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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 6, 2006 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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