{"id":"W963794255","doi":"","title":"Analyst Forecast Dispersion and Future Stock Return Volatility","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University; Wilfrid Laurier University","funders":"","keywords":"Volatility (finance); Econometrics; Financial economics; Volatility swap; Economics; Implied volatility; Dispersion (optics); Forward volatility; Earnings; Portfolio; Volatility smile; Business; Finance","routes":{"ca_aff":true,"ca_fund":false,"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":[0.0009098831,0.0001625207,0.0002074423,0.001406567,0.0001217978,0.0008431624,0.0001605337,0.0003583723,0.001149318],"category_scores_gemma":[0.01404411,0.0001143688,0.0001870674,0.001080505,0.0001456585,0.0008349828,0.0003144931,0.0004105408,0.0002261416],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002827944,"about_ca_system_score_gemma":0.0001773285,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003138204,"about_ca_topic_score_gemma":0.003534056,"domain_scores_codex":[0.9996083,0.00006668842,0.00005071467,0.0000665988,0.0001715622,0.00003600975],"domain_scores_gemma":[0.9802629,0.008310913,0.009439709,0.0005366637,0.001071849,0.00037806],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00007624937,0.00001980127,0.9856945,0.00001647207,0.0001112896,0.00007506522,0.0001985635,0.002836028,0.0004578286,0.0004452826,0.0002914767,0.009777387],"study_design_scores_gemma":[0.000004481212,0.00004131124,0.9902269,0.0000155369,0.00003795465,0.0001879281,0.0001273423,0.006980446,0.0004358211,0.001207632,0.0007189917,0.00001560003],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9969669,0.0005097729,0.0007938626,0.0001539001,0.000009155099,0.000002116551,0.0003701846,0.00001509141,0.001179039],"genre_scores_gemma":[0.9991875,0.0001477344,0.0001693248,0.000006895707,0.00002139984,0.000001097397,0.0003076088,0.000001658055,0.0001567314],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003138204,"threshold_uncertainty_score":0.006239891,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.009471294524914686,"score_gpt":0.1900901529691864,"score_spread":0.1806188584442717,"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."}}