Finding 7765Emerging EvidenceValidation V0
New 4-factor path-dependent parsimonious model with fat-tailed three-Gaussian shocks approximating Students t to fit SPX and VIX, reproducing V-shaped SPX smiles without ad hoc terms; VIX fit achieves $r^2$ 0.96/0.87.
86%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting86% linkage confidence
New 4-factor path-dependent parsimonious model with fat-tailed three-Gaussian shocks approximating Students t to fit SPX and VIX, reproducing V-shaped SPX smiles without ad hoc terms; VIX fit achieves $r^2$ 0.96/0.87.
key_findings bullet 1 · key_findings
Inspect source: The Discrete-Time 4-Factor Path-Dependent Volatility Model: Calibration under P and Q →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.