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Hikma Pharmaceuticals PLC GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

36.24%

increased by 3.78%

1 Week

36.43%

increased by 3.97%

1 Month

37.06%

increased by 4.60%

Analysis last updated: Tuesday, July 14, 2026 at 06:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Hikma Pharmaceuticals PLC GAS-GARCH-T

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

Volatility shocks decay with a half-life of 23 trading days, meaning a shock loses half its impact after approximately 23 days. Returns follow a Student-t distribution with v = 4.17 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

6.1732
5.27***
α

ARCH

Response to squared shocks

0.0618
18.69***
β

GARCH

Volatility persistence

0.9702
161.16***
ν

DF

Student-t tail thickness

4.1653
6.17***

Persistence:

0.970

Half-life:

23 days