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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

Xlf Us
@kaggle.darintuttle_ac_vol_all_nyu.xlf_us

  • 116.66 KB
  • 6304 rows
  • 2 columns
date

Date

vol

Vol

Wed Dec 23 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.553313309537224
Thu Dec 24 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.68874196082624
Fri Dec 25 1998 00:00:00 GMT+0000 (Coordinated Universal Time)18.80536976504317
Mon Dec 28 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.877831571879263
Tue Dec 29 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.196724095532552
Wed Dec 30 1998 00:00:00 GMT+0000 (Coordinated Universal Time)18.508920551993302
Thu Dec 31 1998 00:00:00 GMT+0000 (Coordinated Universal Time)18.705512663383487
Fri Jan 01 1999 00:00:00 GMT+0000 (Coordinated Universal Time)17.886153974513356
Mon Jan 04 1999 00:00:00 GMT+0000 (Coordinated Universal Time)17.120978710342467
Tue Jan 05 1999 00:00:00 GMT+0000 (Coordinated Universal Time)16.60050806451417

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

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