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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
$ω$	1.0172	3.17
$α$	0.3476	4.41
$β$	0.2787	2.24
$γ_{1}$	-3.2882	-2.21
$γ_{2}$	6.4849	3.08
$γ_{3}$	-4.8078	-2.84
$γ_{4}$	4.6325	1.63

V-Lab

JFL Living FII Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other JFL Living FII Analyses