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Option Pricing Accuracy on SPY 2020Q1 Whole sample 28d maturity

1.76IVRMSE

JD

1.41963.71736.0158.3127Feb 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.02
1.76
2026.02
4.21
2026.02
7.65
2026.02
8.25
2026.02
10.27