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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
$ω$	0.4822	9.44
$α$	0.1160	3.62
$β$	0.7577	10.39
$γ_{1}$	-0.5063	-5.70
$γ_{2}$	0.5510	3.39

V-Lab

Sanei Ltd Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sanei Ltd Analyses