Overview

Risk features (SPX): 2025-12-15 → 2026-06-13

rows: 36

latest: 2026-02-05

Quality

2026-02-05

jump: Normal / tail: Med

IVol30

0.2136

SPX (preview)

Forecast IVol30 (vol)

0.1033

sqrt(forecast_ivar30)

VRP30

0.034960

variance premium (preview)

Risk timeline (SPX)

Background shading indicates low/medium confidence days (signals should be gated).

Feature heatmap

VRP30 distribution

Risk (preview)

date	underlier	ivol30	forecast_ivar30	vrp30	jump	tail	quality
2025-12-15	SPX	0.1665	0.014049	0.013689	Elevated	Med	C
2025-12-16	SPX	0.1664	0.013245	0.014429	Normal	Med	C
2025-12-17	SPX	0.1724	0.012536	0.017202	Normal	Med	C
2025-12-18	SPX	0.1662	0.013839	0.013790	Elevated	Med	C
2025-12-19	SPX	0.1522	0.013953	0.009201	Elevated	Med	C
2025-12-22	SPX	0.1456	0.014282	0.006910	Elevated	Med	C
2025-12-23	SPX	0.1437	0.014047	0.006616	Elevated	Med	C
2025-12-24	SPX	0.1415	0.013516	0.006499	Normal	Med	C
2025-12-26	SPX	0.1423	0.012861	0.007389	Normal	Low	C
2025-12-29	SPX	0.1460	0.012091	0.009224	Normal	Low	C
2025-12-30	SPX	0.1439	0.011551	0.009165	Normal	Low	C
2025-12-31	SPX	0.1487	0.010886	0.011228	Normal	Low	C
2026-01-02	SPX	0.1480	0.011058	0.010846	Elevated	Low	C
2026-01-05	SPX	0.1499	0.010448	0.012025	Normal	Low	C
2026-01-06	SPX	0.1493	0.010428	0.011859	Elevated	Low	C
2026-01-07	SPX	0.1532	0.010379	0.013081	Elevated	Low	C
2026-01-08	SPX	0.1554	0.009936	0.014213	Normal	Low	C
2026-01-09	SPX	0.1473	0.009340	0.012372	Normal	Low	C
2026-01-12	SPX	0.1522	0.009410	0.013749	Elevated	Low	C
2026-01-13	SPX	0.1591	0.008883	0.016432	Normal	Low	C
2026-01-14	SPX	0.1695	0.008407	0.020313	Normal	Med	C
2026-01-15	SPX	0.1556	0.008335	0.015862	Normal	Med	C
2026-01-16	SPX	0.1491	0.007935	0.014291	Normal	Med	C
2026-01-20	SPX	0.2052	0.007465	0.034655	Normal	Med	C
2026-01-21	SPX	0.1771	0.013585	0.017794	Jump-prone	Med	C
2026-01-22	SPX	0.1558	0.014777	0.009494	Elevated	Low	C
2026-01-23	SPX	0.1559	0.014343	0.009957	Normal	Low	C
2026-01-26	SPX	0.1590	0.013484	0.011787	Normal	Low	C
2026-01-27	SPX	0.1599	0.013052	0.012503	Normal	Low	C
2026-01-28	SPX	0.1634	0.012520	0.014192	Normal	Low	C
2026-01-29	SPX	0.1732	0.011769	0.018219	Normal	Med	C
2026-01-30	SPX	0.1758	0.011088	0.019822	Normal	Low	C
2026-02-02	SPX	0.1650	0.010704	0.016507	Normal	Low	C
2026-02-03	SPX	0.1858	0.010499	0.024022	Normal	Med	C
2026-02-04	SPX	0.1920	0.010946	0.025937	Elevated	Med	C
2026-02-05	SPX	0.2136	0.010680	0.034960	Normal	Med	C