AngloGold Ashanti Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1753 | 9.04 | |
| 0.0499 | 8.35 | |
| 0.9332 | 120.10 | |
| 0.0017 | 2.52 |
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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