AngloGold Ashanti Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 18.56 | |
| 0.1032 | 35.90 | |
| 0.9883 | 1,447.00 | |
| -0.0017 | -0.48 |
Estimation Period:
Jan 1, 1990 to Sep 15, 2023
Jan 1, 1990 to Sep 15, 2023
News Impact Curve
Volatility Forecasts
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