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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5070	7.79***
α ARCH Response to squared shocks	0.0384	8.19***
β GARCH Volatility persistence	0.8628	77.86***
γ leverage Additional response to negative shocks	0.0321	3.47***

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Hikma Pharmaceuticals PLC GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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