AngloGold Ashanti Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0404 | 13.09 | |
| 0.9094 | 225.60 | |
| 0.0172 | 6.31 | |
| 2.1819 | 0.16 | |
| 0.7496 | 0.15 | |
| 0.0000 | 0.00 |
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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