'We Are Going to Find Natalee'

For 11 days, the family of Natalee Holloway has been on the island of Aruba searching for her day and night. The police and military have been combing the island, looking for any trace of the beautiful Alabama teen who came to the Caribbean island with her friends to celebrate their high school graduation.

"I know in my heart, and I know in my faith in God, we are going to find Natalee," Beth Twitty, Natalee's mother, told "20/20's" Deborah Roberts in an exclusive interview airing tonight at 10 p.m.

Giving up hope is "not an option," she told Roberts.

The 18-year-old was looking at a bright future, having won a full scholarship to college for pre-med. And her mother was extraordinarily proud of her daughter. "I was excited for her. What an accomplishment. What a huge milestone in her life -- to me the summer was a bridge to another life," she said.

Her father, Dave Holloway, who is divorced from Beth and lives in Mississippi, last saw his daughter at her graduation. "We hugged each other, and got some pictures and I asked her to be careful on her trip. And that was the last time I've seen her," he said.

The high school grads and their chaperones stayed at the Holiday Inn for their five-day trip. The trouble began after sunset on their final night.

Investigators are trying to piece together events that occurred after Natalee and her friends went to Carlos 'n Charlies', a local bar.

Did Natalee drink too much? Could she have run away?

Her father doesn't think Natalee would have run away. "She has too much going for her. She has a family, a close-knit family. That would not be, in my opinion, an option," he said.

What is known about the last hours before Natalee disappeared is sketchy, and police have kept a tight lid on details of their investigation.

Rumors have only added confusion to the case. What we do know is that Natalee was last seen getting into a car with three young Arubans her mom says befriended her during the trip.

It's believed they stopped at a beach near the hotel and what happened there is unclear. Natalee was reportedly later dropped off outside her hotel around 2 a.m., but neither hotel cameras nor witnesses saw her arrive.

When Beth learned there was trouble, she got to Aruba as quickly as she could. "I hit the ground running, full force, 48 hours, no sleep, some water -- focused. I didn't have any time to waste, and I didn't want to lose any time," she said.

As Beth arrived in Aruba, Dave was preparing to join her with his brother Phil to help in the search. When Dave and Phil arrived, they began a ground search that has gone on day and night.

"I just can't sit in a hotel room. I've got to be out looking. You look at a map, and it's not that big an island. It can't be that hard. We'll find her easy," Dave said.

Despite the exhausting days and nights, both Dave and Beth are unyielding in their belief that they'll find Natalee.

Still, it is taking an emotional toll on Beth. "Some mornings I wake up just mad, just mad. And some mornings I wake up just really sad. And some mornings, I'll wake up both. I'll wake up sad and it'll turn to anger within two hours. This morning I woke up and it was quiet," she told Roberts.

Back home in suburban Birmingham, the town is wrapped in the yellow ribbons of hope and concern for Natalee and her family. Natalee's friends are finding solace in each other, gathering to hear daily phone reports from Aruba, and weaving together prayer bracelets as a constant reminder of her.

It is a community that's waiting -- waiting to deliver to Natalee her graduation gifts, waiting for good news. And always full of hope is Natalee's best friend, Fran Byrd.

"She's fine. I know that she is. She's smart. She's gonna be fine. She's coming home," Fran said.

Back in Aruba, Beth spends her days reaching out to the community here, keeping her daughter's case as public as she can.

She is distributing the prayer bracelets made back home to local Aruban children, asking them to wear them for her little girl.

"They were making them for themselves or for a smaller group, but as they realized how much everyone wanted to be a part of finding Natalee I don't think they can make them fast enough now," she said.

Beth has set aside one for Natalee. "I thought I'd pick this one out. I know she'd like this one," she said. She looks forward to giving it to her daughter when she finds her.

Both Beth and Dave have been overwhelmed by the outpouring of help from the local community. Earlier this week, all Aruban government workers were given a day off to help search. Hundreds of people combed the island for clues. Tourists even gave up valuable vacation time to hang missing posters.

On a recent evening, there was a vigil near a local lighthouse that Dave attended. Every day, he and Beth are moved to tears by the support.

"A little girl came up and she had picked a flower and she wanted me to give it to Natalee when we found her and I said I would," Dave said.

The Aruban people have essentially put their arms around the Holloways. Complete strangers are out searching for a young woman from Alabama. Beth said the kindness has been overwhelming.

But police are trying to prepare Beth and Dave for the worst -- that they may be looking for a body.

And just yesterday there was a major break in the investigation. Three young men who were last seen with Natalee were arrested. Their detention followed the arrest of two Aruban security guards who were working at a construction site near the Holiday Inn where Natalee was staying.

The suspects have not been charged with any crime and police have not revealed what evidence they may have against them. The men remain in police custody despite the protests of their family members.

As for Natalee's relatives, weary from a search that is now in its second week, they are praying for an end to the ordeal. And they are not envisioning returning home without Natalee. "I'm a determined hard-headed person. I think about that a little bit in the back of my mind, but then again I try to get focused and think eventually something is going to turn up. It's got to," her father said.

"We are in this and we are not going anywhere. I'm not leaving, Deborah, and you wouldn't either," Beth said.

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