{"id":"W4235213111","doi":"10.3386/w11188","title":"Volatility Forecasting","year":2005,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":84,"is_retracted":false,"has_abstract":true,"ca_institutions":"McGill University","funders":"Social Sciences and Humanities Research Council of Canada; National Science Foundation","keywords":"Volatility (finance); Econometrics; Economics","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"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":[0.001744027,0.0009338813,0.0007831521,0.002278136,0.0004954949,0.002727603,0.001319996,0.001188591,0.01648791],"category_scores_gemma":[0.009182867,0.0003056717,0.0006663917,0.003095896,0.0002052185,0.002470037,0.0009149418,0.001281727,0.01133722],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007236842,"about_ca_system_score_gemma":0.0009882875,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004960001,"about_ca_topic_score_gemma":0.003272962,"domain_scores_codex":[0.9989333,0.0001371621,0.00006604307,0.0001870511,0.0005867171,0.00008965854],"domain_scores_gemma":[0.9983541,0.0004633808,0.0001670612,0.0002723649,0.0006844021,0.00005869356],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001179476,0.00008524267,0.0125578,0.0002440516,0.0001225243,0.0001440735,0.0001086803,0.1058157,0.002576354,0.07404045,0.1828281,0.6213591],"study_design_scores_gemma":[0.00004472605,0.0000880109,0.009082563,0.0003476367,0.0001097783,0.0003156231,0.0001523238,0.588868,0.008002465,0.1395692,0.2532959,0.0001238048],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.03374837,0.017096,0.713515,0.005491128,0.003589982,0.0004901207,0.02421066,0.008801638,0.193057],"genre_scores_gemma":[0.5973381,0.03038394,0.2263619,0.001152515,0.003567484,0.0004138233,0.06403396,0.001510513,0.07523778],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01648791,"threshold_uncertainty_score":0.0551576,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.66639385908553,"score_gpt":0.5066791125954642,"score_spread":0.1597147464900658,"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."}}