V-Lab
SSR Mining Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
65.72%
decreased by 1.28%
1 Week
65.55%
decreased by 1.45%
1 Month
64.96%
decreased by 2.04%
Analysis last updated: Friday, August 21, 2026 at 10:14 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
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 61% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3335 | 9.74*** |
α ARCH Response to squared shocks | 0.0365 | 14.96*** |
β GARCH Volatility persistence | 0.9303 | 366.83*** |
γ leverage Additional response to negative shocks | 0.0223 | 5.30*** |
Persistence:
0.978
Half-life:
31 days
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