AngloGold Ashanti Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0679 | 17.33 | |
| 0.0408 | 18.10 | |
| 0.9496 | 692.64 | |
| 0.0019 | 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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