Ivolution Research Journal · Refutation
Overnight/opening forecast of the remaining intraday variance curve
At 10:00 ET, exact overnight and opening realized variance reduce rolling out-of-sample loss for the normalized six-hour remaining-RTH variance curve relative to its exact prior-504 mean curve.
MST-39 · v1·Refuted·Plausible — unproven·Microstructure
Cite as: MST-39: Overnight/opening forecast of the remaining intraday variance curve. Ivolution Research Journal.
Publication status
The pre-registered hypothesis was refuted on the governed research record. This publication documents the null rather than presenting an edge.
The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for MST-39 are available to Terminal + AI members.
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ES · NQ
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360 min