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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

Ixc Us
@kaggle.darintuttle_ac_vol_all_nyu.ixc_us

  • 103.49 KB
  • 5390 rows
  • 2 columns
date

Date

vol

Vol

Mon Nov 26 2001 00:00:00 GMT+0000 (Coordinated Universal Time)20.76059132105827
Tue Nov 27 2001 00:00:00 GMT+0000 (Coordinated Universal Time)20.11694151703981
Wed Nov 28 2001 00:00:00 GMT+0000 (Coordinated Universal Time)20.317385658592983
Fri Nov 30 2001 00:00:00 GMT+0000 (Coordinated Universal Time)19.985765834713465
Mon Dec 03 2001 00:00:00 GMT+0000 (Coordinated Universal Time)19.45802867712965
Thu Dec 06 2001 00:00:00 GMT+0000 (Coordinated Universal Time)19.5907185166854
Fri Dec 07 2001 00:00:00 GMT+0000 (Coordinated Universal Time)21.426551939124504
Wed Dec 12 2001 00:00:00 GMT+0000 (Coordinated Universal Time)22.63792207778797
Mon Dec 17 2001 00:00:00 GMT+0000 (Coordinated Universal Time)21.875693908994062
Tue Dec 18 2001 00:00:00 GMT+0000 (Coordinated Universal Time)21.148496967869843

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

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