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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1537	10.23***
β GARCH Volatility persistence	0.3065	7.44***
γ leverage Additional response to negative shocks	-0.0035	-0.21
λ₁ tau intercept Baseline long-term coefficient	0.6189	0.16
λ₂ forecast adj. Forecast performance sensitivity	0.0946	0.14
λ₃ tau persistence Long-term factor persistence	0.7996	0.59

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Hikma Pharmaceuticals PLC MF2-GARCH Volatility Analysis

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