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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5810	8.87***
α ARCH Response to squared shocks	0.1402	4.11***
β GARCH Volatility persistence	0.3739	3.14***

γ₁	0.5139	2.78***
γ₂	-0.8080	-2.25**
γ₃	0.3105	0.90
γ₄	0.1534	0.58
γ₅	-0.1889	-0.88
γ₆	0.0609	0.26
γ₇	-0.2749	-1.12
γ₈	0.3977	1.96*
γ₉	-0.1756	-0.93
γ₁₀	0.0041	0.02

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Hikma Pharmaceuticals PLC Zero Slope Spline-GARCH Volatility Analysis

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