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
$ω$	0.8597	4.80
$α$	0.1187	4.44
$β$	0.8450	28.15
$γ_{1}$	-0.0192	-1.65

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Catlin Group Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Catlin Group Ltd Analyses