Press Releases
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NYU Stern Nobel Laureate Robert Engle Forecasts High Market Volatility for Next 12 Months
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On Friday April 3, 2009, Professor Engle will debut Stern’s new Volatility Lab, or “Vlab” for short, at the Volatility Institute’s inaugural conference. A new and independent tool to measure market risk, the Vlab calculates the volatility of the S&P 500, MSCI World Index, emerging markets, commodities, exchange rates and more every day. It also produces volatility forecasts up to a year in advance.
Press Releases
—
On Friday April 3, 2009, Professor Engle will debut Stern’s new Volatility Lab, or “Vlab” for short, at the Volatility Institute’s inaugural conference. A new and independent tool to measure market risk, the Vlab calculates the volatility of the S&P 500, MSCI World Index, emerging markets, commodities, exchange rates and more every day. It also produces volatility forecasts up to a year in advance.