Ivolution Research Journal · Preliminary results

Opening range-based volatility beyond total HAR-RV

At 10:00 ET, adding the completed opening half-hour's range-based variance reduces rolling out-of-sample remaining-RTH forecast loss beyond exact MST-40 total HAR-RV.

MST-44 · v1·Candidate·Established literature·Microstructure

Cite as: MST-44: Opening range-based volatility beyond total HAR-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-44 are available to Terminal + AI members.

Symbols

ES · NQ

Regimes

Aggregate

Horizons

360 min

MST-44: Opening range-based volatility beyond total HAR-RV — Ivolution Research Journal