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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6117	0.87
αARCH	0.0557	1.74*
βGARCH	0.8482	16.02***
γleverage	0.1390	1.23
δpower	2.0966	2.67***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6117	0.87
α ARCH Response to squared shocks	0.0557	1.74*
β GARCH Volatility persistence	0.8482	16.02***
γ leverage Additional response to negative shocks	0.1390	1.23
δ power Transformation power	2.0966	2.67***

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Hikma Pharmaceuticals PLC APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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