CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8161	5.19
$α$	0.1383	5.01
$β$	0.5469	6.91
$γ_{1}$	0.0487	0.21
$γ_{2}$	-0.0220	-0.07
$γ_{3}$	0.1915	0.82
$γ_{4}$	-0.6710	-1.60
$γ_{5}$	0.9753	2.00
$γ_{6}$	-0.8791	-2.53
$γ_{7}$	0.6349	2.78
$γ_{8}$	-0.6127	-3.65
$γ_{9}$	0.4761	4.68

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Stride Property Group Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Stride Property Group Analyses