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{type} for {date}

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	param	t-stat
$ω$	1.2699	3.09
$α$	0.1404	9.77
$β$	0.8337	76.30
$γ_{1}$	-0.0007	-0.01
$γ_{2}$	0.0310	0.17
$γ_{3}$	-0.0597	-0.51
$γ_{4}$	0.0025	0.02
$γ_{5}$	0.0540	0.48
$γ_{6}$	0.0054	0.05
$γ_{7}$	-0.0993	-0.74
$γ_{8}$	0.1210	1.08
$γ_{9}$	-0.2292	-2.64
$γ_{10}$	0.3310	5.88

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State Auto Financial Corp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Auto Financial Corp Analyses