V-Lab
SSR Mining Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
60.52%
decreased by 1.48%
1 Week
60.63%
decreased by 1.37%
1 Month
61.06%
decreased by 0.94%
Analysis last updated: Friday, July 24, 2026 at 10:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 1, 1996 to Jul 24, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 87% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2225 | 11.97*** |
α ARCH Response to squared shocks | 0.0389 | 15.16*** |
β GARCH Volatility persistence | 0.9307 | 314.12*** |
γ leverage Additional response to negative shocks | 0.0340 | 4.24*** |
Persistence:
0.987
Half-life:
52 days
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