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-07,0.0002213306899747562,0.0433813282195928,0.33746037308231047,143AAPL,GARCH_proxy,1-Day RV,1.9137838933094958e-07,0.0002237248992393853,0.027634128052043818,0.34348011473497203,144AAPL,IV_only,1-Day RV,1.4344480026757476e-07,0.00019447717422126326,0.0704728560009054,46525.12085572757,95AAPL,IV_surface,1-Day RV,1.456231494233464e-07,0.00019506572232304466,0.045108262487556026,112302.47643624288,96AAPL,HAR-RV + IV_surface,1-Day RV,1.3791191066669803e-07,0.00018664036117828646,0.08870983785579627,75479.50388494253,97ADBE,HAR-RV,1-Day RV,3.9028645490386254e-07,0.00033405261264561105,0.042975330110303904,0.3859645232556237,148ADBE,GARCH_proxy,1-Day RV,4.095169965517809e-07,0.0003467466647712206,0.0003063919590394521,0.3975730445386746,149ADBE,IV_only,1-Day RV,5.220835762137973e-07,0.00040320388083853236,0.028505511561891878,2333.592189925587,410ADBE,IV_surface,1-Day RV,5.404288134156759e-07,0.0004191907134674524,0.03947275457279753,18463.52975178049,411ADBE,HAR-RV + IV_surface,1-Day RV,5.108315464974141e-07,0.0004012745295834209,0.0830595411136198,35872.76489000161,412AMD,HAR-RV,1-Day RV,1.537918008011768e-06,0.0007511295334867977,0.09790104489005873,0.21734014557878037,1413AMD,GARCH_proxy,1-Day RV,1.5680982014621236e-06,0.0007770919062253604,0.03947104792905271,0.2276877958577572,1414AMD,IV_only,1-Day RV,5.971061540846137e-07,0.0005187733605628204,0.0012089614386184555,371998.3655094763,415AMD,IV_surface,1-Day RV,5.444511745390536e-07,0.0004932022907278468,0.06398588042853365,381099.4560284309,416AMD,HAR-RV + IV_surface,1-Day RV,5.60581767831595e-07,0.0004783512844438954,0.02144228628175779,127581.56418480266,417AMZN,HAR-RV,1-Day RV,4.796715775967195e-07,0.00035128233272762276,0.007885335947463514,0.39868187078305145,1418AMZN,GARCH_proxy,1-Day RV,4.660988063784013e-07,0.0003532807493839547,0.022766244658606556,0.40408870636644767,1419AMZN,IV_only,1-Day RV,3.6862786944969867e-07,0.0003124578150951396,0.06898791917236592,136012.98734901246,720AMZN,IV_surface,1-Day RV,3.902587261414621e-07,0.0003293102707696318,0.04080747667813034,98352.72704039492,721AMZN,HAR-RV + IV_surface,1-Day RV,3.6014294875435917e-07,0.0003028642875166384,0.08610633953868149,92349.83791990338,722BA,HAR-RV,1-Day RV,3.384517867326112e-07,0.00029017592708229656,0.01467367346769266,0.31036640460980774,1423BA,GARCH_proxy,1-Day RV,3.495481475692749e-07,0.0003093287855659355,-0.15321643075040184,0.3453271075446688,1424BA,IV_only,1-Day RV,3.4395435672539116e-07,0.00035621115783414137,0.15414706515375998,20355.41840541059,625BA,IV_surface,1-Day RV,3.4080529528835455e-07,0.00035464198835656407,0.16522082458083248,22367.476682657103,626BA,HAR-RV + IV_surface,1-Day RV,3.686817787917627e-07,0.00034957870668559456,0.14745373094808154,20843.206961515025,627BAC,HAR-RV,1-Day RV,2.0846021436081818e-07,0.0002337167865719596,0.004388351949147646,0.2532056965493739,1428BAC,GARCH_proxy,1-Day RV,1.861755078704616e-07,0.00023279783702724613,-0.010313707334884832,0.2400406656318022,1429BAC,IV_only,1-Day RV,1.481418372211009e-07,0.00020570640716168233,0.23674814898245597,1445.954476192857,730BAC,IV_surface,1-Day RV,1.5111016973840522e-07,0.00021076247167838103,0.2050176866122242,51139.406563612094,731BAC,HAR-RV + IV_surface,1-Day RV,1.4564657205458205e-07,0.00020224668564180898,0.24030697046164473,48691.534655435724,732CAT,HAR-RV,1-Day RV,3.4258450661293403e-07,0.0002790976396535242,-0.28918664153944806,0.3466725179147753,1433CAT,GARCH_proxy,1-Day RV,2.3986792912866716e-07,0.0002578212885043374,-0.07614973791632408,0.34630609618190766,1434CAT,IV_only,1-Day RV,2.4509124426677667e-07,0.0002620387202976792,0.04128611921021619,48289.298974305064,635CAT,IV_surface,1-Day RV,2.5926941615334543e-07,0.0002684765155883105,-0.030155904044544195,54289.71372397832,636CAT,HAR-RV + IV_surface,1-Day RV,2.583942585764667e-07,0.0002693844253658648,-0.019472410437920123,90574.71605127689,637COST,HAR-RV,1-Day RV,6.998817892011683e-08,0.00014732789197019862,0.07972013225198496,0.3269594610996608,1438COST,GARCH_proxy,1-Day RV,7.786116278835057e-08,0.00015947837723085805,-0.008615056791003979,0.35414622936865164,1439COST,IV_only,1-Day RV,4.5104668528192156e-08,0.00012323805230780619,0.3121222812196027,0.23210260986043843,340COST,IV_surface,1-Day RV,4.4858152243847e-08,0.00012387261869348622,0.3042277491851734,0.20859174860007332,341COST,HAR-RV + IV_surface,1-Day RV,3.971059163808138e-08,0.00012045012387606849,0.3477034913760571,0.20649163645341415,342CRM,HAR-RV,1-Day RV,3.838703764836172e-07,0.00035317071968719627,0.04513557400707276,0.3022120872619042,1443CRM,GARCH_proxy,1-Day RV,4.055993548224333e-07,0.0003672816992009692,-0.017098584171107743,0.32303493006629497,1444CRM,IV_only,1-Day RV,4.4688714732828517e-07,0.00040590648553847763,0.10589306570306008,97966.83912509364,645CRM,IV_surface,1-Day RV,4.445346468972879e-07,0.0004131177512460158,0.0869636669605961,174687.05595359695,646CRM,HAR-RV + IV_surface,1-Day RV,4.213544124182853e-07,0.00038344963619965693,0.13663811502351983,121641.09622909594,647CSCO,HAR-RV,1-Day RV,2.052280835930492e-07,0.00024286319605616217,-0.002195047368953738,0.33928957783839164,1448CSCO,GARCH_proxy,1-Day RV,2.1177658780376252e-07,0.00025235855811181626,-0.01731502454638543,0.344315801765943,1449CSCO,IV_only,1-Day RV,1.5998267568921887e-07,0.00020979644562862642,0.10666762706817767,69858.62214758746,650CSCO,IV_surface,1-Day RV,1.5334419541645544e-07,0.00021010502776290182,0.1287147081529769,56657.218984423525,651CSCO,HAR-RV + IV_surface,1-Day RV,1.5393158918905103e-07,0.00021017842436627993,0.12890216042583055,59174.73893019191,652CVX,HAR-RV,1-Day RV,1.3937369218609526e-07,0.00019303580815779785,-0.023082042071931676,0.29011583174263395,1453CVX,GARCH_proxy,1-Day RV,1.3230240118497774e-07,0.00020241240612375858,-0.13650831460345123,0.3225449284142211,1454CVX,IV_only,1-Day RV,1.0082066915965e-07,0.00018816622674793442,0.22398365492754962,46464.02544854707,555CVX,IV_surface,1-Day RV,1.0522068244717368e-07,0.00020197823745044837,0.10596772615917385,42462.20234316886,556CVX,HAR-RV + IV_surface,1-Day RV,9.794337956041206e-08,0.00019123702336238142,0.12916088222656855,27217.47642852749,557DIA,HAR-RV,1-Day RV,1.4419335675398693e-08,5.583220353529952e-05,-0.034757683127430175,0.3021579864927713,1458DIA,GARCH_proxy,1-Day RV,1.1895141805131124e-08,5.554495106035616e-05,-0.15115044049545887,0.30768127691808467,1459DIA,IV_only,1-Day RV,1.6824214111509758e-08,5.9196352432357936e-05,0.09868923641381289,11228.338692156349,860DIA,IV_surface,1-Day RV,1.5070769254984723e-08,5.98818013695743e-05,0.06951369726233914,27767.172607878972,861DIA,HAR-RV + IV_surface,1-Day RV,1.4940994157122017e-08,5.885845193148836e-05,0.13908803796138564,23056.934642731972,862DIS,HAR-RV,1-Day RV,1.9045826313567175e-07,0.00021319386394092548,-0.029512999803938345,0.3450459723930021,1463DIS,GARCH_proxy,1-Day RV,1.8088588093637026e-07,0.00021107655376056183,-0.021892436470877536,0.3347856552499838,1464DIS,IV_only,1-Day RV,1.2868409748508227e-07,0.00018030120262423557,0.10223032237216413,22449.445169433293,665DIS,IV_surface,1-Day RV,1.2513457838436774e-07,0.00018283779020702748,0.09362512457225798,95104.38265009275,666DIS,HAR-RV + IV_surface,1-Day RV,1.1835691693821005e-07,0.00017835075925694516,0.09431922170403813,89583.37110292846,667GLD,HAR-RV,1-Day RV,7.1345948496517625e-09,5.1686765496240926e-05,0.000686774420593339,0.22011985822754074,1468GLD,GARCH_proxy,1-Day RV,8.119871075799431e-09,5.529223383186411e-05,-0.09810176207811545,0.24483073673300454,1469GLD,IV_only,1-Day RV,7.696978059077645e-09,5.164309019953698e-05,0.12125523054533563,1104.527636057435,1070GLD,IV_surface,1-Day RV,7.851761237433458e-09,5.2247708601498086e-05,0.11096515169543023,2579.326429249388,1071GLD,HAR-RV + IV_surface,1-Day RV,7.878858594213956e-09,5.191581780534763e-05,0.11624547770651841,3490.105173795991,1072GOOG,HAR-RV,1-Day RV,2.138716463172848e-07,0.00023323210854955372,0.03486214583465179,0.3575924887213877,1473GOOG,GARCH_proxy,1-Day RV,2.1714088328576996e-07,0.0002425054829560453,0.024578210029891207,0.36778350406702404,1474GOOG,IV_only,1-Day RV,2.118198318723779e-07,0.0002453813873403459,0.15563834670787782,32163.64706030875,775GOOG,IV_surface,1-Day RV,2.0850345573360704e-07,0.00024583488945631763,0.19119852815750873,8306.414184498024,776GOOG,HAR-RV + IV_surface,1-Day RV,1.9666424408077786e-07,0.00023414437947998556,0.22030810167259937,21263.184521685198,777GS,HAR-RV,1-Day RV,1.1845103959899045e-07,0.0001862811173127301,0.03968745651275123,0.24192609458638553,1478GS,GARCH_proxy,1-Day RV,1.16596587116831e-07,0.00019653770044855714,-0.039233529823255585,0.25168283664212565,1479GS,IV_only,1-Day RV,9.45556337760871e-08,0.00019987846778391885,0.2656614876698923,7323.788869415973,580GS,IV_surface,1-Day RV,1.0891315675262009e-07,0.00020472998833253263,0.2534197014626081,3836.3979230199047,581GS,HAR-RV + IV_surface,1-Day RV,1.0432199724791372e-07,0.00019939324568233474,0.2692595225990186,3836.4266898850183,582HD,HAR-RV,1-Day RV,1.0541747078309012e-07,0.00016532584593530902,0.006535539095566455,0.3095642524273844,1483HD,GARCH_proxy,1-Day RV,1.0960182610467352e-07,0.0001745761030038731,-0.05076255793150296,0.33006740893353903,1484HD,IV_only,1-Day RV,1.2864396503993647e-07,0.00022398362234533203,0.11147415959739754,20725.581259495597,685HD,IV_surface,1-Day RV,1.552690419670829e-07,0.00024579219794406825,-0.06712404382397735,26276.514241169993,686HD,HAR-RV + IV_surface,1-Day RV,1.425722461337372e-07,0.0002303768542360709,0.02403153518884532,17917.93462989779,687HON,HAR-RV,1-Day RV,1.4959769502559884e-07,0.0001930132162859047,-0.0843008315997351,0.4662911793044847,1488HON,GARCH_proxy,1-Day RV,1.4434201620739066e-07,0.00019772785646555933,-0.10417532849099506,0.4818705302209939,1489HON,IV_only,1-Day RV,1.1102679576255229e-07,0.00017452112897698804,0.07050071244326839,0.38357676251377926,290HON,IV_surface,1-Day RV,1.1064998773134263e-07,0.00017924574159835783,0.07962854617490178,0.37619594896237335,291HON,HAR-RV + IV_surface,1-Day RV,1.1611699159744318e-07,0.00018445249275924713,0.03642371506259712,0.38388407291610327,292INTC,HAR-RV,1-Day RV,4.96142341347655e-07,0.0003428204810161347,-0.019298787333094376,24288.069411020457,1493INTC,GARCH_proxy,1-Day RV,5.228069849140048e-07,0.00035119779497191217,-0.07467441008434954,0.3451375347589705,1494INTC,IV_only,1-Day RV,6.917060674270715e-07,0.0005046638881867875,-0.03828594957366127,49574.41833741307,795INTC,IV_surface,1-Day RV,7.226287307437874e-07,0.0005259059280322069,-0.04923363327270707,68096.01441053815,796INTC,HAR-RV + IV_surface,1-Day RV,7.124098094825643e-07,0.0004984979253778016,-0.006382266876371493,43525.30583034529,797IWM,HAR-RV,1-Day RV,8.415776190578042e-08,0.000135608832109036,-0.07756461051963219,0.31436063036039824,1498IWM,GARCH_proxy,1-Day RV,7.458033545060637e-08,0.00013736377144206704,-0.09170006410140329,0.33349367180177675,1499IWM,IV_only,1-Day RV,6.150878427214595e-08,0.00011133901441857529,0.20755105955581402,16100.244079225775,10100IWM,IV_surface,1-Day RV,6.123348745877276e-08,0.00011086772132235217,0.1995292923091247,29036.370450237144,10101IWM,HAR-RV + IV_surface,1-Day RV,6.392424010792028e-08,0.00011410537308474695,0.15763789171752496,57909.184939687526,10102JPM,HAR-RV,1-Day RV,1.460673169064423e-07,0.0001982372347017853,-0.04500701553868085,0.30086458048836323,14103JPM,GARCH_proxy,1-Day RV,1.5170846138695374e-07,0.00020922176662487114,-0.06767370821679855,0.30820021355760335,14104JPM,IV_only,1-Day RV,1.5641615956549842e-07,0.00019788436195122697,0.18857035864839342,13750.47896765612,7105JPM,IV_surface,1-Day RV,1.5100933319797663e-07,0.00019784264354374582,0.18779534620139154,1536.224456824251,7106JPM,HAR-RV + IV_surface,1-Day RV,1.5737185732700927e-07,0.00020318842628359355,0.16038360254355138,57035.28471244515,7107KO,HAR-RV,1-Day RV,4.384591777984601e-08,0.0001074739924491253,-0.046209149405957176,0.31272105981876974,14108KO,GARCH_proxy,1-Day RV,4.0962700520521285e-08,0.00010938957956782587,-0.0673682378153821,0.3065750297220548,14109KO,IV_only,1-Day RV,4.3081993217808755e-08,0.00011626055870540045,0.14472318167998008,2523.5420096813896,5110KO,IV_surface,1-Day RV,4.5114194297532775e-08,0.00012072268119266189,0.10727665963621376,0.4043496845193714,5111KO,HAR-RV + IV_surface,1-Day RV,4.515213044851228e-08,0.00011837028250882755,0.12197868982224727,12522.611784881363,5112LLY,HAR-RV,1-Day RV,2.7756775102793796e-07,0.00026960198087381003,-0.029042903922437673,0.4608932236384467,14113LLY,GARCH_proxy,1-Day RV,2.980575709781624e-07,0.00027307637407766774,-0.04941753714817432,0.4853493459780906,14114LLY,IV_only,1-Day RV,0.0066607752679780875,0.006486080766256727,-18453.04046894582,19769.86676987401,5115LLY,IV_surface,1-Day RV,0.006353499081840038,0.006516398202442253,-17220.04214939455,20868.174152399522,5116LLY,HAR-RV + IV_surface,1-Day RV,0.0059670669616301115,0.006321314446128684,-16172.624273090561,20868.175494898875,5117LMT,HAR-RV,1-Day RV,1.0822208956442961e-07,0.00016794230888674634,-0.06176692860417561,0.4000032994159707,14118LMT,GARCH_proxy,1-Day RV,9.299039095248324e-08,0.0001613717053805515,-0.055151843653833174,0.40066996733081695,14119LMT,IV_only,1-Day RV,8.865045191673294e-08,0.0001673832224070002,0.17438244354126453,13551.90709892795,2120LMT,IV_surface,1-Day RV,9.932604653694487e-08,0.00016788888775978028,0.18805604687553634,61221.93953261501,2121LMT,HAR-RV + IV_surface,1-Day RV,9.812507043038143e-08,0.00016548785448269865,0.19669105396120018,47421.975446375305,2122LOW,HAR-RV,1-Day RV,3.1664659449341046e-07,0.0002753711693798239,-0.033693850482502744,0.4311620983034447,14123LOW,GARCH_proxy,1-Day RV,3.2114527254364866e-07,0.0002902811073241535,-0.09988754876300276,0.4526516313815344,14124LOW,IV_only,1-Day RV,4.020578746747348e-07,0.000275098921405676,0.04275440806937517,810155.5425076933,3125LOW,IV_surface,1-Day RV,4.0123724157148604e-07,0.00027986244408961775,0.06359189598884492,810155.6580800116,3126LOW,HAR-RV + IV_surface,1-Day RV,4.0101699611478475e-07,0.0002815010525364337,0.0976592747792165,829520.3292195671,3127MA,HAR-RV,1-Day RV,1.355927299879869e-07,0.00019495247614699117,-0.022632617974097213,0.34187497981366743,14128MA,GARCH_proxy,1-Day RV,1.302504995533665e-07,0.00020137619357697998,-0.030547539280745124,0.3602755882730887,14129MA,IV_only,1-Day RV,1.4825744293019802e-07,0.00019747428416346094,0.04211184720622982,70724.25344315225,4130MA,IV_surface,1-Day RV,1.4138000440067136e-07,0.0001944750661475634,0.05238062722657458,96888.40003585926,4131MA,HAR-RV + IV_surface,1-Day RV,1.2431898112384413e-07,0.0001908866803723154,0.00028863533626552473,50990.19715462989,4132MCD,HAR-RV,1-Day RV,5.340997638848088e-08,0.00011754359397211929,-0.0492823213689116,0.3537500814837657,14133MCD,GARCH_proxy,1-Day RV,5.307431393440568e-08,0.00012109642633912199,-0.059644856538367715,0.34660915580872403,14134MCD,IV_only,1-Day RV,5.082283850683626e-08,0.00012674465063460655,0.05861984508639688,1384.327759739836,5135MCD,IV_surface,1-Day RV,5.163695704573293e-08,0.00013231112183047865,-0.11935337485932158,25109.03960559367,5136MCD,HAR-RV + IV_surface,1-Day RV,4.989407656508192e-08,0.0001264436666833162,-0.12309377835084476,24526.515224463994,5137MRK,HAR-RV,1-Day RV,1.2501923376179958e-07,0.00018677032956567683,-0.07627670568131698,0.3490273500539484,14138MRK,GARCH_proxy,1-Day RV,1.19863457331909e-07,0.00018644946266969923,-0.07744830124133252,0.3427042307632349,14139MRK,IV_only,1-Day RV,1.2065352123390375e-07,0.00021914242687884743,-0.0375535111631202,38115.06750770544,6140MRK,IV_surface,1-Day RV,1.2794236863105197e-07,0.00022363223162061337,-0.12215308524081876,24181.472757020383,6141MRK,HAR-RV + IV_surface,1-Day RV,1.1809774959785064e-07,0.000208171620292066,-0.06387755529109068,42287.67618753774,6142MSFT,HAR-RV,1-Day RV,1.4132786532247266e-07,0.00020846035696246132,0.009199262134636883,0.31169019152434,14143MSFT,GARCH_proxy,1-Day RV,1.4666868621876002e-07,0.000214300439588743,-0.015575421506940856,0.31147788818920674,14144MSFT,IV_only,1-Day RV,1.6374169295895263e-07,0.00022368073340012045,0.18062824281128143,10299.793857013183,8145MSFT,IV_surface,1-Day RV,1.667884072666832e-07,0.00022911027066435037,0.1725721426845959,41076.21897728862,8146MSFT,HAR-RV + IV_surface,1-Day RV,1.6512158842417062e-07,0.00022588504446784238,0.16355518759020482,50039.258601985006,8147NVDA,HAR-RV,1-Day RV,9.495097896936876e-07,0.0005470776715678033,0.08000860506137406,0.3133222178113166,14148NVDA,GARCH_proxy,1-Day RV,1.0030811271843449e-06,0.0005822609393084007,0.019302504949521578,0.33426486484752826,14149NVDA,IV_only,1-Day RV,9.193281144615092e-07,0.0005896936126841693,-0.01064344525859127,19059.13695614064,6150NVDA,IV_surface,1-Day RV,9.238859327136409e-07,0.0005912063723040833,-0.002856724325428791,128997.15241599099,6151NVDA,HAR-RV + IV_surface,1-Day RV,8.210873899816382e-07,0.0005507260377725196,0.10674159885101409,112984.82611891835,6152AAPL,HAR-RV,5-Day RV,7.352626368473693e-07,0.0003564313290833214,0.7900387662546072,0.05628173634500624,14153AAPL,GARCH_proxy,5-Day RV,2.191506499281001e-06,0.0007760029263791714,0.322303143580919,0.14739545264478385,14154AAPL,IV_only,5-Day RV,2.972651791462555e-06,0.0008846392944043777,0.0137214386695774,220369.5076441046,9155AAPL,IV_surface,5-Day RV,2.9889926076159353e-06,0.0009046715521333319,-0.16748410288630758,423047.901216318,9156AAPL,HAR-RV + IV_surface,5-Day RV,6.786810950421792e-07,0.000343822045885652,0.7859917819890296,31041.995267065624,9157ADBE,HAR-RV,5-Day RV,9.965221246099087e-07,0.0004772355638006304,0.7933280357994195,0.05320466224355669,14158ADBE,GARCH_proxy,5-Day RV,2.9209793039692353e-06,0.0010816235164020026,0.37633952240827334,0.16006698061908678,14159ADBE,IV_only,5-Day RV,6.8548161939394635e-06,0.0018253716335380507,0.031716484696030056,0.25589061894547627,4160ADBE,IV_surface,5-Day RV,7.470956202697637e-06,0.0018434461269157439,-0.010984175192182477,0.2578633009352726,4161ADBE,HAR-RV + IV_surface,5-Day RV,1.2572473462259706e-06,0.00061129270034895,0.8223537611944218,0.05171866751265447,4162AMD,HAR-RV,5-Day RV,5.7161088671772834e-06,0.0011404404383289996,0.8268119063620464,0.027221439771585598,14163AMD,GARCH_proxy,5-Day RV,1.8785020174153964e-05,0.0025593090639989915,0.3335633684361704,0.0973504444963841,14164AMD,IV_only,5-Day RV,1.3003657762364721e-05,0.002254681306347529,-0.08468411839081152,2276481.478737907,4165AMD,IV_surface,5-Day RV,1.2446787280973795e-05,0.0020755496684531916,0.06864013003123176,2592651.9743583687,4166AMD,HAR-RV + IV_surface,5-Day RV,2.7552424490038036e-06,0.0007817700650705321,0.830899602116926,0.05438953050334867,4167AMZN,HAR-RV,5-Day RV,2.1386474733261842e-06,0.0005787548528873838,0.778148504428241,0.06933803651177624,14168AMZN,GARCH_proxy,5-Day RV,5.518138024715615e-06,0.0012827693322990685,0.3201097075189068,0.199428355830759,14169AMZN,IV_only,5-Day RV,7.482631284389637e-06,0.0016177730974560993,0.09109592397463184,206334.25539451273,7170AMZN,IV_surface,5-Day RV,8.021909155933475e-06,0.0017384434365917694,-0.0508966685530426,52930.83085214325,7171AMZN,HAR-RV + IV_surface,5-Day RV,1.4922328079300458e-06,0.0005337621739155799,0.7310547954003022,275489.67197767727,7172BA,HAR-RV,5-Day RV,8.694156161868652e-07,0.00041274088643389583,0.7887075035902814,0.03930286554838723,14173BA,GARCH_proxy,5-Day RV,3.2173123351111613e-06,0.0009482941795367183,-0.011150520157321517,0.1339894265320223,14174BA,IV_only,5-Day RV,7.210471024778675e-06,0.0016984550695910887,0.2111719847077227,44543.12970590831,6175BA,IV_surface,5-Day RV,1.0392407805679447e-05,0.0019161640025165579,0.12761947777127178,97327.83336713957,6176BA,HAR-RV + IV_surface,5-Day RV,9.148023855716353e-07,0.000530519024339968,0.8532167482801541,0.052190225398218826,6177BAC,HAR-RV,5-Day RV,5.517674093489786e-07,0.0003152468299329301,0.7869746442462217,0.026897097734646595,14178BAC,GARCH_proxy,5-Day RV,1.97755836764179e-06,0.0007418424564124993,0.2306519857775453,0.09543233262514574,14179BAC,IV_only,5-Day RV,2.209116508776127e-06,0.0008785232484337065,0.32252181738173363,9888.739001296519,7180BAC,IV_surface,5-Day RV,2.0815638004314376e-06,0.0009026940345946893,0.22727046666482148,287276.49898405955,7181BAC,HAR-RV + IV_surface,5-Day RV,3.250890568360158e-07,0.0003142988684858508,0.8636085728878993,12391.959849590741,7182CAT,HAR-RV,5-Day RV,8.938820455492177e-07,0.00038164775954198767,0.7388418692055928,0.04926763002929454,14183CAT,GARCH_proxy,5-Day RV,2.595529673170563e-06,0.0008813255744195449,0.170632984358236,0.1603704741241216,14184CAT,IV_only,5-Day RV,2.8364501740036943e-05,0.001248535815971279,-6.052579976232394,80018.24010844145,6185CAT,IV_surface,5-Day RV,1.8708014991019552e-05,0.0012579027695629943,-3.332905186787118,89961.31752878259,6186CAT,HAR-RV + IV_surface,5-Day RV,1.81392164250695e-06,0.0005583430317204897,0.6400231100897011,208744.91535686745,6187COST,HAR-RV,5-Day RV,1.9746021266783987e-07,0.00021088317427734752,0.8033880706616197,0.041806140078589245,14188COST,GARCH_proxy,5-Day RV,6.648199376640112e-07,0.0004903567816127541,0.3313456023063182,0.12933414540537122,14189COST,IV_only,5-Day RV,8.832041978229808e-07,0.0005772068902119523,0.3613457950623786,0.14327632273117372,3190COST,IV_surface,5-Day RV,8.458790324002253e-07,0.0005652837211161051,0.3766471653782566,0.13507928290944707,3191COST,HAR-RV + IV_surface,5-Day RV,1.0886598793644769e-07,0.00019348806088446144,0.8932107515547943,0.024811553903409948,3192CRM,HAR-RV,5-Day RV,9.891252507561125e-07,0.0005051645513362554,0.8083120888548717,0.0387924395407661,14193CRM,GARCH_proxy,5-Day RV,2.995034557354953e-06,0.0011056056652523564,0.3801746671945256,0.12003509239976852,14194CRM,IV_only,5-Day RV,3.895437520076448e-06,0.001377904574477203,0.23615347521994726,576703.3106982671,6195CRM,IV_surface,5-Day RV,3.763968392492914e-06,0.0013898230542158333,0.251392404360061,707129.3033452727,6196CRM,HAR-RV + IV_surface,5-Day RV,9.78505859966182e-07,0.0005724579517323965,0.7687558917552266,68027.0651965925,6197CSCO,HAR-RV,5-Day RV,5.804121233101256e-07,0.0003508366559034911,0.7755298531474264,0.04518856089746765,14198CSCO,GARCH_proxy,5-Day RV,1.7305695126036045e-06,0.0007812532709563023,0.351583127443191,0.1308073835495068,14199CSCO,IV_only,5-Day RV,2.1168192673850967e-06,0.0009236873650458937,0.0650998410647209,358221.0374903252,6200CSCO,IV_surface,5-Day RV,2.1712301350983996e-06,0.000959683495827607,0.09178672370045349,318516.8673852713,6201CSCO,HAR-RV + IV_surface,5-Day RV,3.6053268630577923e-07,0.0003216876299614031,0.7944321610443784,0.05514701365708955,6202CVX,HAR-RV,5-Day RV,4.030600401246923e-07,0.00026714463746531385,0.7905947293720966,0.03739111199575508,14203CVX,GARCH_proxy,5-Day RV,1.3581979225843827e-06,0.0006359512403075412,0.00371917356578616,0.13864249530844358,14204CVX,IV_only,5-Day RV,1.3155735643838804e-06,0.0007020543937024138,0.32739034635820474,360740.44261346606,5205CVX,IV_surface,5-Day RV,1.3520563917793263e-06,0.0007281797946263777,0.20805719157602215,311531.69380475226,5206CVX,HAR-RV + IV_surface,5-Day RV,3.5682092536461535e-07,0.0002732721285568394,0.751801485695329,21952.441541708344,5207DIA,HAR-RV,5-Day RV,5.481592565461863e-08,8.073726599411081e-05,0.8253637793694957,0.03556646442806362,14208DIA,GARCH_proxy,5-Day RV,1.7955217703915113e-07,0.00018381460201748648,0.1906560426916717,0.13522876463901598,14209DIA,IV_only,5-Day RV,6.443087425660943e-07,0.0003012302661521477,0.10016009776824239,681397.1885474472,8210DIA,IV_surface,5-Day RV,6.234930817434078e-07,0.0003056132244935978,-0.0964239878472758,155499.9638689339,8211DIA,HAR-RV + IV_surface,5-Day RV,8.460087428822326e-08,0.00010516298050952097,0.837703482382736,16701.80736298935,8212DIS,HAR-RV,5-Day RV,4.7016312877877743e-07,0.0002969416283096306,0.7794168081504058,0.039056759751171496,14213DIS,GARCH_proxy,5-Day RV,1.4122229635310422e-06,0.0006534035136326282,0.26786631399999616,0.13265442395346336,14214DIS,IV_only,5-Day RV,1.7791424684309133e-06,0.0007653358590640987,0.2649568632168751,137094.87604065597,6215DIS,IV_surface,5-Day RV,1.8523661460842504e-06,0.0008035534714930895,0.21353408453403575,242658.3891827373,6216DIS,HAR-RV + IV_surface,5-Day RV,4.2023300928651795e-07,0.00032116233882363614,0.8030797357746186,1718.0839161000365,6217GLD,HAR-RV,5-Day RV,2.1450574493092668e-08,7.33993531309103e-05,0.8021986493717597,0.024313730407334252,14218GLD,GARCH_proxy,5-Day RV,8.094211561580832e-08,0.0001695315639203958,0.18932763493331015,0.0885194744944194,14219GLD,IV_only,5-Day RV,1.1721792500449579e-07,0.00019534509958113946,0.2673471347095352,56263.83055438049,10220GLD,IV_surface,5-Day RV,1.1787220954062671e-07,0.0002011308895191688,0.243298006483124,37228.266825776096,10221GLD,HAR-RV + IV_surface,5-Day RV,2.461804063049997e-08,8.130025646586977e-05,0.8267721276886244,5783.892138511381,10222GOOG,HAR-RV,5-Day RV,6.652788257074675e-07,0.0003595981963384278,0.7868581942028351,0.05294556283775227,14223GOOG,GARCH_proxy,5-Day RV,1.8198139696112773e-06,0.000785263516052603,0.3529278551306884,0.15789691215155668,14224GOOG,IV_only,5-Day RV,2.973550849931066e-06,0.0010450304848481295,0.1629482877304827,1793.404545087964,7225GOOG,IV_surface,5-Day RV,3.009047434210295e-06,0.0010800548978404918,0.18200971583688233,22292.761122859953,7226GOOG,HAR-RV + IV_surface,5-Day RV,5.738810499508098e-07,0.0003708630534488825,0.8229349428297813,23695.682352432534,7227GS,HAR-RV,5-Day RV,5.37527834068559e-07,0.0002814940716901892,0.764523646097614,0.033432591969509005,14228GS,GARCH_proxy,5-Day RV,1.6974235232127378e-06,0.0006445294170048624,0.15127076897639125,0.11041790184606932,14229GS,IV_only,5-Day RV,2.3234369661307164e-06,0.000892482072391805,0.2362004533211289,17704.180020184,5230GS,IV_surface,5-Day RV,2.0506552141675174e-06,0.0008277144324776983,0.34129659671844825,0.1366303094964067,5231GS,HAR-RV + IV_surface,5-Day RV,4.834214817233695e-07,0.00036982745306838514,0.7238055583823613,15063.088025176348,5232HD,HAR-RV,5-Day RV,3.9083961919710173e-07,0.0002459338415295458,0.7737687141976377,0.04383714812578395,14233HD,GARCH_proxy,5-Day RV,1.2982904451263336e-06,0.0005900850068558137,0.21272145121273495,0.14362552415566915,14234HD,IV_only,5-Day RV,2.457537674283881e-06,0.0010577553468774715,-0.005904760810455804,44546.49143167363,6235HD,IV_surface,5-Day RV,3.010285877222793e-06,0.001152585130906569,-0.2412099373798757,109743.95698525972,6236HD,HAR-RV + IV_surface,5-Day RV,4.817689767286631e-07,0.0003595391003142053,0.796210478981321,0.06010129388602778,6237HON,HAR-RV,5-Day RV,4.261246020464928e-07,0.0002779109772163332,0.7332229459551198,0.06460452126754306,14238HON,GARCH_proxy,5-Day RV,1.2510610479693704e-06,0.0006287010970507017,0.12099221258832141,0.20355296752566793,14239HON,IV_only,5-Day RV,1.6903367414920526e-06,0.0007037403574007149,0.057531194618750114,0.27092510702164035,2240HON,IV_surface,5-Day RV,1.6391397531641857e-06,0.0007908866682887984,-0.0038016794704964774,0.2586374927617714,2241HON,HAR-RV + IV_surface,5-Day RV,4.878574983852207e-07,0.0002941439708113563,0.7466666103682975,0.05141137809338309,2242INTC,HAR-RV,5-Day RV,1.2984675100457855e-06,0.0005193666571668955,0.7730940665414208,0.04248066501512129,14243INTC,GARCH_proxy,5-Day RV,3.8630721301570075e-06,0.0010904093157446603,0.2727363476595529,0.13237679013941592,14244INTC,IV_only,5-Day RV,9.438726038600392e-06,0.002200428014950837,-0.09492450023149142,146047.54879924786,7245INTC,IV_surface,5-Day RV,9.962308359704076e-06,0.002299543303516989,-0.0952032660362768,258001.4194027479,7246INTC,HAR-RV + IV_surface,5-Day RV,1.6818777640122832e-06,0.0006879762146118074,0.8273087047030092,58429.80996430493,7247IWM,HAR-RV,5-Day RV,2.0526722988067044e-07,0.00017659488203972316,0.7722282304894675,0.043393235956421604,14248IWM,GARCH_proxy,5-Day RV,7.338339203590719e-07,0.00043628671456570715,0.04332239908178787,0.1517610307504978,14249IWM,IV_only,5-Day RV,1.0706175840975176e-06,0.000480859828314238,0.3174993851934388,105771.21928506873,10250IWM,IV_surface,5-Day RV,1.027797385394842e-06,0.0004859418814223389,0.29624678760436207,149677.07540512647,10251IWM,HAR-RV + IV_surface,5-Day RV,2.638604937679466e-07,0.00020504349581577314,0.8037796517784992,33643.15336786203,10252JPM,HAR-RV,5-Day RV,6.435705776301348e-07,0.0003056261695192844,0.7868655427373518,11921.299509583565,14253JPM,GARCH_proxy,5-Day RV,2.0727105950617462e-06,0.000717192213105519,0.07870157395428969,0.17055927945201196,14254JPM,IV_only,5-Day RV,3.7952326145074604e-06,0.0010280355150913756,0.21509040978286892,110231.78157590092,7255JPM,IV_surface,5-Day RV,4.025172707877141e-06,0.001031053263123045,0.1935976983095554,129992.17162408424,7256JPM,HAR-RV + IV_surface,5-Day RV,9.857401516008555e-07,0.000403835997909728,0.7905749227431985,169980.78343948355,7257KO,HAR-RV,5-Day RV,1.461363314940565e-07,0.00015761053890852946,0.767564775836574,0.07332369031363127,14258KO,GARCH_proxy,5-Day RV,5.001629312061652e-07,0.00036260153375111437,0.18412950220574348,0.14160511144756155,14259KO,IV_only,5-Day RV,8.048970796935165e-07,0.000521859160274,0.06505706117567929,80800.1010241088,5260KO,IV_surface,5-Day RV,8.94415665041427e-07,0.0005525671874387823,-0.031193527289363487,0.3348685090195581,5261KO,HAR-RV + IV_surface,5-Day RV,2.0712847982089067e-07,0.00019396987655875893,0.687407611738718,48409.458600496655,5262LLY,HAR-RV,5-Day RV,1.279038570383903e-06,0.0004542156879613442,0.727370903119082,0.07022249948553462,14263LLY,GARCH_proxy,5-Day RV,3.94745507735754e-06,0.0009882536180285345,0.13968857594093856,0.20454213646613506,14264LLY,IV_only,5-Day RV,0.15959931726671273,0.03184255036238546,-14055.218408320437,137578.48746503002,5265LLY,IV_surface,5-Day RV,0.15670067410091199,0.03242830088323515,-13206.747982190911,145221.7208367806,5266LLY,HAR-RV + IV_surface,5-Day RV,0.07809850236818974,0.022406586178045123,-6581.529984800183,145221.55528035003,5267LMT,HAR-RV,5-Day RV,2.618822066935083e-07,0.00023441003841636183,0.7755119239183511,0.056419890910285264,14268LMT,GARCH_proxy,5-Day RV,8.300749811258459e-07,0.0005034107500327826,0.20779079034624443,0.16123632630065038,14269LMT,IV_only,5-Day RV,1.1909105137537888e-06,0.0007733798528024268,0.3111306945019623,0.19559490660048717,2270LMT,IV_surface,5-Day RV,1.3406629533244885e-06,0.0007531527625302952,0.33444486383229843,36543.31044376663,2271LMT,HAR-RV + IV_surface,5-Day RV,3.721441499521646e-07,0.0003112724627441179,0.8176316132294159,0.054760990277686286,2272LOW,HAR-RV,5-Day RV,1.6175012702558308e-06,0.0004582016172375154,0.7438068447738484,0.07291442196019401,14273LOW,GARCH_proxy,5-Day RV,4.937381256122117e-06,0.0010548124731288718,0.06343500134506505,0.22707772891244907,14274LOW,IV_only,5-Day RV,1.3722460830014217e-05,0.0016881782033060912,-0.0347993203764753,3414702.4339133594,3275LOW,IV_surface,5-Day RV,1.181105307621006e-05,0.0017269694991037651,0.031070660532588185,1220750.188895697,3276LOW,HAR-RV + IV_surface,5-Day RV,3.363680328452487e-06,0.0006549154654958383,0.8193335639653495,0.059609987283031886,3277MA,HAR-RV,5-Day RV,5.254138821945239e-07,0.00029270375750087383,0.7775281066169161,0.04957594311171103,14278MA,GARCH_proxy,5-Day RV,1.7210693007836424e-06,0.0006869148441160236,0.15634007063256372,0.15812425743660927,14279MA,IV_only,5-Day RV,2.613743499950329e-06,0.0007988964733316241,0.36471427651913146,293782.35389877285,4280MA,IV_surface,5-Day RV,2.6443352235415715e-06,0.0008157806408660028,0.3349458492762105,474060.3778988852,4281MA,HAR-RV + IV_surface,5-Day RV,6.536860475706633e-07,0.0003075215382943214,0.8397256416669174,6146.247946147566,4282MCD,HAR-RV,5-Day RV,2.8700376714937857e-07,0.00019274100007430698,0.7629636059650683,0.05191726245140444,14283MCD,GARCH_proxy,5-Day RV,9.201484126225757e-07,0.00043797106717262727,0.2021723557349256,0.15876709097474337,14284MCD,IV_only,5-Day RV,1.9916100158128494e-06,0.0006904291580859745,-0.6331170344829751,31368.677081914902,5285MCD,IV_surface,5-Day RV,1.9443629629575827e-06,0.0006966108461171972,-1.1547191264212062,57062.82403095045,5286MCD,HAR-RV + IV_surface,5-Day RV,3.351348811132088e-07,0.00022888442756863675,0.6101250006838776,14632.308782504824,5287MRK,HAR-RV,5-Day RV,4.394512043311315e-07,0.00028236477535023905,0.7425902640649039,0.04219207029899978,14288MRK,GARCH_proxy,5-Day RV,1.3140974668919869e-06,0.0006123220936928955,0.13889335229791552,0.13628489797414858,14289MRK,IV_only,5-Day RV,2.1117804293897888e-06,0.0009234962846928933,-0.08500173819119598,235250.52718629665,6290MRK,IV_surface,5-Day RV,2.478640271226877e-06,0.000972845723007149,-0.5114198820686501,59366.277461397105,6291MRK,HAR-RV + IV_surface,5-Day RV,4.480046739599881e-07,0.000324809593178208,0.7682919671726162,45254.682971393406,6292MSFT,HAR-RV,5-Day RV,4.2492370145989585e-07,0.00030474786834290064,0.791625307440486,0.04301515139433065,14293MSFT,GARCH_proxy,5-Day RV,1.2796514986318381e-06,0.0006681866389437704,0.26472012146109575,0.12453346124134305,14294MSFT,IV_only,5-Day RV,1.821133757879691e-06,0.0008581835858700235,0.2844708548639855,1585.8844445077311,8295MSFT,IV_surface,5-Day RV,1.8759395488037023e-06,0.0009006994341787176,0.24735208101831266,0.21156961264507212,8296MSFT,HAR-RV + IV_surface,5-Day RV,4.962412557759788e-07,0.00035131934253917357,0.7505468226094971,37859.32694451409,8297NVDA,HAR-RV,5-Day RV,2.5434838856007668e-06,0.0007824487947657085,0.8090715031993198,0.040704217230748505,14298NVDA,GARCH_proxy,5-Day RV,8.239755158319784e-06,0.0018213828914256075,0.32994157481814196,0.13587518552748418,14299NVDA,IV_only,5-Day RV,1.540580904175584e-05,0.0026325431323118175,-0.4448463612972839,8861.379699332558,6300NVDA,IV_surface,5-Day RV,1.4570855048055552e-05,0.002533691378670197,-0.29475399603646696,180094.53474446616,6301NVDA,HAR-RV + IV_surface,5-Day RV,2.1151240053101204e-06,0.0007937287981988871,0.849595780491038,0.03545141938295454,6302