framing,model,target,factor,label,beta,se_hac,ci_lo,ci_hi,t,p,std_beta,std_ci_lo,std_ci_hi,r2,n,start,end
A1 attribution (concurrent),OLS sectors core-8,cc,BANK_r,BANK (same day),0.3491420520084647,0.006321668934830633,0.336751808574011,0.3615322954429184,55.22941103175925,0.0,0.4844012870694959,0.4672110064022784,0.5015915677367134,0.9649698314195938,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors core-8,cc,IT_r,IT (same day),0.16288148031559005,0.003802989972090583,0.15542775693672553,0.17033520369445457,42.829847438711674,0.0,0.2146735162823994,0.20484970448969664,0.22449732807510214,0.9649698314195938,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors core-8,cc,AUTO_r,AUTO (same day),0.10537499316698574,0.00503283310694475,0.09551082153717322,0.11523916479679827,20.9375099328408,2.4387631991896555e-97,0.13849565451362508,0.12553105195426145,0.1514602570729887,0.9649698314195938,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors core-8,cc,PHARMA_r,PHARMA (same day),0.0402346223920969,0.003935741809633733,0.03252071019276628,0.04794853459142752,10.222881565455435,1.5661473663149831e-24,0.046140924241869184,0.03729463671047049,0.05498721177326788,0.9649698314195938,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors core-8,cc,FMCG_r,FMCG (same day),0.14764180781816885,0.004664703496114331,0.1384991569672267,0.156784458669111,31.650845105407782,7.382929896487635e-220,0.1509178755967492,0.1415723557596695,0.16026339543382892,0.9649698314195938,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors core-8,cc,METAL_r,METAL (same day),0.03212740694048218,0.0033906445405354944,0.025481865756655255,0.03877294812430911,9.475309651718375,2.6597067058428163e-21,0.054824449633464944,0.04348403431159359,0.0661648649553363,0.9649698314195938,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors core-8,cc,ENERGY_r,ENERGY (same day),0.15412190829309674,0.005225473762884046,0.14388016791568503,0.16436364867050846,29.494341620812904,3.402542342857374e-191,0.19651663881373632,0.18345767518642153,0.2095756024410511,0.9649698314195938,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors core-8,cc,REALTY_r,REALTY (same day),-0.0026510948278568487,0.0027596171789753534,-0.008059845109766567,0.0027576554540528686,-0.9606748530392903,0.3367156790601792,-0.005128914079835702,-0.015592898688653099,0.005335070528981694,0.9649698314195938,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors full-12,cc,BANK_r,BANK (same day),0.05990845443509012,0.008425715316888705,0.04339435587000076,0.07642255300017947,7.11019209431491,1.1588155261955688e-12,0.08311726492917111,0.060205528706895384,0.10602900115144684,0.9837699379797231,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors full-12,cc,IT_r,IT (same day),0.1510003781919492,0.0026380064434831886,0.14582998057173754,0.15617077581216085,57.24033713601181,0.0,0.19901453549925324,0.19220008713128403,0.20582898386722245,0.9837699379797231,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors full-12,cc,AUTO_r,AUTO (same day),0.0810076634844647,0.00325825132626147,0.07462160823241235,0.08739371873651705,24.862312747805493,1.90316695643872e-136,0.10646937226483709,0.09807610100273025,0.11486264352694393,0.9837699379797231,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors full-12,cc,PHARMA_r,PHARMA (same day),0.035921550522287925,0.002546435829271429,0.030930628007973537,0.04091247303660231,14.106599549600896,3.458572952993384e-45,0.04119470850619784,0.03547113602213612,0.046918280990259555,0.9837699379797231,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors full-12,cc,FMCG_r,FMCG (same day),0.12454574686155917,0.002987290481339836,0.11869076510677377,0.13040072861634458,41.69187684945151,0.0,0.12730932930668157,0.12132442962854854,0.13329422898481458,0.9837699379797231,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors full-12,cc,METAL_r,METAL (same day),0.02756311273615929,0.0023341392360831325,0.022988283898534516,0.032137941573784065,11.808684036524035,3.520278280631916e-32,0.04703561942439251,0.03922881218175607,0.054842426667028946,0.9837699379797231,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors full-12,cc,ENERGY_r,ENERGY (same day),0.1109392318010917,0.004503206119448925,0.10211310999201144,0.11976535361017197,24.63561046472103,5.249462542809704e-134,0.1414555866040046,0.13020163957667752,0.15270953363133166,0.9837699379797231,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors full-12,cc,REALTY_r,REALTY (same day),-0.015626704520612753,0.0019192536213311435,-0.01938837249561987,-0.011865036545605636,-8.142073745196054,3.88564451686518e-16,-0.03023204752808374,-0.03750952083381347,-0.022954574222354016,0.9837699379797231,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors full-12,cc,FIN_r,FIN (same day),0.32931430808045375,0.00900298171014775,0.31166878817509136,0.34695982798581615,36.57836022362077,6.316844208600816e-293,0.43616370554055084,0.4127929161176014,0.4595344949635003,0.9837699379797231,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors full-12,cc,PSUBANK_r,PSUBANK (same day),-0.02365316328005248,0.002283865155338988,-0.028129456730062872,-0.019176869830042086,-10.356637398122439,3.904477777614527e-25,-0.04744209331251534,-0.05642037368183435,-0.03846381294319633,0.9837699379797231,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors full-12,cc,INFRA_r,INFRA (same day),0.12483326285236795,0.005637505718008263,0.11378395468243314,0.13588257102230278,22.143350108471672,1.2090746209018303e-108,0.15129621473121224,0.1379046036869121,0.1646878257755124,0.9837699379797231,3568,2012-02-22,2026-10-09
A1 attribution (concurrent),OLS sectors full-12,cc,MEDIA_r,MEDIA (same day),-0.006037925917124539,0.002111083672225888,-0.010175573883037841,-0.001900277951211238,-2.8601073451334407,0.004234976315115207,-0.00986214282952953,-0.016620436286297304,-0.003103849372761755,0.9837699379797231,3568,2012-02-22,2026-10-09
A2 macro explanatory,OLS macro,cc,DOW_pre,Dow (prev US session),0.1234650423527657,0.07229651583323037,-0.018233524888095598,0.265163609593627,1.7077592319603352,0.08768102650974913,0.12279690344596784,-0.018134853011800275,0.26372865990373595,0.3930648926802248,3593,2012-01-03,2026-10-09
A2 macro explanatory,OLS macro,cc,BRENT_pre,Brent (to last settle),0.001856218762929969,0.007780594953160128,-0.013393467123557991,0.017105904649417927,0.23857028596200813,0.8114388082373283,0.004450587951257727,-0.032113027082858,0.04101420298537345,0.3930648926802248,3593,2012-01-03,2026-10-09
A2 macro explanatory,OLS macro,cc,USDINR_same,USDINR (same day),-0.12041525294534981,0.04880177365232058,-0.21606497168557387,-0.02476553420512574,-2.467435995323173,0.013608454751180875,-0.051190326991866056,-0.0918524545814192,-0.010528199402312907,0.3930648926802248,3593,2012-01-03,2026-10-09
A2 macro explanatory,OLS macro,cc,INDIAVIX_chg_same,India VIX chg (same day),-0.08590328994059117,0.0046710679265485775,-0.09505841484596657,-0.07674816503521577,-18.39050326208049,1.5652035935997407e-75,-0.442909104724836,-0.4901120486200948,-0.39570616082957727,0.3930648926802248,3593,2012-01-03,2026-10-09
A2 macro explanatory,OLS macro,cc,NIKKEI_same,Nikkei (same day),0.08501802199916733,0.017276846576400728,0.05115602494299777,0.11888001905533689,4.920922439358669,8.613726361834551e-07,0.11329528191846902,0.06817067877445965,0.1584198850624784,0.3930648926802248,3593,2012-01-03,2026-10-09
A2 macro explanatory,OLS macro,cc,HSI_same,Hang Seng (same day),0.16120365310374193,0.03024205839229715,0.10193030783648224,0.22047699837100163,5.330445798782056,9.797197091766654e-08,0.20646454317826313,0.13054911621596826,0.282379970140558,0.3930648926802248,3593,2012-01-03,2026-10-09
A2 macro explanatory,OLS macro,cc,GOLD_pre,Gold,-0.0027707622879124174,0.01707076588512196,-0.036228848611266476,0.030687324035441638,-0.16231036771040705,0.8710614506873202,-0.0029643768229950626,-0.03876043773785943,0.0328316840918693,0.3930648926802248,3593,2012-01-03,2026-10-09
A2 macro explanatory,OLS macro,cc,DXY_pre,DXY,0.0037602997869351017,0.04712262320847065,-0.08859834455871868,0.09611894413258887,0.0797981846277853,0.9363977681786966,0.0015861254743376775,-0.03737151271208808,0.04054376366076343,0.3930648926802248,3593,2012-01-03,2026-10-09
A2 macro explanatory,OLS macro,cc,US10Y_pre,US10Y (bp),-0.009440299844973271,0.002943602752458738,-0.01520965522458537,-0.003670944465361172,-3.207056331595002,0.001341007339322463,-0.04804099836107373,-0.07740082769784831,-0.01868116902429914,0.3930648926802248,3593,2012-01-03,2026-10-09
A2 macro explanatory,OLS macro,cc,USVIX_pre,US VIX,0.009474963428624769,0.00607263384421843,-0.0024271801973423726,0.02137710705459191,1.560272473474684,0.11869550541560255,0.07264826302607232,-0.01861014311205554,0.16390666916420016,0.3930648926802248,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [gap],gap,DOW_pre,Dow (prev US session),0.14804482730778307,0.027552950846353397,0.09404203598112801,0.20204761863443813,5.373102435864021,7.739333216766364e-08,0.24379857147929865,0.15486737664625172,0.3327297663123456,0.3981076309152872,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [gap],gap,BRENT_pre,Brent (to last settle),-0.0023097064550000657,0.006237132921612077,-0.01453426234814882,0.009914849438148689,-0.3703154131919781,0.7111474908064914,-0.009180036435804704,-0.05776710613364344,0.03940703326203404,0.3981076309152872,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [gap],gap,USDINR_pre,USDINR (prev day),0.02361953454601745,0.026637785277518342,-0.02858956522582979,0.07582863431786468,0.8866928800553017,0.37524427268683913,0.0164581913540782,-0.019921329706979816,0.05283771241513622,0.3981076309152872,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [gap],gap,DXY_pre,DXY,-0.07413003435082716,0.027935062875893146,-0.12888175149343964,-0.01937831720821468,-2.653655539640773,0.007962506396635167,-0.05172373589957352,-0.0899263805136326,-0.013521091285514444,0.3981076309152872,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [gap],gap,US10Y_pre,US10Y (bp),-0.007149702177528316,0.002286073339222899,-0.011630323588422416,-0.002669080766634216,-3.1275034159484587,0.0017629777118470687,-0.06024433130775259,-0.09799863687741944,-0.022490025738085742,0.3981076309152872,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [gap],gap,USVIX_pre,US VIX,-0.002420937304947429,0.00287421941684689,-0.008054303845633048,0.0032124292357381913,-0.8422938383748289,0.39962349913892503,-0.03071912764785022,-0.10220057638128227,0.04076232108558184,0.3981076309152872,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [gap],gap,GOLD_pre,Gold,0.0009204616842505514,0.011514437568750811,-0.021647421252735978,0.023488344621237084,0.0799397867898129,0.9362851457856134,0.0016290166403641966,-0.03831121929903207,0.04156925257976046,0.3981076309152872,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [gap],gap,INDIAVIX_lag,India VIX chg (t-1),0.00014484509640983725,0.003976295314645706,-0.007648550512191109,0.007938240705010783,0.03642714762063471,0.9709417678691172,0.0012368315675379954,-0.06531093529475915,0.06778459842983514,0.3981076309152872,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [gap],gap,NIFTY_cc_lag,Nifty ret (t-1),-0.0483075968759029,0.027874710793805903,-0.10294102611123238,0.006325832359426568,-1.7330259400085841,0.0830910583304148,-0.08000464073326793,-0.17048581058378678,0.010476529117250916,0.3981076309152872,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [gap],gap,NIKKEI_gapopen,Nikkei open gap (t),0.07837848898608545,0.023488787817069052,0.03234131082412691,0.12441566714804397,3.33684690740527,0.0008473460842898265,0.09524049906775679,0.03929908094990372,0.15118191718560986,0.3981076309152872,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [gap],gap,HSI_gapopen,Hang Seng open gap (t),0.28745850615196056,0.03607600139060726,0.21675084272015344,0.3581661695837677,7.968136574770263,1.6108478767474035e-15,0.38787215502882333,0.2924652242704425,0.48327908578720413,0.3981076309152872,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc],oc,DOW_pre,Dow (prev US session),-0.006718656460345341,0.06484048672198685,-0.13380367517548714,0.12036636225479647,-0.10361822990553066,0.9174723201664147,-0.00816150128963486,-0.16253828037614565,0.14621527779687593,0.006836624668196456,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc],oc,BRENT_pre,Brent (to last settle),-0.003149532198707657,0.008592608909637266,-0.019990736194834685,0.013691671797419369,-0.36653968914786944,0.7139624024344227,-0.00923386177177324,-0.05860924197403996,0.04014151843049348,0.006836624668196456,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc],oc,USDINR_pre,USDINR (prev day),-0.022929247120340113,0.05095440041761968,-0.12279803679270737,0.07693954255202715,-0.44999542595758496,0.6527137387104704,-0.01178556118507065,-0.06311780619884302,0.03954668382870172,0.006836624668196456,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc],oc,DXY_pre,DXY,0.07410801391011419,0.04653014540819516,-0.01708939528536009,0.1653054231055885,1.5926882080420461,0.11123015419420143,0.03814262323303879,-0.00879573383845593,0.08508098030453351,0.006836624668196456,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc],oc,US10Y_pre,US10Y (bp),-0.00482054868792916,0.0033571688734939193,-0.011400478769996147,0.0017593813941378274,-1.4358969922511677,0.15103165449021116,-0.029962249064317898,-0.07085998015421634,0.010935482025580538,0.006836624668196456,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc],oc,USVIX_pre,US VIX,0.004410037445067547,0.005311296635995723,-0.005999912672692816,0.01481998756282791,0.8303127743195209,0.4063619674624783,0.04127787318435504,-0.05615907744675146,0.13871482381546152,0.006836624668196456,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc],oc,GOLD_pre,Gold,0.007431505353614585,0.019467387002037245,-0.030723872043481586,0.04558688275071076,0.38174128622587533,0.7026532730742374,0.009701665577749938,-0.04010933419760798,0.059512665353107855,0.006836624668196456,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc],oc,INDIAVIX_lag,India VIX chg (t-1),-5.036818225247275e-05,0.003930561635377023,-0.007754127426606293,0.007653391062101347,-0.012814500044760499,0.9897757880826886,-0.00031725811630421057,-0.04884154541483515,0.04820702918222673,0.006836624668196456,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc],oc,NIFTY_cc_lag,Nifty ret (t-1),-0.017711964624282827,0.024925858918707352,-0.06656575038867574,0.03114182114011008,-0.7105859293374097,0.4773408649337062,-0.02163795341638744,-0.08132054442240391,0.03804463758962903,0.006836624668196456,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc],oc,NIKKEI_gapopen,Nikkei open gap (t),-0.004577523485191808,0.03715904053044034,-0.07740790462491902,0.06825285765453541,-0.12318734337184899,0.9019587477565664,-0.004103033439198753,-0.06938407244917508,0.06117800557077757,0.006836624668196456,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc],oc,HSI_gapopen,Hang Seng open gap (t),0.0742085336223514,0.03463617598892596,0.006322876121865523,0.14209419112283728,2.142515202777515,0.032152046637998574,0.07386130697673718,0.006293290965560014,0.14142932298791433,0.006836624668196456,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [cc],cc,DOW_pre,Dow (prev US session),0.14132617084743773,0.08143208107651664,-0.018277775248680572,0.30093011694355604,1.7355097521656404,0.08265055566268598,0.14054158542276957,-0.01817630447388041,0.29925947531941954,0.162370744473344,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [cc],cc,BRENT_pre,Brent (to last settle),-0.005459238653707736,0.010390589914404573,-0.02582442066406582,0.01490594335665035,-0.525402185889325,0.5993036342912959,-0.013102797658099456,-0.061981565573998997,0.035775970257800084,0.162370744473344,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [cc],cc,USDINR_pre,USDINR (prev day),0.0006902874256773591,0.053587191873536416,-0.10433867867909148,0.10571925353044619,0.012881574897718268,0.9897222745100859,0.00029045915671269584,-0.043903631290867474,0.04448454960429287,0.162370744473344,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [cc],cc,DXY_pre,DXY,-2.2020440712988584e-05,0.05516954297305066,-0.10815233771142711,0.10810829683000113,-0.00039914125668478307,0.9996815313621679,-9.278249100877536e-06,-0.045569675158224035,0.045551118660022274,0.162370744473344,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [cc],cc,US10Y_pre,US10Y (bp),-0.011970250865457475,0.004037362148473774,-0.019883335269011326,-0.004057166461903624,-2.9648692451289103,0.0030281160387767123,-0.06090820857664382,-0.10117234345180123,-0.02064407370148641,0.162370744473344,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [cc],cc,USVIX_pre,US VIX,0.0019891001401201244,0.006718235559724079,-0.011178399596595362,0.01515659987683561,0.29607478368945694,0.7671729708164369,0.015241451249973741,-0.08565432632966612,0.1161372288296136,0.162370744473344,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [cc],cc,GOLD_pre,Gold,0.008351967037865133,0.02019915950215584,-0.03123765810434032,0.04794159218007059,0.4134809191923919,0.6792542993028423,0.008925918451278686,-0.03338432582218829,0.05123616272474566,0.162370744473344,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [cc],cc,INDIAVIX_lag,India VIX chg (t-1),9.447691415736537e-05,0.005311820736983591,-0.01031650042266348,0.010505454250978211,0.017786163885307568,0.9858094426354698,0.00048716580986543097,-0.053196554186913,0.05417088580664386,0.162370744473344,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [cc],cc,NIFTY_cc_lag,Nifty ret (t-1),-0.06601956150018572,0.03904383594191109,-0.14254407376462197,0.010504950764250523,-1.6909086903860768,0.09085424326221372,-0.06602626318614566,-0.14255854350050215,0.010506017128210837,0.162370744473344,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [cc],cc,NIKKEI_gapopen,Nikkei open gap (t),0.07380096550089361,0.049136769620914164,-0.022505333272739986,0.17010726427452721,1.5019498853966498,0.133110051849823,0.05415407682153503,-0.016514086755835516,0.12482224039890558,0.162370744473344,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [cc],cc,HSI_gapopen,Hang Seng open gap (t),0.36166703977431197,0.05467403578008992,0.2545078987558814,0.4688261807927425,6.614968780227058,3.716301671029342e-11,0.2946908881902688,0.20737626183080474,0.38200551454973286,0.162370744473344,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc_atopen],oc,DOW_pre,Dow (prev US session),0.009284659706598527,0.06610872358266232,-0.12028605757933333,0.1388553769925304,0.14044530288032248,0.8883081660105773,0.011278558833372487,-0.14611772753273797,0.16867484519948292,0.010663565358827398,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc_atopen],oc,BRENT_pre,Brent (to last settle),-0.0033992063232574734,0.00859197499256959,-0.02023916786476267,0.013440755218247722,-0.39562572356147857,0.6923811575671509,-0.009965861385883333,-0.059337598934729834,0.03940587616296317,0.010663565358827398,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc_atopen],oc,USDINR_pre,USDINR (prev day),-0.020376028031704674,0.05073652869136363,-0.1198177969673605,0.07906574090395116,-0.401604693053687,0.6879749754572662,-0.010473214572463757,-0.06158597226537476,0.04063954312044724,0.010663565358827398,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc_atopen],oc,DXY_pre,DXY,0.06609472226895241,0.046974942628296906,-0.025974473458344832,0.15816391799624965,1.4070208194174159,0.1594212153392196,0.03401826545041069,-0.013368791072985484,0.08140532197380686,0.010663565358827398,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc_atopen],oc,US10Y_pre,US10Y (bp),-0.005593415572420831,0.0034050216818193673,-0.012267135435364795,0.0010803042905231323,-1.642696022256212,0.10044584220477375,-0.03476602381815206,-0.07624670779500294,0.006714660158698815,0.010663565358827398,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc_atopen],oc,USVIX_pre,US VIX,0.0041483395133264,0.005412720389935157,-0.006460397509332106,0.014757076535984905,0.7664056545466771,0.443434969314653,0.038828385130438174,-0.06046920744607206,0.1381259777069484,0.010663565358827398,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc_atopen],oc,GOLD_pre,Gold,0.007531005212005328,0.01921993305040338,-0.030139371352056358,0.045201381776067015,0.39183306165820747,0.6951815647955797,0.009831560438240352,-0.03934628149585437,0.05900940237233507,0.010663565358827398,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc_atopen],oc,INDIAVIX_lag,India VIX chg (t-1),-3.4710749870478094e-05,0.003913073396636528,-0.007704193676139891,0.007634772176398934,-0.008870457145095625,0.9929224920124176,-0.00021863538898845506,-0.04852702368892588,0.04808975291094897,0.010663565358827398,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc_atopen],oc,NIFTY_cc_lag,Nifty ret (t-1),-0.022933908275600736,0.025096790357795135,-0.0721227135044313,0.026254896953229825,-0.9138183787106227,0.3608122875670664,-0.028017379745825095,-0.08810924977417829,0.032074490282528095,0.010663565358827398,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc_atopen],oc,NIKKEI_gapopen,Nikkei open gap (t),0.003895016641616953,0.03858211539881658,-0.07172453998743177,0.07951457327066568,0.10095394203648109,0.9195870222394924,0.0034912728636978204,-0.06428982547694159,0.07127237120433724,0.010663565358827398,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc_atopen],oc,HSI_gapopen,Hang Seng open gap (t),0.10528215802709504,0.03647301327560532,0.03379636559925735,0.1767679504549327,2.8865769118536786,0.0038945754656718036,0.1047895358340625,0.03363823016539083,0.17594084150273417,0.010663565358827398,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core [oc_atopen],oc,gap,"Nifty gap (realised, at open)",-0.10809777320806481,0.05144476098874784,-0.20892765193928176,-0.007267894476847864,-2.1012396817570655,0.035619931655699495,-0.07973820357129542,-0.15411525277159274,-0.0053611543709981,0.010663565358827398,3593,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [gap],gap,DOW_pre,Dow (prev US session),0.11432051305914416,0.015867244495204522,0.08322128531465187,0.14541974080363645,7.204811969317967,5.812400096317137e-13,0.18760740375736817,0.1365715465881056,0.23864326092663074,0.40666146394062785,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [gap],gap,BRENT_pre,Brent (to last settle),-0.010307335468242801,0.005090847498008829,-0.02028521321512595,-0.00032945772135965085,-2.0246796770624704,0.04290026677761777,-0.04299567105257209,-0.08461705329336089,-0.0013742888117832877,0.40666146394062785,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [gap],gap,USDINR_pre,USDINR (prev day),0.0060099716702837706,0.01796521925242792,-0.029201211038840547,0.041221154379408084,0.3345337224020547,0.7379768484158205,0.00469000922553629,-0.022787786146508126,0.03216780459758071,0.40666146394062785,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [gap],gap,DXY_pre,DXY,-0.09577489770368504,0.022533326521305852,-0.13993940613732572,-0.05161038927004435,-4.250366567631608,2.1342094572516153e-05,-0.0762304678466574,-0.11138248806107906,-0.041078447632235726,0.40666146394062785,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [gap],gap,US10Y_pre,US10Y (bp),-0.005890052464679469,0.0018692564084149947,-0.009553727703043552,-0.0022263772263153856,-3.1510136534312285,0.0016270488416543361,-0.05626320291959616,-0.09125951315684219,-0.021266892682350137,0.40666146394062785,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [gap],gap,USVIX_pre,US VIX,-0.006499621615304997,0.0017750244128439416,-0.009978605536158478,-0.003020637694451515,-3.661708294417941,0.0002505390398616926,-0.09370942942391373,-0.14386828750735453,-0.043550571340472924,0.40666146394062785,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [gap],gap,GOLD_pre,Gold,-0.003961535202471252,0.0098193208333253,-0.023207050388432675,0.01528397998349017,-0.40344289281458207,0.6866224378605371,-0.007916907136146177,-0.04637799576145965,0.030544181489167294,0.40666146394062785,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [gap],gap,INDIAVIX_lag,India VIX chg (t-1),0.007156743936492307,0.002078940099113156,0.0030820962162143905,0.011231391656770222,3.4424964622815555,0.0005763714035188541,0.069179112516048,0.029792414374305687,0.10856581065779031,0.40666146394062785,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [gap],gap,NIFTY_cc_lag,Nifty ret (t-1),0.008150134919655171,0.012145751840072317,-0.01565510125204766,0.031955371091358,0.6710276174724351,0.502202936061288,0.013901251104993392,-0.026702072508515425,0.05450457471850221,0.40666146394062785,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [gap],gap,NIKKEI_gapopen,Nikkei open gap (t),0.102378950481833,0.015678450410556852,0.07164975234374435,0.13310814861992165,6.529915125597977,6.580697199886959e-11,0.14165172805657258,0.0991347458295915,0.18416871028355367,0.40666146394062785,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [gap],gap,HSI_gapopen,Hang Seng open gap (t),0.23027597104248992,0.019720063454197044,0.19162535689941917,0.2689265851855607,11.677242904280819,1.6661238896480452e-31,0.3466729712360958,0.28848573101116676,0.40486021146102485,0.40666146394062785,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [cc],cc,DOW_pre,Dow (prev US session),0.039759583947455976,0.03165036149828399,-0.022273984686853834,0.10179315258176579,1.2562126328197436,0.20903888776563873,0.03826307619320548,-0.021435615984455723,0.09796176837086668,0.14439007545528526,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [cc],cc,BRENT_pre,Brent (to last settle),-0.011609382566117384,0.007006739784745994,-0.025342340193263466,0.002123575061028697,-1.6568879283046247,0.09754213542300395,-0.028398780182735627,-0.061992232951738405,0.005194672586267154,0.14439007545528526,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [cc],cc,USDINR_pre,USDINR (prev day),-0.025010619736506194,0.04479196047014859,-0.11280124905493921,0.06278000958192684,-0.5583729641209701,0.5765897304165767,-0.011445584293986254,-0.05162112007327611,0.0287299514853036,0.14439007545528526,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [cc],cc,DXY_pre,DXY,-0.05617597839622399,0.04221193852762516,-0.13890985762798802,0.026557900835540042,-1.330807831994264,0.18325225023820146,-0.026220427988987563,-0.0648368933284132,0.01239603735043808,0.14439007545528526,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [cc],cc,US10Y_pre,US10Y (bp),-0.01226617161738785,0.0034172471564891255,-0.018963852970378448,-0.005568490264397255,-3.589489157696775,0.0003313266105601296,-0.06871104728596775,-0.10622924893083302,-0.031192845641102473,0.14439007545528526,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [cc],cc,USVIX_pre,US VIX,-0.008210297654526615,0.0031870531468143793,-0.014456807039097845,-0.0019637882699553863,-2.5761408035298135,0.009990995193871631,-0.06941708367482369,-0.12223057264562644,-0.016603594704020938,0.14439007545528526,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [cc],cc,GOLD_pre,Gold,-0.0038443583724234636,0.01842009939779663,-0.039947089783752804,0.03225837303890587,-0.20870454004625602,0.8346788957452331,-0.0045053459036246855,-0.04681547345064767,0.0378047816433983,0.14439007545528526,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [cc],cc,INDIAVIX_lag,India VIX chg (t-1),0.0072863510416235535,0.0038017885641315483,-0.00016501762091052693,0.014737719704157635,1.916558724587566,0.05529401597105904,0.04130302319016533,-0.0009354101366130171,0.08354145651694367,0.14439007545528526,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [cc],cc,NIFTY_cc_lag,Nifty ret (t-1),0.0052682104443347606,0.023521304344855307,-0.040832698940987136,0.051369119829656654,0.223976118292396,0.8227758860282403,0.0052694398062440116,-0.040842227445071266,0.051381107057559286,0.14439007545528526,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [cc],cc,NIKKEI_gapopen,Nikkei open gap (t),0.10728829778948003,0.02921441825632014,0.050029090177803104,0.16454750540115695,3.672443409557528,0.00024024236308712332,0.08705140832951375,0.040592523575754234,0.13351029308327325,0.14439007545528526,3526,2012-01-03,2026-10-09
B forecast (pre-open),OLS core ex-Covid [cc],cc,HSI_gapopen,Hang Seng open gap (t),0.2915767034508593,0.028564455201417118,0.2355914000180739,0.34756200688364464,10.20767598733666,1.8320016722320646e-24,0.2574165258698099,0.20799027837173584,0.30684277336788396,0.14439007545528526,3526,2012-01-03,2026-10-09