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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5795	8.82***
α ARCH Response to squared shocks	0.1410	4.15***
β GARCH Volatility persistence	0.3738	3.15***

γ₁	0.5065	2.81***
γ₂	-0.7980	-2.28**
γ₃	0.3087	0.91
γ₄	0.1552	0.58
γ₅	-0.1962	-0.92
γ₆	0.0645	0.27
γ₇	-0.2710	-1.11
γ₈	0.3976	1.99**
γ₉	-0.1794	-0.98
γ₁₀	0.0045	0.03

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Hikma Pharmaceuticals PLC Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hikma Pharmaceuticals PLC Analyses