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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

Ief Us
@kaggle.darintuttle_ac_vol_all_nyu.ief_us

  • 97.61 KB
  • 5252 rows
  • 2 columns
date

Date

vol

Vol

Wed Jul 31 2002 00:00:00 GMT+0000 (Coordinated Universal Time)9.81059227569875
Thu Aug 01 2002 00:00:00 GMT+0000 (Coordinated Universal Time)9.655915223322957
Fri Aug 02 2002 00:00:00 GMT+0000 (Coordinated Universal Time)9.777754895680296
Mon Aug 05 2002 00:00:00 GMT+0000 (Coordinated Universal Time)9.677187752647976
Tue Aug 06 2002 00:00:00 GMT+0000 (Coordinated Universal Time)9.849301274709797
Wed Aug 07 2002 00:00:00 GMT+0000 (Coordinated Universal Time)9.64730034776569
Thu Aug 08 2002 00:00:00 GMT+0000 (Coordinated Universal Time)9.469715433950483
Fri Aug 09 2002 00:00:00 GMT+0000 (Coordinated Universal Time)9.578102400789
Mon Aug 12 2002 00:00:00 GMT+0000 (Coordinated Universal Time)9.349151212810712
Tue Aug 13 2002 00:00:00 GMT+0000 (Coordinated Universal Time)9.517643237692829

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

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