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{type} for {date}

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	param	t-stat
$ω$	0.7638	5.68
$α$	0.2918	4.17
$β$	0.5215	8.20
$γ_{1}$	-0.8642	-4.73
$γ_{2}$	1.5535	5.54
$γ_{3}$	-1.4157	-5.51
$γ_{4}$	1.2266	4.32
$γ_{5}$	-0.6782	-2.92
$γ_{6}$	0.3436	1.73
$γ_{7}$	-0.4153	-2.14
$γ_{8}$	0.3552	1.64
$γ_{9}$	-0.0840	-0.38

V-Lab

21st Century Insurance Group Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 21st Century Insurance Group Analyses