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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8140	11.47***
α ARCH Response to squared shocks	0.0821	17.65***
β GARCH Volatility persistence	0.7830	65.44***
γ leverage Additional response to negative shocks	0.4799	3.39***

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Hikma Pharmaceuticals PLC AGARCH Volatility Analysis

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