SP500 {fEGarch}R Documentation

Daily Log-Returns of the S&P 500

Description

A "zoo" object that contains the daily log-returns of the S&P 500 (Standard and Poor's 500) index from January 04, 2000, until November 30, 2024.

Usage

SP500

Format

An object of class zoo of length 6267.

Source

The data was obtained from Yahoo Finance (accessed: 2024-12-01) and then transformed into a time series "zoo" object using R.

https://finance.yahoo.com/quote/^GSPC/


[Package fEGarch version 1.0.1 Index]