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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

Crudeoil Com
@kaggle.darintuttle_ac_vol_all_nyu.crudeoil_com

  • 157.45 KB
  • 8429 rows
  • 2 columns
date

Date

vol

Vol

Wed Jan 03 1990 00:00:00 GMT+0000 (Coordinated Universal Time)41.823267160756345
Thu Jan 04 1990 00:00:00 GMT+0000 (Coordinated Universal Time)40.528025858657365
Fri Jan 05 1990 00:00:00 GMT+0000 (Coordinated Universal Time)40.64295038502988
Mon Jan 08 1990 00:00:00 GMT+0000 (Coordinated Universal Time)51.79088298146692
Tue Jan 09 1990 00:00:00 GMT+0000 (Coordinated Universal Time)49.69436784988818
Wed Jan 10 1990 00:00:00 GMT+0000 (Coordinated Universal Time)48.75255980971666
Thu Jan 11 1990 00:00:00 GMT+0000 (Coordinated Universal Time)46.697033653113344
Fri Jan 12 1990 00:00:00 GMT+0000 (Coordinated Universal Time)44.75094157668641
Mon Jan 15 1990 00:00:00 GMT+0000 (Coordinated Universal Time)45.40840195382348
Tue Jan 16 1990 00:00:00 GMT+0000 (Coordinated Universal Time)43.720002836230464

CREATE TABLE crudeoil_com (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

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