This is a panel of volatilities with daily data for the 30 Dow stocks estimated using a garch(1,1) for each serie. The returns used on the garch are from the dataset dji30ret from te package rugarch.
A dataframe with 5521 rows and 30 variables.
Alexios Ghalanos (2015). rugarch: Univariate GARCH models. R package version 1.3-6.
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