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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

Xlv Us
@kaggle.darintuttle_ac_vol_all_nyu.xlv_us

  • 116.67 KB
  • 6304 rows
  • 2 columns
date

Date

vol

Vol

Wed Dec 23 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.62102238008581
Thu Dec 24 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.678807280930418
Fri Dec 25 1998 00:00:00 GMT+0000 (Coordinated Universal Time)18.75023327854883
Mon Dec 28 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.122865799880493
Tue Dec 29 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.751977217483823
Wed Dec 30 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.586421725266717
Thu Dec 31 1998 00:00:00 GMT+0000 (Coordinated Universal Time)18.813776654356243
Fri Jan 01 1999 00:00:00 GMT+0000 (Coordinated Universal Time)17.941902240286563
Mon Jan 04 1999 00:00:00 GMT+0000 (Coordinated Universal Time)17.191175876012668
Tue Jan 05 1999 00:00:00 GMT+0000 (Coordinated Universal Time)16.765877847580782

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

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