feature_spec.json

{
  "frequency": "daily_observed_sessions",
  "frequency_token": 8,
  "context_length": 512,
  "target_channel": 0,
  "target_name": "log_rv5",
  "prediction_steps_used": 22,
  "reported_horizon_indices": [0, 4, 21],
  "annualization_factor": 252,
  "channels": [
    "log_rv5",
    "log_rv5_ss",
    "log_rk",
    "log_bv5",
    "jump_share",
    "downside_share",
    "log_rq5",
    "intraday_return",
    "overnight_return",
    "log_range",
    "log_volume",
    "log_trades"
  ],
  "data_source": "VOLARE realized-variance archives",
  "data_included": false
}