Anglogold Ashanti PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:69.08% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1122 | 17.40 | |
| 0.0320 | 12.45 | |
| 0.9458 | 523.72 | |
| 0.0201 | 4.06 |
Estimation Period:
Aug 5, 1998 to Feb 13, 2026
Aug 5, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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