AngloGold Ashanti Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0937 | 9.54 | |
| 0.0446 | 8.75 | |
| 0.9434 | 148.42 | |
| 0.0016 | 2.55 |
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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