Baselight

GJR-GARCH Volatility Analysis Asset Classes All

GJR-GARCH Volatility Analysis Across Asset Classes 1/3/1990 - 6/9/2023

@kaggle.darintuttle_ac_vol_all_nyu

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About this Dataset

GJR-GARCH Volatility Analysis Asset Classes All

GJR-GARCH Volatility Analysis Across Asset Classes 1/3/1990 - 6/9/2023 Source: NYU V Labs. the GJR-GARCH model, like the GARCH model, captures other stylized facts in financial time series, like volatility clustering. Across 21 Different Asset Classes and or Sectors of US financial markets. Each CSV file represents the daily close volatility of a given asset class over time.

Tables

Iwo Us

@kaggle.darintuttle_ac_vol_all_nyu.iwo_us
  • 106.71 KB
  • 5752 rows
  • 2 columns
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CREATE TABLE iwo_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Xlu Us

@kaggle.darintuttle_ac_vol_all_nyu.xlu_us
  • 114.04 KB
  • 6155 rows
  • 2 columns
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CREATE TABLE xlu_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Iwf Us

@kaggle.darintuttle_ac_vol_all_nyu.iwf_us
  • 107.5 KB
  • 5795 rows
  • 2 columns
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CREATE TABLE iwf_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Xlk Us

@kaggle.darintuttle_ac_vol_all_nyu.xlk_us
  • 116.66 KB
  • 6304 rows
  • 2 columns
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CREATE TABLE xlk_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Ixc Us

@kaggle.darintuttle_ac_vol_all_nyu.ixc_us
  • 103.49 KB
  • 5390 rows
  • 2 columns
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CREATE TABLE ixc_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Ief Us

@kaggle.darintuttle_ac_vol_all_nyu.ief_us
  • 97.61 KB
  • 5252 rows
  • 2 columns
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CREATE TABLE ief_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Gsgld Com

@kaggle.darintuttle_ac_vol_all_nyu.gsgld_com
  • 160.62 KB
  • 8606 rows
  • 2 columns
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CREATE TABLE gsgld_com (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Lqd Us

@kaggle.darintuttle_ac_vol_all_nyu.lqd_us
  • 97.64 KB
  • 5254 rows
  • 2 columns
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CREATE TABLE lqd_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Xli Us

@kaggle.darintuttle_ac_vol_all_nyu.xli_us
  • 116.63 KB
  • 6304 rows
  • 2 columns
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CREATE TABLE xli_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Xlp Us

@kaggle.darintuttle_ac_vol_all_nyu.xlp_us
  • 114.03 KB
  • 6155 rows
  • 2 columns
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CREATE TABLE xlp_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Crudeoil Com

@kaggle.darintuttle_ac_vol_all_nyu.crudeoil_com
  • 157.45 KB
  • 8429 rows
  • 2 columns
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CREATE TABLE crudeoil_com (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Iwn Us

@kaggle.darintuttle_ac_vol_all_nyu.iwn_us
  • 106.64 KB
  • 5749 rows
  • 2 columns
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CREATE TABLE iwn_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Xlv Us

@kaggle.darintuttle_ac_vol_all_nyu.xlv_us
  • 116.67 KB
  • 6304 rows
  • 2 columns
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CREATE TABLE xlv_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Xly Us

@kaggle.darintuttle_ac_vol_all_nyu.xly_us
  • 116.6 KB
  • 6303 rows
  • 2 columns
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CREATE TABLE xly_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Xle Us

@kaggle.darintuttle_ac_vol_all_nyu.xle_us
  • 114.03 KB
  • 6155 rows
  • 2 columns
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CREATE TABLE xle_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Xlb Us

@kaggle.darintuttle_ac_vol_all_nyu.xlb_us
  • 116.64 KB
  • 6304 rows
  • 2 columns
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CREATE TABLE xlb_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Icf Us

@kaggle.darintuttle_ac_vol_all_nyu.icf_us
  • 107.67 KB
  • 5613 rows
  • 2 columns
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CREATE TABLE icf_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Eem Us

@kaggle.darintuttle_ac_vol_all_nyu.eem_us
  • 94.39 KB
  • 5074 rows
  • 2 columns
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CREATE TABLE eem_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Xlf Us

@kaggle.darintuttle_ac_vol_all_nyu.xlf_us
  • 116.66 KB
  • 6304 rows
  • 2 columns
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CREATE TABLE xlf_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Efa Us

@kaggle.darintuttle_ac_vol_all_nyu.efa_us
  • 101.89 KB
  • 5487 rows
  • 2 columns
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CREATE TABLE efa_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

Iwd Us

@kaggle.darintuttle_ac_vol_all_nyu.iwd_us
  • 107.5 KB
  • 5795 rows
  • 2 columns
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CREATE TABLE iwd_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

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