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	param	t-stat
$ω$	1.2601	3.46
$α$	0.0969	4.05
$β$	0.8801	39.28
$γ_{1}$	-0.1080	-1.65
$γ_{2}$	0.2119	2.06
$γ_{3}$	-0.3928	-3.29

V-Lab

National Interstate Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Interstate Corp Analyses