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V-Lab

Hikma Pharmaceuticals PLC Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

42.60%

increased by 5.47%

1 Week

40.95%

increased by 3.82%

1 Month

40.06%

increased by 2.93%

Analysis last updated: Tuesday, July 14, 2026 at 06:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hikma Pharmaceuticals PLC SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 2, 2006 to Jul 10, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 1 trading day.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0812
7.39***
α

ARCH

Response to squared shocks

0.1490
4.15***
β

GARCH

Volatility persistence

0.3850
3.46***
γi Spline Coefficients
K=4
γ1-0.0766
-2.60***
γ20.1560
3.58***
γ3-0.1506
-5.17***
γ40.1436
3.49***

Persistence:

0.534

Half-life:

1 days