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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3944	3.23***
α ARCH Response to squared shocks	0.0708	10.03***
β GARCH Volatility persistence	0.8875	181.05***
γ leverage Additional response to negative shocks	0.0501	2.17**
δ power Transformation power	2.0100	9.93***

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Hikma Pharmaceuticals PLC Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Hikma Pharmaceuticals PLC Analyses