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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

Xlb Us
@kaggle.darintuttle_ac_vol_all_nyu.xlb_us

  • 116.64 KB
  • 6304 rows
  • 2 columns
date

Date

vol

Vol

Wed Dec 23 1998 00:00:00 GMT+0000 (Coordinated Universal Time)23.038237432581514
Thu Dec 24 1998 00:00:00 GMT+0000 (Coordinated Universal Time)23.023175888656198
Fri Dec 25 1998 00:00:00 GMT+0000 (Coordinated Universal Time)22.18585576442793
Mon Dec 28 1998 00:00:00 GMT+0000 (Coordinated Universal Time)21.916136520837792
Tue Dec 29 1998 00:00:00 GMT+0000 (Coordinated Universal Time)21.6934777294928
Wed Dec 30 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.97403995419099
Thu Dec 31 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.473776886544407
Fri Jan 01 1999 00:00:00 GMT+0000 (Coordinated Universal Time)19.76182410608899
Mon Jan 04 1999 00:00:00 GMT+0000 (Coordinated Universal Time)20.13966474398221
Tue Jan 05 1999 00:00:00 GMT+0000 (Coordinated Universal Time)20.515183645290627

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

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