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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

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 Jul 24, 2026

Model 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

ParameterValuet-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