JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	121
$α$	0.0522	23.75
$β$	0.9035	222.31
$γ$	-0.0080	-2.78
$λ_{1}$	1.5861	2.38
$λ_{2}$	0.7758	2.85
$λ_{3}$	0.0000	0.00

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AngloGold Ashanti Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AngloGold Ashanti Ltd Analyses