{"id":"W2099319231","doi":"10.5539/ijef.v2n2p26","title":"Intraday Volatility Analysis on S&P 500 Stock Index Future","year":2010,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Autoregressive conditional heteroskedasticity; Econometrics; Stock market index; Forward volatility; Financial models with long-tailed distributions and volatility clustering; Economics; Index (typography); Stock market; Implied volatility; Computer science","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007122984,0.0001623166,0.0004937886,0.0004939635,0.0000764541,0.0001239203,0.0004275817,0.0001566103,0.0001089327],"category_scores_gemma":[0.0001216147,0.0001757569,0.0002736214,0.0001523662,0.00006812227,0.000367594,0.0000534334,0.0005213481,0.00002042483],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007272555,"about_ca_system_score_gemma":0.00004822751,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000093536,"about_ca_topic_score_gemma":0.0004607606,"domain_scores_codex":[0.9985004,0.000008173149,0.0009687979,0.0003004364,0.00004701931,0.0001751522],"domain_scores_gemma":[0.9985418,0.00006390507,0.0009134127,0.0002436025,0.00016967,0.00006765354],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0003956482,0.0002797875,0.3967287,0.00000673247,0.0008306619,0.00001041022,0.000662082,0.01041743,0.00001821682,0.5514926,0.0005912625,0.03856645],"study_design_scores_gemma":[0.000999472,0.0001095579,0.2662921,0.00001439969,0.0000401463,0.00002810398,0.00002792315,0.2484463,0.00003454903,0.1074443,0.3761916,0.00037158],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.989042,0.0005391692,0.004250927,0.001700418,0.003219381,0.00005626532,0.0001639463,0.00000436133,0.001023568],"genre_scores_gemma":[0.9934963,0.00257998,0.002500231,0.0002537952,0.0009675827,0.000002064223,0.000008787576,0.00001296354,0.0001782816],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4440483,"threshold_uncertainty_score":0.716716,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02123158138097322,"score_gpt":0.242163601149073,"score_spread":0.2209320197680997,"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."}}