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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

Xlp Us
@kaggle.darintuttle_ac_vol_all_nyu.xlp_us

  • 114.03 KB
  • 6155 rows
  • 2 columns
date

Date

vol

Vol

Wed Dec 23 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.560037256775583
Thu Dec 24 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.501857142333908
Mon Dec 28 1998 00:00:00 GMT+0000 (Coordinated Universal Time)18.81577901655948
Tue Dec 29 1998 00:00:00 GMT+0000 (Coordinated Universal Time)18.830860203400164
Wed Dec 30 1998 00:00:00 GMT+0000 (Coordinated Universal Time)18.28485602896561
Thu Dec 31 1998 00:00:00 GMT+0000 (Coordinated Universal Time)17.964830642118507
Mon Jan 04 1999 00:00:00 GMT+0000 (Coordinated Universal Time)17.819154525397664
Tue Jan 05 1999 00:00:00 GMT+0000 (Coordinated Universal Time)17.027524306251923
Wed Jan 06 1999 00:00:00 GMT+0000 (Coordinated Universal Time)16.51060241178377
Thu Jan 07 1999 00:00:00 GMT+0000 (Coordinated Universal Time)17.28784925894485

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

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