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

8.83IVRMSE

SV

8.430811.125413.8216.5146Feb 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.02
8.83
2026.02
9.16
2026.02
10.99
2026.02
12.02
2026.02
18.81