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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

Iwn Us
@kaggle.darintuttle_ac_vol_all_nyu.iwn_us

  • 106.64 KB
  • 5749 rows
  • 2 columns
date

Date

vol

Vol

Mon Jul 31 2000 00:00:00 GMT+0000 (Coordinated Universal Time)11.024427985160951
Tue Aug 01 2000 00:00:00 GMT+0000 (Coordinated Universal Time)11.086951086750586
Wed Aug 02 2000 00:00:00 GMT+0000 (Coordinated Universal Time)11.006819867700209
Thu Aug 03 2000 00:00:00 GMT+0000 (Coordinated Universal Time)10.868003901361096
Fri Aug 04 2000 00:00:00 GMT+0000 (Coordinated Universal Time)10.787173716965905
Mon Aug 07 2000 00:00:00 GMT+0000 (Coordinated Universal Time)10.794996841129691
Tue Aug 08 2000 00:00:00 GMT+0000 (Coordinated Universal Time)10.677472959460024
Wed Aug 09 2000 00:00:00 GMT+0000 (Coordinated Universal Time)10.632151184026682
Thu Aug 10 2000 00:00:00 GMT+0000 (Coordinated Universal Time)10.592011253770456
Fri Aug 11 2000 00:00:00 GMT+0000 (Coordinated Universal Time)10.556507149621034

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

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