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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

Xli Us
@kaggle.darintuttle_ac_vol_all_nyu.xli_us

  • 116.63 KB
  • 6304 rows
  • 2 columns
date

Date

vol

Vol

Wed Dec 23 1998 00:00:00 GMT+0000 (Coordinated Universal Time)18.579631427991245
Thu Dec 24 1998 00:00:00 GMT+0000 (Coordinated Universal Time)18.002230861757106
Fri Dec 25 1998 00:00:00 GMT+0000 (Coordinated Universal Time)17.451601072680983
Mon Dec 28 1998 00:00:00 GMT+0000 (Coordinated Universal Time)16.926789063493406
Tue Dec 29 1998 00:00:00 GMT+0000 (Coordinated Universal Time)16.426840718774866
Wed Dec 30 1998 00:00:00 GMT+0000 (Coordinated Universal Time)16.151919762059244
Thu Dec 31 1998 00:00:00 GMT+0000 (Coordinated Universal Time)15.689228355786016
Fri Jan 01 1999 00:00:00 GMT+0000 (Coordinated Universal Time)15.249124473227962
Mon Jan 04 1999 00:00:00 GMT+0000 (Coordinated Universal Time)16.78530106968594
Tue Jan 05 1999 00:00:00 GMT+0000 (Coordinated Universal Time)16.292110360539546

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

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