ICE United States Dollar Index 4PM London Close

US Dollar to Australian Dollar

US Dollar to Brazilian Real

US Dollar to British Pound

US Dollar to Canadian Dollar

US Dollar to Chilean Peso

US Dollar to Chinese Renminbi

US Dollar to Colombian Peso

US Dollar to Croatian Kuna

US Dollar to Czech Koruna

US Dollar to Danish Krone

US Dollar to Euro

US Dollar to Hong Kong Dollar

US Dollar to Hungarian Forint

US Dollar to Indian Rupee

US Dollar to Indonesian Rupiah

US Dollar to Israeli Shekel

US Dollar to Japanese Yen

US Dollar to Malaysian Ringgit

US Dollar to Mauritian Rupee

US Dollar to Mexican Peso

US Dollar to Moroccan Dirham

US Dollar to New Zealand Dollar

US Dollar to Norwegian Krone

US Dollar to Pakistani Rupee

US Dollar to Peruvian New Sol

US Dollar to Philippine Peso

US Dollar to Polish Zloty

US Dollar to Russian Ruble

US Dollar to Singapore Dollar

US Dollar to South African Rand

US Dollar to South Korean Won

US Dollar to Swedish Krona

US Dollar to Swiss Franc

US Dollar to Taiwanese Dollar

US Dollar to Thai Baht

US Dollar to Turkish New Lira

How volatility evolves over time

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's volatility

How returns affect tomorrow's illiquidity

Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

Help Improve V-Lab

Customize your privacy preferences by category. You can change these at any time from your privacy settings.

Privacy Preferences

Control how V-Lab uses cookies and similar technologies. Changes apply immediately.

Manage Privacy Preferences

We could not find the page you were looking for.

Loading title

V-Lab does not knowingly collect personal information from children under 13 years old. If you believe we have collected such information, please contact us immediately.

Children's Privacy

Contact Us

Stored locally:

Cookies and Similar Technologies

Data Collected (Anonymous):

Legitimate interest (GDPR Article 6(1)(f)) - necessary for website improvement and operational monitoring.

Legal Basis:

Data Retention:

You can object to this processing by enabling Do Not Track (DNT) in your browser or using an ad blocker.

Your Rights:

1. Basic Analytics (No Consent Required)

4. Chat Support (Consent Required)

You can withdraw consent at any time by visiting our {link} page.

2. Enhanced Analytics (Consent Required)

3. Error Monitoring (Consent Required)

Information We Collect

Data Security

Right to Access:

Right to Erasure:

Object to processing based on legitimate interests

Right to Object:

Right to Data Portability:

Right to Rectification:

Right to Restrict Processing:

Your Rights Under GDPR

Withdraw consent at any time via our {link}

Right to Withdraw Consent:

Introduction

You can review and change your consent choices at any time.

Manage Your Privacy Preferences

V-Lab Privacy Policy - Learn how NYU Stern's Volatility Laboratory collects, uses, and protects your data. GDPR-compliant with transparent data practices.

V-Lab: Privacy Policy

We may update this privacy policy from time to time. Significant changes will be communicated via a notice on our website. Continued use of V-Lab after changes constitutes acceptance of the updated policy.

V-Lab

Exchange Rates GJR-DCC Correlation Analysis