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V-Lab Privacy Policy - Learn how NYU Stern's Volatility Laboratory collects, uses, and protects your data. GDPR-compliant with transparent data practices.

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	param	t-stat
$ω$	0.8453	9.82
$α$	0.1971	9.50
$β$	0.8025	38.59
$γ_{1}$	-0.0376	-0.57

V-Lab

Property Data Bank Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Property Data Bank Analyses