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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 1, 1996 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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