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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

Xlu Us
@kaggle.darintuttle_ac_vol_all_nyu.xlu_us

  • 114.04 KB
  • 6155 rows
  • 2 columns
date

Date

vol

Vol

Wed Dec 23 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.130785081561022
Thu Dec 24 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.15146694412097
Mon Dec 28 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.51283116310906
Tue Dec 29 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.42416484691169
Wed Dec 30 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.1371455551762
Thu Dec 31 1998 00:00:00 GMT+0000 (Coordinated Universal Time)18.44847310755012
Mon Jan 04 1999 00:00:00 GMT+0000 (Coordinated Universal Time)19.70286080750712
Tue Jan 05 1999 00:00:00 GMT+0000 (Coordinated Universal Time)19.263772527726758
Wed Jan 06 1999 00:00:00 GMT+0000 (Coordinated Universal Time)18.75023999846402
Thu Jan 07 1999 00:00:00 GMT+0000 (Coordinated Universal Time)18.085196377147803

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

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