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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

Icf Us
@kaggle.darintuttle_ac_vol_all_nyu.icf_us

  • 107.67 KB
  • 5613 rows
  • 2 columns
date

Date

vol

Vol

Mon Feb 05 2001 00:00:00 GMT+0000 (Coordinated Universal Time)8.485577081141859
Tue Feb 06 2001 00:00:00 GMT+0000 (Coordinated Universal Time)8.721000103199174
Wed Feb 07 2001 00:00:00 GMT+0000 (Coordinated Universal Time)8.987464470027128
Thu Feb 08 2001 00:00:00 GMT+0000 (Coordinated Universal Time)9.355209928163024
Fri Feb 09 2001 00:00:00 GMT+0000 (Coordinated Universal Time)10.02311825730895
Mon Feb 12 2001 00:00:00 GMT+0000 (Coordinated Universal Time)10.29603006988616
Tue Feb 13 2001 00:00:00 GMT+0000 (Coordinated Universal Time)10.087338578634109
Wed Feb 14 2001 00:00:00 GMT+0000 (Coordinated Universal Time)9.824005598532606
Thu Feb 15 2001 00:00:00 GMT+0000 (Coordinated Universal Time)9.595581295575585
Fri Feb 16 2001 00:00:00 GMT+0000 (Coordinated Universal Time)9.42222451441272

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

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