Ivolution Research Journal · Refutation

Conformal uncertainty bands for remaining-session volatility

Strictly trailing asymmetric 90% residual intervals around the exact MST-40 HAR challenger have calibrated tails, lower proper interval score, and narrower width than intervals around the exact overnight-plus-opening baseline.

MST-62 · v1·Refuted·Plausible — unproven·Microstructure

Cite as: MST-62: Conformal uncertainty bands for remaining-session volatility. 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-62 are available to Terminal + AI members.

Symbols

ES · NQ

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Aggregate

Horizons

360 min

MST-62: Conformal uncertainty bands for remaining-session volatility — Ivolution Research Journal