Ivolution Research Journal · Refutation
Jump-variation memory beyond total HAR-RV
At 10:00 ET, adding strictly prior jump share of realized variance reduces rolling out-of-sample remaining-RTH forecast loss beyond exact MST-40 total-HAR state.
MST-42 · v1·Refuted·Established literature·Microstructure
Cite as: MST-42: Jump-variation memory beyond total HAR-RV. 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-42 are available to Terminal + AI members.
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ES · NQ
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360 min