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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

Gsgld Com
@kaggle.darintuttle_ac_vol_all_nyu.gsgld_com

  • 160.62 KB
  • 8606 rows
  • 2 columns
date

Date

vol

Vol

Wed Jan 03 1990 00:00:00 GMT+0000 (Coordinated Universal Time)17.877000755160246
Thu Jan 04 1990 00:00:00 GMT+0000 (Coordinated Universal Time)17.998373926552365
Fri Jan 05 1990 00:00:00 GMT+0000 (Coordinated Universal Time)19.28260075819649
Mon Jan 08 1990 00:00:00 GMT+0000 (Coordinated Universal Time)18.9919496629493
Tue Jan 09 1990 00:00:00 GMT+0000 (Coordinated Universal Time)18.750024959983385
Wed Jan 10 1990 00:00:00 GMT+0000 (Coordinated Universal Time)20.0549575915782
Thu Jan 11 1990 00:00:00 GMT+0000 (Coordinated Universal Time)19.81209812210711
Fri Jan 12 1990 00:00:00 GMT+0000 (Coordinated Universal Time)19.459356104455257
Mon Jan 15 1990 00:00:00 GMT+0000 (Coordinated Universal Time)19.112927248331168
Tue Jan 16 1990 00:00:00 GMT+0000 (Coordinated Universal Time)18.848041914214857

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

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