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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SSR Mining Inc APARCH

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

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

ParameterValuet-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