V-Lab
SSR Mining Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
68.25%
decreased by 2.66%
1 Week
68.37%
decreased by 2.54%
1 Month
68.77%
decreased by 2.14%
Analysis last updated: Tuesday, August 11, 2026 at 10:09 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 66% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0689 | 9.53*** |
α ARCH Response to squared shocks | 0.1542 | 19.15*** |
β GARCH Volatility persistence | 0.9770 | 457.60*** |
γ leverage Additional response to negative shocks | -0.0383 | -5.58*** |
Persistence:
0.977
Half-life:
30 days
Other SSR Mining Inc Analyses
Other EGARCH Analyses on Equities