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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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 6, 2006 to Oct 16, 2026Model 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
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Shock decay: Shocks decay with a 16-day half-life
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.3982 | 0.67 |
| αARCH | 0.0717 | 1.63 |
| βGARCH | 0.8847 | 45.23*** |
0.956
Persistence16d
Half-lifeμ
MEM Model
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| Parameter | Value | t-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
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