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V-Lab

SSR Mining Inc Asy. Power MEM Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

66.74%

increased by 1.75%

1 Week

64.37%

decreased by 0.62%

1 Month

57.57%

decreased by 7.42%

Analysis last updated: Tuesday, July 14, 2026 at 09:33 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of SSR Mining Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 1, 1996 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days. The volatility power δ = 1.27 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1839
13.91***
α

ARCH

Response to squared shocks

0.1975
69.58***
β

GARCH

Volatility persistence

0.7841
243.75***
γ

leverage

Additional response to negative shocks

0.0203
3.77***
δ

power

Transformation power

1.2744
27.64***

Persistence:

0.947

Half-life:

13 days