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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5096	7.80***
α ARCH Response to squared shocks	0.0394	8.28***
β GARCH Volatility persistence	0.8614	77.24***
γ leverage Additional response to negative shocks	0.0316	3.39***

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Hikma Pharmaceuticals PLC GJR-GARCH Volatility Analysis

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