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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.1900	5.30***
α ARCH Response to squared shocks	0.0614	18.59***
β GARCH Volatility persistence	0.9698	159.72***
ν DF Student-t tail thickness	4.1462	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

Other Hikma Pharmaceuticals PLC Analyses