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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 1, 1996 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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