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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
$ω$	0.6985	10.04
$α$	0.0894	4.71
$β$	0.8242	19.09
$γ_{1}$	-0.8432	-12.41
$γ_{2}$	1.2282	10.33

V-Lab

Linc Ab Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Linc Ab Analyses