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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8158	11.52***
α ARCH Response to squared shocks	0.0814	17.75***
β GARCH Volatility persistence	0.7835	65.47***
γ leverage Additional response to negative shocks	0.4956	3.48***

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Hikma Pharmaceuticals PLC AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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