Finding 7767Emerging EvidenceValidation V0
P and Q calibrations align: P-estimated parameters generate VIX paths ($r^2$ 0.92/0.78) and SPX/VIX smiles across 2019--2024; mixed-loss blending stabilizes kernels 1.5--3x; noted ATM VIX-smile, futures fit, skew, subjective-weight limitations.
86%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting86% linkage confidence
P and Q calibrations align: P-estimated parameters generate VIX paths ($r^2$ 0.92/0.78) and SPX/VIX smiles across 2019--2024; mixed-loss blending stabilizes kernels 1.5--3x; noted ATM VIX-smile, futures fit, skew, subjective-weight limitations.
key_findings bullet 3 · 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.