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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
$ω$	1.6406	3.50
$α$	0.0280	4.21
$β$	0.9602	83.93
$γ_{1}$	0.0068	0.07
$γ_{2}$	-0.0351	-0.23
$γ_{3}$	0.1024	1.03
$γ_{4}$	-0.1741	-2.79
$γ_{5}$	0.1096	1.90
$γ_{6}$	0.0387	0.94
$γ_{7}$	-0.0826	-2.30
$γ_{8}$	0.0723	1.49

V-Lab

EVT Ltd Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other EVT Ltd Analyses