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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

Iwf Us
@kaggle.darintuttle_ac_vol_all_nyu.iwf_us

  • 107.5 KB
  • 5795 rows
  • 2 columns
date

Date

vol

Vol

Tue May 30 2000 00:00:00 GMT+0000 (Coordinated Universal Time)25.75496907394765
Wed May 31 2000 00:00:00 GMT+0000 (Coordinated Universal Time)24.852625776766526
Thu Jun 01 2000 00:00:00 GMT+0000 (Coordinated Universal Time)23.70487165120284
Fri Jun 02 2000 00:00:00 GMT+0000 (Coordinated Universal Time)23.14373677693384
Mon Jun 05 2000 00:00:00 GMT+0000 (Coordinated Universal Time)22.370426102334307
Tue Jun 06 2000 00:00:00 GMT+0000 (Coordinated Universal Time)21.31663885325264
Wed Jun 07 2000 00:00:00 GMT+0000 (Coordinated Universal Time)20.478164370860977
Thu Jun 08 2000 00:00:00 GMT+0000 (Coordinated Universal Time)19.95440793408815
Fri Jun 09 2000 00:00:00 GMT+0000 (Coordinated Universal Time)19.047087651397
Mon Jun 12 2000 00:00:00 GMT+0000 (Coordinated Universal Time)20.39205815997983

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

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