Ivolution Research Journal · Refutation

Garman-Klass information beyond opening-range RV

At 10:00 ET, adding the completed opening half-hour's Garman-Klass variance reduces rolling out-of-sample remaining-RTH forecast loss beyond exact MST-44 opening-range RV.

MST-45 · v1·Refuted·Established literature·Microstructure

Cite as: MST-45: Garman-Klass information beyond opening-range 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-45 are available to Terminal + AI members.

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ES · NQ

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360 min

MST-45: Garman-Klass information beyond opening-range RV — Ivolution Research Journal