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.