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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0823	7.42***
α ARCH Response to squared shocks	0.1481	4.17***
β GARCH Volatility persistence	0.3868	3.48***

γ₁	-0.0752	-2.59***
γ₂	0.1541	3.59***
γ₃	-0.1512	-5.31***
γ₄	0.1521	3.89***

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Hikma Pharmaceuticals PLC Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hikma Pharmaceuticals PLC Analyses