spb/wp7_uqo

1\begin{table}[H]2\centering3\caption{Random forest feature importance (next-day SPX RV, 2010--2019 training).}4\label{tab:app_importance}5\begin{threeparttable}6\small7\begin{tabular}{@{}lr@{}}8\toprule9Feature & Importance \\10\midrule11$IV_{ATM,2w}$ & 0.508 \\12$IV_{ATM,1w}$ & 0.151 \\13Total option volume & 0.083 \\14PC volume ratio & 0.067 \\15Net gamma exposure & 0.037 \\16$IV_{ATM,1m}$ & 0.023 \\17$RV^{(w)}$ & 0.022 \\18Skew (25$\delta$, 3m) & 0.013 \\19Average $\Theta$ & 0.012 \\20$IV_{ATM,2m}$ & 0.011 \\21\midrule22\textit{All other features (14)} & \textit{0.073} \\23\bottomrule24\end{tabular}25\begin{tablenotes}[flushleft]\footnotesize26\item \textit{Notes.} Mean-decrease-in-impurity importances of the random forest fitted on 2010--2019 (frozen output of \texttt{scripts/06}).27\end{tablenotes}28\end{threeparttable}29\end{table}30