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{name} Model Equation

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Param	Value	t-stat
ωconst	0.3764	3.08***
αARCH	0.0626	2.91***
βGARCH	0.8896	55.62***
γleverage	0.0153	0.41

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3764	3.08***
α ARCH Response to squared shocks	0.0626	2.91***
β GARCH Volatility persistence	0.8896	55.62***
γ leverage Additional response to negative shocks	0.0153	0.41

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Hikma Pharmaceuticals PLC Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hikma Pharmaceuticals PLC Analyses