V-Lab
SSR Mining Inc APARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
69.16%
increased by 5.69%
1 Week
69.08%
increased by 5.61%
1 Month
68.78%
increased by 5.31%
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
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 85% more than equivalent positive returns.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2039 | 5.81*** |
α ARCH Response to squared shocks | 0.0570 | 24.50*** |
β GARCH Volatility persistence | 0.9301 | 295.66*** |
γ leverage Additional response to negative shocks | 0.1595 | 11.04*** |
δ power Transformation power | 1.9180 | 18.40*** |
Persistence:
0.987
Half-life:
52 days
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