S&P / ASX 200 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	101
$α$	0.1127	20.82
$β$	0.7359	45.73
$γ$	-0.0257	-3.27
$λ_{1}$	1.4289	3.50
$λ_{2}$	0.8610	16.76
$λ_{3}$	0.0000	0.00

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AngloGold Ashanti Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AngloGold Ashanti Limited Analyses