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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
$m$	21
$α$	0.2708	0.17
$β$	0.5729	9.23
$γ$	-0.2708	-0.09
$λ_{1}$	10.0000	0.25
$λ_{2}$	0.2646	0.23
$λ_{3}$	0.7354	1.94

V-Lab

Trf Ltd ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Trf Ltd Analyses