Historical RV15 forecasts for six U.S. stocks. Option state improves both families; the mixed B2 block improves the linear model only. Source-time assumptions, placebo and final-window limits remain material. Public aggregate checks are not an independent licensed-data replication.
options reproducible-research quantitative-finance preregistration implied-volatility market-microstructure point-in-time options-trading realized-volatility volatility-forecasting walk-forward-validation options-order-flow intraday-realized-variance qlike prospective-replication
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Updated
Sep 11, 2026 - Python