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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

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 21, 2026

Model 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

ParameterValuet-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