Ivolution Research Journal · Preliminary results

Walk-forward overnight RV increment beyond exact opening RV

At 10:00 ET, a rolling NQ forecast using exact five-minute overnight and opening realized volatility reduces out-of-sample remaining-session log-variance forecast loss by at least one percent relative to the otherwise identical exact-opening-RV-only model.

MST-37 · v1·Candidate·Plausible — unproven·Microstructure

Cite as: MST-37: Walk-forward overnight RV increment beyond exact opening RV. Ivolution Research Journal.

Publication status

The calibration evidence is preliminary and has not cleared the complete out-of-sample validation standard.

The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for MST-37 are available to Terminal + AI members.

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NQ

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1 session

MST-37: Walk-forward overnight RV increment beyond exact opening RV — Ivolution Research Journal