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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1084	5.37***
α ARCH Response to squared shocks	0.0931	11.79***
β GARCH Volatility persistence	0.9435	88.39***
γ leverage Additional response to negative shocks	-0.0285	-3.80***

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Hikma Pharmaceuticals PLC EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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