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V-Lab

SSR Mining Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

65.35%

decreased by 2.11%

1 Week

65.38%

decreased by 2.08%

1 Month

65.51%

decreased by 1.95%

Analysis last updated: Friday, July 24, 2026 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of SSR Mining Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 1, 1996 to Jul 24, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 112 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.71 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

18.3198
5.00***
α

ARCH

Response to squared shocks

0.0479
47.03***
β

GARCH

Volatility persistence

0.9938
755.17***
ν

DF

Student-t tail thickness

5.7124
8.64***

Persistence:

0.994

Half-life:

112 days