V-Lab for VS Code

io.github.volatility/vlab-mcp

Volatility, SRISK, CRISK, liquidity and climate data from NYU Stern's V-Lab, with model forecasts.

client:VS Code transport:streamable-http

Install V-Lab in VS Code

.vscode/mcp.json

{
  "servers": {
    "vlab-mcp": {
      "type": "http",
      "url": "https://vlab.stern.nyu.edu/mcp"
    }
  }
}

Requires agent mode. MCP: Open User Configuration puts the same block in every workspace. VS Code docs