Hölder exponent estimation on historic realized volatility data
0.0175RMSE
SigMA
Updated 1mo ago
Evaluation Results
| Method | Links | ||
|---|---|---|---|
2025.12 | 0.0175 | 0.0003 | |
2025.12 | 0.0205 | 0.0003 | |
2025.12 | 0.0348 | 0.0006 | |
2025.12 | 0.0366 | 0.001 | |
2025.12 | 0.0697 | 0.0025 |
SigMA
| Method | Links | ||
|---|---|---|---|
2025.12 | 0.0175 | 0.0003 | |
2025.12 | 0.0205 | 0.0003 | |
2025.12 | 0.0348 | 0.0006 | |
2025.12 | 0.0366 | 0.001 | |
2025.12 | 0.0697 | 0.0025 |