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Datasets:
Steven10429
/
vol-forecast-data

Modalities:
Tabular
Tags:
finance
volatility
time-series
tabular
License:
Dataset card Data Studio Files
xet
 Community
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The full dataset viewer is not available (click to read why). Only showing a preview of the rows.
The dataset generation failed
Error code:   DatasetGenerationError
Exception:    ParserError
Message:      Error tokenizing data. C error: Expected 2 fields in line 3, saw 3

Traceback:    Traceback (most recent call last):
                File "/usr/local/lib/python3.14/site-packages/datasets/builder.py", line 1835, in _prepare_split_single
                  for key, table in generator:
                                    ^^^^^^^^^
                File "/src/services/worker/src/worker/job_runners/config/parquet_and_info.py", line 621, in wrapped
                  for item in generator(*args, **kwargs):
                              ~~~~~~~~~^^^^^^^^^^^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/datasets/packaged_modules/csv/csv.py", line 198, in _generate_tables
                  for batch_idx, df in enumerate(csv_file_reader):
                                       ~~~~~~~~~^^^^^^^^^^^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/pandas/io/parsers/readers.py", line 1843, in __next__
                  return self.get_chunk()
                         ~~~~~~~~~~~~~~^^
                File "/usr/local/lib/python3.14/site-packages/pandas/io/parsers/readers.py", line 1985, in get_chunk
                  return self.read(nrows=size)
                         ~~~~~~~~~^^^^^^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/pandas/io/parsers/readers.py", line 1923, in read
                  ) = self._engine.read(  # type: ignore[attr-defined]
                      ~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
                      nrows
                      ^^^^^
                  )
                  ^
                File "/usr/local/lib/python3.14/site-packages/pandas/io/parsers/c_parser_wrapper.py", line 234, in read
                  chunks = self._reader.read_low_memory(nrows)
                File "pandas/_libs/parsers.pyx", line 850, in pandas._libs.parsers.TextReader.read_low_memory
                File "pandas/_libs/parsers.pyx", line 905, in pandas._libs.parsers.TextReader._read_rows
                File "pandas/_libs/parsers.pyx", line 874, in pandas._libs.parsers.TextReader._tokenize_rows
                File "pandas/_libs/parsers.pyx", line 891, in pandas._libs.parsers.TextReader._check_tokenize_status
                File "pandas/_libs/parsers.pyx", line 2061, in pandas._libs.parsers.raise_parser_error
              pandas.errors.ParserError: Error tokenizing data. C error: Expected 2 fields in line 3, saw 3
              
              
              The above exception was the direct cause of the following exception:
              
              Traceback (most recent call last):
                File "/src/services/worker/src/worker/job_runners/config/parquet_and_info.py", line 1379, in compute_config_parquet_and_info_response
                  parquet_operations, partial, estimated_dataset_info = stream_convert_to_parquet(
                                                                        ~~~~~~~~~~~~~~~~~~~~~~~~~^
                      builder, max_dataset_size_bytes=max_dataset_size_bytes
                      ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
                  )
                  ^
                File "/src/services/worker/src/worker/job_runners/config/parquet_and_info.py", line 956, in stream_convert_to_parquet
                  builder._prepare_split(split_generator=splits_generators[split], file_format="parquet")
                  ~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/datasets/builder.py", line 1702, in _prepare_split
                  for job_id, done, content in self._prepare_split_single(
                                               ~~~~~~~~~~~~~~~~~~~~~~~~~~^
                      gen_kwargs=gen_kwargs, job_id=job_id, **_prepare_split_args
                      ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
                  ):
                  ^
                File "/usr/local/lib/python3.14/site-packages/datasets/builder.py", line 1887, in _prepare_split_single
                  raise DatasetGenerationError("An error occurred while generating the dataset") from e
              datasets.exceptions.DatasetGenerationError: An error occurred while generating the dataset

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observation_date
string
BAA10Y
float64
1986-01-02
2.34
1986-01-03
2.3
1986-01-06
2.29
1986-01-07
2.35
1986-01-08
2.21
1986-01-09
2.16
1986-01-10
2.06
1986-01-13
2.03
1986-01-14
2.03
1986-01-15
2.2
1986-01-16
2.17
1986-01-17
2.2
1986-01-20
null
1986-01-21
2.24
1986-01-22
2.23
1986-01-23
2.29
1986-01-24
2.26
1986-01-27
2.35
1986-01-28
2.41
1986-01-29
2.34
1986-01-30
2.32
1986-01-31
2.29
1986-02-03
2.3
1986-02-04
2.29
1986-02-05
2.28
1986-02-06
2.25
1986-02-07
2.22
1986-02-10
2.3
1986-02-11
2.35
1986-02-12
2.36
1986-02-13
2.38
1986-02-14
2.47
1986-02-17
null
1986-02-18
2.49
1986-02-19
2.43
1986-02-20
2.44
1986-02-21
2.54
1986-02-24
2.56
1986-02-25
2.54
1986-02-26
2.51
1986-02-27
2.56
1986-02-28
2.49
1986-03-03
2.57
1986-03-04
2.6
1986-03-05
2.48
1986-03-06
2.58
1986-03-07
2.68
1986-03-10
2.79
1986-03-11
2.82
1986-03-12
2.79
1986-03-13
2.75
1986-03-14
2.72
1986-03-17
2.68
1986-03-18
2.68
1986-03-19
2.71
1986-03-20
2.73
1986-03-21
2.69
1986-03-24
2.73
1986-03-25
2.74
1986-03-26
2.79
1986-03-27
2.88
1986-03-28
null
1986-03-31
2.92
1986-04-01
2.91
1986-04-02
2.92
1986-04-03
2.85
1986-04-04
2.84
1986-04-07
2.87
1986-04-08
2.93
1986-04-09
2.94
1986-04-10
2.97
1986-04-11
2.96
1986-04-14
2.98
1986-04-15
2.98
1986-04-16
3.16
1986-04-17
3.15
1986-04-18
2.88
1986-04-21
2.97
1986-04-22
2.81
1986-04-23
2.76
1986-04-24
2.7
1986-04-25
2.68
1986-04-28
2.75
1986-04-29
2.82
1986-04-30
2.78
1986-05-01
2.73
1986-05-02
2.73
1986-05-05
2.71
1986-05-06
2.7
1986-05-07
2.73
1986-05-08
2.75
1986-05-09
2.71
1986-05-12
2.58
1986-05-13
2.6
1986-05-14
2.6
1986-05-15
2.56
1986-05-16
2.39
1986-05-19
2.41
1986-05-20
2.46
1986-05-21
2.47
End of preview.

vol-forecast data — pinned version v2026.09

Inputs for forecasting next week's realised volatility of the US stock market. Code: https://github.com/StevenLi-phoenix/vol-forecast

File Source
F-F_Research_Data_5_Factors_2x3_daily_CSV.zip, F-F_Momentum_Factor_daily_CSV.zip Kenneth R. French Data Library (CRSP 202609 release), unmodified
VIXCLS.csv, T10Y3M.csv, BAA10Y.csv FRED, unmodified, downloaded 2026-11-01
weekly.csv derived: 1893 weekly rows (1990-03-23 .. 2026-09-25), 14 core + 2 optional features, target target_lrv_next
MANIFEST.json sha256 and size of every file above

The upstream data belong to their providers; check their terms before redistributing. Rebuild weekly.csv with scripts/build_dataset.py in the code repo; verify files against MANIFEST.json.
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Total file size:
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