Hikma Pharmaceuticals PLC GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
39.19%
increased by 2.25%
1 Week
39.20%
increased by 2.26%
1 Month
39.24%
increased by 2.30%
Analysis last updated: Tuesday, July 14, 2026 at 06:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 2, 2006 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6491 | 8.47*** |
α ARCH Response to squared shocks | 0.0661 | 15.56*** |
β GARCH Volatility persistence | 0.8278 | 62.55*** |
Persistence:
0.894
Half-life:
6 days
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