{"id":"W1536795020","doi":"10.3390/jrfm8030311","title":"Volatility Forecast in Crises and Expansions","year":2015,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Volatility (finance); Autoregressive model; Econometrics; Stochastic volatility; Economics; Benchmark (surveying); Computer science; Geography","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004762545,0.0002921539,0.0004695681,0.0005661492,0.0002375462,0.001217993,0.0005439493,0.0007833909,0.003160936],"category_scores_gemma":[0.002669382,0.0002741053,0.0004136076,0.0004810596,0.0002619684,0.001280842,0.000530851,0.001043929,0.0004325813],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005963157,"about_ca_system_score_gemma":0.0004628616,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007759328,"about_ca_topic_score_gemma":0.00556269,"domain_scores_codex":[0.999844,0.00003518186,0.000009447891,0.00005040118,0.00003108101,0.00002992711],"domain_scores_gemma":[0.9996029,0.0001936649,0.00008137189,0.00002659162,0.00006101411,0.00003453971],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00005530922,0.00002307527,0.008285108,0.0000382525,0.00002974582,0.0001995758,0.00009843839,0.9043241,0.001146136,0.06441702,0.003179639,0.01820357],"study_design_scores_gemma":[0.000003439457,0.000003730491,0.0007896355,0.000004528831,0.00000367068,0.0000135797,0.00001021221,0.9894902,0.0001939059,0.008973451,0.0005082209,0.000005388587],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4786975,0.001018473,0.4944983,0.002390966,0.0002965764,0.00004560547,0.002698404,0.000853323,0.01950108],"genre_scores_gemma":[0.9857706,0.0002956111,0.00958114,0.00005532825,0.00004807964,0.00002331414,0.0005597046,0.00004919237,0.003617009],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007759328,"threshold_uncertainty_score":0.01542836,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04951013661617371,"score_gpt":0.2386583812514091,"score_spread":0.1891482446352354,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}