V-Lab
SSR Mining Inc MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
70.89%
decreased by 1.37%
1 Week
70.57%
decreased by 1.69%
1 Month
69.47%
decreased by 2.79%
Analysis last updated: Friday, August 7, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 1, 1996 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 26 trading days, meaning a shock loses half its impact after approximately 26 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4292 | 8.24*** |
α ARCH Response to squared shocks | 0.1803 | 37.67*** |
β GARCH Volatility persistence | 0.7936 | 259.42*** |
Persistence:
0.974
Half-life:
26 days
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