The Precision-Value Paradox: Can Complex Machine Learning Models Truly Enhance Volatility Forecasting?

The dataset of this research includes Python code and generated data packages. Each file contains the following contents. 1. main.py: The Python file covers the entire process of data acquisition, data processing, machine learning and result output. 2. dataset: Including the cached data generated during the execution of the Python program. 3. fig_1.png: The image generated from the Python data results. 4. table_3-6.png: Including the data table of this paper (data from python).