Finding 7503Emerging EvidenceValidation V0
Volatility appears rough only in calendar time, not market time; while the model fits historical data impressively, its reliance on monthly data limits immediate use for intraday trading despite its innovative framework.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
Volatility appears rough only in calendar time, not market time; while the model fits historical data impressively, its reliance on monthly data limits immediate use for intraday trading despite its innovative framework.
key_findings bullet 3 · key_findings
Inspect source: Stock Market Index Dynamics and Rough Volatility →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.