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S&P 500 monthly realized volatility dataset and benchmarks · SOTA2 Research

Research Datasets

S&P 500 monthly realized volatility

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Realized Volatility Forecasting

S&P 500 monthly realized volatility 2000-2025 (out-of-sample)

0.68MSE

8

Popular tasks

Realized Volatility Forecasting

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