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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3901	12.07***
α ARCH Response to squared shocks	0.0643	11.70***
β GARCH Volatility persistence	0.8873	214.02***
γ leverage Additional response to negative shocks	0.0142	1.48

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Hikma Pharmaceuticals PLC Asy. MEM Volatility Analysis

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