AngloGold Ashanti Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7454 | 5.38 | |
| 0.0885 | 4.98 | |
| 0.8205 | 21.58 | |
| -0.1809 | -2.84 | |
| 0.3496 | 3.94 | |
| -0.2886 | -5.13 | |
| 0.2203 | 3.78 | |
| -0.2018 | -3.32 | |
| 0.1242 | 2.23 | |
| -0.0070 | -0.18 |
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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