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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5722	8.81***
α ARCH Response to squared shocks	0.1388	4.16***
β GARCH Volatility persistence	0.3733	3.10***

γ₁	0.5016	2.83***
γ₂	-0.7923	-2.30**
γ₃	0.3085	0.92
γ₄	0.1556	0.59
γ₅	-0.1996	-0.94
γ₆	0.0652	0.28
γ₇	-0.2651	-1.10
γ₈	0.3866	1.97**
γ₉	-0.1581	-0.90
γ₁₀	-0.0208	-0.14

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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