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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.2060	5.23***
α ARCH Response to squared shocks	0.0612	18.52***
β GARCH Volatility persistence	0.9701	159.67***
ν DF Student-t tail thickness	4.1414	6.15***

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Hikma Pharmaceuticals PLC GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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