Ivolution Research Journal · Inconclusive report

Cross-index opening-volatility spillover with an opening-only physical seal

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 when discovery consumes only a pre-outcome opening artifact.

MST-60 · v2·Inconclusive·Established literature·Microstructure

Cite as: MST-60: Cross-index opening-volatility spillover with an opening-only physical seal. 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-60 are available to Terminal + AI members.

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ES · NQ

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360 min

MST-60: Cross-index opening-volatility spillover with an opening-only physical seal — Ivolution Research Journal