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V-Lab

Mesoblast Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:71.49% (-1.79%)
Analysis last updated: Friday, February 20, 2026 at 07:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mesoblast Ltd S0GARCH
paramt-stat
ω1.48394.52
α0.14464.23
β0.737214.51
γ10.23702.13
γ2-0.3216-1.76
γ30.01060.06
γ40.38701.87
γ5-0.6332-2.37
γ60.49012.09
γ7-0.2352-1.20
γ80.12130.62
γ9-0.1011-0.80
Estimation Period:
Dec 16, 2004 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts