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V-Lab

SSR Mining Inc AGARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

63.81%

decreased by 3.44%

1 Week

63.89%

decreased by 3.36%

1 Month

64.15%

decreased by 3.10%

Analysis last updated: Friday, August 7, 2026 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SSR Mining Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 1, 1996 to Aug 7, 2026

Model Insight

The news-impact curve is shifted (γ = 1.04) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5002
23.36***
α

ARCH

Response to squared shocks

0.1009
42.93***
β

GARCH

Volatility persistence

0.8628
411.64***
γ

leverage

Additional response to negative shocks

1.0370
14.52***

Persistence:

0.964

Half-life:

19 days