This paper proposes an augmented heterogenous autoregressive (HAR) model with time-varying jumps to forecast the realized volatility (RV) of crude oil futures. Jump-induced volatility of crude oil futures is obtained from a GARCH-jump process. then used to augment the HAR model. The results based on both the in-sample and out-of-sample analyses suggest that jumps offer added informati... https://www.lightemupsequences.com/flash-pick-Tiki-Luau-Shaped-Thank-You-Cards-Tropical-Hawaiian-Summer-Party-Thank-You-Note-Cards-with-Envelopes-Set-of-12-top-super