Overview

Risk features (SPX): 2025-10-17 → 2026-04-15

rows: 76

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
2025-10-17	SPX	0.2123	0.016751	0.028325	Elevated	Med	C
2025-10-20	SPX	0.1832	0.016164	0.017394	Normal	Med	C
2025-10-21	SPX	0.1770	0.016898	0.014440	Elevated	Med	C
2025-10-22	SPX	0.1888	0.015884	0.019780	Normal	Med	C
2025-10-23	SPX	0.1740	0.015364	0.014921	Normal	Med	C
2025-10-24	SPX	0.1653	0.014953	0.012385	Elevated	Med	C
2025-10-27	SPX	0.1630	0.014992	0.011588	Elevated	Med	C
2025-10-28	SPX	0.1680	0.016349	0.011889	Elevated	Low	C
2025-10-29	SPX	0.1751	0.015447	0.015229	Normal	Low	C
2025-10-30	SPX	0.1747	0.014520	0.015990	Normal	Low	C
2025-10-31	SPX	0.1807	0.015147	0.017509	Elevated	Low	C
2025-11-03	SPX	0.1783	0.014342	0.017437	Normal	Low	C
2025-11-04	SPX	0.1912	0.013526	0.023019	Normal	Med	C
2025-11-05	SPX	0.1804	0.014822	0.017733	Elevated	Med	C
2025-11-06	SPX	0.1954	0.014134	0.024045	Normal	Med	C
2025-11-07	SPX	0.2035	0.015196	0.026211	Elevated	Med	C
2025-11-10	SPX	0.1807	0.014308	0.018329	Normal	Med	C
2025-11-11	SPX	0.1761	0.016982	0.014020	Jump-prone	Med	C
2025-11-12	SPX	0.1762	0.016028	0.015007	Normal	Low	C
2025-11-13	SPX	0.2027	0.015072	0.026032	Normal	Med	C
2025-11-14	SPX	0.2021	0.018382	0.022453	Jump-prone	Med	C
2025-11-17	SPX	0.2216	0.017283	0.031833	Normal	Med	C
2025-11-18	SPX	0.2388	0.017527	0.039518	Elevated	Med	C
2025-11-19	SPX	0.2354	0.017515	0.037915	Elevated	Med	C
2025-11-20	SPX	0.2578	0.016676	0.049771	Normal	Med	C
2025-11-21	SPX	0.2393	0.019398	0.037882	Jump-prone	Med	C
2025-11-24	SPX	0.2115	0.019679	0.025072	Elevated	Med	C
2025-11-25	SPX	0.1934	0.022060	0.015327	Jump-prone	Med	C
2025-11-26	SPX	0.1786	0.021967	0.009931	Elevated	Med	C
2025-11-28	SPX	0.1727	0.021365	0.008449	Elevated	Med	C
2025-12-01	SPX	0.1789	0.020514	0.011483	Normal	Med	C
2025-12-02	SPX	0.1740	0.019714	0.010568	Normal	Med	C
2025-12-03	SPX	0.1687	0.018623	0.009824	Normal	Med	C
2025-12-04	SPX	0.1671	0.017639	0.010280	Normal	Med	C
2025-12-05	SPX	0.1627	0.016598	0.009888	Normal	Med	C
2025-12-08	SPX	0.1725	0.015659	0.014104	Normal	Med	C
2025-12-09	SPX	0.1724	0.014903	0.014824	Normal	Med	C
2025-12-10	SPX	0.1649	0.014020	0.013161	Normal	Med	C
2025-12-11	SPX	0.1579	0.013863	0.011064	Elevated	Med	C
2025-12-12	SPX	0.1619	0.013097	0.013123	Normal	Med	C
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