Hikma Pharmaceuticals PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.90% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5401 | 13.57 | |
| 0.0791 | 8.30 | |
| 0.7761 | 64.92 | |
| 0.0205 | 1.58 |
Estimation Period:
Oct 31, 2005 to Feb 6, 2026
Oct 31, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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