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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5268	7.85***
α ARCH Response to squared shocks	0.0407	8.39***
β GARCH Volatility persistence	0.8572	74.42***
γ leverage Additional response to negative shocks	0.0319	3.35***

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Hikma Pharmaceuticals PLC GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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