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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

Xle Us
@kaggle.darintuttle_ac_vol_all_nyu.xle_us

  • 114.03 KB
  • 6155 rows
  • 2 columns
date

Date

vol

Vol

Wed Dec 23 1998 00:00:00 GMT+0000 (Coordinated Universal Time)21.22925660497795
Thu Dec 24 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.729043972166203
Mon Dec 28 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.288962516600005
Tue Dec 29 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.846931652021176
Wed Dec 30 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.749627466535397
Thu Dec 31 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.122865799880493
Mon Jan 04 1999 00:00:00 GMT+0000 (Coordinated Universal Time)19.507884252270927
Tue Jan 05 1999 00:00:00 GMT+0000 (Coordinated Universal Time)19.14544624708445
Wed Jan 06 1999 00:00:00 GMT+0000 (Coordinated Universal Time)20.6414633202203
Thu Jan 07 1999 00:00:00 GMT+0000 (Coordinated Universal Time)20.143762210669585

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

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