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V-Lab

Hikma Pharmaceuticals PLC Asy. Power MEM Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

38.07%

increased by 2.08%

1 Week

39.03%

increased by 3.04%

1 Month

41.83%

increased by 5.84%

Analysis last updated: Tuesday, July 14, 2026 at 06:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Hikma Pharmaceuticals PLC APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 6, 2006 to Jul 10, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 22% more than equivalent positive returns.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3917
3.23***
α

ARCH

Response to squared shocks

0.0712
10.07***
β

GARCH

Volatility persistence

0.8873
180.49***
γ

leverage

Additional response to negative shocks

0.0496
2.15**
δ

power

Transformation power

2.0032
9.93***

Persistence:

0.959

Half-life:

16 days