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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

Xly Us
@kaggle.darintuttle_ac_vol_all_nyu.xly_us

  • 116.6 KB
  • 6303 rows
  • 2 columns
date

Date

vol

Vol

Thu Dec 24 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.950098710984637
Fri Dec 25 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.12213944887571
Mon Dec 28 1998 00:00:00 GMT+0000 (Coordinated Universal Time)20.0409673419224
Tue Dec 29 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.95974919682109
Wed Dec 30 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.78622884735745
Thu Dec 31 1998 00:00:00 GMT+0000 (Coordinated Universal Time)19.0299929584853
Fri Jan 01 1999 00:00:00 GMT+0000 (Coordinated Universal Time)18.29967245608511
Mon Jan 04 1999 00:00:00 GMT+0000 (Coordinated Universal Time)17.95065736957842
Tue Jan 05 1999 00:00:00 GMT+0000 (Coordinated Universal Time)17.74756490338886
Wed Jan 06 1999 00:00:00 GMT+0000 (Coordinated Universal Time)18.39136242914048

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

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