AngloGold Ashanti Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2558 | 7.76 | |
| 0.0496 | 8.39 | |
| 0.9340 | 123.25 | |
| 0.0036 | 2.31 | |
| -0.0045 | -2.25 |
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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