spec,factor,label,perm_imp_mse,perm_imp_sd,mean_abs_shap
gap,DOW_pre,Dow (prev US session),0.004330740815153283,0.0005323746492754259,0.011858931501580534
gap,BRENT_pre,Brent (to last settle),0.0024902787293317645,0.00045340207724680145,0.006204949546984695
gap,USDINR_pre,USDINR (prev day),0.00038519825103654063,0.0002917570699848656,0.0030242310073739847
gap,DXY_pre,DXY,0.001990727048842153,0.001570250806704593,0.020309297912155685
gap,US10Y_pre,US10Y (bp),-0.0004026401177051733,0.0012269335386148477,0.022131942291093495
gap,USVIX_pre,US VIX,0.0003383235434318385,0.00017685577038419433,0.006000175158121707
gap,GOLD_pre,Gold,1.097827704401172e-05,0.000176972473915914,0.0038031912670904652
gap,INDIAVIX_lag,India VIX chg (t-1),-1.2312040552124592e-05,0.0002731249322145155,0.005017417518146162
gap,NIFTY_cc_lag,Nifty ret (t-1),-1.894652313336742e-05,0.0005230599277069153,0.0033309465660854585
gap,NIKKEI_gapopen,Nikkei open gap (t),0.006241457533499519,0.0017688864688625797,0.02972750670628817
gap,HSI_gapopen,Hang Seng open gap (t),0.07716147143232348,0.00815146738426449,0.16474028804763519
gap,SPX_pre,S&P 500,0.013045603497367612,0.002214362005494328,0.04919264209811144
gap,NASDAQ_pre,Nasdaq,0.004762739846755569,0.0016373506979709856,0.030915180328018523
gap,WTI_pre,WTI,1.343268016259086e-05,0.0005304991467544537,0.007400348859134944
gap,DOWFUT_pre,Dow fut (daily),0.0004536613173275153,0.0002729143042860751,0.005961838343951364
gap,BANK_lag,BANK (t-1),0.00044257539016052396,0.00022645867439060786,0.00461553290327921
gap,IT_lag,IT (t-1),-0.0017569012805529528,0.0006508017197257824,0.013052539959708398
gap,METAL_lag,METAL (t-1),-0.0008543457659989595,0.00018868772361095603,0.0036812172743122557
gap,ENERGY_lag,ENERGY (t-1),-0.0005907300746193375,0.00019982400049861442,0.006759087238687102
gap,PHARMA_lag,PHARMA (t-1),0.00019327283803731026,0.0001549107942712376,0.001959422582493316
gap,AUTO_lag,AUTO (t-1),-7.43487620179284e-05,0.00022980458918247902,0.004342726691930239
gap,FMCG_lag,FMCG (t-1),-0.0012607431833981692,0.0008353633447252919,0.003970181607169706
gap,NIFTY_gap_lag,NIFTY_gap (t-1),0.003342248280696353,0.0004993663650683475,0.0098051483616586
cc,DOW_pre,Dow (prev US session),0.005225877068598761,0.0016165644651924805,0.016123752046266742
cc,BRENT_pre,Brent (to last settle),0.000740365870829679,0.0014359569612688824,0.017527577916839655
cc,USDINR_pre,USDINR (prev day),0.003113365205788432,0.001117892198347233,0.007079722933974044
cc,DXY_pre,DXY,0.0006057515215676046,0.0007682246867376752,0.0074352425589833794
cc,US10Y_pre,US10Y (bp),0.0013722968489370102,0.0075847274709716535,0.06003929703279091
cc,USVIX_pre,US VIX,-0.00044345225758014585,0.0007369243206357716,0.005837228206472497
cc,GOLD_pre,Gold,0.0017760354232810084,0.00116460709300601,0.009269582449887926
cc,INDIAVIX_lag,India VIX chg (t-1),0.0003443250654112273,0.0006908297970271369,0.0056405802660873874
cc,NIFTY_cc_lag,Nifty ret (t-1),-0.0005326680408425488,0.0007604124356538076,0.011778056056978152
cc,NIKKEI_gapopen,Nikkei open gap (t),0.002585847814422215,0.003107974945610477,0.02791384333880192
cc,HSI_gapopen,Hang Seng open gap (t),0.10018860658505106,0.017151670246724777,0.27387799021164827
cc,SPX_pre,S&P 500,0.005310029076550443,0.0022097726330332695,0.022995996317056143
cc,NASDAQ_pre,Nasdaq,0.002098642958530783,0.0035554168598773733,0.03354669931920613
cc,WTI_pre,WTI,0.006393427276739072,0.0015347919322340902,0.013037498461064133
cc,DOWFUT_pre,Dow fut (daily),-0.0007583998229507505,0.0024070418170111913,0.01672271283088772
cc,BANK_lag,BANK (t-1),0.0004011858854476469,0.001424536592306233,0.016506068823215432
cc,IT_lag,IT (t-1),-0.006352028102744584,0.0030064422003327628,0.029066974418817167
cc,METAL_lag,METAL (t-1),0.0012541477840776693,0.001480062962476144,0.013725939844481628
cc,ENERGY_lag,ENERGY (t-1),-0.001720031511979092,0.002003125283529263,0.020903763594797044
cc,PHARMA_lag,PHARMA (t-1),-0.0016954618339612593,0.001155515416022773,0.0054246942301251
cc,AUTO_lag,AUTO (t-1),-0.000323194726373327,0.0009271179945997157,0.009061375868699095
cc,FMCG_lag,FMCG (t-1),-0.0003690218706496495,0.0010228642028893074,0.005121777791390143
cc,NIFTY_gap_lag,NIFTY_gap (t-1),0.0037815484071434093,0.002619643551704093,0.04928305342364819
oc_atopen,DOW_pre,Dow (prev US session),0.0006429047526614079,0.0006794791289131255,0.006206235653384877
oc_atopen,BRENT_pre,Brent (to last settle),-0.001422106096907172,0.0011315343831573754,0.01563129603783152
oc_atopen,USDINR_pre,USDINR (prev day),0.0029490134731163242,0.0010746520904647572,0.010942961438896497
oc_atopen,DXY_pre,DXY,0.002000732047271553,0.002280040219943169,0.020079613726919902
oc_atopen,US10Y_pre,US10Y (bp),9.432615725773752e-05,0.0028084751627622563,0.029668140321882072
oc_atopen,USVIX_pre,US VIX,0.0026503570408909966,0.0013139842106211785,0.020812041635525937
oc_atopen,GOLD_pre,Gold,-0.0010871317400987569,0.001088107234471421,0.010369507795663601
oc_atopen,INDIAVIX_lag,India VIX chg (t-1),0.0007285412859647844,0.0012229520571810542,0.009739810210285438
oc_atopen,NIFTY_cc_lag,Nifty ret (t-1),-0.0011300084648621783,0.0003369649179824456,0.005589844134014754
oc_atopen,NIKKEI_gapopen,Nikkei open gap (t),0.00020796056308323153,0.000790305175564626,0.012056881681113782
oc_atopen,HSI_gapopen,Hang Seng open gap (t),0.010301176753672514,0.006687706317704386,0.0962016952332491
oc_atopen,SPX_pre,S&P 500,0.000488524186696665,0.0007242227269489783,0.0031874865012974088
oc_atopen,NASDAQ_pre,Nasdaq,-0.001466374346714458,0.000417395349326495,0.005140332617651749
oc_atopen,WTI_pre,WTI,0.0043402356459882165,0.0029038722556428316,0.020849953495466114
oc_atopen,DOWFUT_pre,Dow fut (daily),0.00017815916913440087,0.0007089847345791353,0.00861696410559786
oc_atopen,BANK_lag,BANK (t-1),-0.0010050718015765763,0.0006152723285478594,0.011515211696419511
oc_atopen,IT_lag,IT (t-1),-0.0010775388886345078,0.0026529113816388195,0.024185042508191434
oc_atopen,METAL_lag,METAL (t-1),0.0047463994336150814,0.0012534559745873692,0.009446431688549051
oc_atopen,ENERGY_lag,ENERGY (t-1),0.0041687792518674185,0.0014322124992101884,0.01460691653717254
oc_atopen,PHARMA_lag,PHARMA (t-1),0.0004542360295633263,0.0007718816260110238,0.009791763837853566
oc_atopen,AUTO_lag,AUTO (t-1),-0.000978109328117044,0.0005679411151012181,0.0034153085639680087
oc_atopen,FMCG_lag,FMCG (t-1),-0.0005748983090193477,0.0005962412287824609,0.006713141860157275
oc_atopen,NIFTY_gap_lag,NIFTY_gap (t-1),0.00433358519360697,0.0040603664639553136,0.06102011831342051
oc_atopen,gap,"Nifty gap (realised, at open)",0.010190489955860665,0.002571352614618524,0.025734400916459135