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V-Lab

Hikma Pharmaceuticals PLC APARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

38.36%

increased by 2.93%

1 Week

38.48%

increased by 3.05%

1 Month

38.77%

increased by 3.34%

Analysis last updated: Tuesday, July 14, 2026 at 06:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Hikma Pharmaceuticals PLC APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 2, 2006 to Jul 10, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 79% more than equivalent positive returns.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5682
3.47***
α

ARCH

Response to squared shocks

0.0543
6.86***
β

GARCH

Volatility persistence

0.8553
68.21***
γ

leverage

Additional response to negative shocks

0.1390
4.82***
δ

power

Transformation power

2.0710
10.53***

Persistence:

0.912

Half-life:

8 days