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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
$ω$	0.6655	7.74
$α$	0.0900	6.75
$β$	0.8590	38.08
$γ_{1}$	-0.6715	-8.33
$γ_{2}$	1.0091	8.20
$γ_{3}$	-0.3705	-3.18
$γ_{4}$	-0.1445	-1.08
$γ_{5}$	0.1862	0.99

V-Lab

JSS Corp Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other JSS Corp Analyses