V-LAB ANALYSIS OVERVIEW VOLATILITY CORRELATIONS SYSTEMIC RISK LONG TERM RISK FORECASTING ?

HOT Volatility Change
BCOM:US 120.02 -2.16
LEAP:US 105.30 -5.90
IGLD:US 103.30 -1.97
CALL:US 97.82 -6.68
HEATING Volatility Change
LOW:US 48.24 +22.49
TWC:US 39.13 +13.14
ORBC:US 49.96 +7.39
PEG:US 17.05 +3.36
BCOM:US volatility plot
MARKET SUMMARY
Volatility Change
SPX 14.90 +1.02
UKX 17.15 -0.49
DAX 19.30 -0.39
CAC 20.72 -0.71
EUR 7.66 -0.07
JPY 8.83 -0.07
MXWD 15.04 +0.11
EEM 22.55 -0.34
SPX:IND volatility plot

The Volatility Laboratory (V-Lab) provides real time measurement, modeling and forecasting of financial volatility, correlations and risk for a wide spectrum of assets. V-Lab blends together both classic models as well as some of the latest advances proposed in the financial econometrics literature. The aim of the website is to provide real time evidence on market dynamics for researchers, regulators, and practitioners.

The V-Lab is currently running 6775 analyses on 1730 datasets producing a total of 34736 series each day!

An Introduction to Financial Volatility: Professor Rob Engle's video lectures on the Financial Times

V-Lab Related Documents

What's in V-Lab?
Asset Class Number of Assets
International Equities 1026
Equities 669
Equity Indices 164
Currencies 96
Commodities 58
Volatility Indices 13
Equity Sectors 9
Treasuries 8
Corporate Bonds 6
Real Estate 3