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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

Eem Us
@kaggle.darintuttle_ac_vol_all_nyu.eem_us

  • 94.39 KB
  • 5074 rows
  • 2 columns
date

Date

vol

Vol

Tue Apr 15 2003 00:00:00 GMT+0000 (Coordinated Universal Time)18.609162259489278
Wed Apr 16 2003 00:00:00 GMT+0000 (Coordinated Universal Time)18.209243806374825
Thu Apr 17 2003 00:00:00 GMT+0000 (Coordinated Universal Time)17.690876631755703
Mon Apr 21 2003 00:00:00 GMT+0000 (Coordinated Universal Time)17.11515644100281
Tue Apr 22 2003 00:00:00 GMT+0000 (Coordinated Universal Time)16.60280771435964
Wed Apr 23 2003 00:00:00 GMT+0000 (Coordinated Universal Time)16.151358085312825
Thu Apr 24 2003 00:00:00 GMT+0000 (Coordinated Universal Time)19.573808929280982
Fri Apr 25 2003 00:00:00 GMT+0000 (Coordinated Universal Time)21.25243873064924
Mon Apr 28 2003 00:00:00 GMT+0000 (Coordinated Universal Time)20.86143484998096
Tue Apr 29 2003 00:00:00 GMT+0000 (Coordinated Universal Time)21.335952755853206

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

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