V-Lab
SSR Mining Inc Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
84.88%
increased by 7.43%
1 Week
85.34%
increased by 7.89%
1 Month
86.88%
increased by 9.43%
Analysis last updated: Friday, August 7, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 1, 1996 to Aug 7, 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 25 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2449 | 7.34*** |
α ARCH Response to squared shocks | 0.0597 | 4.63*** |
β GARCH Volatility persistence | 0.9128 | 52.77*** |
Spline Coefficients
K=4
| γ1 | -0.0145 | -1.62 |
| γ2 | 0.0330 | 2.42** |
| γ3 | -0.0377 | -3.58*** |
| γ4 | 0.0596 | 4.33*** |
Persistence:
0.973
Half-life:
25 days
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