Is this called an anchor line? How is this supposed to be called?
I don't understand how this is a UX question or how this name helps you, but I will explain the functionality anyway.
A crosshair is a pair of perpendicular lines (horizontal and vertical) that move when the mouse is moved or hover some important points on the graphic (depending on the requirements/ implementation). Usually, there are also two labels displayed on the X- and Y-axes in the points where the axes are crossed by the crosshair lines or a tooltip with the data.
Sometimes, a line or a label of the crosshair is hidden - the example from your image.
Maybe this example helps you more (it is more clear the functionality with a crosshair on both axes):
Other examples in charts:
Crosshairs are thin vertical and horizontal lines centered on a data point in a chart. When you, as a chart creator, enable crosshairs in your charts, your users will then be able to target a single element