AngloGold Ashanti Limited EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 14.36 | |
| 0.1293 | 25.90 | |
| 0.9840 | 737.61 | |
| -0.0097 | -1.51 |
Estimation Period:
Nov 16, 1999 to Jun 23, 2023
Nov 16, 1999 to Jun 23, 2023
News Impact Curve
Volatility Forecasts
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