df_financial: Stock returns and financial conditions.
In mfGARCH: Mixed-Frequency GARCH Models
df_financial R Documentation
Stock returns and financial conditions.
Description
A dataset containing the S&P 500 stock returns and the NFCI
Usage
df_financial
Format
A data frame with 11,306 rows and 5 variables:
- date
date
- return
daily S&P 500 log returns times 100
- rv
5-minute realized variances
- week
a dummy for each year/week combination
- nfci
National Financial Conditions Index
Source
mfGARCH documentation built on Jan. 13, 2026, 5:07 p.m.
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| df_financial | R Documentation |
Stock returns and financial conditions.
Description
A dataset containing the S&P 500 stock returns and the NFCI
Usage
df_financial
Format
A data frame with 11,306 rows and 5 variables:
- date
date
- return
daily S&P 500 log returns times 100
- rv
5-minute realized variances
- week
a dummy for each year/week combination
- nfci
National Financial Conditions Index
Source
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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