Forecasting Stock Volatility

Published: 24 August 2026| Version 1 | DOI: 10.17632/3dkhj9jtgf.1
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Description

Sample totals, market/platform structure, MPAF/MPAS/CPD variables, forecasting horizons, Tables 2–7, and Online Appendix Tables A1–A3. The manuscript reports 1,771 firms, 2,750,442 firm-day observations, 1,014,915 OOS observations, and 257,387,296 retained messages

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Financial Forecasting, Forecasting Model

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