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Realized Volatility Forecasting research benchmarks · SOTA2 Research

Realized Volatility Forecasting

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

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

0.68MSE

8

Feb 26, 2026

Popular datasets

S&P 500 monthly realized volatility

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