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V-Lab

SSR Mining Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

68.92%

increased by 5.73%

1 Week

68.82%

increased by 5.63%

1 Month

68.46%

increased by 5.27%

Analysis last updated: Friday, August 7, 2026 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SSR Mining Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 1, 1996 to Aug 7, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 86% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2216
11.99***
α

ARCH

Response to squared shocks

0.0392
15.27***
β

GARCH

Volatility persistence

0.9308
314.67***
γ

leverage

Additional response to negative shocks

0.0336
4.20***

Persistence:

0.987

Half-life:

52 days