S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7391	5.36
$α$	0.0894	4.99
$β$	0.8180	21.27
$γ_{1}$	-0.1865	-2.92
$γ_{2}$	0.3590	4.05
$γ_{3}$	-0.2957	-5.25
$γ_{4}$	0.2271	3.88
$γ_{5}$	-0.2096	-3.37
$γ_{6}$	0.1367	2.12
$γ_{7}$	-0.0368	-0.41

V-Lab

AngloGold Ashanti Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AngloGold Ashanti Limited Analyses