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

HOT Volatility Change
CTSH:US 106.01 -4.71
CHK:US 89.73 +0.94
CYSMMAPA:IND 88.17 +0.04
TSEMOTHR:IND 65.62 +0.90
HEATING Volatility Change
FCX:US 38.86 +6.27
XME:COM 34.43 +5.06
TJX:US 30.62 +4.66
NKYJQ:IND 32.28 +4.52
CTSH:US volatility plot
MARKET SUMMARY
Volatility Change
SPX 12.96 -0.16
UKX 17.37 -0.59
DAX 21.26 -0.61
CAC 23.58 -0.87
EUR 7.83 +0.19
JPY 8.05 +0.00
MXWD 13.91 +0.00
EEM 22.32 -0.42
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 4307 analyses on 1027 datasets producing a total of 32476 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 1044
Equities 342
Equity Indices 164
Currencies 96
Commodities 34
Volatility Indices 13
Equity Sectors 9
Treasuries 8
Corporate Bonds 6
Real Estate 3