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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5736	8.83***
α ARCH Response to squared shocks	0.1387	4.14***
β GARCH Volatility persistence	0.3760	3.13***

γ₁	0.5054	2.81***
γ₂	-0.7971	-2.28**
γ₃	0.3090	0.91
γ₄	0.1549	0.58
γ₅	-0.1959	-0.92
γ₆	0.0631	0.27
γ₇	-0.2666	-1.10
γ₈	0.3856	1.94*
γ₉	-0.1521	-0.85
γ₁₀	-0.0268	-0.17

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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