AngloGold Ashanti Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1933 | 14.42 | |
| 0.0624 | 10.82 | |
| 0.9188 | 311.15 | |
| -0.0004 | -0.04 |
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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