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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
$m$	21
$α$	0.1113	0.64
$β$	0.7177	11.01
$γ$	-0.1113	-0.29
$λ_{1}$	4.9820	0.97
$λ_{2}$	0.0814	0.89
$λ_{3}$	0.9156	20.31

V-Lab

Covivio ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Covivio Analyses