V-Lab
SSR Mining Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
78.13%
increased by 6.98%
1 Week
78.02%
increased by 6.87%
1 Month
77.60%
increased by 6.45%
Analysis last updated: Friday, August 7, 2026 at 10:15 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
With persistence 0.994, volatility shocks have a half-life of 115 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.72 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 18.5951 | 5.00*** |
α ARCH Response to squared shocks | 0.0479 | 47.58*** |
β GARCH Volatility persistence | 0.9940 | 778.97*** |
ν DF Student-t tail thickness | 5.7165 | 8.79*** |
Persistence:
0.994
Half-life:
115 days
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