AngloGold Ashanti Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1282 | 18.44 | |
| 0.0418 | 15.89 | |
| 0.9377 | 524.71 | |
| 0.0138 | 3.04 |
Estimation Period:
Jan 1, 1990 to Sep 22, 2023
Jan 1, 1990 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
Other AngloGold Ashanti Ltd Analyses
Other GJR-GARCH Analyses on Depositary Receipts