Implied Volatility Prediction on SPY Options 2017 (out-of-sample)
0.0456MAEFINN
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| FINN2024.12 | 0.0456 | 0.0562 | 26.95 | |
| Hybrid Heston2024.12 | 0.1153 | 0.1218 | 59.08 |
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| Method | Links | |||
|---|---|---|---|---|
| FINN2024.12 | 0.0456 | 0.0562 | 26.95 | |
| Hybrid Heston2024.12 | 0.1153 | 0.1218 | 59.08 |