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
WLT:US volatility plot
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
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 8401 analyses on 2045 datasets producing a total of 38880 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 1025
Equities 668
Credit Default Swaps 292
Equity Indices 173
Currencies 103
Commodities 59
Volatility Indices 14
Equity Sectors 9
Treasuries 8
Corporate Bonds 6
Real Estate 3