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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

Iwo Us
@kaggle.darintuttle_ac_vol_all_nyu.iwo_us

  • 106.71 KB
  • 5752 rows
  • 2 columns
date

Date

vol

Vol

Mon Jul 31 2000 00:00:00 GMT+0000 (Coordinated Universal Time)19.10444094968497
Tue Aug 01 2000 00:00:00 GMT+0000 (Coordinated Universal Time)19.428536434842435
Wed Aug 02 2000 00:00:00 GMT+0000 (Coordinated Universal Time)18.80884015562895
Thu Aug 03 2000 00:00:00 GMT+0000 (Coordinated Universal Time)19.549976879781724
Fri Aug 04 2000 00:00:00 GMT+0000 (Coordinated Universal Time)18.92263311487067
Mon Aug 07 2000 00:00:00 GMT+0000 (Coordinated Universal Time)18.33502909733169
Tue Aug 08 2000 00:00:00 GMT+0000 (Coordinated Universal Time)18.69915281503416
Wed Aug 09 2000 00:00:00 GMT+0000 (Coordinated Universal Time)18.1793960295715
Thu Aug 10 2000 00:00:00 GMT+0000 (Coordinated Universal Time)20.3596984260573
Fri Aug 11 2000 00:00:00 GMT+0000 (Coordinated Universal Time)19.68193801433182

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

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