gspc: Daily log return of the GSPC from 2004-01-05 to 2024-08-02

gspcR Documentation

Daily log return of the GSPC from 2004-01-05 to 2024-08-02

Description

This is processed from the original ^GSPC.csv dataframe.

Usage

data(gspc)

Format

A vector with length 5180.

log return

log return

...

Details

GSPC is a ticker for S&P 500 Index, see https://en.wikipedia.org/wiki/S%26P_500#cite_note-10.

Source

https://finance.yahoo.com/quote/%5EGSPC/history?period1=949363200&period2=1025222400&interval=1d&filter=history&frequency=1d


EchoRLiu/robustGarch documentation built on Jan. 7, 2025, 11:19 p.m.