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 |
| Method | Links | |||
|---|---|---|---|---|
| FINN2024.12 | 0.0456 | 0.0562 | 26.95 | |
| Hybrid Heston2024.12 | 0.1153 | 0.1218 | 59.08 |