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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

Xlk Us
@kaggle.darintuttle_ac_vol_all_nyu.xlk_us

  • 116.66 KB
  • 6304 rows
  • 2 columns
date

Date

vol

Vol

Wed Dec 23 1998 00:00:00 GMT+0000 (Coordinated Universal Time)24.240711375700176
Thu Dec 24 1998 00:00:00 GMT+0000 (Coordinated Universal Time)23.31633427449521
Fri Dec 25 1998 00:00:00 GMT+0000 (Coordinated Universal Time)22.337869459731383
Mon Dec 28 1998 00:00:00 GMT+0000 (Coordinated Universal Time)21.423240931287683
Tue Dec 29 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.56153865837866
Wed Dec 30 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.875352977997647
Thu Dec 31 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.211407860955948
Fri Jan 01 1999 00:00:00 GMT+0000 (Coordinated Universal Time)18.458503406289477
Mon Jan 04 1999 00:00:00 GMT+0000 (Coordinated Universal Time)17.970882449117518
Tue Jan 05 1999 00:00:00 GMT+0000 (Coordinated Universal Time)18.395643832168528

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

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