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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 1, 1996 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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