About V-Lab

The Volatility Laboratory (V-Lab) provides real time measurement, modeling and forecasting of financial volatility and correlations 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 project is to provide real time evidence on market dynamics for both researchers and practitioners.

V-Lab Team Members:

  • Rob Engle
  • Rob Capellini
  • Brian Reis
  • Gianluca DeNard
  • Susana Campos-Martins

The Volatility Institute would also like to recognize the efforts of our Contributors and past V-Lab Team Members and extend our sincerest appreciation for their efforts:

  • Christian Brownlees
  • Gonzalo Rangel
  • Emil Siriwardane
  • Michael Robles
  • Guillaume Roussellet
  • Hseu-Ming Chen
  • Tianyue Ruan
  • Norm White
  • Robin Wurl
  • Prab Agarwalla
  • Mario D’Avirro
  • Gauri Manglik
  • Breno Neri
  • Harshal Patil
  • Tal Safran
  • Preethi Sampath
  • Michael Verrilli