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{name} Model Equation

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Param	Value	t-stat
ωconst	1.5805	8.80***
αARCH	0.1406	4.19***
βGARCH	0.3688	3.05***

γ₁	0.4994	2.89***
γ₂	-0.7892	-2.34**
γ₃	0.3092	0.93
γ₄	0.1551	0.59
γ₅	-0.2040	-0.97
γ₆	0.0660	0.29
γ₇	-0.2583	-1.09
γ₈	0.3842	2.00**
γ₉	-0.1654	-0.98
γ₁₀	-0.0126	-0.09

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5805	8.80***
α ARCH Response to squared shocks	0.1406	4.19***
β GARCH Volatility persistence	0.3688	3.05***

γ₁	0.4994	2.89***
γ₂	-0.7892	-2.34**
γ₃	0.3092	0.93
γ₄	0.1551	0.59
γ₅	-0.2040	-0.97
γ₆	0.0660	0.29
γ₇	-0.2583	-1.09
γ₈	0.3842	2.00**
γ₉	-0.1654	-0.98
γ₁₀	-0.0126	-0.09

V-Lab

Hikma Pharmaceuticals PLC Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hikma Pharmaceuticals PLC Analyses