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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
$ω$	1.9359	3.00
$α$	0.0539	9.76
$β$	0.9434	142.61
$γ_{1}$	0.0025	0.99

V-Lab

NSI NV Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other NSI NV Analyses