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{type} for {date}

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	param	t-stat
$ω$	1.2356	4.07
$α$	0.1564	8.65
$β$	0.8019	65.46
$γ_{1}$	0.0220	0.37
$γ_{2}$	-0.0159	-0.18
$γ_{3}$	-0.0425	-0.69
$γ_{4}$	0.0562	0.97
$γ_{5}$	0.0078	0.12
$γ_{6}$	-0.0952	-1.24
$γ_{7}$	0.1303	1.60
$γ_{8}$	-0.3418	-3.57

V-Lab

State Auto Financial Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Auto Financial Corp Analyses