.00026847651558851196,-0.030155904050576183,54289.71372397832,636CAT,HAR-RV + IV_surface,1-Day RV,2.583942585763219e-07,0.00026938442536584574,-0.019472410437262982,90574.71605127689,637COST,HAR-RV,1-Day RV,6.998817892011683e-08,0.00014732789197019865,0.0797201322519849,0.32695946109966073,1438COST,GARCH_proxy,1-Day RV,7.786116278835056e-08,0.00015947837723085805,-0.00861505679100397,0.35414622936865164,1439COST,IV_only,1-Day RV,4.510466852819232e-08,0.00012323805230780619,0.31212228121960234,0.2321026098604381,340COST,IV_surface,1-Day RV,4.485815224384762e-08,0.00012387261869348845,0.3042277491851632,0.20859174860007987,341COST,HAR-RV + IV_surface,1-Day RV,3.9710591638082025e-08,0.00012045012387607006,0.3477034913760472,0.20649163645340665,342CRM,HAR-RV,1-Day RV,3.838703764836172e-07,0.0003531707196871963,0.04513557400707272,0.3022120872619042,1443CRM,GARCH_proxy,1-Day RV,4.055993548224333e-07,0.00036728169920096905,-0.01709858417110776,0.3230349300662949,1444CRM,IV_only,1-Day RV,4.4688714732828427e-07,0.000405906485538477,0.10589306570306234,97966.83912509364,645CRM,IV_surface,1-Day RV,4.44534646897287e-07,0.00041311775124601473,0.08696366696059803,174687.05595359695,646CRM,HAR-RV + IV_surface,1-Day RV,4.2135441241828484e-07,0.000383449636199654,0.1366381150235204,121641.09622909594,647CSCO,HAR-RV,1-Day RV,2.052280835930492e-07,0.0002428631960561622,-0.0021950473689538253,0.33928957783839164,1448CSCO,GARCH_proxy,1-Day RV,2.1177658780376247e-07,0.00025235855811181626,-0.017315024546385425,0.344315801765943,1449CSCO,IV_only,1-Day RV,1.5998267568921744e-07,0.00020979644562862574,0.10666762706818021,69858.62214758746,650CSCO,IV_surface,1-Day RV,1.5334419541645594e-07,0.00021010502776290461,0.1287147081529725,56657.218984423525,651CSCO,HAR-RV + IV_surface,1-Day RV,1.539315891890509e-07,0.00021017842436628397,0.12890216042583302,59174.73893019191,652CVX,HAR-RV,1-Day RV,1.3937369218609524e-07,0.00019303580815779788,-0.02308204207193158,0.2901158317426339,1453CVX,GARCH_proxy,1-Day RV,1.3230240118497777e-07,0.00020241240612375858,-0.13650831460345128,0.3225449284142211,1454CVX,IV_only,1-Day RV,1.0082066915965043e-07,0.0001881662267479361,0.22398365492754885,46464.02544854707,555CVX,IV_surface,1-Day RV,1.0522068244717341e-07,0.0002019782374504487,0.10596772615917709,42462.20234316886,556CVX,HAR-RV + IV_surface,1-Day RV,9.79433795604125e-08,0.00019123702336238665,0.12916088222655692,27217.47642852749,557DIA,HAR-RV,1-Day RV,1.4419335675398693e-08,5.5832203535299526e-05,-0.03475768312743005,0.30215798649277126,1458DIA,GARCH_proxy,1-Day RV,1.1895141805131128e-08,5.5544951060356177e-05,-0.1511504404954589,0.30768127691808467,1459DIA,IV_only,1-Day RV,1.6824214111509705e-08,5.919635243235803e-05,0.09868923641381189,11228.33869215635,860DIA,IV_surface,1-Day RV,1.5070769254984617e-08,5.9881801369573623e-05,0.06951369726234882,27767.172607879,861DIA,HAR-RV + IV_surface,1-Day RV,1.494099415712185e-08,5.8858451931486284e-05,0.13908803796155408,23056.934642731954,862DIS,HAR-RV,1-Day RV,1.9045826313567175e-07,0.0002131938639409255,-0.029512999803938338,0.34504597239300205,1463DIS,GARCH_proxy,1-Day RV,1.8088588093637024e-07,0.00021107655376056183,-0.0218924364708776,0.3347856552499839,1464DIS,IV_only,1-Day RV,1.286840974850831e-07,0.00018030120262423587,0.102230322372163,22449.445169433293,665DIS,IV_surface,1-Day RV,1.25134578384368e-07,0.00018283779020702835,0.09362512457225748,95104.38265009275,666DIS,HAR-RV + IV_surface,1-Day RV,1.1835691693820848e-07,0.00017835075925694778,0.09431922170404938,89583.37110292843,667GLD,HAR-RV,1-Day RV,7.134594849651761e-09,5.168676549624091e-05,0.000686774420593458,0.2201198582275407,1468GLD,GARCH_proxy,1-Day RV,8.119871075799431e-09,5.52922338318641e-05,-0.09810176207811518,0.2448307367330045,1469GLD,IV_only,1-Day RV,7.696978059077632e-09,5.164309019953696e-05,0.12125523054534046,1104.5276360574362,1070GLD,IV_surface,1-Day RV,7.85176123743336e-09,5.224770860149686e-05,0.11096515169546536,2579.326429249388,1071GLD,HAR-RV + IV_surface,1-Day RV,7.878858594214198e-09,5.191581780534791e-05,0.11624547770651275,3490.105173795991,1072GOOG,HAR-RV,1-Day RV,2.1387164631728468e-07,0.00023323210854955372,0.034862145834651914,0.35759248872138766,1473GOOG,GARCH_proxy,1-Day RV,2.1714088328576996e-07,0.0002425054829560453,0.0245782100298913,0.36778350406702404,1474GOOG,IV_only,1-Day RV,2.11819831872378e-07,0.0002453813873403458,0.1556383467078785,32163.64706030875,775GOOG,IV_surface,1-Day RV,2.0850345573360733e-07,0.0002458348894563184,0.191198528157507,8306.414184498022,776GOOG,HAR-RV + IV_surface,1-Day RV,1.9666424408077696e-07,0.00023414437947998556,0.22030810167260378,21263.184521685198,777GS,HAR-RV,1-Day RV,1.1845103959899045e-07,0.00018628111731273014,0.03968745651275117,0.24192609458638561,1478GS,GARCH_proxy,1-Day RV,1.1659658711683101e-07,0.00019653770044855714,-0.039233529823255696,0.25168283664212565,1479GS,IV_only,1-Day RV,9.455563377608979e-08,0.00019987846778391963,0.2656614876698861,7323.788869415973,580GS,IV_surface,1-Day RV,1.0891315675261387e-07,0.00020472998833252987,0.25341970146262377,3836.3979230199047,581GS,HAR-RV + IV_surface,1-Day RV,1.0432199724791937e-07,0.0001993932456823386,0.26925952259900543,3836.4266898850183,582HD,HAR-RV,1-Day RV,1.0541747078309012e-07,0.00016532584593530902,0.006535539095566478,0.3095642524273844,1483HD,GARCH_proxy,1-Day RV,1.0960182610467351e-07,0.00017457610300387313,-0.05076255793150286,0.33006740893353903,1484HD,IV_only,1-Day RV,1.2864396503993657e-07,0.00022398362234533217,0.11147415959739704,20725.581259495597,685HD,IV_surface,1-Day RV,1.552690419670832e-07,0.0002457921979440682,-0.06712404382397859,26276.514241169993,686HD,HAR-RV + IV_surface,1-Day RV,1.4257224613374103e-07,0.00023037685423607588,0.024031535188821673,17917.93462989779,687HON,HAR-RV,1-Day RV,1.4959769502559884e-07,0.0001930132162859047,-0.08430083159973514,0.4662911793044847,1488HON,GARCH_proxy,1-Day RV,1.4434201620739063e-07,0.00019772785646555933,-0.10417532849099498,0.48187053022099385,1489HON,IV_only,1-Day RV,1.1102679576255229e-07,0.000174521128976988,0.07050071244326844,0.3835767625137789,290HON,IV_surface,1-Day RV,1.1064998773134223e-07,0.00017924574159836534,0.07962854617490467,0.37619594896231423,291HON,HAR-RV + IV_surface,1-Day RV,1.1611699159744365e-07,0.0001844524927592492,0.03642371506259323,0.3838840729161014,292INTC,HAR-RV,1-Day RV,4.96142341347655e-07,0.0003428204810161347,-0.01929878733309425,24288.069411020457,1493INTC,GARCH_proxy,1-Day RV,5.228069849140048e-07,0.0003511977949719122,-0.07467441008434947,0.3451375347589706,1494INTC,IV_only,1-Day RV,6.917060674270706e-07,0.0005046638881867871,-0.03828594957366046,49574.41833741307,795INTC,IV_surface,1-Day RV,7.226287307437893e-07,0.0005259059280322088,-0.049233633272710735,68096.01441053815,796INTC,HAR-RV + IV_surface,1-Day RV,7.12409809482567e-07,0.0004984979253778045,-0.006382266876380359,43525.3058303453,797IWM,HAR-RV,1-Day RV,8.41577619057804e-08,0.00013560883210903606,-0.07756461051963215,0.31436063036039824,1498IWM,GARCH_proxy,1-Day RV,7.458033545060633e-08,0.00013736377144206707,-0.09170006410140322,0.33349367180177675,1499IWM,IV_only,1-Day RV,6.150878427214598e-08,0.00011133901441857537,0.20755105955581432,16100.244079225778,10100IWM,IV_surface,1-Day RV,6.12334874587727e-08,0.00011086772132235265,0.1995292923091257,29036.370450237144,10101IWM,HAR-RV + IV_surface,1-Day RV,6.392424010791899e-08,0.00011410537308474675,0.157637891717531,57909.18493960261,10102JPM,HAR-RV,1-Day RV,1.460673169064423e-07,0.0001982372347017853,-0.04500701553868074,0.30086458048836323,14103JPM,GARCH_proxy,1-Day RV,1.5170846138695377e-07,0.00020922176662487114,-0.06767370821679837,0.30820021355760335,14104JPM,IV_only,1-Day RV,1.5641615956550163e-07,0.00019788436195122805,0.1885703586483857,13750.47896765612,7105JPM,IV_surface,1-Day RV,1.5100933319797642e-07,0.00019784264354374474,0.187795346201391,1536.224456824251,7106JPM,HAR-RV + IV_surface,1-Day RV,1.573718573270098e-07,0.0002031884262835932,0.16038360254355538,57035.28471244515,7107KO,HAR-RV,1-Day RV,4.3845917779846e-08,0.0001074739924491253,-0.04620914940595717,0.31272105981876974,14108KO,GARCH_proxy,1-Day RV,4.096270052052129e-08,0.00010938957956782583,-0.06736823781538205,0.3065750297220548,14109KO,IV_only,1-Day RV,4.308199321780887e-08,0.00011626055870540014,0.14472318167997994,2523.542009681356,5110KO,IV_surface,1-Day RV,4.511419429753283e-08,0.00012072268119266152,0.10727665963621043,0.4043496845207423,5111KO,HAR-RV + IV_surface,1-Day RV,4.5152130448512106e-08,0.00011837028250882497,0.12197868982224017,12522.611784881363,5112LLY,HAR-RV,1-Day RV,2.7756775102793796e-07,0.00026960198087381003,-0.029042903922437628,0.4608932236384467,14113LLY,GARCH_proxy,1-Day RV,2.980575709781624e-07,0.00027307637407766774,-0.04941753714817426,0.4853493459780906,14114LLY,IV_only,1-Day RV,0.006660775267994809,0.006486080766264768,-18453.04046899215,19769.86676987401,5115LLY,IV_surface,1-Day RV,0.006353499081859523,0.006516398202450474,-17220.042149447363,20868.174152399522,5116LLY,HAR-RV + IV_surface,1-Day RV,0.005967066961633335,0.006321314446129975,-16172.624273099296,20868.175494898875,5117LMT,HAR-RV,1-Day RV,1.0822208956442964e-07,0.0001679423088867463,-0.06176692860417567,0.4000032994159706,14118LMT,GARCH_proxy,1-Day RV,9.299039095248325e-08,0.0001613717053805515,-0.0551518436538331,0.4006699673308169,14119LMT,IV_only,1-Day RV,8.865045191673294e-08,0.00016738322240700008,0.1743824435412647,13551.90709892795,2120LMT,IV_surface,1-Day RV,9.932604653694495e-08,0.00016788888775978017,0.18805604687553568,61221.93953261501,2121LMT,HAR-RV + IV_surface,1-Day RV,9.81250704303821e-08,0.00016548785448269697,0.19669105396119296,47421.975446375305,2122LOW,HAR-RV,1-Day RV,3.166465944934105e-07,0.0002753711693798239,-0.0336938504825028,0.4311620983034447,14123LOW,GARCH_proxy,1-Day RV,3.211452725436486e-07,0.0002902811073241536,-0.0998875487630028,0.4526516313815344,14124LOW,IV_only,1-Day RV,4.0205787467473475e-07,0.00027509892140567576,0.042754408069376214,810155.5425076933,3125LOW,IV_surface,1-Day RV,4.012372415714857e-07,0.0002798624440896168,0.06359189598884325,810155.6580800116,3126LOW,HAR-RV + IV_surface,1-Day RV,4.0101699611478634e-07,0.00028150105253643844,0.09765927477920693,829520.3292195671,3127MA,HAR-RV,1-Day RV,1.355927299879869e-07,0.00019495247614699122,-0.02263261797409722,0.34187497981366743,14128MA,GARCH_proxy,1-Day RV,1.302504995533665e-07,0.00020137619357697998,-0.030547539280745162,0.3602755882730887,14129MA,IV_only,1-Day RV,1.4825744293019791e-07,0.00019747428416346102,0.04211184720623015,70724.25344315225,4130MA,IV_surface,1-Day RV,1.413800044006711e-07,0.00019447506614756325,0.052380627226578075,96888.40003585926,4131MA,HAR-RV + IV_surface,1-Day RV,1.2431898112384522e-07,0.00019088668037231193,0.00028863533629469584,50990.19715462989,4132MCD,HAR-RV,1-Day RV,5.340997638848089e-08,0.00011754359397211929,-0.049282321368911676,0.35375008148376547,14133MCD,GARCH_proxy,1-Day RV,5.307431393440568e-08,0.00012109642633912197,-0.0596448565383677,0.34660915580872403,14134MCD,IV_only,1-Day RV,5.0822838506836225e-08,0.00012674465063460626,0.058619845086397594,1384.3277597398358,5135MCD,IV_surface,1-Day RV,5.1636957045732735e-08,0.00013231112183047694,-0.11935337485930728,25109.039605593673,5136MCD,HAR-RV + IV_surface,1-Day RV,4.9894076565082216e-08,0.00012644366668331195,-0.12309377835085308,24526.515224463998,5137MRK,HAR-RV,1-Day RV,1.2501923376179956e-07,0.00018677032956567683,-0.07627670568131695,0.34902735005394836,14138MRK,GARCH_proxy,1-Day RV,1.19863457331909e-07,0.00018644946266969923,-0.07744830124133258,0.3427042307632349,14139MRK,IV_only,1-Day RV,1.2065352123390365e-07,0.00021914242687884737,-0.03755351116311915,38115.06750770544,6140MRK,IV_surface,1-Day RV,1.2794236863105162e-07,0.00022363223162061245,-0.12215308524081282,24181.47275702038,6141MRK,HAR-RV + IV_surface,1-Day RV,1.180977495978499e-07,0.00020817162029206773,-0.06387755529108224,42287.67618753774,6142MSFT,HAR-RV,1-Day RV,1.4132786532247266e-07,0.00020846035696246124,0.009199262134636923,0.31169019152433997,14143MSFT,GARCH_proxy,1-Day RV,1.4666868621876002e-07,0.00021430043958874296,-0.015575421506940856,0.3114778881892067,14144MSFT,IV_only,1-Day RV,1.63741692958953e-07,0.0002236807334001212,0.18062824281127898,10299.793857013183,8145MSFT,IV_surface,1-Day RV,1.6678840726668384e-07,0.00022911027066434985,0.172572142684595,41076.21897728862,8146MSFT,HAR-RV + IV_surface,1-Day RV,1.6512158842417078e-07,0.00022588504446784634,0.163555187590203,50039.258601985006,8147NVDA,HAR-RV,1-Day RV,9.495097896936875e-07,0.0005470776715678033,0.0800086050613741,0.3133222178113166,14148NVDA,GARCH_proxy,1-Day RV,1.0030811271843449e-06,0.0005822609393084007,0.019302504949521664,0.33426486484752826,14149NVDA,IV_only,1-Day RV,9.193281144615079e-07,0.0005896936126841679,-0.010643445258591048,19059.13695614064,6150NVDA,IV_surface,1-Day RV,9.238859327136376e-07,0.0005912063723040804,-0.002856724325426182,128997.15241599099,6151NVDA,HAR-RV + IV_surface,1-Day RV,8.210873899816422e-07,0.0005507260377725242,0.10674159885100125,112984.82611891835,6152AAPL,HAR-RV,5-Day RV,7.352626368473692e-07,0.0003564313290833214,0.7900387662546071,0.056281736345006265,14153AAPL,GARCH_proxy,5-Day RV,2.191506499281e-06,0.0007760029263791714,0.322303143580919,0.14739545264478385,14154AAPL,IV_only,5-Day RV,2.9726517914625516e-06,0.0008846392944043785,0.0137214386695811,220369.5076441046,9155AAPL,IV_surface,5-Day RV,2.9889926076159586e-06,0.0009046715521333458,-0.1674841028863448,423047.901216318,9156AAPL,HAR-RV + IV_surface,5-Day RV,6.786810950421798e-07,0.00034382204588564763,0.7859917819890364,31041.99526706563,9157ADBE,HAR-RV,5-Day RV,9.965221246099087e-07,0.00047723556380063016,0.7933280357994195,0.05320466224355665,14158ADBE,GARCH_proxy,5-Day RV,2.9209793039692353e-06,0.0010816235164020026,0.37633952240827323,0.16006698061908683,14159ADBE,IV_only,5-Day RV,6.854816193939477e-06,0.0018253716335380513,0.03171648469602892,0.2558906189454764,4160ADBE,IV_surface,5-Day RV,7.470956202697633e-06,0.0018434461269157404,-0.010984175192181922,0.2578633009352733,4161ADBE,HAR-RV + IV_surface,5-Day RV,1.257247346225968e-06,0.0006112927003489501,0.8223537611944223,0.05171866751265464,4162AMD,HAR-RV,5-Day RV,5.7161088671772834e-06,0.0011404404383289991,0.8268119063620464,0.027221439771585598,14163AMD,GARCH_proxy,5-Day RV,1.8785020174153964e-05,0.0025593090639989915,0.33356336843617024,0.0973504444963841,14164AMD,IV_only,5-Day RV,1.3003657762364741e-05,0.0022546813063475317,-0.08468411839081405,2276481.478737907,4165AMD,IV_surface,5-Day RV,1.2446787280973787e-05,0.002075549668453191,0.06864013003123254,2592651.9743583687,4166AMD,HAR-RV + IV_surface,5-Day RV,2.7552424490037833e-06,0.0007817700650705274,0.8308996021169284,0.05438953050333879,4167AMZN,HAR-RV,5-Day RV,2.1386474733261842e-06,0.0005787548528873836,0.778148504428241,0.06933803651177627,14168AMZN,GARCH_proxy,5-Day RV,5.5181380247156145e-06,0.001282769332299068,0.32010970751890694,0.19942835583075888,14169AMZN,IV_only,5-Day RV,7.482631284389636e-06,0.0016177730974560995,0.09109592397463431,206334.25539451273,7170AMZN,IV_surface,5-Day RV,8.021909155933475e-06,0.0017384434365917687,-0.050896668553036,52930.83085214325,7171AMZN,HAR-RV + IV_surface,5-Day RV,1.4922328079300115e-06,0.0005337621739155679,0.7310547954003166,275489.67197767727,7172BA,HAR-RV,5-Day RV,8.694156161868649e-07,0.0004127408864338957,0.7887075035902813,0.03930286554838724,14173BA,GARCH_proxy,5-Day RV,3.2173123351111613e-06,0.0009482941795367185,-0.011150520157321955,0.1339894265320223,14174BA,IV_only,5-Day RV,7.210471024778659e-06,0.0016984550695910872,0.21117198470772328,44543.12970590831,6175BA,IV_surface,5-Day RV,1.0392407805679308e-05,0.001916164002516549,0.1276194777712747,97327.83336713957,6176BA,HAR-RV + IV_surface,5-Day RV,9.148023855715508e-07,0.0005305190243399624,0.8532167482801558,0.052190225398156015,6177BAC,HAR-RV,5-Day RV,5.517674093489787e-07,0.0003152468299329301,0.7869746442462217,0.026897097734646602,14178BAC,GARCH_proxy,5-Day RV,1.97755836764179e-06,0.0007418424564124993,0.23065198577754506,0.09543233262514576,14179BAC,IV_only,5-Day RV,2.2091165087761146e-06,0.0008785232484337065,0.3225218173817336,9888.739001296519,7180BAC,IV_surface,5-Day RV,2.081563800431387e-06,0.0009026940345946818,0.22727046666483744,287276.49898405955,7181BAC,HAR-RV + IV_surface,5-Day RV,3.250890568360123e-07,0.0003142988684858539,0.8636085728879078,12391.959849590741,7182CAT,HAR-RV,5-Day RV,8.93882045549218e-07,0.00038164775954198767,0.7388418692055926,0.04926763002929456,14183CAT,GARCH_proxy,5-Day RV,2.5955296731705623e-06,0.0008813255744195447,0.1706329843582363,0.16037047412412156,14184CAT,IV_only,5-Day RV,2.836450174054561e-05,0.0012485358159739213,-6.0525799763594526,80018.24010844145,6185CAT,IV_surface,5-Day RV,1.8708014990974077e-05,0.0012579027695625335,-3.332905186776738,89961.31752878259,6186CAT,HAR-RV + IV_surface,5-Day RV,1.8139216425046917e-06,0.0005583430317203295,0.6400231100902217,208744.91535686745,6187COST,HAR-RV,5-Day RV,1.9746021266783987e-07,0.0002108831742773476,0.8033880706616198,0.04180614007858926,14188COST,GARCH_proxy,5-Day RV,6.648199376640112e-07,0.000490356781612754,0.3313456023063182,0.1293341454053712,14189COST,IV_only,5-Day RV,8.832041978229892e-07,0.0005772068902119518,0.361345795062377,0.14327632273117377,3190COST,IV_surface,5-Day RV,8.458790324002409e-07,0.0005652837211161179,0.3766471653782368,0.13507928290945015,3191COST,HAR-RV + IV_surface,5-Day RV,1.0886598793646205e-07,0.00019348806088449568,0.8932107515547747,0.02481155390341813,3192CRM,HAR-RV,5-Day RV,9.891252507561125e-07,0.0005051645513362558,0.8083120888548716,0.03879243954076612,14193CRM,GARCH_proxy,5-Day RV,2.995034557354952e-06,0.0011056056652523566,0.38017466719452536,0.12003509239976859,14194CRM,IV_only,5-Day RV,3.895437520076425e-06,0.0013779045744771944,0.23615347521995259,576703.3106982671,6195CRM,IV_surface,5-Day RV,3.7639683924928893e-06,0.0013898230542158238,0.2513924043600679,707129.3033452727,6196CRM,HAR-RV + IV_surface,5-Day RV,9.785058599661425e-07,0.0005724579517323731,0.7687558917552336,68027.0651965925,6197CSCO,HAR-RV,5-Day RV,5.804121233101254e-07,0.0003508366559034911,0.7755298531474265,0.045188560897467644,14198CSCO,GARCH_proxy,5-Day RV,1.7305695126036043e-06,0.0007812532709563023,0.351583127443191,0.13080738354950677,14199CSCO,IV_only,5-Day RV,2.116819267385079e-06,0.0009236873650458906,0.0650998410647245,358221.0374903252,6200CSCO,IV_surface,5-Day RV,2.171230135098417e-06,0.0009596834958276169,0.09178672370043539,318516.8673852713,6201CSCO,HAR-RV + IV_surface,5-Day RV,3.605326863057771e-07,0.00032168762996141704,0.7944321610443755,0.05514701365710034,6202CVX,HAR-RV,5-Day RV,4.0306004012469235e-07,0.00026714463746531385,0.7905947293720968,0.03739111199575506,14203CVX,GARCH_proxy,5-Day RV,1.3581979225843827e-06,0.0006359512403075414,0.0037191735657860886,0.13864249530844358,14204CVX,IV_only,5-Day RV,1.3155735643838975e-06,0.0007020543937024201,0.3273903463582047,360740.44261346606,5205CVX,IV_surface,5-Day RV,1.3520563917793453e-06,0.0007281797946263774,0.2080571915760238,311531.6938047524,5206CVX,HAR-RV + IV_surface,5-Day RV,3.5682092536459835e-07,0.00027327212855682704,0.7518014856953363,21952.441541708344,5207DIA,HAR-RV,5-Day RV,5.4815925654618645e-08,8.073726599411082e-05,0.8253637793694955,0.03556646442806364,14208DIA,GARCH_proxy,5-Day RV,1.7955217703915119e-07,0.0001838146020174865,0.19065604269167144,0.13522876463901592,14209DIA,IV_only,5-Day RV,6.44308742566095e-07,0.00030123026615214843,0.10016009776823895,681397.1885474472,8210DIA,IV_surface,5-Day RV,6.234930817434078e-07,0.0003056132244935965,-0.09642398784726552,155499.96386893681,8211DIA,HAR-RV + IV_surface,5-Day RV,8.460087428824393e-08,0.00010516298050953806,0.8377034823827366,16701.80736298935,8212DIS,HAR-RV,5-Day RV,4.701631287787773e-07,0.0002969416283096307,0.7794168081504058,0.039056759751171524,14213DIS,GARCH_proxy,5-Day RV,1.4122229635310422e-06,0.0006534035136326283,0.2678663139999959,0.1326544239534634,14214DIS,IV_only,5-Day RV,1.7791424684309163e-06,0.0007653358590641004,0.2649568632168746,137094.87604065597,6215DIS,IV_surface,5-Day RV,1.8523661460842512e-06,0.0008035534714930956,0.21353408453403447,242658.3891827373,6216DIS,HAR-RV + IV_surface,5-Day RV,4.202330092865012e-07,0.00032116233882361554,0.8030797357746272,1718.083916099992,6217GLD,HAR-RV,5-Day RV,2.1450574493092668e-08,7.33993531309103e-05,0.8021986493717597,0.024313730407334234,14218GLD,GARCH_proxy,5-Day RV,8.094211561580827e-08,0.00016953156392039576,0.18932763493331053,0.08851947449441935,14219GLD,IV_only,5-Day RV,1.1721792500449562e-07,0.00019534509958113919,0.2673471347095372,56263.83055438049,10220GLD,IV_surface,5-Day RV,1.1787220954062558e-07,0.0002011308895191654,0.24329800648313143,37228.26682577601,10221GLD,HAR-RV + IV_surface,5-Day RV,2.461804063049052e-08,8.130025646585165e-05,0.8267721276886437,5783.892138511379,10222GOOG,HAR-RV,5-Day RV,6.652788257074674e-07,0.0003595981963384278,0.786858194202835,0.05294556283775225,14223GOOG,GARCH_proxy,5-Day RV,1.8198139696112773e-06,0.0007852635160526028,0.3529278551306884,0.15789691215155668,14224GOOG,IV_only,5-Day RV,2.973550849931065e-06,0.0010450304848481293,0.16294828773048473,1793.404545087964,7225GOOG,IV_surface,5-Day RV,3.009047434210299e-06,0.001080054897840492,0.18200971583688158,22292.761122859953,7226GOOG,HAR-RV + IV_surface,5-Day RV,5.73881049950793e-07,0.0003708630534488664,0.8229349428297835,23695.682352432534,7227GS,HAR-RV,5-Day RV,5.37527834068559e-07,0.0002814940716901893,0.7645236460976138,0.033432591969508985,14228GS,GARCH_proxy,5-Day RV,1.697423523212738e-06,0.0006445294170048625,0.15127076897639086,0.11041790184606935,14229GS,IV_only,5-Day RV,2.323436966130772e-06,0.000892482072391807,0.23620045332112535,17704.180020184,5230GS,IV_surface,5-Day RV,2.0506552141680196e-06,0.0008277144324777299,0.3412965967184088,0.13663030949642313,5231GS,HAR-RV + IV_surface,5-Day RV,4.834214817233577e-07,0.0003698274530683807,0.7238055583823623,15063.088025176348,5232HD,HAR-RV,5-Day RV,3.9083961919710183e-07,0.0002459338415295459,0.7737687141976376,0.043837148125783966,14233HD,GARCH_proxy,5-Day RV,1.2982904451263334e-06,0.0005900850068558137,0.21272145121273528,0.14362552415566912,14234HD,IV_only,5-Day RV,2.4575376742838867e-06,0.0010577553468774732,-0.0059047608104575615,44546.49143167363,6235HD,IV_surface,5-Day RV,3.0102858772228003e-06,0.0011525851309065714,-0.24120993737987836,109743.95698525968,6236HD,HAR-RV + IV_surface,5-Day RV,4.817689767286735e-07,0.000359539100314228,0.7962104789813101,0.0601012938860453,6237HON,HAR-RV,5-Day RV,4.26124602046493e-07,0.00027791097721633327,0.7332229459551198,0.06460452126754306,14238HON,GARCH_proxy,5-Day RV,1.2510610479693706e-06,0.0006287010970507017,0.12099221258832153,0.2035529675256679,14239HON,IV_only,5-Day RV,1.6903367414920526e-06,0.0007037403574007149,0.057531194618750114,0.2709251070216403,2240HON,IV_surface,5-Day RV,1.6391397531641586e-06,0.0007908866682888223,-0.0038016794704906487,0.25863749276175096,2241HON,HAR-RV + IV_surface,5-Day RV,4.878574983852293e-07,0.00029414397081133764,0.746666610368292,0.05141137809338429,2242INTC,HAR-RV,5-Day RV,1.2984675100457858e-06,0.0005193666571668955,0.7730940665414208,0.04248066501512127,14243INTC,GARCH_proxy,5-Day RV,3.863072130157009e-06,0.0010904093157446603,0.2727363476595529,0.13237679013941592,14244INTC,IV_only,5-Day RV,9.43872603860038e-06,0.002200428014950838,-0.09492450023149025,146047.54879924786,7245INTC,IV_surface,5-Day RV,9.962308359704103e-06,0.002299543303516994,-0.09520326603628086,258001.4194027479,7246INTC,HAR-RV + IV_surface,5-Day RV,1.6818777640123825e-06,0.0006879762146118431,0.8273087047030023,58429.80996430493,7247IWM,HAR-RV,5-Day RV,2.0526722988067028e-07,0.00017659488203972319,0.7722282304894674,0.043393235956421604,14248IWM,GARCH_proxy,5-Day RV,7.338339203590719e-07,0.0004362867145657071,0.04332239908178844,0.15176103075049774,14249IWM,IV_only,5-Day RV,1.0706175840975185e-06,0.00048085982831423885,0.31749938519343773,105771.21928506873,10250IWM,IV_surface,5-Day RV,1.0277973853948466e-06,0.00048594188142234184,0.29624678760435863,149677.07540513074,10251IWM,HAR-RV + IV_surface,5-Day RV,2.638604937679359e-07,0.00020504349581577014,0.8037796517785081,33643.15336786203,10252JPM,HAR-RV,5-Day RV,6.435705776301346e-07,0.00030562616951928444,0.7868655427373518,11921.299509583565,14253JPM,GARCH_proxy,5-Day RV,2.0727105950617475e-06,0.000717192213105519,0.07870157395428967,0.17055927945201194,14254JPM,IV_only,5-Day RV,3.7952326145075396e-06,0.0010280355150913806,0.2150904097828641,110231.78157590092,7255JPM,IV_surface,5-Day RV,4.025172707877116e-06,0.0010310532631230415,0.19359769830956178,129992.17162408424,7256JPM,HAR-RV + IV_surface,5-Day RV,9.857401516008432e-07,0.0004038359979097262,0.7905749227431967,169980.78343948355,7257KO,HAR-RV,5-Day RV,1.4613633149405641e-07,0.00015761053890852949,0.7675647758365739,0.07332369031364541,14258KO,GARCH_proxy,5-Day RV,5.001629312061652e-07,0.00036260153375111437,0.1841295022057439,0.14160511144756152,14259KO,IV_only,5-Day RV,8.048970796935207e-07,0.0005218591602740009,0.06505706117567682,80800.1010241088,5260KO,IV_surface,5-Day RV,8.944156650414251e-07,0.000552567187438781,-0.031193527289350476,0.3348685090193367,5261KO,HAR-RV + IV_surface,5-Day RV,2.071284798208762e-07,0.00019396987655871954,0.6874076117386909,48409.458600496655,5262LLY,HAR-RV,5-Day RV,1.2790385703839034e-06,0.00045421568796134425,0.7273709031190819,0.07022249948553463,14263LLY,GARCH_proxy,5-Day RV,3.947455077357539e-06,0.0009882536180285345,0.1396885759409384,0.2045421364661351,14264LLY,IV_only,5-Day RV,0.1595993172670636,0.03184255036241791,-14055.218408351338,137578.48746503002,5265LLY,IV_surface,5-Day RV,0.1567006741014449,0.03242830088328866,-13206.747982235824,145221.7208367806,5266LLY,HAR-RV + IV_surface,5-Day RV,0.07809850236818863,0.02240658617804465,-6581.52998480009,145221.55528035003,5267LMT,HAR-RV,5-Day RV,2.6188220669350835e-07,0.0002344100384163618,0.7755119239183511,0.056419890910285264,14268LMT,GARCH_proxy,5-Day RV,8.30074981125846e-07,0.0005034107500327826,0.2077907903462444,0.1612363263006504,14269LMT,IV_only,5-Day RV,1.1909105137537882e-06,0.0007733798528024262,0.3111306945019626,0.19559490660048695,2270LMT,IV_surface,5-Day RV,1.3406629533244893e-06,0.0007531527625302948,0.33444486383229816,36543.31044376663,2271LMT,HAR-RV + IV_surface,5-Day RV,3.721441499521546e-07,0.0003112724627440945,0.8176316132294219,0.054760990277678986,2272LOW,HAR-RV,5-Day RV,1.6175012702558306e-06,0.00045820161723751537,0.7438068447738484,0.07291442196019385,14273LOW,GARCH_proxy,5-Day RV,4.937381256122117e-06,0.001054812473128872,0.06343500134506494,0.2270777289124491,14274LOW,IV_only,5-Day RV,1.3722460830014233e-05,0.0016881782033060886,-0.03479932037647434,3414702.4339133594,3275LOW,IV_surface,5-Day RV,1.1811053076210262e-05,0.0017269694991037781,0.031070660532576455,1220750.1888956977,3276LOW,HAR-RV + IV_surface,5-Day RV,3.3636803284528237e-06,0.000654915465495951,0.819333563965305,0.059609987283065824,3277MA,HAR-RV,5-Day RV,5.254138821945239e-07,0.0002927037575008739,0.7775281066169161,0.049575943111711054,14278MA,GARCH_proxy,5-Day RV,1.7210693007836422e-06,0.0006869148441160237,0.1563400706325635,0.1581242574366093,14279MA,IV_only,5-Day RV,2.613743499950327e-06,0.000798896473331624,0.36471427651913385,293782.35389877285,4280MA,IV_surface,5-Day RV,2.644335223541565e-06,0.000815780640866003,0.33494584927621396,474060.3778988852,4281MA,HAR-RV + IV_surface,5-Day RV,6.53686047570655e-07,0.0003075215382943301,0.8397256416669238,6146.247946147566,4282MCD,HAR-RV,5-Day RV,2.870037671493787e-07,0.00019274100007430698,0.7629636059650683,0.05191726245140487,14283MCD,GARCH_proxy,5-Day RV,9.201484126225755e-07,0.00043797106717262727,0.20217235573492554,0.15876709097474342,14284MCD,IV_only,5-Day RV,1.9916100158128574e-06,0.0006904291580859775,-0.6331170344829784,31368.677081914902,5285MCD,IV_surface,5-Day RV,1.9443629629575865e-06,0.000696610846117194,-1.1547191264211718,57062.824030950454,5286MCD,HAR-RV + IV_surface,5-Day RV,3.351348811132137e-07,0.0002288844275686028,0.6101250006838551,14632.308782504813,5287MRK,HAR-RV,5-Day RV,4.3945120433113134e-07,0.000282364775350239,0.7425902640649039,0.042192070298999775,14288MRK,GARCH_proxy,5-Day RV,1.3140974668919862e-06,0.0006123220936928956,0.1388933522979153,0.1362848979741486,14289MRK,IV_only,5-Day RV,2.1117804293897786e-06,0.0009234962846928901,-0.08500173819119267,235250.52718629665,6290MRK,IV_surface,5-Day RV,2.478640271226872e-06,0.000972845723007148,-0.5114198820686465,59366.277461397105,6291MRK,HAR-RV + IV_surface,5-Day RV,4.48004673959951e-07,0.000324809593178164,0.768291967172653,45254.6829713934,6292MSFT,HAR-RV,5-Day RV,4.249237014598957e-07,0.00030474786834290053,0.7916253074404861,0.043015151394330604,14293MSFT,GARCH_proxy,5-Day RV,1.2796514986318383e-06,0.0006681866389437705,0.26472012146109575,0.12453346124134308,14294MSFT,IV_only,5-Day RV,1.8211337578797021e-06,0.000858183585870027,0.28447085486398277,1585.8844445077311,8295MSFT,IV_surface,5-Day RV,1.8759395488036975e-06,0.0009006994341787058,0.24735208101832645,0.21156961264507199,8296MSFT,HAR-RV + IV_surface,5-Day RV,4.962412557760098e-07,0.0003513193425391956,0.7505468226094891,37859.32694451409,8297NVDA,HAR-RV,5-Day RV,2.5434838856007663e-06,0.000782448794765708,0.8090715031993199,0.04070421723074847,14298NVDA,GARCH_proxy,5-Day RV,8.239755158319784e-06,0.001821382891425607,0.3299415748181421,0.13587518552748415,14299NVDA,IV_only,5-Day RV,1.5405809041755867e-05,0.002632543132311821,-0.44484636129728655,8861.379699332558,6300NVDA,IV_surface,5-Day RV,1.4570855048055494e-05,0.0025336913786701853,-0.29475399603646635,180094.53474446616,6301NVDA,HAR-RV + IV_surface,5-Day RV,2.115124005310177e-06,0.0007937287981989242,0.8495957804910274,0.03545141938295826,6302