NEW YORK--()--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.
At the close of 1st quarter, Professor Engle cites several trends:
For the Volatility Institute conference agenda, visit http://w4.stern.nyu.edu/volatility/ and click on the “Events” tab.
To RSVP for the event or to interview Professor Engle, please contact Jessica Neville, 212-998-0666, email@example.com, or Carolyn Ritter, 212-998-0624, firstname.lastname@example.org, in NYU Stern’s Office of Public Affairs.