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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

Iwd Us
@kaggle.darintuttle_ac_vol_all_nyu.iwd_us

  • 107.5 KB
  • 5795 rows
  • 2 columns
date

Date

vol

Vol

Tue May 30 2000 00:00:00 GMT+0000 (Coordinated Universal Time)12.778196915058086
Wed May 31 2000 00:00:00 GMT+0000 (Coordinated Universal Time)12.2824371685753
Thu Jun 01 2000 00:00:00 GMT+0000 (Coordinated Universal Time)11.797304759986494
Fri Jun 02 2000 00:00:00 GMT+0000 (Coordinated Universal Time)11.515297321389491
Mon Jun 05 2000 00:00:00 GMT+0000 (Coordinated Universal Time)11.703178798941764
Tue Jun 06 2000 00:00:00 GMT+0000 (Coordinated Universal Time)11.39440504809268
Wed Jun 07 2000 00:00:00 GMT+0000 (Coordinated Universal Time)10.964205525253528
Thu Jun 08 2000 00:00:00 GMT+0000 (Coordinated Universal Time)11.558574635308627
Fri Jun 09 2000 00:00:00 GMT+0000 (Coordinated Universal Time)11.113355100958486
Mon Jun 12 2000 00:00:00 GMT+0000 (Coordinated Universal Time)10.709995294116611

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

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