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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.0462	13.08***
β GARCH Volatility persistence	0.7771	22.01***
γ leverage Additional response to negative shocks	0.0753	11.15***
λ₁ tau intercept Baseline long-term coefficient	0.8372	0.52
λ₂ forecast adj. Forecast performance sensitivity	0.2225	0.46
λ₃ tau persistence Long-term factor persistence	0.7245	1.23

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SSR Mining Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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