---
title: Testing for Stationarity of Volatility Curves
url: https://www.ml-quant.com/papers/ssrn/4516345/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4516345
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4516345
featured: 2023-07-26
citations: 2
topic: Derivatives & Volatility
---


# Testing for Stationarity of Volatility Curves

The paper introduces a test for stability of hidden volatility curves over time using high-frequency financial data, revealing nonstationary variation in intraday volatility pattern over time in SP 500 futures data.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4516345
- Identifier: SSRN 4516345
- Released: 2023-07-20
- First featured: Quant Letter No. 9 (2023-07-26): https://www.ml-quant.com/issues/2023-07-26/
- Citations (Semantic Scholar): 2
- Published in: not yet
- Topic: Derivatives & Volatility

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