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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of SSR Mining Inc EGARCH

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 66% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-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