Introduction to Engle Volatility Control Index Series

Listen to Dr. Robert F. Engle on how a better volatility control mechanism and the usage of intraday information can potentially benefit investors.

Mastering Market Volatility

Risk is a central feature of financial markets, and volatility gives you a way of quantifying that risk. The heart of a good volatility control mechanism is a good forecast of volatility. Master market volatility with Dr. Engle and see how UBS collaborated with his firm to put his Nobel-award winning academic models into practice.

Collaborating with Dr. Robert F. Engle on volatility control indices

Dr. Robert F. Engle was recognized with the Nobel Award in Economic Sciences for his groundbreaking work in volatility modeling. UBS worked with Engle Volatility Consulting LLC, the research principal of which is Dr. Robert F. Engle, on a series of volatility controlled indices:

• Nasdaq-100 Engle 10% Index
• S&P 500 Engle 8% VT Index
• S&P 500 Engle 10% VT Index
• S&P 500 Engle 12% VT Index

The S&P 500 Engle 8% VT Index, the S&P 500 Engle 10% VT Index, and the S&P 500 Engle 12% VT Index (collectively, the "S&P Indices") are a product of S&P Dow Jones Indices LLC ("SPDJI") or its affiliates. UBS AG ("UBS"), Engle Volatility Consulting ("Engle Consulting"), and Robert F. Engle ("Engle") do not own or sponsor the S&P Indices. The S&P Indices incorporate a volatility control mechanism developed by UBS in collaboration with Engle Consulting, which has been licensed by UBS to SPDJI. However, UBS, Engle Consulting, and Engle are not involved in and have no obligation or liability in connection with the calculation, creation, administration or maintenance of the S&P Indices. UBS, Engle Consulting, and Engle make no representation or warranty, express or implied regarding the S&P Indices or the volatility control mechanism.