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V-Lab

SSR Mining Inc MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

65.92%

decreased by 1.30%

1 Week

65.74%

decreased by 1.48%

1 Month

65.09%

decreased by 2.13%

Analysis last updated: Friday, August 21, 2026 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SSR Mining Inc MF2-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
Boundary Parameters

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 57% more than equivalent positive returns.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

86
α

ARCH

Response to squared shocks

0.0372
19.02***
β

GARCH

Volatility persistence

0.9299
112.01***
γ

leverage

Additional response to negative shocks

0.0213
6.48***
λ₁

tau intercept

Baseline long-term coefficient

10.0000
0.03
λ₂

forecast adj.

Forecast performance sensitivity

0.0000
0.00
λ₃

tau persistence

Long-term factor persistence

0.3338
0.01

Persistence:

0.978

Half-life:

31 days