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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
$ω$	2.3513	4.45
$α$	0.1735	5.80
$β$	0.7921	25.19
$γ_{1}$	-0.1573	-1.02
$γ_{2}$	0.4851	1.94
$γ_{3}$	-0.4618	-2.57
$γ_{4}$	0.0075	0.03
$γ_{5}$	0.8924	2.46
$γ_{6}$	-4.1314	-3.19

V-Lab

WAM Active Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other WAM Active Ltd Analyses