From: A hybrid econometrics and machine learning based modeling of realized volatility of natural gas
RVQ | N | AR | BRENT | EUR | XAU | SPX | AR | BRENT | EUR | XAU | SPX |
---|---|---|---|---|---|---|---|---|---|---|---|
1 | 154 | 7 | 5.5 | 133.3 | 3.8 | 2.3 | 0.0 | 0.7 | 0.7 | 0.7 | 0.0 |
2 | 155 | 2 | 28.0 | 24.2 | 29.8 | 41.0 | 0.0 | 11.5 | 4.0 | 5.8 | 8.7 |
3 | 155 | 3 | 4.9 | 4.4 | 3.6 | 8.1 | 15.0 | 31.8 | 29.2 | 28.5 | 26.5 |
4 | 155 | 2 | 10.8 | 9.3 | 8.3 | 35.5 | 49.0 | 17.3 | 11.8 | 6.8 | 4.3 |