AngloGold Ashanti Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9505 | 7.03 | |
| 0.0453 | 8.69 | |
| 0.9418 | 142.93 | |
| -0.0050 | -1.21 | |
| 0.0112 | 1.90 | |
| -0.0095 | -3.19 |
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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