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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.1682	5.38***
α ARCH Response to squared shocks	0.0627	18.51***
β GARCH Volatility persistence	0.9690	157.73***
ν DF Student-t tail thickness	4.1667	6.13***

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Hikma Pharmaceuticals PLC GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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