Ivolution Research Journal · Preliminary results

HAR realized-volatility memory beyond overnight and opening RV

At 10:00 ET, adding strictly prior daily, weekly, and monthly realized-volatility memory reduces rolling out-of-sample remaining-RTH variance forecast loss beyond exact overnight and opening RV.

MST-40 · v1·Candidate·Plausible — unproven·Microstructure

Cite as: MST-40: HAR realized-volatility memory beyond overnight and 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-40 are available to Terminal + AI members.

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ES · NQ

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360 min

MST-40: HAR realized-volatility memory beyond overnight and opening RV — Ivolution Research Journal