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.

V-Lab is currently running 126,794 analyses on 25,455 datasets producing a total of 201,590 series each day!

Monitoring Risk with V-Lab: Professor Rob Engle's video lecture on using V-Lab to monitor risk at the Becker Friedman Institute
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 Equities6,181
Credit Default Swaps292
Equity Indices175
Real Estate106
Volatility Indices37
Government Bonds31
Equity Sectors9
CDS Indices8
Corporate Bonds6