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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
$ω$	0.9981	4.17
$α$	0.3337	8.67
$β$	0.5722	12.13
$γ_{1}$	-2.8601	-4.79
$γ_{2}$	4.7997	5.59
$γ_{3}$	-3.8559	-6.84
$γ_{4}$	3.3060	5.26
$γ_{5}$	-1.6866	-1.82

V-Lab

Sonam Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sonam Ltd Analyses