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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

Efa Us
@kaggle.darintuttle_ac_vol_all_nyu.efa_us

  • 101.89 KB
  • 5487 rows
  • 2 columns
date

Date

vol

Vol

Fri Aug 17 2001 00:00:00 GMT+0000 (Coordinated Universal Time)111.26006453350637
Mon Aug 20 2001 00:00:00 GMT+0000 (Coordinated Universal Time)104.4231112350135
Tue Aug 21 2001 00:00:00 GMT+0000 (Coordinated Universal Time)98.0210048918088
Wed Aug 22 2001 00:00:00 GMT+0000 (Coordinated Universal Time)92.08015095556698
Thu Aug 23 2001 00:00:00 GMT+0000 (Coordinated Universal Time)86.48693542957804
Fri Aug 24 2001 00:00:00 GMT+0000 (Coordinated Universal Time)81.29312074216367
Mon Aug 27 2001 00:00:00 GMT+0000 (Coordinated Universal Time)76.32703741139177
Tue Aug 28 2001 00:00:00 GMT+0000 (Coordinated Universal Time)72.04554059759703
Wed Aug 29 2001 00:00:00 GMT+0000 (Coordinated Universal Time)67.71241510978618
Thu Aug 30 2001 00:00:00 GMT+0000 (Coordinated Universal Time)64.25533316387053

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

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