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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.0458	12.99***
β GARCH Volatility persistence	0.7772	21.99***
γ leverage Additional response to negative shocks	0.0759	11.17***
λ₁ tau intercept Baseline long-term coefficient	0.8362	0.52
λ₂ forecast adj. Forecast performance sensitivity	0.2200	0.46
λ₃ tau persistence Long-term factor persistence	0.7266	1.24

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SSR Mining Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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