V-Lab
SSR Mining Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
59.18%
decreased by 1.71%
1 Week
59.04%
decreased by 1.85%
1 Month
58.56%
decreased by 2.33%
Analysis last updated: Friday, July 24, 2026 at 10:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 1, 1996 to Jul 24, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 36 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2620 | 9.00*** |
α ARCH Response to squared shocks | 0.0583 | 4.41*** |
β GARCH Volatility persistence | 0.9227 | 58.81*** |
Spline Coefficients
K=1
| γ1 | 0.0007 | 2.36** |
Persistence:
0.981
Half-life:
36 days
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