FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9760	4.31
$α$	0.1212	4.38
$β$	0.8353	25.41
$γ_{1}$	0.0655	1.28
$γ_{2}$	-0.1479	-2.12
$γ_{3}$	0.1249	3.45

V-Lab

Catlin Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Catlin Group Ltd Analyses