# Volatility Forecasting on S&P 500 Realized Volatility (test) Source: [Volatility Forecasting on S&P 500 Realized Volatility (test)]() Collection index: [llms.txt]() Data updated: 2026-03-06T07:38:28.387Z Evaluation of models performing Volatility Forecasting specifically on the test split of the S&P 500 Realized Volatility dataset, assessed using R-squared metrics comparing against significance (Sig), variance (VSig), and the HAR benchmark. A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage. | Scope | Recorded value | | --- | --- | | Task | Volatility Forecasting | | Dataset (including any stated split) | S&P 500 Realized Volatility (test) | | Metric | R2 (Sig) | | Unit | SCALAR | | Direction | Higher is better | | Results loaded | 54 of 54 | | Coverage | All results currently returned for this benchmark | Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol. ## Metrics - [R2 (Sig)](): Higher is better; unit: SCALAR. - [R2 (VSig)](): Higher is better; unit: SCALAR. - [R2 (HAR)](): Higher is better; unit: SCALAR. ## Recorded results | Method | R2 (Sig) | Result date | Report paper | | --- | --- | --- | --- | | Sig | 0.59 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.58 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.57 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.56 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.52 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.47 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.39 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.38 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.38 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.35 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.34 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.34 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.31 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.29 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.28 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.27 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.27 | Not recorded | 69aa5f5f2d603e6de3e4166a | | Sig | 0.22 | Not recorded | 69aa5f5f2d603e6de3e4166a | ### Sig R2 (Sig): 0.59. Result ID: 69aa83ea6dbb7075b953f4aa. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"20"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.58. Result ID: 69aa83ea6dbb7075b953f4ad. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"60"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.57. Result ID: 69aa83ea6dbb7075b953f4b0. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"110"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.56. Result ID: 69aa83ea6dbb7075b953f4b3. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"150"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.52. Result ID: 69aa83ea6dbb7075b953f4b6. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"200"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.47. Result ID: 69aa83ea6dbb7075b953f4b9. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"240"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.39. Result ID: 69aa83ea6dbb7075b953f4c5. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"150"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.38. Result ID: 69aa83ea6dbb7075b953f4bf. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"60"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.38. Result ID: 69aa83ea6dbb7075b953f4c2. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"110"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.35. Result ID: 69aa83ea6dbb7075b953f4c8. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"200"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.34. Result ID: 69aa83ea6dbb7075b953f4bc. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"20"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.34. Result ID: 69aa83ea6dbb7075b953f4cb. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"240"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.31. Result ID: 69aa83ea6dbb7075b953f4d7. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"150"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.29. Result ID: 69aa83ea6dbb7075b953f4d4. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"110"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.28. Result ID: 69aa83ea6dbb7075b953f4da. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"200"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.27. Result ID: 69aa83ea6dbb7075b953f4d1. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"60"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.27. Result ID: 69aa83ea6dbb7075b953f4dd. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"240"}. This record does not assert independent reproduction. ### Sig R2 (Sig): 0.22. Result ID: 69aa83ea6dbb7075b953f4ce. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Past-window size p":"20"}. This record does not assert independent reproduction. Page 1 of 1. This is an index page, not the full collection.