AngloGold Ashanti Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1875 | 19.49 | |
| 0.0651 | 41.60 | |
| 0.9122 | 477.82 | |
| 0.5905 | 9.06 |
Estimation Period:
Jan 1, 1990 to Sep 22, 2023
Jan 1, 1990 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
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