Ivolution Research Journal · Inconclusive report

Cross-index opening-volatility spillover beyond range-HAR

At 10:00 ET, exact NQ opening realized variance reduces rolling OOS ES 10:00-15:59 forecast loss beyond exact MST-48 range-HAR.

MST-55 · v2·Inconclusive·Established literature·Microstructure

Cite as: MST-55: Cross-index opening-volatility spillover beyond range-HAR. Ivolution Research Journal.

Publication status

The completed study did not produce decisive evidence for or against the hypothesis. It is not citable as an edge.

The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for MST-55 are available to Terminal + AI members.

Symbols

ES · NQ

Regimes

Aggregate

Horizons

360 min

MST-55: Cross-index opening-volatility spillover beyond range-HAR — Ivolution Research Journal