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Volatility Institute
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NYU Stern
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Volatility Analysis
Correlation Analysis
Systemic Risk Analysis
Long Term Risk Forecasting
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V-LAB ANALYSIS OVERVIEW
VOLATILITY
CORRELATIONS
SYSTEMIC RISK
LONG TERM RISK FORECASTING
?
HOT
Volatility
Change
WLT:US
120.90
+0.99
ETAK:US
105.23
-1.05
IQNT:US
102.10
-3.49
LULU:US
83.54
-2.37
HEATING
Volatility
Change
KZKAK:IND
29.22
+8.06
ORBC:US
38.60
+7.61
MCSINDEX:IND
12.72
+3.27
SET50:IND
38.89
+3.00
MARKET SUMMARY
Volatility
Change
SPX
13.83
-0.13
UKX
14.68
-0.31
DAX
16.21
-0.64
CAC
16.91
-0.63
EUR
7.68
-0.09
JPY
15.42
-0.14
MXWD
10.31
-0.36
EEM
21.20
-0.85
US Top 10 SRISK
SRISK%
LRMES
LVG
Bank Of America
16.4
49.42
14.87
JP Morgan Chase
16.1
53.77
11.87
Citigroup
14.9
61.89
12.26
MetLife
8.3
64.27
17.13
Morgan Stanley
7.9
68.68
15.44
Prudential Financial
7.8
62.91
21.81
Goldman Sachs
6.2
49.30
12.36
Hartford Financial Services
3.1
62.10
21.74
Capital One Financial
2.8
84.19
8.26
Lincoln National Corp
2.5
67.46
23.60