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Hikma Pharmaceuticals PLC MEM Volatility Analysis

Volatility prediction for Monday, October 19th, 2026

1 Day

40.34%

decreased by 0.92%

1 Week

41.04%

decreased by 0.22%

1 Month

43.07%

increased by 1.81%

Analysis last updated: Saturday, October 17, 2026 at 08:41 PM UTC

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Date Range:

from

10/16/2024

to

10/16/2026

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hikma Pharmaceuticals PLC MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 6, 2006 to Oct 16, 2026

Model Insight

Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days.

μ

MEM Model

Tap to view equation

Shock decay: Shocks decay with a 16-day half-life
ParamValuet-stat
ωconst0.3982
0.67
αARCH0.0717
1.63
βGARCH0.8847
45.23***

0.956

Persistence

16d

Half-life
μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3982
0.67
α

ARCH

Response to squared shocks

0.0717
1.63
β

GARCH

Volatility persistence

0.8847
45.23***

Persistence:

0.956

Half-life:

16 days