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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
$m$	46
$α$	0.1927	0.30
$β$	0.6296	18.86
$γ$	-0.1927	-0.15
$λ_{1}$	10.0000	1.07
$λ_{2}$	0.1296	0.50
$λ_{3}$	0.8704	4.66

V-Lab

Grp Ltd ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Grp Ltd Analyses