Improving S&P 500 Volatility Forecasting through Regime-Switching Methods

By Ava C. Blake, Nivika A. Gandhi, Anurag R. Jakkula

Published 2025-10-07

Everscope rating

1522.7

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Regime-Switching HAR Volatility Forecasting. Problem types: Time Series Forecasting, Regression, Clustering, Risk Management, Dimensionality Reduction.

arXiv:2510.03236 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.