scripts/backtest_range_dvol.py: with implied hourly variance (DVOL/100)^2 /
8760 in the log-HAR regression, the interval score improved 0.3/0.2/0.4/0.7%
at 1/6/24/72h (significant at 1, 24 and 72h) and the 50% range narrowed about
6%, with coverage slightly below nominal (48/79/95%). DVOL takes the largest
weight in the fit (0.67-0.71).
The fit now produces two HAR sets, with and without DVOL, each with its own
quantiles; forecasts use the DVOL set when the frame carries DVOL and the
plain set otherwise, and report which (volatility_inputs). The quarterly
refit downloads two years of DVOL with the candles. The raw index rides on
the volatility frame as "dvol", excluded from model features.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
