V-Lab
BETA
|
|
Volatility Institute
|
NYU Stern
Display:
Basic ▼
|
Basic
Intermediate
Experimental
Sign in
Documentation
»
Analysis List
»
Volatility Analysis
Correlation Analysis
Systemic Risk Analysis
Long Term Risk Forecasting
Loading...
FTSE 100 VOLATILITY INDEX GARCH VOLATILITY GRAPH
?
Volatility Prediction for Monday, May 20:
81.53% (+0.03)
COMPARE
VIX
FTSE 100 Volatility Index
»
AGARCH
APARCH
EGARCH
GAS-GARCH-T
GJR-GARCH
SGARCH
S0GARCH
Other Analyses
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Commodities
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Corporate Bonds
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Credit Default Swaps
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Currencies
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Equities
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Equity Indices
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Equity Sectors
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
International Equities
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Real Estate
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Treasuries
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Volatility Indices
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
SUB PLOT
Return/Price
Return
Price
None
LINE STYLE
Lines
Lines Points
KEY POSTION
Inside
»
Bottom Left
Bottom Right
Top Left
Top Right
Outside
COPY GRAPH
Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (VOL)
:
11.63%
Return
:
-4.54%
1 Week Pred
:
83.17%
Avg Week Vol
:
82.47%
Avg Month Vol
:
85.73%
1 Month Pred
:
87.36%
Min Vol
:
64.58%
Max Vol
:
213.04%
6 Months Pred
:
93.75%
Avg Vol
:
95.53%
Vol of Vol
:
66.3%
1 Year Pred
:
94.67%
Models
Assets
Analysis on FTSE 100 Volatility Index
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
GARCH analysis on Volatility Indices
AEX Volatility Index
CAC40 Volatility Index
CBOE Crude Oil Volatility Index
CBOE DJIA Volatility Index
CBOE Gold Volatility Index
CBOE NASDAQ-100 Volatility Index
CBOE Volatility Index - OLD
CBOE Volatility Index
DAX Volatility Index
Deutsche Bank FX Volatility Index
Kospi Volatility Index
SMI Volatility Index
Documentation
Volatility Analysis
GARCH