The Volatility Institute (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 83,513 analyses on 16,895 datasets producing a total of 140,285 series each day!

Monitoring Risk with V-Lab: Professor Rob Engle's video lecture on using V-Lab to monitor riskat 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 Equities5,217
Credit Default Swaps292
Equity Indices174
Volatility Indices37
Equity Sectors9
Corporate Bonds6
Real Estate3