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V-Lab

SSR Mining Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

72.37%

decreased by 1.38%

1 Week

72.32%

decreased by 1.43%

1 Month

72.13%

decreased by 1.62%

Analysis last updated: Friday, August 21, 2026 at 10:15 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 Aug 21, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 119 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 = 5.67 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

18.3335
4.85***
α

ARCH

Response to squared shocks

0.0467
47.19***
β

GARCH

Volatility persistence

0.9942
784.67***
ν

DF

Student-t tail thickness

5.6655
8.77***

Persistence:

0.994

Half-life:

119 days