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Option Pricing on S&P 500 index options 317 longer prediction horizons

3.09Diebold-Mariano Test Statistic

NN

-13.5916-9.2608-4.93-0.5992Apr 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.04
3.09
2026.04
2.97
2026.04
2.94
2026.04
2.67
2026.04
2.63
2026.04
2.56
2026.04
2.54
2026.04
2.51
2026.04
2.49
2026.04
2.47
2026.04
2.45
2026.04
2.42
2026.04
2.4
2026.04
1.74
2026.04
1.36
2026.04
1.33
2026.04
1.3
2026.04
1.26
2026.04
1.14
2026.04
0.62
2026.04
0.04
2026.04
0.01
2026.04
-0.38
2026.04
-0.44
2026.04
-0.57
2026.04
-2.09
2026.04
-2.51
2026.04
-2.53
2026.04
-2.78
2026.04
-2.82
2026.04
-3.06
2026.04
-3.51
2026.04
-3.56
2026.04
-3.61
2026.04
-3.61
2026.04
-3.83
2026.04
-3.95
2026.04
-3.98
2026.04
-5.23
2026.04
-5.83
2026.04
-12.95