Figure 4
Graphical representation of the time-series dynamics for the implied moment estimates at varying intensity levels—0%, 50%, and 100%—demonstrating that the estimates exhibit reduced volatility as the intensity level increases.

Time-series dynamics of implied moment estimates after DStab.

Notes: This figure illustrates the time-series dynamics of the implied volatility (VOL), skewness (SKEW), and kurtosis (KURT) estimates after applying DStab at various intensity levels. Panels A, B, and C present the time-series dynamics for 0%, 50%, and 100% stabilizations, respectively.

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