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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4274	26.11***
α ARCH Response to squared shocks	0.1728	39.00***
β GARCH Volatility persistence	0.7939	259.62***
γ leverage Additional response to negative shocks	0.0148	1.86*

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SSR Mining Inc Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SSR Mining Inc Analyses